2020-07-02 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-02 21:02:00 INFO: skip by not found init order into storage
2020-07-02 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-02 21:02:00 INFO: skip by not found init order into storage
2020-07-02 21:02:00 INFO: clearing end
2020-07-02 21:02:00 INFO: 
2020-07-02 21:02:00 INFO: 
2020-07-02 21:02:00 INFO: 
2020-07-02 21:02:00 INFO: 
2020-07-02 22:00:20 INFO: 
2020-07-02 22:00:20 INFO: 
2020-07-02 22:00:20 INFO: 
2020-07-02 22:00:20 INFO: 
2020-07-02 22:00:20 INFO: init new order start
2020-07-02 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 2, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.9, 'high': 226.65, 'low': 224.85, 'close': 226.15, 'trades': 1890, 'volume': 1919249, 'vwap': 225.93, 'lastSize': 15, 'turnover': 43359975230, 'homeNotional': 17389.03903247621, 'foreignNotional': 3928569.4537703004}, {'timestamp': datetime.datetime(2020, 7, 2, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.35, 'low': 225.35, 'close': 225.9, 'trades': 1904, 'volume': 3568233, 'vwap': 225.94, 'lastSize': 1000, 'turnover': 80618556580, 'homeNotional': 32255.131693877946, 'foreignNotional': 7287548.782136559}, {'timestamp': datetime.datetime(2020, 7, 2, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.05, 'high': 226.2, 'low': 222.5, 'close': 226.05, 'trades': 6709, 'volume': 7951777, 'vwap': 224.7, 'lastSize': 1692, 'turnover': 178673973650, 'homeNotional': 71687.65186498627, 'foreignNotional': 16108179.400973072}]
2020-07-02 22:00:20 INFO: prepare candles [CandleItem(low=224.85, high=226.65, open=225.9, close=226.15, color='GREEN'), CandleItem(low=225.35, high=226.35, open=226.05, close=225.9, color='RED'), CandleItem(low=222.5, high=226.2, open=225.05, close=226.05, color='GREEN')]
2020-07-02 22:00:20 INFO: skip by colors first_candle=CandleItem(low=222.5, high=226.2, open=225.05, close=226.05, color='GREEN') second_candle=CandleItem(low=225.35, high=226.35, open=226.05, close=225.9, color='RED') last_candle=CandleItem(low=224.85, high=226.65, open=225.9, close=226.15, color='GREEN')
2020-07-02 22:00:20 INFO: check need new order None
2020-07-02 22:00:20 INFO: init new order end
2020-07-02 22:00:20 INFO: 
2020-07-02 22:00:20 INFO: 
2020-07-02 22:00:20 INFO: 
2020-07-02 22:00:20 INFO: 
2020-07-02 22:02:00 INFO: 
2020-07-02 22:02:00 INFO: 
2020-07-02 22:02:00 INFO: 
2020-07-02 22:02:00 INFO: 
2020-07-02 22:02:00 INFO: clearing start
2020-07-02 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-02 22:02:00 INFO: skip by not found init order into storage
2020-07-02 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-02 22:02:00 INFO: skip by not found init order into storage
2020-07-02 22:02:00 INFO: clearing end
2020-07-02 22:02:00 INFO: 
2020-07-02 22:02:00 INFO: 
2020-07-02 22:02:00 INFO: 
2020-07-02 22:02:00 INFO: 
2020-07-02 23:00:20 INFO: 
2020-07-02 23:00:20 INFO: 
2020-07-02 23:00:20 INFO: 
2020-07-02 23:00:20 INFO: 
2020-07-02 23:00:20 INFO: init new order start
2020-07-02 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 2, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 226.4, 'low': 225.0, 'close': 225.65, 'trades': 2100, 'volume': 2535594, 'vwap': 225.57, 'lastSize': 5503, 'turnover': 57194733220, 'homeNotional': 22951.75494662361, 'foreignNotional': 5177177.77501338}, {'timestamp': datetime.datetime(2020, 7, 2, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.9, 'high': 226.65, 'low': 224.85, 'close': 226.15, 'trades': 1890, 'volume': 1919249, 'vwap': 225.93, 'lastSize': 15, 'turnover': 43359975230, 'homeNotional': 17389.03903247621, 'foreignNotional': 3928569.4537703004}, {'timestamp': datetime.datetime(2020, 7, 2, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.35, 'low': 225.35, 'close': 225.9, 'trades': 1904, 'volume': 3568233, 'vwap': 225.94, 'lastSize': 1000, 'turnover': 80618556580, 'homeNotional': 32255.131693877946, 'foreignNotional': 7287548.782136559}]
2020-07-02 23:00:20 INFO: prepare candles [CandleItem(low=225.0, high=226.4, open=226.15, close=225.65, color='RED'), CandleItem(low=224.85, high=226.65, open=225.9, close=226.15, color='GREEN'), CandleItem(low=225.35, high=226.35, open=226.05, close=225.9, color='RED')]
2020-07-02 23:00:20 INFO: skip by colors first_candle=CandleItem(low=225.35, high=226.35, open=226.05, close=225.9, color='RED') second_candle=CandleItem(low=224.85, high=226.65, open=225.9, close=226.15, color='GREEN') last_candle=CandleItem(low=225.0, high=226.4, open=226.15, close=225.65, color='RED')
2020-07-02 23:00:20 INFO: check need new order None
2020-07-02 23:00:20 INFO: init new order end
2020-07-02 23:00:20 INFO: 
2020-07-02 23:00:20 INFO: 
2020-07-02 23:00:20 INFO: 
2020-07-02 23:00:20 INFO: 
2020-07-02 23:02:00 INFO: 
2020-07-02 23:02:00 INFO: 
2020-07-02 23:02:00 INFO: 
2020-07-02 23:02:00 INFO: 
2020-07-02 23:02:00 INFO: clearing start
2020-07-02 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-02 23:02:00 INFO: skip by not found init order into storage
2020-07-02 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-02 23:02:00 INFO: skip by not found init order into storage
2020-07-02 23:02:00 INFO: clearing end
2020-07-02 23:02:00 INFO: 
2020-07-02 23:02:00 INFO: 
2020-07-02 23:02:00 INFO: 
2020-07-02 23:02:00 INFO: 
2020-07-03 00:00:20 INFO: 
2020-07-03 00:00:20 INFO: 
2020-07-03 00:00:20 INFO: 
2020-07-03 00:00:20 INFO: 
2020-07-03 00:00:20 INFO: init new order start
2020-07-03 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 2, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.65, 'high': 226.5, 'low': 225.1, 'close': 226.35, 'trades': 1463, 'volume': 2163947, 'vwap': 225.77, 'lastSize': 200, 'turnover': 48853542610, 'homeNotional': 19610.800348696896, 'foreignNotional': 4427377.864740674}, {'timestamp': datetime.datetime(2020, 7, 2, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 226.4, 'low': 225.0, 'close': 225.65, 'trades': 2100, 'volume': 2535594, 'vwap': 225.57, 'lastSize': 5503, 'turnover': 57194733220, 'homeNotional': 22951.75494662361, 'foreignNotional': 5177177.77501338}, {'timestamp': datetime.datetime(2020, 7, 2, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.9, 'high': 226.65, 'low': 224.85, 'close': 226.15, 'trades': 1890, 'volume': 1919249, 'vwap': 225.93, 'lastSize': 15, 'turnover': 43359975230, 'homeNotional': 17389.03903247621, 'foreignNotional': 3928569.4537703004}]
2020-07-03 00:00:20 INFO: prepare candles [CandleItem(low=225.1, high=226.5, open=225.65, close=226.35, color='GREEN'), CandleItem(low=225.0, high=226.4, open=226.15, close=225.65, color='RED'), CandleItem(low=224.85, high=226.65, open=225.9, close=226.15, color='GREEN')]
2020-07-03 00:00:20 INFO: skip by colors first_candle=CandleItem(low=224.85, high=226.65, open=225.9, close=226.15, color='GREEN') second_candle=CandleItem(low=225.0, high=226.4, open=226.15, close=225.65, color='RED') last_candle=CandleItem(low=225.1, high=226.5, open=225.65, close=226.35, color='GREEN')
2020-07-03 00:00:20 INFO: check need new order None
2020-07-03 00:00:20 INFO: init new order end
2020-07-03 00:00:20 INFO: 
2020-07-03 00:00:20 INFO: 
2020-07-03 00:00:20 INFO: 
2020-07-03 00:00:20 INFO: 
2020-07-03 00:02:00 INFO: 
2020-07-03 00:02:00 INFO: 
2020-07-03 00:02:00 INFO: 
2020-07-03 00:02:00 INFO: 
2020-07-03 00:02:00 INFO: clearing start
2020-07-03 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 00:02:00 INFO: skip by not found init order into storage
2020-07-03 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 00:02:00 INFO: skip by not found init order into storage
2020-07-03 00:02:00 INFO: clearing end
2020-07-03 00:02:00 INFO: 
2020-07-03 00:02:00 INFO: 
2020-07-03 00:02:00 INFO: 
2020-07-03 00:02:00 INFO: 
2020-07-03 00:25:33 ERROR: Error : Connection is already closed.
2020-07-03 00:25:33 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86344fed00>>: Connection is already closed.
2020-07-03 00:25:33 INFO: Websocket Closed
2020-07-03 00:25:33 WARNING: reconnect to socket
2020-07-03 00:25:33 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-03 00:25:33 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-03 00:25:33 INFO: Authenticating with API Key.
2020-07-03 00:25:34 INFO: Connected to WS.
2020-07-03 01:00:20 INFO: 
2020-07-03 01:00:20 INFO: 
2020-07-03 01:00:20 INFO: 
2020-07-03 01:00:20 INFO: 
2020-07-03 01:00:20 INFO: init new order start
2020-07-03 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 2, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 228.45, 'low': 226.1, 'close': 227.5, 'trades': 2412, 'volume': 2503281, 'vwap': 227.21, 'lastSize': 500, 'turnover': 56876909255, 'homeNotional': 22823.936348656644, 'foreignNotional': 5185849.338256462}, {'timestamp': datetime.datetime(2020, 7, 2, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.65, 'high': 226.5, 'low': 225.1, 'close': 226.35, 'trades': 1463, 'volume': 2163947, 'vwap': 225.77, 'lastSize': 200, 'turnover': 48853542610, 'homeNotional': 19610.800348696896, 'foreignNotional': 4427377.864740674}, {'timestamp': datetime.datetime(2020, 7, 2, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 226.4, 'low': 225.0, 'close': 225.65, 'trades': 2100, 'volume': 2535594, 'vwap': 225.57, 'lastSize': 5503, 'turnover': 57194733220, 'homeNotional': 22951.75494662361, 'foreignNotional': 5177177.77501338}]
2020-07-03 01:00:20 INFO: prepare candles [CandleItem(low=226.1, high=228.45, open=226.35, close=227.5, color='GREEN'), CandleItem(low=225.1, high=226.5, open=225.65, close=226.35, color='GREEN'), CandleItem(low=225.0, high=226.4, open=226.15, close=225.65, color='RED')]
2020-07-03 01:00:20 INFO: skip by colors first_candle=CandleItem(low=225.0, high=226.4, open=226.15, close=225.65, color='RED') second_candle=CandleItem(low=225.1, high=226.5, open=225.65, close=226.35, color='GREEN') last_candle=CandleItem(low=226.1, high=228.45, open=226.35, close=227.5, color='GREEN')
2020-07-03 01:00:20 INFO: check need new order None
2020-07-03 01:00:20 INFO: init new order end
2020-07-03 01:00:20 INFO: 
2020-07-03 01:00:20 INFO: 
2020-07-03 01:00:20 INFO: 
2020-07-03 01:00:20 INFO: 
2020-07-03 01:02:00 INFO: 
2020-07-03 01:02:00 INFO: 
2020-07-03 01:02:00 INFO: 
2020-07-03 01:02:00 INFO: 
2020-07-03 01:02:00 INFO: clearing start
2020-07-03 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 01:02:00 INFO: skip by not found init order into storage
2020-07-03 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 01:02:00 INFO: skip by not found init order into storage
2020-07-03 01:02:00 INFO: clearing end
2020-07-03 01:02:00 INFO: 
2020-07-03 01:02:00 INFO: 
2020-07-03 01:02:00 INFO: 
2020-07-03 01:02:00 INFO: 
2020-07-03 02:00:20 INFO: 
2020-07-03 02:00:20 INFO: 
2020-07-03 02:00:20 INFO: 
2020-07-03 02:00:20 INFO: 
2020-07-03 02:00:20 INFO: init new order start
2020-07-03 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 2, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.25, 'low': 226.55, 'close': 227.2, 'trades': 2340, 'volume': 2129002, 'vwap': 227.53, 'lastSize': 15, 'turnover': 48439199585, 'homeNotional': 19420.408314583092, 'foreignNotional': 4418555.994322875}, {'timestamp': datetime.datetime(2020, 7, 2, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 228.45, 'low': 226.1, 'close': 227.5, 'trades': 2412, 'volume': 2503281, 'vwap': 227.21, 'lastSize': 500, 'turnover': 56876909255, 'homeNotional': 22823.936348656644, 'foreignNotional': 5185849.338256462}, {'timestamp': datetime.datetime(2020, 7, 2, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.65, 'high': 226.5, 'low': 225.1, 'close': 226.35, 'trades': 1463, 'volume': 2163947, 'vwap': 225.77, 'lastSize': 200, 'turnover': 48853542610, 'homeNotional': 19610.800348696896, 'foreignNotional': 4427377.864740674}]
2020-07-03 02:00:20 INFO: prepare candles [CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED'), CandleItem(low=226.1, high=228.45, open=226.35, close=227.5, color='GREEN'), CandleItem(low=225.1, high=226.5, open=225.65, close=226.35, color='GREEN')]
2020-07-03 02:00:20 INFO: last_candle=CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED')
2020-07-03 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)))
2020-07-03 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=226.55, high=228.25, open=227.5, close=227.2, color='RED')
2020-07-03 02:00:20 INFO: skip by CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 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)))
2020-07-03 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=226.55, high=228.25, open=227.5, close=227.2, color='RED')
2020-07-03 02:00:20 INFO: skip by CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 02:00:20 INFO: not found applicable config for candle
2020-07-03 02:00:20 INFO: check need new order None
2020-07-03 02:00:20 INFO: init new order end
2020-07-03 02:00:20 INFO: 
2020-07-03 02:00:20 INFO: 
2020-07-03 02:00:20 INFO: 
2020-07-03 02:00:20 INFO: 
2020-07-03 02:02:00 INFO: 
2020-07-03 02:02:00 INFO: 
2020-07-03 02:02:00 INFO: 
2020-07-03 02:02:00 INFO: 
2020-07-03 02:02:00 INFO: clearing start
2020-07-03 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 02:02:00 INFO: skip by not found init order into storage
2020-07-03 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 02:02:00 INFO: skip by not found init order into storage
2020-07-03 02:02:00 INFO: clearing end
2020-07-03 02:02:00 INFO: 
2020-07-03 02:02:00 INFO: 
2020-07-03 02:02:00 INFO: 
2020-07-03 02:02:00 INFO: 
2020-07-03 03:00:20 INFO: 
2020-07-03 03:00:20 INFO: 
2020-07-03 03:00:20 INFO: 
2020-07-03 03:00:20 INFO: 
2020-07-03 03:00:20 INFO: init new order start
2020-07-03 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.2, 'high': 227.5, 'low': 226.35, 'close': 226.55, 'trades': 1434, 'volume': 1243316, 'vwap': 226.9, 'lastSize': 3969, 'turnover': 28210558650, 'homeNotional': 11307.046114281417, 'foreignNotional': 2565543.707760477}, {'timestamp': datetime.datetime(2020, 7, 2, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.25, 'low': 226.55, 'close': 227.2, 'trades': 2340, 'volume': 2129002, 'vwap': 227.53, 'lastSize': 15, 'turnover': 48439199585, 'homeNotional': 19420.408314583092, 'foreignNotional': 4418555.994322875}, {'timestamp': datetime.datetime(2020, 7, 2, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 228.45, 'low': 226.1, 'close': 227.5, 'trades': 2412, 'volume': 2503281, 'vwap': 227.21, 'lastSize': 500, 'turnover': 56876909255, 'homeNotional': 22823.936348656644, 'foreignNotional': 5185849.338256462}]
2020-07-03 03:00:20 INFO: prepare candles [CandleItem(low=226.35, high=227.5, open=227.2, close=226.55, color='RED'), CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED'), CandleItem(low=226.1, high=228.45, open=226.35, close=227.5, color='GREEN')]
2020-07-03 03:00:20 INFO: skip by colors first_candle=CandleItem(low=226.1, high=228.45, open=226.35, close=227.5, color='GREEN') second_candle=CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED') last_candle=CandleItem(low=226.35, high=227.5, open=227.2, close=226.55, color='RED')
2020-07-03 03:00:20 INFO: check need new order None
2020-07-03 03:00:20 INFO: init new order end
2020-07-03 03:00:20 INFO: 
2020-07-03 03:00:20 INFO: 
2020-07-03 03:00:20 INFO: 
2020-07-03 03:00:20 INFO: 
2020-07-03 03:02:00 INFO: 
2020-07-03 03:02:00 INFO: 
2020-07-03 03:02:00 INFO: 
2020-07-03 03:02:00 INFO: 
2020-07-03 03:02:00 INFO: clearing start
2020-07-03 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 03:02:01 INFO: skip by not found init order into storage
2020-07-03 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 03:02:01 INFO: skip by not found init order into storage
2020-07-03 03:02:01 INFO: clearing end
2020-07-03 03:02:01 INFO: 
2020-07-03 03:02:01 INFO: 
2020-07-03 03:02:01 INFO: 
2020-07-03 03:02:01 INFO: 
2020-07-03 04:00:20 INFO: 
2020-07-03 04:00:20 INFO: 
2020-07-03 04:00:20 INFO: 
2020-07-03 04:00:20 INFO: 
2020-07-03 04:00:20 INFO: init new order start
2020-07-03 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.55, 'high': 226.6, 'low': 225.4, 'close': 226.3, 'trades': 2091, 'volume': 2186261, 'vwap': 225.98, 'lastSize': 1, 'turnover': 49404500455, 'homeNotional': 19864.270782662345, 'foreignNotional': 4488877.38347349}, {'timestamp': datetime.datetime(2020, 7, 3, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.2, 'high': 227.5, 'low': 226.35, 'close': 226.55, 'trades': 1434, 'volume': 1243316, 'vwap': 226.9, 'lastSize': 3969, 'turnover': 28210558650, 'homeNotional': 11307.046114281417, 'foreignNotional': 2565543.707760477}, {'timestamp': datetime.datetime(2020, 7, 2, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.25, 'low': 226.55, 'close': 227.2, 'trades': 2340, 'volume': 2129002, 'vwap': 227.53, 'lastSize': 15, 'turnover': 48439199585, 'homeNotional': 19420.408314583092, 'foreignNotional': 4418555.994322875}]
2020-07-03 04:00:20 INFO: prepare candles [CandleItem(low=225.4, high=226.6, open=226.55, close=226.3, color='RED'), CandleItem(low=226.35, high=227.5, open=227.2, close=226.55, color='RED'), CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED')]
2020-07-03 04:00:20 INFO: skip by colors first_candle=CandleItem(low=226.55, high=228.25, open=227.5, close=227.2, color='RED') second_candle=CandleItem(low=226.35, high=227.5, open=227.2, close=226.55, color='RED') last_candle=CandleItem(low=225.4, high=226.6, open=226.55, close=226.3, color='RED')
2020-07-03 04:00:20 INFO: check need new order None
2020-07-03 04:00:20 INFO: init new order end
2020-07-03 04:00:20 INFO: 
2020-07-03 04:00:20 INFO: 
2020-07-03 04:00:20 INFO: 
2020-07-03 04:00:20 INFO: 
2020-07-03 04:02:00 INFO: 
2020-07-03 04:02:00 INFO: 
2020-07-03 04:02:00 INFO: 
2020-07-03 04:02:00 INFO: 
2020-07-03 04:02:00 INFO: clearing start
2020-07-03 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 04:02:00 INFO: skip by not found init order into storage
2020-07-03 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 04:02:00 INFO: skip by not found init order into storage
2020-07-03 04:02:00 INFO: clearing end
2020-07-03 04:02:00 INFO: 
2020-07-03 04:02:00 INFO: 
2020-07-03 04:02:00 INFO: 
2020-07-03 04:02:00 INFO: 
2020-07-03 05:00:20 INFO: 
2020-07-03 05:00:20 INFO: 
2020-07-03 05:00:20 INFO: 
2020-07-03 05:00:20 INFO: 
2020-07-03 05:00:20 INFO: init new order start
2020-07-03 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 228.0, 'low': 226.0, 'close': 227.4, 'trades': 1942, 'volume': 1838111, 'vwap': 227.27, 'lastSize': 1, 'turnover': 41773096795, 'homeNotional': 16747.60017678795, 'foreignNotional': 3806089.8531842395}, {'timestamp': datetime.datetime(2020, 7, 3, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.55, 'high': 226.6, 'low': 225.4, 'close': 226.3, 'trades': 2091, 'volume': 2186261, 'vwap': 225.98, 'lastSize': 1, 'turnover': 49404500455, 'homeNotional': 19864.270782662345, 'foreignNotional': 4488877.38347349}, {'timestamp': datetime.datetime(2020, 7, 3, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.2, 'high': 227.5, 'low': 226.35, 'close': 226.55, 'trades': 1434, 'volume': 1243316, 'vwap': 226.9, 'lastSize': 3969, 'turnover': 28210558650, 'homeNotional': 11307.046114281417, 'foreignNotional': 2565543.707760477}]
2020-07-03 05:00:20 INFO: prepare candles [CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN'), CandleItem(low=225.4, high=226.6, open=226.55, close=226.3, color='RED'), CandleItem(low=226.35, high=227.5, open=227.2, close=226.55, color='RED')]
2020-07-03 05:00:20 INFO: last_candle=CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN')
2020-07-03 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN')
2020-07-03 05:00:20 INFO: skip by CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN')
2020-07-03 05:00:20 INFO: skip by CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 05:00:20 INFO: not found applicable config for candle
2020-07-03 05:00:20 INFO: check need new order None
2020-07-03 05:00:20 INFO: init new order end
2020-07-03 05:00:20 INFO: 
2020-07-03 05:00:20 INFO: 
2020-07-03 05:00:20 INFO: 
2020-07-03 05:00:20 INFO: 
2020-07-03 05:02:00 INFO: 
2020-07-03 05:02:00 INFO: 
2020-07-03 05:02:00 INFO: 
2020-07-03 05:02:00 INFO: 
2020-07-03 05:02:00 INFO: clearing start
2020-07-03 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 05:02:00 INFO: skip by not found init order into storage
2020-07-03 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 05:02:00 INFO: skip by not found init order into storage
2020-07-03 05:02:00 INFO: clearing end
2020-07-03 05:02:00 INFO: 
2020-07-03 05:02:00 INFO: 
2020-07-03 05:02:00 INFO: 
2020-07-03 05:02:00 INFO: 
2020-07-03 06:00:20 INFO: 
2020-07-03 06:00:20 INFO: 
2020-07-03 06:00:20 INFO: 
2020-07-03 06:00:20 INFO: 
2020-07-03 06:00:20 INFO: init new order start
2020-07-03 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 227.55, 'low': 226.4, 'close': 226.65, 'trades': 1241, 'volume': 1612928, 'vwap': 226.93, 'lastSize': 11642, 'turnover': 36601900225, 'homeNotional': 14682.486856725336, 'foreignNotional': 3331873.6961530875}, {'timestamp': datetime.datetime(2020, 7, 3, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 228.0, 'low': 226.0, 'close': 227.4, 'trades': 1942, 'volume': 1838111, 'vwap': 227.27, 'lastSize': 1, 'turnover': 41773096795, 'homeNotional': 16747.60017678795, 'foreignNotional': 3806089.8531842395}, {'timestamp': datetime.datetime(2020, 7, 3, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.55, 'high': 226.6, 'low': 225.4, 'close': 226.3, 'trades': 2091, 'volume': 2186261, 'vwap': 225.98, 'lastSize': 1, 'turnover': 49404500455, 'homeNotional': 19864.270782662345, 'foreignNotional': 4488877.38347349}]
2020-07-03 06:00:20 INFO: prepare candles [CandleItem(low=226.4, high=227.55, open=227.4, close=226.65, color='RED'), CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN'), CandleItem(low=225.4, high=226.6, open=226.55, close=226.3, color='RED')]
2020-07-03 06:00:20 INFO: skip by colors first_candle=CandleItem(low=225.4, high=226.6, open=226.55, close=226.3, color='RED') second_candle=CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN') last_candle=CandleItem(low=226.4, high=227.55, open=227.4, close=226.65, color='RED')
2020-07-03 06:00:20 INFO: check need new order None
2020-07-03 06:00:20 INFO: init new order end
2020-07-03 06:00:20 INFO: 
2020-07-03 06:00:20 INFO: 
2020-07-03 06:00:20 INFO: 
2020-07-03 06:00:20 INFO: 
2020-07-03 06:02:00 INFO: 
2020-07-03 06:02:00 INFO: 
2020-07-03 06:02:00 INFO: 
2020-07-03 06:02:00 INFO: 
2020-07-03 06:02:00 INFO: clearing start
2020-07-03 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 06:02:00 INFO: skip by not found init order into storage
2020-07-03 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 06:02:00 INFO: skip by not found init order into storage
2020-07-03 06:02:00 INFO: clearing end
2020-07-03 06:02:00 INFO: 
2020-07-03 06:02:00 INFO: 
2020-07-03 06:02:00 INFO: 
2020-07-03 06:02:00 INFO: 
2020-07-03 07:00:20 INFO: 
2020-07-03 07:00:20 INFO: 
2020-07-03 07:00:20 INFO: 
2020-07-03 07:00:20 INFO: 
2020-07-03 07:00:20 INFO: init new order start
2020-07-03 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.1, 'low': 226.0, 'close': 226.35, 'trades': 1117, 'volume': 1395954, 'vwap': 226.62, 'lastSize': 150, 'turnover': 31634136140, 'homeNotional': 12699.787773580952, 'foreignNotional': 2877939.0619243192}, {'timestamp': datetime.datetime(2020, 7, 3, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 227.55, 'low': 226.4, 'close': 226.65, 'trades': 1241, 'volume': 1612928, 'vwap': 226.93, 'lastSize': 11642, 'turnover': 36601900225, 'homeNotional': 14682.486856725336, 'foreignNotional': 3331873.6961530875}, {'timestamp': datetime.datetime(2020, 7, 3, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 228.0, 'low': 226.0, 'close': 227.4, 'trades': 1942, 'volume': 1838111, 'vwap': 227.27, 'lastSize': 1, 'turnover': 41773096795, 'homeNotional': 16747.60017678795, 'foreignNotional': 3806089.8531842395}]
2020-07-03 07:00:20 INFO: prepare candles [CandleItem(low=226.0, high=227.1, open=226.65, close=226.35, color='RED'), CandleItem(low=226.4, high=227.55, open=227.4, close=226.65, color='RED'), CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN')]
2020-07-03 07:00:20 INFO: skip by colors first_candle=CandleItem(low=226.0, high=228.0, open=226.3, close=227.4, color='GREEN') second_candle=CandleItem(low=226.4, high=227.55, open=227.4, close=226.65, color='RED') last_candle=CandleItem(low=226.0, high=227.1, open=226.65, close=226.35, color='RED')
2020-07-03 07:00:20 INFO: check need new order None
2020-07-03 07:00:20 INFO: init new order end
2020-07-03 07:00:20 INFO: 
2020-07-03 07:00:20 INFO: 
2020-07-03 07:00:20 INFO: 
2020-07-03 07:00:20 INFO: 
2020-07-03 07:02:00 INFO: 
2020-07-03 07:02:00 INFO: 
2020-07-03 07:02:00 INFO: 
2020-07-03 07:02:00 INFO: 
2020-07-03 07:02:00 INFO: clearing start
2020-07-03 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 07:02:00 INFO: skip by not found init order into storage
2020-07-03 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 07:02:00 INFO: skip by not found init order into storage
2020-07-03 07:02:00 INFO: clearing end
2020-07-03 07:02:00 INFO: 
2020-07-03 07:02:00 INFO: 
2020-07-03 07:02:00 INFO: 
2020-07-03 07:02:00 INFO: 
2020-07-03 07:34:12 ERROR: Error : Connection is already closed.
2020-07-03 07:34:12 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f8634598730>>: Connection is already closed.
2020-07-03 07:34:12 INFO: Websocket Closed
2020-07-03 07:34:13 WARNING: reconnect to socket
2020-07-03 07:34:13 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-03 07:34:13 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-03 07:34:13 INFO: Authenticating with API Key.
2020-07-03 07:34:14 INFO: Connected to WS.
2020-07-03 08:00:20 INFO: 
2020-07-03 08:00:20 INFO: 
2020-07-03 08:00:20 INFO: 
2020-07-03 08:00:20 INFO: 
2020-07-03 08:00:20 INFO: init new order start
2020-07-03 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.75, 'low': 225.55, 'close': 226.75, 'trades': 1228, 'volume': 1526144, 'vwap': 226.12, 'lastSize': 140, 'turnover': 34508690535, 'homeNotional': 13870.228328745225, 'foreignNotional': 3136294.8346195193}, {'timestamp': datetime.datetime(2020, 7, 3, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.1, 'low': 226.0, 'close': 226.35, 'trades': 1117, 'volume': 1395954, 'vwap': 226.62, 'lastSize': 150, 'turnover': 31634136140, 'homeNotional': 12699.787773580952, 'foreignNotional': 2877939.0619243192}, {'timestamp': datetime.datetime(2020, 7, 3, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 227.55, 'low': 226.4, 'close': 226.65, 'trades': 1241, 'volume': 1612928, 'vwap': 226.93, 'lastSize': 11642, 'turnover': 36601900225, 'homeNotional': 14682.486856725336, 'foreignNotional': 3331873.6961530875}]
2020-07-03 08:00:20 INFO: prepare candles [CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN'), CandleItem(low=226.0, high=227.1, open=226.65, close=226.35, color='RED'), CandleItem(low=226.4, high=227.55, open=227.4, close=226.65, color='RED')]
2020-07-03 08:00:20 INFO: last_candle=CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN')
2020-07-03 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN')
2020-07-03 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.0, high=227.1, open=226.65, close=226.35, color='RED')
2020-07-03 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.4, high=227.55, open=227.4, close=226.65, color='RED')
2020-07-03 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-03 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-03 08:00:20 INFO: place order: start candle=CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-07-03 08:00:20 INFO: place order: side_factor=-1 init_trigger_price=226.8 init_order_price=226.85 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=225.55 take_price=234.04999999999993
2020-07-03 08:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('226.80000000000001136868377216160297393798828125') init_order_price=Decimal('226.849999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('225.55000000000001136868377216160297393798828125') take_price=Decimal('234.049999999999926103555480949580669403076171875')
2020-07-03 08:00:20 INFO: place order: compute qty=640
2020-07-03 08:00:20 INFO: place order: save order to db 788e25c8679d4df49dd1a51231815af0; response=True
2020-07-03 08:00:20 INFO: process event {'orderID': '216739af-a24e-b15c-f3fa-71f788f3a241', 'clOrdID': '788e25c8679d4df49dd1a51231815af0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 226.85, 'displayQty': None, 'stopPx': 226.8, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-03T05:00:20.307Z', 'timestamp': '2020-07-03T05:00:20.307Z'}
2020-07-03 08:00:20 INFO: skip event 788e25c8679d4df49dd1a51231815af0 New
2020-07-03 08:00:20 INFO: post order to exchange resp={'orderID': '216739af-a24e-b15c-f3fa-71f788f3a241', 'clOrdID': '788e25c8679d4df49dd1a51231815af0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 226.85, 'displayQty': None, 'stopPx': 226.8, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 0, 20, 307000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 0, 20, 307000, tzinfo=tzutc())}
2020-07-03 08:00:20 INFO: place new init order {'qty': 640, 'init_price': Decimal('226.80000000000001136868377216160297393798828125'), 'stop_price': Decimal('225.55000000000001136868377216160297393798828125'), 'take_price': Decimal('234.049999999999926103555480949580669403076171875'), 'order_uid': '788e25c8679d4df49dd1a51231815af0', 'response': {'orderID': '216739af-a24e-b15c-f3fa-71f788f3a241', 'clOrdID': '788e25c8679d4df49dd1a51231815af0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 226.85, 'displayQty': None, 'stopPx': 226.8, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 0, 20, 307000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 0, 20, 307000, tzinfo=tzutc())}}
2020-07-03 08:00:20 INFO: init new order end
2020-07-03 08:00:20 INFO: 
2020-07-03 08:00:20 INFO: 
2020-07-03 08:00:20 INFO: 
2020-07-03 08:00:20 INFO: 
2020-07-03 08:01:39 INFO: process event {'orderID': '216739af-a24e-b15c-f3fa-71f788f3a241', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-03T05:01:39.048Z', 'clOrdID': '788e25c8679d4df49dd1a51231815af0', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-03 08:01:39 INFO: skip event 788e25c8679d4df49dd1a51231815af0 
2020-07-03 08:01:39 INFO: process event {'orderID': '216739af-a24e-b15c-f3fa-71f788f3a241', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 226.8, 'transactTime': '2020-07-03T05:01:39.048Z', 'clOrdID': '788e25c8679d4df49dd1a51231815af0', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T05:01:39.048Z'}
2020-07-03 08:01:39 INFO: add new event={'uid': '788e25c8679d4df49dd1a51231815af0', 'status': 'Filled'}
2020-07-03 08:01:39 INFO: 
2020-07-03 08:01:39 INFO: 
2020-07-03 08:01:39 INFO: 
2020-07-03 08:01:39 INFO: 
2020-07-03 08:01:39 INFO: process event start
2020-07-03 08:01:39 INFO: fetch new order event 788e25c8679d4df49dd1a51231815af0
2020-07-03 08:01:39 INFO: fetch orders by event init={'stop': '225.55000000000001136868377216160297393798828125', 'take': '234.049999999999926103555480949580669403076171875', 'qty': '640', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-07-03 08:01:39 INFO: process init order filled
2020-07-03 08:01:39 INFO: save profit orders to storage stop=670790d0e315429392f4ccdbf984074f take=4622574b48ab40b0af3b9b9d90659595
2020-07-03 08:01:39 INFO: place profit orders take_price=234.049999999999926103555480949580669403076171875, stop_price=225.55000000000001136868377216160297393798828125, qty=640, color=GREEN, ticker=ETHUSD 670790d0e315429392f4ccdbf984074f 4622574b48ab40b0af3b9b9d90659595
2020-07-03 08:01:39 INFO: place stop order ETHUSD: qty=-640, stop_price=225.55000000000001136868377216160297393798828125, stop_uid=670790d0e315429392f4ccdbf984074f
2020-07-03 08:01:39 INFO: process event {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-03T05:01:39.443Z', 'timestamp': '2020-07-03T05:01:39.443Z'}
2020-07-03 08:01:39 INFO: skip event 670790d0e315429392f4ccdbf984074f New
2020-07-03 08:01:39 INFO: exchange resp for stop order={'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 08:01:39 INFO: place limit order ETHUSD: qty=-640, price=234.049999999999926103555480949580669403076171875, take_uid=4622574b48ab40b0af3b9b9d90659595
2020-07-03 08:01:39 INFO: process event {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-03T05:01:39.479Z', 'timestamp': '2020-07-03T05:01:39.479Z'}
2020-07-03 08:01:39 INFO: skip event 4622574b48ab40b0af3b9b9d90659595 New
2020-07-03 08:01:39 INFO: process event {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'workingIndicator': True, 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T05:01:39.479Z'}
2020-07-03 08:01:39 INFO: skip event 4622574b48ab40b0af3b9b9d90659595 
2020-07-03 08:01:39 INFO: exchange resp for take profit order={'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 08:01:39 INFO: place profit orders={'stop': {'response': {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}, 'qty': Decimal('-640'), 'uid': '670790d0e315429392f4ccdbf984074f', 'price': Decimal('225.55000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}, 'qty': Decimal('-640'), 'uid': '4622574b48ab40b0af3b9b9d90659595', 'price': Decimal('234.049999999999926103555480949580669403076171875')}}
2020-07-03 08:01:39 INFO: rm init order from db 788e25c8679d4df49dd1a51231815af0
2020-07-03 08:01:39 INFO: end process event_processing_result='proceed init order'
2020-07-03 08:01:39 INFO: 
2020-07-03 08:01:39 INFO: 
2020-07-03 08:01:39 INFO: 
2020-07-03 08:01:39 INFO: 
2020-07-03 08:02:00 INFO: 
2020-07-03 08:02:00 INFO: 
2020-07-03 08:02:00 INFO: 
2020-07-03 08:02:00 INFO: 
2020-07-03 08:02:00 INFO: clearing start
2020-07-03 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 08:02:00 INFO: skip by not found init order into storage
2020-07-03 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 08:02:00 INFO: skip by not found init order into storage
2020-07-03 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 08:02:00 INFO: skip by not found init order into storage
2020-07-03 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 08:02:00 INFO: skip by not found init order into storage
2020-07-03 08:02:00 INFO: clearing end
2020-07-03 08:02:00 INFO: 
2020-07-03 08:02:00 INFO: 
2020-07-03 08:02:00 INFO: 
2020-07-03 08:02:00 INFO: 
2020-07-03 09:00:20 INFO: 
2020-07-03 09:00:20 INFO: 
2020-07-03 09:00:20 INFO: 
2020-07-03 09:00:20 INFO: 
2020-07-03 09:00:20 INFO: init new order start
2020-07-03 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.75, 'high': 227.75, 'low': 226.35, 'close': 227.4, 'trades': 2018, 'volume': 3105892, 'vwap': 227.15, 'lastSize': 1211, 'turnover': 70550001075, 'homeNotional': 28277.317031004273, 'foreignNotional': 6423166.632759763}, {'timestamp': datetime.datetime(2020, 7, 3, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.75, 'low': 225.55, 'close': 226.75, 'trades': 1228, 'volume': 1526144, 'vwap': 226.12, 'lastSize': 140, 'turnover': 34508690535, 'homeNotional': 13870.228328745225, 'foreignNotional': 3136294.8346195193}, {'timestamp': datetime.datetime(2020, 7, 3, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.1, 'low': 226.0, 'close': 226.35, 'trades': 1117, 'volume': 1395954, 'vwap': 226.62, 'lastSize': 150, 'turnover': 31634136140, 'homeNotional': 12699.787773580952, 'foreignNotional': 2877939.0619243192}]
2020-07-03 09:00:20 INFO: prepare candles [CandleItem(low=226.35, high=227.75, open=226.75, close=227.4, color='GREEN'), CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN'), CandleItem(low=226.0, high=227.1, open=226.65, close=226.35, color='RED')]
2020-07-03 09:00:20 INFO: skip by colors first_candle=CandleItem(low=226.0, high=227.1, open=226.65, close=226.35, color='RED') second_candle=CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN') last_candle=CandleItem(low=226.35, high=227.75, open=226.75, close=227.4, color='GREEN')
2020-07-03 09:00:20 INFO: check need new order None
2020-07-03 09:00:20 INFO: init new order end
2020-07-03 09:00:20 INFO: 
2020-07-03 09:00:20 INFO: 
2020-07-03 09:00:20 INFO: 
2020-07-03 09:00:20 INFO: 
2020-07-03 09:02:00 INFO: 
2020-07-03 09:02:00 INFO: 
2020-07-03 09:02:00 INFO: 
2020-07-03 09:02:00 INFO: 
2020-07-03 09:02:00 INFO: clearing start
2020-07-03 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 09:02:00 INFO: skip by not found init order into storage
2020-07-03 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 09:02:00 INFO: skip by not found init order into storage
2020-07-03 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 09:02:00 INFO: skip by not found init order into storage
2020-07-03 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 09:02:00 INFO: skip by not found init order into storage
2020-07-03 09:02:00 INFO: clearing end
2020-07-03 09:02:00 INFO: 
2020-07-03 09:02:00 INFO: 
2020-07-03 09:02:00 INFO: 
2020-07-03 09:02:00 INFO: 
2020-07-03 10:00:20 INFO: 
2020-07-03 10:00:20 INFO: 
2020-07-03 10:00:20 INFO: 
2020-07-03 10:00:20 INFO: 
2020-07-03 10:00:20 INFO: init new order start
2020-07-03 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 227.65, 'low': 226.9, 'close': 226.9, 'trades': 915, 'volume': 1165808, 'vwap': 227.18, 'lastSize': 1, 'turnover': 26484400130, 'homeNotional': 10610.43625084414, 'foreignNotional': 2410440.9625150324}, {'timestamp': datetime.datetime(2020, 7, 3, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.75, 'high': 227.75, 'low': 226.35, 'close': 227.4, 'trades': 2018, 'volume': 3105892, 'vwap': 227.15, 'lastSize': 1211, 'turnover': 70550001075, 'homeNotional': 28277.317031004273, 'foreignNotional': 6423166.632759763}, {'timestamp': datetime.datetime(2020, 7, 3, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.75, 'low': 225.55, 'close': 226.75, 'trades': 1228, 'volume': 1526144, 'vwap': 226.12, 'lastSize': 140, 'turnover': 34508690535, 'homeNotional': 13870.228328745225, 'foreignNotional': 3136294.8346195193}]
2020-07-03 10:00:21 INFO: prepare candles [CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED'), CandleItem(low=226.35, high=227.75, open=226.75, close=227.4, color='GREEN'), CandleItem(low=225.55, high=226.75, open=226.35, close=226.75, color='GREEN')]
2020-07-03 10:00:21 INFO: last_candle=CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED')
2020-07-03 10:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 10:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED')
2020-07-03 10:00:21 INFO: skip by CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 10:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 10:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED')
2020-07-03 10:00:21 INFO: skip by CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 10:00:21 INFO: not found applicable config for candle
2020-07-03 10:00:21 INFO: check need new order None
2020-07-03 10:00:21 INFO: init new order end
2020-07-03 10:00:21 INFO: 
2020-07-03 10:00:21 INFO: 
2020-07-03 10:00:21 INFO: 
2020-07-03 10:00:21 INFO: 
2020-07-03 10:02:00 INFO: 
2020-07-03 10:02:00 INFO: 
2020-07-03 10:02:00 INFO: 
2020-07-03 10:02:00 INFO: 
2020-07-03 10:02:00 INFO: clearing start
2020-07-03 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 10:02:00 INFO: skip by not found init order into storage
2020-07-03 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 10:02:00 INFO: skip by not found init order into storage
2020-07-03 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 10:02:00 INFO: skip by not found init order into storage
2020-07-03 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 10:02:00 INFO: skip by not found init order into storage
2020-07-03 10:02:00 INFO: clearing end
2020-07-03 10:02:00 INFO: 
2020-07-03 10:02:00 INFO: 
2020-07-03 10:02:00 INFO: 
2020-07-03 10:02:00 INFO: 
2020-07-03 11:00:20 INFO: 
2020-07-03 11:00:20 INFO: 
2020-07-03 11:00:20 INFO: 
2020-07-03 11:00:20 INFO: 
2020-07-03 11:00:20 INFO: init new order start
2020-07-03 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 227.75, 'low': 226.6, 'close': 227.5, 'trades': 1195, 'volume': 1913392, 'vwap': 227.25, 'lastSize': 22, 'turnover': 43481756375, 'homeNotional': 17411.734469095954, 'foreignNotional': 3956811.771720485}, {'timestamp': datetime.datetime(2020, 7, 3, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 227.65, 'low': 226.9, 'close': 226.9, 'trades': 915, 'volume': 1165808, 'vwap': 227.18, 'lastSize': 1, 'turnover': 26484400130, 'homeNotional': 10610.43625084414, 'foreignNotional': 2410440.9625150324}, {'timestamp': datetime.datetime(2020, 7, 3, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.75, 'high': 227.75, 'low': 226.35, 'close': 227.4, 'trades': 2018, 'volume': 3105892, 'vwap': 227.15, 'lastSize': 1211, 'turnover': 70550001075, 'homeNotional': 28277.317031004273, 'foreignNotional': 6423166.632759763}]
2020-07-03 11:00:20 INFO: prepare candles [CandleItem(low=226.6, high=227.75, open=226.9, close=227.5, color='GREEN'), CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED'), CandleItem(low=226.35, high=227.75, open=226.75, close=227.4, color='GREEN')]
2020-07-03 11:00:20 INFO: skip by colors first_candle=CandleItem(low=226.35, high=227.75, open=226.75, close=227.4, color='GREEN') second_candle=CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED') last_candle=CandleItem(low=226.6, high=227.75, open=226.9, close=227.5, color='GREEN')
2020-07-03 11:00:20 INFO: check need new order None
2020-07-03 11:00:20 INFO: init new order end
2020-07-03 11:00:20 INFO: 
2020-07-03 11:00:20 INFO: 
2020-07-03 11:00:20 INFO: 
2020-07-03 11:00:20 INFO: 
2020-07-03 11:02:00 INFO: 
2020-07-03 11:02:00 INFO: 
2020-07-03 11:02:00 INFO: 
2020-07-03 11:02:00 INFO: 
2020-07-03 11:02:00 INFO: clearing start
2020-07-03 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 11:02:00 INFO: skip by not found init order into storage
2020-07-03 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 11:02:00 INFO: skip by not found init order into storage
2020-07-03 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 11:02:00 INFO: skip by not found init order into storage
2020-07-03 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 11:02:00 INFO: skip by not found init order into storage
2020-07-03 11:02:00 INFO: clearing end
2020-07-03 11:02:00 INFO: 
2020-07-03 11:02:00 INFO: 
2020-07-03 11:02:00 INFO: 
2020-07-03 11:02:00 INFO: 
2020-07-03 12:00:20 INFO: 
2020-07-03 12:00:20 INFO: 
2020-07-03 12:00:20 INFO: 
2020-07-03 12:00:20 INFO: 
2020-07-03 12:00:20 INFO: init new order start
2020-07-03 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.3, 'low': 226.9, 'close': 227.3, 'trades': 2363, 'volume': 2768825, 'vwap': 227.83, 'lastSize': 1, 'turnover': 63080428595, 'homeNotional': 25224.41682506509, 'foreignNotional': 5746729.365900132}, {'timestamp': datetime.datetime(2020, 7, 3, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 227.75, 'low': 226.6, 'close': 227.5, 'trades': 1195, 'volume': 1913392, 'vwap': 227.25, 'lastSize': 22, 'turnover': 43481756375, 'homeNotional': 17411.734469095954, 'foreignNotional': 3956811.771720485}, {'timestamp': datetime.datetime(2020, 7, 3, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 227.65, 'low': 226.9, 'close': 226.9, 'trades': 915, 'volume': 1165808, 'vwap': 227.18, 'lastSize': 1, 'turnover': 26484400130, 'homeNotional': 10610.43625084414, 'foreignNotional': 2410440.9625150324}]
2020-07-03 12:00:21 INFO: prepare candles [CandleItem(low=226.9, high=228.3, open=227.5, close=227.3, color='RED'), CandleItem(low=226.6, high=227.75, open=226.9, close=227.5, color='GREEN'), CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED')]
2020-07-03 12:00:21 INFO: skip by colors first_candle=CandleItem(low=226.9, high=227.65, open=227.4, close=226.9, color='RED') second_candle=CandleItem(low=226.6, high=227.75, open=226.9, close=227.5, color='GREEN') last_candle=CandleItem(low=226.9, high=228.3, open=227.5, close=227.3, color='RED')
2020-07-03 12:00:21 INFO: check need new order None
2020-07-03 12:00:21 INFO: init new order end
2020-07-03 12:00:21 INFO: 
2020-07-03 12:00:21 INFO: 
2020-07-03 12:00:21 INFO: 
2020-07-03 12:00:21 INFO: 
2020-07-03 12:02:00 INFO: 
2020-07-03 12:02:00 INFO: 
2020-07-03 12:02:00 INFO: 
2020-07-03 12:02:00 INFO: 
2020-07-03 12:02:00 INFO: clearing start
2020-07-03 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 12:02:00 INFO: skip by not found init order into storage
2020-07-03 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 12:02:00 INFO: skip by not found init order into storage
2020-07-03 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 12:02:00 INFO: skip by not found init order into storage
2020-07-03 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 12:02:00 INFO: skip by not found init order into storage
2020-07-03 12:02:00 INFO: clearing end
2020-07-03 12:02:00 INFO: 
2020-07-03 12:02:00 INFO: 
2020-07-03 12:02:00 INFO: 
2020-07-03 12:02:00 INFO: 
2020-07-03 13:00:20 INFO: 
2020-07-03 13:00:20 INFO: 
2020-07-03 13:00:20 INFO: 
2020-07-03 13:00:20 INFO: 
2020-07-03 13:00:20 INFO: init new order start
2020-07-03 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 227.65, 'low': 225.75, 'close': 226.4, 'trades': 2245, 'volume': 2931683, 'vwap': 226.54, 'lastSize': 1200, 'turnover': 66411612025, 'homeNotional': 26634.064504463797, 'foreignNotional': 6033444.393593997}, {'timestamp': datetime.datetime(2020, 7, 3, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.3, 'low': 226.9, 'close': 227.3, 'trades': 2363, 'volume': 2768825, 'vwap': 227.83, 'lastSize': 1, 'turnover': 63080428595, 'homeNotional': 25224.41682506509, 'foreignNotional': 5746729.365900132}, {'timestamp': datetime.datetime(2020, 7, 3, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 227.75, 'low': 226.6, 'close': 227.5, 'trades': 1195, 'volume': 1913392, 'vwap': 227.25, 'lastSize': 22, 'turnover': 43481756375, 'homeNotional': 17411.734469095954, 'foreignNotional': 3956811.771720485}]
2020-07-03 13:00:20 INFO: prepare candles [CandleItem(low=225.75, high=227.65, open=227.3, close=226.4, color='RED'), CandleItem(low=226.9, high=228.3, open=227.5, close=227.3, color='RED'), CandleItem(low=226.6, high=227.75, open=226.9, close=227.5, color='GREEN')]
2020-07-03 13:00:20 INFO: skip by colors first_candle=CandleItem(low=226.6, high=227.75, open=226.9, close=227.5, color='GREEN') second_candle=CandleItem(low=226.9, high=228.3, open=227.5, close=227.3, color='RED') last_candle=CandleItem(low=225.75, high=227.65, open=227.3, close=226.4, color='RED')
2020-07-03 13:00:20 INFO: check need new order None
2020-07-03 13:00:20 INFO: init new order end
2020-07-03 13:00:20 INFO: 
2020-07-03 13:00:20 INFO: 
2020-07-03 13:00:20 INFO: 
2020-07-03 13:00:20 INFO: 
2020-07-03 13:02:00 INFO: 
2020-07-03 13:02:00 INFO: 
2020-07-03 13:02:00 INFO: 
2020-07-03 13:02:00 INFO: 
2020-07-03 13:02:00 INFO: clearing start
2020-07-03 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 13:02:00 INFO: skip by not found init order into storage
2020-07-03 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 13:02:00 INFO: skip by not found init order into storage
2020-07-03 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 13:02:00 INFO: skip by not found init order into storage
2020-07-03 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 13:02:00 INFO: skip by not found init order into storage
2020-07-03 13:02:00 INFO: clearing end
2020-07-03 13:02:00 INFO: 
2020-07-03 13:02:00 INFO: 
2020-07-03 13:02:00 INFO: 
2020-07-03 13:02:00 INFO: 
2020-07-03 14:00:20 INFO: 
2020-07-03 14:00:20 INFO: 
2020-07-03 14:00:20 INFO: 
2020-07-03 14:00:20 INFO: 
2020-07-03 14:00:20 INFO: init new order start
2020-07-03 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.75, 'low': 225.75, 'close': 226.45, 'trades': 1655, 'volume': 1750921, 'vwap': 226.15, 'lastSize': 54, 'turnover': 39595993275, 'homeNotional': 15878.825252820125, 'foreignNotional': 3590901.415342607}, {'timestamp': datetime.datetime(2020, 7, 3, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 227.65, 'low': 225.75, 'close': 226.4, 'trades': 2245, 'volume': 2931683, 'vwap': 226.54, 'lastSize': 1200, 'turnover': 66411612025, 'homeNotional': 26634.064504463797, 'foreignNotional': 6033444.393593997}, {'timestamp': datetime.datetime(2020, 7, 3, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.3, 'low': 226.9, 'close': 227.3, 'trades': 2363, 'volume': 2768825, 'vwap': 227.83, 'lastSize': 1, 'turnover': 63080428595, 'homeNotional': 25224.41682506509, 'foreignNotional': 5746729.365900132}]
2020-07-03 14:00:20 INFO: prepare candles [CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN'), CandleItem(low=225.75, high=227.65, open=227.3, close=226.4, color='RED'), CandleItem(low=226.9, high=228.3, open=227.5, close=227.3, color='RED')]
2020-07-03 14:00:20 INFO: last_candle=CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN')
2020-07-03 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN')
2020-07-03 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.75, high=227.65, open=227.3, close=226.4, color='RED')
2020-07-03 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.9, high=228.3, open=227.5, close=227.3, color='RED')
2020-07-03 14:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-03 14:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-03 14:00:20 INFO: place order: start candle=CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-07-03 14:00:20 INFO: place order: side_factor=-1 init_trigger_price=226.8 init_order_price=226.85 stop_price_offset=0.0 candle.size=1.0 stop_price=225.75 take_price=232.85
2020-07-03 14:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('226.80000000000001136868377216160297393798828125') init_order_price=Decimal('226.849999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.0 stop_price=Decimal('225.75') take_price=Decimal('232.849999999999994315658113919198513031005859375')
2020-07-03 14:00:20 INFO: place order: compute qty=762
2020-07-03 14:00:20 INFO: place order: save order to db 494e71e9938a496f8f3363a820316cc5; response=True
2020-07-03 14:00:20 INFO: process event {'orderID': '43da609e-cea5-655d-5260-c4772ab31394', 'clOrdID': '494e71e9938a496f8f3363a820316cc5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.85, 'displayQty': None, 'stopPx': 226.8, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-03T11:00:20.942Z', 'timestamp': '2020-07-03T11:00:20.942Z'}
2020-07-03 14:00:20 INFO: skip event 494e71e9938a496f8f3363a820316cc5 New
2020-07-03 14:00:20 INFO: post order to exchange resp={'orderID': '43da609e-cea5-655d-5260-c4772ab31394', 'clOrdID': '494e71e9938a496f8f3363a820316cc5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.85, 'displayQty': None, 'stopPx': 226.8, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 0, 20, 942000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 0, 20, 942000, tzinfo=tzutc())}
2020-07-03 14:00:20 INFO: place new init order {'qty': 762, 'init_price': Decimal('226.80000000000001136868377216160297393798828125'), 'stop_price': Decimal('225.75'), 'take_price': Decimal('232.849999999999994315658113919198513031005859375'), 'order_uid': '494e71e9938a496f8f3363a820316cc5', 'response': {'orderID': '43da609e-cea5-655d-5260-c4772ab31394', 'clOrdID': '494e71e9938a496f8f3363a820316cc5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.85, 'displayQty': None, 'stopPx': 226.8, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 0, 20, 942000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 0, 20, 942000, tzinfo=tzutc())}}
2020-07-03 14:00:20 INFO: init new order end
2020-07-03 14:00:20 INFO: 
2020-07-03 14:00:20 INFO: 
2020-07-03 14:00:20 INFO: 
2020-07-03 14:00:20 INFO: 
2020-07-03 14:02:00 INFO: 
2020-07-03 14:02:00 INFO: 
2020-07-03 14:02:00 INFO: 
2020-07-03 14:02:00 INFO: 
2020-07-03 14:02:00 INFO: clearing start
2020-07-03 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 14:02:00 INFO: skip by not found init order into storage
2020-07-03 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 14:02:00 INFO: skip by not found init order into storage
2020-07-03 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 14:02:00 INFO: skip by not found init order into storage
2020-07-03 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 14:02:00 INFO: skip by not found init order into storage
2020-07-03 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '43da609e-cea5-655d-5260-c4772ab31394', 'clOrdID': '494e71e9938a496f8f3363a820316cc5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.85, 'displayQty': None, 'stopPx': 226.8, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 0, 20, 942000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 0, 20, 942000, tzinfo=tzutc())}
2020-07-03 14:02:00 INFO: order time=2020-07-03 11:00:20.942000+00:00; delta from now UTC=0:01:39.231335 time_delta.total_seconds()=99.231335; time_diff_offset='3600'
2020-07-03 14:02:00 INFO: skip by time diff 2020-07-03 11:00:20.942000+00:00
2020-07-03 14:02:00 INFO: clearing end
2020-07-03 14:02:00 INFO: 
2020-07-03 14:02:00 INFO: 
2020-07-03 14:02:00 INFO: 
2020-07-03 14:02:00 INFO: 
2020-07-03 14:35:05 INFO: process event {'orderID': '43da609e-cea5-655d-5260-c4772ab31394', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-03T11:35:05.662Z', 'clOrdID': '494e71e9938a496f8f3363a820316cc5', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-03 14:35:05 INFO: skip event 494e71e9938a496f8f3363a820316cc5 
2020-07-03 14:35:05 INFO: process event {'orderID': '43da609e-cea5-655d-5260-c4772ab31394', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 762, 'avgPx': 226.8, 'transactTime': '2020-07-03T11:35:05.662Z', 'clOrdID': '494e71e9938a496f8f3363a820316cc5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T11:35:05.662Z'}
2020-07-03 14:35:05 INFO: add new event={'uid': '494e71e9938a496f8f3363a820316cc5', 'status': 'Filled'}
2020-07-03 14:35:06 INFO: 
2020-07-03 14:35:06 INFO: 
2020-07-03 14:35:06 INFO: 
2020-07-03 14:35:06 INFO: 
2020-07-03 14:35:06 INFO: process event start
2020-07-03 14:35:06 INFO: fetch new order event 494e71e9938a496f8f3363a820316cc5
2020-07-03 14:35:06 INFO: fetch orders by event init={'stop': '225.75', 'take': '232.849999999999994315658113919198513031005859375', 'qty': '762', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-07-03 14:35:06 INFO: process init order filled
2020-07-03 14:35:06 INFO: save profit orders to storage stop=fc52dc86d00a4daa9a1bc4dfb498dee3 take=3712c08b752942cba19c4c942bad1869
2020-07-03 14:35:06 INFO: place profit orders take_price=232.849999999999994315658113919198513031005859375, stop_price=225.75, qty=762, color=GREEN, ticker=ETHUSD fc52dc86d00a4daa9a1bc4dfb498dee3 3712c08b752942cba19c4c942bad1869
2020-07-03 14:35:06 INFO: place stop order ETHUSD: qty=-762, stop_price=225.75, stop_uid=fc52dc86d00a4daa9a1bc4dfb498dee3
2020-07-03 14:35:06 INFO: exchange resp for stop order={'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 14:35:06 INFO: place limit order ETHUSD: qty=-762, price=232.849999999999994315658113919198513031005859375, take_uid=3712c08b752942cba19c4c942bad1869
2020-07-03 14:35:06 INFO: process event {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-03T11:35:06.653Z', 'timestamp': '2020-07-03T11:35:06.653Z'}
2020-07-03 14:35:06 INFO: skip event fc52dc86d00a4daa9a1bc4dfb498dee3 New
2020-07-03 14:35:06 INFO: process event {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-03T11:35:06.692Z', 'timestamp': '2020-07-03T11:35:06.692Z'}
2020-07-03 14:35:06 INFO: skip event 3712c08b752942cba19c4c942bad1869 New
2020-07-03 14:35:06 INFO: process event {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'workingIndicator': True, 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T11:35:06.692Z'}
2020-07-03 14:35:06 INFO: skip event 3712c08b752942cba19c4c942bad1869 
2020-07-03 14:35:06 INFO: exchange resp for take profit order={'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 14:35:06 INFO: place profit orders={'stop': {'response': {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}, 'qty': Decimal('-762'), 'uid': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'price': Decimal('225.75')}, 'take': {'response': {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}, 'qty': Decimal('-762'), 'uid': '3712c08b752942cba19c4c942bad1869', 'price': Decimal('232.849999999999994315658113919198513031005859375')}}
2020-07-03 14:35:06 INFO: rm init order from db 494e71e9938a496f8f3363a820316cc5
2020-07-03 14:35:06 INFO: end process event_processing_result='proceed init order'
2020-07-03 14:35:06 INFO: 
2020-07-03 14:35:06 INFO: 
2020-07-03 14:35:06 INFO: 
2020-07-03 14:35:06 INFO: 
2020-07-03 15:00:20 INFO: 
2020-07-03 15:00:20 INFO: 
2020-07-03 15:00:20 INFO: 
2020-07-03 15:00:20 INFO: 
2020-07-03 15:00:20 INFO: init new order start
2020-07-03 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 227.4, 'low': 226.25, 'close': 227.4, 'trades': 1237, 'volume': 1072486, 'vwap': 226.96, 'lastSize': 1332, 'turnover': 24340214385, 'homeNotional': 9744.138354959701, 'foreignNotional': 2211447.9311159}, {'timestamp': datetime.datetime(2020, 7, 3, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.75, 'low': 225.75, 'close': 226.45, 'trades': 1655, 'volume': 1750921, 'vwap': 226.15, 'lastSize': 54, 'turnover': 39595993275, 'homeNotional': 15878.825252820125, 'foreignNotional': 3590901.415342607}, {'timestamp': datetime.datetime(2020, 7, 3, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 227.65, 'low': 225.75, 'close': 226.4, 'trades': 2245, 'volume': 2931683, 'vwap': 226.54, 'lastSize': 1200, 'turnover': 66411612025, 'homeNotional': 26634.064504463797, 'foreignNotional': 6033444.393593997}]
2020-07-03 15:00:20 INFO: prepare candles [CandleItem(low=226.25, high=227.4, open=226.45, close=227.4, color='GREEN'), CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN'), CandleItem(low=225.75, high=227.65, open=227.3, close=226.4, color='RED')]
2020-07-03 15:00:20 INFO: skip by colors first_candle=CandleItem(low=225.75, high=227.65, open=227.3, close=226.4, color='RED') second_candle=CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN') last_candle=CandleItem(low=226.25, high=227.4, open=226.45, close=227.4, color='GREEN')
2020-07-03 15:00:20 INFO: check need new order None
2020-07-03 15:00:20 INFO: init new order end
2020-07-03 15:00:20 INFO: 
2020-07-03 15:00:20 INFO: 
2020-07-03 15:00:20 INFO: 
2020-07-03 15:00:20 INFO: 
2020-07-03 15:02:00 INFO: 
2020-07-03 15:02:00 INFO: 
2020-07-03 15:02:00 INFO: 
2020-07-03 15:02:00 INFO: 
2020-07-03 15:02:00 INFO: clearing start
2020-07-03 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 15:02:00 INFO: skip by not found init order into storage
2020-07-03 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 15:02:00 INFO: skip by not found init order into storage
2020-07-03 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 15:02:00 INFO: skip by not found init order into storage
2020-07-03 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 15:02:00 INFO: skip by not found init order into storage
2020-07-03 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 15:02:00 INFO: skip by not found init order into storage
2020-07-03 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 15:02:00 INFO: skip by not found init order into storage
2020-07-03 15:02:00 INFO: clearing end
2020-07-03 15:02:00 INFO: 
2020-07-03 15:02:00 INFO: 
2020-07-03 15:02:00 INFO: 
2020-07-03 15:02:00 INFO: 
2020-07-03 16:00:20 INFO: 
2020-07-03 16:00:20 INFO: 
2020-07-03 16:00:20 INFO: 
2020-07-03 16:00:20 INFO: 
2020-07-03 16:00:20 INFO: init new order start
2020-07-03 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 228.15, 'low': 226.9, 'close': 227.5, 'trades': 2131, 'volume': 2312687, 'vwap': 227.49, 'lastSize': 19, 'turnover': 52609636925, 'homeNotional': 21058.092788377533, 'foreignNotional': 4790355.352880559}, {'timestamp': datetime.datetime(2020, 7, 3, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 227.4, 'low': 226.25, 'close': 227.4, 'trades': 1237, 'volume': 1072486, 'vwap': 226.96, 'lastSize': 1332, 'turnover': 24340214385, 'homeNotional': 9744.138354959701, 'foreignNotional': 2211447.9311159}, {'timestamp': datetime.datetime(2020, 7, 3, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.75, 'low': 225.75, 'close': 226.45, 'trades': 1655, 'volume': 1750921, 'vwap': 226.15, 'lastSize': 54, 'turnover': 39595993275, 'homeNotional': 15878.825252820125, 'foreignNotional': 3590901.415342607}]
2020-07-03 16:00:21 INFO: prepare candles [CandleItem(low=226.9, high=228.15, open=227.4, close=227.5, color='GREEN'), CandleItem(low=226.25, high=227.4, open=226.45, close=227.4, color='GREEN'), CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN')]
2020-07-03 16:00:21 INFO: skip by colors first_candle=CandleItem(low=225.75, high=226.75, open=226.4, close=226.45, color='GREEN') second_candle=CandleItem(low=226.25, high=227.4, open=226.45, close=227.4, color='GREEN') last_candle=CandleItem(low=226.9, high=228.15, open=227.4, close=227.5, color='GREEN')
2020-07-03 16:00:21 INFO: check need new order None
2020-07-03 16:00:21 INFO: init new order end
2020-07-03 16:00:21 INFO: 
2020-07-03 16:00:21 INFO: 
2020-07-03 16:00:21 INFO: 
2020-07-03 16:00:21 INFO: 
2020-07-03 16:02:00 INFO: 
2020-07-03 16:02:00 INFO: 
2020-07-03 16:02:00 INFO: 
2020-07-03 16:02:00 INFO: 
2020-07-03 16:02:00 INFO: clearing start
2020-07-03 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 16:02:00 INFO: skip by not found init order into storage
2020-07-03 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 16:02:00 INFO: skip by not found init order into storage
2020-07-03 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 16:02:00 INFO: skip by not found init order into storage
2020-07-03 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 16:02:00 INFO: skip by not found init order into storage
2020-07-03 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 16:02:00 INFO: skip by not found init order into storage
2020-07-03 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 16:02:00 INFO: skip by not found init order into storage
2020-07-03 16:02:00 INFO: clearing end
2020-07-03 16:02:00 INFO: 
2020-07-03 16:02:00 INFO: 
2020-07-03 16:02:00 INFO: 
2020-07-03 16:02:00 INFO: 
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:20 INFO: init new order start
2020-07-03 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.4, 'low': 227.25, 'close': 227.25, 'trades': 2388, 'volume': 2919838, 'vwap': 227.92, 'lastSize': 1, 'turnover': 66548518145, 'homeNotional': 26599.908942660008, 'foreignNotional': 6062614.771239494}, {'timestamp': datetime.datetime(2020, 7, 3, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 228.15, 'low': 226.9, 'close': 227.5, 'trades': 2131, 'volume': 2312687, 'vwap': 227.49, 'lastSize': 19, 'turnover': 52609636925, 'homeNotional': 21058.092788377533, 'foreignNotional': 4790355.352880559}, {'timestamp': datetime.datetime(2020, 7, 3, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 227.4, 'low': 226.25, 'close': 227.4, 'trades': 1237, 'volume': 1072486, 'vwap': 226.96, 'lastSize': 1332, 'turnover': 24340214385, 'homeNotional': 9744.138354959701, 'foreignNotional': 2211447.9311159}]
2020-07-03 17:00:20 INFO: prepare candles [CandleItem(low=227.25, high=228.4, open=227.5, close=227.25, color='RED'), CandleItem(low=226.9, high=228.15, open=227.4, close=227.5, color='GREEN'), CandleItem(low=226.25, high=227.4, open=226.45, close=227.4, color='GREEN')]
2020-07-03 17:00:20 INFO: last_candle=CandleItem(low=227.25, high=228.4, open=227.5, close=227.25, color='RED')
2020-07-03 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 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=227.25, high=228.4, open=227.5, close=227.25, color='RED')
2020-07-03 17:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.9, high=228.15, open=227.4, close=227.5, color='GREEN')
2020-07-03 17:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.25, high=227.4, open=226.45, close=227.4, color='GREEN')
2020-07-03 17:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=227.25, high=228.4, open=227.5, close=227.25, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-03 17:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=227.25, high=228.4, open=227.5, close=227.25, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-03 17:00:20 INFO: place order: start candle=CandleItem(low=227.25, high=228.4, open=227.5, close=227.25, color='RED') ticker='ETHUSD' price_offset=0.1
2020-07-03 17:00:20 INFO: place order: side_factor=1 init_trigger_price=227.2 init_order_price=227.15 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=228.4 take_price=220.24999999999997
2020-07-03 17:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('227.19999999999998863131622783839702606201171875') init_order_price=Decimal('227.150000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('228.400000000000005684341886080801486968994140625') take_price=Decimal('220.249999999999971578290569595992565155029296875')
2020-07-03 17:00:20 INFO: place order: compute qty=-667
2020-07-03 17:00:20 INFO: place order: save order to db f8ad32853d5c4f569572f7cc9ccacfb6; response=True
2020-07-03 17:00:20 INFO: post order to exchange resp={'orderID': '60bc9859-855d-7d89-4dcb-cfe6bfaf7568', 'clOrdID': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.15, 'displayQty': None, 'stopPx': 227.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 0, 20, 658000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 0, 20, 658000, tzinfo=tzutc())}
2020-07-03 17:00:20 INFO: place new init order {'qty': -667, 'init_price': Decimal('227.19999999999998863131622783839702606201171875'), 'stop_price': Decimal('228.400000000000005684341886080801486968994140625'), 'take_price': Decimal('220.249999999999971578290569595992565155029296875'), 'order_uid': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'response': {'orderID': '60bc9859-855d-7d89-4dcb-cfe6bfaf7568', 'clOrdID': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.15, 'displayQty': None, 'stopPx': 227.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 0, 20, 658000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 0, 20, 658000, tzinfo=tzutc())}}
2020-07-03 17:00:20 INFO: init new order end
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:20 INFO: 
2020-07-03 17:00:21 INFO: process event {'orderID': '60bc9859-855d-7d89-4dcb-cfe6bfaf7568', 'clOrdID': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.15, 'displayQty': None, 'stopPx': 227.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-03T14:00:20.658Z', 'timestamp': '2020-07-03T14:00:20.658Z'}
2020-07-03 17:00:21 INFO: skip event f8ad32853d5c4f569572f7cc9ccacfb6 New
2020-07-03 17:02:00 INFO: 
2020-07-03 17:02:00 INFO: 
2020-07-03 17:02:00 INFO: 
2020-07-03 17:02:00 INFO: 
2020-07-03 17:02:00 INFO: clearing start
2020-07-03 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 17:02:00 INFO: skip by not found init order into storage
2020-07-03 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 17:02:00 INFO: skip by not found init order into storage
2020-07-03 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 17:02:00 INFO: skip by not found init order into storage
2020-07-03 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 17:02:00 INFO: skip by not found init order into storage
2020-07-03 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 17:02:00 INFO: skip by not found init order into storage
2020-07-03 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 17:02:00 INFO: skip by not found init order into storage
2020-07-03 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '60bc9859-855d-7d89-4dcb-cfe6bfaf7568', 'clOrdID': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.15, 'displayQty': None, 'stopPx': 227.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 0, 20, 658000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 0, 20, 658000, tzinfo=tzutc())}
2020-07-03 17:02:00 INFO: order time=2020-07-03 14:00:20.658000+00:00; delta from now UTC=0:01:40.325660 time_delta.total_seconds()=100.32566; time_diff_offset='3600'
2020-07-03 17:02:00 INFO: skip by time diff 2020-07-03 14:00:20.658000+00:00
2020-07-03 17:02:00 INFO: clearing end
2020-07-03 17:02:00 INFO: 
2020-07-03 17:02:00 INFO: 
2020-07-03 17:02:00 INFO: 
2020-07-03 17:02:00 INFO: 
2020-07-03 17:14:43 INFO: process event {'orderID': '60bc9859-855d-7d89-4dcb-cfe6bfaf7568', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-03T14:14:43.051Z', 'clOrdID': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-03 17:14:43 INFO: skip event f8ad32853d5c4f569572f7cc9ccacfb6 
2020-07-03 17:14:43 INFO: process event {'orderID': '60bc9859-855d-7d89-4dcb-cfe6bfaf7568', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 667, 'avgPx': 227.2, 'transactTime': '2020-07-03T14:14:43.051Z', 'clOrdID': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T14:14:43.051Z'}
2020-07-03 17:14:43 INFO: add new event={'uid': 'f8ad32853d5c4f569572f7cc9ccacfb6', 'status': 'Filled'}
2020-07-03 17:14:43 INFO: 
2020-07-03 17:14:43 INFO: 
2020-07-03 17:14:43 INFO: 
2020-07-03 17:14:43 INFO: 
2020-07-03 17:14:43 INFO: process event start
2020-07-03 17:14:43 INFO: fetch new order event f8ad32853d5c4f569572f7cc9ccacfb6
2020-07-03 17:14:43 INFO: fetch orders by event init={'stop': '228.400000000000005684341886080801486968994140625', 'take': '220.249999999999971578290569595992565155029296875', 'qty': '667', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-07-03 17:14:43 INFO: process init order filled
2020-07-03 17:14:43 INFO: save profit orders to storage stop=6daabe456ee5476da49b087670be5854 take=be0d4f896931425c977c4de5cd42c9db
2020-07-03 17:14:43 INFO: place profit orders take_price=220.249999999999971578290569595992565155029296875, stop_price=228.400000000000005684341886080801486968994140625, qty=667, color=RED, ticker=ETHUSD 6daabe456ee5476da49b087670be5854 be0d4f896931425c977c4de5cd42c9db
2020-07-03 17:14:43 INFO: place stop order ETHUSD: qty=667, stop_price=228.400000000000005684341886080801486968994140625, stop_uid=6daabe456ee5476da49b087670be5854
2020-07-03 17:14:43 INFO: process event {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-03T14:14:43.967Z', 'timestamp': '2020-07-03T14:14:43.967Z'}
2020-07-03 17:14:43 INFO: skip event 6daabe456ee5476da49b087670be5854 New
2020-07-03 17:14:43 INFO: exchange resp for stop order={'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-03 17:14:43 INFO: place limit order ETHUSD: qty=667, price=220.249999999999971578290569595992565155029296875, take_uid=be0d4f896931425c977c4de5cd42c9db
2020-07-03 17:14:44 INFO: process event {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-03T14:14:44.000Z', 'timestamp': '2020-07-03T14:14:44.000Z'}
2020-07-03 17:14:44 INFO: skip event be0d4f896931425c977c4de5cd42c9db New
2020-07-03 17:14:44 INFO: process event {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'workingIndicator': True, 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T14:14:44.000Z'}
2020-07-03 17:14:44 INFO: skip event be0d4f896931425c977c4de5cd42c9db 
2020-07-03 17:14:44 INFO: exchange resp for take profit order={'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-03 17:14:44 INFO: place profit orders={'stop': {'response': {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}, 'qty': Decimal('667'), 'uid': '6daabe456ee5476da49b087670be5854', 'price': Decimal('228.400000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}, 'qty': Decimal('667'), 'uid': 'be0d4f896931425c977c4de5cd42c9db', 'price': Decimal('220.249999999999971578290569595992565155029296875')}}
2020-07-03 17:14:44 INFO: rm init order from db f8ad32853d5c4f569572f7cc9ccacfb6
2020-07-03 17:14:44 INFO: end process event_processing_result='proceed init order'
2020-07-03 17:14:44 INFO: 
2020-07-03 17:14:44 INFO: 
2020-07-03 17:14:44 INFO: 
2020-07-03 17:14:44 INFO: 
2020-07-03 18:00:20 INFO: 
2020-07-03 18:00:20 INFO: 
2020-07-03 18:00:20 INFO: 
2020-07-03 18:00:20 INFO: 
2020-07-03 18:00:20 INFO: init new order start
2020-07-03 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.25, 'high': 227.5, 'low': 226.5, 'close': 227.0, 'trades': 1435, 'volume': 1416659, 'vwap': 227.0, 'lastSize': 549, 'turnover': 32156937830, 'homeNotional': 12876.073214874434, 'foreignNotional': 2922759.429634041}, {'timestamp': datetime.datetime(2020, 7, 3, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.4, 'low': 227.25, 'close': 227.25, 'trades': 2388, 'volume': 2919838, 'vwap': 227.92, 'lastSize': 1, 'turnover': 66548518145, 'homeNotional': 26599.908942660008, 'foreignNotional': 6062614.771239494}, {'timestamp': datetime.datetime(2020, 7, 3, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 228.15, 'low': 226.9, 'close': 227.5, 'trades': 2131, 'volume': 2312687, 'vwap': 227.49, 'lastSize': 19, 'turnover': 52609636925, 'homeNotional': 21058.092788377533, 'foreignNotional': 4790355.352880559}]
2020-07-03 18:00:20 INFO: prepare candles [CandleItem(low=226.5, high=227.5, open=227.25, close=227.0, color='RED'), CandleItem(low=227.25, high=228.4, open=227.5, close=227.25, color='RED'), CandleItem(low=226.9, high=228.15, open=227.4, close=227.5, color='GREEN')]
2020-07-03 18:00:20 INFO: skip by colors first_candle=CandleItem(low=226.9, high=228.15, open=227.4, close=227.5, color='GREEN') second_candle=CandleItem(low=227.25, high=228.4, open=227.5, close=227.25, color='RED') last_candle=CandleItem(low=226.5, high=227.5, open=227.25, close=227.0, color='RED')
2020-07-03 18:00:20 INFO: check need new order None
2020-07-03 18:00:20 INFO: init new order end
2020-07-03 18:00:20 INFO: 
2020-07-03 18:00:20 INFO: 
2020-07-03 18:00:20 INFO: 
2020-07-03 18:00:20 INFO: 
2020-07-03 18:02:00 INFO: 
2020-07-03 18:02:00 INFO: 
2020-07-03 18:02:00 INFO: 
2020-07-03 18:02:00 INFO: 
2020-07-03 18:02:00 INFO: clearing start
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-03 18:02:00 INFO: skip by not found init order into storage
2020-07-03 18:02:00 INFO: clearing end
2020-07-03 18:02:00 INFO: 
2020-07-03 18:02:00 INFO: 
2020-07-03 18:02:00 INFO: 
2020-07-03 18:02:00 INFO: 
2020-07-03 19:00:20 INFO: 
2020-07-03 19:00:20 INFO: 
2020-07-03 19:00:20 INFO: 
2020-07-03 19:00:20 INFO: 
2020-07-03 19:00:20 INFO: init new order start
2020-07-03 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 227.5, 'low': 226.65, 'close': 227.0, 'trades': 1062, 'volume': 1047913, 'vwap': 227.0, 'lastSize': 1, 'turnover': 23787190665, 'homeNotional': 9533.12333894269, 'foreignNotional': 2163979.8053284497}, {'timestamp': datetime.datetime(2020, 7, 3, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.25, 'high': 227.5, 'low': 226.5, 'close': 227.0, 'trades': 1435, 'volume': 1416659, 'vwap': 227.0, 'lastSize': 549, 'turnover': 32156937830, 'homeNotional': 12876.073214874434, 'foreignNotional': 2922759.429634041}, {'timestamp': datetime.datetime(2020, 7, 3, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.4, 'low': 227.25, 'close': 227.25, 'trades': 2388, 'volume': 2919838, 'vwap': 227.92, 'lastSize': 1, 'turnover': 66548518145, 'homeNotional': 26599.908942660008, 'foreignNotional': 6062614.771239494}]
2020-07-03 19:00:20 INFO: skip by found empty buckets
2020-07-03 19:00:20 INFO: check need new order None
2020-07-03 19:00:20 INFO: init new order end
2020-07-03 19:00:20 INFO: 
2020-07-03 19:00:20 INFO: 
2020-07-03 19:00:20 INFO: 
2020-07-03 19:00:20 INFO: 
2020-07-03 19:02:00 INFO: 
2020-07-03 19:02:00 INFO: 
2020-07-03 19:02:00 INFO: 
2020-07-03 19:02:00 INFO: 
2020-07-03 19:02:00 INFO: clearing start
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-03 19:02:00 INFO: skip by not found init order into storage
2020-07-03 19:02:00 INFO: clearing end
2020-07-03 19:02:00 INFO: 
2020-07-03 19:02:00 INFO: 
2020-07-03 19:02:00 INFO: 
2020-07-03 19:02:00 INFO: 
2020-07-03 20:00:20 INFO: 
2020-07-03 20:00:20 INFO: 
2020-07-03 20:00:20 INFO: 
2020-07-03 20:00:20 INFO: 
2020-07-03 20:00:20 INFO: init new order start
2020-07-03 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 227.65, 'low': 226.75, 'close': 227.05, 'trades': 1124, 'volume': 1145618, 'vwap': 227.19, 'lastSize': 1, 'turnover': 26026526125, 'homeNotional': 10424.60862656744, 'foreignNotional': 2368298.8819146664}, {'timestamp': datetime.datetime(2020, 7, 3, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 227.5, 'low': 226.65, 'close': 227.0, 'trades': 1062, 'volume': 1047913, 'vwap': 227.0, 'lastSize': 1, 'turnover': 23787190665, 'homeNotional': 9533.12333894269, 'foreignNotional': 2163979.8053284497}, {'timestamp': datetime.datetime(2020, 7, 3, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.25, 'high': 227.5, 'low': 226.5, 'close': 227.0, 'trades': 1435, 'volume': 1416659, 'vwap': 227.0, 'lastSize': 549, 'turnover': 32156937830, 'homeNotional': 12876.073214874434, 'foreignNotional': 2922759.429634041}]
2020-07-03 20:00:21 INFO: skip by found empty buckets
2020-07-03 20:00:21 INFO: check need new order None
2020-07-03 20:00:21 INFO: init new order end
2020-07-03 20:00:21 INFO: 
2020-07-03 20:00:21 INFO: 
2020-07-03 20:00:21 INFO: 
2020-07-03 20:00:21 INFO: 
2020-07-03 20:02:00 INFO: 
2020-07-03 20:02:00 INFO: 
2020-07-03 20:02:00 INFO: 
2020-07-03 20:02:00 INFO: 
2020-07-03 20:02:00 INFO: clearing start
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-03 20:02:01 INFO: skip by not found init order into storage
2020-07-03 20:02:01 INFO: clearing end
2020-07-03 20:02:01 INFO: 
2020-07-03 20:02:01 INFO: 
2020-07-03 20:02:01 INFO: 
2020-07-03 20:02:01 INFO: 
2020-07-03 21:00:20 INFO: 
2020-07-03 21:00:20 INFO: 
2020-07-03 21:00:20 INFO: 
2020-07-03 21:00:20 INFO: 
2020-07-03 21:00:20 INFO: init new order start
2020-07-03 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.05, 'high': 227.25, 'low': 226.6, 'close': 226.6, 'trades': 930, 'volume': 937549, 'vwap': 226.86, 'lastSize': 1, 'turnover': 21268774670, 'homeNotional': 8525.81874448924, 'foreignNotional': 1934125.6107117056}, {'timestamp': datetime.datetime(2020, 7, 3, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 227.65, 'low': 226.75, 'close': 227.05, 'trades': 1124, 'volume': 1145618, 'vwap': 227.19, 'lastSize': 1, 'turnover': 26026526125, 'homeNotional': 10424.60862656744, 'foreignNotional': 2368298.8819146664}, {'timestamp': datetime.datetime(2020, 7, 3, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 227.5, 'low': 226.65, 'close': 227.0, 'trades': 1062, 'volume': 1047913, 'vwap': 227.0, 'lastSize': 1, 'turnover': 23787190665, 'homeNotional': 9533.12333894269, 'foreignNotional': 2163979.8053284497}]
2020-07-03 21:00:20 INFO: skip by found empty buckets
2020-07-03 21:00:20 INFO: check need new order None
2020-07-03 21:00:20 INFO: init new order end
2020-07-03 21:00:20 INFO: 
2020-07-03 21:00:20 INFO: 
2020-07-03 21:00:20 INFO: 
2020-07-03 21:00:20 INFO: 
2020-07-03 21:02:00 INFO: 
2020-07-03 21:02:00 INFO: 
2020-07-03 21:02:00 INFO: 
2020-07-03 21:02:00 INFO: 
2020-07-03 21:02:00 INFO: clearing start
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-03 21:02:01 INFO: skip by not found init order into storage
2020-07-03 21:02:01 INFO: clearing end
2020-07-03 21:02:01 INFO: 
2020-07-03 21:02:01 INFO: 
2020-07-03 21:02:01 INFO: 
2020-07-03 21:02:01 INFO: 
2020-07-03 22:00:20 INFO: 
2020-07-03 22:00:20 INFO: 
2020-07-03 22:00:20 INFO: 
2020-07-03 22:00:20 INFO: 
2020-07-03 22:00:20 INFO: init new order start
2020-07-03 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 227.0, 'low': 226.2, 'close': 226.2, 'trades': 1469, 'volume': 1631132, 'vwap': 226.57, 'lastSize': 2, 'turnover': 36956275405, 'homeNotional': 14820.318957661586, 'foreignNotional': 3357816.25662673}, {'timestamp': datetime.datetime(2020, 7, 3, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.05, 'high': 227.25, 'low': 226.6, 'close': 226.6, 'trades': 930, 'volume': 937549, 'vwap': 226.86, 'lastSize': 1, 'turnover': 21268774670, 'homeNotional': 8525.81874448924, 'foreignNotional': 1934125.6107117056}, {'timestamp': datetime.datetime(2020, 7, 3, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 227.65, 'low': 226.75, 'close': 227.05, 'trades': 1124, 'volume': 1145618, 'vwap': 227.19, 'lastSize': 1, 'turnover': 26026526125, 'homeNotional': 10424.60862656744, 'foreignNotional': 2368298.8819146664}]
2020-07-03 22:00:20 INFO: prepare candles [CandleItem(low=226.2, high=227.0, open=226.6, close=226.2, color='RED'), CandleItem(low=226.6, high=227.25, open=227.05, close=226.6, color='RED'), CandleItem(low=226.75, high=227.65, open=227.0, close=227.05, color='GREEN')]
2020-07-03 22:00:20 INFO: skip by colors first_candle=CandleItem(low=226.75, high=227.65, open=227.0, close=227.05, color='GREEN') second_candle=CandleItem(low=226.6, high=227.25, open=227.05, close=226.6, color='RED') last_candle=CandleItem(low=226.2, high=227.0, open=226.6, close=226.2, color='RED')
2020-07-03 22:00:20 INFO: check need new order None
2020-07-03 22:00:20 INFO: init new order end
2020-07-03 22:00:20 INFO: 
2020-07-03 22:00:20 INFO: 
2020-07-03 22:00:20 INFO: 
2020-07-03 22:00:20 INFO: 
2020-07-03 22:02:00 INFO: 
2020-07-03 22:02:00 INFO: 
2020-07-03 22:02:00 INFO: 
2020-07-03 22:02:00 INFO: 
2020-07-03 22:02:00 INFO: clearing start
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 225.75, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 653000, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-03 22:02:00 INFO: skip by not found init order into storage
2020-07-03 22:02:00 INFO: clearing end
2020-07-03 22:02:00 INFO: 
2020-07-03 22:02:00 INFO: 
2020-07-03 22:02:00 INFO: 
2020-07-03 22:02:00 INFO: 
2020-07-03 22:37:19 INFO: process event {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-03T19:37:19.099Z', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-03 22:37:19 INFO: skip event fc52dc86d00a4daa9a1bc4dfb498dee3 
2020-07-03 22:37:19 INFO: process event {'orderID': 'a87a82e9-8a73-03e8-d0f8-f35cbbc08c52', 'price': 225.75, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 762, 'avgPx': 225.75, 'transactTime': '2020-07-03T19:37:19.099Z', 'clOrdID': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T19:37:19.099Z'}
2020-07-03 22:37:19 INFO: add new event={'uid': 'fc52dc86d00a4daa9a1bc4dfb498dee3', 'status': 'Filled'}
2020-07-03 22:37:19 INFO: 
2020-07-03 22:37:19 INFO: 
2020-07-03 22:37:19 INFO: 
2020-07-03 22:37:19 INFO: 
2020-07-03 22:37:19 INFO: process event start
2020-07-03 22:37:19 INFO: fetch new order event fc52dc86d00a4daa9a1bc4dfb498dee3
2020-07-03 22:37:19 INFO: fetch orders by event init=None profit_pair=3712c08b752942cba19c4c942bad1869
2020-07-03 22:37:19 INFO: process profit order filled
2020-07-03 22:37:19 INFO: process event {'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-03T19:37:19.257Z', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-03 22:37:19 INFO: skip event 3712c08b752942cba19c4c942bad1869 Canceled
2020-07-03 22:37:19 INFO: cancel order=3712c08b752942cba19c4c942bad1869 [{'orderID': 'c93bcff8-3ad1-10ef-8b4e-ea99e7c6d547', 'clOrdID': '3712c08b752942cba19c4c942bad1869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 11, 35, 6, 692000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 19, 37, 19, 257000, tzinfo=tzutc())}]
2020-07-03 22:37:19 INFO: end process event_processing_result='proceed profit order'
2020-07-03 22:37:19 INFO: 
2020-07-03 22:37:19 INFO: 
2020-07-03 22:37:19 INFO: 
2020-07-03 22:37:19 INFO: 
2020-07-03 23:00:20 INFO: 
2020-07-03 23:00:20 INFO: 
2020-07-03 23:00:20 INFO: 
2020-07-03 23:00:20 INFO: 
2020-07-03 23:00:20 INFO: init new order start
2020-07-03 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.4, 'low': 225.75, 'close': 226.35, 'trades': 1497, 'volume': 1699182, 'vwap': 226.03, 'lastSize': 261, 'turnover': 38405882555, 'homeNotional': 15425.99765521534, 'foreignNotional': 3486672.906811548}, {'timestamp': datetime.datetime(2020, 7, 3, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 227.0, 'low': 226.2, 'close': 226.2, 'trades': 1469, 'volume': 1631132, 'vwap': 226.57, 'lastSize': 2, 'turnover': 36956275405, 'homeNotional': 14820.318957661586, 'foreignNotional': 3357816.25662673}, {'timestamp': datetime.datetime(2020, 7, 3, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.05, 'high': 227.25, 'low': 226.6, 'close': 226.6, 'trades': 930, 'volume': 937549, 'vwap': 226.86, 'lastSize': 1, 'turnover': 21268774670, 'homeNotional': 8525.81874448924, 'foreignNotional': 1934125.6107117056}]
2020-07-03 23:00:21 INFO: prepare candles [CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN'), CandleItem(low=226.2, high=227.0, open=226.6, close=226.2, color='RED'), CandleItem(low=226.6, high=227.25, open=227.05, close=226.6, color='RED')]
2020-07-03 23:00:21 INFO: last_candle=CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN')
2020-07-03 23:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 23:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN')
2020-07-03 23:00:21 INFO: skip by CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 23:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-03 23:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN')
2020-07-03 23:00:21 INFO: skip by CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-03 23:00:21 INFO: not found applicable config for candle
2020-07-03 23:00:21 INFO: check need new order None
2020-07-03 23:00:21 INFO: init new order end
2020-07-03 23:00:21 INFO: 
2020-07-03 23:00:21 INFO: 
2020-07-03 23:00:21 INFO: 
2020-07-03 23:00:21 INFO: 
2020-07-03 23:02:00 INFO: 
2020-07-03 23:02:00 INFO: 
2020-07-03 23:02:00 INFO: 
2020-07-03 23:02:00 INFO: 
2020-07-03 23:02:00 INFO: clearing start
2020-07-03 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-03 23:02:00 INFO: skip by not found init order into storage
2020-07-03 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-03 23:02:00 INFO: skip by not found init order into storage
2020-07-03 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-03 23:02:00 INFO: skip by not found init order into storage
2020-07-03 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-03 23:02:00 INFO: skip by not found init order into storage
2020-07-03 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-03 23:02:00 INFO: skip by not found init order into storage
2020-07-03 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-03 23:02:00 INFO: skip by not found init order into storage
2020-07-03 23:02:00 INFO: clearing end
2020-07-03 23:02:00 INFO: 
2020-07-03 23:02:00 INFO: 
2020-07-03 23:02:00 INFO: 
2020-07-03 23:02:00 INFO: 
2020-07-04 00:00:20 INFO: 
2020-07-04 00:00:20 INFO: 
2020-07-04 00:00:20 INFO: 
2020-07-04 00:00:20 INFO: 
2020-07-04 00:00:20 INFO: init new order start
2020-07-04 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.9, 'low': 225.95, 'close': 226.9, 'trades': 897, 'volume': 1294307, 'vwap': 226.28, 'lastSize': 170, 'turnover': 29286805850, 'homeNotional': 11755.619057339798, 'foreignNotional': 2659992.8483163263}, {'timestamp': datetime.datetime(2020, 7, 3, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.4, 'low': 225.75, 'close': 226.35, 'trades': 1497, 'volume': 1699182, 'vwap': 226.03, 'lastSize': 261, 'turnover': 38405882555, 'homeNotional': 15425.99765521534, 'foreignNotional': 3486672.906811548}, {'timestamp': datetime.datetime(2020, 7, 3, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 227.0, 'low': 226.2, 'close': 226.2, 'trades': 1469, 'volume': 1631132, 'vwap': 226.57, 'lastSize': 2, 'turnover': 36956275405, 'homeNotional': 14820.318957661586, 'foreignNotional': 3357816.25662673}]
2020-07-04 00:00:20 INFO: prepare candles [CandleItem(low=225.95, high=226.9, open=226.35, close=226.9, color='GREEN'), CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN'), CandleItem(low=226.2, high=227.0, open=226.6, close=226.2, color='RED')]
2020-07-04 00:00:20 INFO: skip by colors first_candle=CandleItem(low=226.2, high=227.0, open=226.6, close=226.2, color='RED') second_candle=CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN') last_candle=CandleItem(low=225.95, high=226.9, open=226.35, close=226.9, color='GREEN')
2020-07-04 00:00:20 INFO: check need new order None
2020-07-04 00:00:20 INFO: init new order end
2020-07-04 00:00:20 INFO: 
2020-07-04 00:00:20 INFO: 
2020-07-04 00:00:20 INFO: 
2020-07-04 00:00:20 INFO: 
2020-07-04 00:02:00 INFO: 
2020-07-04 00:02:00 INFO: 
2020-07-04 00:02:00 INFO: 
2020-07-04 00:02:00 INFO: 
2020-07-04 00:02:00 INFO: clearing start
2020-07-04 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 00:02:00 INFO: skip by not found init order into storage
2020-07-04 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 00:02:00 INFO: skip by not found init order into storage
2020-07-04 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-04 00:02:00 INFO: skip by not found init order into storage
2020-07-04 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-04 00:02:00 INFO: skip by not found init order into storage
2020-07-04 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 00:02:00 INFO: skip by not found init order into storage
2020-07-04 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 00:02:00 INFO: skip by not found init order into storage
2020-07-04 00:02:00 INFO: clearing end
2020-07-04 00:02:00 INFO: 
2020-07-04 00:02:00 INFO: 
2020-07-04 00:02:00 INFO: 
2020-07-04 00:02:00 INFO: 
2020-07-04 00:39:31 ERROR: Error : Connection is already closed.
2020-07-04 00:39:31 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345984c0>>: Connection is already closed.
2020-07-04 00:39:31 INFO: Websocket Closed
2020-07-04 00:39:31 WARNING: reconnect to socket
2020-07-04 00:39:31 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 00:39:31 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 00:39:31 INFO: Authenticating with API Key.
2020-07-04 00:39:32 INFO: Connected to WS.
2020-07-04 01:00:20 INFO: 
2020-07-04 01:00:20 INFO: 
2020-07-04 01:00:20 INFO: 
2020-07-04 01:00:20 INFO: 
2020-07-04 01:00:20 INFO: init new order start
2020-07-04 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 227.05, 'low': 226.35, 'close': 226.8, 'trades': 866, 'volume': 1499371, 'vwap': 226.72, 'lastSize': 2000, 'turnover': 33993131565, 'homeNotional': 13636.986180285725, 'foreignNotional': 3091722.9877406983}, {'timestamp': datetime.datetime(2020, 7, 3, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.9, 'low': 225.95, 'close': 226.9, 'trades': 897, 'volume': 1294307, 'vwap': 226.28, 'lastSize': 170, 'turnover': 29286805850, 'homeNotional': 11755.619057339798, 'foreignNotional': 2659992.8483163263}, {'timestamp': datetime.datetime(2020, 7, 3, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.4, 'low': 225.75, 'close': 226.35, 'trades': 1497, 'volume': 1699182, 'vwap': 226.03, 'lastSize': 261, 'turnover': 38405882555, 'homeNotional': 15425.99765521534, 'foreignNotional': 3486672.906811548}]
2020-07-04 01:00:21 INFO: prepare candles [CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED'), CandleItem(low=225.95, high=226.9, open=226.35, close=226.9, color='GREEN'), CandleItem(low=225.75, high=226.4, open=226.2, close=226.35, color='GREEN')]
2020-07-04 01:00:21 INFO: last_candle=CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED')
2020-07-04 01:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-04 01:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED')
2020-07-04 01:00:21 INFO: skip by CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 01:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-04 01:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED')
2020-07-04 01:00:21 INFO: skip by CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 01:00:21 INFO: not found applicable config for candle
2020-07-04 01:00:21 INFO: check need new order None
2020-07-04 01:00:21 INFO: init new order end
2020-07-04 01:00:21 INFO: 
2020-07-04 01:00:21 INFO: 
2020-07-04 01:00:21 INFO: 
2020-07-04 01:00:21 INFO: 
2020-07-04 01:02:00 INFO: 
2020-07-04 01:02:00 INFO: 
2020-07-04 01:02:00 INFO: 
2020-07-04 01:02:00 INFO: 
2020-07-04 01:02:00 INFO: clearing start
2020-07-04 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 01:02:00 INFO: skip by not found init order into storage
2020-07-04 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 01:02:00 INFO: skip by not found init order into storage
2020-07-04 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-04 01:02:00 INFO: skip by not found init order into storage
2020-07-04 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-04 01:02:00 INFO: skip by not found init order into storage
2020-07-04 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 01:02:00 INFO: skip by not found init order into storage
2020-07-04 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 01:02:00 INFO: skip by not found init order into storage
2020-07-04 01:02:00 INFO: clearing end
2020-07-04 01:02:00 INFO: 
2020-07-04 01:02:00 INFO: 
2020-07-04 01:02:00 INFO: 
2020-07-04 01:02:00 INFO: 
2020-07-04 02:00:20 INFO: 
2020-07-04 02:00:20 INFO: 
2020-07-04 02:00:20 INFO: 
2020-07-04 02:00:20 INFO: 
2020-07-04 02:00:20 INFO: init new order start
2020-07-04 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 3, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 226.85, 'low': 226.1, 'close': 226.1, 'trades': 863, 'volume': 1253035, 'vwap': 226.33, 'lastSize': 994, 'turnover': 28359632550, 'homeNotional': 11394.469551747912, 'foreignNotional': 2578883.065777004}, {'timestamp': datetime.datetime(2020, 7, 3, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 227.05, 'low': 226.35, 'close': 226.8, 'trades': 866, 'volume': 1499371, 'vwap': 226.72, 'lastSize': 2000, 'turnover': 33993131565, 'homeNotional': 13636.986180285725, 'foreignNotional': 3091722.9877406983}, {'timestamp': datetime.datetime(2020, 7, 3, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.9, 'low': 225.95, 'close': 226.9, 'trades': 897, 'volume': 1294307, 'vwap': 226.28, 'lastSize': 170, 'turnover': 29286805850, 'homeNotional': 11755.619057339798, 'foreignNotional': 2659992.8483163263}]
2020-07-04 02:00:20 INFO: prepare candles [CandleItem(low=226.1, high=226.85, open=226.8, close=226.1, color='RED'), CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED'), CandleItem(low=225.95, high=226.9, open=226.35, close=226.9, color='GREEN')]
2020-07-04 02:00:20 INFO: skip by colors first_candle=CandleItem(low=225.95, high=226.9, open=226.35, close=226.9, color='GREEN') second_candle=CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED') last_candle=CandleItem(low=226.1, high=226.85, open=226.8, close=226.1, color='RED')
2020-07-04 02:00:20 INFO: check need new order None
2020-07-04 02:00:20 INFO: init new order end
2020-07-04 02:00:20 INFO: 
2020-07-04 02:00:20 INFO: 
2020-07-04 02:00:20 INFO: 
2020-07-04 02:00:20 INFO: 
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:00 INFO: clearing start
2020-07-04 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 02:02:00 INFO: skip by not found init order into storage
2020-07-04 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 02:02:00 INFO: skip by not found init order into storage
2020-07-04 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 225.55, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 443000, tzinfo=tzutc())}
2020-07-04 02:02:00 INFO: skip by not found init order into storage
2020-07-04 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc())}
2020-07-04 02:02:00 INFO: skip by not found init order into storage
2020-07-04 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 02:02:00 INFO: skip by not found init order into storage
2020-07-04 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 02:02:00 INFO: skip by not found init order into storage
2020-07-04 02:02:00 INFO: clearing end
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:00 INFO: 
2020-07-04 02:02:24 INFO: process event {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-03T23:02:24.342Z', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-04 02:02:24 INFO: skip event 670790d0e315429392f4ccdbf984074f 
2020-07-04 02:02:24 INFO: process event {'orderID': '12bc0e31-c9ee-4b16-77c8-6f70c5701a9a', 'price': 225.55, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 225.55, 'transactTime': '2020-07-03T23:02:24.342Z', 'clOrdID': '670790d0e315429392f4ccdbf984074f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-03T23:02:24.342Z'}
2020-07-04 02:02:24 INFO: add new event={'uid': '670790d0e315429392f4ccdbf984074f', 'status': 'Filled'}
2020-07-04 02:02:24 INFO: 
2020-07-04 02:02:24 INFO: 
2020-07-04 02:02:24 INFO: 
2020-07-04 02:02:24 INFO: 
2020-07-04 02:02:24 INFO: process event start
2020-07-04 02:02:24 INFO: fetch new order event 670790d0e315429392f4ccdbf984074f
2020-07-04 02:02:24 INFO: fetch orders by event init=None profit_pair=4622574b48ab40b0af3b9b9d90659595
2020-07-04 02:02:24 INFO: process profit order filled
2020-07-04 02:02:25 INFO: cancel order=4622574b48ab40b0af3b9b9d90659595 [{'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 5, 1, 39, 479000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 23, 2, 25, 219000, tzinfo=tzutc())}]
2020-07-04 02:02:25 INFO: end process event_processing_result='proceed profit order'
2020-07-04 02:02:25 INFO: 
2020-07-04 02:02:25 INFO: 
2020-07-04 02:02:25 INFO: 
2020-07-04 02:02:25 INFO: 
2020-07-04 02:02:25 INFO: process event {'orderID': 'ed97e87c-2485-49c8-fa9c-667cb18ed1d6', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-03T23:02:25.219Z', 'clOrdID': '4622574b48ab40b0af3b9b9d90659595', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-04 02:02:25 INFO: skip event 4622574b48ab40b0af3b9b9d90659595 Canceled
2020-07-04 03:00:20 INFO: 
2020-07-04 03:00:20 INFO: 
2020-07-04 03:00:20 INFO: 
2020-07-04 03:00:20 INFO: 
2020-07-04 03:00:20 INFO: init new order start
2020-07-04 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 226.15, 'low': 224.1, 'close': 224.85, 'trades': 5525, 'volume': 7614773, 'vwap': 224.96, 'lastSize': 100, 'turnover': 171298711130, 'homeNotional': 69064.42130833998, 'foreignNotional': 15536457.960857421}, {'timestamp': datetime.datetime(2020, 7, 3, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 226.85, 'low': 226.1, 'close': 226.1, 'trades': 863, 'volume': 1253035, 'vwap': 226.33, 'lastSize': 994, 'turnover': 28359632550, 'homeNotional': 11394.469551747912, 'foreignNotional': 2578883.065777004}, {'timestamp': datetime.datetime(2020, 7, 3, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 227.05, 'low': 226.35, 'close': 226.8, 'trades': 866, 'volume': 1499371, 'vwap': 226.72, 'lastSize': 2000, 'turnover': 33993131565, 'homeNotional': 13636.986180285725, 'foreignNotional': 3091722.9877406983}]
2020-07-04 03:00:20 INFO: prepare candles [CandleItem(low=224.1, high=226.15, open=226.1, close=224.85, color='RED'), CandleItem(low=226.1, high=226.85, open=226.8, close=226.1, color='RED'), CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED')]
2020-07-04 03:00:20 INFO: skip by colors first_candle=CandleItem(low=226.35, high=227.05, open=226.9, close=226.8, color='RED') second_candle=CandleItem(low=226.1, high=226.85, open=226.8, close=226.1, color='RED') last_candle=CandleItem(low=224.1, high=226.15, open=226.1, close=224.85, color='RED')
2020-07-04 03:00:20 INFO: check need new order None
2020-07-04 03:00:20 INFO: init new order end
2020-07-04 03:00:20 INFO: 
2020-07-04 03:00:20 INFO: 
2020-07-04 03:00:20 INFO: 
2020-07-04 03:00:20 INFO: 
2020-07-04 03:02:00 INFO: 
2020-07-04 03:02:00 INFO: 
2020-07-04 03:02:00 INFO: 
2020-07-04 03:02:00 INFO: 
2020-07-04 03:02:00 INFO: clearing start
2020-07-04 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 03:02:00 INFO: skip by not found init order into storage
2020-07-04 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 03:02:00 INFO: skip by not found init order into storage
2020-07-04 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 03:02:00 INFO: skip by not found init order into storage
2020-07-04 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 03:02:00 INFO: skip by not found init order into storage
2020-07-04 03:02:00 INFO: clearing end
2020-07-04 03:02:00 INFO: 
2020-07-04 03:02:00 INFO: 
2020-07-04 03:02:00 INFO: 
2020-07-04 03:02:00 INFO: 
2020-07-04 04:00:20 INFO: 
2020-07-04 04:00:20 INFO: 
2020-07-04 04:00:20 INFO: 
2020-07-04 04:00:20 INFO: 
2020-07-04 04:00:20 INFO: init new order start
2020-07-04 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.6, 'low': 224.2, 'close': 225.15, 'trades': 2639, 'volume': 3404285, 'vwap': 225.05, 'lastSize': 199, 'turnover': 76610269150, 'homeNotional': 30853.490339799995, 'foreignNotional': 6943296.752166686}, {'timestamp': datetime.datetime(2020, 7, 4, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 226.15, 'low': 224.1, 'close': 224.85, 'trades': 5525, 'volume': 7614773, 'vwap': 224.96, 'lastSize': 100, 'turnover': 171298711130, 'homeNotional': 69064.42130833998, 'foreignNotional': 15536457.960857421}, {'timestamp': datetime.datetime(2020, 7, 3, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 226.85, 'low': 226.1, 'close': 226.1, 'trades': 863, 'volume': 1253035, 'vwap': 226.33, 'lastSize': 994, 'turnover': 28359632550, 'homeNotional': 11394.469551747912, 'foreignNotional': 2578883.065777004}]
2020-07-04 04:00:20 INFO: prepare candles [CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN'), CandleItem(low=224.1, high=226.15, open=226.1, close=224.85, color='RED'), CandleItem(low=226.1, high=226.85, open=226.8, close=226.1, color='RED')]
2020-07-04 04:00:20 INFO: last_candle=CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN')
2020-07-04 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-04 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN')
2020-07-04 04:00:20 INFO: skip by CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-04 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN')
2020-07-04 04:00:20 INFO: skip by CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 04:00:20 INFO: not found applicable config for candle
2020-07-04 04:00:20 INFO: check need new order None
2020-07-04 04:00:20 INFO: init new order end
2020-07-04 04:00:20 INFO: 
2020-07-04 04:00:20 INFO: 
2020-07-04 04:00:20 INFO: 
2020-07-04 04:00:20 INFO: 
2020-07-04 04:02:00 INFO: 
2020-07-04 04:02:00 INFO: 
2020-07-04 04:02:00 INFO: 
2020-07-04 04:02:00 INFO: 
2020-07-04 04:02:00 INFO: clearing start
2020-07-04 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 04:02:00 INFO: skip by not found init order into storage
2020-07-04 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 04:02:00 INFO: skip by not found init order into storage
2020-07-04 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 04:02:00 INFO: skip by not found init order into storage
2020-07-04 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 04:02:00 INFO: skip by not found init order into storage
2020-07-04 04:02:00 INFO: clearing end
2020-07-04 04:02:00 INFO: 
2020-07-04 04:02:00 INFO: 
2020-07-04 04:02:00 INFO: 
2020-07-04 04:02:00 INFO: 
2020-07-04 05:00:20 INFO: 
2020-07-04 05:00:20 INFO: 
2020-07-04 05:00:20 INFO: 
2020-07-04 05:00:20 INFO: 
2020-07-04 05:00:20 INFO: init new order start
2020-07-04 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.15, 'high': 225.4, 'low': 224.75, 'close': 225.35, 'trades': 1205, 'volume': 1235160, 'vwap': 225.11, 'lastSize': 333, 'turnover': 27804142690, 'homeNotional': 11201.52028375904, 'foreignNotional': 2521525.2605815926}, {'timestamp': datetime.datetime(2020, 7, 4, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.6, 'low': 224.2, 'close': 225.15, 'trades': 2639, 'volume': 3404285, 'vwap': 225.05, 'lastSize': 199, 'turnover': 76610269150, 'homeNotional': 30853.490339799995, 'foreignNotional': 6943296.752166686}, {'timestamp': datetime.datetime(2020, 7, 4, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 226.15, 'low': 224.1, 'close': 224.85, 'trades': 5525, 'volume': 7614773, 'vwap': 224.96, 'lastSize': 100, 'turnover': 171298711130, 'homeNotional': 69064.42130833998, 'foreignNotional': 15536457.960857421}]
2020-07-04 05:00:20 INFO: prepare candles [CandleItem(low=224.75, high=225.4, open=225.15, close=225.35, color='GREEN'), CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN'), CandleItem(low=224.1, high=226.15, open=226.1, close=224.85, color='RED')]
2020-07-04 05:00:20 INFO: skip by colors first_candle=CandleItem(low=224.1, high=226.15, open=226.1, close=224.85, color='RED') second_candle=CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN') last_candle=CandleItem(low=224.75, high=225.4, open=225.15, close=225.35, color='GREEN')
2020-07-04 05:00:20 INFO: check need new order None
2020-07-04 05:00:20 INFO: init new order end
2020-07-04 05:00:20 INFO: 
2020-07-04 05:00:20 INFO: 
2020-07-04 05:00:20 INFO: 
2020-07-04 05:00:20 INFO: 
2020-07-04 05:02:00 INFO: 
2020-07-04 05:02:00 INFO: 
2020-07-04 05:02:00 INFO: 
2020-07-04 05:02:00 INFO: 
2020-07-04 05:02:00 INFO: clearing start
2020-07-04 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 05:02:00 INFO: skip by not found init order into storage
2020-07-04 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 05:02:00 INFO: skip by not found init order into storage
2020-07-04 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 05:02:00 INFO: skip by not found init order into storage
2020-07-04 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 05:02:00 INFO: skip by not found init order into storage
2020-07-04 05:02:00 INFO: clearing end
2020-07-04 05:02:00 INFO: 
2020-07-04 05:02:00 INFO: 
2020-07-04 05:02:00 INFO: 
2020-07-04 05:02:00 INFO: 
2020-07-04 05:59:29 ERROR: Error : Connection is already closed.
2020-07-04 05:59:29 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f863458e280>>: Connection is already closed.
2020-07-04 05:59:29 INFO: Websocket Closed
2020-07-04 05:59:30 WARNING: reconnect to socket
2020-07-04 05:59:30 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 05:59:30 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 05:59:30 INFO: Authenticating with API Key.
2020-07-04 05:59:31 INFO: Connected to WS.
2020-07-04 06:00:20 INFO: 
2020-07-04 06:00:20 INFO: 
2020-07-04 06:00:20 INFO: 
2020-07-04 06:00:20 INFO: 
2020-07-04 06:00:20 INFO: init new order start
2020-07-04 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 226.85, 'low': 225.05, 'close': 226.6, 'trades': 2533, 'volume': 2838804, 'vwap': 226.37, 'lastSize': 1, 'turnover': 64261598765, 'homeNotional': 25792.78383358414, 'foreignNotional': 5838679.338860471}, {'timestamp': datetime.datetime(2020, 7, 4, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.15, 'high': 225.4, 'low': 224.75, 'close': 225.35, 'trades': 1205, 'volume': 1235160, 'vwap': 225.11, 'lastSize': 333, 'turnover': 27804142690, 'homeNotional': 11201.52028375904, 'foreignNotional': 2521525.2605815926}, {'timestamp': datetime.datetime(2020, 7, 4, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.6, 'low': 224.2, 'close': 225.15, 'trades': 2639, 'volume': 3404285, 'vwap': 225.05, 'lastSize': 199, 'turnover': 76610269150, 'homeNotional': 30853.490339799995, 'foreignNotional': 6943296.752166686}]
2020-07-04 06:00:20 INFO: prepare candles [CandleItem(low=225.05, high=226.85, open=225.35, close=226.6, color='GREEN'), CandleItem(low=224.75, high=225.4, open=225.15, close=225.35, color='GREEN'), CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN')]
2020-07-04 06:00:20 INFO: skip by colors first_candle=CandleItem(low=224.2, high=225.6, open=224.85, close=225.15, color='GREEN') second_candle=CandleItem(low=224.75, high=225.4, open=225.15, close=225.35, color='GREEN') last_candle=CandleItem(low=225.05, high=226.85, open=225.35, close=226.6, color='GREEN')
2020-07-04 06:00:20 INFO: check need new order None
2020-07-04 06:00:20 INFO: init new order end
2020-07-04 06:00:20 INFO: 
2020-07-04 06:00:20 INFO: 
2020-07-04 06:00:20 INFO: 
2020-07-04 06:00:20 INFO: 
2020-07-04 06:02:00 INFO: 
2020-07-04 06:02:00 INFO: 
2020-07-04 06:02:00 INFO: 
2020-07-04 06:02:00 INFO: 
2020-07-04 06:02:00 INFO: clearing start
2020-07-04 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 06:02:00 INFO: skip by not found init order into storage
2020-07-04 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 06:02:00 INFO: skip by not found init order into storage
2020-07-04 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 06:02:00 INFO: skip by not found init order into storage
2020-07-04 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 06:02:00 INFO: skip by not found init order into storage
2020-07-04 06:02:00 INFO: clearing end
2020-07-04 06:02:00 INFO: 
2020-07-04 06:02:00 INFO: 
2020-07-04 06:02:00 INFO: 
2020-07-04 06:02:00 INFO: 
2020-07-04 07:00:20 INFO: 
2020-07-04 07:00:20 INFO: 
2020-07-04 07:00:20 INFO: 
2020-07-04 07:00:20 INFO: 
2020-07-04 07:00:20 INFO: init new order start
2020-07-04 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 226.75, 'low': 226.15, 'close': 226.15, 'trades': 474, 'volume': 417946, 'vwap': 226.44, 'lastSize': 31, 'turnover': 9463941840, 'homeNotional': 3797.133602520896, 'foreignNotional': 859820.7299295712}, {'timestamp': datetime.datetime(2020, 7, 4, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 226.85, 'low': 225.05, 'close': 226.6, 'trades': 2533, 'volume': 2838804, 'vwap': 226.37, 'lastSize': 1, 'turnover': 64261598765, 'homeNotional': 25792.78383358414, 'foreignNotional': 5838679.338860471}, {'timestamp': datetime.datetime(2020, 7, 4, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.15, 'high': 225.4, 'low': 224.75, 'close': 225.35, 'trades': 1205, 'volume': 1235160, 'vwap': 225.11, 'lastSize': 333, 'turnover': 27804142690, 'homeNotional': 11201.52028375904, 'foreignNotional': 2521525.2605815926}]
2020-07-04 07:00:21 INFO: prepare candles [CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED'), CandleItem(low=225.05, high=226.85, open=225.35, close=226.6, color='GREEN'), CandleItem(low=224.75, high=225.4, open=225.15, close=225.35, color='GREEN')]
2020-07-04 07:00:21 INFO: last_candle=CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED')
2020-07-04 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)))
2020-07-04 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=226.15, high=226.75, open=226.6, close=226.15, color='RED')
2020-07-04 07:00:21 INFO: skip by CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 07:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-04 07:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED')
2020-07-04 07:00:21 INFO: skip by CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 07:00:21 INFO: not found applicable config for candle
2020-07-04 07:00:21 INFO: check need new order None
2020-07-04 07:00:21 INFO: init new order end
2020-07-04 07:00:21 INFO: 
2020-07-04 07:00:21 INFO: 
2020-07-04 07:00:21 INFO: 
2020-07-04 07:00:21 INFO: 
2020-07-04 07:02:00 INFO: 
2020-07-04 07:02:00 INFO: 
2020-07-04 07:02:00 INFO: 
2020-07-04 07:02:00 INFO: 
2020-07-04 07:02:00 INFO: clearing start
2020-07-04 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 07:02:00 INFO: skip by not found init order into storage
2020-07-04 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 07:02:00 INFO: skip by not found init order into storage
2020-07-04 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 07:02:00 INFO: skip by not found init order into storage
2020-07-04 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 07:02:00 INFO: skip by not found init order into storage
2020-07-04 07:02:00 INFO: clearing end
2020-07-04 07:02:00 INFO: 
2020-07-04 07:02:00 INFO: 
2020-07-04 07:02:00 INFO: 
2020-07-04 07:02:00 INFO: 
2020-07-04 08:00:20 INFO: 
2020-07-04 08:00:20 INFO: 
2020-07-04 08:00:20 INFO: 
2020-07-04 08:00:20 INFO: 
2020-07-04 08:00:20 INFO: init new order start
2020-07-04 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 226.55, 'low': 226.0, 'close': 226.1, 'trades': 608, 'volume': 954163, 'vwap': 226.23, 'lastSize': 1, 'turnover': 21585247145, 'homeNotional': 8669.689763722543, 'foreignNotional': 1961272.8821377365}, {'timestamp': datetime.datetime(2020, 7, 4, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 226.75, 'low': 226.15, 'close': 226.15, 'trades': 474, 'volume': 417946, 'vwap': 226.44, 'lastSize': 31, 'turnover': 9463941840, 'homeNotional': 3797.133602520896, 'foreignNotional': 859820.7299295712}, {'timestamp': datetime.datetime(2020, 7, 4, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 226.85, 'low': 225.05, 'close': 226.6, 'trades': 2533, 'volume': 2838804, 'vwap': 226.37, 'lastSize': 1, 'turnover': 64261598765, 'homeNotional': 25792.78383358414, 'foreignNotional': 5838679.338860471}]
2020-07-04 08:00:20 INFO: prepare candles [CandleItem(low=226.0, high=226.55, open=226.15, close=226.1, color='RED'), CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED'), CandleItem(low=225.05, high=226.85, open=225.35, close=226.6, color='GREEN')]
2020-07-04 08:00:20 INFO: skip by colors first_candle=CandleItem(low=225.05, high=226.85, open=225.35, close=226.6, color='GREEN') second_candle=CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED') last_candle=CandleItem(low=226.0, high=226.55, open=226.15, close=226.1, color='RED')
2020-07-04 08:00:20 INFO: check need new order None
2020-07-04 08:00:20 INFO: init new order end
2020-07-04 08:00:20 INFO: 
2020-07-04 08:00:20 INFO: 
2020-07-04 08:00:20 INFO: 
2020-07-04 08:00:20 INFO: 
2020-07-04 08:02:00 INFO: 
2020-07-04 08:02:00 INFO: 
2020-07-04 08:02:00 INFO: 
2020-07-04 08:02:00 INFO: 
2020-07-04 08:02:00 INFO: clearing start
2020-07-04 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 08:02:01 INFO: skip by not found init order into storage
2020-07-04 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 08:02:01 INFO: skip by not found init order into storage
2020-07-04 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 08:02:01 INFO: skip by not found init order into storage
2020-07-04 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 08:02:01 INFO: skip by not found init order into storage
2020-07-04 08:02:01 INFO: clearing end
2020-07-04 08:02:01 INFO: 
2020-07-04 08:02:01 INFO: 
2020-07-04 08:02:01 INFO: 
2020-07-04 08:02:01 INFO: 
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:20 INFO: init new order start
2020-07-04 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 227.0, 'low': 226.0, 'close': 226.7, 'trades': 1269, 'volume': 2210201, 'vwap': 226.56, 'lastSize': 1, 'turnover': 50073651295, 'homeNotional': 20078.323038024606, 'foreignNotional': 4548885.257741638}, {'timestamp': datetime.datetime(2020, 7, 4, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 226.55, 'low': 226.0, 'close': 226.1, 'trades': 608, 'volume': 954163, 'vwap': 226.23, 'lastSize': 1, 'turnover': 21585247145, 'homeNotional': 8669.689763722543, 'foreignNotional': 1961272.8821377365}, {'timestamp': datetime.datetime(2020, 7, 4, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 226.75, 'low': 226.15, 'close': 226.15, 'trades': 474, 'volume': 417946, 'vwap': 226.44, 'lastSize': 31, 'turnover': 9463941840, 'homeNotional': 3797.133602520896, 'foreignNotional': 859820.7299295712}]
2020-07-04 09:00:20 INFO: prepare candles [CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN'), CandleItem(low=226.0, high=226.55, open=226.15, close=226.1, color='RED'), CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED')]
2020-07-04 09:00:20 INFO: last_candle=CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN')
2020-07-04 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)))
2020-07-04 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=226.0, high=227.0, open=226.1, close=226.7, color='GREEN')
2020-07-04 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.0, high=226.55, open=226.15, close=226.1, color='RED')
2020-07-04 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.15, high=226.75, open=226.6, close=226.15, color='RED')
2020-07-04 09:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-04 09:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-04 09:00:20 INFO: place order: start candle=CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-07-04 09:00:20 INFO: place order: side_factor=-1 init_trigger_price=227.05 init_order_price=227.1 stop_price_offset=0.0 candle.size=1.0 stop_price=226.0 take_price=233.1
2020-07-04 09:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('227.05000000000001136868377216160297393798828125') init_order_price=Decimal('227.099999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.0 stop_price=Decimal('226') take_price=Decimal('233.099999999999994315658113919198513031005859375')
2020-07-04 09:00:20 INFO: place order: compute qty=762
2020-07-04 09:00:20 INFO: place order: save order to db c4864f02fd9040d9a9127a9b759b5f84; response=True
2020-07-04 09:00:20 INFO: post order to exchange resp={'orderID': '060d3e43-06eb-12a9-7319-509e7da62f4e', 'clOrdID': 'c4864f02fd9040d9a9127a9b759b5f84', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 227.1, 'displayQty': None, 'stopPx': 227.05, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc())}
2020-07-04 09:00:20 INFO: place new init order {'qty': 762, 'init_price': Decimal('227.05000000000001136868377216160297393798828125'), 'stop_price': Decimal('226'), 'take_price': Decimal('233.099999999999994315658113919198513031005859375'), 'order_uid': 'c4864f02fd9040d9a9127a9b759b5f84', 'response': {'orderID': '060d3e43-06eb-12a9-7319-509e7da62f4e', 'clOrdID': 'c4864f02fd9040d9a9127a9b759b5f84', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 227.1, 'displayQty': None, 'stopPx': 227.05, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc())}}
2020-07-04 09:00:20 INFO: init new order end
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:20 INFO: 
2020-07-04 09:00:21 INFO: process event {'orderID': '060d3e43-06eb-12a9-7319-509e7da62f4e', 'clOrdID': 'c4864f02fd9040d9a9127a9b759b5f84', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 227.1, 'displayQty': None, 'stopPx': 227.05, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-04T06:00:20.771Z', 'timestamp': '2020-07-04T06:00:20.771Z'}
2020-07-04 09:00:21 INFO: skip event c4864f02fd9040d9a9127a9b759b5f84 New
2020-07-04 09:02:00 INFO: 
2020-07-04 09:02:00 INFO: 
2020-07-04 09:02:00 INFO: 
2020-07-04 09:02:00 INFO: 
2020-07-04 09:02:00 INFO: clearing start
2020-07-04 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 09:02:01 INFO: skip by not found init order into storage
2020-07-04 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 09:02:01 INFO: skip by not found init order into storage
2020-07-04 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 09:02:01 INFO: skip by not found init order into storage
2020-07-04 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 09:02:01 INFO: skip by not found init order into storage
2020-07-04 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '060d3e43-06eb-12a9-7319-509e7da62f4e', 'clOrdID': 'c4864f02fd9040d9a9127a9b759b5f84', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 227.1, 'displayQty': None, 'stopPx': 227.05, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc())}
2020-07-04 09:02:01 INFO: order time=2020-07-04 06:00:20.771000+00:00; delta from now UTC=0:01:40.331717 time_delta.total_seconds()=100.331717; time_diff_offset='3600'
2020-07-04 09:02:01 INFO: skip by time diff 2020-07-04 06:00:20.771000+00:00
2020-07-04 09:02:01 INFO: clearing end
2020-07-04 09:02:01 INFO: 
2020-07-04 09:02:01 INFO: 
2020-07-04 09:02:01 INFO: 
2020-07-04 09:02:01 INFO: 
2020-07-04 09:34:10 ERROR: Error : Connection is already closed.
2020-07-04 09:34:10 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f8634591ca0>>: Connection is already closed.
2020-07-04 09:34:10 INFO: Websocket Closed
2020-07-04 09:34:11 WARNING: reconnect to socket
2020-07-04 09:34:11 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 09:34:11 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 09:34:11 INFO: Authenticating with API Key.
2020-07-04 09:34:12 INFO: Connected to WS.
2020-07-04 09:58:52 ERROR: Error : Connection is already closed.
2020-07-04 09:58:52 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f8634598d00>>: Connection is already closed.
2020-07-04 09:58:52 INFO: Websocket Closed
2020-07-04 09:58:53 WARNING: reconnect to socket
2020-07-04 09:58:53 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 09:58:53 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 09:58:53 INFO: Authenticating with API Key.
2020-07-04 09:58:54 INFO: Connected to WS.
2020-07-04 10:00:20 INFO: 
2020-07-04 10:00:20 INFO: 
2020-07-04 10:00:20 INFO: 
2020-07-04 10:00:20 INFO: 
2020-07-04 10:00:20 INFO: init new order start
2020-07-04 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.7, 'high': 226.75, 'low': 226.15, 'close': 226.35, 'trades': 545, 'volume': 534613, 'vwap': 226.41, 'lastSize': 1, 'turnover': 12103890825, 'homeNotional': 4855.92763541697, 'foreignNotional': 1099405.5299634426}, {'timestamp': datetime.datetime(2020, 7, 4, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 227.0, 'low': 226.0, 'close': 226.7, 'trades': 1269, 'volume': 2210201, 'vwap': 226.56, 'lastSize': 1, 'turnover': 50073651295, 'homeNotional': 20078.323038024606, 'foreignNotional': 4548885.257741638}, {'timestamp': datetime.datetime(2020, 7, 4, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 226.55, 'low': 226.0, 'close': 226.1, 'trades': 608, 'volume': 954163, 'vwap': 226.23, 'lastSize': 1, 'turnover': 21585247145, 'homeNotional': 8669.689763722543, 'foreignNotional': 1961272.8821377365}]
2020-07-04 10:00:20 INFO: prepare candles [CandleItem(low=226.15, high=226.75, open=226.7, close=226.35, color='RED'), CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN'), CandleItem(low=226.0, high=226.55, open=226.15, close=226.1, color='RED')]
2020-07-04 10:00:20 INFO: skip by colors first_candle=CandleItem(low=226.0, high=226.55, open=226.15, close=226.1, color='RED') second_candle=CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN') last_candle=CandleItem(low=226.15, high=226.75, open=226.7, close=226.35, color='RED')
2020-07-04 10:00:20 INFO: check need new order None
2020-07-04 10:00:20 INFO: init new order end
2020-07-04 10:00:20 INFO: 
2020-07-04 10:00:20 INFO: 
2020-07-04 10:00:20 INFO: 
2020-07-04 10:00:20 INFO: 
2020-07-04 10:02:00 INFO: 
2020-07-04 10:02:00 INFO: 
2020-07-04 10:02:00 INFO: 
2020-07-04 10:02:00 INFO: 
2020-07-04 10:02:00 INFO: clearing start
2020-07-04 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 10:02:00 INFO: skip by not found init order into storage
2020-07-04 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 10:02:00 INFO: skip by not found init order into storage
2020-07-04 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 10:02:00 INFO: skip by not found init order into storage
2020-07-04 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 10:02:00 INFO: skip by not found init order into storage
2020-07-04 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '060d3e43-06eb-12a9-7319-509e7da62f4e', 'clOrdID': 'c4864f02fd9040d9a9127a9b759b5f84', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 227.1, 'displayQty': None, 'stopPx': 227.05, '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': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc())}
2020-07-04 10:02:00 INFO: order time=2020-07-04 06:00:20.771000+00:00; delta from now UTC=1:01:39.432346 time_delta.total_seconds()=3699.432346; time_diff_offset='3600'
2020-07-04 10:02:00 INFO: clear order c4864f02fd9040d9a9127a9b759b5f84
2020-07-04 10:02:00 INFO: process event {'orderID': '060d3e43-06eb-12a9-7319-509e7da62f4e', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-07-04T07:02:00.232Z', 'clOrdID': 'c4864f02fd9040d9a9127a9b759b5f84', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-04 10:02:00 INFO: skip event c4864f02fd9040d9a9127a9b759b5f84 Canceled
2020-07-04 10:02:00 INFO: cancel order resp=[{'orderID': '060d3e43-06eb-12a9-7319-509e7da62f4e', 'clOrdID': 'c4864f02fd9040d9a9127a9b759b5f84', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 227.1, 'displayQty': None, 'stopPx': 227.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 4, 6, 0, 20, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 4, 7, 2, 0, 232000, tzinfo=tzutc())}]
2020-07-04 10:02:00 INFO: clearing end
2020-07-04 10:02:00 INFO: 
2020-07-04 10:02:00 INFO: 
2020-07-04 10:02:00 INFO: 
2020-07-04 10:02:00 INFO: 
2020-07-04 10:34:01 ERROR: Error : Connection is already closed.
2020-07-04 10:34:01 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345aa040>>: Connection is already closed.
2020-07-04 10:34:01 INFO: Websocket Closed
2020-07-04 10:34:01 WARNING: reconnect to socket
2020-07-04 10:34:01 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 10:34:01 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 10:34:01 INFO: Authenticating with API Key.
2020-07-04 10:34:02 INFO: Connected to WS.
2020-07-04 11:00:20 INFO: 
2020-07-04 11:00:20 INFO: 
2020-07-04 11:00:20 INFO: 
2020-07-04 11:00:20 INFO: 
2020-07-04 11:00:20 INFO: init new order start
2020-07-04 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.65, 'low': 226.05, 'close': 226.2, 'trades': 538, 'volume': 648734, 'vwap': 226.47, 'lastSize': 679, 'turnover': 14691517825, 'homeNotional': 5890.562548009533, 'foreignNotional': 1334003.207943872}, {'timestamp': datetime.datetime(2020, 7, 4, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.7, 'high': 226.75, 'low': 226.15, 'close': 226.35, 'trades': 545, 'volume': 534613, 'vwap': 226.41, 'lastSize': 1, 'turnover': 12103890825, 'homeNotional': 4855.92763541697, 'foreignNotional': 1099405.5299634426}, {'timestamp': datetime.datetime(2020, 7, 4, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 227.0, 'low': 226.0, 'close': 226.7, 'trades': 1269, 'volume': 2210201, 'vwap': 226.56, 'lastSize': 1, 'turnover': 50073651295, 'homeNotional': 20078.323038024606, 'foreignNotional': 4548885.257741638}]
2020-07-04 11:00:20 INFO: prepare candles [CandleItem(low=226.05, high=226.65, open=226.35, close=226.2, color='RED'), CandleItem(low=226.15, high=226.75, open=226.7, close=226.35, color='RED'), CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN')]
2020-07-04 11:00:20 INFO: skip by colors first_candle=CandleItem(low=226.0, high=227.0, open=226.1, close=226.7, color='GREEN') second_candle=CandleItem(low=226.15, high=226.75, open=226.7, close=226.35, color='RED') last_candle=CandleItem(low=226.05, high=226.65, open=226.35, close=226.2, color='RED')
2020-07-04 11:00:20 INFO: check need new order None
2020-07-04 11:00:20 INFO: init new order end
2020-07-04 11:00:20 INFO: 
2020-07-04 11:00:20 INFO: 
2020-07-04 11:00:20 INFO: 
2020-07-04 11:00:20 INFO: 
2020-07-04 11:02:00 INFO: 
2020-07-04 11:02:00 INFO: 
2020-07-04 11:02:00 INFO: 
2020-07-04 11:02:00 INFO: 
2020-07-04 11:02:00 INFO: clearing start
2020-07-04 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 11:02:01 INFO: skip by not found init order into storage
2020-07-04 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 11:02:01 INFO: skip by not found init order into storage
2020-07-04 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 11:02:01 INFO: skip by not found init order into storage
2020-07-04 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 11:02:01 INFO: skip by not found init order into storage
2020-07-04 11:02:01 INFO: clearing end
2020-07-04 11:02:01 INFO: 
2020-07-04 11:02:01 INFO: 
2020-07-04 11:02:01 INFO: 
2020-07-04 11:02:01 INFO: 
2020-07-04 11:51:45 ERROR: Error : Connection is already closed.
2020-07-04 11:51:45 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f8634596400>>: Connection is already closed.
2020-07-04 11:51:45 INFO: Websocket Closed
2020-07-04 11:51:46 WARNING: reconnect to socket
2020-07-04 11:51:46 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 11:51:46 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 11:51:46 INFO: Authenticating with API Key.
2020-07-04 11:51:47 INFO: Connected to WS.
2020-07-04 12:00:20 INFO: 
2020-07-04 12:00:20 INFO: 
2020-07-04 12:00:20 INFO: 
2020-07-04 12:00:20 INFO: 
2020-07-04 12:00:20 INFO: init new order start
2020-07-04 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.6, 'low': 226.2, 'close': 226.45, 'trades': 665, 'volume': 498712, 'vwap': 226.43, 'lastSize': 1, 'turnover': 11292107495, 'homeNotional': 4527.767094917298, 'foreignNotional': 1025201.7178650945}, {'timestamp': datetime.datetime(2020, 7, 4, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.65, 'low': 226.05, 'close': 226.2, 'trades': 538, 'volume': 648734, 'vwap': 226.47, 'lastSize': 679, 'turnover': 14691517825, 'homeNotional': 5890.562548009533, 'foreignNotional': 1334003.207943872}, {'timestamp': datetime.datetime(2020, 7, 4, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.7, 'high': 226.75, 'low': 226.15, 'close': 226.35, 'trades': 545, 'volume': 534613, 'vwap': 226.41, 'lastSize': 1, 'turnover': 12103890825, 'homeNotional': 4855.92763541697, 'foreignNotional': 1099405.5299634426}]
2020-07-04 12:00:20 INFO: prepare candles [CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN'), CandleItem(low=226.05, high=226.65, open=226.35, close=226.2, color='RED'), CandleItem(low=226.15, high=226.75, open=226.7, close=226.35, color='RED')]
2020-07-04 12:00:20 INFO: last_candle=CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN')
2020-07-04 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-04 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN')
2020-07-04 12:00:20 INFO: skip by CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-04 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN')
2020-07-04 12:00:20 INFO: skip by CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 12:00:20 INFO: not found applicable config for candle
2020-07-04 12:00:20 INFO: check need new order None
2020-07-04 12:00:20 INFO: init new order end
2020-07-04 12:00:20 INFO: 
2020-07-04 12:00:20 INFO: 
2020-07-04 12:00:20 INFO: 
2020-07-04 12:00:20 INFO: 
2020-07-04 12:02:00 INFO: 
2020-07-04 12:02:00 INFO: 
2020-07-04 12:02:00 INFO: 
2020-07-04 12:02:00 INFO: 
2020-07-04 12:02:00 INFO: clearing start
2020-07-04 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 12:02:00 INFO: skip by not found init order into storage
2020-07-04 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 12:02:00 INFO: skip by not found init order into storage
2020-07-04 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 12:02:00 INFO: skip by not found init order into storage
2020-07-04 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 12:02:00 INFO: skip by not found init order into storage
2020-07-04 12:02:00 INFO: clearing end
2020-07-04 12:02:00 INFO: 
2020-07-04 12:02:00 INFO: 
2020-07-04 12:02:00 INFO: 
2020-07-04 12:02:00 INFO: 
2020-07-04 12:12:52 ERROR: Error : Connection is already closed.
2020-07-04 12:12:52 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345aaee0>>: Connection is already closed.
2020-07-04 12:12:52 INFO: Websocket Closed
2020-07-04 12:12:52 WARNING: reconnect to socket
2020-07-04 12:12:52 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 12:12:52 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 12:12:52 INFO: Authenticating with API Key.
2020-07-04 12:12:53 INFO: Connected to WS.
2020-07-04 13:00:20 INFO: 
2020-07-04 13:00:20 INFO: 
2020-07-04 13:00:20 INFO: 
2020-07-04 13:00:20 INFO: 
2020-07-04 13:00:20 INFO: init new order start
2020-07-04 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 226.6, 'low': 226.05, 'close': 226.2, 'trades': 517, 'volume': 586547, 'vwap': 226.31, 'lastSize': 1, 'turnover': 13273720370, 'homeNotional': 5322.849651823461, 'foreignNotional': 1204575.6096593635}, {'timestamp': datetime.datetime(2020, 7, 4, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.6, 'low': 226.2, 'close': 226.45, 'trades': 665, 'volume': 498712, 'vwap': 226.43, 'lastSize': 1, 'turnover': 11292107495, 'homeNotional': 4527.767094917298, 'foreignNotional': 1025201.7178650945}, {'timestamp': datetime.datetime(2020, 7, 4, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 226.65, 'low': 226.05, 'close': 226.2, 'trades': 538, 'volume': 648734, 'vwap': 226.47, 'lastSize': 679, 'turnover': 14691517825, 'homeNotional': 5890.562548009533, 'foreignNotional': 1334003.207943872}]
2020-07-04 13:00:20 INFO: prepare candles [CandleItem(low=226.05, high=226.6, open=226.45, close=226.2, color='RED'), CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN'), CandleItem(low=226.05, high=226.65, open=226.35, close=226.2, color='RED')]
2020-07-04 13:00:20 INFO: skip by colors first_candle=CandleItem(low=226.05, high=226.65, open=226.35, close=226.2, color='RED') second_candle=CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN') last_candle=CandleItem(low=226.05, high=226.6, open=226.45, close=226.2, color='RED')
2020-07-04 13:00:20 INFO: check need new order None
2020-07-04 13:00:20 INFO: init new order end
2020-07-04 13:00:20 INFO: 
2020-07-04 13:00:20 INFO: 
2020-07-04 13:00:20 INFO: 
2020-07-04 13:00:20 INFO: 
2020-07-04 13:02:00 INFO: 
2020-07-04 13:02:00 INFO: 
2020-07-04 13:02:00 INFO: 
2020-07-04 13:02:00 INFO: 
2020-07-04 13:02:00 INFO: clearing start
2020-07-04 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 13:02:01 INFO: skip by not found init order into storage
2020-07-04 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 13:02:01 INFO: skip by not found init order into storage
2020-07-04 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 13:02:01 INFO: skip by not found init order into storage
2020-07-04 13:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 13:02:01 INFO: skip by not found init order into storage
2020-07-04 13:02:01 INFO: clearing end
2020-07-04 13:02:01 INFO: 
2020-07-04 13:02:01 INFO: 
2020-07-04 13:02:01 INFO: 
2020-07-04 13:02:01 INFO: 
2020-07-04 13:16:13 ERROR: Error : Connection is already closed.
2020-07-04 13:16:13 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345937c0>>: Connection is already closed.
2020-07-04 13:16:13 INFO: Websocket Closed
2020-07-04 13:16:14 WARNING: reconnect to socket
2020-07-04 13:16:14 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 13:16:14 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 13:16:14 INFO: Authenticating with API Key.
2020-07-04 13:16:15 INFO: Connected to WS.
2020-07-04 13:26:47 ERROR: Error : Connection is already closed.
2020-07-04 13:26:47 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345b7190>>: Connection is already closed.
2020-07-04 13:26:47 INFO: Websocket Closed
2020-07-04 13:26:47 WARNING: reconnect to socket
2020-07-04 13:26:47 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 13:26:47 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 13:26:47 INFO: Authenticating with API Key.
2020-07-04 13:26:48 INFO: Connected to WS.
2020-07-04 14:00:20 INFO: 
2020-07-04 14:00:20 INFO: 
2020-07-04 14:00:20 INFO: 
2020-07-04 14:00:20 INFO: 
2020-07-04 14:00:20 INFO: init new order start
2020-07-04 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.25, 'low': 225.7, 'close': 225.75, 'trades': 841, 'volume': 1090636, 'vwap': 225.89, 'lastSize': 1, 'turnover': 24635642810, 'homeNotional': 9890.347131371234, 'foreignNotional': 2234064.3054604367}, {'timestamp': datetime.datetime(2020, 7, 4, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 226.6, 'low': 226.05, 'close': 226.2, 'trades': 517, 'volume': 586547, 'vwap': 226.31, 'lastSize': 1, 'turnover': 13273720370, 'homeNotional': 5322.849651823461, 'foreignNotional': 1204575.6096593635}, {'timestamp': datetime.datetime(2020, 7, 4, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.6, 'low': 226.2, 'close': 226.45, 'trades': 665, 'volume': 498712, 'vwap': 226.43, 'lastSize': 1, 'turnover': 11292107495, 'homeNotional': 4527.767094917298, 'foreignNotional': 1025201.7178650945}]
2020-07-04 14:00:21 INFO: prepare candles [CandleItem(low=225.7, high=226.25, open=226.2, close=225.75, color='RED'), CandleItem(low=226.05, high=226.6, open=226.45, close=226.2, color='RED'), CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN')]
2020-07-04 14:00:21 INFO: skip by colors first_candle=CandleItem(low=226.2, high=226.6, open=226.2, close=226.45, color='GREEN') second_candle=CandleItem(low=226.05, high=226.6, open=226.45, close=226.2, color='RED') last_candle=CandleItem(low=225.7, high=226.25, open=226.2, close=225.75, color='RED')
2020-07-04 14:00:21 INFO: check need new order None
2020-07-04 14:00:21 INFO: init new order end
2020-07-04 14:00:21 INFO: 
2020-07-04 14:00:21 INFO: 
2020-07-04 14:00:21 INFO: 
2020-07-04 14:00:21 INFO: 
2020-07-04 14:02:00 INFO: 
2020-07-04 14:02:00 INFO: 
2020-07-04 14:02:00 INFO: 
2020-07-04 14:02:00 INFO: 
2020-07-04 14:02:00 INFO: clearing start
2020-07-04 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 14:02:00 INFO: skip by not found init order into storage
2020-07-04 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 14:02:00 INFO: skip by not found init order into storage
2020-07-04 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 14:02:00 INFO: skip by not found init order into storage
2020-07-04 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 14:02:00 INFO: skip by not found init order into storage
2020-07-04 14:02:00 INFO: clearing end
2020-07-04 14:02:00 INFO: 
2020-07-04 14:02:00 INFO: 
2020-07-04 14:02:00 INFO: 
2020-07-04 14:02:00 INFO: 
2020-07-04 15:00:20 INFO: 
2020-07-04 15:00:20 INFO: 
2020-07-04 15:00:20 INFO: 
2020-07-04 15:00:20 INFO: 
2020-07-04 15:00:20 INFO: init new order start
2020-07-04 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 226.2, 'low': 225.65, 'close': 225.75, 'trades': 736, 'volume': 832140, 'vwap': 225.87, 'lastSize': 35266, 'turnover': 18795334810, 'homeNotional': 7543.561682521008, 'foreignNotional': 1703845.6437070374}, {'timestamp': datetime.datetime(2020, 7, 4, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.25, 'low': 225.7, 'close': 225.75, 'trades': 841, 'volume': 1090636, 'vwap': 225.89, 'lastSize': 1, 'turnover': 24635642810, 'homeNotional': 9890.347131371234, 'foreignNotional': 2234064.3054604367}, {'timestamp': datetime.datetime(2020, 7, 4, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 226.6, 'low': 226.05, 'close': 226.2, 'trades': 517, 'volume': 586547, 'vwap': 226.31, 'lastSize': 1, 'turnover': 13273720370, 'homeNotional': 5322.849651823461, 'foreignNotional': 1204575.6096593635}]
2020-07-04 15:00:20 INFO: skip by found empty buckets
2020-07-04 15:00:20 INFO: check need new order None
2020-07-04 15:00:20 INFO: init new order end
2020-07-04 15:00:20 INFO: 
2020-07-04 15:00:20 INFO: 
2020-07-04 15:00:20 INFO: 
2020-07-04 15:00:20 INFO: 
2020-07-04 15:02:00 INFO: 
2020-07-04 15:02:00 INFO: 
2020-07-04 15:02:00 INFO: 
2020-07-04 15:02:00 INFO: 
2020-07-04 15:02:00 INFO: clearing start
2020-07-04 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 15:02:00 INFO: skip by not found init order into storage
2020-07-04 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 15:02:00 INFO: skip by not found init order into storage
2020-07-04 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 15:02:00 INFO: skip by not found init order into storage
2020-07-04 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 15:02:00 INFO: skip by not found init order into storage
2020-07-04 15:02:00 INFO: clearing end
2020-07-04 15:02:00 INFO: 
2020-07-04 15:02:01 INFO: 
2020-07-04 15:02:01 INFO: 
2020-07-04 15:02:01 INFO: 
2020-07-04 16:00:20 INFO: 
2020-07-04 16:00:20 INFO: 
2020-07-04 16:00:20 INFO: 
2020-07-04 16:00:20 INFO: 
2020-07-04 16:00:20 INFO: init new order start
2020-07-04 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 226.65, 'low': 225.5, 'close': 226.5, 'trades': 1743, 'volume': 2024343, 'vwap': 226.34, 'lastSize': 218, 'turnover': 45817599335, 'homeNotional': 18359.95817713805, 'foreignNotional': 4155470.2446051724}, {'timestamp': datetime.datetime(2020, 7, 4, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 226.2, 'low': 225.65, 'close': 225.75, 'trades': 736, 'volume': 832140, 'vwap': 225.87, 'lastSize': 35266, 'turnover': 18795334810, 'homeNotional': 7543.561682521008, 'foreignNotional': 1703845.6437070374}, {'timestamp': datetime.datetime(2020, 7, 4, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.2, 'high': 226.25, 'low': 225.7, 'close': 225.75, 'trades': 841, 'volume': 1090636, 'vwap': 225.89, 'lastSize': 1, 'turnover': 24635642810, 'homeNotional': 9890.347131371234, 'foreignNotional': 2234064.3054604367}]
2020-07-04 16:00:20 INFO: skip by found empty buckets
2020-07-04 16:00:20 INFO: check need new order None
2020-07-04 16:00:20 INFO: init new order end
2020-07-04 16:00:20 INFO: 
2020-07-04 16:00:20 INFO: 
2020-07-04 16:00:20 INFO: 
2020-07-04 16:00:20 INFO: 
2020-07-04 16:02:00 INFO: 
2020-07-04 16:02:00 INFO: 
2020-07-04 16:02:00 INFO: 
2020-07-04 16:02:00 INFO: 
2020-07-04 16:02:00 INFO: clearing start
2020-07-04 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 16:02:00 INFO: skip by not found init order into storage
2020-07-04 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 16:02:00 INFO: skip by not found init order into storage
2020-07-04 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 16:02:00 INFO: skip by not found init order into storage
2020-07-04 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 16:02:00 INFO: skip by not found init order into storage
2020-07-04 16:02:00 INFO: clearing end
2020-07-04 16:02:00 INFO: 
2020-07-04 16:02:00 INFO: 
2020-07-04 16:02:00 INFO: 
2020-07-04 16:02:00 INFO: 
2020-07-04 17:00:20 INFO: 
2020-07-04 17:00:20 INFO: 
2020-07-04 17:00:20 INFO: 
2020-07-04 17:00:20 INFO: 
2020-07-04 17:00:20 INFO: init new order start
2020-07-04 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 226.8, 'low': 226.3, 'close': 226.65, 'trades': 648, 'volume': 892437, 'vwap': 226.58, 'lastSize': 10, 'turnover': 20220738310, 'homeNotional': 8103.252082372988, 'foreignNotional': 1836026.415324614}, {'timestamp': datetime.datetime(2020, 7, 4, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 226.65, 'low': 225.5, 'close': 226.5, 'trades': 1743, 'volume': 2024343, 'vwap': 226.34, 'lastSize': 218, 'turnover': 45817599335, 'homeNotional': 18359.95817713805, 'foreignNotional': 4155470.2446051724}, {'timestamp': datetime.datetime(2020, 7, 4, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 226.2, 'low': 225.65, 'close': 225.75, 'trades': 736, 'volume': 832140, 'vwap': 225.87, 'lastSize': 35266, 'turnover': 18795334810, 'homeNotional': 7543.561682521008, 'foreignNotional': 1703845.6437070374}]
2020-07-04 17:00:21 INFO: skip by found empty buckets
2020-07-04 17:00:21 INFO: check need new order None
2020-07-04 17:00:21 INFO: init new order end
2020-07-04 17:00:21 INFO: 
2020-07-04 17:00:21 INFO: 
2020-07-04 17:00:21 INFO: 
2020-07-04 17:00:21 INFO: 
2020-07-04 17:02:00 INFO: 
2020-07-04 17:02:00 INFO: 
2020-07-04 17:02:00 INFO: 
2020-07-04 17:02:00 INFO: 
2020-07-04 17:02:00 INFO: clearing start
2020-07-04 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 17:02:00 INFO: skip by not found init order into storage
2020-07-04 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 17:02:00 INFO: skip by not found init order into storage
2020-07-04 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 17:02:00 INFO: skip by not found init order into storage
2020-07-04 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 17:02:00 INFO: skip by not found init order into storage
2020-07-04 17:02:00 INFO: clearing end
2020-07-04 17:02:00 INFO: 
2020-07-04 17:02:00 INFO: 
2020-07-04 17:02:00 INFO: 
2020-07-04 17:02:00 INFO: 
2020-07-04 18:00:20 INFO: 
2020-07-04 18:00:20 INFO: 
2020-07-04 18:00:20 INFO: 
2020-07-04 18:00:20 INFO: 
2020-07-04 18:00:20 INFO: init new order start
2020-07-04 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 226.9, 'low': 226.05, 'close': 226.05, 'trades': 1285, 'volume': 1241086, 'vwap': 226.56, 'lastSize': 160, 'turnover': 28116840550, 'homeNotional': 11269.483769088787, 'foreignNotional': 2553106.0984214908}, {'timestamp': datetime.datetime(2020, 7, 4, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 226.8, 'low': 226.3, 'close': 226.65, 'trades': 648, 'volume': 892437, 'vwap': 226.58, 'lastSize': 10, 'turnover': 20220738310, 'homeNotional': 8103.252082372988, 'foreignNotional': 1836026.415324614}, {'timestamp': datetime.datetime(2020, 7, 4, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 226.65, 'low': 225.5, 'close': 226.5, 'trades': 1743, 'volume': 2024343, 'vwap': 226.34, 'lastSize': 218, 'turnover': 45817599335, 'homeNotional': 18359.95817713805, 'foreignNotional': 4155470.2446051724}]
2020-07-04 18:00:20 INFO: prepare candles [CandleItem(low=226.05, high=226.9, open=226.65, close=226.05, color='RED'), CandleItem(low=226.3, high=226.8, open=226.5, close=226.65, color='GREEN'), CandleItem(low=225.5, high=226.65, open=225.75, close=226.5, color='GREEN')]
2020-07-04 18:00:20 INFO: last_candle=CandleItem(low=226.05, high=226.9, open=226.65, close=226.05, color='RED')
2020-07-04 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)))
2020-07-04 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=226.05, high=226.9, open=226.65, close=226.05, color='RED')
2020-07-04 18:00:20 INFO: skip by CandleItem(low=226.05, high=226.9, open=226.65, close=226.05, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 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)))
2020-07-04 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=226.05, high=226.9, open=226.65, close=226.05, color='RED')
2020-07-04 18:00:20 INFO: skip by CandleItem(low=226.05, high=226.9, open=226.65, close=226.05, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 18:00:20 INFO: not found applicable config for candle
2020-07-04 18:00:20 INFO: check need new order None
2020-07-04 18:00:20 INFO: init new order end
2020-07-04 18:00:20 INFO: 
2020-07-04 18:00:20 INFO: 
2020-07-04 18:00:20 INFO: 
2020-07-04 18:00:20 INFO: 
2020-07-04 18:02:00 INFO: 
2020-07-04 18:02:00 INFO: 
2020-07-04 18:02:00 INFO: 
2020-07-04 18:02:00 INFO: 
2020-07-04 18:02:00 INFO: clearing start
2020-07-04 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 18:02:01 INFO: skip by not found init order into storage
2020-07-04 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 18:02:01 INFO: skip by not found init order into storage
2020-07-04 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 18:02:01 INFO: skip by not found init order into storage
2020-07-04 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 18:02:01 INFO: skip by not found init order into storage
2020-07-04 18:02:01 INFO: clearing end
2020-07-04 18:02:01 INFO: 
2020-07-04 18:02:01 INFO: 
2020-07-04 18:02:01 INFO: 
2020-07-04 18:02:01 INFO: 
2020-07-04 19:00:20 INFO: 
2020-07-04 19:00:20 INFO: 
2020-07-04 19:00:20 INFO: 
2020-07-04 19:00:20 INFO: 
2020-07-04 19:00:20 INFO: init new order start
2020-07-04 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.15, 'low': 225.25, 'close': 226.05, 'trades': 1575, 'volume': 2065119, 'vwap': 225.68, 'lastSize': 2000, 'turnover': 46604496305, 'homeNotional': 18714.511019823112, 'foreignNotional': 4223392.196260245}, {'timestamp': datetime.datetime(2020, 7, 4, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 226.9, 'low': 226.05, 'close': 226.05, 'trades': 1285, 'volume': 1241086, 'vwap': 226.56, 'lastSize': 160, 'turnover': 28116840550, 'homeNotional': 11269.483769088787, 'foreignNotional': 2553106.0984214908}, {'timestamp': datetime.datetime(2020, 7, 4, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 226.8, 'low': 226.3, 'close': 226.65, 'trades': 648, 'volume': 892437, 'vwap': 226.58, 'lastSize': 10, 'turnover': 20220738310, 'homeNotional': 8103.252082372988, 'foreignNotional': 1836026.415324614}]
2020-07-04 19:00:20 INFO: skip by found empty buckets
2020-07-04 19:00:20 INFO: check need new order None
2020-07-04 19:00:20 INFO: init new order end
2020-07-04 19:00:20 INFO: 
2020-07-04 19:00:20 INFO: 
2020-07-04 19:00:20 INFO: 
2020-07-04 19:00:20 INFO: 
2020-07-04 19:02:00 INFO: 
2020-07-04 19:02:00 INFO: 
2020-07-04 19:02:00 INFO: 
2020-07-04 19:02:00 INFO: 
2020-07-04 19:02:00 INFO: clearing start
2020-07-04 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 19:02:00 INFO: skip by not found init order into storage
2020-07-04 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 19:02:00 INFO: skip by not found init order into storage
2020-07-04 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 19:02:00 INFO: skip by not found init order into storage
2020-07-04 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 19:02:00 INFO: skip by not found init order into storage
2020-07-04 19:02:00 INFO: clearing end
2020-07-04 19:02:00 INFO: 
2020-07-04 19:02:00 INFO: 
2020-07-04 19:02:00 INFO: 
2020-07-04 19:02:00 INFO: 
2020-07-04 20:00:20 INFO: 
2020-07-04 20:00:20 INFO: 
2020-07-04 20:00:20 INFO: 
2020-07-04 20:00:20 INFO: 
2020-07-04 20:00:20 INFO: init new order start
2020-07-04 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.25, 'low': 225.6, 'close': 226.1, 'trades': 759, 'volume': 578160, 'vwap': 226.01, 'lastSize': 1, 'turnover': 13066467105, 'homeNotional': 5244.1538673190935, 'foreignNotional': 1185183.4328789257}, {'timestamp': datetime.datetime(2020, 7, 4, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.15, 'low': 225.25, 'close': 226.05, 'trades': 1575, 'volume': 2065119, 'vwap': 225.68, 'lastSize': 2000, 'turnover': 46604496305, 'homeNotional': 18714.511019823112, 'foreignNotional': 4223392.196260245}, {'timestamp': datetime.datetime(2020, 7, 4, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 226.9, 'low': 226.05, 'close': 226.05, 'trades': 1285, 'volume': 1241086, 'vwap': 226.56, 'lastSize': 160, 'turnover': 28116840550, 'homeNotional': 11269.483769088787, 'foreignNotional': 2553106.0984214908}]
2020-07-04 20:00:20 INFO: skip by found empty buckets
2020-07-04 20:00:20 INFO: check need new order None
2020-07-04 20:00:20 INFO: init new order end
2020-07-04 20:00:20 INFO: 
2020-07-04 20:00:20 INFO: 
2020-07-04 20:00:20 INFO: 
2020-07-04 20:00:20 INFO: 
2020-07-04 20:02:00 INFO: 
2020-07-04 20:02:00 INFO: 
2020-07-04 20:02:00 INFO: 
2020-07-04 20:02:00 INFO: 
2020-07-04 20:02:00 INFO: clearing start
2020-07-04 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 20:02:01 INFO: skip by not found init order into storage
2020-07-04 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 20:02:01 INFO: skip by not found init order into storage
2020-07-04 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 228.4, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 43, 967000, tzinfo=tzutc())}
2020-07-04 20:02:01 INFO: skip by not found init order into storage
2020-07-04 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc())}
2020-07-04 20:02:01 INFO: skip by not found init order into storage
2020-07-04 20:02:01 INFO: clearing end
2020-07-04 20:02:01 INFO: 
2020-07-04 20:02:01 INFO: 
2020-07-04 20:02:01 INFO: 
2020-07-04 20:02:01 INFO: 
2020-07-04 20:11:32 ERROR: Error : Connection is already closed.
2020-07-04 20:11:32 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345b79a0>>: Connection is already closed.
2020-07-04 20:11:32 INFO: Websocket Closed
2020-07-04 20:11:32 WARNING: reconnect to socket
2020-07-04 20:11:32 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-04 20:11:32 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-04 20:11:32 INFO: Authenticating with API Key.
2020-07-04 20:11:33 INFO: Connected to WS.
2020-07-04 20:34:49 INFO: process event {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-04T17:34:49.137Z', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-04 20:34:49 INFO: skip event 6daabe456ee5476da49b087670be5854 
2020-07-04 20:34:49 INFO: process event {'orderID': '1bea4e44-e594-b26e-dc65-8aada5250b0c', 'price': 228.4, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 667, 'avgPx': 228.4, 'transactTime': '2020-07-04T17:34:49.137Z', 'clOrdID': '6daabe456ee5476da49b087670be5854', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-04T17:34:49.137Z'}
2020-07-04 20:34:49 INFO: add new event={'uid': '6daabe456ee5476da49b087670be5854', 'status': 'Filled'}
2020-07-04 20:34:49 INFO: 
2020-07-04 20:34:49 INFO: 
2020-07-04 20:34:49 INFO: 
2020-07-04 20:34:49 INFO: 
2020-07-04 20:34:49 INFO: process event start
2020-07-04 20:34:49 INFO: fetch new order event 6daabe456ee5476da49b087670be5854
2020-07-04 20:34:49 INFO: fetch orders by event init=None profit_pair=be0d4f896931425c977c4de5cd42c9db
2020-07-04 20:34:49 INFO: process profit order filled
2020-07-04 20:34:51 INFO: cancel order=be0d4f896931425c977c4de5cd42c9db [{'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 220.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 3, 14, 14, 44, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 4, 17, 34, 51, 343000, tzinfo=tzutc())}]
2020-07-04 20:34:51 INFO: end process event_processing_result='proceed profit order'
2020-07-04 20:34:51 INFO: 
2020-07-04 20:34:51 INFO: 
2020-07-04 20:34:51 INFO: 
2020-07-04 20:34:51 INFO: 
2020-07-04 20:34:51 INFO: process event {'orderID': '135f685f-5b10-cb10-8d18-15498e3e16d3', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-04T17:34:51.343Z', 'clOrdID': 'be0d4f896931425c977c4de5cd42c9db', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-04 20:34:51 INFO: skip event be0d4f896931425c977c4de5cd42c9db Canceled
2020-07-04 21:00:20 INFO: 
2020-07-04 21:00:20 INFO: 
2020-07-04 21:00:20 INFO: 
2020-07-04 21:00:20 INFO: 
2020-07-04 21:00:20 INFO: init new order start
2020-07-04 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 230.9, 'low': 226.0, 'close': 230.25, 'trades': 7797, 'volume': 12680736, 'vwap': 228.56, 'lastSize': 1, 'turnover': 289830115870, 'homeNotional': 115792.93769197339, 'foreignNotional': 26466178.165719055}, {'timestamp': datetime.datetime(2020, 7, 4, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.25, 'low': 225.6, 'close': 226.1, 'trades': 759, 'volume': 578160, 'vwap': 226.01, 'lastSize': 1, 'turnover': 13066467105, 'homeNotional': 5244.1538673190935, 'foreignNotional': 1185183.4328789257}, {'timestamp': datetime.datetime(2020, 7, 4, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.15, 'low': 225.25, 'close': 226.05, 'trades': 1575, 'volume': 2065119, 'vwap': 225.68, 'lastSize': 2000, 'turnover': 46604496305, 'homeNotional': 18714.511019823112, 'foreignNotional': 4223392.196260245}]
2020-07-04 21:00:20 INFO: skip by found empty buckets
2020-07-04 21:00:20 INFO: check need new order None
2020-07-04 21:00:20 INFO: init new order end
2020-07-04 21:00:20 INFO: 
2020-07-04 21:00:20 INFO: 
2020-07-04 21:00:20 INFO: 
2020-07-04 21:00:20 INFO: 
2020-07-04 21:02:00 INFO: 
2020-07-04 21:02:00 INFO: 
2020-07-04 21:02:00 INFO: 
2020-07-04 21:02:00 INFO: 
2020-07-04 21:02:00 INFO: clearing start
2020-07-04 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 21:02:00 INFO: skip by not found init order into storage
2020-07-04 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 21:02:00 INFO: skip by not found init order into storage
2020-07-04 21:02:00 INFO: clearing end
2020-07-04 21:02:00 INFO: 
2020-07-04 21:02:00 INFO: 
2020-07-04 21:02:00 INFO: 
2020-07-04 21:02:00 INFO: 
2020-07-04 22:00:20 INFO: 
2020-07-04 22:00:20 INFO: 
2020-07-04 22:00:20 INFO: 
2020-07-04 22:00:20 INFO: 
2020-07-04 22:00:20 INFO: init new order start
2020-07-04 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 230.85, 'low': 228.75, 'close': 228.85, 'trades': 3160, 'volume': 3364805, 'vwap': 229.77, 'lastSize': 4074, 'turnover': 77311841470, 'homeNotional': 30841.46357917534, 'foreignNotional': 7086350.393547583}, {'timestamp': datetime.datetime(2020, 7, 4, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 230.9, 'low': 226.0, 'close': 230.25, 'trades': 7797, 'volume': 12680736, 'vwap': 228.56, 'lastSize': 1, 'turnover': 289830115870, 'homeNotional': 115792.93769197339, 'foreignNotional': 26466178.165719055}, {'timestamp': datetime.datetime(2020, 7, 4, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.05, 'high': 226.25, 'low': 225.6, 'close': 226.1, 'trades': 759, 'volume': 578160, 'vwap': 226.01, 'lastSize': 1, 'turnover': 13066467105, 'homeNotional': 5244.1538673190935, 'foreignNotional': 1185183.4328789257}]
2020-07-04 22:00:20 INFO: prepare candles [CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED'), CandleItem(low=226.0, high=230.9, open=226.1, close=230.25, color='GREEN'), CandleItem(low=225.6, high=226.25, open=226.05, close=226.1, color='GREEN')]
2020-07-04 22:00:20 INFO: last_candle=CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED')
2020-07-04 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)))
2020-07-04 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=228.75, high=230.85, open=230.25, close=228.85, color='RED')
2020-07-04 22:00:20 INFO: skip by CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 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)))
2020-07-04 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=228.75, high=230.85, open=230.25, close=228.85, color='RED')
2020-07-04 22:00:20 INFO: skip by CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-04 22:00:20 INFO: not found applicable config for candle
2020-07-04 22:00:20 INFO: check need new order None
2020-07-04 22:00:20 INFO: init new order end
2020-07-04 22:00:20 INFO: 
2020-07-04 22:00:20 INFO: 
2020-07-04 22:00:20 INFO: 
2020-07-04 22:00:20 INFO: 
2020-07-04 22:02:00 INFO: 
2020-07-04 22:02:00 INFO: 
2020-07-04 22:02:00 INFO: 
2020-07-04 22:02:00 INFO: 
2020-07-04 22:02:00 INFO: clearing start
2020-07-04 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 22:02:00 INFO: skip by not found init order into storage
2020-07-04 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 22:02:00 INFO: skip by not found init order into storage
2020-07-04 22:02:00 INFO: clearing end
2020-07-04 22:02:00 INFO: 
2020-07-04 22:02:00 INFO: 
2020-07-04 22:02:00 INFO: 
2020-07-04 22:02:00 INFO: 
2020-07-04 23:00:20 INFO: 
2020-07-04 23:00:20 INFO: 
2020-07-04 23:00:20 INFO: 
2020-07-04 23:00:20 INFO: 
2020-07-04 23:00:20 INFO: init new order start
2020-07-04 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.85, 'high': 229.55, 'low': 228.5, 'close': 229.25, 'trades': 1943, 'volume': 3217593, 'vwap': 229.11, 'lastSize': 21, 'turnover': 73717002295, 'homeNotional': 29378.455084834728, 'foreignNotional': 6730780.956112647}, {'timestamp': datetime.datetime(2020, 7, 4, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 230.85, 'low': 228.75, 'close': 228.85, 'trades': 3160, 'volume': 3364805, 'vwap': 229.77, 'lastSize': 4074, 'turnover': 77311841470, 'homeNotional': 30841.46357917534, 'foreignNotional': 7086350.393547583}, {'timestamp': datetime.datetime(2020, 7, 4, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.1, 'high': 230.9, 'low': 226.0, 'close': 230.25, 'trades': 7797, 'volume': 12680736, 'vwap': 228.56, 'lastSize': 1, 'turnover': 289830115870, 'homeNotional': 115792.93769197339, 'foreignNotional': 26466178.165719055}]
2020-07-04 23:00:21 INFO: prepare candles [CandleItem(low=228.5, high=229.55, open=228.85, close=229.25, color='GREEN'), CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED'), CandleItem(low=226.0, high=230.9, open=226.1, close=230.25, color='GREEN')]
2020-07-04 23:00:21 INFO: skip by colors first_candle=CandleItem(low=226.0, high=230.9, open=226.1, close=230.25, color='GREEN') second_candle=CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED') last_candle=CandleItem(low=228.5, high=229.55, open=228.85, close=229.25, color='GREEN')
2020-07-04 23:00:21 INFO: check need new order None
2020-07-04 23:00:21 INFO: init new order end
2020-07-04 23:00:21 INFO: 
2020-07-04 23:00:21 INFO: 
2020-07-04 23:00:21 INFO: 
2020-07-04 23:00:21 INFO: 
2020-07-04 23:02:00 INFO: 
2020-07-04 23:02:00 INFO: 
2020-07-04 23:02:00 INFO: 
2020-07-04 23:02:00 INFO: 
2020-07-04 23:02:00 INFO: clearing start
2020-07-04 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-04 23:02:00 INFO: skip by not found init order into storage
2020-07-04 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-04 23:02:00 INFO: skip by not found init order into storage
2020-07-04 23:02:00 INFO: clearing end
2020-07-04 23:02:00 INFO: 
2020-07-04 23:02:00 INFO: 
2020-07-04 23:02:00 INFO: 
2020-07-04 23:02:00 INFO: 
2020-07-05 00:00:20 INFO: 
2020-07-05 00:00:20 INFO: 
2020-07-05 00:00:20 INFO: 
2020-07-05 00:00:20 INFO: 
2020-07-05 00:00:20 INFO: init new order start
2020-07-05 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 230.25, 'low': 229.15, 'close': 229.35, 'trades': 2001, 'volume': 2925094, 'vwap': 229.74, 'lastSize': 218, 'turnover': 67200466640, 'homeNotional': 26724.3449084666, 'foreignNotional': 6139595.5816525305}, {'timestamp': datetime.datetime(2020, 7, 4, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.85, 'high': 229.55, 'low': 228.5, 'close': 229.25, 'trades': 1943, 'volume': 3217593, 'vwap': 229.11, 'lastSize': 21, 'turnover': 73717002295, 'homeNotional': 29378.455084834728, 'foreignNotional': 6730780.956112647}, {'timestamp': datetime.datetime(2020, 7, 4, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 230.85, 'low': 228.75, 'close': 228.85, 'trades': 3160, 'volume': 3364805, 'vwap': 229.77, 'lastSize': 4074, 'turnover': 77311841470, 'homeNotional': 30841.46357917534, 'foreignNotional': 7086350.393547583}]
2020-07-05 00:00:20 INFO: prepare candles [CandleItem(low=229.15, high=230.25, open=229.25, close=229.35, color='GREEN'), CandleItem(low=228.5, high=229.55, open=228.85, close=229.25, color='GREEN'), CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED')]
2020-07-05 00:00:20 INFO: skip by colors first_candle=CandleItem(low=228.75, high=230.85, open=230.25, close=228.85, color='RED') second_candle=CandleItem(low=228.5, high=229.55, open=228.85, close=229.25, color='GREEN') last_candle=CandleItem(low=229.15, high=230.25, open=229.25, close=229.35, color='GREEN')
2020-07-05 00:00:20 INFO: check need new order None
2020-07-05 00:00:20 INFO: init new order end
2020-07-05 00:00:20 INFO: 
2020-07-05 00:00:20 INFO: 
2020-07-05 00:00:20 INFO: 
2020-07-05 00:00:20 INFO: 
2020-07-05 00:02:00 INFO: 
2020-07-05 00:02:00 INFO: 
2020-07-05 00:02:00 INFO: 
2020-07-05 00:02:00 INFO: 
2020-07-05 00:02:00 INFO: clearing start
2020-07-05 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 00:02:00 INFO: skip by not found init order into storage
2020-07-05 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 00:02:00 INFO: skip by not found init order into storage
2020-07-05 00:02:00 INFO: clearing end
2020-07-05 00:02:00 INFO: 
2020-07-05 00:02:00 INFO: 
2020-07-05 00:02:00 INFO: 
2020-07-05 00:02:00 INFO: 
2020-07-05 01:00:20 INFO: 
2020-07-05 01:00:20 INFO: 
2020-07-05 01:00:20 INFO: 
2020-07-05 01:00:20 INFO: 
2020-07-05 01:00:20 INFO: init new order start
2020-07-05 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.7, 'low': 228.85, 'close': 229.15, 'trades': 1059, 'volume': 1200388, 'vwap': 229.18, 'lastSize': 25, 'turnover': 27510462665, 'homeNotional': 10958.830498740796, 'foreignNotional': 2511543.870145756}, {'timestamp': datetime.datetime(2020, 7, 4, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 230.25, 'low': 229.15, 'close': 229.35, 'trades': 2001, 'volume': 2925094, 'vwap': 229.74, 'lastSize': 218, 'turnover': 67200466640, 'homeNotional': 26724.3449084666, 'foreignNotional': 6139595.5816525305}, {'timestamp': datetime.datetime(2020, 7, 4, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.85, 'high': 229.55, 'low': 228.5, 'close': 229.25, 'trades': 1943, 'volume': 3217593, 'vwap': 229.11, 'lastSize': 21, 'turnover': 73717002295, 'homeNotional': 29378.455084834728, 'foreignNotional': 6730780.956112647}]
2020-07-05 01:00:20 INFO: prepare candles [CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED'), CandleItem(low=229.15, high=230.25, open=229.25, close=229.35, color='GREEN'), CandleItem(low=228.5, high=229.55, open=228.85, close=229.25, color='GREEN')]
2020-07-05 01:00:20 INFO: last_candle=CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED')
2020-07-05 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)))
2020-07-05 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=228.85, high=229.7, open=229.35, close=229.15, color='RED')
2020-07-05 01:00:20 INFO: skip by CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 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)))
2020-07-05 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=228.85, high=229.7, open=229.35, close=229.15, color='RED')
2020-07-05 01:00:20 INFO: skip by CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 01:00:20 INFO: not found applicable config for candle
2020-07-05 01:00:20 INFO: check need new order None
2020-07-05 01:00:20 INFO: init new order end
2020-07-05 01:00:20 INFO: 
2020-07-05 01:00:20 INFO: 
2020-07-05 01:00:20 INFO: 
2020-07-05 01:00:20 INFO: 
2020-07-05 01:02:00 INFO: 
2020-07-05 01:02:00 INFO: 
2020-07-05 01:02:00 INFO: 
2020-07-05 01:02:00 INFO: 
2020-07-05 01:02:00 INFO: clearing start
2020-07-05 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 01:02:00 INFO: skip by not found init order into storage
2020-07-05 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 01:02:00 INFO: skip by not found init order into storage
2020-07-05 01:02:00 INFO: clearing end
2020-07-05 01:02:00 INFO: 
2020-07-05 01:02:00 INFO: 
2020-07-05 01:02:00 INFO: 
2020-07-05 01:02:00 INFO: 
2020-07-05 02:00:20 INFO: 
2020-07-05 02:00:20 INFO: 
2020-07-05 02:00:20 INFO: 
2020-07-05 02:00:20 INFO: 
2020-07-05 02:00:20 INFO: init new order start
2020-07-05 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 4, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.55, 'low': 228.85, 'close': 229.2, 'trades': 898, 'volume': 817514, 'vwap': 229.14, 'lastSize': 1000, 'turnover': 18732473465, 'homeNotional': 7458.390996344786, 'foreignNotional': 1709012.657613347}, {'timestamp': datetime.datetime(2020, 7, 4, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.7, 'low': 228.85, 'close': 229.15, 'trades': 1059, 'volume': 1200388, 'vwap': 229.18, 'lastSize': 25, 'turnover': 27510462665, 'homeNotional': 10958.830498740796, 'foreignNotional': 2511543.870145756}, {'timestamp': datetime.datetime(2020, 7, 4, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 230.25, 'low': 229.15, 'close': 229.35, 'trades': 2001, 'volume': 2925094, 'vwap': 229.74, 'lastSize': 218, 'turnover': 67200466640, 'homeNotional': 26724.3449084666, 'foreignNotional': 6139595.5816525305}]
2020-07-05 02:00:20 INFO: prepare candles [CandleItem(low=228.85, high=229.55, open=229.15, close=229.2, color='GREEN'), CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED'), CandleItem(low=229.15, high=230.25, open=229.25, close=229.35, color='GREEN')]
2020-07-05 02:00:20 INFO: skip by colors first_candle=CandleItem(low=229.15, high=230.25, open=229.25, close=229.35, color='GREEN') second_candle=CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED') last_candle=CandleItem(low=228.85, high=229.55, open=229.15, close=229.2, color='GREEN')
2020-07-05 02:00:20 INFO: check need new order None
2020-07-05 02:00:20 INFO: init new order end
2020-07-05 02:00:20 INFO: 
2020-07-05 02:00:20 INFO: 
2020-07-05 02:00:20 INFO: 
2020-07-05 02:00:20 INFO: 
2020-07-05 02:02:00 INFO: 
2020-07-05 02:02:00 INFO: 
2020-07-05 02:02:00 INFO: 
2020-07-05 02:02:00 INFO: 
2020-07-05 02:02:00 INFO: clearing start
2020-07-05 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 02:02:00 INFO: skip by not found init order into storage
2020-07-05 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 02:02:00 INFO: skip by not found init order into storage
2020-07-05 02:02:00 INFO: clearing end
2020-07-05 02:02:00 INFO: 
2020-07-05 02:02:00 INFO: 
2020-07-05 02:02:00 INFO: 
2020-07-05 02:02:00 INFO: 
2020-07-05 03:00:20 INFO: 
2020-07-05 03:00:20 INFO: 
2020-07-05 03:00:20 INFO: 
2020-07-05 03:00:20 INFO: 
2020-07-05 03:00:20 INFO: init new order start
2020-07-05 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.65, 'low': 228.8, 'close': 229.6, 'trades': 825, 'volume': 704098, 'vwap': 229.11, 'lastSize': 20, 'turnover': 16131183740, 'homeNotional': 6425.65473650269, 'foreignNotional': 1472145.4487320126}, {'timestamp': datetime.datetime(2020, 7, 4, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.55, 'low': 228.85, 'close': 229.2, 'trades': 898, 'volume': 817514, 'vwap': 229.14, 'lastSize': 1000, 'turnover': 18732473465, 'homeNotional': 7458.390996344786, 'foreignNotional': 1709012.657613347}, {'timestamp': datetime.datetime(2020, 7, 4, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.7, 'low': 228.85, 'close': 229.15, 'trades': 1059, 'volume': 1200388, 'vwap': 229.18, 'lastSize': 25, 'turnover': 27510462665, 'homeNotional': 10958.830498740796, 'foreignNotional': 2511543.870145756}]
2020-07-05 03:00:20 INFO: prepare candles [CandleItem(low=228.8, high=229.65, open=229.2, close=229.6, color='GREEN'), CandleItem(low=228.85, high=229.55, open=229.15, close=229.2, color='GREEN'), CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED')]
2020-07-05 03:00:20 INFO: skip by colors first_candle=CandleItem(low=228.85, high=229.7, open=229.35, close=229.15, color='RED') second_candle=CandleItem(low=228.85, high=229.55, open=229.15, close=229.2, color='GREEN') last_candle=CandleItem(low=228.8, high=229.65, open=229.2, close=229.6, color='GREEN')
2020-07-05 03:00:20 INFO: check need new order None
2020-07-05 03:00:20 INFO: init new order end
2020-07-05 03:00:20 INFO: 
2020-07-05 03:00:20 INFO: 
2020-07-05 03:00:20 INFO: 
2020-07-05 03:00:20 INFO: 
2020-07-05 03:02:00 INFO: 
2020-07-05 03:02:00 INFO: 
2020-07-05 03:02:00 INFO: 
2020-07-05 03:02:00 INFO: 
2020-07-05 03:02:00 INFO: clearing start
2020-07-05 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 03:02:00 INFO: skip by not found init order into storage
2020-07-05 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 03:02:00 INFO: skip by not found init order into storage
2020-07-05 03:02:00 INFO: clearing end
2020-07-05 03:02:00 INFO: 
2020-07-05 03:02:00 INFO: 
2020-07-05 03:02:00 INFO: 
2020-07-05 03:02:00 INFO: 
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: init new order start
2020-07-05 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.6, 'high': 230.5, 'low': 229.35, 'close': 229.35, 'trades': 2216, 'volume': 2425973, 'vwap': 229.99, 'lastSize': 9, 'turnover': 55793414430, 'homeNotional': 22176.02014233339, 'foreignNotional': 5100123.54801918}, {'timestamp': datetime.datetime(2020, 7, 5, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.65, 'low': 228.8, 'close': 229.6, 'trades': 825, 'volume': 704098, 'vwap': 229.11, 'lastSize': 20, 'turnover': 16131183740, 'homeNotional': 6425.65473650269, 'foreignNotional': 1472145.4487320126}, {'timestamp': datetime.datetime(2020, 7, 4, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.55, 'low': 228.85, 'close': 229.2, 'trades': 898, 'volume': 817514, 'vwap': 229.14, 'lastSize': 1000, 'turnover': 18732473465, 'homeNotional': 7458.390996344786, 'foreignNotional': 1709012.657613347}]
2020-07-05 04:00:20 INFO: prepare candles [CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED'), CandleItem(low=228.8, high=229.65, open=229.2, close=229.6, color='GREEN'), CandleItem(low=228.85, high=229.55, open=229.15, close=229.2, color='GREEN')]
2020-07-05 04:00:20 INFO: last_candle=CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED')
2020-07-05 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-05 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED')
2020-07-05 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.8, high=229.65, open=229.2, close=229.6, color='GREEN')
2020-07-05 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.85, high=229.55, open=229.15, close=229.2, color='GREEN')
2020-07-05 04:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-05 04:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-05 04:00:20 INFO: place order: start candle=CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED') ticker='ETHUSD' price_offset=0.1
2020-07-05 04:00:20 INFO: place order: side_factor=1 init_trigger_price=229.29999999999998 init_order_price=229.25 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=230.5 take_price=222.34999999999997
2020-07-05 04:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('229.299999999999982946974341757595539093017578125') init_order_price=Decimal('229.25') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('230.5') take_price=Decimal('222.34999999999996589394868351519107818603515625')
2020-07-05 04:00:20 INFO: place order: compute qty=-667
2020-07-05 04:00:20 INFO: place order: save order to db e6a0608edc5f44dc889e8ecde485529d; response=True
2020-07-05 04:00:20 INFO: post order to exchange resp={'orderID': 'e3e34017-a663-2bc1-77c6-c0778eaab78a', 'clOrdID': 'e6a0608edc5f44dc889e8ecde485529d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 229.25, 'displayQty': None, 'stopPx': 229.3, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 0, 20, 612000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 0, 20, 612000, tzinfo=tzutc())}
2020-07-05 04:00:20 INFO: place new init order {'qty': -667, 'init_price': Decimal('229.299999999999982946974341757595539093017578125'), 'stop_price': Decimal('230.5'), 'take_price': Decimal('222.34999999999996589394868351519107818603515625'), 'order_uid': 'e6a0608edc5f44dc889e8ecde485529d', 'response': {'orderID': 'e3e34017-a663-2bc1-77c6-c0778eaab78a', 'clOrdID': 'e6a0608edc5f44dc889e8ecde485529d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 229.25, 'displayQty': None, 'stopPx': 229.3, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 0, 20, 612000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 0, 20, 612000, tzinfo=tzutc())}}
2020-07-05 04:00:20 INFO: init new order end
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: 
2020-07-05 04:00:20 INFO: process event {'orderID': 'e3e34017-a663-2bc1-77c6-c0778eaab78a', 'clOrdID': 'e6a0608edc5f44dc889e8ecde485529d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 229.25, 'displayQty': None, 'stopPx': 229.3, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-05T01:00:20.612Z', 'timestamp': '2020-07-05T01:00:20.612Z'}
2020-07-05 04:00:20 INFO: skip event e6a0608edc5f44dc889e8ecde485529d New
2020-07-05 04:02:00 INFO: 
2020-07-05 04:02:00 INFO: 
2020-07-05 04:02:00 INFO: 
2020-07-05 04:02:00 INFO: 
2020-07-05 04:02:00 INFO: clearing start
2020-07-05 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 04:02:00 INFO: skip by not found init order into storage
2020-07-05 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 04:02:00 INFO: skip by not found init order into storage
2020-07-05 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e3e34017-a663-2bc1-77c6-c0778eaab78a', 'clOrdID': 'e6a0608edc5f44dc889e8ecde485529d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 229.25, 'displayQty': None, 'stopPx': 229.3, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 0, 20, 612000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 0, 20, 612000, tzinfo=tzutc())}
2020-07-05 04:02:00 INFO: order time=2020-07-05 01:00:20.612000+00:00; delta from now UTC=0:01:40.178441 time_delta.total_seconds()=100.178441; time_diff_offset='3600'
2020-07-05 04:02:00 INFO: skip by time diff 2020-07-05 01:00:20.612000+00:00
2020-07-05 04:02:00 INFO: clearing end
2020-07-05 04:02:00 INFO: 
2020-07-05 04:02:00 INFO: 
2020-07-05 04:02:00 INFO: 
2020-07-05 04:02:00 INFO: 
2020-07-05 04:20:41 INFO: process event {'orderID': 'e3e34017-a663-2bc1-77c6-c0778eaab78a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-05T01:20:41.874Z', 'clOrdID': 'e6a0608edc5f44dc889e8ecde485529d', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-05 04:20:41 INFO: skip event e6a0608edc5f44dc889e8ecde485529d 
2020-07-05 04:20:41 INFO: process event {'orderID': 'e3e34017-a663-2bc1-77c6-c0778eaab78a', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 667, 'avgPx': 229.3, 'transactTime': '2020-07-05T01:20:41.874Z', 'clOrdID': 'e6a0608edc5f44dc889e8ecde485529d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-05T01:20:41.874Z'}
2020-07-05 04:20:41 INFO: add new event={'uid': 'e6a0608edc5f44dc889e8ecde485529d', 'status': 'Filled'}
2020-07-05 04:20:42 INFO: 
2020-07-05 04:20:42 INFO: 
2020-07-05 04:20:42 INFO: 
2020-07-05 04:20:42 INFO: 
2020-07-05 04:20:42 INFO: process event start
2020-07-05 04:20:42 INFO: fetch new order event e6a0608edc5f44dc889e8ecde485529d
2020-07-05 04:20:42 INFO: fetch orders by event init={'stop': '230.5', 'take': '222.34999999999996589394868351519107818603515625', 'qty': '667', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-07-05 04:20:42 INFO: process init order filled
2020-07-05 04:20:42 INFO: save profit orders to storage stop=0bb35707e75d4ea4aef9495a7dbe7bca take=f1ac934ea029413586bdb62cd77bc49f
2020-07-05 04:20:42 INFO: place profit orders take_price=222.34999999999996589394868351519107818603515625, stop_price=230.5, qty=667, color=RED, ticker=ETHUSD 0bb35707e75d4ea4aef9495a7dbe7bca f1ac934ea029413586bdb62cd77bc49f
2020-07-05 04:20:42 INFO: place stop order ETHUSD: qty=667, stop_price=230.5, stop_uid=0bb35707e75d4ea4aef9495a7dbe7bca
2020-07-05 04:20:42 INFO: process event {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-05T01:20:42.210Z', 'timestamp': '2020-07-05T01:20:42.210Z'}
2020-07-05 04:20:42 INFO: skip event 0bb35707e75d4ea4aef9495a7dbe7bca New
2020-07-05 04:20:42 INFO: exchange resp for stop order={'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 04:20:42 INFO: place limit order ETHUSD: qty=667, price=222.34999999999996589394868351519107818603515625, take_uid=f1ac934ea029413586bdb62cd77bc49f
2020-07-05 04:20:42 INFO: process event {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-05T01:20:42.244Z', 'timestamp': '2020-07-05T01:20:42.244Z'}
2020-07-05 04:20:42 INFO: skip event f1ac934ea029413586bdb62cd77bc49f New
2020-07-05 04:20:42 INFO: process event {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'workingIndicator': True, 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-05T01:20:42.244Z'}
2020-07-05 04:20:42 INFO: skip event f1ac934ea029413586bdb62cd77bc49f 
2020-07-05 04:20:42 INFO: exchange resp for take profit order={'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 04:20:42 INFO: place profit orders={'stop': {'response': {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}, 'qty': Decimal('667'), 'uid': '0bb35707e75d4ea4aef9495a7dbe7bca', 'price': Decimal('230.5')}, 'take': {'response': {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}, 'qty': Decimal('667'), 'uid': 'f1ac934ea029413586bdb62cd77bc49f', 'price': Decimal('222.34999999999996589394868351519107818603515625')}}
2020-07-05 04:20:42 INFO: rm init order from db e6a0608edc5f44dc889e8ecde485529d
2020-07-05 04:20:42 INFO: end process event_processing_result='proceed init order'
2020-07-05 04:20:42 INFO: 
2020-07-05 04:20:42 INFO: 
2020-07-05 04:20:42 INFO: 
2020-07-05 04:20:42 INFO: 
2020-07-05 04:24:28 ERROR: Error : Connection is already closed.
2020-07-05 04:24:28 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345c87c0>>: Connection is already closed.
2020-07-05 04:24:28 INFO: Websocket Closed
2020-07-05 04:24:28 WARNING: reconnect to socket
2020-07-05 04:24:28 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-05 04:24:28 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-05 04:24:28 INFO: Authenticating with API Key.
2020-07-05 04:24:29 INFO: Connected to WS.
2020-07-05 05:00:20 INFO: 
2020-07-05 05:00:20 INFO: 
2020-07-05 05:00:20 INFO: 
2020-07-05 05:00:20 INFO: 
2020-07-05 05:00:20 INFO: init new order start
2020-07-05 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.6, 'low': 229.1, 'close': 229.1, 'trades': 760, 'volume': 722563, 'vwap': 229.35, 'lastSize': 100, 'turnover': 16571790970, 'homeNotional': 6597.806981455375, 'foreignNotional': 1513189.6243204721}, {'timestamp': datetime.datetime(2020, 7, 5, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.6, 'high': 230.5, 'low': 229.35, 'close': 229.35, 'trades': 2216, 'volume': 2425973, 'vwap': 229.99, 'lastSize': 9, 'turnover': 55793414430, 'homeNotional': 22176.02014233339, 'foreignNotional': 5100123.54801918}, {'timestamp': datetime.datetime(2020, 7, 5, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.65, 'low': 228.8, 'close': 229.6, 'trades': 825, 'volume': 704098, 'vwap': 229.11, 'lastSize': 20, 'turnover': 16131183740, 'homeNotional': 6425.65473650269, 'foreignNotional': 1472145.4487320126}]
2020-07-05 05:00:20 INFO: prepare candles [CandleItem(low=229.1, high=229.6, open=229.35, close=229.1, color='RED'), CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED'), CandleItem(low=228.8, high=229.65, open=229.2, close=229.6, color='GREEN')]
2020-07-05 05:00:20 INFO: skip by colors first_candle=CandleItem(low=228.8, high=229.65, open=229.2, close=229.6, color='GREEN') second_candle=CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED') last_candle=CandleItem(low=229.1, high=229.6, open=229.35, close=229.1, color='RED')
2020-07-05 05:00:20 INFO: check need new order None
2020-07-05 05:00:20 INFO: init new order end
2020-07-05 05:00:20 INFO: 
2020-07-05 05:00:20 INFO: 
2020-07-05 05:00:20 INFO: 
2020-07-05 05:00:20 INFO: 
2020-07-05 05:02:00 INFO: 
2020-07-05 05:02:00 INFO: 
2020-07-05 05:02:00 INFO: 
2020-07-05 05:02:00 INFO: 
2020-07-05 05:02:00 INFO: clearing start
2020-07-05 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 05:02:00 INFO: skip by not found init order into storage
2020-07-05 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 05:02:00 INFO: skip by not found init order into storage
2020-07-05 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 05:02:00 INFO: skip by not found init order into storage
2020-07-05 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 05:02:00 INFO: skip by not found init order into storage
2020-07-05 05:02:00 INFO: clearing end
2020-07-05 05:02:00 INFO: 
2020-07-05 05:02:00 INFO: 
2020-07-05 05:02:00 INFO: 
2020-07-05 05:02:00 INFO: 
2020-07-05 06:00:20 INFO: 
2020-07-05 06:00:20 INFO: 
2020-07-05 06:00:20 INFO: 
2020-07-05 06:00:20 INFO: 
2020-07-05 06:00:20 INFO: init new order start
2020-07-05 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.1, 'high': 229.35, 'low': 227.6, 'close': 228.25, 'trades': 1913, 'volume': 2935615, 'vwap': 228.52, 'lastSize': 70, 'turnover': 67082776450, 'homeNotional': 26793.003795422763, 'foreignNotional': 6122568.318297065}, {'timestamp': datetime.datetime(2020, 7, 5, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.6, 'low': 229.1, 'close': 229.1, 'trades': 760, 'volume': 722563, 'vwap': 229.35, 'lastSize': 100, 'turnover': 16571790970, 'homeNotional': 6597.806981455375, 'foreignNotional': 1513189.6243204721}, {'timestamp': datetime.datetime(2020, 7, 5, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.6, 'high': 230.5, 'low': 229.35, 'close': 229.35, 'trades': 2216, 'volume': 2425973, 'vwap': 229.99, 'lastSize': 9, 'turnover': 55793414430, 'homeNotional': 22176.02014233339, 'foreignNotional': 5100123.54801918}]
2020-07-05 06:00:20 INFO: prepare candles [CandleItem(low=227.6, high=229.35, open=229.1, close=228.25, color='RED'), CandleItem(low=229.1, high=229.6, open=229.35, close=229.1, color='RED'), CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED')]
2020-07-05 06:00:20 INFO: skip by colors first_candle=CandleItem(low=229.35, high=230.5, open=229.6, close=229.35, color='RED') second_candle=CandleItem(low=229.1, high=229.6, open=229.35, close=229.1, color='RED') last_candle=CandleItem(low=227.6, high=229.35, open=229.1, close=228.25, color='RED')
2020-07-05 06:00:20 INFO: check need new order None
2020-07-05 06:00:20 INFO: init new order end
2020-07-05 06:00:20 INFO: 
2020-07-05 06:00:20 INFO: 
2020-07-05 06:00:20 INFO: 
2020-07-05 06:00:20 INFO: 
2020-07-05 06:02:00 INFO: 
2020-07-05 06:02:00 INFO: 
2020-07-05 06:02:00 INFO: 
2020-07-05 06:02:00 INFO: 
2020-07-05 06:02:00 INFO: clearing start
2020-07-05 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 06:02:00 INFO: skip by not found init order into storage
2020-07-05 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 06:02:00 INFO: skip by not found init order into storage
2020-07-05 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 06:02:00 INFO: skip by not found init order into storage
2020-07-05 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 06:02:00 INFO: skip by not found init order into storage
2020-07-05 06:02:00 INFO: clearing end
2020-07-05 06:02:00 INFO: 
2020-07-05 06:02:00 INFO: 
2020-07-05 06:02:00 INFO: 
2020-07-05 06:02:00 INFO: 
2020-07-05 06:41:48 ERROR: Error : Connection is already closed.
2020-07-05 06:41:48 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345aa700>>: Connection is already closed.
2020-07-05 06:41:48 INFO: Websocket Closed
2020-07-05 06:41:49 WARNING: reconnect to socket
2020-07-05 06:41:49 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-05 06:41:49 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-05 06:41:49 INFO: Authenticating with API Key.
2020-07-05 06:41:50 INFO: Connected to WS.
2020-07-05 07:00:20 INFO: 
2020-07-05 07:00:20 INFO: 
2020-07-05 07:00:20 INFO: 
2020-07-05 07:00:20 INFO: 
2020-07-05 07:00:20 INFO: init new order start
2020-07-05 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 228.5, 'low': 227.8, 'close': 228.45, 'trades': 922, 'volume': 1198137, 'vwap': 228.15, 'lastSize': 1, 'turnover': 27335214805, 'homeNotional': 10930.755550209069, 'foreignNotional': 2493826.9590418492}, {'timestamp': datetime.datetime(2020, 7, 5, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.1, 'high': 229.35, 'low': 227.6, 'close': 228.25, 'trades': 1913, 'volume': 2935615, 'vwap': 228.52, 'lastSize': 70, 'turnover': 67082776450, 'homeNotional': 26793.003795422763, 'foreignNotional': 6122568.318297065}, {'timestamp': datetime.datetime(2020, 7, 5, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.6, 'low': 229.1, 'close': 229.1, 'trades': 760, 'volume': 722563, 'vwap': 229.35, 'lastSize': 100, 'turnover': 16571790970, 'homeNotional': 6597.806981455375, 'foreignNotional': 1513189.6243204721}]
2020-07-05 07:00:20 INFO: prepare candles [CandleItem(low=227.8, high=228.5, open=228.25, close=228.45, color='GREEN'), CandleItem(low=227.6, high=229.35, open=229.1, close=228.25, color='RED'), CandleItem(low=229.1, high=229.6, open=229.35, close=229.1, color='RED')]
2020-07-05 07:00:20 INFO: last_candle=CandleItem(low=227.8, high=228.5, open=228.25, close=228.45, color='GREEN')
2020-07-05 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)))
2020-07-05 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=227.8, high=228.5, open=228.25, close=228.45, color='GREEN')
2020-07-05 07:00:20 INFO: skip by CandleItem(low=227.8, high=228.5, open=228.25, close=228.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 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)))
2020-07-05 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=227.8, high=228.5, open=228.25, close=228.45, color='GREEN')
2020-07-05 07:00:20 INFO: skip by CandleItem(low=227.8, high=228.5, open=228.25, close=228.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 07:00:20 INFO: not found applicable config for candle
2020-07-05 07:00:20 INFO: check need new order None
2020-07-05 07:00:20 INFO: init new order end
2020-07-05 07:00:20 INFO: 
2020-07-05 07:00:20 INFO: 
2020-07-05 07:00:20 INFO: 
2020-07-05 07:00:20 INFO: 
2020-07-05 07:02:00 INFO: 
2020-07-05 07:02:00 INFO: 
2020-07-05 07:02:00 INFO: 
2020-07-05 07:02:00 INFO: 
2020-07-05 07:02:00 INFO: clearing start
2020-07-05 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 07:02:00 INFO: skip by not found init order into storage
2020-07-05 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 07:02:00 INFO: skip by not found init order into storage
2020-07-05 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 07:02:00 INFO: skip by not found init order into storage
2020-07-05 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 07:02:00 INFO: skip by not found init order into storage
2020-07-05 07:02:00 INFO: clearing end
2020-07-05 07:02:00 INFO: 
2020-07-05 07:02:00 INFO: 
2020-07-05 07:02:00 INFO: 
2020-07-05 07:02:00 INFO: 
2020-07-05 07:27:34 ERROR: Error : Connection is already closed.
2020-07-05 07:27:34 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f863458e610>>: Connection is already closed.
2020-07-05 07:27:34 INFO: Websocket Closed
2020-07-05 07:27:34 WARNING: reconnect to socket
2020-07-05 07:27:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-05 07:27:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-05 07:27:34 INFO: Authenticating with API Key.
2020-07-05 07:27:35 INFO: Connected to WS.
2020-07-05 08:00:20 INFO: 
2020-07-05 08:00:20 INFO: 
2020-07-05 08:00:20 INFO: 
2020-07-05 08:00:20 INFO: 
2020-07-05 08:00:20 INFO: init new order start
2020-07-05 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.45, 'high': 228.65, 'low': 228.1, 'close': 228.5, 'trades': 735, 'volume': 997433, 'vwap': 228.39, 'lastSize': 40, 'turnover': 22780223895, 'homeNotional': 9100.867744392199, 'foreignNotional': 2078534.0806906964}, {'timestamp': datetime.datetime(2020, 7, 5, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 228.5, 'low': 227.8, 'close': 228.45, 'trades': 922, 'volume': 1198137, 'vwap': 228.15, 'lastSize': 1, 'turnover': 27335214805, 'homeNotional': 10930.755550209069, 'foreignNotional': 2493826.9590418492}, {'timestamp': datetime.datetime(2020, 7, 5, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.1, 'high': 229.35, 'low': 227.6, 'close': 228.25, 'trades': 1913, 'volume': 2935615, 'vwap': 228.52, 'lastSize': 70, 'turnover': 67082776450, 'homeNotional': 26793.003795422763, 'foreignNotional': 6122568.318297065}]
2020-07-05 08:00:21 INFO: prepare candles [CandleItem(low=228.1, high=228.65, open=228.45, close=228.5, color='GREEN'), CandleItem(low=227.8, high=228.5, open=228.25, close=228.45, color='GREEN'), CandleItem(low=227.6, high=229.35, open=229.1, close=228.25, color='RED')]
2020-07-05 08:00:21 INFO: skip by colors first_candle=CandleItem(low=227.6, high=229.35, open=229.1, close=228.25, color='RED') second_candle=CandleItem(low=227.8, high=228.5, open=228.25, close=228.45, color='GREEN') last_candle=CandleItem(low=228.1, high=228.65, open=228.45, close=228.5, color='GREEN')
2020-07-05 08:00:21 INFO: check need new order None
2020-07-05 08:00:21 INFO: init new order end
2020-07-05 08:00:21 INFO: 
2020-07-05 08:00:21 INFO: 
2020-07-05 08:00:21 INFO: 
2020-07-05 08:00:21 INFO: 
2020-07-05 08:02:00 INFO: 
2020-07-05 08:02:00 INFO: 
2020-07-05 08:02:00 INFO: 
2020-07-05 08:02:00 INFO: 
2020-07-05 08:02:00 INFO: clearing start
2020-07-05 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 08:02:00 INFO: skip by not found init order into storage
2020-07-05 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 08:02:00 INFO: skip by not found init order into storage
2020-07-05 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 08:02:00 INFO: skip by not found init order into storage
2020-07-05 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 08:02:00 INFO: skip by not found init order into storage
2020-07-05 08:02:00 INFO: clearing end
2020-07-05 08:02:00 INFO: 
2020-07-05 08:02:00 INFO: 
2020-07-05 08:02:00 INFO: 
2020-07-05 08:02:00 INFO: 
2020-07-05 08:27:24 ERROR: Error : Connection is already closed.
2020-07-05 08:27:24 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345b3430>>: Connection is already closed.
2020-07-05 08:27:24 INFO: Websocket Closed
2020-07-05 08:27:25 WARNING: reconnect to socket
2020-07-05 08:27:25 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-05 08:27:25 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-05 08:27:25 INFO: Authenticating with API Key.
2020-07-05 08:27:26 INFO: Connected to WS.
2020-07-05 09:00:20 INFO: 
2020-07-05 09:00:20 INFO: 
2020-07-05 09:00:20 INFO: 
2020-07-05 09:00:20 INFO: 
2020-07-05 09:00:20 INFO: init new order start
2020-07-05 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.5, 'low': 226.0, 'close': 226.65, 'trades': 3169, 'volume': 6154556, 'vwap': 227.14, 'lastSize': 8, 'turnover': 139792804445, 'homeNotional': 56009.979001033964, 'foreignNotional': 12721986.758339858}, {'timestamp': datetime.datetime(2020, 7, 5, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.45, 'high': 228.65, 'low': 228.1, 'close': 228.5, 'trades': 735, 'volume': 997433, 'vwap': 228.39, 'lastSize': 40, 'turnover': 22780223895, 'homeNotional': 9100.867744392199, 'foreignNotional': 2078534.0806906964}, {'timestamp': datetime.datetime(2020, 7, 5, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 228.5, 'low': 227.8, 'close': 228.45, 'trades': 922, 'volume': 1198137, 'vwap': 228.15, 'lastSize': 1, 'turnover': 27335214805, 'homeNotional': 10930.755550209069, 'foreignNotional': 2493826.9590418492}]
2020-07-05 09:00:20 INFO: prepare candles [CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED'), CandleItem(low=228.1, high=228.65, open=228.45, close=228.5, color='GREEN'), CandleItem(low=227.8, high=228.5, open=228.25, close=228.45, color='GREEN')]
2020-07-05 09:00:20 INFO: last_candle=CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED')
2020-07-05 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)))
2020-07-05 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=226.0, high=228.5, open=228.5, close=226.65, color='RED')
2020-07-05 09:00:20 INFO: skip by CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 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)))
2020-07-05 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=226.0, high=228.5, open=228.5, close=226.65, color='RED')
2020-07-05 09:00:20 INFO: skip by CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 09:00:20 INFO: not found applicable config for candle
2020-07-05 09:00:20 INFO: check need new order None
2020-07-05 09:00:20 INFO: init new order end
2020-07-05 09:00:20 INFO: 
2020-07-05 09:00:20 INFO: 
2020-07-05 09:00:20 INFO: 
2020-07-05 09:00:20 INFO: 
2020-07-05 09:02:00 INFO: 
2020-07-05 09:02:00 INFO: 
2020-07-05 09:02:00 INFO: 
2020-07-05 09:02:00 INFO: 
2020-07-05 09:02:00 INFO: clearing start
2020-07-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 09:02:00 INFO: skip by not found init order into storage
2020-07-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 09:02:00 INFO: skip by not found init order into storage
2020-07-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 09:02:00 INFO: skip by not found init order into storage
2020-07-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 09:02:00 INFO: skip by not found init order into storage
2020-07-05 09:02:00 INFO: clearing end
2020-07-05 09:02:00 INFO: 
2020-07-05 09:02:00 INFO: 
2020-07-05 09:02:00 INFO: 
2020-07-05 09:02:00 INFO: 
2020-07-05 10:00:20 INFO: 
2020-07-05 10:00:20 INFO: 
2020-07-05 10:00:20 INFO: 
2020-07-05 10:00:20 INFO: 
2020-07-05 10:00:20 INFO: init new order start
2020-07-05 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.2, 'low': 226.5, 'close': 226.75, 'trades': 1366, 'volume': 2511007, 'vwap': 226.89, 'lastSize': 1000, 'turnover': 56970697975, 'homeNotional': 22788.433232237217, 'foreignNotional': 5170328.716848783}, {'timestamp': datetime.datetime(2020, 7, 5, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.5, 'low': 226.0, 'close': 226.65, 'trades': 3169, 'volume': 6154556, 'vwap': 227.14, 'lastSize': 8, 'turnover': 139792804445, 'homeNotional': 56009.979001033964, 'foreignNotional': 12721986.758339858}, {'timestamp': datetime.datetime(2020, 7, 5, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.45, 'high': 228.65, 'low': 228.1, 'close': 228.5, 'trades': 735, 'volume': 997433, 'vwap': 228.39, 'lastSize': 40, 'turnover': 22780223895, 'homeNotional': 9100.867744392199, 'foreignNotional': 2078534.0806906964}]
2020-07-05 10:00:20 INFO: prepare candles [CandleItem(low=226.5, high=227.2, open=226.65, close=226.75, color='GREEN'), CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED'), CandleItem(low=228.1, high=228.65, open=228.45, close=228.5, color='GREEN')]
2020-07-05 10:00:20 INFO: skip by colors first_candle=CandleItem(low=228.1, high=228.65, open=228.45, close=228.5, color='GREEN') second_candle=CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED') last_candle=CandleItem(low=226.5, high=227.2, open=226.65, close=226.75, color='GREEN')
2020-07-05 10:00:20 INFO: check need new order None
2020-07-05 10:00:20 INFO: init new order end
2020-07-05 10:00:20 INFO: 
2020-07-05 10:00:20 INFO: 
2020-07-05 10:00:20 INFO: 
2020-07-05 10:00:20 INFO: 
2020-07-05 10:02:00 INFO: 
2020-07-05 10:02:00 INFO: 
2020-07-05 10:02:00 INFO: 
2020-07-05 10:02:00 INFO: 
2020-07-05 10:02:00 INFO: clearing start
2020-07-05 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 10:02:00 INFO: skip by not found init order into storage
2020-07-05 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 10:02:00 INFO: skip by not found init order into storage
2020-07-05 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 10:02:00 INFO: skip by not found init order into storage
2020-07-05 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 10:02:00 INFO: skip by not found init order into storage
2020-07-05 10:02:00 INFO: clearing end
2020-07-05 10:02:00 INFO: 
2020-07-05 10:02:00 INFO: 
2020-07-05 10:02:00 INFO: 
2020-07-05 10:02:00 INFO: 
2020-07-05 11:00:20 INFO: 
2020-07-05 11:00:20 INFO: 
2020-07-05 11:00:20 INFO: 
2020-07-05 11:00:20 INFO: 
2020-07-05 11:00:20 INFO: init new order start
2020-07-05 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.75, 'high': 227.0, 'low': 226.45, 'close': 226.85, 'trades': 1068, 'volume': 1367971, 'vwap': 226.76, 'lastSize': 4, 'turnover': 31019579150, 'homeNotional': 12391.883336193847, 'foreignNotional': 2809936.217989722}, {'timestamp': datetime.datetime(2020, 7, 5, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.2, 'low': 226.5, 'close': 226.75, 'trades': 1366, 'volume': 2511007, 'vwap': 226.89, 'lastSize': 1000, 'turnover': 56970697975, 'homeNotional': 22788.433232237217, 'foreignNotional': 5170328.716848783}, {'timestamp': datetime.datetime(2020, 7, 5, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.5, 'low': 226.0, 'close': 226.65, 'trades': 3169, 'volume': 6154556, 'vwap': 227.14, 'lastSize': 8, 'turnover': 139792804445, 'homeNotional': 56009.979001033964, 'foreignNotional': 12721986.758339858}]
2020-07-05 11:00:20 INFO: prepare candles [CandleItem(low=226.45, high=227.0, open=226.75, close=226.85, color='GREEN'), CandleItem(low=226.5, high=227.2, open=226.65, close=226.75, color='GREEN'), CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED')]
2020-07-05 11:00:20 INFO: skip by colors first_candle=CandleItem(low=226.0, high=228.5, open=228.5, close=226.65, color='RED') second_candle=CandleItem(low=226.5, high=227.2, open=226.65, close=226.75, color='GREEN') last_candle=CandleItem(low=226.45, high=227.0, open=226.75, close=226.85, color='GREEN')
2020-07-05 11:00:20 INFO: check need new order None
2020-07-05 11:00:20 INFO: init new order end
2020-07-05 11:00:20 INFO: 
2020-07-05 11:00:20 INFO: 
2020-07-05 11:00:20 INFO: 
2020-07-05 11:00:20 INFO: 
2020-07-05 11:02:00 INFO: 
2020-07-05 11:02:00 INFO: 
2020-07-05 11:02:00 INFO: 
2020-07-05 11:02:00 INFO: 
2020-07-05 11:02:00 INFO: clearing start
2020-07-05 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 11:02:01 INFO: skip by not found init order into storage
2020-07-05 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 11:02:01 INFO: skip by not found init order into storage
2020-07-05 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 11:02:01 INFO: skip by not found init order into storage
2020-07-05 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 11:02:01 INFO: skip by not found init order into storage
2020-07-05 11:02:01 INFO: clearing end
2020-07-05 11:02:01 INFO: 
2020-07-05 11:02:01 INFO: 
2020-07-05 11:02:01 INFO: 
2020-07-05 11:02:01 INFO: 
2020-07-05 12:00:20 INFO: 
2020-07-05 12:00:20 INFO: 
2020-07-05 12:00:20 INFO: 
2020-07-05 12:00:20 INFO: 
2020-07-05 12:00:20 INFO: init new order start
2020-07-05 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.85, 'high': 227.05, 'low': 226.65, 'close': 226.8, 'trades': 754, 'volume': 1009935, 'vwap': 226.85, 'lastSize': 1, 'turnover': 22909508095, 'homeNotional': 9153.536481967998, 'foreignNotional': 2076401.7225533766}, {'timestamp': datetime.datetime(2020, 7, 5, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.75, 'high': 227.0, 'low': 226.45, 'close': 226.85, 'trades': 1068, 'volume': 1367971, 'vwap': 226.76, 'lastSize': 4, 'turnover': 31019579150, 'homeNotional': 12391.883336193847, 'foreignNotional': 2809936.217989722}, {'timestamp': datetime.datetime(2020, 7, 5, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.2, 'low': 226.5, 'close': 226.75, 'trades': 1366, 'volume': 2511007, 'vwap': 226.89, 'lastSize': 1000, 'turnover': 56970697975, 'homeNotional': 22788.433232237217, 'foreignNotional': 5170328.716848783}]
2020-07-05 12:00:20 INFO: prepare candles [CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED'), CandleItem(low=226.45, high=227.0, open=226.75, close=226.85, color='GREEN'), CandleItem(low=226.5, high=227.2, open=226.65, close=226.75, color='GREEN')]
2020-07-05 12:00:20 INFO: last_candle=CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED')
2020-07-05 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-05 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED')
2020-07-05 12:00:20 INFO: skip by CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-05 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED')
2020-07-05 12:00:20 INFO: skip by CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 12:00:20 INFO: not found applicable config for candle
2020-07-05 12:00:20 INFO: check need new order None
2020-07-05 12:00:20 INFO: init new order end
2020-07-05 12:00:20 INFO: 
2020-07-05 12:00:20 INFO: 
2020-07-05 12:00:20 INFO: 
2020-07-05 12:00:20 INFO: 
2020-07-05 12:02:00 INFO: 
2020-07-05 12:02:00 INFO: 
2020-07-05 12:02:00 INFO: 
2020-07-05 12:02:00 INFO: 
2020-07-05 12:02:00 INFO: clearing start
2020-07-05 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 12:02:00 INFO: skip by not found init order into storage
2020-07-05 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 12:02:00 INFO: skip by not found init order into storage
2020-07-05 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 12:02:00 INFO: skip by not found init order into storage
2020-07-05 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 12:02:00 INFO: skip by not found init order into storage
2020-07-05 12:02:00 INFO: clearing end
2020-07-05 12:02:00 INFO: 
2020-07-05 12:02:00 INFO: 
2020-07-05 12:02:00 INFO: 
2020-07-05 12:02:00 INFO: 
2020-07-05 13:00:20 INFO: 
2020-07-05 13:00:20 INFO: 
2020-07-05 13:00:20 INFO: 
2020-07-05 13:00:20 INFO: 
2020-07-05 13:00:20 INFO: init new order start
2020-07-05 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 226.85, 'low': 223.5, 'close': 224.35, 'trades': 4212, 'volume': 6713397, 'vwap': 224.86, 'lastSize': 259, 'turnover': 150957235275, 'homeNotional': 60584.60030310702, 'foreignNotional': 13623163.524394816}, {'timestamp': datetime.datetime(2020, 7, 5, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.85, 'high': 227.05, 'low': 226.65, 'close': 226.8, 'trades': 754, 'volume': 1009935, 'vwap': 226.85, 'lastSize': 1, 'turnover': 22909508095, 'homeNotional': 9153.536481967998, 'foreignNotional': 2076401.7225533766}, {'timestamp': datetime.datetime(2020, 7, 5, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.75, 'high': 227.0, 'low': 226.45, 'close': 226.85, 'trades': 1068, 'volume': 1367971, 'vwap': 226.76, 'lastSize': 4, 'turnover': 31019579150, 'homeNotional': 12391.883336193847, 'foreignNotional': 2809936.217989722}]
2020-07-05 13:00:20 INFO: prepare candles [CandleItem(low=223.5, high=226.85, open=226.8, close=224.35, color='RED'), CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED'), CandleItem(low=226.45, high=227.0, open=226.75, close=226.85, color='GREEN')]
2020-07-05 13:00:20 INFO: skip by colors first_candle=CandleItem(low=226.45, high=227.0, open=226.75, close=226.85, color='GREEN') second_candle=CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED') last_candle=CandleItem(low=223.5, high=226.85, open=226.8, close=224.35, color='RED')
2020-07-05 13:00:20 INFO: check need new order None
2020-07-05 13:00:20 INFO: init new order end
2020-07-05 13:00:20 INFO: 
2020-07-05 13:00:20 INFO: 
2020-07-05 13:00:20 INFO: 
2020-07-05 13:00:20 INFO: 
2020-07-05 13:02:00 INFO: 
2020-07-05 13:02:00 INFO: 
2020-07-05 13:02:00 INFO: 
2020-07-05 13:02:00 INFO: 
2020-07-05 13:02:00 INFO: clearing start
2020-07-05 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 13:02:00 INFO: skip by not found init order into storage
2020-07-05 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 13:02:00 INFO: skip by not found init order into storage
2020-07-05 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 13:02:00 INFO: skip by not found init order into storage
2020-07-05 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 13:02:00 INFO: skip by not found init order into storage
2020-07-05 13:02:00 INFO: clearing end
2020-07-05 13:02:00 INFO: 
2020-07-05 13:02:00 INFO: 
2020-07-05 13:02:00 INFO: 
2020-07-05 13:02:00 INFO: 
2020-07-05 14:00:20 INFO: 
2020-07-05 14:00:20 INFO: 
2020-07-05 14:00:20 INFO: 
2020-07-05 14:00:20 INFO: 
2020-07-05 14:00:20 INFO: init new order start
2020-07-05 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.35, 'high': 225.35, 'low': 223.35, 'close': 224.95, 'trades': 3717, 'volume': 4796505, 'vwap': 224.57, 'lastSize': 1, 'turnover': 107713775025, 'homeNotional': 43283.489130774586, 'foreignNotional': 9720071.88579767}, {'timestamp': datetime.datetime(2020, 7, 5, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 226.85, 'low': 223.5, 'close': 224.35, 'trades': 4212, 'volume': 6713397, 'vwap': 224.86, 'lastSize': 259, 'turnover': 150957235275, 'homeNotional': 60584.60030310702, 'foreignNotional': 13623163.524394816}, {'timestamp': datetime.datetime(2020, 7, 5, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.85, 'high': 227.05, 'low': 226.65, 'close': 226.8, 'trades': 754, 'volume': 1009935, 'vwap': 226.85, 'lastSize': 1, 'turnover': 22909508095, 'homeNotional': 9153.536481967998, 'foreignNotional': 2076401.7225533766}]
2020-07-05 14:00:20 INFO: prepare candles [CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN'), CandleItem(low=223.5, high=226.85, open=226.8, close=224.35, color='RED'), CandleItem(low=226.65, high=227.05, open=226.85, close=226.8, color='RED')]
2020-07-05 14:00:20 INFO: last_candle=CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN')
2020-07-05 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-05 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN')
2020-07-05 14:00:20 INFO: skip by CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-05 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN')
2020-07-05 14:00:20 INFO: skip by CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 14:00:20 INFO: not found applicable config for candle
2020-07-05 14:00:20 INFO: check need new order None
2020-07-05 14:00:20 INFO: init new order end
2020-07-05 14:00:20 INFO: 
2020-07-05 14:00:20 INFO: 
2020-07-05 14:00:20 INFO: 
2020-07-05 14:00:20 INFO: 
2020-07-05 14:02:00 INFO: 
2020-07-05 14:02:00 INFO: 
2020-07-05 14:02:00 INFO: 
2020-07-05 14:02:00 INFO: 
2020-07-05 14:02:00 INFO: clearing start
2020-07-05 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 14:02:00 INFO: skip by not found init order into storage
2020-07-05 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 14:02:00 INFO: skip by not found init order into storage
2020-07-05 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 14:02:00 INFO: skip by not found init order into storage
2020-07-05 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 14:02:00 INFO: skip by not found init order into storage
2020-07-05 14:02:00 INFO: clearing end
2020-07-05 14:02:00 INFO: 
2020-07-05 14:02:00 INFO: 
2020-07-05 14:02:00 INFO: 
2020-07-05 14:02:00 INFO: 
2020-07-05 15:00:20 INFO: 
2020-07-05 15:00:20 INFO: 
2020-07-05 15:00:20 INFO: 
2020-07-05 15:00:20 INFO: 
2020-07-05 15:00:20 INFO: init new order start
2020-07-05 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.95, 'high': 225.5, 'low': 224.95, 'close': 225.1, 'trades': 1230, 'volume': 1116087, 'vwap': 225.27, 'lastSize': 50, 'turnover': 25141012685, 'homeNotional': 10087.607722085822, 'foreignNotional': 2272338.40615205}, {'timestamp': datetime.datetime(2020, 7, 5, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.35, 'high': 225.35, 'low': 223.35, 'close': 224.95, 'trades': 3717, 'volume': 4796505, 'vwap': 224.57, 'lastSize': 1, 'turnover': 107713775025, 'homeNotional': 43283.489130774586, 'foreignNotional': 9720071.88579767}, {'timestamp': datetime.datetime(2020, 7, 5, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 226.85, 'low': 223.5, 'close': 224.35, 'trades': 4212, 'volume': 6713397, 'vwap': 224.86, 'lastSize': 259, 'turnover': 150957235275, 'homeNotional': 60584.60030310702, 'foreignNotional': 13623163.524394816}]
2020-07-05 15:00:21 INFO: prepare candles [CandleItem(low=224.95, high=225.5, open=224.95, close=225.1, color='GREEN'), CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN'), CandleItem(low=223.5, high=226.85, open=226.8, close=224.35, color='RED')]
2020-07-05 15:00:21 INFO: skip by colors first_candle=CandleItem(low=223.5, high=226.85, open=226.8, close=224.35, color='RED') second_candle=CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN') last_candle=CandleItem(low=224.95, high=225.5, open=224.95, close=225.1, color='GREEN')
2020-07-05 15:00:21 INFO: check need new order None
2020-07-05 15:00:21 INFO: init new order end
2020-07-05 15:00:21 INFO: 
2020-07-05 15:00:21 INFO: 
2020-07-05 15:00:21 INFO: 
2020-07-05 15:00:21 INFO: 
2020-07-05 15:02:00 INFO: 
2020-07-05 15:02:00 INFO: 
2020-07-05 15:02:00 INFO: 
2020-07-05 15:02:00 INFO: 
2020-07-05 15:02:00 INFO: clearing start
2020-07-05 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 15:02:00 INFO: skip by not found init order into storage
2020-07-05 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 15:02:00 INFO: skip by not found init order into storage
2020-07-05 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 15:02:00 INFO: skip by not found init order into storage
2020-07-05 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 15:02:00 INFO: skip by not found init order into storage
2020-07-05 15:02:00 INFO: clearing end
2020-07-05 15:02:00 INFO: 
2020-07-05 15:02:00 INFO: 
2020-07-05 15:02:00 INFO: 
2020-07-05 15:02:00 INFO: 
2020-07-05 16:00:20 INFO: 
2020-07-05 16:00:20 INFO: 
2020-07-05 16:00:20 INFO: 
2020-07-05 16:00:20 INFO: 
2020-07-05 16:00:20 INFO: init new order start
2020-07-05 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 225.45, 'low': 224.35, 'close': 225.45, 'trades': 2348, 'volume': 2509644, 'vwap': 224.83, 'lastSize': 1, 'turnover': 56424264660, 'homeNotional': 22657.444834014816, 'foreignNotional': 5094075.189957132}, {'timestamp': datetime.datetime(2020, 7, 5, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.95, 'high': 225.5, 'low': 224.95, 'close': 225.1, 'trades': 1230, 'volume': 1116087, 'vwap': 225.27, 'lastSize': 50, 'turnover': 25141012685, 'homeNotional': 10087.607722085822, 'foreignNotional': 2272338.40615205}, {'timestamp': datetime.datetime(2020, 7, 5, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.35, 'high': 225.35, 'low': 223.35, 'close': 224.95, 'trades': 3717, 'volume': 4796505, 'vwap': 224.57, 'lastSize': 1, 'turnover': 107713775025, 'homeNotional': 43283.489130774586, 'foreignNotional': 9720071.88579767}]
2020-07-05 16:00:20 INFO: prepare candles [CandleItem(low=224.35, high=225.45, open=225.1, close=225.45, color='GREEN'), CandleItem(low=224.95, high=225.5, open=224.95, close=225.1, color='GREEN'), CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN')]
2020-07-05 16:00:20 INFO: skip by colors first_candle=CandleItem(low=223.35, high=225.35, open=224.35, close=224.95, color='GREEN') second_candle=CandleItem(low=224.95, high=225.5, open=224.95, close=225.1, color='GREEN') last_candle=CandleItem(low=224.35, high=225.45, open=225.1, close=225.45, color='GREEN')
2020-07-05 16:00:20 INFO: check need new order None
2020-07-05 16:00:20 INFO: init new order end
2020-07-05 16:00:20 INFO: 
2020-07-05 16:00:20 INFO: 
2020-07-05 16:00:20 INFO: 
2020-07-05 16:00:20 INFO: 
2020-07-05 16:02:00 INFO: 
2020-07-05 16:02:00 INFO: 
2020-07-05 16:02:00 INFO: 
2020-07-05 16:02:00 INFO: 
2020-07-05 16:02:00 INFO: clearing start
2020-07-05 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 16:02:01 INFO: skip by not found init order into storage
2020-07-05 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 16:02:01 INFO: skip by not found init order into storage
2020-07-05 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 16:02:01 INFO: skip by not found init order into storage
2020-07-05 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 16:02:01 INFO: skip by not found init order into storage
2020-07-05 16:02:01 INFO: clearing end
2020-07-05 16:02:01 INFO: 
2020-07-05 16:02:01 INFO: 
2020-07-05 16:02:01 INFO: 
2020-07-05 16:02:01 INFO: 
2020-07-05 17:00:20 INFO: 
2020-07-05 17:00:20 INFO: 
2020-07-05 17:00:20 INFO: 
2020-07-05 17:00:20 INFO: 
2020-07-05 17:00:20 INFO: init new order start
2020-07-05 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.45, 'high': 225.45, 'low': 224.65, 'close': 224.85, 'trades': 1539, 'volume': 1685355, 'vwap': 225.04, 'lastSize': 1, 'turnover': 37926200080, 'homeNotional': 15215.800840115095, 'foreignNotional': 3424073.325537745}, {'timestamp': datetime.datetime(2020, 7, 5, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 225.45, 'low': 224.35, 'close': 225.45, 'trades': 2348, 'volume': 2509644, 'vwap': 224.83, 'lastSize': 1, 'turnover': 56424264660, 'homeNotional': 22657.444834014816, 'foreignNotional': 5094075.189957132}, {'timestamp': datetime.datetime(2020, 7, 5, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.95, 'high': 225.5, 'low': 224.95, 'close': 225.1, 'trades': 1230, 'volume': 1116087, 'vwap': 225.27, 'lastSize': 50, 'turnover': 25141012685, 'homeNotional': 10087.607722085822, 'foreignNotional': 2272338.40615205}]
2020-07-05 17:00:20 INFO: prepare candles [CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED'), CandleItem(low=224.35, high=225.45, open=225.1, close=225.45, color='GREEN'), CandleItem(low=224.95, high=225.5, open=224.95, close=225.1, color='GREEN')]
2020-07-05 17:00:20 INFO: last_candle=CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED')
2020-07-05 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-05 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=224.65, high=225.45, open=225.45, close=224.85, color='RED')
2020-07-05 17:00:20 INFO: skip by CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-05 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=224.65, high=225.45, open=225.45, close=224.85, color='RED')
2020-07-05 17:00:20 INFO: skip by CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 17:00:20 INFO: not found applicable config for candle
2020-07-05 17:00:20 INFO: check need new order None
2020-07-05 17:00:20 INFO: init new order end
2020-07-05 17:00:20 INFO: 
2020-07-05 17:00:20 INFO: 
2020-07-05 17:00:20 INFO: 
2020-07-05 17:00:20 INFO: 
2020-07-05 17:02:00 INFO: 
2020-07-05 17:02:00 INFO: 
2020-07-05 17:02:00 INFO: 
2020-07-05 17:02:00 INFO: 
2020-07-05 17:02:00 INFO: clearing start
2020-07-05 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 17:02:00 INFO: skip by not found init order into storage
2020-07-05 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 17:02:00 INFO: skip by not found init order into storage
2020-07-05 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 17:02:00 INFO: skip by not found init order into storage
2020-07-05 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 17:02:00 INFO: skip by not found init order into storage
2020-07-05 17:02:00 INFO: clearing end
2020-07-05 17:02:00 INFO: 
2020-07-05 17:02:00 INFO: 
2020-07-05 17:02:00 INFO: 
2020-07-05 17:02:00 INFO: 
2020-07-05 18:00:20 INFO: 
2020-07-05 18:00:20 INFO: 
2020-07-05 18:00:20 INFO: 
2020-07-05 18:00:20 INFO: 
2020-07-05 18:00:20 INFO: init new order start
2020-07-05 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.45, 'low': 224.6, 'close': 225.4, 'trades': 1164, 'volume': 1707200, 'vwap': 225.12, 'lastSize': 1, 'turnover': 38431359375, 'homeNotional': 15404.722499497839, 'foreignNotional': 3467813.08278934}, {'timestamp': datetime.datetime(2020, 7, 5, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.45, 'high': 225.45, 'low': 224.65, 'close': 224.85, 'trades': 1539, 'volume': 1685355, 'vwap': 225.04, 'lastSize': 1, 'turnover': 37926200080, 'homeNotional': 15215.800840115095, 'foreignNotional': 3424073.325537745}, {'timestamp': datetime.datetime(2020, 7, 5, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 225.45, 'low': 224.35, 'close': 225.45, 'trades': 2348, 'volume': 2509644, 'vwap': 224.83, 'lastSize': 1, 'turnover': 56424264660, 'homeNotional': 22657.444834014816, 'foreignNotional': 5094075.189957132}]
2020-07-05 18:00:20 INFO: prepare candles [CandleItem(low=224.6, high=225.45, open=224.85, close=225.4, color='GREEN'), CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED'), CandleItem(low=224.35, high=225.45, open=225.1, close=225.45, color='GREEN')]
2020-07-05 18:00:20 INFO: skip by colors first_candle=CandleItem(low=224.35, high=225.45, open=225.1, close=225.45, color='GREEN') second_candle=CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED') last_candle=CandleItem(low=224.6, high=225.45, open=224.85, close=225.4, color='GREEN')
2020-07-05 18:00:20 INFO: check need new order None
2020-07-05 18:00:20 INFO: init new order end
2020-07-05 18:00:20 INFO: 
2020-07-05 18:00:20 INFO: 
2020-07-05 18:00:20 INFO: 
2020-07-05 18:00:20 INFO: 
2020-07-05 18:02:00 INFO: 
2020-07-05 18:02:00 INFO: 
2020-07-05 18:02:00 INFO: 
2020-07-05 18:02:00 INFO: 
2020-07-05 18:02:00 INFO: clearing start
2020-07-05 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 18:02:01 INFO: skip by not found init order into storage
2020-07-05 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 18:02:01 INFO: skip by not found init order into storage
2020-07-05 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 18:02:01 INFO: skip by not found init order into storage
2020-07-05 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 18:02:01 INFO: skip by not found init order into storage
2020-07-05 18:02:01 INFO: clearing end
2020-07-05 18:02:01 INFO: 
2020-07-05 18:02:01 INFO: 
2020-07-05 18:02:01 INFO: 
2020-07-05 18:02:01 INFO: 
2020-07-05 19:00:20 INFO: 
2020-07-05 19:00:20 INFO: 
2020-07-05 19:00:20 INFO: 
2020-07-05 19:00:20 INFO: 
2020-07-05 19:00:20 INFO: init new order start
2020-07-05 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.4, 'high': 226.4, 'low': 224.95, 'close': 225.0, 'trades': 1797, 'volume': 2084675, 'vwap': 225.76, 'lastSize': 11000, 'turnover': 47063176375, 'homeNotional': 18859.399484264584, 'foreignNotional': 4257665.192985868}, {'timestamp': datetime.datetime(2020, 7, 5, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.45, 'low': 224.6, 'close': 225.4, 'trades': 1164, 'volume': 1707200, 'vwap': 225.12, 'lastSize': 1, 'turnover': 38431359375, 'homeNotional': 15404.722499497839, 'foreignNotional': 3467813.08278934}, {'timestamp': datetime.datetime(2020, 7, 5, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.45, 'high': 225.45, 'low': 224.65, 'close': 224.85, 'trades': 1539, 'volume': 1685355, 'vwap': 225.04, 'lastSize': 1, 'turnover': 37926200080, 'homeNotional': 15215.800840115095, 'foreignNotional': 3424073.325537745}]
2020-07-05 19:00:20 INFO: prepare candles [CandleItem(low=224.95, high=226.4, open=225.4, close=225.0, color='RED'), CandleItem(low=224.6, high=225.45, open=224.85, close=225.4, color='GREEN'), CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED')]
2020-07-05 19:00:20 INFO: skip by colors first_candle=CandleItem(low=224.65, high=225.45, open=225.45, close=224.85, color='RED') second_candle=CandleItem(low=224.6, high=225.45, open=224.85, close=225.4, color='GREEN') last_candle=CandleItem(low=224.95, high=226.4, open=225.4, close=225.0, color='RED')
2020-07-05 19:00:20 INFO: check need new order None
2020-07-05 19:00:20 INFO: init new order end
2020-07-05 19:00:20 INFO: 
2020-07-05 19:00:20 INFO: 
2020-07-05 19:00:20 INFO: 
2020-07-05 19:00:20 INFO: 
2020-07-05 19:02:00 INFO: 
2020-07-05 19:02:00 INFO: 
2020-07-05 19:02:00 INFO: 
2020-07-05 19:02:00 INFO: 
2020-07-05 19:02:00 INFO: clearing start
2020-07-05 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 19:02:00 INFO: skip by not found init order into storage
2020-07-05 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 19:02:00 INFO: skip by not found init order into storage
2020-07-05 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 19:02:00 INFO: skip by not found init order into storage
2020-07-05 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 19:02:00 INFO: skip by not found init order into storage
2020-07-05 19:02:00 INFO: clearing end
2020-07-05 19:02:00 INFO: 
2020-07-05 19:02:00 INFO: 
2020-07-05 19:02:00 INFO: 
2020-07-05 19:02:00 INFO: 
2020-07-05 20:00:20 INFO: 
2020-07-05 20:00:20 INFO: 
2020-07-05 20:00:20 INFO: 
2020-07-05 20:00:20 INFO: 
2020-07-05 20:00:20 INFO: init new order start
2020-07-05 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.0, 'high': 225.85, 'low': 224.9, 'close': 225.15, 'trades': 1157, 'volume': 1702182, 'vwap': 225.5, 'lastSize': 137, 'turnover': 38383196900, 'homeNotional': 15379.958304996217, 'foreignNotional': 3468091.842684953}, {'timestamp': datetime.datetime(2020, 7, 5, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.4, 'high': 226.4, 'low': 224.95, 'close': 225.0, 'trades': 1797, 'volume': 2084675, 'vwap': 225.76, 'lastSize': 11000, 'turnover': 47063176375, 'homeNotional': 18859.399484264584, 'foreignNotional': 4257665.192985868}, {'timestamp': datetime.datetime(2020, 7, 5, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.45, 'low': 224.6, 'close': 225.4, 'trades': 1164, 'volume': 1707200, 'vwap': 225.12, 'lastSize': 1, 'turnover': 38431359375, 'homeNotional': 15404.722499497839, 'foreignNotional': 3467813.08278934}]
2020-07-05 20:00:20 INFO: prepare candles [CandleItem(low=224.9, high=225.85, open=225.0, close=225.15, color='GREEN'), CandleItem(low=224.95, high=226.4, open=225.4, close=225.0, color='RED'), CandleItem(low=224.6, high=225.45, open=224.85, close=225.4, color='GREEN')]
2020-07-05 20:00:20 INFO: skip by colors first_candle=CandleItem(low=224.6, high=225.45, open=224.85, close=225.4, color='GREEN') second_candle=CandleItem(low=224.95, high=226.4, open=225.4, close=225.0, color='RED') last_candle=CandleItem(low=224.9, high=225.85, open=225.0, close=225.15, color='GREEN')
2020-07-05 20:00:20 INFO: check need new order None
2020-07-05 20:00:20 INFO: init new order end
2020-07-05 20:00:20 INFO: 
2020-07-05 20:00:20 INFO: 
2020-07-05 20:00:20 INFO: 
2020-07-05 20:00:20 INFO: 
2020-07-05 20:02:00 INFO: 
2020-07-05 20:02:00 INFO: 
2020-07-05 20:02:00 INFO: 
2020-07-05 20:02:00 INFO: 
2020-07-05 20:02:00 INFO: clearing start
2020-07-05 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 20:02:00 INFO: skip by not found init order into storage
2020-07-05 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 20:02:00 INFO: skip by not found init order into storage
2020-07-05 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 20:02:00 INFO: skip by not found init order into storage
2020-07-05 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 20:02:00 INFO: skip by not found init order into storage
2020-07-05 20:02:00 INFO: clearing end
2020-07-05 20:02:00 INFO: 
2020-07-05 20:02:00 INFO: 
2020-07-05 20:02:00 INFO: 
2020-07-05 20:02:00 INFO: 
2020-07-05 21:00:20 INFO: 
2020-07-05 21:00:20 INFO: 
2020-07-05 21:00:20 INFO: 
2020-07-05 21:00:20 INFO: 
2020-07-05 21:00:20 INFO: init new order start
2020-07-05 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.15, 'high': 225.65, 'low': 225.15, 'close': 225.25, 'trades': 432, 'volume': 493628, 'vwap': 225.38, 'lastSize': 1, 'turnover': 11125258385, 'homeNotional': 4460.680754662671, 'foreignNotional': 1005336.6734196234}, {'timestamp': datetime.datetime(2020, 7, 5, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.0, 'high': 225.85, 'low': 224.9, 'close': 225.15, 'trades': 1157, 'volume': 1702182, 'vwap': 225.5, 'lastSize': 137, 'turnover': 38383196900, 'homeNotional': 15379.958304996217, 'foreignNotional': 3468091.842684953}, {'timestamp': datetime.datetime(2020, 7, 5, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.4, 'high': 226.4, 'low': 224.95, 'close': 225.0, 'trades': 1797, 'volume': 2084675, 'vwap': 225.76, 'lastSize': 11000, 'turnover': 47063176375, 'homeNotional': 18859.399484264584, 'foreignNotional': 4257665.192985868}]
2020-07-05 21:00:20 INFO: prepare candles [CandleItem(low=225.15, high=225.65, open=225.15, close=225.25, color='GREEN'), CandleItem(low=224.9, high=225.85, open=225.0, close=225.15, color='GREEN'), CandleItem(low=224.95, high=226.4, open=225.4, close=225.0, color='RED')]
2020-07-05 21:00:20 INFO: skip by colors first_candle=CandleItem(low=224.95, high=226.4, open=225.4, close=225.0, color='RED') second_candle=CandleItem(low=224.9, high=225.85, open=225.0, close=225.15, color='GREEN') last_candle=CandleItem(low=225.15, high=225.65, open=225.15, close=225.25, color='GREEN')
2020-07-05 21:00:20 INFO: check need new order None
2020-07-05 21:00:20 INFO: init new order end
2020-07-05 21:00:20 INFO: 
2020-07-05 21:00:20 INFO: 
2020-07-05 21:00:20 INFO: 
2020-07-05 21:00:20 INFO: 
2020-07-05 21:02:00 INFO: 
2020-07-05 21:02:00 INFO: 
2020-07-05 21:02:00 INFO: 
2020-07-05 21:02:00 INFO: 
2020-07-05 21:02:00 INFO: clearing start
2020-07-05 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 21:02:00 INFO: skip by not found init order into storage
2020-07-05 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 21:02:00 INFO: skip by not found init order into storage
2020-07-05 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 21:02:00 INFO: skip by not found init order into storage
2020-07-05 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 21:02:00 INFO: skip by not found init order into storage
2020-07-05 21:02:00 INFO: clearing end
2020-07-05 21:02:00 INFO: 
2020-07-05 21:02:00 INFO: 
2020-07-05 21:02:00 INFO: 
2020-07-05 21:02:00 INFO: 
2020-07-05 21:46:57 ERROR: Error : Connection is already closed.
2020-07-05 21:46:57 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345b3d30>>: Connection is already closed.
2020-07-05 21:46:57 INFO: Websocket Closed
2020-07-05 21:46:58 WARNING: reconnect to socket
2020-07-05 21:46:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-05 21:46:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-05 21:46:58 INFO: Authenticating with API Key.
2020-07-05 21:46:59 INFO: Connected to WS.
2020-07-05 22:00:20 INFO: 
2020-07-05 22:00:20 INFO: 
2020-07-05 22:00:20 INFO: 
2020-07-05 22:00:20 INFO: 
2020-07-05 22:00:20 INFO: init new order start
2020-07-05 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 225.75, 'low': 225.0, 'close': 225.6, 'trades': 762, 'volume': 738753, 'vwap': 225.3, 'lastSize': 4, 'turnover': 16644099825, 'homeNotional': 6675.437107215108, 'foreignNotional': 1503975.9828584392}, {'timestamp': datetime.datetime(2020, 7, 5, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.15, 'high': 225.65, 'low': 225.15, 'close': 225.25, 'trades': 432, 'volume': 493628, 'vwap': 225.38, 'lastSize': 1, 'turnover': 11125258385, 'homeNotional': 4460.680754662671, 'foreignNotional': 1005336.6734196234}, {'timestamp': datetime.datetime(2020, 7, 5, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.0, 'high': 225.85, 'low': 224.9, 'close': 225.15, 'trades': 1157, 'volume': 1702182, 'vwap': 225.5, 'lastSize': 137, 'turnover': 38383196900, 'homeNotional': 15379.958304996217, 'foreignNotional': 3468091.842684953}]
2020-07-05 22:00:20 INFO: prepare candles [CandleItem(low=225.0, high=225.75, open=225.25, close=225.6, color='GREEN'), CandleItem(low=225.15, high=225.65, open=225.15, close=225.25, color='GREEN'), CandleItem(low=224.9, high=225.85, open=225.0, close=225.15, color='GREEN')]
2020-07-05 22:00:20 INFO: skip by colors first_candle=CandleItem(low=224.9, high=225.85, open=225.0, close=225.15, color='GREEN') second_candle=CandleItem(low=225.15, high=225.65, open=225.15, close=225.25, color='GREEN') last_candle=CandleItem(low=225.0, high=225.75, open=225.25, close=225.6, color='GREEN')
2020-07-05 22:00:20 INFO: check need new order None
2020-07-05 22:00:20 INFO: init new order end
2020-07-05 22:00:20 INFO: 
2020-07-05 22:00:20 INFO: 
2020-07-05 22:00:20 INFO: 
2020-07-05 22:00:20 INFO: 
2020-07-05 22:02:00 INFO: 
2020-07-05 22:02:00 INFO: 
2020-07-05 22:02:00 INFO: 
2020-07-05 22:02:00 INFO: 
2020-07-05 22:02:00 INFO: clearing start
2020-07-05 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 22:02:00 INFO: skip by not found init order into storage
2020-07-05 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 22:02:00 INFO: skip by not found init order into storage
2020-07-05 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 22:02:00 INFO: skip by not found init order into storage
2020-07-05 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 22:02:00 INFO: skip by not found init order into storage
2020-07-05 22:02:00 INFO: clearing end
2020-07-05 22:02:00 INFO: 
2020-07-05 22:02:00 INFO: 
2020-07-05 22:02:00 INFO: 
2020-07-05 22:02:00 INFO: 
2020-07-05 23:00:20 INFO: 
2020-07-05 23:00:20 INFO: 
2020-07-05 23:00:20 INFO: 
2020-07-05 23:00:20 INFO: 
2020-07-05 23:00:20 INFO: init new order start
2020-07-05 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.6, 'high': 225.95, 'low': 225.3, 'close': 225.35, 'trades': 988, 'volume': 887535, 'vwap': 225.69, 'lastSize': 190, 'turnover': 20030427220, 'homeNotional': 8027.552874346268, 'foreignNotional': 1811707.2962741556}, {'timestamp': datetime.datetime(2020, 7, 5, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 225.75, 'low': 225.0, 'close': 225.6, 'trades': 762, 'volume': 738753, 'vwap': 225.3, 'lastSize': 4, 'turnover': 16644099825, 'homeNotional': 6675.437107215108, 'foreignNotional': 1503975.9828584392}, {'timestamp': datetime.datetime(2020, 7, 5, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.15, 'high': 225.65, 'low': 225.15, 'close': 225.25, 'trades': 432, 'volume': 493628, 'vwap': 225.38, 'lastSize': 1, 'turnover': 11125258385, 'homeNotional': 4460.680754662671, 'foreignNotional': 1005336.6734196234}]
2020-07-05 23:00:20 INFO: prepare candles [CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED'), CandleItem(low=225.0, high=225.75, open=225.25, close=225.6, color='GREEN'), CandleItem(low=225.15, high=225.65, open=225.15, close=225.25, color='GREEN')]
2020-07-05 23:00:20 INFO: last_candle=CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED')
2020-07-05 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)))
2020-07-05 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=225.3, high=225.95, open=225.6, close=225.35, color='RED')
2020-07-05 23:00:20 INFO: skip by CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 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)))
2020-07-05 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=225.3, high=225.95, open=225.6, close=225.35, color='RED')
2020-07-05 23:00:20 INFO: skip by CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-05 23:00:20 INFO: not found applicable config for candle
2020-07-05 23:00:20 INFO: check need new order None
2020-07-05 23:00:20 INFO: init new order end
2020-07-05 23:00:20 INFO: 
2020-07-05 23:00:20 INFO: 
2020-07-05 23:00:20 INFO: 
2020-07-05 23:00:20 INFO: 
2020-07-05 23:02:00 INFO: 
2020-07-05 23:02:00 INFO: 
2020-07-05 23:02:00 INFO: 
2020-07-05 23:02:00 INFO: 
2020-07-05 23:02:00 INFO: clearing start
2020-07-05 23:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-05 23:02:01 INFO: skip by not found init order into storage
2020-07-05 23:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-05 23:02:01 INFO: skip by not found init order into storage
2020-07-05 23:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-05 23:02:01 INFO: skip by not found init order into storage
2020-07-05 23:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-05 23:02:01 INFO: skip by not found init order into storage
2020-07-05 23:02:01 INFO: clearing end
2020-07-05 23:02:01 INFO: 
2020-07-05 23:02:01 INFO: 
2020-07-05 23:02:01 INFO: 
2020-07-05 23:02:01 INFO: 
2020-07-06 00:00:20 INFO: 
2020-07-06 00:00:20 INFO: 
2020-07-06 00:00:20 INFO: 
2020-07-06 00:00:20 INFO: 
2020-07-06 00:00:20 INFO: init new order start
2020-07-06 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 225.6, 'low': 225.1, 'close': 225.1, 'trades': 854, 'volume': 882997, 'vwap': 225.38, 'lastSize': 877, 'turnover': 19900561465, 'homeNotional': 7972.846345482631, 'foreignNotional': 1796882.0623966248}, {'timestamp': datetime.datetime(2020, 7, 5, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.6, 'high': 225.95, 'low': 225.3, 'close': 225.35, 'trades': 988, 'volume': 887535, 'vwap': 225.69, 'lastSize': 190, 'turnover': 20030427220, 'homeNotional': 8027.552874346268, 'foreignNotional': 1811707.2962741556}, {'timestamp': datetime.datetime(2020, 7, 5, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 225.75, 'low': 225.0, 'close': 225.6, 'trades': 762, 'volume': 738753, 'vwap': 225.3, 'lastSize': 4, 'turnover': 16644099825, 'homeNotional': 6675.437107215108, 'foreignNotional': 1503975.9828584392}]
2020-07-06 00:00:20 INFO: prepare candles [CandleItem(low=225.1, high=225.6, open=225.35, close=225.1, color='RED'), CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED'), CandleItem(low=225.0, high=225.75, open=225.25, close=225.6, color='GREEN')]
2020-07-06 00:00:20 INFO: skip by colors first_candle=CandleItem(low=225.0, high=225.75, open=225.25, close=225.6, color='GREEN') second_candle=CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED') last_candle=CandleItem(low=225.1, high=225.6, open=225.35, close=225.1, color='RED')
2020-07-06 00:00:20 INFO: check need new order None
2020-07-06 00:00:20 INFO: init new order end
2020-07-06 00:00:20 INFO: 
2020-07-06 00:00:20 INFO: 
2020-07-06 00:00:20 INFO: 
2020-07-06 00:00:20 INFO: 
2020-07-06 00:02:00 INFO: 
2020-07-06 00:02:00 INFO: 
2020-07-06 00:02:00 INFO: 
2020-07-06 00:02:00 INFO: 
2020-07-06 00:02:00 INFO: clearing start
2020-07-06 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 00:02:00 INFO: skip by not found init order into storage
2020-07-06 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 00:02:00 INFO: skip by not found init order into storage
2020-07-06 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 00:02:00 INFO: skip by not found init order into storage
2020-07-06 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 00:02:00 INFO: skip by not found init order into storage
2020-07-06 00:02:00 INFO: clearing end
2020-07-06 00:02:00 INFO: 
2020-07-06 00:02:00 INFO: 
2020-07-06 00:02:00 INFO: 
2020-07-06 00:02:00 INFO: 
2020-07-06 01:00:20 INFO: 
2020-07-06 01:00:20 INFO: 
2020-07-06 01:00:20 INFO: 
2020-07-06 01:00:20 INFO: 
2020-07-06 01:00:20 INFO: init new order start
2020-07-06 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 227.7, 'low': 223.55, 'close': 226.3, 'trades': 5068, 'volume': 6850942, 'vwap': 225.71, 'lastSize': 200, 'turnover': 154630667930, 'homeNotional': 61658.96711450486, 'foreignNotional': 13917090.839727217}, {'timestamp': datetime.datetime(2020, 7, 5, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 225.6, 'low': 225.1, 'close': 225.1, 'trades': 854, 'volume': 882997, 'vwap': 225.38, 'lastSize': 877, 'turnover': 19900561465, 'homeNotional': 7972.846345482631, 'foreignNotional': 1796882.0623966248}, {'timestamp': datetime.datetime(2020, 7, 5, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.6, 'high': 225.95, 'low': 225.3, 'close': 225.35, 'trades': 988, 'volume': 887535, 'vwap': 225.69, 'lastSize': 190, 'turnover': 20030427220, 'homeNotional': 8027.552874346268, 'foreignNotional': 1811707.2962741556}]
2020-07-06 01:00:20 INFO: prepare candles [CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN'), CandleItem(low=225.1, high=225.6, open=225.35, close=225.1, color='RED'), CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED')]
2020-07-06 01:00:20 INFO: last_candle=CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN')
2020-07-06 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)))
2020-07-06 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=223.55, high=227.7, open=225.1, close=226.3, color='GREEN')
2020-07-06 01:00:20 INFO: skip by CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-06 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)))
2020-07-06 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=223.55, high=227.7, open=225.1, close=226.3, color='GREEN')
2020-07-06 01:00:20 INFO: apply filter None to candle=CandleItem(low=225.1, high=225.6, open=225.35, close=225.1, color='RED')
2020-07-06 01:00:20 INFO: apply filter None to candle=CandleItem(low=225.3, high=225.95, open=225.6, close=225.35, color='RED')
2020-07-06 01:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-07-06 01:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-07-06 01:00:20 INFO: place order: start candle=CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-07-06 01:00:20 INFO: place order: side_factor=-1 init_trigger_price=227.75 init_order_price=227.79999999999998 stop_price_offset=0.0 candle.size=4.149999999999977 stop_price=223.55 take_price=248.54999999999987
2020-07-06 01:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('227.75') init_order_price=Decimal('227.799999999999982946974341757595539093017578125') stop_price_offset=0.0 candle.size=4.149999999999977 stop_price=Decimal('223.55000000000001136868377216160297393798828125') take_price=Decimal('248.549999999999869260136620141565799713134765625')
2020-07-06 01:00:20 INFO: place order: compute qty=190
2020-07-06 01:00:20 INFO: place order: save order to db 45474ba9a70c43c58e6370abfd2f8886; response=True
2020-07-06 01:00:21 INFO: post order to exchange resp={'orderID': 'c859eb1f-5ae0-7a68-c8d0-0b8c1e2c72db', 'clOrdID': '45474ba9a70c43c58e6370abfd2f8886', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 227.8, 'displayQty': None, 'stopPx': 227.75, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 0, 21, 7000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 0, 21, 7000, tzinfo=tzutc())}
2020-07-06 01:00:21 INFO: place new init order {'qty': 190, 'init_price': Decimal('227.75'), 'stop_price': Decimal('223.55000000000001136868377216160297393798828125'), 'take_price': Decimal('248.549999999999869260136620141565799713134765625'), 'order_uid': '45474ba9a70c43c58e6370abfd2f8886', 'response': {'orderID': 'c859eb1f-5ae0-7a68-c8d0-0b8c1e2c72db', 'clOrdID': '45474ba9a70c43c58e6370abfd2f8886', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 227.8, 'displayQty': None, 'stopPx': 227.75, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 0, 21, 7000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 0, 21, 7000, tzinfo=tzutc())}}
2020-07-06 01:00:21 INFO: init new order end
2020-07-06 01:00:21 INFO: 
2020-07-06 01:00:21 INFO: 
2020-07-06 01:00:21 INFO: 
2020-07-06 01:00:21 INFO: 
2020-07-06 01:00:21 INFO: process event {'orderID': 'c859eb1f-5ae0-7a68-c8d0-0b8c1e2c72db', 'clOrdID': '45474ba9a70c43c58e6370abfd2f8886', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 227.8, 'displayQty': None, 'stopPx': 227.75, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-05T22:00:21.007Z', 'timestamp': '2020-07-05T22:00:21.007Z'}
2020-07-06 01:00:21 INFO: skip event 45474ba9a70c43c58e6370abfd2f8886 New
2020-07-06 01:02:00 INFO: 
2020-07-06 01:02:00 INFO: 
2020-07-06 01:02:00 INFO: 
2020-07-06 01:02:00 INFO: 
2020-07-06 01:02:00 INFO: clearing start
2020-07-06 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 01:02:00 INFO: skip by not found init order into storage
2020-07-06 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 01:02:00 INFO: skip by not found init order into storage
2020-07-06 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 01:02:00 INFO: skip by not found init order into storage
2020-07-06 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 01:02:00 INFO: skip by not found init order into storage
2020-07-06 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c859eb1f-5ae0-7a68-c8d0-0b8c1e2c72db', 'clOrdID': '45474ba9a70c43c58e6370abfd2f8886', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 227.8, 'displayQty': None, 'stopPx': 227.75, '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': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 0, 21, 7000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 0, 21, 7000, tzinfo=tzutc())}
2020-07-06 01:02:00 INFO: order time=2020-07-05 22:00:21.007000+00:00; delta from now UTC=0:01:39.246590 time_delta.total_seconds()=99.24659; time_diff_offset='3600'
2020-07-06 01:02:00 INFO: skip by time diff 2020-07-05 22:00:21.007000+00:00
2020-07-06 01:02:00 INFO: clearing end
2020-07-06 01:02:00 INFO: 
2020-07-06 01:02:00 INFO: 
2020-07-06 01:02:00 INFO: 
2020-07-06 01:02:00 INFO: 
2020-07-06 01:07:16 INFO: process event {'orderID': 'c859eb1f-5ae0-7a68-c8d0-0b8c1e2c72db', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-05T22:07:16.083Z', 'clOrdID': '45474ba9a70c43c58e6370abfd2f8886', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 01:07:16 INFO: skip event 45474ba9a70c43c58e6370abfd2f8886 
2020-07-06 01:07:16 INFO: process event {'orderID': 'c859eb1f-5ae0-7a68-c8d0-0b8c1e2c72db', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 190, 'avgPx': 227.75, 'transactTime': '2020-07-05T22:07:16.083Z', 'clOrdID': '45474ba9a70c43c58e6370abfd2f8886', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-05T22:07:16.083Z'}
2020-07-06 01:07:16 INFO: add new event={'uid': '45474ba9a70c43c58e6370abfd2f8886', 'status': 'Filled'}
2020-07-06 01:07:16 INFO: 
2020-07-06 01:07:16 INFO: 
2020-07-06 01:07:16 INFO: 
2020-07-06 01:07:16 INFO: 
2020-07-06 01:07:16 INFO: process event start
2020-07-06 01:07:16 INFO: fetch new order event 45474ba9a70c43c58e6370abfd2f8886
2020-07-06 01:07:16 INFO: fetch orders by event init={'stop': '223.55000000000001136868377216160297393798828125', 'take': '248.549999999999869260136620141565799713134765625', 'qty': '190', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-07-06 01:07:16 INFO: process init order filled
2020-07-06 01:07:16 INFO: save profit orders to storage stop=c6de9374be3b4b49a077bc02332dbe0e take=77ef79736c204aadaecccf450bf1c3ab
2020-07-06 01:07:16 INFO: place profit orders take_price=248.549999999999869260136620141565799713134765625, stop_price=223.55000000000001136868377216160297393798828125, qty=190, color=GREEN, ticker=ETHUSD c6de9374be3b4b49a077bc02332dbe0e 77ef79736c204aadaecccf450bf1c3ab
2020-07-06 01:07:16 INFO: place stop order ETHUSD: qty=-190, stop_price=223.55000000000001136868377216160297393798828125, stop_uid=c6de9374be3b4b49a077bc02332dbe0e
2020-07-06 01:07:16 INFO: exchange resp for stop order={'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 01:07:16 INFO: place limit order ETHUSD: qty=-190, price=248.549999999999869260136620141565799713134765625, take_uid=77ef79736c204aadaecccf450bf1c3ab
2020-07-06 01:07:16 INFO: process event {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-05T22:07:16.791Z', 'timestamp': '2020-07-05T22:07:16.791Z'}
2020-07-06 01:07:16 INFO: skip event c6de9374be3b4b49a077bc02332dbe0e New
2020-07-06 01:07:16 INFO: exchange resp for take profit order={'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 01:07:16 INFO: place profit orders={'stop': {'response': {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}, 'qty': Decimal('-190'), 'uid': 'c6de9374be3b4b49a077bc02332dbe0e', 'price': Decimal('223.55000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}, 'qty': Decimal('-190'), 'uid': '77ef79736c204aadaecccf450bf1c3ab', 'price': Decimal('248.549999999999869260136620141565799713134765625')}}
2020-07-06 01:07:16 INFO: process event {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-05T22:07:16.840Z', 'timestamp': '2020-07-05T22:07:16.840Z'}
2020-07-06 01:07:16 INFO: skip event 77ef79736c204aadaecccf450bf1c3ab New
2020-07-06 01:07:16 INFO: process event {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'workingIndicator': True, 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-05T22:07:16.840Z'}
2020-07-06 01:07:16 INFO: skip event 77ef79736c204aadaecccf450bf1c3ab 
2020-07-06 01:07:16 INFO: rm init order from db 45474ba9a70c43c58e6370abfd2f8886
2020-07-06 01:07:16 INFO: end process event_processing_result='proceed init order'
2020-07-06 01:07:16 INFO: 
2020-07-06 01:07:16 INFO: 
2020-07-06 01:07:16 INFO: 
2020-07-06 01:07:16 INFO: 
2020-07-06 02:00:20 INFO: 
2020-07-06 02:00:20 INFO: 
2020-07-06 02:00:20 INFO: 
2020-07-06 02:00:20 INFO: 
2020-07-06 02:00:20 INFO: init new order start
2020-07-06 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 5, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 228.4, 'low': 226.3, 'close': 227.85, 'trades': 5024, 'volume': 7338671, 'vwap': 227.58, 'lastSize': 217, 'turnover': 167009103520, 'homeNotional': 66461.49716762037, 'foreignNotional': 15124942.130672539}, {'timestamp': datetime.datetime(2020, 7, 5, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 227.7, 'low': 223.55, 'close': 226.3, 'trades': 5068, 'volume': 6850942, 'vwap': 225.71, 'lastSize': 200, 'turnover': 154630667930, 'homeNotional': 61658.96711450486, 'foreignNotional': 13917090.839727217}, {'timestamp': datetime.datetime(2020, 7, 5, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 225.6, 'low': 225.1, 'close': 225.1, 'trades': 854, 'volume': 882997, 'vwap': 225.38, 'lastSize': 877, 'turnover': 19900561465, 'homeNotional': 7972.846345482631, 'foreignNotional': 1796882.0623966248}]
2020-07-06 02:00:20 INFO: prepare candles [CandleItem(low=226.3, high=228.4, open=226.3, close=227.85, color='GREEN'), CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN'), CandleItem(low=225.1, high=225.6, open=225.35, close=225.1, color='RED')]
2020-07-06 02:00:20 INFO: skip by colors first_candle=CandleItem(low=225.1, high=225.6, open=225.35, close=225.1, color='RED') second_candle=CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN') last_candle=CandleItem(low=226.3, high=228.4, open=226.3, close=227.85, color='GREEN')
2020-07-06 02:00:20 INFO: check need new order None
2020-07-06 02:00:20 INFO: init new order end
2020-07-06 02:00:20 INFO: 
2020-07-06 02:00:20 INFO: 
2020-07-06 02:00:20 INFO: 
2020-07-06 02:00:20 INFO: 
2020-07-06 02:02:00 INFO: 
2020-07-06 02:02:00 INFO: 
2020-07-06 02:02:00 INFO: 
2020-07-06 02:02:00 INFO: 
2020-07-06 02:02:00 INFO: clearing start
2020-07-06 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 02:02:01 INFO: skip by not found init order into storage
2020-07-06 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 02:02:01 INFO: skip by not found init order into storage
2020-07-06 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 02:02:01 INFO: skip by not found init order into storage
2020-07-06 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 02:02:01 INFO: skip by not found init order into storage
2020-07-06 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 02:02:01 INFO: skip by not found init order into storage
2020-07-06 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 02:02:01 INFO: skip by not found init order into storage
2020-07-06 02:02:01 INFO: clearing end
2020-07-06 02:02:01 INFO: 
2020-07-06 02:02:01 INFO: 
2020-07-06 02:02:01 INFO: 
2020-07-06 02:02:01 INFO: 
2020-07-06 03:00:20 INFO: 
2020-07-06 03:00:20 INFO: 
2020-07-06 03:00:20 INFO: 
2020-07-06 03:00:20 INFO: 
2020-07-06 03:00:20 INFO: init new order start
2020-07-06 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 228.65, 'low': 227.4, 'close': 228.15, 'trades': 2606, 'volume': 3156632, 'vwap': 228.04, 'lastSize': 1, 'turnover': 71980881080, 'homeNotional': 28659.7290884423, 'foreignNotional': 6535299.976549805}, {'timestamp': datetime.datetime(2020, 7, 5, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 228.4, 'low': 226.3, 'close': 227.85, 'trades': 5024, 'volume': 7338671, 'vwap': 227.58, 'lastSize': 217, 'turnover': 167009103520, 'homeNotional': 66461.49716762037, 'foreignNotional': 15124942.130672539}, {'timestamp': datetime.datetime(2020, 7, 5, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 227.7, 'low': 223.55, 'close': 226.3, 'trades': 5068, 'volume': 6850942, 'vwap': 225.71, 'lastSize': 200, 'turnover': 154630667930, 'homeNotional': 61658.96711450486, 'foreignNotional': 13917090.839727217}]
2020-07-06 03:00:20 INFO: prepare candles [CandleItem(low=227.4, high=228.65, open=227.85, close=228.15, color='GREEN'), CandleItem(low=226.3, high=228.4, open=226.3, close=227.85, color='GREEN'), CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN')]
2020-07-06 03:00:20 INFO: skip by colors first_candle=CandleItem(low=223.55, high=227.7, open=225.1, close=226.3, color='GREEN') second_candle=CandleItem(low=226.3, high=228.4, open=226.3, close=227.85, color='GREEN') last_candle=CandleItem(low=227.4, high=228.65, open=227.85, close=228.15, color='GREEN')
2020-07-06 03:00:20 INFO: check need new order None
2020-07-06 03:00:20 INFO: init new order end
2020-07-06 03:00:20 INFO: 
2020-07-06 03:00:20 INFO: 
2020-07-06 03:00:20 INFO: 
2020-07-06 03:00:20 INFO: 
2020-07-06 03:02:00 INFO: 
2020-07-06 03:02:00 INFO: 
2020-07-06 03:02:00 INFO: 
2020-07-06 03:02:00 INFO: 
2020-07-06 03:02:00 INFO: clearing start
2020-07-06 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 03:02:00 INFO: skip by not found init order into storage
2020-07-06 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 03:02:00 INFO: skip by not found init order into storage
2020-07-06 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 03:02:00 INFO: skip by not found init order into storage
2020-07-06 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 03:02:00 INFO: skip by not found init order into storage
2020-07-06 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 03:02:00 INFO: skip by not found init order into storage
2020-07-06 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 03:02:00 INFO: skip by not found init order into storage
2020-07-06 03:02:00 INFO: clearing end
2020-07-06 03:02:00 INFO: 
2020-07-06 03:02:00 INFO: 
2020-07-06 03:02:00 INFO: 
2020-07-06 03:02:00 INFO: 
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: init new order start
2020-07-06 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.15, 'high': 228.5, 'low': 227.45, 'close': 227.5, 'trades': 1557, 'volume': 1843037, 'vwap': 227.94, 'lastSize': 1386, 'turnover': 42008701635, 'homeNotional': 16726.38991479129, 'foreignNotional': 3812483.771918093}, {'timestamp': datetime.datetime(2020, 7, 6, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 228.65, 'low': 227.4, 'close': 228.15, 'trades': 2606, 'volume': 3156632, 'vwap': 228.04, 'lastSize': 1, 'turnover': 71980881080, 'homeNotional': 28659.7290884423, 'foreignNotional': 6535299.976549805}, {'timestamp': datetime.datetime(2020, 7, 5, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 228.4, 'low': 226.3, 'close': 227.85, 'trades': 5024, 'volume': 7338671, 'vwap': 227.58, 'lastSize': 217, 'turnover': 167009103520, 'homeNotional': 66461.49716762037, 'foreignNotional': 15124942.130672539}]
2020-07-06 04:00:20 INFO: prepare candles [CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED'), CandleItem(low=227.4, high=228.65, open=227.85, close=228.15, color='GREEN'), CandleItem(low=226.3, high=228.4, open=226.3, close=227.85, color='GREEN')]
2020-07-06 04:00:20 INFO: last_candle=CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED')
2020-07-06 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-06 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED')
2020-07-06 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.4, high=228.65, open=227.85, close=228.15, color='GREEN')
2020-07-06 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.3, high=228.4, open=226.3, close=227.85, color='GREEN')
2020-07-06 04:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-06 04:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-06 04:00:20 INFO: place order: start candle=CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED') ticker='ETHUSD' price_offset=0.1
2020-07-06 04:00:20 INFO: place order: side_factor=1 init_trigger_price=227.39999999999998 init_order_price=227.35 stop_price_offset=0.0 candle.size=1.0500000000000114 stop_price=228.5 take_price=221.04999999999993
2020-07-06 04:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('227.3999999999999772626324556767940521240234375') init_order_price=Decimal('227.349999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.0500000000000114 stop_price=Decimal('228.5') take_price=Decimal('221.049999999999926103555480949580669403076171875')
2020-07-06 04:00:20 INFO: place order: compute qty=-727
2020-07-06 04:00:20 INFO: place order: save order to db 1582a5c9c2ba4821a6a9d59892fb9f25; response=True
2020-07-06 04:00:20 INFO: post order to exchange resp={'orderID': '1cad3706-cde0-ffef-9b7d-18e32ee0392c', 'clOrdID': '1582a5c9c2ba4821a6a9d59892fb9f25', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 227.35, 'displayQty': None, 'stopPx': 227.4, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc())}
2020-07-06 04:00:20 INFO: place new init order {'qty': -727, 'init_price': Decimal('227.3999999999999772626324556767940521240234375'), 'stop_price': Decimal('228.5'), 'take_price': Decimal('221.049999999999926103555480949580669403076171875'), 'order_uid': '1582a5c9c2ba4821a6a9d59892fb9f25', 'response': {'orderID': '1cad3706-cde0-ffef-9b7d-18e32ee0392c', 'clOrdID': '1582a5c9c2ba4821a6a9d59892fb9f25', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 227.35, 'displayQty': None, 'stopPx': 227.4, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc())}}
2020-07-06 04:00:20 INFO: init new order end
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: 
2020-07-06 04:00:20 INFO: process event {'orderID': '1cad3706-cde0-ffef-9b7d-18e32ee0392c', 'clOrdID': '1582a5c9c2ba4821a6a9d59892fb9f25', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 227.35, 'displayQty': None, 'stopPx': 227.4, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-06T01:00:20.880Z', 'timestamp': '2020-07-06T01:00:20.880Z'}
2020-07-06 04:00:20 INFO: skip event 1582a5c9c2ba4821a6a9d59892fb9f25 New
2020-07-06 04:02:00 INFO: 
2020-07-06 04:02:00 INFO: 
2020-07-06 04:02:00 INFO: 
2020-07-06 04:02:00 INFO: 
2020-07-06 04:02:00 INFO: clearing start
2020-07-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 04:02:00 INFO: skip by not found init order into storage
2020-07-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 04:02:00 INFO: skip by not found init order into storage
2020-07-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 04:02:00 INFO: skip by not found init order into storage
2020-07-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 04:02:00 INFO: skip by not found init order into storage
2020-07-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 04:02:00 INFO: skip by not found init order into storage
2020-07-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 04:02:00 INFO: skip by not found init order into storage
2020-07-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1cad3706-cde0-ffef-9b7d-18e32ee0392c', 'clOrdID': '1582a5c9c2ba4821a6a9d59892fb9f25', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 227.35, 'displayQty': None, 'stopPx': 227.4, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc())}
2020-07-06 04:02:00 INFO: order time=2020-07-06 01:00:20.880000+00:00; delta from now UTC=0:01:39.172590 time_delta.total_seconds()=99.17259; time_diff_offset='3600'
2020-07-06 04:02:00 INFO: skip by time diff 2020-07-06 01:00:20.880000+00:00
2020-07-06 04:02:00 INFO: clearing end
2020-07-06 04:02:00 INFO: 
2020-07-06 04:02:00 INFO: 
2020-07-06 04:02:00 INFO: 
2020-07-06 04:02:00 INFO: 
2020-07-06 04:10:42 ERROR: Error : Connection is already closed.
2020-07-06 04:10:42 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f863459cd30>>: Connection is already closed.
2020-07-06 04:10:42 INFO: Websocket Closed
2020-07-06 04:10:42 WARNING: reconnect to socket
2020-07-06 04:10:42 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-06 04:10:42 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-06 04:10:42 INFO: Authenticating with API Key.
2020-07-06 04:10:43 INFO: Connected to WS.
2020-07-06 05:00:20 INFO: 
2020-07-06 05:00:20 INFO: 
2020-07-06 05:00:20 INFO: 
2020-07-06 05:00:20 INFO: 
2020-07-06 05:00:20 INFO: init new order start
2020-07-06 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.45, 'low': 227.45, 'close': 228.4, 'trades': 1006, 'volume': 1639776, 'vwap': 228.13, 'lastSize': 458, 'turnover': 37407230205, 'homeNotional': 14891.85929933545, 'foreignNotional': 3397191.739697614}, {'timestamp': datetime.datetime(2020, 7, 6, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.15, 'high': 228.5, 'low': 227.45, 'close': 227.5, 'trades': 1557, 'volume': 1843037, 'vwap': 227.94, 'lastSize': 1386, 'turnover': 42008701635, 'homeNotional': 16726.38991479129, 'foreignNotional': 3812483.771918093}, {'timestamp': datetime.datetime(2020, 7, 6, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 228.65, 'low': 227.4, 'close': 228.15, 'trades': 2606, 'volume': 3156632, 'vwap': 228.04, 'lastSize': 1, 'turnover': 71980881080, 'homeNotional': 28659.7290884423, 'foreignNotional': 6535299.976549805}]
2020-07-06 05:00:20 INFO: prepare candles [CandleItem(low=227.45, high=228.45, open=227.5, close=228.4, color='GREEN'), CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED'), CandleItem(low=227.4, high=228.65, open=227.85, close=228.15, color='GREEN')]
2020-07-06 05:00:20 INFO: skip by colors first_candle=CandleItem(low=227.4, high=228.65, open=227.85, close=228.15, color='GREEN') second_candle=CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED') last_candle=CandleItem(low=227.45, high=228.45, open=227.5, close=228.4, color='GREEN')
2020-07-06 05:00:20 INFO: check need new order None
2020-07-06 05:00:20 INFO: init new order end
2020-07-06 05:00:20 INFO: 
2020-07-06 05:00:20 INFO: 
2020-07-06 05:00:20 INFO: 
2020-07-06 05:00:20 INFO: 
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: clearing start
2020-07-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 05:02:00 INFO: skip by not found init order into storage
2020-07-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 05:02:00 INFO: skip by not found init order into storage
2020-07-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 05:02:00 INFO: skip by not found init order into storage
2020-07-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 05:02:00 INFO: skip by not found init order into storage
2020-07-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 05:02:00 INFO: skip by not found init order into storage
2020-07-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 05:02:00 INFO: skip by not found init order into storage
2020-07-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1cad3706-cde0-ffef-9b7d-18e32ee0392c', 'clOrdID': '1582a5c9c2ba4821a6a9d59892fb9f25', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 227.35, 'displayQty': None, 'stopPx': 227.4, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc())}
2020-07-06 05:02:00 INFO: order time=2020-07-06 01:00:20.880000+00:00; delta from now UTC=1:01:39.611715 time_delta.total_seconds()=3699.611715; time_diff_offset='3600'
2020-07-06 05:02:00 INFO: clear order 1582a5c9c2ba4821a6a9d59892fb9f25
2020-07-06 05:02:00 INFO: cancel order resp=[{'orderID': '1cad3706-cde0-ffef-9b7d-18e32ee0392c', 'clOrdID': '1582a5c9c2ba4821a6a9d59892fb9f25', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 227.35, 'displayQty': None, 'stopPx': 227.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 1, 0, 20, 880000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 2, 2, 0, 610000, tzinfo=tzutc())}]
2020-07-06 05:02:00 INFO: clearing end
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: 
2020-07-06 05:02:00 INFO: process event {'orderID': '1cad3706-cde0-ffef-9b7d-18e32ee0392c', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-07-06T02:02:00.610Z', 'clOrdID': '1582a5c9c2ba4821a6a9d59892fb9f25', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 05:02:00 INFO: skip event 1582a5c9c2ba4821a6a9d59892fb9f25 Canceled
2020-07-06 06:00:20 INFO: 
2020-07-06 06:00:20 INFO: 
2020-07-06 06:00:20 INFO: 
2020-07-06 06:00:20 INFO: 
2020-07-06 06:00:20 INFO: init new order start
2020-07-06 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 229.05, 'low': 228.2, 'close': 228.3, 'trades': 2335, 'volume': 3504313, 'vwap': 228.76, 'lastSize': 21, 'turnover': 80162969590, 'homeNotional': 31892.977942110494, 'foreignNotional': 7295688.014771284}, {'timestamp': datetime.datetime(2020, 7, 6, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.45, 'low': 227.45, 'close': 228.4, 'trades': 1006, 'volume': 1639776, 'vwap': 228.13, 'lastSize': 458, 'turnover': 37407230205, 'homeNotional': 14891.85929933545, 'foreignNotional': 3397191.739697614}, {'timestamp': datetime.datetime(2020, 7, 6, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.15, 'high': 228.5, 'low': 227.45, 'close': 227.5, 'trades': 1557, 'volume': 1843037, 'vwap': 227.94, 'lastSize': 1386, 'turnover': 42008701635, 'homeNotional': 16726.38991479129, 'foreignNotional': 3812483.771918093}]
2020-07-06 06:00:20 INFO: prepare candles [CandleItem(low=228.2, high=229.05, open=228.4, close=228.3, color='RED'), CandleItem(low=227.45, high=228.45, open=227.5, close=228.4, color='GREEN'), CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED')]
2020-07-06 06:00:20 INFO: skip by colors first_candle=CandleItem(low=227.45, high=228.5, open=228.15, close=227.5, color='RED') second_candle=CandleItem(low=227.45, high=228.45, open=227.5, close=228.4, color='GREEN') last_candle=CandleItem(low=228.2, high=229.05, open=228.4, close=228.3, color='RED')
2020-07-06 06:00:20 INFO: check need new order None
2020-07-06 06:00:20 INFO: init new order end
2020-07-06 06:00:20 INFO: 
2020-07-06 06:00:20 INFO: 
2020-07-06 06:00:20 INFO: 
2020-07-06 06:00:20 INFO: 
2020-07-06 06:02:00 INFO: 
2020-07-06 06:02:00 INFO: 
2020-07-06 06:02:00 INFO: 
2020-07-06 06:02:00 INFO: 
2020-07-06 06:02:00 INFO: clearing start
2020-07-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 06:02:00 INFO: skip by not found init order into storage
2020-07-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 06:02:00 INFO: skip by not found init order into storage
2020-07-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 06:02:00 INFO: skip by not found init order into storage
2020-07-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 06:02:00 INFO: skip by not found init order into storage
2020-07-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 06:02:00 INFO: skip by not found init order into storage
2020-07-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 06:02:00 INFO: skip by not found init order into storage
2020-07-06 06:02:00 INFO: clearing end
2020-07-06 06:02:00 INFO: 
2020-07-06 06:02:00 INFO: 
2020-07-06 06:02:00 INFO: 
2020-07-06 06:02:00 INFO: 
2020-07-06 06:25:11 ERROR: Error : Connection is already closed.
2020-07-06 06:25:11 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f8637f5a670>>: Connection is already closed.
2020-07-06 06:25:11 INFO: Websocket Closed
2020-07-06 06:25:12 WARNING: reconnect to socket
2020-07-06 06:25:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-06 06:25:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-06 06:25:12 INFO: Authenticating with API Key.
2020-07-06 06:25:13 INFO: Connected to WS.
2020-07-06 07:00:20 INFO: 
2020-07-06 07:00:20 INFO: 
2020-07-06 07:00:20 INFO: 
2020-07-06 07:00:20 INFO: 
2020-07-06 07:00:20 INFO: init new order start
2020-07-06 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.3, 'high': 228.55, 'low': 227.85, 'close': 228.3, 'trades': 1105, 'volume': 1163420, 'vwap': 228.14, 'lastSize': 4, 'turnover': 26541920230, 'homeNotional': 10573.239951552958, 'foreignNotional': 2412148.6601847527}, {'timestamp': datetime.datetime(2020, 7, 6, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 229.05, 'low': 228.2, 'close': 228.3, 'trades': 2335, 'volume': 3504313, 'vwap': 228.76, 'lastSize': 21, 'turnover': 80162969590, 'homeNotional': 31892.977942110494, 'foreignNotional': 7295688.014771284}, {'timestamp': datetime.datetime(2020, 7, 6, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.45, 'low': 227.45, 'close': 228.4, 'trades': 1006, 'volume': 1639776, 'vwap': 228.13, 'lastSize': 458, 'turnover': 37407230205, 'homeNotional': 14891.85929933545, 'foreignNotional': 3397191.739697614}]
2020-07-06 07:00:20 INFO: skip by found empty buckets
2020-07-06 07:00:20 INFO: check need new order None
2020-07-06 07:00:20 INFO: init new order end
2020-07-06 07:00:20 INFO: 
2020-07-06 07:00:20 INFO: 
2020-07-06 07:00:20 INFO: 
2020-07-06 07:00:20 INFO: 
2020-07-06 07:02:00 INFO: 
2020-07-06 07:02:00 INFO: 
2020-07-06 07:02:00 INFO: 
2020-07-06 07:02:00 INFO: 
2020-07-06 07:02:00 INFO: clearing start
2020-07-06 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 07:02:01 INFO: skip by not found init order into storage
2020-07-06 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 07:02:01 INFO: skip by not found init order into storage
2020-07-06 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 07:02:01 INFO: skip by not found init order into storage
2020-07-06 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 07:02:01 INFO: skip by not found init order into storage
2020-07-06 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 07:02:01 INFO: skip by not found init order into storage
2020-07-06 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 07:02:01 INFO: skip by not found init order into storage
2020-07-06 07:02:01 INFO: clearing end
2020-07-06 07:02:01 INFO: 
2020-07-06 07:02:01 INFO: 
2020-07-06 07:02:01 INFO: 
2020-07-06 07:02:01 INFO: 
2020-07-06 07:38:40 ERROR: Error : Connection is already closed.
2020-07-06 07:38:40 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f86345acfa0>>: Connection is already closed.
2020-07-06 07:38:40 INFO: Websocket Closed
2020-07-06 07:38:40 WARNING: reconnect to socket
2020-07-06 07:38:40 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-06 07:38:40 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-06 07:38:40 INFO: Authenticating with API Key.
2020-07-06 07:38:41 INFO: Connected to WS.
2020-07-06 08:00:20 INFO: 
2020-07-06 08:00:20 INFO: 
2020-07-06 08:00:20 INFO: 
2020-07-06 08:00:20 INFO: 
2020-07-06 08:00:20 INFO: init new order start
2020-07-06 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.3, 'high': 228.65, 'low': 228.1, 'close': 228.2, 'trades': 835, 'volume': 887550, 'vwap': 228.38, 'lastSize': 1, 'turnover': 20269552300, 'homeNotional': 8068.1840484065215, 'foreignNotional': 1842583.479369087}, {'timestamp': datetime.datetime(2020, 7, 6, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.3, 'high': 228.55, 'low': 227.85, 'close': 228.3, 'trades': 1105, 'volume': 1163420, 'vwap': 228.14, 'lastSize': 4, 'turnover': 26541920230, 'homeNotional': 10573.239951552958, 'foreignNotional': 2412148.6601847527}, {'timestamp': datetime.datetime(2020, 7, 6, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 229.05, 'low': 228.2, 'close': 228.3, 'trades': 2335, 'volume': 3504313, 'vwap': 228.76, 'lastSize': 21, 'turnover': 80162969590, 'homeNotional': 31892.977942110494, 'foreignNotional': 7295688.014771284}]
2020-07-06 08:00:20 INFO: skip by found empty buckets
2020-07-06 08:00:20 INFO: check need new order None
2020-07-06 08:00:20 INFO: init new order end
2020-07-06 08:00:20 INFO: 
2020-07-06 08:00:20 INFO: 
2020-07-06 08:00:20 INFO: 
2020-07-06 08:00:20 INFO: 
2020-07-06 08:02:00 INFO: 
2020-07-06 08:02:00 INFO: 
2020-07-06 08:02:00 INFO: 
2020-07-06 08:02:00 INFO: 
2020-07-06 08:02:00 INFO: clearing start
2020-07-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 08:02:00 INFO: skip by not found init order into storage
2020-07-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 08:02:00 INFO: skip by not found init order into storage
2020-07-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 08:02:00 INFO: skip by not found init order into storage
2020-07-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 08:02:00 INFO: skip by not found init order into storage
2020-07-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 08:02:00 INFO: skip by not found init order into storage
2020-07-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 08:02:00 INFO: skip by not found init order into storage
2020-07-06 08:02:00 INFO: clearing end
2020-07-06 08:02:00 INFO: 
2020-07-06 08:02:00 INFO: 
2020-07-06 08:02:00 INFO: 
2020-07-06 08:02:00 INFO: 
2020-07-06 09:00:20 INFO: 
2020-07-06 09:00:20 INFO: 
2020-07-06 09:00:20 INFO: 
2020-07-06 09:00:20 INFO: 
2020-07-06 09:00:20 INFO: init new order start
2020-07-06 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.2, 'high': 229.5, 'low': 228.15, 'close': 229.4, 'trades': 2702, 'volume': 5221418, 'vwap': 228.81, 'lastSize': 7, 'turnover': 119468496415, 'homeNotional': 47498.08968123036, 'foreignNotional': 10867798.2636367}, {'timestamp': datetime.datetime(2020, 7, 6, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.3, 'high': 228.65, 'low': 228.1, 'close': 228.2, 'trades': 835, 'volume': 887550, 'vwap': 228.38, 'lastSize': 1, 'turnover': 20269552300, 'homeNotional': 8068.1840484065215, 'foreignNotional': 1842583.479369087}, {'timestamp': datetime.datetime(2020, 7, 6, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.3, 'high': 228.55, 'low': 227.85, 'close': 228.3, 'trades': 1105, 'volume': 1163420, 'vwap': 228.14, 'lastSize': 4, 'turnover': 26541920230, 'homeNotional': 10573.239951552958, 'foreignNotional': 2412148.6601847527}]
2020-07-06 09:00:20 INFO: skip by found empty buckets
2020-07-06 09:00:20 INFO: check need new order None
2020-07-06 09:00:20 INFO: init new order end
2020-07-06 09:00:20 INFO: 
2020-07-06 09:00:20 INFO: 
2020-07-06 09:00:20 INFO: 
2020-07-06 09:00:20 INFO: 
2020-07-06 09:02:00 INFO: 
2020-07-06 09:02:00 INFO: 
2020-07-06 09:02:00 INFO: 
2020-07-06 09:02:00 INFO: 
2020-07-06 09:02:00 INFO: clearing start
2020-07-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 09:02:00 INFO: skip by not found init order into storage
2020-07-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 09:02:00 INFO: skip by not found init order into storage
2020-07-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 230.5, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 210000, tzinfo=tzutc())}
2020-07-06 09:02:00 INFO: skip by not found init order into storage
2020-07-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc())}
2020-07-06 09:02:00 INFO: skip by not found init order into storage
2020-07-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 09:02:00 INFO: skip by not found init order into storage
2020-07-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 09:02:00 INFO: skip by not found init order into storage
2020-07-06 09:02:00 INFO: clearing end
2020-07-06 09:02:00 INFO: 
2020-07-06 09:02:00 INFO: 
2020-07-06 09:02:00 INFO: 
2020-07-06 09:02:00 INFO: 
2020-07-06 09:09:17 INFO: process event {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-06T06:09:17.356Z', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 09:09:17 INFO: skip event 0bb35707e75d4ea4aef9495a7dbe7bca 
2020-07-06 09:09:17 INFO: process event {'orderID': '0c6c1a67-7251-e5f5-4dbd-15e56e4c5250', 'price': 230.45, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 667, 'avgPx': 230.45, 'transactTime': '2020-07-06T06:09:17.356Z', 'clOrdID': '0bb35707e75d4ea4aef9495a7dbe7bca', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-06T06:09:17.356Z'}
2020-07-06 09:09:17 INFO: add new event={'uid': '0bb35707e75d4ea4aef9495a7dbe7bca', 'status': 'Filled'}
2020-07-06 09:09:18 INFO: 
2020-07-06 09:09:18 INFO: 
2020-07-06 09:09:18 INFO: 
2020-07-06 09:09:18 INFO: 
2020-07-06 09:09:18 INFO: process event start
2020-07-06 09:09:18 INFO: fetch new order event 0bb35707e75d4ea4aef9495a7dbe7bca
2020-07-06 09:09:18 INFO: fetch orders by event init=None profit_pair=f1ac934ea029413586bdb62cd77bc49f
2020-07-06 09:09:18 INFO: process profit order filled
2020-07-06 09:09:18 INFO: cancel order=f1ac934ea029413586bdb62cd77bc49f [{'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 222.35, '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, 7, 5, 1, 20, 42, 244000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 6, 9, 18, 308000, tzinfo=tzutc())}]
2020-07-06 09:09:18 INFO: process event {'orderID': '63761f62-b043-e8e5-8467-8103d7839a81', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-06T06:09:18.308Z', 'clOrdID': 'f1ac934ea029413586bdb62cd77bc49f', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 09:09:18 INFO: skip event f1ac934ea029413586bdb62cd77bc49f Canceled
2020-07-06 09:09:18 INFO: end process event_processing_result='proceed profit order'
2020-07-06 09:09:18 INFO: 
2020-07-06 09:09:18 INFO: 
2020-07-06 09:09:18 INFO: 
2020-07-06 09:09:18 INFO: 
2020-07-06 10:00:20 INFO: 
2020-07-06 10:00:20 INFO: 
2020-07-06 10:00:20 INFO: 
2020-07-06 10:00:20 INFO: 
2020-07-06 10:00:20 INFO: init new order start
2020-07-06 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 233.5, 'low': 229.15, 'close': 232.95, 'trades': 9770, 'volume': 14105862, 'vwap': 231.27, 'lastSize': 1, 'turnover': 326221936805, 'homeNotional': 129126.27911382585, 'foreignNotional': 29863216.04058257}, {'timestamp': datetime.datetime(2020, 7, 6, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.2, 'high': 229.5, 'low': 228.15, 'close': 229.4, 'trades': 2702, 'volume': 5221418, 'vwap': 228.81, 'lastSize': 7, 'turnover': 119468496415, 'homeNotional': 47498.08968123036, 'foreignNotional': 10867798.2636367}, {'timestamp': datetime.datetime(2020, 7, 6, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.3, 'high': 228.65, 'low': 228.1, 'close': 228.2, 'trades': 835, 'volume': 887550, 'vwap': 228.38, 'lastSize': 1, 'turnover': 20269552300, 'homeNotional': 8068.1840484065215, 'foreignNotional': 1842583.479369087}]
2020-07-06 10:00:20 INFO: prepare candles [CandleItem(low=229.15, high=233.5, open=229.4, close=232.95, color='GREEN'), CandleItem(low=228.15, high=229.5, open=228.2, close=229.4, color='GREEN'), CandleItem(low=228.1, high=228.65, open=228.3, close=228.2, color='RED')]
2020-07-06 10:00:20 INFO: skip by colors first_candle=CandleItem(low=228.1, high=228.65, open=228.3, close=228.2, color='RED') second_candle=CandleItem(low=228.15, high=229.5, open=228.2, close=229.4, color='GREEN') last_candle=CandleItem(low=229.15, high=233.5, open=229.4, close=232.95, color='GREEN')
2020-07-06 10:00:20 INFO: check need new order None
2020-07-06 10:00:20 INFO: init new order end
2020-07-06 10:00:20 INFO: 
2020-07-06 10:00:20 INFO: 
2020-07-06 10:00:20 INFO: 
2020-07-06 10:00:20 INFO: 
2020-07-06 10:02:00 INFO: 
2020-07-06 10:02:00 INFO: 
2020-07-06 10:02:00 INFO: 
2020-07-06 10:02:00 INFO: 
2020-07-06 10:02:00 INFO: clearing start
2020-07-06 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 10:02:00 INFO: skip by not found init order into storage
2020-07-06 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 10:02:00 INFO: skip by not found init order into storage
2020-07-06 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 10:02:00 INFO: skip by not found init order into storage
2020-07-06 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 10:02:00 INFO: skip by not found init order into storage
2020-07-06 10:02:00 INFO: clearing end
2020-07-06 10:02:00 INFO: 
2020-07-06 10:02:00 INFO: 
2020-07-06 10:02:00 INFO: 
2020-07-06 10:02:00 INFO: 
2020-07-06 11:00:20 INFO: 
2020-07-06 11:00:20 INFO: 
2020-07-06 11:00:20 INFO: 
2020-07-06 11:00:20 INFO: 
2020-07-06 11:00:20 INFO: init new order start
2020-07-06 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 234.1, 'low': 232.6, 'close': 233.15, 'trades': 4038, 'volume': 4632016, 'vwap': 233.41, 'lastSize': 1469, 'turnover': 108114878905, 'homeNotional': 42630.12214247197, 'foreignNotional': 9950213.668960739}, {'timestamp': datetime.datetime(2020, 7, 6, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 233.5, 'low': 229.15, 'close': 232.95, 'trades': 9770, 'volume': 14105862, 'vwap': 231.27, 'lastSize': 1, 'turnover': 326221936805, 'homeNotional': 129126.27911382585, 'foreignNotional': 29863216.04058257}, {'timestamp': datetime.datetime(2020, 7, 6, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.2, 'high': 229.5, 'low': 228.15, 'close': 229.4, 'trades': 2702, 'volume': 5221418, 'vwap': 228.81, 'lastSize': 7, 'turnover': 119468496415, 'homeNotional': 47498.08968123036, 'foreignNotional': 10867798.2636367}]
2020-07-06 11:00:20 INFO: prepare candles [CandleItem(low=232.6, high=234.1, open=232.95, close=233.15, color='GREEN'), CandleItem(low=229.15, high=233.5, open=229.4, close=232.95, color='GREEN'), CandleItem(low=228.15, high=229.5, open=228.2, close=229.4, color='GREEN')]
2020-07-06 11:00:20 INFO: skip by colors first_candle=CandleItem(low=228.15, high=229.5, open=228.2, close=229.4, color='GREEN') second_candle=CandleItem(low=229.15, high=233.5, open=229.4, close=232.95, color='GREEN') last_candle=CandleItem(low=232.6, high=234.1, open=232.95, close=233.15, color='GREEN')
2020-07-06 11:00:20 INFO: check need new order None
2020-07-06 11:00:20 INFO: init new order end
2020-07-06 11:00:20 INFO: 
2020-07-06 11:00:20 INFO: 
2020-07-06 11:00:20 INFO: 
2020-07-06 11:00:20 INFO: 
2020-07-06 11:02:00 INFO: 
2020-07-06 11:02:00 INFO: 
2020-07-06 11:02:00 INFO: 
2020-07-06 11:02:00 INFO: 
2020-07-06 11:02:00 INFO: clearing start
2020-07-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 11:02:00 INFO: skip by not found init order into storage
2020-07-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 11:02:00 INFO: skip by not found init order into storage
2020-07-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 11:02:00 INFO: skip by not found init order into storage
2020-07-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 11:02:00 INFO: skip by not found init order into storage
2020-07-06 11:02:00 INFO: clearing end
2020-07-06 11:02:00 INFO: 
2020-07-06 11:02:00 INFO: 
2020-07-06 11:02:00 INFO: 
2020-07-06 11:02:00 INFO: 
2020-07-06 12:00:20 INFO: 
2020-07-06 12:00:20 INFO: 
2020-07-06 12:00:20 INFO: 
2020-07-06 12:00:20 INFO: 
2020-07-06 12:00:20 INFO: init new order start
2020-07-06 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.85, 'low': 233.0, 'close': 233.85, 'trades': 2310, 'volume': 4267664, 'vwap': 233.38, 'lastSize': 100, 'turnover': 99597311225, 'homeNotional': 39240.571919397385, 'foreignNotional': 9157833.629736068}, {'timestamp': datetime.datetime(2020, 7, 6, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 234.1, 'low': 232.6, 'close': 233.15, 'trades': 4038, 'volume': 4632016, 'vwap': 233.41, 'lastSize': 1469, 'turnover': 108114878905, 'homeNotional': 42630.12214247197, 'foreignNotional': 9950213.668960739}, {'timestamp': datetime.datetime(2020, 7, 6, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 233.5, 'low': 229.15, 'close': 232.95, 'trades': 9770, 'volume': 14105862, 'vwap': 231.27, 'lastSize': 1, 'turnover': 326221936805, 'homeNotional': 129126.27911382585, 'foreignNotional': 29863216.04058257}]
2020-07-06 12:00:20 INFO: prepare candles [CandleItem(low=233.0, high=233.85, open=233.15, close=233.85, color='GREEN'), CandleItem(low=232.6, high=234.1, open=232.95, close=233.15, color='GREEN'), CandleItem(low=229.15, high=233.5, open=229.4, close=232.95, color='GREEN')]
2020-07-06 12:00:20 INFO: skip by colors first_candle=CandleItem(low=229.15, high=233.5, open=229.4, close=232.95, color='GREEN') second_candle=CandleItem(low=232.6, high=234.1, open=232.95, close=233.15, color='GREEN') last_candle=CandleItem(low=233.0, high=233.85, open=233.15, close=233.85, color='GREEN')
2020-07-06 12:00:20 INFO: check need new order None
2020-07-06 12:00:20 INFO: init new order end
2020-07-06 12:00:20 INFO: 
2020-07-06 12:00:20 INFO: 
2020-07-06 12:00:20 INFO: 
2020-07-06 12:00:20 INFO: 
2020-07-06 12:02:00 INFO: 
2020-07-06 12:02:00 INFO: 
2020-07-06 12:02:00 INFO: 
2020-07-06 12:02:00 INFO: 
2020-07-06 12:02:00 INFO: clearing start
2020-07-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 12:02:00 INFO: skip by not found init order into storage
2020-07-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 12:02:00 INFO: skip by not found init order into storage
2020-07-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 12:02:00 INFO: skip by not found init order into storage
2020-07-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 12:02:00 INFO: skip by not found init order into storage
2020-07-06 12:02:00 INFO: clearing end
2020-07-06 12:02:00 INFO: 
2020-07-06 12:02:00 INFO: 
2020-07-06 12:02:00 INFO: 
2020-07-06 12:02:00 INFO: 
2020-07-06 13:00:21 INFO: 
2020-07-06 13:00:21 INFO: 
2020-07-06 13:00:21 INFO: 
2020-07-06 13:00:21 INFO: 
2020-07-06 13:00:21 INFO: init new order start
2020-07-06 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.85, 'high': 234.35, 'low': 232.95, 'close': 234.2, 'trades': 2644, 'volume': 4393428, 'vwap': 233.76, 'lastSize': 100, 'turnover': 102696551460, 'homeNotional': 40382.68077531636, 'foreignNotional': 9439473.016182039}, {'timestamp': datetime.datetime(2020, 7, 6, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.85, 'low': 233.0, 'close': 233.85, 'trades': 2310, 'volume': 4267664, 'vwap': 233.38, 'lastSize': 100, 'turnover': 99597311225, 'homeNotional': 39240.571919397385, 'foreignNotional': 9157833.629736068}, {'timestamp': datetime.datetime(2020, 7, 6, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 234.1, 'low': 232.6, 'close': 233.15, 'trades': 4038, 'volume': 4632016, 'vwap': 233.41, 'lastSize': 1469, 'turnover': 108114878905, 'homeNotional': 42630.12214247197, 'foreignNotional': 9950213.668960739}]
2020-07-06 13:00:21 INFO: prepare candles [CandleItem(low=232.95, high=234.35, open=233.85, close=234.2, color='GREEN'), CandleItem(low=233.0, high=233.85, open=233.15, close=233.85, color='GREEN'), CandleItem(low=232.6, high=234.1, open=232.95, close=233.15, color='GREEN')]
2020-07-06 13:00:21 INFO: skip by colors first_candle=CandleItem(low=232.6, high=234.1, open=232.95, close=233.15, color='GREEN') second_candle=CandleItem(low=233.0, high=233.85, open=233.15, close=233.85, color='GREEN') last_candle=CandleItem(low=232.95, high=234.35, open=233.85, close=234.2, color='GREEN')
2020-07-06 13:00:21 INFO: check need new order None
2020-07-06 13:00:21 INFO: init new order end
2020-07-06 13:00:21 INFO: 
2020-07-06 13:00:21 INFO: 
2020-07-06 13:00:21 INFO: 
2020-07-06 13:00:21 INFO: 
2020-07-06 13:02:00 INFO: 
2020-07-06 13:02:00 INFO: 
2020-07-06 13:02:00 INFO: 
2020-07-06 13:02:00 INFO: 
2020-07-06 13:02:00 INFO: clearing start
2020-07-06 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 13:02:00 INFO: skip by not found init order into storage
2020-07-06 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 13:02:00 INFO: skip by not found init order into storage
2020-07-06 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 13:02:00 INFO: skip by not found init order into storage
2020-07-06 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 13:02:00 INFO: skip by not found init order into storage
2020-07-06 13:02:00 INFO: clearing end
2020-07-06 13:02:00 INFO: 
2020-07-06 13:02:00 INFO: 
2020-07-06 13:02:00 INFO: 
2020-07-06 13:02:00 INFO: 
2020-07-06 14:00:20 INFO: 
2020-07-06 14:00:20 INFO: 
2020-07-06 14:00:20 INFO: 
2020-07-06 14:00:20 INFO: 
2020-07-06 14:00:20 INFO: init new order start
2020-07-06 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.7, 'low': 233.3, 'close': 233.8, 'trades': 2199, 'volume': 2678126, 'vwap': 234.1, 'lastSize': 1638, 'turnover': 62692469460, 'homeNotional': 24635.42239362507, 'foreignNotional': 5766933.335860655}, {'timestamp': datetime.datetime(2020, 7, 6, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.85, 'high': 234.35, 'low': 232.95, 'close': 234.2, 'trades': 2644, 'volume': 4393428, 'vwap': 233.76, 'lastSize': 100, 'turnover': 102696551460, 'homeNotional': 40382.68077531636, 'foreignNotional': 9439473.016182039}, {'timestamp': datetime.datetime(2020, 7, 6, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.85, 'low': 233.0, 'close': 233.85, 'trades': 2310, 'volume': 4267664, 'vwap': 233.38, 'lastSize': 100, 'turnover': 99597311225, 'homeNotional': 39240.571919397385, 'foreignNotional': 9157833.629736068}]
2020-07-06 14:00:20 INFO: prepare candles [CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED'), CandleItem(low=232.95, high=234.35, open=233.85, close=234.2, color='GREEN'), CandleItem(low=233.0, high=233.85, open=233.15, close=233.85, color='GREEN')]
2020-07-06 14:00:20 INFO: last_candle=CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED')
2020-07-06 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-06 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED')
2020-07-06 14:00:20 INFO: skip by CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-06 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-06 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED')
2020-07-06 14:00:20 INFO: skip by CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-06 14:00:20 INFO: not found applicable config for candle
2020-07-06 14:00:20 INFO: check need new order None
2020-07-06 14:00:20 INFO: init new order end
2020-07-06 14:00:20 INFO: 
2020-07-06 14:00:20 INFO: 
2020-07-06 14:00:20 INFO: 
2020-07-06 14:00:20 INFO: 
2020-07-06 14:02:00 INFO: 
2020-07-06 14:02:00 INFO: 
2020-07-06 14:02:00 INFO: 
2020-07-06 14:02:00 INFO: 
2020-07-06 14:02:00 INFO: clearing start
2020-07-06 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 14:02:00 INFO: skip by not found init order into storage
2020-07-06 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 14:02:00 INFO: skip by not found init order into storage
2020-07-06 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 14:02:00 INFO: skip by not found init order into storage
2020-07-06 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 14:02:00 INFO: skip by not found init order into storage
2020-07-06 14:02:00 INFO: clearing end
2020-07-06 14:02:00 INFO: 
2020-07-06 14:02:00 INFO: 
2020-07-06 14:02:00 INFO: 
2020-07-06 14:02:00 INFO: 
2020-07-06 15:00:20 INFO: 
2020-07-06 15:00:20 INFO: 
2020-07-06 15:00:20 INFO: 
2020-07-06 15:00:20 INFO: 
2020-07-06 15:00:20 INFO: init new order start
2020-07-06 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 235.95, 'low': 233.75, 'close': 235.85, 'trades': 3238, 'volume': 3307592, 'vwap': 234.71, 'lastSize': 200, 'turnover': 77631319765, 'homeNotional': 30452.67231704901, 'foreignNotional': 7147457.75625673}, {'timestamp': datetime.datetime(2020, 7, 6, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.7, 'low': 233.3, 'close': 233.8, 'trades': 2199, 'volume': 2678126, 'vwap': 234.1, 'lastSize': 1638, 'turnover': 62692469460, 'homeNotional': 24635.42239362507, 'foreignNotional': 5766933.335860655}, {'timestamp': datetime.datetime(2020, 7, 6, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.85, 'high': 234.35, 'low': 232.95, 'close': 234.2, 'trades': 2644, 'volume': 4393428, 'vwap': 233.76, 'lastSize': 100, 'turnover': 102696551460, 'homeNotional': 40382.68077531636, 'foreignNotional': 9439473.016182039}]
2020-07-06 15:00:21 INFO: prepare candles [CandleItem(low=233.75, high=235.95, open=233.8, close=235.85, color='GREEN'), CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED'), CandleItem(low=232.95, high=234.35, open=233.85, close=234.2, color='GREEN')]
2020-07-06 15:00:21 INFO: skip by colors first_candle=CandleItem(low=232.95, high=234.35, open=233.85, close=234.2, color='GREEN') second_candle=CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED') last_candle=CandleItem(low=233.75, high=235.95, open=233.8, close=235.85, color='GREEN')
2020-07-06 15:00:21 INFO: check need new order None
2020-07-06 15:00:21 INFO: init new order end
2020-07-06 15:00:21 INFO: 
2020-07-06 15:00:21 INFO: 
2020-07-06 15:00:21 INFO: 
2020-07-06 15:00:21 INFO: 
2020-07-06 15:02:00 INFO: 
2020-07-06 15:02:00 INFO: 
2020-07-06 15:02:00 INFO: 
2020-07-06 15:02:00 INFO: 
2020-07-06 15:02:00 INFO: clearing start
2020-07-06 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 15:02:00 INFO: skip by not found init order into storage
2020-07-06 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 15:02:00 INFO: skip by not found init order into storage
2020-07-06 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 15:02:00 INFO: skip by not found init order into storage
2020-07-06 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 15:02:00 INFO: skip by not found init order into storage
2020-07-06 15:02:00 INFO: clearing end
2020-07-06 15:02:00 INFO: 
2020-07-06 15:02:00 INFO: 
2020-07-06 15:02:00 INFO: 
2020-07-06 15:02:00 INFO: 
2020-07-06 16:00:20 INFO: 
2020-07-06 16:00:20 INFO: 
2020-07-06 16:00:20 INFO: 
2020-07-06 16:00:20 INFO: 
2020-07-06 16:00:20 INFO: init new order start
2020-07-06 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.85, 'high': 237.8, 'low': 234.95, 'close': 237.25, 'trades': 5892, 'volume': 8737649, 'vwap': 236.24, 'lastSize': 1, 'turnover': 206410428305, 'homeNotional': 80718.56995899306, 'foreignNotional': 19068345.628719393}, {'timestamp': datetime.datetime(2020, 7, 6, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 235.95, 'low': 233.75, 'close': 235.85, 'trades': 3238, 'volume': 3307592, 'vwap': 234.71, 'lastSize': 200, 'turnover': 77631319765, 'homeNotional': 30452.67231704901, 'foreignNotional': 7147457.75625673}, {'timestamp': datetime.datetime(2020, 7, 6, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.7, 'low': 233.3, 'close': 233.8, 'trades': 2199, 'volume': 2678126, 'vwap': 234.1, 'lastSize': 1638, 'turnover': 62692469460, 'homeNotional': 24635.42239362507, 'foreignNotional': 5766933.335860655}]
2020-07-06 16:00:20 INFO: prepare candles [CandleItem(low=234.95, high=237.8, open=235.85, close=237.25, color='GREEN'), CandleItem(low=233.75, high=235.95, open=233.8, close=235.85, color='GREEN'), CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED')]
2020-07-06 16:00:20 INFO: skip by colors first_candle=CandleItem(low=233.3, high=234.7, open=234.2, close=233.8, color='RED') second_candle=CandleItem(low=233.75, high=235.95, open=233.8, close=235.85, color='GREEN') last_candle=CandleItem(low=234.95, high=237.8, open=235.85, close=237.25, color='GREEN')
2020-07-06 16:00:20 INFO: check need new order None
2020-07-06 16:00:20 INFO: init new order end
2020-07-06 16:00:20 INFO: 
2020-07-06 16:00:20 INFO: 
2020-07-06 16:00:20 INFO: 
2020-07-06 16:00:20 INFO: 
2020-07-06 16:02:00 INFO: 
2020-07-06 16:02:00 INFO: 
2020-07-06 16:02:00 INFO: 
2020-07-06 16:02:00 INFO: 
2020-07-06 16:02:00 INFO: clearing start
2020-07-06 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 16:02:00 INFO: skip by not found init order into storage
2020-07-06 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 16:02:00 INFO: skip by not found init order into storage
2020-07-06 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 16:02:00 INFO: skip by not found init order into storage
2020-07-06 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 16:02:00 INFO: skip by not found init order into storage
2020-07-06 16:02:00 INFO: clearing end
2020-07-06 16:02:00 INFO: 
2020-07-06 16:02:00 INFO: 
2020-07-06 16:02:00 INFO: 
2020-07-06 16:02:00 INFO: 
2020-07-06 17:00:20 INFO: 
2020-07-06 17:00:20 INFO: 
2020-07-06 17:00:20 INFO: 
2020-07-06 17:00:20 INFO: 
2020-07-06 17:00:20 INFO: init new order start
2020-07-06 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.6, 'low': 236.4, 'close': 237.0, 'trades': 3922, 'volume': 5042393, 'vwap': 236.83, 'lastSize': 650, 'turnover': 119415127620, 'homeNotional': 46672.84402455567, 'foreignNotional': 11053178.330584802}, {'timestamp': datetime.datetime(2020, 7, 6, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.85, 'high': 237.8, 'low': 234.95, 'close': 237.25, 'trades': 5892, 'volume': 8737649, 'vwap': 236.24, 'lastSize': 1, 'turnover': 206410428305, 'homeNotional': 80718.56995899306, 'foreignNotional': 19068345.628719393}, {'timestamp': datetime.datetime(2020, 7, 6, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 235.95, 'low': 233.75, 'close': 235.85, 'trades': 3238, 'volume': 3307592, 'vwap': 234.71, 'lastSize': 200, 'turnover': 77631319765, 'homeNotional': 30452.67231704901, 'foreignNotional': 7147457.75625673}]
2020-07-06 17:00:20 INFO: prepare candles [CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED'), CandleItem(low=234.95, high=237.8, open=235.85, close=237.25, color='GREEN'), CandleItem(low=233.75, high=235.95, open=233.8, close=235.85, color='GREEN')]
2020-07-06 17:00:20 INFO: last_candle=CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED')
2020-07-06 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-06 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=236.4, high=237.6, open=237.25, close=237.0, color='RED')
2020-07-06 17:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.95, high=237.8, open=235.85, close=237.25, color='GREEN')
2020-07-06 17:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.75, high=235.95, open=233.8, close=235.85, color='GREEN')
2020-07-06 17:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-06 17:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-06 17:00:20 INFO: place order: start candle=CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED') ticker='ETHUSD' price_offset=0.1
2020-07-06 17:00:20 INFO: place order: side_factor=1 init_trigger_price=236.35 init_order_price=236.3 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=237.6 take_price=229.10000000000008
2020-07-06 17:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('236.349999999999994315658113919198513031005859375') init_order_price=Decimal('236.30000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('237.599999999999994315658113919198513031005859375') take_price=Decimal('229.10000000000007958078640513122081756591796875')
2020-07-06 17:00:20 INFO: place order: compute qty=-640
2020-07-06 17:00:20 INFO: place order: save order to db f18e452edcbe4fb997f7bed9151b447d; response=True
2020-07-06 17:00:21 INFO: post order to exchange resp={'orderID': '8ca98402-4f4a-984d-4101-c354b93ec09f', 'clOrdID': 'f18e452edcbe4fb997f7bed9151b447d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.3, 'displayQty': None, 'stopPx': 236.35, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 0, 20, 984000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 0, 20, 984000, tzinfo=tzutc())}
2020-07-06 17:00:21 INFO: place new init order {'qty': -640, 'init_price': Decimal('236.349999999999994315658113919198513031005859375'), 'stop_price': Decimal('237.599999999999994315658113919198513031005859375'), 'take_price': Decimal('229.10000000000007958078640513122081756591796875'), 'order_uid': 'f18e452edcbe4fb997f7bed9151b447d', 'response': {'orderID': '8ca98402-4f4a-984d-4101-c354b93ec09f', 'clOrdID': 'f18e452edcbe4fb997f7bed9151b447d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.3, 'displayQty': None, 'stopPx': 236.35, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 0, 20, 984000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 0, 20, 984000, tzinfo=tzutc())}}
2020-07-06 17:00:21 INFO: init new order end
2020-07-06 17:00:21 INFO: 
2020-07-06 17:00:21 INFO: 
2020-07-06 17:00:21 INFO: 
2020-07-06 17:00:21 INFO: 
2020-07-06 17:00:21 INFO: process event {'orderID': '8ca98402-4f4a-984d-4101-c354b93ec09f', 'clOrdID': 'f18e452edcbe4fb997f7bed9151b447d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.3, 'displayQty': None, 'stopPx': 236.35, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-06T14:00:20.984Z', 'timestamp': '2020-07-06T14:00:20.984Z'}
2020-07-06 17:00:21 INFO: skip event f18e452edcbe4fb997f7bed9151b447d New
2020-07-06 17:02:00 INFO: 
2020-07-06 17:02:00 INFO: 
2020-07-06 17:02:00 INFO: 
2020-07-06 17:02:00 INFO: 
2020-07-06 17:02:00 INFO: clearing start
2020-07-06 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 17:02:00 INFO: skip by not found init order into storage
2020-07-06 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 17:02:00 INFO: skip by not found init order into storage
2020-07-06 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 17:02:00 INFO: skip by not found init order into storage
2020-07-06 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 17:02:00 INFO: skip by not found init order into storage
2020-07-06 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ca98402-4f4a-984d-4101-c354b93ec09f', 'clOrdID': 'f18e452edcbe4fb997f7bed9151b447d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.3, 'displayQty': None, 'stopPx': 236.35, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 0, 20, 984000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 0, 20, 984000, tzinfo=tzutc())}
2020-07-06 17:02:00 INFO: order time=2020-07-06 14:00:20.984000+00:00; delta from now UTC=0:01:39.183046 time_delta.total_seconds()=99.183046; time_diff_offset='3600'
2020-07-06 17:02:00 INFO: skip by time diff 2020-07-06 14:00:20.984000+00:00
2020-07-06 17:02:00 INFO: clearing end
2020-07-06 17:02:00 INFO: 
2020-07-06 17:02:00 INFO: 
2020-07-06 17:02:00 INFO: 
2020-07-06 17:02:00 INFO: 
2020-07-06 17:07:07 INFO: process event {'orderID': '8ca98402-4f4a-984d-4101-c354b93ec09f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-06T14:07:07.673Z', 'clOrdID': 'f18e452edcbe4fb997f7bed9151b447d', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 17:07:07 INFO: skip event f18e452edcbe4fb997f7bed9151b447d 
2020-07-06 17:07:07 INFO: process event {'orderID': '8ca98402-4f4a-984d-4101-c354b93ec09f', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 236.35, 'transactTime': '2020-07-06T14:07:07.673Z', 'clOrdID': 'f18e452edcbe4fb997f7bed9151b447d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-06T14:07:07.673Z'}
2020-07-06 17:07:07 INFO: add new event={'uid': 'f18e452edcbe4fb997f7bed9151b447d', 'status': 'Filled'}
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: process event start
2020-07-06 17:07:08 INFO: fetch new order event f18e452edcbe4fb997f7bed9151b447d
2020-07-06 17:07:08 INFO: fetch orders by event init={'stop': '237.599999999999994315658113919198513031005859375', 'take': '229.10000000000007958078640513122081756591796875', 'qty': '640', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-07-06 17:07:08 INFO: process init order filled
2020-07-06 17:07:08 INFO: save profit orders to storage stop=b651d1c249444b7cb2ea050a0328e908 take=58a670d4ab9c4ba792ff566ca2b2d0e3
2020-07-06 17:07:08 INFO: place profit orders take_price=229.10000000000007958078640513122081756591796875, stop_price=237.599999999999994315658113919198513031005859375, qty=640, color=RED, ticker=ETHUSD b651d1c249444b7cb2ea050a0328e908 58a670d4ab9c4ba792ff566ca2b2d0e3
2020-07-06 17:07:08 INFO: place stop order ETHUSD: qty=640, stop_price=237.599999999999994315658113919198513031005859375, stop_uid=b651d1c249444b7cb2ea050a0328e908
2020-07-06 17:07:08 INFO: process event {'orderID': 'c95e1780-0eae-9506-6852-5fcb4e60addd', 'clOrdID': 'b651d1c249444b7cb2ea050a0328e908', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 237.6, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-06T14:07:08.671Z', 'timestamp': '2020-07-06T14:07:08.671Z'}
2020-07-06 17:07:08 INFO: skip event b651d1c249444b7cb2ea050a0328e908 New
2020-07-06 17:07:08 INFO: exchange resp for stop order={'orderID': 'c95e1780-0eae-9506-6852-5fcb4e60addd', 'clOrdID': 'b651d1c249444b7cb2ea050a0328e908', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 237.6, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 7, 8, 671000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 7, 8, 671000, tzinfo=tzutc())}
2020-07-06 17:07:08 INFO: place limit order ETHUSD: qty=640, price=229.10000000000007958078640513122081756591796875, take_uid=58a670d4ab9c4ba792ff566ca2b2d0e3
2020-07-06 17:07:08 INFO: process event {'orderID': '91331b4d-76ff-8c29-0927-ebf5faeed224', 'clOrdID': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 229.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-06T14:07:08.720Z', 'timestamp': '2020-07-06T14:07:08.720Z'}
2020-07-06 17:07:08 INFO: skip event 58a670d4ab9c4ba792ff566ca2b2d0e3 New
2020-07-06 17:07:08 INFO: exchange resp for take profit order={'orderID': '91331b4d-76ff-8c29-0927-ebf5faeed224', 'clOrdID': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 229.1, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 7, 8, 720000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 7, 8, 720000, tzinfo=tzutc())}
2020-07-06 17:07:08 INFO: place profit orders={'stop': {'response': {'orderID': 'c95e1780-0eae-9506-6852-5fcb4e60addd', 'clOrdID': 'b651d1c249444b7cb2ea050a0328e908', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 237.6, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 7, 8, 671000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 7, 8, 671000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': 'b651d1c249444b7cb2ea050a0328e908', 'price': Decimal('237.599999999999994315658113919198513031005859375')}, 'take': {'response': {'orderID': '91331b4d-76ff-8c29-0927-ebf5faeed224', 'clOrdID': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 229.1, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 7, 8, 720000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 7, 8, 720000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'price': Decimal('229.10000000000007958078640513122081756591796875')}}
2020-07-06 17:07:08 INFO: process event {'orderID': '91331b4d-76ff-8c29-0927-ebf5faeed224', 'workingIndicator': True, 'clOrdID': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-06T14:07:08.720Z'}
2020-07-06 17:07:08 INFO: rm init order from db f18e452edcbe4fb997f7bed9151b447d
2020-07-06 17:07:08 INFO: end process event_processing_result='proceed init order'
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: 
2020-07-06 17:07:08 INFO: skip event 58a670d4ab9c4ba792ff566ca2b2d0e3 
2020-07-06 18:00:20 INFO: 
2020-07-06 18:00:20 INFO: 
2020-07-06 18:00:20 INFO: 
2020-07-06 18:00:20 INFO: 
2020-07-06 18:00:20 INFO: init new order start
2020-07-06 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.15, 'low': 235.55, 'close': 236.0, 'trades': 2079, 'volume': 1705837, 'vwap': 236.08, 'lastSize': 1, 'turnover': 40270059765, 'homeNotional': 15766.894984287785, 'foreignNotional': 3722128.3071534955}, {'timestamp': datetime.datetime(2020, 7, 6, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.6, 'low': 236.4, 'close': 237.0, 'trades': 3922, 'volume': 5042393, 'vwap': 236.83, 'lastSize': 650, 'turnover': 119415127620, 'homeNotional': 46672.84402455567, 'foreignNotional': 11053178.330584802}, {'timestamp': datetime.datetime(2020, 7, 6, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.85, 'high': 237.8, 'low': 234.95, 'close': 237.25, 'trades': 5892, 'volume': 8737649, 'vwap': 236.24, 'lastSize': 1, 'turnover': 206410428305, 'homeNotional': 80718.56995899306, 'foreignNotional': 19068345.628719393}]
2020-07-06 18:00:20 INFO: prepare candles [CandleItem(low=235.55, high=237.15, open=237.0, close=236.0, color='RED'), CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED'), CandleItem(low=234.95, high=237.8, open=235.85, close=237.25, color='GREEN')]
2020-07-06 18:00:20 INFO: skip by colors first_candle=CandleItem(low=234.95, high=237.8, open=235.85, close=237.25, color='GREEN') second_candle=CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED') last_candle=CandleItem(low=235.55, high=237.15, open=237.0, close=236.0, color='RED')
2020-07-06 18:00:20 INFO: check need new order None
2020-07-06 18:00:20 INFO: init new order end
2020-07-06 18:00:20 INFO: 
2020-07-06 18:00:20 INFO: 
2020-07-06 18:00:20 INFO: 
2020-07-06 18:00:20 INFO: 
2020-07-06 18:02:00 INFO: 
2020-07-06 18:02:00 INFO: 
2020-07-06 18:02:00 INFO: 
2020-07-06 18:02:00 INFO: 
2020-07-06 18:02:00 INFO: clearing start
2020-07-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 18:02:00 INFO: skip by not found init order into storage
2020-07-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 18:02:00 INFO: skip by not found init order into storage
2020-07-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 18:02:00 INFO: skip by not found init order into storage
2020-07-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 18:02:00 INFO: skip by not found init order into storage
2020-07-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c95e1780-0eae-9506-6852-5fcb4e60addd', 'clOrdID': 'b651d1c249444b7cb2ea050a0328e908', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 237.6, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 7, 8, 671000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 7, 8, 671000, tzinfo=tzutc())}
2020-07-06 18:02:00 INFO: skip by not found init order into storage
2020-07-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '91331b4d-76ff-8c29-0927-ebf5faeed224', 'clOrdID': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 229.1, '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': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 7, 8, 720000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 14, 7, 8, 720000, tzinfo=tzutc())}
2020-07-06 18:02:00 INFO: skip by not found init order into storage
2020-07-06 18:02:00 INFO: clearing end
2020-07-06 18:02:00 INFO: 
2020-07-06 18:02:00 INFO: 
2020-07-06 18:02:00 INFO: 
2020-07-06 18:02:00 INFO: 
2020-07-06 18:48:38 INFO: process event {'orderID': 'c95e1780-0eae-9506-6852-5fcb4e60addd', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-06T15:48:38.414Z', 'clOrdID': 'b651d1c249444b7cb2ea050a0328e908', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 18:48:38 INFO: skip event b651d1c249444b7cb2ea050a0328e908 
2020-07-06 18:48:38 INFO: process event {'orderID': 'c95e1780-0eae-9506-6852-5fcb4e60addd', 'price': 237.6, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 237.6, 'transactTime': '2020-07-06T15:48:38.414Z', 'clOrdID': 'b651d1c249444b7cb2ea050a0328e908', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-06T15:48:38.414Z'}
2020-07-06 18:48:38 INFO: add new event={'uid': 'b651d1c249444b7cb2ea050a0328e908', 'status': 'Filled'}
2020-07-06 18:48:38 INFO: 
2020-07-06 18:48:38 INFO: 
2020-07-06 18:48:38 INFO: 
2020-07-06 18:48:38 INFO: 
2020-07-06 18:48:38 INFO: process event start
2020-07-06 18:48:38 INFO: fetch new order event b651d1c249444b7cb2ea050a0328e908
2020-07-06 18:48:38 INFO: fetch orders by event init=None profit_pair=58a670d4ab9c4ba792ff566ca2b2d0e3
2020-07-06 18:48:38 INFO: process profit order filled
2020-07-06 18:48:39 INFO: process event {'orderID': '91331b4d-76ff-8c29-0927-ebf5faeed224', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-06T15:48:39.079Z', 'clOrdID': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 18:48:39 INFO: skip event 58a670d4ab9c4ba792ff566ca2b2d0e3 Canceled
2020-07-06 18:48:39 INFO: cancel order=58a670d4ab9c4ba792ff566ca2b2d0e3 [{'orderID': '91331b4d-76ff-8c29-0927-ebf5faeed224', 'clOrdID': '58a670d4ab9c4ba792ff566ca2b2d0e3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 229.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 14, 7, 8, 720000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 15, 48, 39, 79000, tzinfo=tzutc())}]
2020-07-06 18:48:39 INFO: end process event_processing_result='proceed profit order'
2020-07-06 18:48:39 INFO: 
2020-07-06 18:48:39 INFO: 
2020-07-06 18:48:39 INFO: 
2020-07-06 18:48:39 INFO: 
2020-07-06 19:00:20 INFO: 
2020-07-06 19:00:20 INFO: 
2020-07-06 19:00:20 INFO: 
2020-07-06 19:00:20 INFO: 
2020-07-06 19:00:20 INFO: init new order start
2020-07-06 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 238.85, 'low': 235.5, 'close': 238.7, 'trades': 5309, 'volume': 6277559, 'vwap': 237.4, 'lastSize': 988, 'turnover': 149026822430, 'homeNotional': 58295.13928474505, 'foreignNotional': 13839127.101120355}, {'timestamp': datetime.datetime(2020, 7, 6, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.15, 'low': 235.55, 'close': 236.0, 'trades': 2079, 'volume': 1705837, 'vwap': 236.08, 'lastSize': 1, 'turnover': 40270059765, 'homeNotional': 15766.894984287785, 'foreignNotional': 3722128.3071534955}, {'timestamp': datetime.datetime(2020, 7, 6, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.6, 'low': 236.4, 'close': 237.0, 'trades': 3922, 'volume': 5042393, 'vwap': 236.83, 'lastSize': 650, 'turnover': 119415127620, 'homeNotional': 46672.84402455567, 'foreignNotional': 11053178.330584802}]
2020-07-06 19:00:21 INFO: prepare candles [CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN'), CandleItem(low=235.55, high=237.15, open=237.0, close=236.0, color='RED'), CandleItem(low=236.4, high=237.6, open=237.25, close=237.0, color='RED')]
2020-07-06 19:00:21 INFO: last_candle=CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN')
2020-07-06 19:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-06 19:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN')
2020-07-06 19:00:21 INFO: skip by CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-06 19:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-06 19:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN')
2020-07-06 19:00:21 INFO: skip by CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-06 19:00:21 INFO: not found applicable config for candle
2020-07-06 19:00:21 INFO: check need new order None
2020-07-06 19:00:21 INFO: init new order end
2020-07-06 19:00:21 INFO: 
2020-07-06 19:00:21 INFO: 
2020-07-06 19:00:21 INFO: 
2020-07-06 19:00:21 INFO: 
2020-07-06 19:02:00 INFO: 
2020-07-06 19:02:00 INFO: 
2020-07-06 19:02:00 INFO: 
2020-07-06 19:02:00 INFO: 
2020-07-06 19:02:00 INFO: clearing start
2020-07-06 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 19:02:00 INFO: skip by not found init order into storage
2020-07-06 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 19:02:00 INFO: skip by not found init order into storage
2020-07-06 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 19:02:00 INFO: skip by not found init order into storage
2020-07-06 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 19:02:00 INFO: skip by not found init order into storage
2020-07-06 19:02:00 INFO: clearing end
2020-07-06 19:02:00 INFO: 
2020-07-06 19:02:00 INFO: 
2020-07-06 19:02:00 INFO: 
2020-07-06 19:02:00 INFO: 
2020-07-06 20:00:20 INFO: 
2020-07-06 20:00:20 INFO: 
2020-07-06 20:00:20 INFO: 
2020-07-06 20:00:20 INFO: 
2020-07-06 20:00:20 INFO: init new order start
2020-07-06 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 241.1, 'low': 238.35, 'close': 239.65, 'trades': 6739, 'volume': 8409096, 'vwap': 239.65, 'lastSize': 750, 'turnover': 201516962395, 'homeNotional': 78401.52303577593, 'foreignNotional': 18788334.88938549}, {'timestamp': datetime.datetime(2020, 7, 6, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 238.85, 'low': 235.5, 'close': 238.7, 'trades': 5309, 'volume': 6277559, 'vwap': 237.4, 'lastSize': 988, 'turnover': 149026822430, 'homeNotional': 58295.13928474505, 'foreignNotional': 13839127.101120355}, {'timestamp': datetime.datetime(2020, 7, 6, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.15, 'low': 235.55, 'close': 236.0, 'trades': 2079, 'volume': 1705837, 'vwap': 236.08, 'lastSize': 1, 'turnover': 40270059765, 'homeNotional': 15766.894984287785, 'foreignNotional': 3722128.3071534955}]
2020-07-06 20:00:20 INFO: prepare candles [CandleItem(low=238.35, high=241.1, open=238.7, close=239.65, color='GREEN'), CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN'), CandleItem(low=235.55, high=237.15, open=237.0, close=236.0, color='RED')]
2020-07-06 20:00:20 INFO: skip by colors first_candle=CandleItem(low=235.55, high=237.15, open=237.0, close=236.0, color='RED') second_candle=CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN') last_candle=CandleItem(low=238.35, high=241.1, open=238.7, close=239.65, color='GREEN')
2020-07-06 20:00:20 INFO: check need new order None
2020-07-06 20:00:20 INFO: init new order end
2020-07-06 20:00:20 INFO: 
2020-07-06 20:00:20 INFO: 
2020-07-06 20:00:20 INFO: 
2020-07-06 20:00:20 INFO: 
2020-07-06 20:02:00 INFO: 
2020-07-06 20:02:00 INFO: 
2020-07-06 20:02:00 INFO: 
2020-07-06 20:02:00 INFO: 
2020-07-06 20:02:00 INFO: clearing start
2020-07-06 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 20:02:00 INFO: skip by not found init order into storage
2020-07-06 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 20:02:00 INFO: skip by not found init order into storage
2020-07-06 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 20:02:00 INFO: skip by not found init order into storage
2020-07-06 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 20:02:00 INFO: skip by not found init order into storage
2020-07-06 20:02:00 INFO: clearing end
2020-07-06 20:02:00 INFO: 
2020-07-06 20:02:00 INFO: 
2020-07-06 20:02:00 INFO: 
2020-07-06 20:02:00 INFO: 
2020-07-06 21:00:20 INFO: 
2020-07-06 21:00:20 INFO: 
2020-07-06 21:00:20 INFO: 
2020-07-06 21:00:20 INFO: 
2020-07-06 21:00:20 INFO: init new order start
2020-07-06 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.65, 'high': 240.05, 'low': 239.0, 'close': 239.55, 'trades': 1713, 'volume': 1843746, 'vwap': 239.58, 'lastSize': 2000, 'turnover': 44172442835, 'homeNotional': 17175.031876066263, 'foreignNotional': 4114793.0510384454}, {'timestamp': datetime.datetime(2020, 7, 6, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 241.1, 'low': 238.35, 'close': 239.65, 'trades': 6739, 'volume': 8409096, 'vwap': 239.65, 'lastSize': 750, 'turnover': 201516962395, 'homeNotional': 78401.52303577593, 'foreignNotional': 18788334.88938549}, {'timestamp': datetime.datetime(2020, 7, 6, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 238.85, 'low': 235.5, 'close': 238.7, 'trades': 5309, 'volume': 6277559, 'vwap': 237.4, 'lastSize': 988, 'turnover': 149026822430, 'homeNotional': 58295.13928474505, 'foreignNotional': 13839127.101120355}]
2020-07-06 21:00:21 INFO: prepare candles [CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED'), CandleItem(low=238.35, high=241.1, open=238.7, close=239.65, color='GREEN'), CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN')]
2020-07-06 21:00:21 INFO: last_candle=CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED')
2020-07-06 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)))
2020-07-06 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=239.0, high=240.05, open=239.65, close=239.55, color='RED')
2020-07-06 21:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.35, high=241.1, open=238.7, close=239.65, color='GREEN')
2020-07-06 21:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.5, high=238.85, open=236.0, close=238.7, color='GREEN')
2020-07-06 21:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-06 21:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-06 21:00:21 INFO: place order: start candle=CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED') ticker='ETHUSD' price_offset=0.1
2020-07-06 21:00:21 INFO: place order: side_factor=1 init_trigger_price=238.95 init_order_price=238.9 stop_price_offset=0.0 candle.size=1.0500000000000114 stop_price=240.05 take_price=232.59999999999994
2020-07-06 21:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('238.94999999999998863131622783839702606201171875') init_order_price=Decimal('238.900000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.0500000000000114 stop_price=Decimal('240.05000000000001136868377216160297393798828125') take_price=Decimal('232.599999999999937472239253111183643341064453125')
2020-07-06 21:00:21 INFO: place order: compute qty=-727
2020-07-06 21:00:21 INFO: place order: save order to db cfe7c7f8879f49d8b1d45fd13b104432; response=True
2020-07-06 21:00:21 INFO: post order to exchange resp={'orderID': '3379d7e4-37e3-550a-792c-f48d383ae87e', 'clOrdID': 'cfe7c7f8879f49d8b1d45fd13b104432', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 238.9, 'displayQty': None, 'stopPx': 238.95, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 0, 21, 85000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 0, 21, 85000, tzinfo=tzutc())}
2020-07-06 21:00:21 INFO: place new init order {'qty': -727, 'init_price': Decimal('238.94999999999998863131622783839702606201171875'), 'stop_price': Decimal('240.05000000000001136868377216160297393798828125'), 'take_price': Decimal('232.599999999999937472239253111183643341064453125'), 'order_uid': 'cfe7c7f8879f49d8b1d45fd13b104432', 'response': {'orderID': '3379d7e4-37e3-550a-792c-f48d383ae87e', 'clOrdID': 'cfe7c7f8879f49d8b1d45fd13b104432', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 238.9, 'displayQty': None, 'stopPx': 238.95, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 0, 21, 85000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 0, 21, 85000, tzinfo=tzutc())}}
2020-07-06 21:00:21 INFO: init new order end
2020-07-06 21:00:21 INFO: 
2020-07-06 21:00:21 INFO: 
2020-07-06 21:00:21 INFO: 
2020-07-06 21:00:21 INFO: 
2020-07-06 21:00:21 INFO: process event {'orderID': '3379d7e4-37e3-550a-792c-f48d383ae87e', 'clOrdID': 'cfe7c7f8879f49d8b1d45fd13b104432', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 238.9, 'displayQty': None, 'stopPx': 238.95, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-06T18:00:21.085Z', 'timestamp': '2020-07-06T18:00:21.085Z'}
2020-07-06 21:00:21 INFO: skip event cfe7c7f8879f49d8b1d45fd13b104432 New
2020-07-06 21:02:00 INFO: 
2020-07-06 21:02:00 INFO: 
2020-07-06 21:02:00 INFO: 
2020-07-06 21:02:00 INFO: 
2020-07-06 21:02:00 INFO: clearing start
2020-07-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 21:02:00 INFO: skip by not found init order into storage
2020-07-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 21:02:00 INFO: skip by not found init order into storage
2020-07-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 21:02:00 INFO: skip by not found init order into storage
2020-07-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 21:02:00 INFO: skip by not found init order into storage
2020-07-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3379d7e4-37e3-550a-792c-f48d383ae87e', 'clOrdID': 'cfe7c7f8879f49d8b1d45fd13b104432', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 238.9, 'displayQty': None, 'stopPx': 238.95, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 0, 21, 85000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 0, 21, 85000, tzinfo=tzutc())}
2020-07-06 21:02:00 INFO: order time=2020-07-06 18:00:21.085000+00:00; delta from now UTC=0:01:39.184424 time_delta.total_seconds()=99.184424; time_diff_offset='3600'
2020-07-06 21:02:00 INFO: skip by time diff 2020-07-06 18:00:21.085000+00:00
2020-07-06 21:02:00 INFO: clearing end
2020-07-06 21:02:00 INFO: 
2020-07-06 21:02:00 INFO: 
2020-07-06 21:02:00 INFO: 
2020-07-06 21:02:00 INFO: 
2020-07-06 21:41:53 INFO: process event {'orderID': '3379d7e4-37e3-550a-792c-f48d383ae87e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-07-06T18:41:53.258Z', 'clOrdID': 'cfe7c7f8879f49d8b1d45fd13b104432', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-06 21:41:53 INFO: skip event cfe7c7f8879f49d8b1d45fd13b104432 
2020-07-06 21:41:53 INFO: process event {'orderID': '3379d7e4-37e3-550a-792c-f48d383ae87e', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 727, 'avgPx': 238.95, 'transactTime': '2020-07-06T18:41:53.258Z', 'clOrdID': 'cfe7c7f8879f49d8b1d45fd13b104432', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-06T18:41:53.258Z'}
2020-07-06 21:41:53 INFO: add new event={'uid': 'cfe7c7f8879f49d8b1d45fd13b104432', 'status': 'Filled'}
2020-07-06 21:41:54 INFO: 
2020-07-06 21:41:54 INFO: 
2020-07-06 21:41:54 INFO: 
2020-07-06 21:41:54 INFO: 
2020-07-06 21:41:54 INFO: process event start
2020-07-06 21:41:54 INFO: fetch new order event cfe7c7f8879f49d8b1d45fd13b104432
2020-07-06 21:41:54 INFO: fetch orders by event init={'stop': '240.05000000000001136868377216160297393798828125', 'take': '232.599999999999937472239253111183643341064453125', 'qty': '727', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-07-06 21:41:54 INFO: process init order filled
2020-07-06 21:41:54 INFO: save profit orders to storage stop=8da4435c507846ec919845a581dbfdb7 take=b7830fbee9664117b25c9eb2f05bf8ee
2020-07-06 21:41:54 INFO: place profit orders take_price=232.599999999999937472239253111183643341064453125, stop_price=240.05000000000001136868377216160297393798828125, qty=727, color=RED, ticker=ETHUSD 8da4435c507846ec919845a581dbfdb7 b7830fbee9664117b25c9eb2f05bf8ee
2020-07-06 21:41:54 INFO: place stop order ETHUSD: qty=727, stop_price=240.05000000000001136868377216160297393798828125, stop_uid=8da4435c507846ec919845a581dbfdb7
2020-07-06 21:41:54 INFO: process event {'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 240.05, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-07-06T18:41:54.205Z', 'timestamp': '2020-07-06T18:41:54.205Z'}
2020-07-06 21:41:54 INFO: skip event 8da4435c507846ec919845a581dbfdb7 New
2020-07-06 21:41:54 INFO: exchange resp for stop order={'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 240.05, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc())}
2020-07-06 21:41:54 INFO: place limit order ETHUSD: qty=727, price=232.599999999999937472239253111183643341064453125, take_uid=b7830fbee9664117b25c9eb2f05bf8ee
2020-07-06 21:41:54 INFO: process event {'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 232.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-07-06T18:41:54.248Z', 'timestamp': '2020-07-06T18:41:54.248Z'}
2020-07-06 21:41:54 INFO: skip event b7830fbee9664117b25c9eb2f05bf8ee New
2020-07-06 21:41:54 INFO: process event {'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'workingIndicator': True, 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-06T18:41:54.248Z'}
2020-07-06 21:41:54 INFO: skip event b7830fbee9664117b25c9eb2f05bf8ee 
2020-07-06 21:41:54 INFO: exchange resp for take profit order={'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 232.6, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc())}
2020-07-06 21:41:54 INFO: place profit orders={'stop': {'response': {'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 240.05, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc())}, 'qty': Decimal('727'), 'uid': '8da4435c507846ec919845a581dbfdb7', 'price': Decimal('240.05000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 232.6, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc())}, 'qty': Decimal('727'), 'uid': 'b7830fbee9664117b25c9eb2f05bf8ee', 'price': Decimal('232.599999999999937472239253111183643341064453125')}}
2020-07-06 21:41:54 INFO: rm init order from db cfe7c7f8879f49d8b1d45fd13b104432
2020-07-06 21:41:54 INFO: end process event_processing_result='proceed init order'
2020-07-06 21:41:54 INFO: 
2020-07-06 21:41:54 INFO: 
2020-07-06 21:41:54 INFO: 
2020-07-06 21:41:54 INFO: 
2020-07-06 22:00:20 INFO: 
2020-07-06 22:00:20 INFO: 
2020-07-06 22:00:20 INFO: 
2020-07-06 22:00:20 INFO: 
2020-07-06 22:00:20 INFO: init new order start
2020-07-06 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.0, 'low': 238.7, 'close': 238.95, 'trades': 1670, 'volume': 2272061, 'vwap': 239.34, 'lastSize': 161, 'turnover': 54378956030, 'homeNotional': 21142.369430214, 'foreignNotional': 5060166.663064215}, {'timestamp': datetime.datetime(2020, 7, 6, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.65, 'high': 240.05, 'low': 239.0, 'close': 239.55, 'trades': 1713, 'volume': 1843746, 'vwap': 239.58, 'lastSize': 2000, 'turnover': 44172442835, 'homeNotional': 17175.031876066263, 'foreignNotional': 4114793.0510384454}, {'timestamp': datetime.datetime(2020, 7, 6, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 241.1, 'low': 238.35, 'close': 239.65, 'trades': 6739, 'volume': 8409096, 'vwap': 239.65, 'lastSize': 750, 'turnover': 201516962395, 'homeNotional': 78401.52303577593, 'foreignNotional': 18788334.88938549}]
2020-07-06 22:00:20 INFO: prepare candles [CandleItem(low=238.7, high=240.0, open=239.55, close=238.95, color='RED'), CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED'), CandleItem(low=238.35, high=241.1, open=238.7, close=239.65, color='GREEN')]
2020-07-06 22:00:20 INFO: skip by colors first_candle=CandleItem(low=238.35, high=241.1, open=238.7, close=239.65, color='GREEN') second_candle=CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED') last_candle=CandleItem(low=238.7, high=240.0, open=239.55, close=238.95, color='RED')
2020-07-06 22:00:20 INFO: check need new order None
2020-07-06 22:00:20 INFO: init new order end
2020-07-06 22:00:20 INFO: 
2020-07-06 22:00:20 INFO: 
2020-07-06 22:00:20 INFO: 
2020-07-06 22:00:20 INFO: 
2020-07-06 22:02:00 INFO: 
2020-07-06 22:02:00 INFO: 
2020-07-06 22:02:00 INFO: 
2020-07-06 22:02:00 INFO: 
2020-07-06 22:02:00 INFO: clearing start
2020-07-06 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 22:02:00 INFO: skip by not found init order into storage
2020-07-06 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 22:02:00 INFO: skip by not found init order into storage
2020-07-06 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 22:02:00 INFO: skip by not found init order into storage
2020-07-06 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 22:02:00 INFO: skip by not found init order into storage
2020-07-06 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 240.05, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc())}
2020-07-06 22:02:00 INFO: skip by not found init order into storage
2020-07-06 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 232.6, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc())}
2020-07-06 22:02:00 INFO: skip by not found init order into storage
2020-07-06 22:02:00 INFO: clearing end
2020-07-06 22:02:00 INFO: 
2020-07-06 22:02:00 INFO: 
2020-07-06 22:02:00 INFO: 
2020-07-06 22:02:00 INFO: 
2020-07-06 23:00:20 INFO: 
2020-07-06 23:00:20 INFO: 
2020-07-06 23:00:20 INFO: 
2020-07-06 23:00:20 INFO: 
2020-07-06 23:00:20 INFO: init new order start
2020-07-06 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.1, 'low': 238.2, 'close': 238.5, 'trades': 1579, 'volume': 2523455, 'vwap': 238.57, 'lastSize': 1825, 'turnover': 60201059600, 'homeNotional': 23430.948027752424, 'foreignNotional': 5589833.046919783}, {'timestamp': datetime.datetime(2020, 7, 6, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.0, 'low': 238.7, 'close': 238.95, 'trades': 1670, 'volume': 2272061, 'vwap': 239.34, 'lastSize': 161, 'turnover': 54378956030, 'homeNotional': 21142.369430214, 'foreignNotional': 5060166.663064215}, {'timestamp': datetime.datetime(2020, 7, 6, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.65, 'high': 240.05, 'low': 239.0, 'close': 239.55, 'trades': 1713, 'volume': 1843746, 'vwap': 239.58, 'lastSize': 2000, 'turnover': 44172442835, 'homeNotional': 17175.031876066263, 'foreignNotional': 4114793.0510384454}]
2020-07-06 23:00:21 INFO: prepare candles [CandleItem(low=238.2, high=239.1, open=238.95, close=238.5, color='RED'), CandleItem(low=238.7, high=240.0, open=239.55, close=238.95, color='RED'), CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED')]
2020-07-06 23:00:21 INFO: skip by colors first_candle=CandleItem(low=239.0, high=240.05, open=239.65, close=239.55, color='RED') second_candle=CandleItem(low=238.7, high=240.0, open=239.55, close=238.95, color='RED') last_candle=CandleItem(low=238.2, high=239.1, open=238.95, close=238.5, color='RED')
2020-07-06 23:00:21 INFO: check need new order None
2020-07-06 23:00:21 INFO: init new order end
2020-07-06 23:00:21 INFO: 
2020-07-06 23:00:21 INFO: 
2020-07-06 23:00:21 INFO: 
2020-07-06 23:00:21 INFO: 
2020-07-06 23:02:00 INFO: 
2020-07-06 23:02:00 INFO: 
2020-07-06 23:02:00 INFO: 
2020-07-06 23:02:00 INFO: 
2020-07-06 23:02:00 INFO: clearing start
2020-07-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-06 23:02:00 INFO: skip by not found init order into storage
2020-07-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-06 23:02:00 INFO: skip by not found init order into storage
2020-07-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-06 23:02:00 INFO: skip by not found init order into storage
2020-07-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-06 23:02:00 INFO: skip by not found init order into storage
2020-07-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 240.05, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc())}
2020-07-06 23:02:00 INFO: skip by not found init order into storage
2020-07-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 232.6, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc())}
2020-07-06 23:02:00 INFO: skip by not found init order into storage
2020-07-06 23:02:00 INFO: clearing end
2020-07-06 23:02:00 INFO: 
2020-07-06 23:02:00 INFO: 
2020-07-06 23:02:00 INFO: 
2020-07-06 23:02:00 INFO: 
2020-07-07 00:00:20 INFO: 
2020-07-07 00:00:20 INFO: 
2020-07-07 00:00:20 INFO: 
2020-07-07 00:00:20 INFO: 
2020-07-07 00:00:20 INFO: init new order start
2020-07-07 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.5, 'high': 238.9, 'low': 237.7, 'close': 238.45, 'trades': 1719, 'volume': 2457007, 'vwap': 238.26, 'lastSize': 209, 'turnover': 58538626455, 'homeNotional': 22798.03424226975, 'foreignNotional': 5431678.754506877}, {'timestamp': datetime.datetime(2020, 7, 6, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.1, 'low': 238.2, 'close': 238.5, 'trades': 1579, 'volume': 2523455, 'vwap': 238.57, 'lastSize': 1825, 'turnover': 60201059600, 'homeNotional': 23430.948027752424, 'foreignNotional': 5589833.046919783}, {'timestamp': datetime.datetime(2020, 7, 6, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.0, 'low': 238.7, 'close': 238.95, 'trades': 1670, 'volume': 2272061, 'vwap': 239.34, 'lastSize': 161, 'turnover': 54378956030, 'homeNotional': 21142.369430214, 'foreignNotional': 5060166.663064215}]
2020-07-07 00:00:20 INFO: prepare candles [CandleItem(low=237.7, high=238.9, open=238.5, close=238.45, color='RED'), CandleItem(low=238.2, high=239.1, open=238.95, close=238.5, color='RED'), CandleItem(low=238.7, high=240.0, open=239.55, close=238.95, color='RED')]
2020-07-07 00:00:20 INFO: skip by colors first_candle=CandleItem(low=238.7, high=240.0, open=239.55, close=238.95, color='RED') second_candle=CandleItem(low=238.2, high=239.1, open=238.95, close=238.5, color='RED') last_candle=CandleItem(low=237.7, high=238.9, open=238.5, close=238.45, color='RED')
2020-07-07 00:00:20 INFO: check need new order None
2020-07-07 00:00:20 INFO: init new order end
2020-07-07 00:00:20 INFO: 
2020-07-07 00:00:20 INFO: 
2020-07-07 00:00:20 INFO: 
2020-07-07 00:00:20 INFO: 
2020-07-07 00:02:00 INFO: 
2020-07-07 00:02:00 INFO: 
2020-07-07 00:02:00 INFO: 
2020-07-07 00:02:00 INFO: 
2020-07-07 00:02:00 INFO: clearing start
2020-07-07 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 00:02:00 INFO: skip by not found init order into storage
2020-07-07 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 00:02:00 INFO: skip by not found init order into storage
2020-07-07 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 00:02:00 INFO: skip by not found init order into storage
2020-07-07 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 00:02:00 INFO: skip by not found init order into storage
2020-07-07 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 240.05, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 205000, tzinfo=tzutc())}
2020-07-07 00:02:00 INFO: skip by not found init order into storage
2020-07-07 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 232.6, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc())}
2020-07-07 00:02:00 INFO: skip by not found init order into storage
2020-07-07 00:02:00 INFO: clearing end
2020-07-07 00:02:00 INFO: 
2020-07-07 00:02:00 INFO: 
2020-07-07 00:02:00 INFO: 
2020-07-07 00:02:00 INFO: 
2020-07-07 00:54:05 INFO: process event {'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-07-06T21:54:05.666Z', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-07 00:54:05 INFO: skip event 8da4435c507846ec919845a581dbfdb7 
2020-07-07 00:54:05 INFO: process event {'orderID': '2c0789b9-1b69-0cb3-683c-95985e6d1dca', 'price': 240.05, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 727, 'avgPx': 240.05, 'transactTime': '2020-07-06T21:54:05.666Z', 'clOrdID': '8da4435c507846ec919845a581dbfdb7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-07-06T21:54:05.666Z'}
2020-07-07 00:54:05 INFO: add new event={'uid': '8da4435c507846ec919845a581dbfdb7', 'status': 'Filled'}
2020-07-07 00:54:06 INFO: 
2020-07-07 00:54:06 INFO: 
2020-07-07 00:54:06 INFO: 
2020-07-07 00:54:06 INFO: 
2020-07-07 00:54:06 INFO: process event start
2020-07-07 00:54:06 INFO: fetch new order event 8da4435c507846ec919845a581dbfdb7
2020-07-07 00:54:06 INFO: fetch orders by event init=None profit_pair=b7830fbee9664117b25c9eb2f05bf8ee
2020-07-07 00:54:06 INFO: process profit order filled
2020-07-07 00:54:06 INFO: process event {'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-07-06T21:54:06.357Z', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-07 00:54:06 INFO: skip event b7830fbee9664117b25c9eb2f05bf8ee Canceled
2020-07-07 00:54:06 INFO: cancel order=b7830fbee9664117b25c9eb2f05bf8ee [{'orderID': '9cea2585-1b0e-8cb9-e00a-8725e0a90abd', 'clOrdID': 'b7830fbee9664117b25c9eb2f05bf8ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 232.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 6, 18, 41, 54, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 6, 21, 54, 6, 357000, tzinfo=tzutc())}]
2020-07-07 00:54:06 INFO: end process event_processing_result='proceed profit order'
2020-07-07 00:54:06 INFO: 
2020-07-07 00:54:06 INFO: 
2020-07-07 00:54:06 INFO: 
2020-07-07 00:54:06 INFO: 
2020-07-07 01:00:20 INFO: 
2020-07-07 01:00:20 INFO: 
2020-07-07 01:00:20 INFO: 
2020-07-07 01:00:20 INFO: 
2020-07-07 01:00:20 INFO: init new order start
2020-07-07 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 240.2, 'low': 238.4, 'close': 239.05, 'trades': 1938, 'volume': 2975932, 'vwap': 239.23, 'lastSize': 1037, 'turnover': 71192061925, 'homeNotional': 27630.464615402943, 'foreignNotional': 6609941.67612745}, {'timestamp': datetime.datetime(2020, 7, 6, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.5, 'high': 238.9, 'low': 237.7, 'close': 238.45, 'trades': 1719, 'volume': 2457007, 'vwap': 238.26, 'lastSize': 209, 'turnover': 58538626455, 'homeNotional': 22798.03424226975, 'foreignNotional': 5431678.754506877}, {'timestamp': datetime.datetime(2020, 7, 6, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.1, 'low': 238.2, 'close': 238.5, 'trades': 1579, 'volume': 2523455, 'vwap': 238.57, 'lastSize': 1825, 'turnover': 60201059600, 'homeNotional': 23430.948027752424, 'foreignNotional': 5589833.046919783}]
2020-07-07 01:00:20 INFO: prepare candles [CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN'), CandleItem(low=237.7, high=238.9, open=238.5, close=238.45, color='RED'), CandleItem(low=238.2, high=239.1, open=238.95, close=238.5, color='RED')]
2020-07-07 01:00:20 INFO: last_candle=CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN')
2020-07-07 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)))
2020-07-07 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=238.4, high=240.2, open=238.45, close=239.05, color='GREEN')
2020-07-07 01:00:20 INFO: skip by CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-07 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)))
2020-07-07 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=238.4, high=240.2, open=238.45, close=239.05, color='GREEN')
2020-07-07 01:00:20 INFO: skip by CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-07 01:00:20 INFO: not found applicable config for candle
2020-07-07 01:00:20 INFO: check need new order None
2020-07-07 01:00:20 INFO: init new order end
2020-07-07 01:00:20 INFO: 
2020-07-07 01:00:20 INFO: 
2020-07-07 01:00:20 INFO: 
2020-07-07 01:00:20 INFO: 
2020-07-07 01:02:00 INFO: 
2020-07-07 01:02:00 INFO: 
2020-07-07 01:02:00 INFO: 
2020-07-07 01:02:00 INFO: 
2020-07-07 01:02:00 INFO: clearing start
2020-07-07 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 01:02:00 INFO: skip by not found init order into storage
2020-07-07 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 01:02:00 INFO: skip by not found init order into storage
2020-07-07 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 01:02:00 INFO: skip by not found init order into storage
2020-07-07 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 01:02:00 INFO: skip by not found init order into storage
2020-07-07 01:02:00 INFO: clearing end
2020-07-07 01:02:00 INFO: 
2020-07-07 01:02:00 INFO: 
2020-07-07 01:02:00 INFO: 
2020-07-07 01:02:00 INFO: 
2020-07-07 02:00:20 INFO: 
2020-07-07 02:00:20 INFO: 
2020-07-07 02:00:20 INFO: 
2020-07-07 02:00:20 INFO: 
2020-07-07 02:00:20 INFO: init new order start
2020-07-07 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 6, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.85, 'low': 238.6, 'close': 239.7, 'trades': 2146, 'volume': 2730107, 'vwap': 239.24, 'lastSize': 170, 'turnover': 65313399160, 'homeNotional': 25337.17097463078, 'foreignNotional': 6061513.6808223}, {'timestamp': datetime.datetime(2020, 7, 6, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 240.2, 'low': 238.4, 'close': 239.05, 'trades': 1938, 'volume': 2975932, 'vwap': 239.23, 'lastSize': 1037, 'turnover': 71192061925, 'homeNotional': 27630.464615402943, 'foreignNotional': 6609941.67612745}, {'timestamp': datetime.datetime(2020, 7, 6, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.5, 'high': 238.9, 'low': 237.7, 'close': 238.45, 'trades': 1719, 'volume': 2457007, 'vwap': 238.26, 'lastSize': 209, 'turnover': 58538626455, 'homeNotional': 22798.03424226975, 'foreignNotional': 5431678.754506877}]
2020-07-07 02:00:20 INFO: prepare candles [CandleItem(low=238.6, high=239.85, open=239.05, close=239.7, color='GREEN'), CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN'), CandleItem(low=237.7, high=238.9, open=238.5, close=238.45, color='RED')]
2020-07-07 02:00:20 INFO: skip by colors first_candle=CandleItem(low=237.7, high=238.9, open=238.5, close=238.45, color='RED') second_candle=CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN') last_candle=CandleItem(low=238.6, high=239.85, open=239.05, close=239.7, color='GREEN')
2020-07-07 02:00:20 INFO: check need new order None
2020-07-07 02:00:20 INFO: init new order end
2020-07-07 02:00:20 INFO: 
2020-07-07 02:00:20 INFO: 
2020-07-07 02:00:20 INFO: 
2020-07-07 02:00:20 INFO: 
2020-07-07 02:02:00 INFO: 
2020-07-07 02:02:00 INFO: 
2020-07-07 02:02:00 INFO: 
2020-07-07 02:02:00 INFO: 
2020-07-07 02:02:00 INFO: clearing start
2020-07-07 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 02:02:00 INFO: skip by not found init order into storage
2020-07-07 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 02:02:00 INFO: skip by not found init order into storage
2020-07-07 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 02:02:00 INFO: skip by not found init order into storage
2020-07-07 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 02:02:00 INFO: skip by not found init order into storage
2020-07-07 02:02:00 INFO: clearing end
2020-07-07 02:02:00 INFO: 
2020-07-07 02:02:00 INFO: 
2020-07-07 02:02:00 INFO: 
2020-07-07 02:02:00 INFO: 
2020-07-07 03:00:20 INFO: 
2020-07-07 03:00:20 INFO: 
2020-07-07 03:00:20 INFO: 
2020-07-07 03:00:20 INFO: 
2020-07-07 03:00:20 INFO: init new order start
2020-07-07 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.7, 'high': 242.55, 'low': 239.4, 'close': 241.75, 'trades': 4155, 'volume': 4974319, 'vwap': 241.19, 'lastSize': 56, 'turnover': 119973720045, 'homeNotional': 46414.73508694714, 'foreignNotional': 11194664.637184255}, {'timestamp': datetime.datetime(2020, 7, 6, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.85, 'low': 238.6, 'close': 239.7, 'trades': 2146, 'volume': 2730107, 'vwap': 239.24, 'lastSize': 170, 'turnover': 65313399160, 'homeNotional': 25337.17097463078, 'foreignNotional': 6061513.6808223}, {'timestamp': datetime.datetime(2020, 7, 6, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 240.2, 'low': 238.4, 'close': 239.05, 'trades': 1938, 'volume': 2975932, 'vwap': 239.23, 'lastSize': 1037, 'turnover': 71192061925, 'homeNotional': 27630.464615402943, 'foreignNotional': 6609941.67612745}]
2020-07-07 03:00:20 INFO: prepare candles [CandleItem(low=239.4, high=242.55, open=239.7, close=241.75, color='GREEN'), CandleItem(low=238.6, high=239.85, open=239.05, close=239.7, color='GREEN'), CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN')]
2020-07-07 03:00:20 INFO: skip by colors first_candle=CandleItem(low=238.4, high=240.2, open=238.45, close=239.05, color='GREEN') second_candle=CandleItem(low=238.6, high=239.85, open=239.05, close=239.7, color='GREEN') last_candle=CandleItem(low=239.4, high=242.55, open=239.7, close=241.75, color='GREEN')
2020-07-07 03:00:20 INFO: check need new order None
2020-07-07 03:00:20 INFO: init new order end
2020-07-07 03:00:20 INFO: 
2020-07-07 03:00:20 INFO: 
2020-07-07 03:00:20 INFO: 
2020-07-07 03:00:20 INFO: 
2020-07-07 03:02:00 INFO: 
2020-07-07 03:02:00 INFO: 
2020-07-07 03:02:00 INFO: 
2020-07-07 03:02:00 INFO: 
2020-07-07 03:02:00 INFO: clearing start
2020-07-07 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 03:02:00 INFO: skip by not found init order into storage
2020-07-07 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 03:02:00 INFO: skip by not found init order into storage
2020-07-07 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 03:02:00 INFO: skip by not found init order into storage
2020-07-07 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 03:02:00 INFO: skip by not found init order into storage
2020-07-07 03:02:00 INFO: clearing end
2020-07-07 03:02:00 INFO: 
2020-07-07 03:02:00 INFO: 
2020-07-07 03:02:00 INFO: 
2020-07-07 03:02:00 INFO: 
2020-07-07 04:00:20 INFO: 
2020-07-07 04:00:20 INFO: 
2020-07-07 04:00:20 INFO: 
2020-07-07 04:00:20 INFO: 
2020-07-07 04:00:20 INFO: init new order start
2020-07-07 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.75, 'high': 244.05, 'low': 241.35, 'close': 241.6, 'trades': 4404, 'volume': 6944215, 'vwap': 242.89, 'lastSize': 138, 'turnover': 168664414545, 'homeNotional': 64955.505279871984, 'foreignNotional': 15776742.107879572}, {'timestamp': datetime.datetime(2020, 7, 7, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.7, 'high': 242.55, 'low': 239.4, 'close': 241.75, 'trades': 4155, 'volume': 4974319, 'vwap': 241.19, 'lastSize': 56, 'turnover': 119973720045, 'homeNotional': 46414.73508694714, 'foreignNotional': 11194664.637184255}, {'timestamp': datetime.datetime(2020, 7, 6, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.85, 'low': 238.6, 'close': 239.7, 'trades': 2146, 'volume': 2730107, 'vwap': 239.24, 'lastSize': 170, 'turnover': 65313399160, 'homeNotional': 25337.17097463078, 'foreignNotional': 6061513.6808223}]
2020-07-07 04:00:21 INFO: prepare candles [CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED'), CandleItem(low=239.4, high=242.55, open=239.7, close=241.75, color='GREEN'), CandleItem(low=238.6, high=239.85, open=239.05, close=239.7, color='GREEN')]
2020-07-07 04:00:21 INFO: last_candle=CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED')
2020-07-07 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)))
2020-07-07 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=241.35, high=244.05, open=241.75, close=241.6, color='RED')
2020-07-07 04:00:21 INFO: skip by CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-07 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)))
2020-07-07 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=241.35, high=244.05, open=241.75, close=241.6, color='RED')
2020-07-07 04:00:21 INFO: skip by CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-07 04:00:21 INFO: not found applicable config for candle
2020-07-07 04:00:21 INFO: check need new order None
2020-07-07 04:00:21 INFO: init new order end
2020-07-07 04:00:21 INFO: 
2020-07-07 04:00:21 INFO: 
2020-07-07 04:00:21 INFO: 
2020-07-07 04:00:21 INFO: 
2020-07-07 04:02:00 INFO: 
2020-07-07 04:02:00 INFO: 
2020-07-07 04:02:00 INFO: 
2020-07-07 04:02:00 INFO: 
2020-07-07 04:02:00 INFO: clearing start
2020-07-07 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 04:02:00 INFO: skip by not found init order into storage
2020-07-07 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 04:02:00 INFO: skip by not found init order into storage
2020-07-07 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 04:02:00 INFO: skip by not found init order into storage
2020-07-07 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 04:02:00 INFO: skip by not found init order into storage
2020-07-07 04:02:00 INFO: clearing end
2020-07-07 04:02:00 INFO: 
2020-07-07 04:02:00 INFO: 
2020-07-07 04:02:00 INFO: 
2020-07-07 04:02:00 INFO: 
2020-07-07 05:00:20 INFO: 
2020-07-07 05:00:20 INFO: 
2020-07-07 05:00:20 INFO: 
2020-07-07 05:00:20 INFO: 
2020-07-07 05:00:20 INFO: init new order start
2020-07-07 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 241.7, 'low': 239.0, 'close': 239.85, 'trades': 3453, 'volume': 5731333, 'vwap': 240.33, 'lastSize': 241, 'turnover': 137736888630, 'homeNotional': 53420.66852549171, 'foreignNotional': 12838202.779656261}, {'timestamp': datetime.datetime(2020, 7, 7, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.75, 'high': 244.05, 'low': 241.35, 'close': 241.6, 'trades': 4404, 'volume': 6944215, 'vwap': 242.89, 'lastSize': 138, 'turnover': 168664414545, 'homeNotional': 64955.505279871984, 'foreignNotional': 15776742.107879572}, {'timestamp': datetime.datetime(2020, 7, 7, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.7, 'high': 242.55, 'low': 239.4, 'close': 241.75, 'trades': 4155, 'volume': 4974319, 'vwap': 241.19, 'lastSize': 56, 'turnover': 119973720045, 'homeNotional': 46414.73508694714, 'foreignNotional': 11194664.637184255}]
2020-07-07 05:00:20 INFO: prepare candles [CandleItem(low=239.0, high=241.7, open=241.6, close=239.85, color='RED'), CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED'), CandleItem(low=239.4, high=242.55, open=239.7, close=241.75, color='GREEN')]
2020-07-07 05:00:20 INFO: skip by colors first_candle=CandleItem(low=239.4, high=242.55, open=239.7, close=241.75, color='GREEN') second_candle=CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED') last_candle=CandleItem(low=239.0, high=241.7, open=241.6, close=239.85, color='RED')
2020-07-07 05:00:20 INFO: check need new order None
2020-07-07 05:00:20 INFO: init new order end
2020-07-07 05:00:20 INFO: 
2020-07-07 05:00:20 INFO: 
2020-07-07 05:00:20 INFO: 
2020-07-07 05:00:20 INFO: 
2020-07-07 05:02:00 INFO: 
2020-07-07 05:02:00 INFO: 
2020-07-07 05:02:00 INFO: 
2020-07-07 05:02:00 INFO: 
2020-07-07 05:02:00 INFO: clearing start
2020-07-07 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 05:02:00 INFO: skip by not found init order into storage
2020-07-07 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 05:02:00 INFO: skip by not found init order into storage
2020-07-07 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 05:02:00 INFO: skip by not found init order into storage
2020-07-07 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 05:02:00 INFO: skip by not found init order into storage
2020-07-07 05:02:00 INFO: clearing end
2020-07-07 05:02:00 INFO: 
2020-07-07 05:02:00 INFO: 
2020-07-07 05:02:00 INFO: 
2020-07-07 05:02:00 INFO: 
2020-07-07 06:00:20 INFO: 
2020-07-07 06:00:20 INFO: 
2020-07-07 06:00:20 INFO: 
2020-07-07 06:00:20 INFO: 
2020-07-07 06:00:20 INFO: init new order start
2020-07-07 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.85, 'high': 239.8, 'low': 238.1, 'close': 239.45, 'trades': 2363, 'volume': 3578262, 'vwap': 239.0, 'lastSize': 4, 'turnover': 85517913255, 'homeNotional': 33238.7468413241, 'foreignNotional': 7943832.14874795}, {'timestamp': datetime.datetime(2020, 7, 7, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 241.7, 'low': 239.0, 'close': 239.85, 'trades': 3453, 'volume': 5731333, 'vwap': 240.33, 'lastSize': 241, 'turnover': 137736888630, 'homeNotional': 53420.66852549171, 'foreignNotional': 12838202.779656261}, {'timestamp': datetime.datetime(2020, 7, 7, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.75, 'high': 244.05, 'low': 241.35, 'close': 241.6, 'trades': 4404, 'volume': 6944215, 'vwap': 242.89, 'lastSize': 138, 'turnover': 168664414545, 'homeNotional': 64955.505279871984, 'foreignNotional': 15776742.107879572}]
2020-07-07 06:00:20 INFO: prepare candles [CandleItem(low=238.1, high=239.8, open=239.85, close=239.45, color='RED'), CandleItem(low=239.0, high=241.7, open=241.6, close=239.85, color='RED'), CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED')]
2020-07-07 06:00:20 INFO: skip by colors first_candle=CandleItem(low=241.35, high=244.05, open=241.75, close=241.6, color='RED') second_candle=CandleItem(low=239.0, high=241.7, open=241.6, close=239.85, color='RED') last_candle=CandleItem(low=238.1, high=239.8, open=239.85, close=239.45, color='RED')
2020-07-07 06:00:20 INFO: check need new order None
2020-07-07 06:00:20 INFO: init new order end
2020-07-07 06:00:20 INFO: 
2020-07-07 06:00:20 INFO: 
2020-07-07 06:00:20 INFO: 
2020-07-07 06:00:20 INFO: 
2020-07-07 06:02:00 INFO: 
2020-07-07 06:02:00 INFO: 
2020-07-07 06:02:00 INFO: 
2020-07-07 06:02:00 INFO: 
2020-07-07 06:02:00 INFO: clearing start
2020-07-07 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 06:02:00 INFO: skip by not found init order into storage
2020-07-07 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 06:02:00 INFO: skip by not found init order into storage
2020-07-07 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 06:02:00 INFO: skip by not found init order into storage
2020-07-07 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 06:02:00 INFO: skip by not found init order into storage
2020-07-07 06:02:00 INFO: clearing end
2020-07-07 06:02:00 INFO: 
2020-07-07 06:02:00 INFO: 
2020-07-07 06:02:00 INFO: 
2020-07-07 06:02:00 INFO: 
2020-07-07 07:00:20 INFO: 
2020-07-07 07:00:20 INFO: 
2020-07-07 07:00:20 INFO: 
2020-07-07 07:00:20 INFO: 
2020-07-07 07:00:20 INFO: init new order start
2020-07-07 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.45, 'high': 240.3, 'low': 239.3, 'close': 239.45, 'trades': 1533, 'volume': 2583422, 'vwap': 239.74, 'lastSize': 500, 'turnover': 61932955775, 'homeNotional': 24020.394616298785, 'foreignNotional': 5758465.402123317}, {'timestamp': datetime.datetime(2020, 7, 7, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.85, 'high': 239.8, 'low': 238.1, 'close': 239.45, 'trades': 2363, 'volume': 3578262, 'vwap': 239.0, 'lastSize': 4, 'turnover': 85517913255, 'homeNotional': 33238.7468413241, 'foreignNotional': 7943832.14874795}, {'timestamp': datetime.datetime(2020, 7, 7, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 241.7, 'low': 239.0, 'close': 239.85, 'trades': 3453, 'volume': 5731333, 'vwap': 240.33, 'lastSize': 241, 'turnover': 137736888630, 'homeNotional': 53420.66852549171, 'foreignNotional': 12838202.779656261}]
2020-07-07 07:00:20 INFO: skip by found empty buckets
2020-07-07 07:00:20 INFO: check need new order None
2020-07-07 07:00:20 INFO: init new order end
2020-07-07 07:00:20 INFO: 
2020-07-07 07:00:20 INFO: 
2020-07-07 07:00:20 INFO: 
2020-07-07 07:00:20 INFO: 
2020-07-07 07:02:00 INFO: 
2020-07-07 07:02:00 INFO: 
2020-07-07 07:02:00 INFO: 
2020-07-07 07:02:00 INFO: 
2020-07-07 07:02:00 INFO: clearing start
2020-07-07 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 07:02:00 INFO: skip by not found init order into storage
2020-07-07 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 07:02:00 INFO: skip by not found init order into storage
2020-07-07 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 07:02:00 INFO: skip by not found init order into storage
2020-07-07 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 07:02:00 INFO: skip by not found init order into storage
2020-07-07 07:02:00 INFO: clearing end
2020-07-07 07:02:00 INFO: 
2020-07-07 07:02:00 INFO: 
2020-07-07 07:02:00 INFO: 
2020-07-07 07:02:00 INFO: 
2020-07-07 07:15:25 ERROR: Error : Connection is already closed.
2020-07-07 07:15:25 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f8634591ca0>>: Connection is already closed.
2020-07-07 07:15:25 INFO: Websocket Closed
2020-07-07 07:15:25 WARNING: reconnect to socket
2020-07-07 07:15:25 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-07 07:15:25 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-07 07:15:25 INFO: Authenticating with API Key.
2020-07-07 07:15:26 INFO: Connected to WS.
2020-07-07 08:00:20 INFO: 
2020-07-07 08:00:20 INFO: 
2020-07-07 08:00:20 INFO: 
2020-07-07 08:00:20 INFO: 
2020-07-07 08:00:20 INFO: init new order start
2020-07-07 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.45, 'high': 239.8, 'low': 238.8, 'close': 238.9, 'trades': 1268, 'volume': 2109567, 'vwap': 239.3, 'lastSize': 828, 'turnover': 50480117180, 'homeNotional': 19600.167753207563, 'foreignNotional': 4690152.793292352}, {'timestamp': datetime.datetime(2020, 7, 7, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.45, 'high': 240.3, 'low': 239.3, 'close': 239.45, 'trades': 1533, 'volume': 2583422, 'vwap': 239.74, 'lastSize': 500, 'turnover': 61932955775, 'homeNotional': 24020.394616298785, 'foreignNotional': 5758465.402123317}, {'timestamp': datetime.datetime(2020, 7, 7, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.85, 'high': 239.8, 'low': 238.1, 'close': 239.45, 'trades': 2363, 'volume': 3578262, 'vwap': 239.0, 'lastSize': 4, 'turnover': 85517913255, 'homeNotional': 33238.7468413241, 'foreignNotional': 7943832.14874795}]
2020-07-07 08:00:20 INFO: skip by found empty buckets
2020-07-07 08:00:20 INFO: check need new order None
2020-07-07 08:00:20 INFO: init new order end
2020-07-07 08:00:20 INFO: 
2020-07-07 08:00:20 INFO: 
2020-07-07 08:00:20 INFO: 
2020-07-07 08:00:20 INFO: 
2020-07-07 08:02:00 INFO: 
2020-07-07 08:02:00 INFO: 
2020-07-07 08:02:00 INFO: 
2020-07-07 08:02:00 INFO: 
2020-07-07 08:02:00 INFO: clearing start
2020-07-07 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 08:02:00 INFO: skip by not found init order into storage
2020-07-07 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 08:02:00 INFO: skip by not found init order into storage
2020-07-07 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 08:02:00 INFO: skip by not found init order into storage
2020-07-07 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 08:02:00 INFO: skip by not found init order into storage
2020-07-07 08:02:00 INFO: clearing end
2020-07-07 08:02:00 INFO: 
2020-07-07 08:02:00 INFO: 
2020-07-07 08:02:00 INFO: 
2020-07-07 08:02:00 INFO: 
2020-07-07 09:00:20 INFO: 
2020-07-07 09:00:20 INFO: 
2020-07-07 09:00:20 INFO: 
2020-07-07 09:00:20 INFO: 
2020-07-07 09:00:20 INFO: init new order start
2020-07-07 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.9, 'high': 239.6, 'low': 238.35, 'close': 239.1, 'trades': 1688, 'volume': 2674867, 'vwap': 238.73, 'lastSize': 10, 'turnover': 63855499220, 'homeNotional': 24818.98550625137, 'foreignNotional': 5924891.054399878}, {'timestamp': datetime.datetime(2020, 7, 7, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.45, 'high': 239.8, 'low': 238.8, 'close': 238.9, 'trades': 1268, 'volume': 2109567, 'vwap': 239.3, 'lastSize': 828, 'turnover': 50480117180, 'homeNotional': 19600.167753207563, 'foreignNotional': 4690152.793292352}, {'timestamp': datetime.datetime(2020, 7, 7, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.45, 'high': 240.3, 'low': 239.3, 'close': 239.45, 'trades': 1533, 'volume': 2583422, 'vwap': 239.74, 'lastSize': 500, 'turnover': 61932955775, 'homeNotional': 24020.394616298785, 'foreignNotional': 5758465.402123317}]
2020-07-07 09:00:20 INFO: skip by found empty buckets
2020-07-07 09:00:20 INFO: check need new order None
2020-07-07 09:00:20 INFO: init new order end
2020-07-07 09:00:20 INFO: 
2020-07-07 09:00:20 INFO: 
2020-07-07 09:00:20 INFO: 
2020-07-07 09:00:20 INFO: 
2020-07-07 09:02:00 INFO: 
2020-07-07 09:02:00 INFO: 
2020-07-07 09:02:00 INFO: 
2020-07-07 09:02:00 INFO: 
2020-07-07 09:02:00 INFO: clearing start
2020-07-07 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 09:02:00 INFO: skip by not found init order into storage
2020-07-07 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 09:02:00 INFO: skip by not found init order into storage
2020-07-07 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 09:02:00 INFO: skip by not found init order into storage
2020-07-07 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 09:02:00 INFO: skip by not found init order into storage
2020-07-07 09:02:00 INFO: clearing end
2020-07-07 09:02:00 INFO: 
2020-07-07 09:02:00 INFO: 
2020-07-07 09:02:00 INFO: 
2020-07-07 09:02:00 INFO: 
2020-07-07 10:00:20 INFO: 
2020-07-07 10:00:20 INFO: 
2020-07-07 10:00:20 INFO: 
2020-07-07 10:00:20 INFO: 
2020-07-07 10:00:20 INFO: init new order start
2020-07-07 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.1, 'high': 239.1, 'low': 236.25, 'close': 237.55, 'trades': 3718, 'volume': 6683386, 'vwap': 237.26, 'lastSize': 15, 'turnover': 158568278845, 'homeNotional': 61926.43889575516, 'foreignNotional': 14692527.537653403}, {'timestamp': datetime.datetime(2020, 7, 7, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.9, 'high': 239.6, 'low': 238.35, 'close': 239.1, 'trades': 1688, 'volume': 2674867, 'vwap': 238.73, 'lastSize': 10, 'turnover': 63855499220, 'homeNotional': 24818.98550625137, 'foreignNotional': 5924891.054399878}, {'timestamp': datetime.datetime(2020, 7, 7, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.45, 'high': 239.8, 'low': 238.8, 'close': 238.9, 'trades': 1268, 'volume': 2109567, 'vwap': 239.3, 'lastSize': 828, 'turnover': 50480117180, 'homeNotional': 19600.167753207563, 'foreignNotional': 4690152.793292352}]
2020-07-07 10:00:20 INFO: prepare candles [CandleItem(low=236.25, high=239.1, open=239.1, close=237.55, color='RED'), CandleItem(low=238.35, high=239.6, open=238.9, close=239.1, color='GREEN'), CandleItem(low=238.8, high=239.8, open=239.45, close=238.9, color='RED')]
2020-07-07 10:00:20 INFO: skip by colors first_candle=CandleItem(low=238.8, high=239.8, open=239.45, close=238.9, color='RED') second_candle=CandleItem(low=238.35, high=239.6, open=238.9, close=239.1, color='GREEN') last_candle=CandleItem(low=236.25, high=239.1, open=239.1, close=237.55, color='RED')
2020-07-07 10:00:20 INFO: check need new order None
2020-07-07 10:00:20 INFO: init new order end
2020-07-07 10:00:20 INFO: 
2020-07-07 10:00:20 INFO: 
2020-07-07 10:00:20 INFO: 
2020-07-07 10:00:20 INFO: 
2020-07-07 10:02:00 INFO: 
2020-07-07 10:02:00 INFO: 
2020-07-07 10:02:00 INFO: 
2020-07-07 10:02:00 INFO: 
2020-07-07 10:02:00 INFO: clearing start
2020-07-07 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 10:02:00 INFO: skip by not found init order into storage
2020-07-07 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 10:02:00 INFO: skip by not found init order into storage
2020-07-07 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 10:02:00 INFO: skip by not found init order into storage
2020-07-07 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 10:02:00 INFO: skip by not found init order into storage
2020-07-07 10:02:00 INFO: clearing end
2020-07-07 10:02:00 INFO: 
2020-07-07 10:02:00 INFO: 
2020-07-07 10:02:00 INFO: 
2020-07-07 10:02:00 INFO: 
2020-07-07 11:00:20 INFO: 
2020-07-07 11:00:20 INFO: 
2020-07-07 11:00:20 INFO: 
2020-07-07 11:00:20 INFO: 
2020-07-07 11:00:20 INFO: init new order start
2020-07-07 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.55, 'high': 237.5, 'low': 236.4, 'close': 237.3, 'trades': 1444, 'volume': 2159539, 'vwap': 236.82, 'lastSize': 6, 'turnover': 51140045810, 'homeNotional': 19984.105473814452, 'foreignNotional': 4732441.931463793}, {'timestamp': datetime.datetime(2020, 7, 7, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.1, 'high': 239.1, 'low': 236.25, 'close': 237.55, 'trades': 3718, 'volume': 6683386, 'vwap': 237.26, 'lastSize': 15, 'turnover': 158568278845, 'homeNotional': 61926.43889575516, 'foreignNotional': 14692527.537653403}, {'timestamp': datetime.datetime(2020, 7, 7, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.9, 'high': 239.6, 'low': 238.35, 'close': 239.1, 'trades': 1688, 'volume': 2674867, 'vwap': 238.73, 'lastSize': 10, 'turnover': 63855499220, 'homeNotional': 24818.98550625137, 'foreignNotional': 5924891.054399878}]
2020-07-07 11:00:20 INFO: prepare candles [CandleItem(low=236.4, high=237.5, open=237.55, close=237.3, color='RED'), CandleItem(low=236.25, high=239.1, open=239.1, close=237.55, color='RED'), CandleItem(low=238.35, high=239.6, open=238.9, close=239.1, color='GREEN')]
2020-07-07 11:00:20 INFO: skip by colors first_candle=CandleItem(low=238.35, high=239.6, open=238.9, close=239.1, color='GREEN') second_candle=CandleItem(low=236.25, high=239.1, open=239.1, close=237.55, color='RED') last_candle=CandleItem(low=236.4, high=237.5, open=237.55, close=237.3, color='RED')
2020-07-07 11:00:20 INFO: check need new order None
2020-07-07 11:00:20 INFO: init new order end
2020-07-07 11:00:20 INFO: 
2020-07-07 11:00:20 INFO: 
2020-07-07 11:00:20 INFO: 
2020-07-07 11:00:20 INFO: 
2020-07-07 11:02:00 INFO: 
2020-07-07 11:02:00 INFO: 
2020-07-07 11:02:00 INFO: 
2020-07-07 11:02:00 INFO: 
2020-07-07 11:02:00 INFO: clearing start
2020-07-07 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 11:02:00 INFO: skip by not found init order into storage
2020-07-07 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 11:02:00 INFO: skip by not found init order into storage
2020-07-07 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 11:02:00 INFO: skip by not found init order into storage
2020-07-07 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 11:02:00 INFO: skip by not found init order into storage
2020-07-07 11:02:00 INFO: clearing end
2020-07-07 11:02:00 INFO: 
2020-07-07 11:02:00 INFO: 
2020-07-07 11:02:00 INFO: 
2020-07-07 11:02:00 INFO: 
2020-07-07 11:34:18 ERROR: Error : Connection is already closed.
2020-07-07 11:34:18 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f863459d6a0>>: Connection is already closed.
2020-07-07 11:34:18 INFO: Websocket Closed
2020-07-07 11:34:19 WARNING: reconnect to socket
2020-07-07 11:34:19 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-07 11:34:19 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-07 11:34:19 INFO: Authenticating with API Key.
2020-07-07 11:34:20 INFO: Connected to WS.
2020-07-07 12:00:20 INFO: 
2020-07-07 12:00:20 INFO: 
2020-07-07 12:00:20 INFO: 
2020-07-07 12:00:20 INFO: 
2020-07-07 12:00:20 INFO: init new order start
2020-07-07 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 237.95, 'low': 236.8, 'close': 237.6, 'trades': 1140, 'volume': 1632334, 'vwap': 237.57, 'lastSize': 58, 'turnover': 38779031125, 'homeNotional': 15123.205313833258, 'foreignNotional': 3592792.426702068}, {'timestamp': datetime.datetime(2020, 7, 7, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.55, 'high': 237.5, 'low': 236.4, 'close': 237.3, 'trades': 1444, 'volume': 2159539, 'vwap': 236.82, 'lastSize': 6, 'turnover': 51140045810, 'homeNotional': 19984.105473814452, 'foreignNotional': 4732441.931463793}, {'timestamp': datetime.datetime(2020, 7, 7, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.1, 'high': 239.1, 'low': 236.25, 'close': 237.55, 'trades': 3718, 'volume': 6683386, 'vwap': 237.26, 'lastSize': 15, 'turnover': 158568278845, 'homeNotional': 61926.43889575516, 'foreignNotional': 14692527.537653403}]
2020-07-07 12:00:20 INFO: prepare candles [CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN'), CandleItem(low=236.4, high=237.5, open=237.55, close=237.3, color='RED'), CandleItem(low=236.25, high=239.1, open=239.1, close=237.55, color='RED')]
2020-07-07 12:00:20 INFO: last_candle=CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN')
2020-07-07 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-07 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN')
2020-07-07 12:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.4, high=237.5, open=237.55, close=237.3, color='RED')
2020-07-07 12:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.25, high=239.1, open=239.1, close=237.55, color='RED')
2020-07-07 12:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-07 12:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-07 12:00:20 INFO: place order: start candle=CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-07-07 12:00:20 INFO: place order: side_factor=-1 init_trigger_price=238.0 init_order_price=238.04999999999998 stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=236.8 take_price=244.94999999999985
2020-07-07 12:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('238') init_order_price=Decimal('238.049999999999982946974341757595539093017578125') stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=Decimal('236.80000000000001136868377216160297393798828125') take_price=Decimal('244.949999999999846522769075818359851837158203125')
2020-07-07 12:00:20 INFO: place order: compute qty=667
2020-07-07 12:00:20 INFO: place order: save order to db ea3fe1893f5b4507a5cff65e78ecbbda; response=True
2020-07-07 12:00:20 INFO: process event {'orderID': '3abc5ed2-1be7-795d-22ce-4cdd19f6e6b8', 'clOrdID': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 238.05, 'displayQty': None, 'stopPx': 238, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-07T09:00:20.212Z', 'timestamp': '2020-07-07T09:00:20.212Z'}
2020-07-07 12:00:20 INFO: skip event ea3fe1893f5b4507a5cff65e78ecbbda New
2020-07-07 12:00:20 INFO: post order to exchange resp={'orderID': '3abc5ed2-1be7-795d-22ce-4cdd19f6e6b8', 'clOrdID': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 238.05, 'displayQty': None, 'stopPx': 238.0, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc())}
2020-07-07 12:00:20 INFO: place new init order {'qty': 667, 'init_price': Decimal('238'), 'stop_price': Decimal('236.80000000000001136868377216160297393798828125'), 'take_price': Decimal('244.949999999999846522769075818359851837158203125'), 'order_uid': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'response': {'orderID': '3abc5ed2-1be7-795d-22ce-4cdd19f6e6b8', 'clOrdID': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 238.05, 'displayQty': None, 'stopPx': 238.0, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc())}}
2020-07-07 12:00:20 INFO: init new order end
2020-07-07 12:00:20 INFO: 
2020-07-07 12:00:20 INFO: 
2020-07-07 12:00:20 INFO: 
2020-07-07 12:00:20 INFO: 
2020-07-07 12:02:00 INFO: 
2020-07-07 12:02:00 INFO: 
2020-07-07 12:02:00 INFO: 
2020-07-07 12:02:00 INFO: 
2020-07-07 12:02:00 INFO: clearing start
2020-07-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 12:02:00 INFO: skip by not found init order into storage
2020-07-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 12:02:00 INFO: skip by not found init order into storage
2020-07-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 12:02:00 INFO: skip by not found init order into storage
2020-07-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 12:02:00 INFO: skip by not found init order into storage
2020-07-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3abc5ed2-1be7-795d-22ce-4cdd19f6e6b8', 'clOrdID': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 238.05, 'displayQty': None, 'stopPx': 238.0, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc())}
2020-07-07 12:02:00 INFO: order time=2020-07-07 09:00:20.212000+00:00; delta from now UTC=0:01:40.221692 time_delta.total_seconds()=100.221692; time_diff_offset='3600'
2020-07-07 12:02:00 INFO: skip by time diff 2020-07-07 09:00:20.212000+00:00
2020-07-07 12:02:00 INFO: clearing end
2020-07-07 12:02:00 INFO: 
2020-07-07 12:02:00 INFO: 
2020-07-07 12:02:00 INFO: 
2020-07-07 12:02:00 INFO: 
2020-07-07 13:00:20 INFO: 
2020-07-07 13:00:20 INFO: 
2020-07-07 13:00:20 INFO: 
2020-07-07 13:00:20 INFO: 
2020-07-07 13:00:20 INFO: init new order start
2020-07-07 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 237.65, 'low': 234.85, 'close': 235.2, 'trades': 3710, 'volume': 5538678, 'vwap': 236.05, 'lastSize': 6331, 'turnover': 130738934105, 'homeNotional': 51181.574703189486, 'foreignNotional': 12081297.52055756}, {'timestamp': datetime.datetime(2020, 7, 7, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 237.95, 'low': 236.8, 'close': 237.6, 'trades': 1140, 'volume': 1632334, 'vwap': 237.57, 'lastSize': 58, 'turnover': 38779031125, 'homeNotional': 15123.205313833258, 'foreignNotional': 3592792.426702068}, {'timestamp': datetime.datetime(2020, 7, 7, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.55, 'high': 237.5, 'low': 236.4, 'close': 237.3, 'trades': 1444, 'volume': 2159539, 'vwap': 236.82, 'lastSize': 6, 'turnover': 51140045810, 'homeNotional': 19984.105473814452, 'foreignNotional': 4732441.931463793}]
2020-07-07 13:00:20 INFO: prepare candles [CandleItem(low=234.85, high=237.65, open=237.6, close=235.2, color='RED'), CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN'), CandleItem(low=236.4, high=237.5, open=237.55, close=237.3, color='RED')]
2020-07-07 13:00:20 INFO: skip by colors first_candle=CandleItem(low=236.4, high=237.5, open=237.55, close=237.3, color='RED') second_candle=CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN') last_candle=CandleItem(low=234.85, high=237.65, open=237.6, close=235.2, color='RED')
2020-07-07 13:00:20 INFO: check need new order None
2020-07-07 13:00:20 INFO: init new order end
2020-07-07 13:00:20 INFO: 
2020-07-07 13:00:20 INFO: 
2020-07-07 13:00:20 INFO: 
2020-07-07 13:00:20 INFO: 
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: clearing start
2020-07-07 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 13:02:00 INFO: skip by not found init order into storage
2020-07-07 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 13:02:00 INFO: skip by not found init order into storage
2020-07-07 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 13:02:00 INFO: skip by not found init order into storage
2020-07-07 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 13:02:00 INFO: skip by not found init order into storage
2020-07-07 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3abc5ed2-1be7-795d-22ce-4cdd19f6e6b8', 'clOrdID': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 238.05, 'displayQty': None, 'stopPx': 238.0, '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': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc())}
2020-07-07 13:02:00 INFO: order time=2020-07-07 09:00:20.212000+00:00; delta from now UTC=1:01:40.458753 time_delta.total_seconds()=3700.458753; time_diff_offset='3600'
2020-07-07 13:02:00 INFO: clear order ea3fe1893f5b4507a5cff65e78ecbbda
2020-07-07 13:02:00 INFO: cancel order resp=[{'orderID': '3abc5ed2-1be7-795d-22ce-4cdd19f6e6b8', 'clOrdID': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 238.05, 'displayQty': None, 'stopPx': 238.0, '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, 7, 7, 9, 0, 20, 212000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 10, 2, 0, 695000, tzinfo=tzutc())}]
2020-07-07 13:02:00 INFO: clearing end
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: 
2020-07-07 13:02:00 INFO: process event {'orderID': '3abc5ed2-1be7-795d-22ce-4cdd19f6e6b8', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-07-07T10:02:00.695Z', 'clOrdID': 'ea3fe1893f5b4507a5cff65e78ecbbda', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-07 13:02:00 INFO: skip event ea3fe1893f5b4507a5cff65e78ecbbda Canceled
2020-07-07 14:00:20 INFO: 
2020-07-07 14:00:20 INFO: 
2020-07-07 14:00:20 INFO: 
2020-07-07 14:00:20 INFO: 
2020-07-07 14:00:20 INFO: init new order start
2020-07-07 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.2, 'high': 236.8, 'low': 235.05, 'close': 236.5, 'trades': 2031, 'volume': 3195018, 'vwap': 236.05, 'lastSize': 1, 'turnover': 75418367590, 'homeNotional': 29516.509431675724, 'foreignNotional': 6967382.70310459}, {'timestamp': datetime.datetime(2020, 7, 7, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 237.65, 'low': 234.85, 'close': 235.2, 'trades': 3710, 'volume': 5538678, 'vwap': 236.05, 'lastSize': 6331, 'turnover': 130738934105, 'homeNotional': 51181.574703189486, 'foreignNotional': 12081297.52055756}, {'timestamp': datetime.datetime(2020, 7, 7, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 237.95, 'low': 236.8, 'close': 237.6, 'trades': 1140, 'volume': 1632334, 'vwap': 237.57, 'lastSize': 58, 'turnover': 38779031125, 'homeNotional': 15123.205313833258, 'foreignNotional': 3592792.426702068}]
2020-07-07 14:00:20 INFO: prepare candles [CandleItem(low=235.05, high=236.8, open=235.2, close=236.5, color='GREEN'), CandleItem(low=234.85, high=237.65, open=237.6, close=235.2, color='RED'), CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN')]
2020-07-07 14:00:20 INFO: skip by colors first_candle=CandleItem(low=236.8, high=237.95, open=237.3, close=237.6, color='GREEN') second_candle=CandleItem(low=234.85, high=237.65, open=237.6, close=235.2, color='RED') last_candle=CandleItem(low=235.05, high=236.8, open=235.2, close=236.5, color='GREEN')
2020-07-07 14:00:20 INFO: check need new order None
2020-07-07 14:00:20 INFO: init new order end
2020-07-07 14:00:20 INFO: 
2020-07-07 14:00:20 INFO: 
2020-07-07 14:00:20 INFO: 
2020-07-07 14:00:20 INFO: 
2020-07-07 14:02:00 INFO: 
2020-07-07 14:02:00 INFO: 
2020-07-07 14:02:00 INFO: 
2020-07-07 14:02:00 INFO: 
2020-07-07 14:02:00 INFO: clearing start
2020-07-07 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 14:02:00 INFO: skip by not found init order into storage
2020-07-07 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 14:02:00 INFO: skip by not found init order into storage
2020-07-07 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 14:02:00 INFO: skip by not found init order into storage
2020-07-07 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 14:02:00 INFO: skip by not found init order into storage
2020-07-07 14:02:00 INFO: clearing end
2020-07-07 14:02:00 INFO: 
2020-07-07 14:02:00 INFO: 
2020-07-07 14:02:00 INFO: 
2020-07-07 14:02:00 INFO: 
2020-07-07 15:00:20 INFO: 
2020-07-07 15:00:20 INFO: 
2020-07-07 15:00:20 INFO: 
2020-07-07 15:00:20 INFO: 
2020-07-07 15:00:20 INFO: init new order start
2020-07-07 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.9, 'low': 236.15, 'close': 237.6, 'trades': 1727, 'volume': 2189142, 'vwap': 236.98, 'lastSize': 40, 'turnover': 51876454010, 'homeNotional': 20251.371815615763, 'foreignNotional': 4799008.701135237}, {'timestamp': datetime.datetime(2020, 7, 7, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.2, 'high': 236.8, 'low': 235.05, 'close': 236.5, 'trades': 2031, 'volume': 3195018, 'vwap': 236.05, 'lastSize': 1, 'turnover': 75418367590, 'homeNotional': 29516.509431675724, 'foreignNotional': 6967382.70310459}, {'timestamp': datetime.datetime(2020, 7, 7, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 237.65, 'low': 234.85, 'close': 235.2, 'trades': 3710, 'volume': 5538678, 'vwap': 236.05, 'lastSize': 6331, 'turnover': 130738934105, 'homeNotional': 51181.574703189486, 'foreignNotional': 12081297.52055756}]
2020-07-07 15:00:20 INFO: prepare candles [CandleItem(low=236.15, high=237.9, open=236.5, close=237.6, color='GREEN'), CandleItem(low=235.05, high=236.8, open=235.2, close=236.5, color='GREEN'), CandleItem(low=234.85, high=237.65, open=237.6, close=235.2, color='RED')]
2020-07-07 15:00:20 INFO: skip by colors first_candle=CandleItem(low=234.85, high=237.65, open=237.6, close=235.2, color='RED') second_candle=CandleItem(low=235.05, high=236.8, open=235.2, close=236.5, color='GREEN') last_candle=CandleItem(low=236.15, high=237.9, open=236.5, close=237.6, color='GREEN')
2020-07-07 15:00:20 INFO: check need new order None
2020-07-07 15:00:20 INFO: init new order end
2020-07-07 15:00:20 INFO: 
2020-07-07 15:00:20 INFO: 
2020-07-07 15:00:20 INFO: 
2020-07-07 15:00:20 INFO: 
2020-07-07 15:02:00 INFO: 
2020-07-07 15:02:00 INFO: 
2020-07-07 15:02:00 INFO: 
2020-07-07 15:02:00 INFO: 
2020-07-07 15:02:00 INFO: clearing start
2020-07-07 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 15:02:00 INFO: skip by not found init order into storage
2020-07-07 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 15:02:00 INFO: skip by not found init order into storage
2020-07-07 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 15:02:00 INFO: skip by not found init order into storage
2020-07-07 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 15:02:00 INFO: skip by not found init order into storage
2020-07-07 15:02:00 INFO: clearing end
2020-07-07 15:02:00 INFO: 
2020-07-07 15:02:00 INFO: 
2020-07-07 15:02:00 INFO: 
2020-07-07 15:02:00 INFO: 
2020-07-07 16:00:20 INFO: 
2020-07-07 16:00:20 INFO: 
2020-07-07 16:00:20 INFO: 
2020-07-07 16:00:20 INFO: 
2020-07-07 16:00:20 INFO: init new order start
2020-07-07 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 238.15, 'low': 237.1, 'close': 237.85, 'trades': 1749, 'volume': 2528371, 'vwap': 237.81, 'lastSize': 3126, 'turnover': 60126968400, 'homeNotional': 23455.41580521142, 'foreignNotional': 5577919.467835884}, {'timestamp': datetime.datetime(2020, 7, 7, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.9, 'low': 236.15, 'close': 237.6, 'trades': 1727, 'volume': 2189142, 'vwap': 236.98, 'lastSize': 40, 'turnover': 51876454010, 'homeNotional': 20251.371815615763, 'foreignNotional': 4799008.701135237}, {'timestamp': datetime.datetime(2020, 7, 7, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.2, 'high': 236.8, 'low': 235.05, 'close': 236.5, 'trades': 2031, 'volume': 3195018, 'vwap': 236.05, 'lastSize': 1, 'turnover': 75418367590, 'homeNotional': 29516.509431675724, 'foreignNotional': 6967382.70310459}]
2020-07-07 16:00:20 INFO: prepare candles [CandleItem(low=237.1, high=238.15, open=237.6, close=237.85, color='GREEN'), CandleItem(low=236.15, high=237.9, open=236.5, close=237.6, color='GREEN'), CandleItem(low=235.05, high=236.8, open=235.2, close=236.5, color='GREEN')]
2020-07-07 16:00:20 INFO: skip by colors first_candle=CandleItem(low=235.05, high=236.8, open=235.2, close=236.5, color='GREEN') second_candle=CandleItem(low=236.15, high=237.9, open=236.5, close=237.6, color='GREEN') last_candle=CandleItem(low=237.1, high=238.15, open=237.6, close=237.85, color='GREEN')
2020-07-07 16:00:20 INFO: check need new order None
2020-07-07 16:00:20 INFO: init new order end
2020-07-07 16:00:20 INFO: 
2020-07-07 16:00:20 INFO: 
2020-07-07 16:00:20 INFO: 
2020-07-07 16:00:20 INFO: 
2020-07-07 16:02:00 INFO: 
2020-07-07 16:02:00 INFO: 
2020-07-07 16:02:00 INFO: 
2020-07-07 16:02:00 INFO: 
2020-07-07 16:02:00 INFO: clearing start
2020-07-07 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 16:02:01 INFO: skip by not found init order into storage
2020-07-07 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 16:02:01 INFO: skip by not found init order into storage
2020-07-07 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 16:02:01 INFO: skip by not found init order into storage
2020-07-07 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 16:02:01 INFO: skip by not found init order into storage
2020-07-07 16:02:01 INFO: clearing end
2020-07-07 16:02:01 INFO: 
2020-07-07 16:02:01 INFO: 
2020-07-07 16:02:01 INFO: 
2020-07-07 16:02:01 INFO: 
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: init new order start
2020-07-07 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 237.9, 'low': 236.7, 'close': 237.5, 'trades': 1453, 'volume': 1894009, 'vwap': 237.14, 'lastSize': 440, 'turnover': 44913025745, 'homeNotional': 17525.63913435557, 'foreignNotional': 4155894.9211752866}, {'timestamp': datetime.datetime(2020, 7, 7, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 238.15, 'low': 237.1, 'close': 237.85, 'trades': 1749, 'volume': 2528371, 'vwap': 237.81, 'lastSize': 3126, 'turnover': 60126968400, 'homeNotional': 23455.41580521142, 'foreignNotional': 5577919.467835884}, {'timestamp': datetime.datetime(2020, 7, 7, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.9, 'low': 236.15, 'close': 237.6, 'trades': 1727, 'volume': 2189142, 'vwap': 236.98, 'lastSize': 40, 'turnover': 51876454010, 'homeNotional': 20251.371815615763, 'foreignNotional': 4799008.701135237}]
2020-07-07 17:00:20 INFO: prepare candles [CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED'), CandleItem(low=237.1, high=238.15, open=237.6, close=237.85, color='GREEN'), CandleItem(low=236.15, high=237.9, open=236.5, close=237.6, color='GREEN')]
2020-07-07 17:00:20 INFO: last_candle=CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED')
2020-07-07 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-07 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=236.7, high=237.9, open=237.85, close=237.5, color='RED')
2020-07-07 17:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.1, high=238.15, open=237.6, close=237.85, color='GREEN')
2020-07-07 17:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.15, high=237.9, open=236.5, close=237.6, color='GREEN')
2020-07-07 17:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-07 17:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-07-07 17:00:20 INFO: place order: start candle=CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED') ticker='ETHUSD' price_offset=0.1
2020-07-07 17:00:20 INFO: place order: side_factor=1 init_trigger_price=236.64999999999998 init_order_price=236.6 stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=237.9 take_price=229.3999999999999
2020-07-07 17:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('236.6499999999999772626324556767940521240234375') init_order_price=Decimal('236.599999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=Decimal('237.900000000000005684341886080801486968994140625') take_price=Decimal('229.399999999999891997504164464771747589111328125')
2020-07-07 17:00:20 INFO: place order: compute qty=-640
2020-07-07 17:00:20 INFO: place order: save order to db fde370fa0aac44b4af3c438fe597f066; response=True
2020-07-07 17:00:20 INFO: post order to exchange resp={'orderID': '19d296ab-aba9-77f3-2401-992cda6118e4', 'clOrdID': 'fde370fa0aac44b4af3c438fe597f066', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.6, 'displayQty': None, 'stopPx': 236.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc())}
2020-07-07 17:00:20 INFO: place new init order {'qty': -640, 'init_price': Decimal('236.6499999999999772626324556767940521240234375'), 'stop_price': Decimal('237.900000000000005684341886080801486968994140625'), 'take_price': Decimal('229.399999999999891997504164464771747589111328125'), 'order_uid': 'fde370fa0aac44b4af3c438fe597f066', 'response': {'orderID': '19d296ab-aba9-77f3-2401-992cda6118e4', 'clOrdID': 'fde370fa0aac44b4af3c438fe597f066', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.6, 'displayQty': None, 'stopPx': 236.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc())}}
2020-07-07 17:00:20 INFO: init new order end
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: 
2020-07-07 17:00:20 INFO: process event {'orderID': '19d296ab-aba9-77f3-2401-992cda6118e4', 'clOrdID': 'fde370fa0aac44b4af3c438fe597f066', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.6, 'displayQty': None, 'stopPx': 236.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-07-07T14:00:20.298Z', 'timestamp': '2020-07-07T14:00:20.298Z'}
2020-07-07 17:00:20 INFO: skip event fde370fa0aac44b4af3c438fe597f066 New
2020-07-07 17:02:00 INFO: 
2020-07-07 17:02:00 INFO: 
2020-07-07 17:02:00 INFO: 
2020-07-07 17:02:00 INFO: 
2020-07-07 17:02:00 INFO: clearing start
2020-07-07 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 17:02:00 INFO: skip by not found init order into storage
2020-07-07 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 17:02:00 INFO: skip by not found init order into storage
2020-07-07 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 17:02:00 INFO: skip by not found init order into storage
2020-07-07 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 17:02:00 INFO: skip by not found init order into storage
2020-07-07 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '19d296ab-aba9-77f3-2401-992cda6118e4', 'clOrdID': 'fde370fa0aac44b4af3c438fe597f066', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.6, 'displayQty': None, 'stopPx': 236.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc())}
2020-07-07 17:02:00 INFO: order time=2020-07-07 14:00:20.298000+00:00; delta from now UTC=0:01:40.308134 time_delta.total_seconds()=100.308134; time_diff_offset='3600'
2020-07-07 17:02:00 INFO: skip by time diff 2020-07-07 14:00:20.298000+00:00
2020-07-07 17:02:00 INFO: clearing end
2020-07-07 17:02:00 INFO: 
2020-07-07 17:02:00 INFO: 
2020-07-07 17:02:00 INFO: 
2020-07-07 17:02:00 INFO: 
2020-07-07 18:00:20 INFO: 
2020-07-07 18:00:20 INFO: 
2020-07-07 18:00:20 INFO: 
2020-07-07 18:00:20 INFO: 
2020-07-07 18:00:20 INFO: init new order start
2020-07-07 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 239.85, 'low': 237.1, 'close': 237.35, 'trades': 4119, 'volume': 6559814, 'vwap': 238.43, 'lastSize': 1, 'turnover': 156403495705, 'homeNotional': 60775.7639511764, 'foreignNotional': 14490611.70423856}, {'timestamp': datetime.datetime(2020, 7, 7, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 237.9, 'low': 236.7, 'close': 237.5, 'trades': 1453, 'volume': 1894009, 'vwap': 237.14, 'lastSize': 440, 'turnover': 44913025745, 'homeNotional': 17525.63913435557, 'foreignNotional': 4155894.9211752866}, {'timestamp': datetime.datetime(2020, 7, 7, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 238.15, 'low': 237.1, 'close': 237.85, 'trades': 1749, 'volume': 2528371, 'vwap': 237.81, 'lastSize': 3126, 'turnover': 60126968400, 'homeNotional': 23455.41580521142, 'foreignNotional': 5577919.467835884}]
2020-07-07 18:00:20 INFO: prepare candles [CandleItem(low=237.1, high=239.85, open=237.5, close=237.35, color='RED'), CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED'), CandleItem(low=237.1, high=238.15, open=237.6, close=237.85, color='GREEN')]
2020-07-07 18:00:20 INFO: skip by colors first_candle=CandleItem(low=237.1, high=238.15, open=237.6, close=237.85, color='GREEN') second_candle=CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED') last_candle=CandleItem(low=237.1, high=239.85, open=237.5, close=237.35, color='RED')
2020-07-07 18:00:20 INFO: check need new order None
2020-07-07 18:00:20 INFO: init new order end
2020-07-07 18:00:20 INFO: 
2020-07-07 18:00:20 INFO: 
2020-07-07 18:00:20 INFO: 
2020-07-07 18:00:20 INFO: 
2020-07-07 18:02:00 INFO: 
2020-07-07 18:02:00 INFO: 
2020-07-07 18:02:00 INFO: 
2020-07-07 18:02:00 INFO: 
2020-07-07 18:02:00 INFO: clearing start
2020-07-07 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 18:02:00 INFO: skip by not found init order into storage
2020-07-07 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 18:02:00 INFO: skip by not found init order into storage
2020-07-07 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 18:02:00 INFO: skip by not found init order into storage
2020-07-07 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 18:02:00 INFO: skip by not found init order into storage
2020-07-07 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '19d296ab-aba9-77f3-2401-992cda6118e4', 'clOrdID': 'fde370fa0aac44b4af3c438fe597f066', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.6, 'displayQty': None, 'stopPx': 236.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc())}
2020-07-07 18:02:00 INFO: order time=2020-07-07 14:00:20.298000+00:00; delta from now UTC=1:01:40.550020 time_delta.total_seconds()=3700.55002; time_diff_offset='3600'
2020-07-07 18:02:00 INFO: clear order fde370fa0aac44b4af3c438fe597f066
2020-07-07 18:02:00 INFO: cancel order resp=[{'orderID': '19d296ab-aba9-77f3-2401-992cda6118e4', 'clOrdID': 'fde370fa0aac44b4af3c438fe597f066', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 236.6, 'displayQty': None, 'stopPx': 236.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 7, 14, 0, 20, 298000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 7, 15, 2, 0, 871000, tzinfo=tzutc())}]
2020-07-07 18:02:00 INFO: process event {'orderID': '19d296ab-aba9-77f3-2401-992cda6118e4', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-07-07T15:02:00.871Z', 'clOrdID': 'fde370fa0aac44b4af3c438fe597f066', 'account': 605536, 'symbol': 'ETHUSD'}
2020-07-07 18:02:00 INFO: skip event fde370fa0aac44b4af3c438fe597f066 Canceled
2020-07-07 18:02:00 INFO: clearing end
2020-07-07 18:02:00 INFO: 
2020-07-07 18:02:00 INFO: 
2020-07-07 18:02:00 INFO: 
2020-07-07 18:02:00 INFO: 
2020-07-07 19:00:20 INFO: 
2020-07-07 19:00:20 INFO: 
2020-07-07 19:00:20 INFO: 
2020-07-07 19:00:20 INFO: 
2020-07-07 19:00:20 INFO: init new order start
2020-07-07 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 238.85, 'low': 237.15, 'close': 238.8, 'trades': 1804, 'volume': 3298090, 'vwap': 238.14, 'lastSize': 1, 'turnover': 78540253195, 'homeNotional': 30561.352344442963, 'foreignNotional': 7277846.929932509}, {'timestamp': datetime.datetime(2020, 7, 7, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 239.85, 'low': 237.1, 'close': 237.35, 'trades': 4119, 'volume': 6559814, 'vwap': 238.43, 'lastSize': 1, 'turnover': 156403495705, 'homeNotional': 60775.7639511764, 'foreignNotional': 14490611.70423856}, {'timestamp': datetime.datetime(2020, 7, 7, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 237.9, 'low': 236.7, 'close': 237.5, 'trades': 1453, 'volume': 1894009, 'vwap': 237.14, 'lastSize': 440, 'turnover': 44913025745, 'homeNotional': 17525.63913435557, 'foreignNotional': 4155894.9211752866}]
2020-07-07 19:00:21 INFO: prepare candles [CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN'), CandleItem(low=237.1, high=239.85, open=237.5, close=237.35, color='RED'), CandleItem(low=236.7, high=237.9, open=237.85, close=237.5, color='RED')]
2020-07-07 19:00:21 INFO: last_candle=CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN')
2020-07-07 19:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-07 19:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN')
2020-07-07 19:00:21 INFO: skip by CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-07 19:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-07 19:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN')
2020-07-07 19:00:21 INFO: skip by CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-07 19:00:21 INFO: not found applicable config for candle
2020-07-07 19:00:21 INFO: check need new order None
2020-07-07 19:00:21 INFO: init new order end
2020-07-07 19:00:21 INFO: 
2020-07-07 19:00:21 INFO: 
2020-07-07 19:00:21 INFO: 
2020-07-07 19:00:21 INFO: 
2020-07-07 19:02:00 INFO: 
2020-07-07 19:02:00 INFO: 
2020-07-07 19:02:00 INFO: 
2020-07-07 19:02:00 INFO: 
2020-07-07 19:02:00 INFO: clearing start
2020-07-07 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 19:02:00 INFO: skip by not found init order into storage
2020-07-07 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 19:02:00 INFO: skip by not found init order into storage
2020-07-07 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 19:02:00 INFO: skip by not found init order into storage
2020-07-07 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 19:02:00 INFO: skip by not found init order into storage
2020-07-07 19:02:00 INFO: clearing end
2020-07-07 19:02:00 INFO: 
2020-07-07 19:02:00 INFO: 
2020-07-07 19:02:00 INFO: 
2020-07-07 19:02:00 INFO: 
2020-07-07 20:00:20 INFO: 
2020-07-07 20:00:20 INFO: 
2020-07-07 20:00:20 INFO: 
2020-07-07 20:00:20 INFO: 
2020-07-07 20:00:20 INFO: init new order start
2020-07-07 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 239.75, 'low': 238.1, 'close': 238.5, 'trades': 2011, 'volume': 2566402, 'vwap': 239.06, 'lastSize': 1, 'turnover': 61350268525, 'homeNotional': 23792.240787328446, 'foreignNotional': 5687579.064853354}, {'timestamp': datetime.datetime(2020, 7, 7, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 238.85, 'low': 237.15, 'close': 238.8, 'trades': 1804, 'volume': 3298090, 'vwap': 238.14, 'lastSize': 1, 'turnover': 78540253195, 'homeNotional': 30561.352344442963, 'foreignNotional': 7277846.929932509}, {'timestamp': datetime.datetime(2020, 7, 7, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 239.85, 'low': 237.1, 'close': 237.35, 'trades': 4119, 'volume': 6559814, 'vwap': 238.43, 'lastSize': 1, 'turnover': 156403495705, 'homeNotional': 60775.7639511764, 'foreignNotional': 14490611.70423856}]
2020-07-07 20:00:20 INFO: prepare candles [CandleItem(low=238.1, high=239.75, open=238.8, close=238.5, color='RED'), CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN'), CandleItem(low=237.1, high=239.85, open=237.5, close=237.35, color='RED')]
2020-07-07 20:00:20 INFO: skip by colors first_candle=CandleItem(low=237.1, high=239.85, open=237.5, close=237.35, color='RED') second_candle=CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN') last_candle=CandleItem(low=238.1, high=239.75, open=238.8, close=238.5, color='RED')
2020-07-07 20:00:20 INFO: check need new order None
2020-07-07 20:00:20 INFO: init new order end
2020-07-07 20:00:20 INFO: 
2020-07-07 20:00:20 INFO: 
2020-07-07 20:00:20 INFO: 
2020-07-07 20:00:20 INFO: 
2020-07-07 20:02:00 INFO: 
2020-07-07 20:02:00 INFO: 
2020-07-07 20:02:00 INFO: 
2020-07-07 20:02:00 INFO: 
2020-07-07 20:02:00 INFO: clearing start
2020-07-07 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 20:02:00 INFO: skip by not found init order into storage
2020-07-07 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 20:02:00 INFO: skip by not found init order into storage
2020-07-07 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 20:02:00 INFO: skip by not found init order into storage
2020-07-07 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 20:02:00 INFO: skip by not found init order into storage
2020-07-07 20:02:00 INFO: clearing end
2020-07-07 20:02:00 INFO: 
2020-07-07 20:02:00 INFO: 
2020-07-07 20:02:00 INFO: 
2020-07-07 20:02:00 INFO: 
2020-07-07 21:00:20 INFO: 
2020-07-07 21:00:20 INFO: 
2020-07-07 21:00:20 INFO: 
2020-07-07 21:00:20 INFO: 
2020-07-07 21:00:20 INFO: init new order start
2020-07-07 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.5, 'high': 240.3, 'low': 238.35, 'close': 239.85, 'trades': 1705, 'volume': 1768950, 'vwap': 239.48, 'lastSize': 53, 'turnover': 42361870860, 'homeNotional': 16405.08620972341, 'foreignNotional': 3928606.551076862}, {'timestamp': datetime.datetime(2020, 7, 7, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 239.75, 'low': 238.1, 'close': 238.5, 'trades': 2011, 'volume': 2566402, 'vwap': 239.06, 'lastSize': 1, 'turnover': 61350268525, 'homeNotional': 23792.240787328446, 'foreignNotional': 5687579.064853354}, {'timestamp': datetime.datetime(2020, 7, 7, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 238.85, 'low': 237.15, 'close': 238.8, 'trades': 1804, 'volume': 3298090, 'vwap': 238.14, 'lastSize': 1, 'turnover': 78540253195, 'homeNotional': 30561.352344442963, 'foreignNotional': 7277846.929932509}]
2020-07-07 21:00:21 INFO: prepare candles [CandleItem(low=238.35, high=240.3, open=238.5, close=239.85, color='GREEN'), CandleItem(low=238.1, high=239.75, open=238.8, close=238.5, color='RED'), CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN')]
2020-07-07 21:00:21 INFO: skip by colors first_candle=CandleItem(low=237.15, high=238.85, open=237.35, close=238.8, color='GREEN') second_candle=CandleItem(low=238.1, high=239.75, open=238.8, close=238.5, color='RED') last_candle=CandleItem(low=238.35, high=240.3, open=238.5, close=239.85, color='GREEN')
2020-07-07 21:00:21 INFO: check need new order None
2020-07-07 21:00:21 INFO: init new order end
2020-07-07 21:00:21 INFO: 
2020-07-07 21:00:21 INFO: 
2020-07-07 21:00:21 INFO: 
2020-07-07 21:00:21 INFO: 
2020-07-07 21:02:00 INFO: 
2020-07-07 21:02:00 INFO: 
2020-07-07 21:02:00 INFO: 
2020-07-07 21:02:00 INFO: 
2020-07-07 21:02:00 INFO: clearing start
2020-07-07 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 21:02:00 INFO: skip by not found init order into storage
2020-07-07 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 21:02:00 INFO: skip by not found init order into storage
2020-07-07 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 21:02:00 INFO: skip by not found init order into storage
2020-07-07 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 21:02:00 INFO: skip by not found init order into storage
2020-07-07 21:02:00 INFO: clearing end
2020-07-07 21:02:00 INFO: 
2020-07-07 21:02:00 INFO: 
2020-07-07 21:02:00 INFO: 
2020-07-07 21:02:00 INFO: 
2020-07-07 22:00:20 INFO: 
2020-07-07 22:00:20 INFO: 
2020-07-07 22:00:20 INFO: 
2020-07-07 22:00:20 INFO: 
2020-07-07 22:00:20 INFO: init new order start
2020-07-07 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.85, 'high': 239.95, 'low': 238.4, 'close': 238.95, 'trades': 1526, 'volume': 1254888, 'vwap': 239.01, 'lastSize': 2201, 'turnover': 29992316000, 'homeNotional': 11635.7370077443, 'foreignNotional': 2780989.8099747584}, {'timestamp': datetime.datetime(2020, 7, 7, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.5, 'high': 240.3, 'low': 238.35, 'close': 239.85, 'trades': 1705, 'volume': 1768950, 'vwap': 239.48, 'lastSize': 53, 'turnover': 42361870860, 'homeNotional': 16405.08620972341, 'foreignNotional': 3928606.551076862}, {'timestamp': datetime.datetime(2020, 7, 7, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 239.75, 'low': 238.1, 'close': 238.5, 'trades': 2011, 'volume': 2566402, 'vwap': 239.06, 'lastSize': 1, 'turnover': 61350268525, 'homeNotional': 23792.240787328446, 'foreignNotional': 5687579.064853354}]
2020-07-07 22:00:20 INFO: prepare candles [CandleItem(low=238.4, high=239.95, open=239.85, close=238.95, color='RED'), CandleItem(low=238.35, high=240.3, open=238.5, close=239.85, color='GREEN'), CandleItem(low=238.1, high=239.75, open=238.8, close=238.5, color='RED')]
2020-07-07 22:00:20 INFO: skip by colors first_candle=CandleItem(low=238.1, high=239.75, open=238.8, close=238.5, color='RED') second_candle=CandleItem(low=238.35, high=240.3, open=238.5, close=239.85, color='GREEN') last_candle=CandleItem(low=238.4, high=239.95, open=239.85, close=238.95, color='RED')
2020-07-07 22:00:20 INFO: check need new order None
2020-07-07 22:00:20 INFO: init new order end
2020-07-07 22:00:20 INFO: 
2020-07-07 22:00:20 INFO: 
2020-07-07 22:00:20 INFO: 
2020-07-07 22:00:20 INFO: 
2020-07-07 22:02:00 INFO: 
2020-07-07 22:02:00 INFO: 
2020-07-07 22:02:00 INFO: 
2020-07-07 22:02:00 INFO: 
2020-07-07 22:02:00 INFO: clearing start
2020-07-07 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 22:02:00 INFO: skip by not found init order into storage
2020-07-07 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 22:02:00 INFO: skip by not found init order into storage
2020-07-07 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 22:02:00 INFO: skip by not found init order into storage
2020-07-07 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 22:02:00 INFO: skip by not found init order into storage
2020-07-07 22:02:00 INFO: clearing end
2020-07-07 22:02:00 INFO: 
2020-07-07 22:02:00 INFO: 
2020-07-07 22:02:00 INFO: 
2020-07-07 22:02:00 INFO: 
2020-07-07 23:00:20 INFO: 
2020-07-07 23:00:20 INFO: 
2020-07-07 23:00:20 INFO: 
2020-07-07 23:00:20 INFO: 
2020-07-07 23:00:20 INFO: init new order start
2020-07-07 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 238.95, 'low': 237.8, 'close': 238.0, 'trades': 1550, 'volume': 1805351, 'vwap': 238.38, 'lastSize': 1, 'turnover': 43035631420, 'homeNotional': 16686.89700441192, 'foreignNotional': 3977796.285072011}, {'timestamp': datetime.datetime(2020, 7, 7, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.85, 'high': 239.95, 'low': 238.4, 'close': 238.95, 'trades': 1526, 'volume': 1254888, 'vwap': 239.01, 'lastSize': 2201, 'turnover': 29992316000, 'homeNotional': 11635.7370077443, 'foreignNotional': 2780989.8099747584}, {'timestamp': datetime.datetime(2020, 7, 7, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.5, 'high': 240.3, 'low': 238.35, 'close': 239.85, 'trades': 1705, 'volume': 1768950, 'vwap': 239.48, 'lastSize': 53, 'turnover': 42361870860, 'homeNotional': 16405.08620972341, 'foreignNotional': 3928606.551076862}]
2020-07-07 23:00:21 INFO: prepare candles [CandleItem(low=237.8, high=238.95, open=238.95, close=238.0, color='RED'), CandleItem(low=238.4, high=239.95, open=239.85, close=238.95, color='RED'), CandleItem(low=238.35, high=240.3, open=238.5, close=239.85, color='GREEN')]
2020-07-07 23:00:21 INFO: skip by colors first_candle=CandleItem(low=238.35, high=240.3, open=238.5, close=239.85, color='GREEN') second_candle=CandleItem(low=238.4, high=239.95, open=239.85, close=238.95, color='RED') last_candle=CandleItem(low=237.8, high=238.95, open=238.95, close=238.0, color='RED')
2020-07-07 23:00:21 INFO: check need new order None
2020-07-07 23:00:21 INFO: init new order end
2020-07-07 23:00:21 INFO: 
2020-07-07 23:00:21 INFO: 
2020-07-07 23:00:21 INFO: 
2020-07-07 23:00:21 INFO: 
2020-07-07 23:02:00 INFO: 
2020-07-07 23:02:00 INFO: 
2020-07-07 23:02:00 INFO: 
2020-07-07 23:02:00 INFO: 
2020-07-07 23:02:00 INFO: clearing start
2020-07-07 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-07 23:02:00 INFO: skip by not found init order into storage
2020-07-07 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-07 23:02:00 INFO: skip by not found init order into storage
2020-07-07 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-07 23:02:00 INFO: skip by not found init order into storage
2020-07-07 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-07 23:02:00 INFO: skip by not found init order into storage
2020-07-07 23:02:00 INFO: clearing end
2020-07-07 23:02:00 INFO: 
2020-07-07 23:02:00 INFO: 
2020-07-07 23:02:00 INFO: 
2020-07-07 23:02:00 INFO: 
2020-07-08 00:00:20 INFO: 
2020-07-08 00:00:20 INFO: 
2020-07-08 00:00:20 INFO: 
2020-07-08 00:00:20 INFO: 
2020-07-08 00:00:20 INFO: init new order start
2020-07-08 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.75, 'low': 237.05, 'close': 238.7, 'trades': 2382, 'volume': 2570842, 'vwap': 237.83, 'lastSize': 1250, 'turnover': 61140656115, 'homeNotional': 23727.340564765153, 'foreignNotional': 5642929.337612911}, {'timestamp': datetime.datetime(2020, 7, 7, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 238.95, 'low': 237.8, 'close': 238.0, 'trades': 1550, 'volume': 1805351, 'vwap': 238.38, 'lastSize': 1, 'turnover': 43035631420, 'homeNotional': 16686.89700441192, 'foreignNotional': 3977796.285072011}, {'timestamp': datetime.datetime(2020, 7, 7, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.85, 'high': 239.95, 'low': 238.4, 'close': 238.95, 'trades': 1526, 'volume': 1254888, 'vwap': 239.01, 'lastSize': 2201, 'turnover': 29992316000, 'homeNotional': 11635.7370077443, 'foreignNotional': 2780989.8099747584}]
2020-07-08 00:00:20 INFO: prepare candles [CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN'), CandleItem(low=237.8, high=238.95, open=238.95, close=238.0, color='RED'), CandleItem(low=238.4, high=239.95, open=239.85, close=238.95, color='RED')]
2020-07-08 00:00:20 INFO: last_candle=CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN')
2020-07-08 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)))
2020-07-08 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=237.05, high=238.75, open=238.0, close=238.7, color='GREEN')
2020-07-08 00:00:20 INFO: skip by CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-08 00:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-08 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN')
2020-07-08 00:00:20 INFO: skip by CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-08 00:00:20 INFO: not found applicable config for candle
2020-07-08 00:00:20 INFO: check need new order None
2020-07-08 00:00:20 INFO: init new order end
2020-07-08 00:00:20 INFO: 
2020-07-08 00:00:20 INFO: 
2020-07-08 00:00:20 INFO: 
2020-07-08 00:00:20 INFO: 
2020-07-08 00:02:00 INFO: 
2020-07-08 00:02:00 INFO: 
2020-07-08 00:02:00 INFO: 
2020-07-08 00:02:00 INFO: 
2020-07-08 00:02:00 INFO: clearing start
2020-07-08 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 00:02:00 INFO: skip by not found init order into storage
2020-07-08 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 00:02:00 INFO: skip by not found init order into storage
2020-07-08 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 00:02:00 INFO: skip by not found init order into storage
2020-07-08 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 00:02:00 INFO: skip by not found init order into storage
2020-07-08 00:02:00 INFO: clearing end
2020-07-08 00:02:00 INFO: 
2020-07-08 00:02:00 INFO: 
2020-07-08 00:02:00 INFO: 
2020-07-08 00:02:00 INFO: 
2020-07-08 01:00:20 INFO: 
2020-07-08 01:00:20 INFO: 
2020-07-08 01:00:20 INFO: 
2020-07-08 01:00:20 INFO: 
2020-07-08 01:00:20 INFO: init new order start
2020-07-08 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 238.85, 'low': 237.1, 'close': 238.15, 'trades': 1857, 'volume': 1973875, 'vwap': 237.9, 'lastSize': 1000, 'turnover': 46957328950, 'homeNotional': 18243.046893077677, 'foreignNotional': 4339918.885783079}, {'timestamp': datetime.datetime(2020, 7, 7, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.75, 'low': 237.05, 'close': 238.7, 'trades': 2382, 'volume': 2570842, 'vwap': 237.83, 'lastSize': 1250, 'turnover': 61140656115, 'homeNotional': 23727.340564765153, 'foreignNotional': 5642929.337612911}, {'timestamp': datetime.datetime(2020, 7, 7, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 238.95, 'low': 237.8, 'close': 238.0, 'trades': 1550, 'volume': 1805351, 'vwap': 238.38, 'lastSize': 1, 'turnover': 43035631420, 'homeNotional': 16686.89700441192, 'foreignNotional': 3977796.285072011}]
2020-07-08 01:00:21 INFO: prepare candles [CandleItem(low=237.1, high=238.85, open=238.7, close=238.15, color='RED'), CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN'), CandleItem(low=237.8, high=238.95, open=238.95, close=238.0, color='RED')]
2020-07-08 01:00:21 INFO: skip by colors first_candle=CandleItem(low=237.8, high=238.95, open=238.95, close=238.0, color='RED') second_candle=CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN') last_candle=CandleItem(low=237.1, high=238.85, open=238.7, close=238.15, color='RED')
2020-07-08 01:00:21 INFO: check need new order None
2020-07-08 01:00:21 INFO: init new order end
2020-07-08 01:00:21 INFO: 
2020-07-08 01:00:21 INFO: 
2020-07-08 01:00:21 INFO: 
2020-07-08 01:00:21 INFO: 
2020-07-08 01:02:00 INFO: 
2020-07-08 01:02:00 INFO: 
2020-07-08 01:02:00 INFO: 
2020-07-08 01:02:00 INFO: 
2020-07-08 01:02:00 INFO: clearing start
2020-07-08 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 01:02:00 INFO: skip by not found init order into storage
2020-07-08 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 01:02:00 INFO: skip by not found init order into storage
2020-07-08 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 01:02:00 INFO: skip by not found init order into storage
2020-07-08 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 01:02:00 INFO: skip by not found init order into storage
2020-07-08 01:02:00 INFO: clearing end
2020-07-08 01:02:00 INFO: 
2020-07-08 01:02:00 INFO: 
2020-07-08 01:02:00 INFO: 
2020-07-08 01:02:00 INFO: 
2020-07-08 01:19:57 ERROR: Error : Connection is already closed.
2020-07-08 01:19:57 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f863459c880>>: Connection is already closed.
2020-07-08 01:19:57 INFO: Websocket Closed
2020-07-08 01:19:58 WARNING: reconnect to socket
2020-07-08 01:19:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-07-08 01:19:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-07-08 01:19:58 INFO: Authenticating with API Key.
2020-07-08 01:19:59 INFO: Connected to WS.
2020-07-08 02:00:20 INFO: 
2020-07-08 02:00:20 INFO: 
2020-07-08 02:00:20 INFO: 
2020-07-08 02:00:20 INFO: 
2020-07-08 02:00:20 INFO: init new order start
2020-07-08 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 7, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.15, 'low': 238.0, 'close': 239.05, 'trades': 1297, 'volume': 1203613, 'vwap': 238.71, 'lastSize': 100, 'turnover': 28731171925, 'homeNotional': 11130.235611156828, 'foreignNotional': 2656873.456191512}, {'timestamp': datetime.datetime(2020, 7, 7, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 238.85, 'low': 237.1, 'close': 238.15, 'trades': 1857, 'volume': 1973875, 'vwap': 237.9, 'lastSize': 1000, 'turnover': 46957328950, 'homeNotional': 18243.046893077677, 'foreignNotional': 4339918.885783079}, {'timestamp': datetime.datetime(2020, 7, 7, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.75, 'low': 237.05, 'close': 238.7, 'trades': 2382, 'volume': 2570842, 'vwap': 237.83, 'lastSize': 1250, 'turnover': 61140656115, 'homeNotional': 23727.340564765153, 'foreignNotional': 5642929.337612911}]
2020-07-08 02:00:20 INFO: prepare candles [CandleItem(low=238.0, high=239.15, open=238.15, close=239.05, color='GREEN'), CandleItem(low=237.1, high=238.85, open=238.7, close=238.15, color='RED'), CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN')]
2020-07-08 02:00:20 INFO: skip by colors first_candle=CandleItem(low=237.05, high=238.75, open=238.0, close=238.7, color='GREEN') second_candle=CandleItem(low=237.1, high=238.85, open=238.7, close=238.15, color='RED') last_candle=CandleItem(low=238.0, high=239.15, open=238.15, close=239.05, color='GREEN')
2020-07-08 02:00:20 INFO: check need new order None
2020-07-08 02:00:20 INFO: init new order end
2020-07-08 02:00:20 INFO: 
2020-07-08 02:00:20 INFO: 
2020-07-08 02:00:20 INFO: 
2020-07-08 02:00:20 INFO: 
2020-07-08 02:02:00 INFO: 
2020-07-08 02:02:00 INFO: 
2020-07-08 02:02:00 INFO: 
2020-07-08 02:02:00 INFO: 
2020-07-08 02:02:00 INFO: clearing start
2020-07-08 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 02:02:01 INFO: skip by not found init order into storage
2020-07-08 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 02:02:01 INFO: skip by not found init order into storage
2020-07-08 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 02:02:01 INFO: skip by not found init order into storage
2020-07-08 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 02:02:01 INFO: skip by not found init order into storage
2020-07-08 02:02:01 INFO: clearing end
2020-07-08 02:02:01 INFO: 
2020-07-08 02:02:01 INFO: 
2020-07-08 02:02:01 INFO: 
2020-07-08 02:02:01 INFO: 
2020-07-08 03:00:20 INFO: 
2020-07-08 03:00:20 INFO: 
2020-07-08 03:00:20 INFO: 
2020-07-08 03:00:20 INFO: 
2020-07-08 03:00:20 INFO: init new order start
2020-07-08 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.95, 'low': 238.55, 'close': 239.55, 'trades': 2250, 'volume': 3731482, 'vwap': 239.41, 'lastSize': 7, 'turnover': 89333334650, 'homeNotional': 34531.70971240157, 'foreignNotional': 8267044.453622576}, {'timestamp': datetime.datetime(2020, 7, 7, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.15, 'low': 238.0, 'close': 239.05, 'trades': 1297, 'volume': 1203613, 'vwap': 238.71, 'lastSize': 100, 'turnover': 28731171925, 'homeNotional': 11130.235611156828, 'foreignNotional': 2656873.456191512}, {'timestamp': datetime.datetime(2020, 7, 7, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 238.85, 'low': 237.1, 'close': 238.15, 'trades': 1857, 'volume': 1973875, 'vwap': 237.9, 'lastSize': 1000, 'turnover': 46957328950, 'homeNotional': 18243.046893077677, 'foreignNotional': 4339918.885783079}]
2020-07-08 03:00:20 INFO: prepare candles [CandleItem(low=238.55, high=239.95, open=239.05, close=239.55, color='GREEN'), CandleItem(low=238.0, high=239.15, open=238.15, close=239.05, color='GREEN'), CandleItem(low=237.1, high=238.85, open=238.7, close=238.15, color='RED')]
2020-07-08 03:00:20 INFO: skip by colors first_candle=CandleItem(low=237.1, high=238.85, open=238.7, close=238.15, color='RED') second_candle=CandleItem(low=238.0, high=239.15, open=238.15, close=239.05, color='GREEN') last_candle=CandleItem(low=238.55, high=239.95, open=239.05, close=239.55, color='GREEN')
2020-07-08 03:00:20 INFO: check need new order None
2020-07-08 03:00:20 INFO: init new order end
2020-07-08 03:00:20 INFO: 
2020-07-08 03:00:20 INFO: 
2020-07-08 03:00:20 INFO: 
2020-07-08 03:00:20 INFO: 
2020-07-08 03:02:00 INFO: 
2020-07-08 03:02:00 INFO: 
2020-07-08 03:02:00 INFO: 
2020-07-08 03:02:00 INFO: 
2020-07-08 03:02:00 INFO: clearing start
2020-07-08 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 03:02:00 INFO: skip by not found init order into storage
2020-07-08 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 03:02:00 INFO: skip by not found init order into storage
2020-07-08 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 03:02:00 INFO: skip by not found init order into storage
2020-07-08 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 03:02:00 INFO: skip by not found init order into storage
2020-07-08 03:02:00 INFO: clearing end
2020-07-08 03:02:00 INFO: 
2020-07-08 03:02:00 INFO: 
2020-07-08 03:02:00 INFO: 
2020-07-08 03:02:00 INFO: 
2020-07-08 04:00:20 INFO: 
2020-07-08 04:00:20 INFO: 
2020-07-08 04:00:20 INFO: 
2020-07-08 04:00:20 INFO: 
2020-07-08 04:00:20 INFO: init new order start
2020-07-08 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 239.8, 'low': 238.25, 'close': 238.75, 'trades': 1848, 'volume': 2736132, 'vwap': 238.71, 'lastSize': 347, 'turnover': 65314043600, 'homeNotional': 25292.65865517624, 'foreignNotional': 6037603.717397688}, {'timestamp': datetime.datetime(2020, 7, 8, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.95, 'low': 238.55, 'close': 239.55, 'trades': 2250, 'volume': 3731482, 'vwap': 239.41, 'lastSize': 7, 'turnover': 89333334650, 'homeNotional': 34531.70971240157, 'foreignNotional': 8267044.453622576}, {'timestamp': datetime.datetime(2020, 7, 7, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.15, 'low': 238.0, 'close': 239.05, 'trades': 1297, 'volume': 1203613, 'vwap': 238.71, 'lastSize': 100, 'turnover': 28731171925, 'homeNotional': 11130.235611156828, 'foreignNotional': 2656873.456191512}]
2020-07-08 04:00:21 INFO: prepare candles [CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED'), CandleItem(low=238.55, high=239.95, open=239.05, close=239.55, color='GREEN'), CandleItem(low=238.0, high=239.15, open=238.15, close=239.05, color='GREEN')]
2020-07-08 04:00:21 INFO: last_candle=CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED')
2020-07-08 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)))
2020-07-08 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=238.25, high=239.8, open=239.55, close=238.75, color='RED')
2020-07-08 04:00:21 INFO: skip by CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-08 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)))
2020-07-08 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=238.25, high=239.8, open=239.55, close=238.75, color='RED')
2020-07-08 04:00:21 INFO: skip by CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-08 04:00:21 INFO: not found applicable config for candle
2020-07-08 04:00:21 INFO: check need new order None
2020-07-08 04:00:21 INFO: init new order end
2020-07-08 04:00:21 INFO: 
2020-07-08 04:00:21 INFO: 
2020-07-08 04:00:21 INFO: 
2020-07-08 04:00:21 INFO: 
2020-07-08 04:02:00 INFO: 
2020-07-08 04:02:00 INFO: 
2020-07-08 04:02:00 INFO: 
2020-07-08 04:02:00 INFO: 
2020-07-08 04:02:00 INFO: clearing start
2020-07-08 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 04:02:01 INFO: skip by not found init order into storage
2020-07-08 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 04:02:01 INFO: skip by not found init order into storage
2020-07-08 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 04:02:01 INFO: skip by not found init order into storage
2020-07-08 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 04:02:01 INFO: skip by not found init order into storage
2020-07-08 04:02:01 INFO: clearing end
2020-07-08 04:02:01 INFO: 
2020-07-08 04:02:01 INFO: 
2020-07-08 04:02:01 INFO: 
2020-07-08 04:02:01 INFO: 
2020-07-08 05:00:20 INFO: 
2020-07-08 05:00:20 INFO: 
2020-07-08 05:00:20 INFO: 
2020-07-08 05:00:20 INFO: 
2020-07-08 05:00:20 INFO: init new order start
2020-07-08 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.75, 'high': 240.65, 'low': 238.75, 'close': 240.5, 'trades': 2454, 'volume': 3949904, 'vwap': 239.81, 'lastSize': 500, 'turnover': 94718998595, 'homeNotional': 36604.7059463394, 'foreignNotional': 8777851.208133128}, {'timestamp': datetime.datetime(2020, 7, 8, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 239.8, 'low': 238.25, 'close': 238.75, 'trades': 1848, 'volume': 2736132, 'vwap': 238.71, 'lastSize': 347, 'turnover': 65314043600, 'homeNotional': 25292.65865517624, 'foreignNotional': 6037603.717397688}, {'timestamp': datetime.datetime(2020, 7, 8, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.95, 'low': 238.55, 'close': 239.55, 'trades': 2250, 'volume': 3731482, 'vwap': 239.41, 'lastSize': 7, 'turnover': 89333334650, 'homeNotional': 34531.70971240157, 'foreignNotional': 8267044.453622576}]
2020-07-08 05:00:20 INFO: prepare candles [CandleItem(low=238.75, high=240.65, open=238.75, close=240.5, color='GREEN'), CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED'), CandleItem(low=238.55, high=239.95, open=239.05, close=239.55, color='GREEN')]
2020-07-08 05:00:20 INFO: skip by colors first_candle=CandleItem(low=238.55, high=239.95, open=239.05, close=239.55, color='GREEN') second_candle=CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED') last_candle=CandleItem(low=238.75, high=240.65, open=238.75, close=240.5, color='GREEN')
2020-07-08 05:00:20 INFO: check need new order None
2020-07-08 05:00:20 INFO: init new order end
2020-07-08 05:00:20 INFO: 
2020-07-08 05:00:20 INFO: 
2020-07-08 05:00:20 INFO: 
2020-07-08 05:00:20 INFO: 
2020-07-08 05:02:00 INFO: 
2020-07-08 05:02:00 INFO: 
2020-07-08 05:02:00 INFO: 
2020-07-08 05:02:00 INFO: 
2020-07-08 05:02:00 INFO: clearing start
2020-07-08 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 05:02:00 INFO: skip by not found init order into storage
2020-07-08 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 05:02:00 INFO: skip by not found init order into storage
2020-07-08 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 05:02:00 INFO: skip by not found init order into storage
2020-07-08 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 05:02:00 INFO: skip by not found init order into storage
2020-07-08 05:02:00 INFO: clearing end
2020-07-08 05:02:00 INFO: 
2020-07-08 05:02:00 INFO: 
2020-07-08 05:02:00 INFO: 
2020-07-08 05:02:00 INFO: 
2020-07-08 06:00:20 INFO: 
2020-07-08 06:00:20 INFO: 
2020-07-08 06:00:20 INFO: 
2020-07-08 06:00:20 INFO: 
2020-07-08 06:00:20 INFO: init new order start
2020-07-08 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.5, 'high': 242.5, 'low': 240.5, 'close': 241.8, 'trades': 4335, 'volume': 8227166, 'vwap': 241.53, 'lastSize': 976, 'turnover': 198709723580, 'homeNotional': 76455.42219041873, 'foreignNotional': 18466209.67788987}, {'timestamp': datetime.datetime(2020, 7, 8, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.75, 'high': 240.65, 'low': 238.75, 'close': 240.5, 'trades': 2454, 'volume': 3949904, 'vwap': 239.81, 'lastSize': 500, 'turnover': 94718998595, 'homeNotional': 36604.7059463394, 'foreignNotional': 8777851.208133128}, {'timestamp': datetime.datetime(2020, 7, 8, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 239.8, 'low': 238.25, 'close': 238.75, 'trades': 1848, 'volume': 2736132, 'vwap': 238.71, 'lastSize': 347, 'turnover': 65314043600, 'homeNotional': 25292.65865517624, 'foreignNotional': 6037603.717397688}]
2020-07-08 06:00:20 INFO: prepare candles [CandleItem(low=240.5, high=242.5, open=240.5, close=241.8, color='GREEN'), CandleItem(low=238.75, high=240.65, open=238.75, close=240.5, color='GREEN'), CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED')]
2020-07-08 06:00:20 INFO: skip by colors first_candle=CandleItem(low=238.25, high=239.8, open=239.55, close=238.75, color='RED') second_candle=CandleItem(low=238.75, high=240.65, open=238.75, close=240.5, color='GREEN') last_candle=CandleItem(low=240.5, high=242.5, open=240.5, close=241.8, color='GREEN')
2020-07-08 06:00:20 INFO: check need new order None
2020-07-08 06:00:20 INFO: init new order end
2020-07-08 06:00:20 INFO: 
2020-07-08 06:00:20 INFO: 
2020-07-08 06:00:20 INFO: 
2020-07-08 06:00:20 INFO: 
2020-07-08 06:02:00 INFO: 
2020-07-08 06:02:00 INFO: 
2020-07-08 06:02:00 INFO: 
2020-07-08 06:02:00 INFO: 
2020-07-08 06:02:00 INFO: clearing start
2020-07-08 06:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 06:02:01 INFO: skip by not found init order into storage
2020-07-08 06:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 06:02:01 INFO: skip by not found init order into storage
2020-07-08 06:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 06:02:01 INFO: skip by not found init order into storage
2020-07-08 06:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 06:02:01 INFO: skip by not found init order into storage
2020-07-08 06:02:01 INFO: clearing end
2020-07-08 06:02:01 INFO: 
2020-07-08 06:02:01 INFO: 
2020-07-08 06:02:01 INFO: 
2020-07-08 06:02:01 INFO: 
2020-07-08 07:00:20 INFO: 
2020-07-08 07:00:20 INFO: 
2020-07-08 07:00:20 INFO: 
2020-07-08 07:00:20 INFO: 
2020-07-08 07:00:20 INFO: init new order start
2020-07-08 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 242.4, 'low': 241.15, 'close': 242.0, 'trades': 2287, 'volume': 3797491, 'vwap': 241.82, 'lastSize': 5000, 'turnover': 91827815650, 'homeNotional': 35327.952335900525, 'foreignNotional': 8542723.9394244}, {'timestamp': datetime.datetime(2020, 7, 8, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.5, 'high': 242.5, 'low': 240.5, 'close': 241.8, 'trades': 4335, 'volume': 8227166, 'vwap': 241.53, 'lastSize': 976, 'turnover': 198709723580, 'homeNotional': 76455.42219041873, 'foreignNotional': 18466209.67788987}, {'timestamp': datetime.datetime(2020, 7, 8, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.75, 'high': 240.65, 'low': 238.75, 'close': 240.5, 'trades': 2454, 'volume': 3949904, 'vwap': 239.81, 'lastSize': 500, 'turnover': 94718998595, 'homeNotional': 36604.7059463394, 'foreignNotional': 8777851.208133128}]
2020-07-08 07:00:20 INFO: prepare candles [CandleItem(low=241.15, high=242.4, open=241.8, close=242.0, color='GREEN'), CandleItem(low=240.5, high=242.5, open=240.5, close=241.8, color='GREEN'), CandleItem(low=238.75, high=240.65, open=238.75, close=240.5, color='GREEN')]
2020-07-08 07:00:20 INFO: skip by colors first_candle=CandleItem(low=238.75, high=240.65, open=238.75, close=240.5, color='GREEN') second_candle=CandleItem(low=240.5, high=242.5, open=240.5, close=241.8, color='GREEN') last_candle=CandleItem(low=241.15, high=242.4, open=241.8, close=242.0, color='GREEN')
2020-07-08 07:00:20 INFO: check need new order None
2020-07-08 07:00:20 INFO: init new order end
2020-07-08 07:00:20 INFO: 
2020-07-08 07:00:20 INFO: 
2020-07-08 07:00:20 INFO: 
2020-07-08 07:00:20 INFO: 
2020-07-08 07:02:00 INFO: 
2020-07-08 07:02:00 INFO: 
2020-07-08 07:02:00 INFO: 
2020-07-08 07:02:00 INFO: 
2020-07-08 07:02:00 INFO: clearing start
2020-07-08 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'c4afc128-71ad-149d-9649-31c48332b460', 'clOrdID': 'ff1ad0d8e6be4bf2a3780c5c0915635e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': None, 'displayQty': None, 'stopPx': 222.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 921000, tzinfo=tzutc())}
2020-07-08 07:02:01 INFO: skip by not found init order into storage
2020-07-08 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '13099e18-e235-ba38-1ea5-2df22cdc74c4', 'clOrdID': '710a4e66bc0e4c5fbddfbd6ecd458347', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 213, 'price': 244.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 213, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 2, 17, 34, 35, 980000, tzinfo=tzutc())}
2020-07-08 07:02:01 INFO: skip by not found init order into storage
2020-07-08 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bb7bcb46-50fa-5c90-fb3a-ab1d305592ac', 'clOrdID': 'c6de9374be3b4b49a077bc02332dbe0e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': None, 'displayQty': None, 'stopPx': 223.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 791000, tzinfo=tzutc())}
2020-07-08 07:02:01 INFO: skip by not found init order into storage
2020-07-08 07:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '3b380cd7-e7d5-c44e-a111-b30710c3da04', 'clOrdID': '77ef79736c204aadaecccf450bf1c3ab', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 190, 'price': 248.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 5, 22, 7, 16, 840000, tzinfo=tzutc())}
2020-07-08 07:02:01 INFO: skip by not found init order into storage
2020-07-08 07:02:01 INFO: clearing end
2020-07-08 07:02:01 INFO: 
2020-07-08 07:02:01 INFO: 
2020-07-08 07:02:01 INFO: 
2020-07-08 07:02:01 INFO: 
2020-07-08 08:00:20 INFO: 
2020-07-08 08:00:20 INFO: 
2020-07-08 08:00:20 INFO: 
2020-07-08 08:00:20 INFO: 
2020-07-08 08:00:20 INFO: init new order start
2020-07-08 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 7, 8, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 243.4, 'low': 238.7, 'close': 239.25, 'trades': 5026, 'volume': 6737848, 'vwap': 240.83, 'lastSize': 860, 'turnover': 162266483255, 'homeNotional': 62576.742054013346, 'foreignNotional': 15070409.829939736}, {'timestamp': datetime.datetime(2020, 7, 8, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 242.4, 'low': 241.15, 'close': 242.0, 'trades': 2287, 'volume': 3797491, 'vwap': 241.82, 'lastSize': 5000, 'turnover': 91827815650, 'homeNotional': 35327.952335900525, 'foreignNotional': 8542723.9394244}, {'timestamp': datetime.datetime(2020, 7, 8, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.5, 'high': 242.5, 'low': 240.5, 'close': 241.8, 'trades': 4335, 'volume': 8227166, 'vwap': 241.53, 'lastSize': 976, 'turnover': 198709723580, 'homeNotional': 76455.42219041873, 'foreignNotional': 18466209.67788987}]
2020-07-08 08:00:20 INFO: prepare candles [CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED'), CandleItem(low=241.15, high=242.4, open=241.8, close=242.0, color='GREEN'), CandleItem(low=240.5, high=242.5, open=240.5, close=241.8, color='GREEN')]
2020-07-08 08:00:20 INFO: last_candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED')
2020-07-08 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-08 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED')
2020-07-08 08:00:20 INFO: skip by CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-07-08 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-07-08 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED')
2020-07-08 08:00:20 INFO: apply filter None to candle=CandleItem(low=241.15, high=242.4, open=241.8, close=242.0, color='GREEN')
2020-07-08 08:00:20 INFO: apply filter None to candle=CandleItem(low=240.5, high=242.5, open=240.5, close=241.8, color='GREEN')
2020-07-08 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-07-08 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-07-08 08:00:20 INFO: place order: start candle=CandleItem(low=238.7, high=243.4, open=242.0, close=239.25, color='RED') ticker='ETHUSD' price_offset=0.1
2020-07-08 08:00:20 INFO: place order: side_factor=1 init_trigger_price=238.64999999999998 init_order_price=238.6 stop_price_offset=0.0 candle.size=4.700000000000017 stop_price=243.4 take_price=215.0999999999999
2020-07-08 08:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('238.6499999999999772626324556767940521240234375') init_order_price=Decimal('238.599999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=4.700000000000017 stop_price=Decimal('243.400000000000005684341886080801486968994140625') take_price=Decimal('215.09999999999990905052982270717620849609375')
2020-07-08 08:00:20 INFO: place order: compute qty=-168
2020-07-08 08:00:20 INFO: place order: save order to db 604ee561eea84baaadacc55d19cf600b; response=True
2020-07-08 08:00:20 INFO: post order to exchange resp={'orderID': '3c01e2c3-62de-cfbd-f64a-66b8f4ede86c', 'clOrdID': '604ee561eea84baaadacc55d19cf600b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 168, 'price': 238.6, 'displayQty': None, 'stopPx': 238.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 0, 20, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 0, 20, 716000, tzinfo=tzutc())}
2020-07-08 08:00:20 INFO: place new init order {'qty': -168, 'init_price': Decimal('238.6499999999999772626324556767940521240234375'), 'stop_price': Decimal('243.400000000000005684341886080801486968994140625'), 'take_price': Decimal('215.09999999999990905052982270717620849609375'), 'order_uid': '604ee561eea84baaadacc55d19cf600b', 'response': {'orderID': '3c01e2c3-62de-cfbd-f64a-66b8f4ede86c', 'clOrdID': '604ee561eea84baaadacc55d19cf600b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 168, 'price': 238.6, 'displayQty': None, 'stopPx': 238.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 168, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 7, 8, 5, 0, 20, 716000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 7, 8, 5, 0, 20, 716000, tzi