2020-08-12 05:17:40 DEBUG: message ignored 2020-08-12 05:17:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:17:40.954Z", "symbol": "ETHUSD", "side": "Buy", "size": 1365, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "67797b96-805e-cd3d-58a9-f8fd741594cd", "grossValue": 51194325, "homeNotional": 15.388951521984216, "foreignNotional": 5771.62626832018}]} 2020-08-12 05:17:41 DEBUG: message ignored 2020-08-12 05:17:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:17:40.957Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b1b2a2e-d2b1-56c2-0d05-502fe75270d5", "grossValue": 7501000, "homeNotional": 2.254791431792559, "foreignNotional": 845.6595264937994}]} 2020-08-12 05:17:41 DEBUG: message ignored 2020-08-12 05:17:41 DEBUG: check clearing time needed clearing_process_timer=941.086353 2020-08-12 05:17:41 DEBUG: check init order needed init_order_process_timer=1041.086553 2020-08-12 05:17:42 DEBUG: check clearing time needed clearing_process_timer=942.087729 2020-08-12 05:17:42 DEBUG: check init order needed init_order_process_timer=1042.087989 2020-08-12 05:17:43 DEBUG: check clearing time needed clearing_process_timer=943.089157 2020-08-12 05:17:43 DEBUG: check init order needed init_order_process_timer=1043.089415 2020-08-12 05:17:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:17:43.412Z", "symbol": "ETHUSD", "side": "Sell", "size": 9449, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "0ae5b462-f768-fbe7-1896-a08d54947c99", "grossValue": 354337500, "homeNotional": 106.52762119503946, "foreignNotional": 39947.8579481398}]} 2020-08-12 05:17:43 DEBUG: message ignored 2020-08-12 05:17:44 DEBUG: check clearing time needed clearing_process_timer=944.090591 2020-08-12 05:17:44 DEBUG: check init order needed init_order_process_timer=1044.09087 2020-08-12 05:17:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:17:44.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0bd9fda-763b-7a84-020d-5d71f5ace019", "grossValue": 37500000, "homeNotional": 11.273957158962796, "foreignNotional": 4227.733934611048}]} 2020-08-12 05:17:44 DEBUG: message ignored 2020-08-12 05:17:45 DEBUG: check clearing time needed clearing_process_timer=945.092095 2020-08-12 05:17:45 DEBUG: check init order needed init_order_process_timer=1045.092397 2020-08-12 05:17:46 DEBUG: check clearing time needed clearing_process_timer=946.093584 2020-08-12 05:17:46 DEBUG: check init order needed init_order_process_timer=1046.093883 2020-08-12 05:17:47 DEBUG: check clearing time needed clearing_process_timer=947.095083 2020-08-12 05:17:47 DEBUG: check init order needed init_order_process_timer=1047.095317 2020-08-12 05:17:48 DEBUG: check clearing time needed clearing_process_timer=948.09653 2020-08-12 05:17:48 DEBUG: check init order needed init_order_process_timer=1048.096869 2020-08-12 05:17:49 DEBUG: check clearing time needed clearing_process_timer=949.098175 2020-08-12 05:17:49 DEBUG: check init order needed init_order_process_timer=1049.098448 2020-08-12 05:17:50 DEBUG: check clearing time needed clearing_process_timer=950.099631 2020-08-12 05:17:50 DEBUG: check init order needed init_order_process_timer=1050.09995 2020-08-12 05:17:51 DEBUG: check clearing time needed clearing_process_timer=951.101161 2020-08-12 05:17:51 DEBUG: check init order needed init_order_process_timer=1051.101402 2020-08-12 05:17:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:17:51.108Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "7908b674-53da-8f6b-43ee-7dcfe602f1a6", "grossValue": 1125150, "homeNotional": 0.3382187147688839, "foreignNotional": 126.84892897406989}, {"timestamp": "2020-08-12T02:17:51.108Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "510de47d-1c50-b040-68b4-34cf80e6d160", "grossValue": 1125150, "homeNotional": 0.3382187147688839, "foreignNotional": 126.84892897406989}, {"timestamp": "2020-08-12T02:17:51.108Z", "symbol": "ETHUSD", "side": "Buy", "size": 263, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "8c399bba-0f83-30f0-7e1e-f3ec5f1f2867", "grossValue": 9863815, "homeNotional": 2.9650507328072155, "foreignNotional": 1112.0422773393461}, {"timestamp": "2020-08-12T02:17:51.108Z", "symbol": "ETHUSD", "side": "Buy", "size": 177, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "10d01255-9d6d-933e-3568-488aab2cd45a", "grossValue": 6638385, "homeNotional": 1.995490417136415, "foreignNotional": 748.4086809470124}]} 2020-08-12 05:17:51 DEBUG: message ignored 2020-08-12 05:17:52 DEBUG: check clearing time needed clearing_process_timer=952.102567 2020-08-12 05:17:52 DEBUG: check init order needed init_order_process_timer=1052.102828 2020-08-12 05:17:53 DEBUG: check clearing time needed clearing_process_timer=953.104 2020-08-12 05:17:53 DEBUG: check init order needed init_order_process_timer=1053.10426 2020-08-12 05:17:54 DEBUG: check clearing time needed clearing_process_timer=954.105435 2020-08-12 05:17:54 DEBUG: check init order needed init_order_process_timer=1054.10574 2020-08-12 05:17:55 DEBUG: check clearing time needed clearing_process_timer=955.106925 2020-08-12 05:17:55 DEBUG: check init order needed init_order_process_timer=1055.107209 2020-08-12 05:17:56 DEBUG: check clearing time needed clearing_process_timer=956.10838 2020-08-12 05:17:56 DEBUG: check init order needed init_order_process_timer=1056.108646 2020-08-12 05:17:57 DEBUG: check clearing time needed clearing_process_timer=957.109819 2020-08-12 05:17:57 DEBUG: check init order needed init_order_process_timer=1057.110113 2020-08-12 05:17:58 DEBUG: check clearing time needed clearing_process_timer=958.111335 2020-08-12 05:17:58 DEBUG: check init order needed init_order_process_timer=1058.111597 2020-08-12 05:17:59 DEBUG: check clearing time needed clearing_process_timer=959.112763 2020-08-12 05:17:59 DEBUG: check init order needed init_order_process_timer=1059.113113 2020-08-12 05:18:00 DEBUG: check clearing time needed clearing_process_timer=960.114295 2020-08-12 05:18:00 DEBUG: check init order needed init_order_process_timer=1060.114594 2020-08-12 05:18:01 DEBUG: check clearing time needed clearing_process_timer=961.115809 2020-08-12 05:18:01 DEBUG: check init order needed init_order_process_timer=1061.116141 2020-08-12 05:18:02 DEBUG: check clearing time needed clearing_process_timer=962.117093 2020-08-12 05:18:02 DEBUG: check init order needed init_order_process_timer=1062.117484 2020-08-12 05:18:03 DEBUG: check clearing time needed clearing_process_timer=963.118709 2020-08-12 05:18:03 DEBUG: check init order needed init_order_process_timer=1063.120472 2020-08-12 05:18:04 DEBUG: check clearing time needed clearing_process_timer=964.121068 2020-08-12 05:18:04 DEBUG: check init order needed init_order_process_timer=1064.121826 2020-08-12 05:18:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:04.349Z", "symbol": "ETHUSD", "side": "Buy", "size": 23, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "1af4c88a-d26d-47bb-ab00-680e9a154dd2", "grossValue": 862615, "homeNotional": 0.25918413342348434, "foreignNotional": 97.2070092404778}, {"timestamp": "2020-08-12T02:18:04.349Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "4fdcb599-9e78-de51-e221-c3cac1832908", "grossValue": 1125150, "homeNotional": 0.3380662609871535, "foreignNotional": 126.79175118323191}]} 2020-08-12 05:18:04 DEBUG: message ignored 2020-08-12 05:18:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:04.668Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "8b347e43-e989-76a6-3edd-78cc403d1ebb", "grossValue": 1125300, "homeNotional": 0.3380662609871535, "foreignNotional": 126.80865449628128}, {"timestamp": "2020-08-12T02:18:04.668Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c4e0a512-12e6-3bdf-5b0f-b7c9a1edfb29", "grossValue": 37510, "homeNotional": 0.011268875366238449, "foreignNotional": 4.2269551498760425}]} 2020-08-12 05:18:04 DEBUG: message ignored 2020-08-12 05:18:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:04.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "74e21a73-f8b2-4eff-b2fb-ebd7c784674f", "grossValue": 1125450, "homeNotional": 0.3380662609871535, "foreignNotional": 126.82555780933063}]} 2020-08-12 05:18:04 DEBUG: message ignored 2020-08-12 05:18:05 DEBUG: check clearing time needed clearing_process_timer=965.123054 2020-08-12 05:18:05 DEBUG: check init order needed init_order_process_timer=1065.123321 2020-08-12 05:18:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:05.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "3cba6249-63da-9848-1684-bd6fdb86784d", "grossValue": 1125600, "homeNotional": 0.3380662609871535, "foreignNotional": 126.84246112237999}, {"timestamp": "2020-08-12T02:18:05.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b72a4085-3a88-f3d2-db79-d580da1b5c1e", "grossValue": 37520, "homeNotional": 0.011268875366238449, "foreignNotional": 4.228082037412666}, {"timestamp": "2020-08-12T02:18:05.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "9871697c-2617-3128-13bf-47524beecbc5", "grossValue": 37520, "homeNotional": 0.011268875366238449, "foreignNotional": 4.228082037412666}, {"timestamp": "2020-08-12T02:18:05.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea2dac7e-9396-1f24-8c4c-2c881b5d6cae", "grossValue": 112560, "homeNotional": 0.03380662609871535, "foreignNotional": 12.684246112237998}]} 2020-08-12 05:18:05 DEBUG: message ignored 2020-08-12 05:18:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:05.831Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "51613b30-d69d-b811-9af1-addf79c7f317", "grossValue": 112575, "homeNotional": 0.03380662609871535, "foreignNotional": 12.685936443542934}]} 2020-08-12 05:18:05 DEBUG: message ignored 2020-08-12 05:18:06 DEBUG: check clearing time needed clearing_process_timer=966.124488 2020-08-12 05:18:06 DEBUG: check init order needed init_order_process_timer=1066.12477 2020-08-12 05:18:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:06.954Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "4e912139-05c5-3b51-7817-6da19d5b87b3", "grossValue": 9380000, "homeNotional": 2.817218841559612, "foreignNotional": 1057.0205093531665}]} 2020-08-12 05:18:06 DEBUG: message ignored 2020-08-12 05:18:07 DEBUG: check clearing time needed clearing_process_timer=967.12508 2020-08-12 05:18:07 DEBUG: check init order needed init_order_process_timer=1067.125341 2020-08-12 05:18:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:08.094Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "c169fe2c-980d-a4b6-8cec-a5427b37b48c", "grossValue": 1013175, "homeNotional": 0.30425963488843816, "foreignNotional": 114.17342799188641}, {"timestamp": "2020-08-12T02:18:08.094Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "68396c1b-bd6f-ab4e-d4a8-9b83f0d8f356", "grossValue": 1125750, "homeNotional": 0.3380662609871535, "foreignNotional": 126.85936443542934}, {"timestamp": "2020-08-12T02:18:08.094Z", "symbol": "ETHUSD", "side": "Buy", "size": 2943, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5e99e8a3-f5dc-34eb-af34-c914608d1f1b", "grossValue": 110436075, "homeNotional": 33.164300202839755, "foreignNotional": 12444.90365111562}]} 2020-08-12 05:18:08 DEBUG: message ignored 2020-08-12 05:18:08 DEBUG: check clearing time needed clearing_process_timer=968.12649 2020-08-12 05:18:08 DEBUG: check init order needed init_order_process_timer=1068.126706 2020-08-12 05:18:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:08.114Z", "symbol": "ETHUSD", "side": "Buy", "size": 5057, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b01804f-a088-1fae-4972-8f0756d2e0eb", "grossValue": 189763925, "homeNotional": 56.986702727067836, "foreignNotional": 21384.260198332206}, {"timestamp": "2020-08-12T02:18:08.114Z", "symbol": "ETHUSD", "side": "Buy", "size": 217, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "435e23c3-b500-693e-74d0-251771dc6271", "grossValue": 8142925, "homeNotional": 2.4453459544737437, "foreignNotional": 917.6160694162722}, {"timestamp": "2020-08-12T02:18:08.114Z", "symbol": "ETHUSD", "side": "Buy", "size": 20604, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "900240ae-8c69-35b8-7444-08c03d3931ab", "grossValue": 773165100, "homeNotional": 232.183908045977, "foreignNotional": 87127.01149425287}]} 2020-08-12 05:18:08 DEBUG: message ignored 2020-08-12 05:18:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:08.145Z", "symbol": "ETHUSD", "side": "Buy", "size": 4396, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "014861a6-0ed8-2557-266c-08ec376b7080", "grossValue": 164959900, "homeNotional": 49.53797610998422, "foreignNotional": 18589.12553527158}, {"timestamp": "2020-08-12T02:18:08.145Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4a81533-b23c-110c-03d2-ca9f9b83a830", "grossValue": 1913775, "homeNotional": 0.5747126436781609, "foreignNotional": 215.66091954022988}, {"timestamp": "2020-08-12T02:18:08.145Z", "symbol": "ETHUSD", "side": "Buy", "size": 254, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ebc0bcf-8521-f536-3b0b-48cfa5ad88a3", "grossValue": 9531350, "homeNotional": 2.862294343024566, "foreignNotional": 1074.0759522199685}]} 2020-08-12 05:18:08 DEBUG: message ignored 2020-08-12 05:18:09 DEBUG: check clearing time needed clearing_process_timer=969.127874 2020-08-12 05:18:09 DEBUG: check init order needed init_order_process_timer=1069.128144 2020-08-12 05:18:10 DEBUG: check clearing time needed clearing_process_timer=970.129072 2020-08-12 05:18:10 DEBUG: check init order needed init_order_process_timer=1070.129339 2020-08-12 05:18:11 DEBUG: check clearing time needed clearing_process_timer=971.130548 2020-08-12 05:18:11 DEBUG: check init order needed init_order_process_timer=1071.130823 2020-08-12 05:18:12 DEBUG: check clearing time needed clearing_process_timer=972.132051 2020-08-12 05:18:12 DEBUG: check init order needed init_order_process_timer=1072.132313 2020-08-12 05:18:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "d8f985bf-9e4f-1a8d-ff59-b3eb8eef03ac", "grossValue": 37530, "homeNotional": 0.011268875366238449, "foreignNotional": 4.22920892494929}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "17c930c2-fb62-b806-abc7-03af9f42057c", "grossValue": 1126050, "homeNotional": 0.3380662609871535, "foreignNotional": 126.89317106152807}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "8782c610-7cc6-2c87-9912-823a54dc926b", "grossValue": 1126050, "homeNotional": 0.3380662609871535, "foreignNotional": 126.89317106152807}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.4, "tickDirection": "PlusTick", "trdMatchID": "5bd7e35f-f36a-c940-1619-88d840f85374", "grossValue": 1126200, "homeNotional": 0.3380662609871535, "foreignNotional": 126.91007437457742}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "e31a30e0-1fbd-4e35-129b-753b91950f51", "grossValue": 1126350, "homeNotional": 0.3380662609871535, "foreignNotional": 126.92697768762677}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e78db1d0-44ab-5256-3944-5bfdda16044b", "grossValue": 187725, "homeNotional": 0.05634437683119225, "foreignNotional": 21.15449628127113}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 179, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ddd28f93-5659-f81f-caa8-f5efa913854d", "grossValue": 6720555, "homeNotional": 2.0171286905566825, "foreignNotional": 757.3309668695064}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 222, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c89e922-26eb-4c8d-8c05-ddc756445999", "grossValue": 8334990, "homeNotional": 2.501690331304936, "foreignNotional": 939.2596348884381}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 199, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "66e03f66-a416-58b6-e228-c583d898a942", "grossValue": 7471455, "homeNotional": 2.2425061978814513, "foreignNotional": 841.948951994591}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 181, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "badea6b1-1aa0-b062-4c61-66deb95b81cf", "grossValue": 6795645, "homeNotional": 2.0396664412891594, "foreignNotional": 765.7927653820149}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "895a5d29-01da-33bc-2d7f-40f8f047693c", "grossValue": 1126500, "homeNotional": 0.3380662609871535, "foreignNotional": 126.94388100067613}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 229, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee3d1b63-2282-27f8-a207-e6ef5ed25151", "grossValue": 8598950, "homeNotional": 2.580572458868605, "foreignNotional": 969.0049583051612}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.55, "tickDirection": "PlusTick", "trdMatchID": "78738d71-471f-b410-e74f-e259c72a1e07", "grossValue": 1126650, "homeNotional": 0.3380662609871535, "foreignNotional": 126.96078431372548}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "22de02fe-5fc2-d552-b2f4-a6580259d0ea", "grossValue": 1126650, "homeNotional": 0.3380662609871535, "foreignNotional": 126.96078431372548}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "d59f5181-0249-ae1e-8688-51beed6187b0", "grossValue": 375550, "homeNotional": 0.1126887536623845, "foreignNotional": 42.3202614379085}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f8dbac2-9571-dee1-7163-e6f18218bf16", "grossValue": 112665, "homeNotional": 0.03380662609871535, "foreignNotional": 12.696078431372548}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f04fcc4c-bba1-814c-64c2-3b1cab435bef", "grossValue": 262885, "homeNotional": 0.07888212756366915, "foreignNotional": 29.624183006535947}, {"timestamp": "2020-08-12T02:18:12.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 254, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "d41c3f6c-d60c-dc5c-cb8e-4c13f6248ede", "grossValue": 9538970, "homeNotional": 2.862294343024566, "foreignNotional": 1074.9346405228757}]} 2020-08-12 05:18:12 DEBUG: message ignored 2020-08-12 05:18:13 DEBUG: check clearing time needed clearing_process_timer=973.133108 2020-08-12 05:18:13 DEBUG: check init order needed init_order_process_timer=1073.133383 2020-08-12 05:18:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:13.335Z", "symbol": "ETHUSD", "side": "Buy", "size": 546, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "25ab8e18-e29f-c23c-a1f1-6c1939b4924f", "grossValue": 20505030, "homeNotional": 6.152805949966194, "foreignNotional": 2310.6862745098038}, {"timestamp": "2020-08-12T02:18:13.335Z", "symbol": "ETHUSD", "side": "Buy", "size": 2454, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d2a39d1-90ad-430d-95a8-81963b9c6452", "grossValue": 92159970, "homeNotional": 27.653820148749155, "foreignNotional": 10385.392156862745}]} 2020-08-12 05:18:13 DEBUG: message ignored 2020-08-12 05:18:14 DEBUG: check clearing time needed clearing_process_timer=974.134573 2020-08-12 05:18:14 DEBUG: check init order needed init_order_process_timer=1074.134847 2020-08-12 05:18:15 DEBUG: check clearing time needed clearing_process_timer=975.136029 2020-08-12 05:18:15 DEBUG: check init order needed init_order_process_timer=1075.136285 2020-08-12 05:18:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:16.121Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.5, "tickDirection": "MinusTick", "trdMatchID": "211ffd07-89dc-daea-5c69-ebf75251dd63", "grossValue": 37550, "homeNotional": 0.011268875366238449, "foreignNotional": 4.231462700022537}]} 2020-08-12 05:18:16 DEBUG: message ignored 2020-08-12 05:18:16 DEBUG: check clearing time needed clearing_process_timer=976.13744 2020-08-12 05:18:16 DEBUG: check init order needed init_order_process_timer=1076.137619 2020-08-12 05:18:17 DEBUG: check clearing time needed clearing_process_timer=977.138785 2020-08-12 05:18:17 DEBUG: check init order needed init_order_process_timer=1077.139055 2020-08-12 05:18:18 DEBUG: check clearing time needed clearing_process_timer=978.140246 2020-08-12 05:18:18 DEBUG: check init order needed init_order_process_timer=1078.140598 2020-08-12 05:18:19 DEBUG: check clearing time needed clearing_process_timer=979.141079 2020-08-12 05:18:19 DEBUG: check init order needed init_order_process_timer=1079.14137 2020-08-12 05:18:20 DEBUG: check clearing time needed clearing_process_timer=980.142594 2020-08-12 05:18:20 DEBUG: check init order needed init_order_process_timer=1080.142904 2020-08-12 05:18:21 DEBUG: check clearing time needed clearing_process_timer=981.144084 2020-08-12 05:18:21 DEBUG: check init order needed init_order_process_timer=1081.144344 2020-08-12 05:18:22 DEBUG: check clearing time needed clearing_process_timer=982.145261 2020-08-12 05:18:22 DEBUG: check init order needed init_order_process_timer=1082.145556 2020-08-12 05:18:23 DEBUG: check clearing time needed clearing_process_timer=983.146745 2020-08-12 05:18:23 DEBUG: check init order needed init_order_process_timer=1083.147034 2020-08-12 05:18:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 356, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "880a4a4f-f4a3-7d5b-24f7-ff02474033de", "grossValue": 13367800, "homeNotional": 4.011719630380888, "foreignNotional": 1506.4007212080235}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "11c49bd4-f7fc-eae0-09cd-e8574ace080d", "grossValue": 187750, "homeNotional": 0.05634437683119225, "foreignNotional": 21.15731350011269}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "70ebdf09-a86b-d183-2ad5-4aa6b136b51e", "grossValue": 1502000, "homeNotional": 0.450755014649538, "foreignNotional": 169.25850800090151}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "dcb70bc6-c5ab-d57b-0fbe-140addad0fa8", "grossValue": 225300000, "homeNotional": 67.6132521974307, "foreignNotional": 25388.776200135228}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 3408, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "43f7d663-b0c6-93b1-e97a-9cbd625527e9", "grossValue": 127970400, "homeNotional": 38.40432724814064, "foreignNotional": 14420.824881676808}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 1660, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "629cf4fb-13c2-991a-e302-e2863e2eb381", "grossValue": 62333000, "homeNotional": 18.706333107955825, "foreignNotional": 7024.228082037413}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 751, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b68812e-235c-13ec-8c79-069e0e5da1b5", "grossValue": 28200050, "homeNotional": 8.462925400045075, "foreignNotional": 3177.828487716926}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 9720, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2092d68-2f32-ea70-5e8b-be2a284fa0a7", "grossValue": 364986000, "homeNotional": 109.53346855983773, "foreignNotional": 41129.817444219065}, {"timestamp": "2020-08-12T02:18:23.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 2060, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7d2bcd8-ed5d-aa03-f461-fd9a0c6ed6e3", "grossValue": 77353000, "homeNotional": 23.213883254451204, "foreignNotional": 8716.813162046428}]} 2020-08-12 05:18:23 DEBUG: message ignored 2020-08-12 05:18:24 DEBUG: check clearing time needed clearing_process_timer=984.148194 2020-08-12 05:18:24 DEBUG: check init order needed init_order_process_timer=1084.148443 2020-08-12 05:18:25 DEBUG: check clearing time needed clearing_process_timer=985.149637 2020-08-12 05:18:25 DEBUG: check init order needed init_order_process_timer=1085.149932 2020-08-12 05:18:26 DEBUG: check clearing time needed clearing_process_timer=986.151173 2020-08-12 05:18:26 DEBUG: check init order needed init_order_process_timer=1086.151435 2020-08-12 05:18:27 DEBUG: check clearing time needed clearing_process_timer=987.152616 2020-08-12 05:18:27 DEBUG: check init order needed init_order_process_timer=1087.152854 2020-08-12 05:18:28 DEBUG: check clearing time needed clearing_process_timer=988.154038 2020-08-12 05:18:28 DEBUG: check init order needed init_order_process_timer=1088.154312 2020-08-12 05:18:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:28.406Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "64e09f88-9ea5-d18d-0133-ca07cd63da21", "grossValue": 37550000, "homeNotional": 11.268875366238449, "foreignNotional": 4231.462700022537}, {"timestamp": "2020-08-12T02:18:28.406Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "124ccf86-09cd-ffcd-b49d-a23990b8a637", "grossValue": 18775000, "homeNotional": 5.634437683119224, "foreignNotional": 2115.7313500112687}, {"timestamp": "2020-08-12T02:18:28.406Z", "symbol": "ETHUSD", "side": "Sell", "size": 577, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "50389953-b1ab-2579-c71c-55af589733fe", "grossValue": 21666350, "homeNotional": 6.502141086319585, "foreignNotional": 2441.5539779130045}, {"timestamp": "2020-08-12T02:18:28.406Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "6763d255-c163-87e2-9d0d-c809764ad102", "grossValue": 225300000, "homeNotional": 67.6132521974307, "foreignNotional": 25388.776200135228}, {"timestamp": "2020-08-12T02:18:28.406Z", "symbol": "ETHUSD", "side": "Sell", "size": 258, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d8c3ebd-83f3-0480-8e11-642c42933bbd", "grossValue": 9687900, "homeNotional": 2.9073698444895197, "foreignNotional": 1091.7173766058147}]} 2020-08-12 05:18:28 DEBUG: message ignored 2020-08-12 05:18:29 DEBUG: check clearing time needed clearing_process_timer=989.155486 2020-08-12 05:18:29 DEBUG: check init order needed init_order_process_timer=1089.155751 2020-08-12 05:18:30 DEBUG: check clearing time needed clearing_process_timer=990.156965 2020-08-12 05:18:30 DEBUG: check init order needed init_order_process_timer=1090.15727 2020-08-12 05:18:31 DEBUG: check clearing time needed clearing_process_timer=991.158454 2020-08-12 05:18:31 DEBUG: check init order needed init_order_process_timer=1091.158709 2020-08-12 05:18:32 DEBUG: check clearing time needed clearing_process_timer=992.159892 2020-08-12 05:18:32 DEBUG: check init order needed init_order_process_timer=1092.160144 2020-08-12 05:18:33 DEBUG: check clearing time needed clearing_process_timer=993.161329 2020-08-12 05:18:33 DEBUG: check init order needed init_order_process_timer=1093.161594 2020-08-12 05:18:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:33.893Z", "symbol": "ETHUSD", "side": "Sell", "size": 2729, "price": 375.45, "tickDirection": "MinusTick", "trdMatchID": "98cfc34b-ce88-1100-644d-b6c1d3acafd3", "grossValue": 102460305, "homeNotional": 30.78050981276788, "foreignNotional": 11556.5424092037}]} 2020-08-12 05:18:33 DEBUG: message ignored 2020-08-12 05:18:34 DEBUG: check clearing time needed clearing_process_timer=994.162797 2020-08-12 05:18:34 DEBUG: check init order needed init_order_process_timer=1094.163103 2020-08-12 05:18:35 DEBUG: check clearing time needed clearing_process_timer=995.164331 2020-08-12 05:18:35 DEBUG: check init order needed init_order_process_timer=1095.164619 2020-08-12 05:18:36 DEBUG: check clearing time needed clearing_process_timer=996.165855 2020-08-12 05:18:36 DEBUG: check init order needed init_order_process_timer=1096.166151 2020-08-12 05:18:37 DEBUG: check clearing time needed clearing_process_timer=997.167345 2020-08-12 05:18:37 DEBUG: check init order needed init_order_process_timer=1097.167632 2020-08-12 05:18:38 DEBUG: check clearing time needed clearing_process_timer=998.168904 2020-08-12 05:18:38 DEBUG: check init order needed init_order_process_timer=1098.169209 2020-08-12 05:18:39 DEBUG: check clearing time needed clearing_process_timer=999.170407 2020-08-12 05:18:39 DEBUG: check init order needed init_order_process_timer=1099.170701 2020-08-12 05:18:40 DEBUG: check clearing time needed clearing_process_timer=1000.17188 2020-08-12 05:18:40 DEBUG: check init order needed init_order_process_timer=1100.172187 2020-08-12 05:18:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:40.738Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "e4fc6108-fd76-1209-85a2-1cdd3e489975", "grossValue": 375500, "homeNotional": 0.11279043537108054, "foreignNotional": 42.35280848184074}]} 2020-08-12 05:18:40 DEBUG: message ignored 2020-08-12 05:18:41 DEBUG: check clearing time needed clearing_process_timer=1001.173426 2020-08-12 05:18:41 DEBUG: check init order needed init_order_process_timer=1101.173787 2020-08-12 05:18:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:41.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 375.45, "tickDirection": "MinusTick", "trdMatchID": "8a2bcc8e-7c67-daa4-b54a-f78dfcf24d87", "grossValue": 2402880, "homeNotional": 0.7218587863749154, "foreignNotional": 271.021881344462}, {"timestamp": "2020-08-12T02:18:41.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 546, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "44ebaa1e-fc5f-0d80-5e27-a1e6bd1b4470", "grossValue": 20499570, "homeNotional": 6.158357771260997, "foreignNotional": 2312.155425219941}]} 2020-08-12 05:18:41 DEBUG: message ignored 2020-08-12 05:18:42 DEBUG: check clearing time needed clearing_process_timer=1002.175059 2020-08-12 05:18:42 DEBUG: check init order needed init_order_process_timer=1102.175357 2020-08-12 05:18:43 DEBUG: check clearing time needed clearing_process_timer=1003.176559 2020-08-12 05:18:43 DEBUG: check init order needed init_order_process_timer=1103.17683 2020-08-12 05:18:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:44.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "44156c49-5167-8356-2775-26559062637d", "grossValue": 1088660, "homeNotional": 0.32709226257613355, "foreignNotional": 122.79043537108053}, {"timestamp": "2020-08-12T02:18:44.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2d4da34d-2287-96ce-d29b-5147bd42c244", "grossValue": 1501600, "homeNotional": 0.45116174148432214, "foreignNotional": 169.36611775321452}]} 2020-08-12 05:18:44 DEBUG: message ignored 2020-08-12 05:18:44 DEBUG: check clearing time needed clearing_process_timer=1004.178047 2020-08-12 05:18:44 DEBUG: check init order needed init_order_process_timer=1104.178376 2020-08-12 05:18:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:44.544Z", "symbol": "ETHUSD", "side": "Buy", "size": 119, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ea119970-70d5-406a-eb57-c4d30ff65357", "grossValue": 4467260, "homeNotional": 1.3422061809158583, "foreignNotional": 503.8642003158132}]} 2020-08-12 05:18:44 DEBUG: message ignored 2020-08-12 05:18:45 DEBUG: check clearing time needed clearing_process_timer=1005.179639 2020-08-12 05:18:45 DEBUG: check init order needed init_order_process_timer=1105.179908 2020-08-12 05:18:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:45.939Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.35, "tickDirection": "MinusTick", "trdMatchID": "2ddaab60-8a98-05d7-0ca3-9437a565ff84", "grossValue": 1088515, "homeNotional": 0.32709226257613355, "foreignNotional": 122.77408075795172}]} 2020-08-12 05:18:45 DEBUG: message ignored 2020-08-12 05:18:46 DEBUG: check clearing time needed clearing_process_timer=1006.181099 2020-08-12 05:18:46 DEBUG: check init order needed init_order_process_timer=1106.181364 2020-08-12 05:18:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:46.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "13080d73-afc0-ad84-e712-dbfb1c47aac7", "grossValue": 1501200, "homeNotional": 0.45116174148432214, "foreignNotional": 169.3210015790661}, {"timestamp": "2020-08-12T02:18:46.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1e5cc12-d7d4-4ee6-578c-9860a5df42a0", "grossValue": 412830, "homeNotional": 0.12406947890818859, "foreignNotional": 46.563275434243174}]} 2020-08-12 05:18:46 DEBUG: message ignored 2020-08-12 05:18:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:46.462Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "b6c9aa9e-f7d1-c323-965e-7cb48bcc08db", "grossValue": 5629500, "homeNotional": 1.6918565305662079, "foreignNotional": 634.9537559214979}]} 2020-08-12 05:18:46 DEBUG: message ignored 2020-08-12 05:18:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:46.694Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "ab2e12b3-3773-83f4-0118-be5ef5e5dc45", "grossValue": 1088225, "homeNotional": 0.32709226257613355, "foreignNotional": 122.74137153169411}]} 2020-08-12 05:18:46 DEBUG: message ignored 2020-08-12 05:18:47 DEBUG: check clearing time needed clearing_process_timer=1007.18258 2020-08-12 05:18:47 DEBUG: check init order needed init_order_process_timer=1107.182887 2020-08-12 05:18:48 DEBUG: check clearing time needed clearing_process_timer=1008.184093 2020-08-12 05:18:48 DEBUG: check init order needed init_order_process_timer=1108.184352 2020-08-12 05:18:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "d1a53bd7-530f-01f9-7ba9-d22aa59c993c", "grossValue": 1088080, "homeNotional": 0.32709226257613355, "foreignNotional": 122.7250169185653}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c40e902-c6db-c063-7be3-64ebccf44804", "grossValue": 1500800, "homeNotional": 0.45116174148432214, "foreignNotional": 169.27588540491766}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3a8651c6-5c11-a3e9-9eb9-b9f3243aac8a", "grossValue": 375200, "homeNotional": 0.11279043537108054, "foreignNotional": 42.318971351229415}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b36082a-6824-820b-65df-08f08f77c5f9", "grossValue": 75040, "homeNotional": 0.022558087074216106, "foreignNotional": 8.463794270245883}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "0bb433c9-4666-d0c2-534b-cf580758cc4a", "grossValue": 1200640, "homeNotional": 0.3609293931874577, "foreignNotional": 135.42070832393412}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "e080c59f-2d9e-fe81-75df-4e8b01fe524c", "grossValue": 1688400, "homeNotional": 0.5075569591698624, "foreignNotional": 190.43537108053238}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 209, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "afe337bc-7346-9c4d-79b4-28ff298f2f53", "grossValue": 7841680, "homeNotional": 2.357320099255583, "foreignNotional": 884.4665012406948}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "6124361e-a20b-13f3-9ef8-d57391e87bdb", "grossValue": 112545, "homeNotional": 0.03383713061132416, "foreignNotional": 12.693999548838258}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "9897ca76-602f-a9d4-a337-538cf30101b6", "grossValue": 375150, "homeNotional": 0.11279043537108054, "foreignNotional": 42.313331829460864}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "381d9185-0972-24bf-d620-1cf132e64e10", "grossValue": 262605, "homeNotional": 0.07895330475975637, "foreignNotional": 29.619332280622604}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4a40118-798a-9c71-0889-866688280cad", "grossValue": 18757500, "homeNotional": 5.639521768554027, "foreignNotional": 2115.666591473043}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "2300c1f3-12a8-c6eb-a971-b69df9e8a694", "grossValue": 1087790, "homeNotional": 0.32709226257613355, "foreignNotional": 122.6923076923077}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "07030db1-2d1c-2f42-e51c-27f94dad5446", "grossValue": 1500400, "homeNotional": 0.45116174148432214, "foreignNotional": 169.23076923076923}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "ff3d00a5-4949-acd4-d7ed-9f5750312fd8", "grossValue": 1087645, "homeNotional": 0.32709226257613355, "foreignNotional": 122.67595307917888}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "538ab44c-7bf9-c72f-6dbe-e4b395947723", "grossValue": 187525, "homeNotional": 0.05639521768554027, "foreignNotional": 21.151026392961878}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "dd6049e1-dfdb-f28a-4aca-579c83af105e", "grossValue": 1500000, "homeNotional": 0.45116174148432214, "foreignNotional": 169.1856530566208}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "7fe2c1ec-e4b1-38e0-752d-85fc6c6308e1", "grossValue": 1087355, "homeNotional": 0.32709226257613355, "foreignNotional": 122.64324385292127}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "3ca6ba5a-0e76-3b55-08e6-6158ec32ddff", "grossValue": 1087210, "homeNotional": 0.32709226257613355, "foreignNotional": 122.62688923979246}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "eeb07f73-5c6c-6c5f-5835-732443d9ffd8", "grossValue": 1499600, "homeNotional": 0.45116174148432214, "foreignNotional": 169.14053688247236}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 1238, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "96452685-8cfe-fe76-dce6-4af9a9927922", "grossValue": 46412620, "homeNotional": 13.96345589893977, "foreignNotional": 5234.89961651252}, {"timestamp": "2020-08-12T02:18:48.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 634, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "384a41c0-c8a9-1b7e-e2d2-865541e119bb", "grossValue": 23768660, "homeNotional": 7.150913602526506, "foreignNotional": 2680.877509587187}]} 2020-08-12 05:18:48 DEBUG: message ignored 2020-08-12 05:18:49 DEBUG: check clearing time needed clearing_process_timer=1009.185547 2020-08-12 05:18:49 DEBUG: check init order needed init_order_process_timer=1109.185857 2020-08-12 05:18:50 DEBUG: check clearing time needed clearing_process_timer=1010.187074 2020-08-12 05:18:50 DEBUG: check init order needed init_order_process_timer=1110.187341 2020-08-12 05:18:51 DEBUG: check clearing time needed clearing_process_timer=1011.188561 2020-08-12 05:18:51 DEBUG: check init order needed init_order_process_timer=1111.188839 2020-08-12 05:18:52 DEBUG: check clearing time needed clearing_process_timer=1012.190084 2020-08-12 05:18:52 DEBUG: check init order needed init_order_process_timer=1112.190366 2020-08-12 05:18:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:52.344Z", "symbol": "ETHUSD", "side": "Buy", "size": 77, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "a69ea69a-7317-0332-83f1-788a60516e67", "grossValue": 2887115, "homeNotional": 0.8684863523573201, "foreignNotional": 325.6389578163772}]} 2020-08-12 05:18:52 DEBUG: message ignored 2020-08-12 05:18:53 DEBUG: check clearing time needed clearing_process_timer=1013.191601 2020-08-12 05:18:53 DEBUG: check init order needed init_order_process_timer=1113.191917 2020-08-12 05:18:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:54.030Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "9d10f60e-9454-400b-d0ea-b1a53a58f18b", "grossValue": 375050, "homeNotional": 0.11279043537108054, "foreignNotional": 42.302052785923756}]} 2020-08-12 05:18:54 DEBUG: message ignored 2020-08-12 05:18:54 DEBUG: check clearing time needed clearing_process_timer=1014.193144 2020-08-12 05:18:54 DEBUG: check init order needed init_order_process_timer=1114.193411 2020-08-12 05:18:55 DEBUG: check clearing time needed clearing_process_timer=1015.194597 2020-08-12 05:18:55 DEBUG: check init order needed init_order_process_timer=1115.19487 2020-08-12 05:18:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:55.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad9a2098-1cd3-d7ed-3bcb-ffd26bdec180", "grossValue": 375050, "homeNotional": 0.11279043537108054, "foreignNotional": 42.302052785923756}]} 2020-08-12 05:18:55 DEBUG: message ignored 2020-08-12 05:18:56 DEBUG: check clearing time needed clearing_process_timer=1016.196072 2020-08-12 05:18:56 DEBUG: check init order needed init_order_process_timer=1116.19637 2020-08-12 05:18:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:18:57.166Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b0d672d-9b4d-2db2-05a6-117ee0547ba9", "grossValue": 375050, "homeNotional": 0.11279043537108054, "foreignNotional": 42.302052785923756}]} 2020-08-12 05:18:57 DEBUG: message ignored 2020-08-12 05:18:57 DEBUG: check clearing time needed clearing_process_timer=1017.197556 2020-08-12 05:18:57 DEBUG: check init order needed init_order_process_timer=1117.197727 2020-08-12 05:18:58 DEBUG: check clearing time needed clearing_process_timer=1018.198948 2020-08-12 05:18:58 DEBUG: check init order needed init_order_process_timer=1118.199245 2020-08-12 05:18:59 DEBUG: check clearing time needed clearing_process_timer=1019.200484 2020-08-12 05:18:59 DEBUG: check init order needed init_order_process_timer=1119.200735 2020-08-12 05:19:00 DEBUG: check clearing time needed clearing_process_timer=1020.201934 2020-08-12 05:19:00 DEBUG: check init order needed init_order_process_timer=1120.202205 2020-08-12 05:19:01 DEBUG: check clearing time needed clearing_process_timer=1021.203396 2020-08-12 05:19:01 DEBUG: check init order needed init_order_process_timer=1121.20365 2020-08-12 05:19:02 DEBUG: check clearing time needed clearing_process_timer=1022.205296 2020-08-12 05:19:02 DEBUG: check init order needed init_order_process_timer=1122.207622 2020-08-12 05:19:03 DEBUG: check clearing time needed clearing_process_timer=1023.208804 2020-08-12 05:19:03 DEBUG: check init order needed init_order_process_timer=1123.209184 2020-08-12 05:19:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:03.393Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "565dc7a3-99ed-74a3-722f-f7a6e24083c7", "grossValue": 375050, "homeNotional": 0.11272686281140795, "foreignNotional": 42.278209897418556}, {"timestamp": "2020-08-12T02:19:03.393Z", "symbol": "ETHUSD", "side": "Sell", "size": 2990, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a81feae2-52e6-8522-516e-8e7892deb765", "grossValue": 112139950, "homeNotional": 33.70533198061098, "foreignNotional": 12641.184759328147}]} 2020-08-12 05:19:03 DEBUG: message ignored 2020-08-12 05:19:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:04.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "28129cc2-e3d6-edf3-ec3d-fcc9c51cf521", "grossValue": 487630, "homeNotional": 0.14654492165483035, "foreignNotional": 54.96900011272686}]} 2020-08-12 05:19:04 DEBUG: message ignored 2020-08-12 05:19:04 DEBUG: check clearing time needed clearing_process_timer=1024.210406 2020-08-12 05:19:04 DEBUG: check init order needed init_order_process_timer=1124.21071 2020-08-12 05:19:05 DEBUG: check clearing time needed clearing_process_timer=1025.211943 2020-08-12 05:19:05 DEBUG: check init order needed init_order_process_timer=1125.212263 2020-08-12 05:19:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:05.301Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "6e5627b0-7329-5f60-ad7d-555a729f3a13", "grossValue": 1537705, "homeNotional": 0.4621801375267726, "foreignNotional": 173.34066057941607}, {"timestamp": "2020-08-12T02:19:05.301Z", "symbol": "ETHUSD", "side": "Sell", "size": 1814, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2422bfb5-0baf-2f06-d0be-cd5f13b1929e", "grossValue": 68034070, "homeNotional": 20.448652913989402, "foreignNotional": 7669.267275391726}]} 2020-08-12 05:19:05 DEBUG: message ignored 2020-08-12 05:19:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:05.927Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "7250e496-e979-8432-e8e4-424dfb1991ec", "grossValue": 375100, "homeNotional": 0.11272686281140795, "foreignNotional": 42.28384624055913}]} 2020-08-12 05:19:05 DEBUG: message ignored 2020-08-12 05:19:06 DEBUG: check clearing time needed clearing_process_timer=1026.213452 2020-08-12 05:19:06 DEBUG: check init order needed init_order_process_timer=1126.213697 2020-08-12 05:19:07 DEBUG: check clearing time needed clearing_process_timer=1027.214884 2020-08-12 05:19:07 DEBUG: check init order needed init_order_process_timer=1127.215129 2020-08-12 05:19:08 DEBUG: check clearing time needed clearing_process_timer=1028.216309 2020-08-12 05:19:08 DEBUG: check init order needed init_order_process_timer=1128.216542 2020-08-12 05:19:09 DEBUG: check clearing time needed clearing_process_timer=1029.217722 2020-08-12 05:19:09 DEBUG: check init order needed init_order_process_timer=1129.217988 2020-08-12 05:19:10 DEBUG: check clearing time needed clearing_process_timer=1030.219178 2020-08-12 05:19:10 DEBUG: check init order needed init_order_process_timer=1130.219405 2020-08-12 05:19:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "79bcaaa4-9e2d-3057-24a9-931fc7bf7ad4", "grossValue": 1987765, "homeNotional": 0.5974523729004622, "foreignNotional": 224.07451245631833}, {"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 47, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a486d9d7-ec1f-dc0f-bba6-ffba3445892b", "grossValue": 1762735, "homeNotional": 0.5298162552136174, "foreignNotional": 198.7075865178672}, {"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b06ad54-72f8-8423-48d1-e800bc5a31f3", "grossValue": 1275170, "homeNotional": 0.38327133355878706, "foreignNotional": 143.74591365122308}, {"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 63, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "3bfc9b4f-5b0d-c25f-b753-7a93db360e53", "grossValue": 2362815, "homeNotional": 0.7101792357118701, "foreignNotional": 266.3527223537369}, {"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 476, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "6e1def43-7155-e17b-65a1-9b8507257442", "grossValue": 17852380, "homeNotional": 5.365798669823019, "foreignNotional": 2012.4427911171233}, {"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 104, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "84a8f2cc-6bcb-be54-b801-8a155f1168a5", "grossValue": 3900520, "homeNotional": 1.1723593732386428, "foreignNotional": 439.693382933153}, {"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2968ce63-95c7-cc2c-2b39-f95741d6663e", "grossValue": 1875250, "homeNotional": 0.5636343140570398, "foreignNotional": 211.39104948709277}, {"timestamp": "2020-08-12T02:19:10.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 129, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "03ca7629-c82d-9984-fc35-248a53d39033", "grossValue": 4838145, "homeNotional": 1.4541765302671628, "foreignNotional": 545.3889076766993}]} 2020-08-12 05:19:10 DEBUG: message ignored 2020-08-12 05:19:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:10.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 474, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0686fec5-9ec2-2938-2f2a-8188243e97ac", "grossValue": 17777370, "homeNotional": 5.343253297260738, "foreignNotional": 2003.9871491376396}]} 2020-08-12 05:19:10 DEBUG: message ignored 2020-08-12 05:19:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:10.697Z", "symbol": "ETHUSD", "side": "Sell", "size": 1467, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "9291e858-68ab-0a46-7b28-418c84772b3e", "grossValue": 55019835, "homeNotional": 16.537030774433546, "foreignNotional": 6202.213391951302}]} 2020-08-12 05:19:10 DEBUG: message ignored 2020-08-12 05:19:11 DEBUG: check clearing time needed clearing_process_timer=1031.220597 2020-08-12 05:19:11 DEBUG: check init order needed init_order_process_timer=1131.220921 2020-08-12 05:19:12 DEBUG: check clearing time needed clearing_process_timer=1032.222139 2020-08-12 05:19:12 DEBUG: check init order needed init_order_process_timer=1132.222409 2020-08-12 05:19:13 DEBUG: check clearing time needed clearing_process_timer=1033.223592 2020-08-12 05:19:13 DEBUG: check init order needed init_order_process_timer=1133.223867 2020-08-12 05:19:14 DEBUG: check clearing time needed clearing_process_timer=1034.225066 2020-08-12 05:19:14 DEBUG: check init order needed init_order_process_timer=1134.225333 2020-08-12 05:19:15 DEBUG: check clearing time needed clearing_process_timer=1035.226523 2020-08-12 05:19:15 DEBUG: check init order needed init_order_process_timer=1135.22683 2020-08-12 05:19:16 DEBUG: check clearing time needed clearing_process_timer=1036.228011 2020-08-12 05:19:16 DEBUG: check init order needed init_order_process_timer=1136.228319 2020-08-12 05:19:17 DEBUG: check clearing time needed clearing_process_timer=1037.22955 2020-08-12 05:19:17 DEBUG: check init order needed init_order_process_timer=1137.229818 2020-08-12 05:19:18 DEBUG: check clearing time needed clearing_process_timer=1038.231033 2020-08-12 05:19:18 DEBUG: check init order needed init_order_process_timer=1138.231303 2020-08-12 05:19:19 DEBUG: check clearing time needed clearing_process_timer=1039.232528 2020-08-12 05:19:19 DEBUG: check init order needed init_order_process_timer=1139.232789 2020-08-12 05:19:20 DEBUG: check clearing time needed clearing_process_timer=1040.233974 2020-08-12 05:19:20 DEBUG: check init order needed init_order_process_timer=1140.234247 2020-08-12 05:19:21 DEBUG: check clearing time needed clearing_process_timer=1041.235423 2020-08-12 05:19:21 DEBUG: check init order needed init_order_process_timer=1141.235716 2020-08-12 05:19:22 DEBUG: check clearing time needed clearing_process_timer=1042.236889 2020-08-12 05:19:22 DEBUG: check init order needed init_order_process_timer=1142.237194 2020-08-12 05:19:23 DEBUG: check clearing time needed clearing_process_timer=1043.238384 2020-08-12 05:19:23 DEBUG: check init order needed init_order_process_timer=1143.238643 2020-08-12 05:19:24 DEBUG: check clearing time needed clearing_process_timer=1044.239816 2020-08-12 05:19:24 DEBUG: check init order needed init_order_process_timer=1144.240097 2020-08-12 05:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:24.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "e9a516ed-facd-70ba-b1e7-adfde20520c5", "grossValue": 1087210, "homeNotional": 0.3269079021530831, "foreignNotional": 122.55777251719084}, {"timestamp": "2020-08-12T02:19:24.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 518, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "43e23969-8d08-94a7-3578-0f37e910af63", "grossValue": 19419820, "homeNotional": 5.8392514936309325, "foreignNotional": 2189.1353849622365}, {"timestamp": "2020-08-12T02:19:24.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 119, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d41fd671-e5ee-0149-4d4e-a0c1adc7ce93", "grossValue": 4461310, "homeNotional": 1.3414496674557548, "foreignNotional": 502.9094803291624}, {"timestamp": "2020-08-12T02:19:24.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 664, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "91c9b7ec-27da-6f5a-8c0d-0f0dabbf2bfe", "grossValue": 24893360, "homeNotional": 7.485063690677489, "foreignNotional": 2806.1503776349905}]} 2020-08-12 05:19:24 DEBUG: message ignored 2020-08-12 05:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:24.520Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "c2fa6d05-169b-f1fe-bfbf-e8234850f8c9", "grossValue": 412445, "homeNotional": 0.12399954909254876, "foreignNotional": 46.49363093225116}]} 2020-08-12 05:19:24 DEBUG: message ignored 2020-08-12 05:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:24.533Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed78b499-c2a5-9d90-d6f9-19f766c4d4ba", "grossValue": 412445, "homeNotional": 0.12399954909254876, "foreignNotional": 46.49363093225116}]} 2020-08-12 05:19:24 DEBUG: message ignored 2020-08-12 05:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:24.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "64e0ff44-7487-be29-e149-da2584c1f63d", "grossValue": 412445, "homeNotional": 0.12399954909254876, "foreignNotional": 46.49363093225116}]} 2020-08-12 05:19:24 DEBUG: message ignored 2020-08-12 05:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:24.550Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "c47d3b93-a21d-7a0b-2bb1-18a893275178", "grossValue": 487435, "homeNotional": 0.14654492165483035, "foreignNotional": 54.94701837447864}]} 2020-08-12 05:19:24 DEBUG: message ignored 2020-08-12 05:19:25 DEBUG: check clearing time needed clearing_process_timer=1045.241292 2020-08-12 05:19:25 DEBUG: check init order needed init_order_process_timer=1145.241563 2020-08-12 05:19:26 DEBUG: check clearing time needed clearing_process_timer=1046.242743 2020-08-12 05:19:26 DEBUG: check init order needed init_order_process_timer=1146.243075 2020-08-12 05:19:27 DEBUG: check clearing time needed clearing_process_timer=1047.244273 2020-08-12 05:19:27 DEBUG: check init order needed init_order_process_timer=1147.244543 2020-08-12 05:19:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:27.577Z", "symbol": "ETHUSD", "side": "Sell", "size": 365, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "a836838d-5642-efeb-e34d-da84287b81a2", "grossValue": 13683850, "homeNotional": 4.114530492616391, "foreignNotional": 1542.5374816818849}]} 2020-08-12 05:19:27 DEBUG: message ignored 2020-08-12 05:19:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:27.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 392, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7feaca9-4ad2-de83-1539-c45552cec7b7", "grossValue": 14696080, "homeNotional": 4.418893022207192, "foreignNotional": 1656.6429940254764}]} 2020-08-12 05:19:27 DEBUG: message ignored 2020-08-12 05:19:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:27.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 252, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "423581cc-37dc-e79b-d0e9-1b557b2d0570", "grossValue": 9447480, "homeNotional": 2.8407169428474806, "foreignNotional": 1064.9847818735204}, {"timestamp": "2020-08-12T02:19:27.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "a8180ff2-feb0-57f7-25ca-3aeb2c7a50a6", "grossValue": 1086920, "homeNotional": 0.3269079021530831, "foreignNotional": 122.52508172697554}, {"timestamp": "2020-08-12T02:19:27.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "456d81bb-1e25-bad5-63eb-0fb321abb759", "grossValue": 1499200, "homeNotional": 0.4509074512456318, "foreignNotional": 169.00011272686282}, {"timestamp": "2020-08-12T02:19:27.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 52, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "f6c01121-e0bf-9552-ff6a-c4c1635ef9e7", "grossValue": 1948700, "homeNotional": 0.5861796866193214, "foreignNotional": 219.67083756059068}, {"timestamp": "2020-08-12T02:19:27.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "53ae6ea2-dc45-f901-a12c-c23a800baf3a", "grossValue": 37475000, "homeNotional": 11.272686281140796, "foreignNotional": 4224.439183857513}, {"timestamp": "2020-08-12T02:19:27.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "42a4eca2-c863-e6b3-9d0b-3d8578aa805b", "grossValue": 1086775, "homeNotional": 0.3269079021530831, "foreignNotional": 122.50873633186788}, {"timestamp": "2020-08-12T02:19:27.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 845, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b018a9d2-d205-eeaa-6844-737219d29701", "grossValue": 31666375, "homeNotional": 9.525419907563972, "foreignNotional": 3569.6511103595985}]} 2020-08-12 05:19:27 DEBUG: message ignored 2020-08-12 05:19:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:27.919Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "be32adf5-570a-d29a-2013-b82ad7bcce5c", "grossValue": 374800, "homeNotional": 0.11272686281140795, "foreignNotional": 42.250028181715706}]} 2020-08-12 05:19:27 DEBUG: message ignored 2020-08-12 05:19:28 DEBUG: check clearing time needed clearing_process_timer=1048.245078 2020-08-12 05:19:28 DEBUG: check init order needed init_order_process_timer=1148.245376 2020-08-12 05:19:29 DEBUG: check clearing time needed clearing_process_timer=1049.246554 2020-08-12 05:19:29 DEBUG: check init order needed init_order_process_timer=1149.24686 2020-08-12 05:19:30 DEBUG: check clearing time needed clearing_process_timer=1050.248053 2020-08-12 05:19:30 DEBUG: check init order needed init_order_process_timer=1150.248323 2020-08-12 05:19:31 DEBUG: check clearing time needed clearing_process_timer=1051.249124 2020-08-12 05:19:31 DEBUG: check init order needed init_order_process_timer=1151.249397 2020-08-12 05:19:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:31.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "dac433af-d331-f4c7-017a-e8a5ff73f3fc", "grossValue": 936875, "homeNotional": 0.2816266756787203, "foreignNotional": 105.53959671060043}]} 2020-08-12 05:19:31 DEBUG: message ignored 2020-08-12 05:19:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:31.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "0fe734b6-0b75-618b-e6d4-9121058c19a3", "grossValue": 487240, "homeNotional": 0.14644587135293455, "foreignNotional": 54.88791258307987}]} 2020-08-12 05:19:31 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 630, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "de2becc7-a87c-e2f4-8cf0-7801fc955ca4", "grossValue": 23609250, "homeNotional": 7.096992227103751, "foreignNotional": 2659.597837107131}, {"timestamp": "2020-08-12T02:19:32.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "d108902a-8210-c7d1-0cb7-a11248805faa", "grossValue": 374750, "homeNotional": 0.11265067027148812, "foreignNotional": 42.21583868424017}, {"timestamp": "2020-08-12T02:19:32.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c6f8795b-1b05-bcf4-c43e-b554a7364b18", "grossValue": 412225, "homeNotional": 0.12391573729863693, "foreignNotional": 46.43742255266419}, {"timestamp": "2020-08-12T02:19:32.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "6dcf8c56-12af-204d-98da-f2d2950fc3d0", "grossValue": 112425, "homeNotional": 0.03379520108144644, "foreignNotional": 12.664751605272052}, {"timestamp": "2020-08-12T02:19:32.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ad8f9c6-67d0-e421-ad85-c2964d4db008", "grossValue": 37475, "homeNotional": 0.011265067027148811, "foreignNotional": 4.221583868424017}, {"timestamp": "2020-08-12T02:19:32.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 129, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c75a3be5-6bdd-193a-5e8c-906530ced6c8", "grossValue": 4834275, "homeNotional": 1.4531936465021966, "foreignNotional": 544.5843190266982}, {"timestamp": "2020-08-12T02:19:32.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 168, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8db510f9-b182-da98-2d6f-e9ddf52fca6a", "grossValue": 6295800, "homeNotional": 1.8925312605610003, "foreignNotional": 709.2260898952348}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.043Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "52f35f54-4d8f-a246-e418-0a489c46f253", "grossValue": 487240, "homeNotional": 0.14644587135293455, "foreignNotional": 54.88791258307987}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.174Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "e80d4e55-a5e4-6838-6195-c7d21c737083", "grossValue": 9368750, "homeNotional": 2.816266756787203, "foreignNotional": 1055.3959671060043}, {"timestamp": "2020-08-12T02:19:32.174Z", "symbol": "ETHUSD", "side": "Sell", "size": 524, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "c7c9d65f-cd97-ebf8-7bb5-727e21822c89", "grossValue": 19634280, "homeNotional": 5.902895122225977, "foreignNotional": 2211.8148022980736}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: check clearing time needed clearing_process_timer=1052.250579 2020-08-12 05:19:32 DEBUG: check init order needed init_order_process_timer=1152.250857 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.239Z", "symbol": "ETHUSD", "side": "Sell", "size": 269, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "de6fc5ea-1ebf-faa8-190c-f9724ed27397", "grossValue": 10079430, "homeNotional": 3.0303030303030303, "foreignNotional": 1135.4545454545455}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 207, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "53f7b189-b708-1444-1e07-e079c56f4723", "grossValue": 7756290, "homeNotional": 2.331868874619804, "foreignNotional": 873.7512673200406}, {"timestamp": "2020-08-12T02:19:32.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "84cddfac-f26f-5d6b-1260-a9ba5f10e1db", "grossValue": 1498800, "homeNotional": 0.4506026810859525, "foreignNotional": 168.8408246029064}, {"timestamp": "2020-08-12T02:19:32.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "13329428-6fdc-bd60-704a-69148b1fa3a5", "grossValue": 1086485, "homeNotional": 0.32668694378731555, "foreignNotional": 122.39326348991777}, {"timestamp": "2020-08-12T02:19:32.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 433, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e2f15eab-496b-fd86-3fbf-700e271b1638", "grossValue": 16222345, "homeNotional": 4.877774022755435, "foreignNotional": 1827.4580376253239}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "792ad492-fa61-14e7-ca05-075a0926395f", "grossValue": 3371850, "homeNotional": 1.013856032443393, "foreignNotional": 379.8411625549172}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.736Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "9595ee06-4aa5-3e3c-350c-5799f67baaf6", "grossValue": 1685925, "homeNotional": 0.5069280162216965, "foreignNotional": 189.9205812774586}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.744Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d53ddebb-a1c5-2cfa-4bd9-05c6b79f2c95", "grossValue": 1685925, "homeNotional": 0.5069280162216965, "foreignNotional": 189.9205812774586}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:32.756Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd8b616a-ecf5-5aa8-3288-ece82b7fc3a7", "grossValue": 1685925, "homeNotional": 0.5069280162216965, "foreignNotional": 189.9205812774586}]} 2020-08-12 05:19:32 DEBUG: message ignored 2020-08-12 05:19:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:33.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "5b864deb-75e8-1b53-76c7-cfcab8d8c8cd", "grossValue": 1498800, "homeNotional": 0.4506026810859525, "foreignNotional": 168.8408246029064}]} 2020-08-12 05:19:33 DEBUG: message ignored 2020-08-12 05:19:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:33.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "6e7afb4f-b180-7976-f0be-bfd4586e2bf5", "grossValue": 1685925, "homeNotional": 0.5069280162216965, "foreignNotional": 189.9205812774586}]} 2020-08-12 05:19:33 DEBUG: message ignored 2020-08-12 05:19:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:33.228Z", "symbol": "ETHUSD", "side": "Sell", "size": 297, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a8183f6b-4abf-40be-e509-bf441aeaa90d", "grossValue": 11127105, "homeNotional": 3.345724907063197, "foreignNotional": 1253.4758364312268}, {"timestamp": "2020-08-12T02:19:33.228Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d74619d1-7c2d-f5da-3532-70140e3b74dd", "grossValue": 37465, "homeNotional": 0.011265067027148811, "foreignNotional": 4.220457361721302}, {"timestamp": "2020-08-12T02:19:33.228Z", "symbol": "ETHUSD", "side": "Sell", "size": 7202, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a561b20-5879-ffd7-2a13-b319749a43b4", "grossValue": 269822930, "homeNotional": 81.13101272952574, "foreignNotional": 30395.733919116818}]} 2020-08-12 05:19:33 DEBUG: message ignored 2020-08-12 05:19:33 DEBUG: check clearing time needed clearing_process_timer=1053.252029 2020-08-12 05:19:33 DEBUG: check init order needed init_order_process_timer=1153.252215 2020-08-12 05:19:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:34.175Z", "symbol": "ETHUSD", "side": "Sell", "size": 1355, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb35e675-0961-b846-96d7-fac3867d6e29", "grossValue": 50765075, "homeNotional": 15.264165821786639, "foreignNotional": 5718.719725132364}]} 2020-08-12 05:19:34 DEBUG: message ignored 2020-08-12 05:19:34 DEBUG: check clearing time needed clearing_process_timer=1054.25344 2020-08-12 05:19:34 DEBUG: check init order needed init_order_process_timer=1154.253709 2020-08-12 05:19:35 DEBUG: check clearing time needed clearing_process_timer=1055.254886 2020-08-12 05:19:35 DEBUG: check init order needed init_order_process_timer=1155.255148 2020-08-12 05:19:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:35.874Z", "symbol": "ETHUSD", "side": "Sell", "size": 477, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a83cee10-bae8-fdf1-c8a6-519a6b0eba63", "grossValue": 17870805, "homeNotional": 5.3734369719499835, "foreignNotional": 2013.1581615410612}]} 2020-08-12 05:19:35 DEBUG: message ignored 2020-08-12 05:19:36 DEBUG: check clearing time needed clearing_process_timer=1056.256318 2020-08-12 05:19:36 DEBUG: check init order needed init_order_process_timer=1156.256627 2020-08-12 05:19:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:36.532Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c18bebd-542a-52e7-e838-aa6b2044374b", "grossValue": 936625, "homeNotional": 0.2816266756787203, "foreignNotional": 105.51143404303255}]} 2020-08-12 05:19:36 DEBUG: message ignored 2020-08-12 05:19:37 DEBUG: check clearing time needed clearing_process_timer=1057.257862 2020-08-12 05:19:37 DEBUG: check init order needed init_order_process_timer=1157.258193 2020-08-12 05:19:38 DEBUG: check clearing time needed clearing_process_timer=1058.259434 2020-08-12 05:19:38 DEBUG: check init order needed init_order_process_timer=1158.259694 2020-08-12 05:19:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:38.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 40941, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "91984c48-a779-a78f-17d8-470499f22802", "grossValue": 1533854565, "homeNotional": 461.2031091584995, "foreignNotional": 172789.74484623183}, {"timestamp": "2020-08-12T02:19:38.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "29e1d264-71d5-597b-27d7-60e0cf20f44c", "grossValue": 1123950, "homeNotional": 0.33795201081446435, "foreignNotional": 126.61372085163907}, {"timestamp": "2020-08-12T02:19:38.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "c815a64e-8387-7fcd-eb30-74e5a8b07fd0", "grossValue": 1236345, "homeNotional": 0.37174721189591076, "foreignNotional": 139.27509293680296}, {"timestamp": "2020-08-12T02:19:38.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 105, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef318675-3525-9309-472c-97df684a55aa", "grossValue": 3933825, "homeNotional": 1.1828320378506252, "foreignNotional": 443.14802298073676}]} 2020-08-12 05:19:38 DEBUG: message ignored 2020-08-12 05:19:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:38.922Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "c3b258b9-0d50-e9a9-29c3-1e29cc48271d", "grossValue": 1086340, "homeNotional": 0.32668694378731555, "foreignNotional": 122.3769291427284}, {"timestamp": "2020-08-12T02:19:38.922Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "5abd31fc-1edc-8a10-6131-ddf6c530f999", "grossValue": 37460, "homeNotional": 0.011265067027148811, "foreignNotional": 4.219894108369945}, {"timestamp": "2020-08-12T02:19:38.922Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "202962c2-65a7-0d31-dbf8-fcdb69d40716", "grossValue": 37460, "homeNotional": 0.011265067027148811, "foreignNotional": 4.219894108369945}, {"timestamp": "2020-08-12T02:19:38.922Z", "symbol": "ETHUSD", "side": "Sell", "size": 15588, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "295bf774-27ed-bcf5-39df-16ccf298a49f", "grossValue": 583926480, "homeNotional": 175.5998648191957, "foreignNotional": 65779.7093612707}]} 2020-08-12 05:19:38 DEBUG: message ignored 2020-08-12 05:19:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:38.979Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "0287ea72-92c8-b9e5-b4be-b389560701ac", "grossValue": 936625, "homeNotional": 0.2816266756787203, "foreignNotional": 105.51143404303255}]} 2020-08-12 05:19:38 DEBUG: message ignored 2020-08-12 05:19:39 DEBUG: check clearing time needed clearing_process_timer=1059.260884 2020-08-12 05:19:39 DEBUG: check init order needed init_order_process_timer=1159.261273 2020-08-12 05:19:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:39.480Z", "symbol": "ETHUSD", "side": "Sell", "size": 650, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "facd5018-c1d6-d040-e21a-07a39c6d6ef2", "grossValue": 24349000, "homeNotional": 7.322293567646727, "foreignNotional": 2742.931170440464}]} 2020-08-12 05:19:39 DEBUG: message ignored 2020-08-12 05:19:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:39.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "08d223fb-eff1-09c9-5f2e-5b1223babb28", "grossValue": 1498400, "homeNotional": 0.4506026810859525, "foreignNotional": 168.79576433479778}]} 2020-08-12 05:19:40 DEBUG: message ignored 2020-08-12 05:19:40 DEBUG: check clearing time needed clearing_process_timer=1060.262457 2020-08-12 05:19:40 DEBUG: check init order needed init_order_process_timer=1160.26273 2020-08-12 05:19:41 DEBUG: check clearing time needed clearing_process_timer=1061.263925 2020-08-12 05:19:41 DEBUG: check init order needed init_order_process_timer=1161.264244 2020-08-12 05:19:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:41.425Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "51324bce-9308-25e1-c2ed-8b9cfa5a04e4", "grossValue": 18730000, "homeNotional": 5.632533513574406, "foreignNotional": 2109.9470541849723}]} 2020-08-12 05:19:41 DEBUG: message ignored 2020-08-12 05:19:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:41.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 1655, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f61c8df2-d582-ae17-8428-311f2fe57568", "grossValue": 61996300, "homeNotional": 18.643685929931284, "foreignNotional": 6983.924749352259}]} 2020-08-12 05:19:41 DEBUG: message ignored 2020-08-12 05:19:42 DEBUG: check clearing time needed clearing_process_timer=1062.265544 2020-08-12 05:19:42 DEBUG: check init order needed init_order_process_timer=1162.265829 2020-08-12 05:19:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:42.462Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "f021b8d1-b368-96df-42b3-d38a612dab1e", "grossValue": 2247900, "homeNotional": 0.6759040216289287, "foreignNotional": 253.22744170327815}]} 2020-08-12 05:19:42 DEBUG: message ignored 2020-08-12 05:19:43 DEBUG: check clearing time needed clearing_process_timer=1063.267011 2020-08-12 05:19:43 DEBUG: check init order needed init_order_process_timer=1163.267262 2020-08-12 05:19:44 DEBUG: check clearing time needed clearing_process_timer=1064.26843 2020-08-12 05:19:44 DEBUG: check init order needed init_order_process_timer=1164.268701 2020-08-12 05:19:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:44.999Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "1aa39d5f-d114-a7ba-1cd4-6eb477f6684a", "grossValue": 2809500, "homeNotional": 0.8448800270361608, "foreignNotional": 316.49205812774585}]} 2020-08-12 05:19:45 DEBUG: message ignored 2020-08-12 05:19:45 DEBUG: check clearing time needed clearing_process_timer=1065.269093 2020-08-12 05:19:45 DEBUG: check init order needed init_order_process_timer=1165.269339 2020-08-12 05:19:46 DEBUG: check clearing time needed clearing_process_timer=1066.270499 2020-08-12 05:19:46 DEBUG: check init order needed init_order_process_timer=1166.270743 2020-08-12 05:19:47 DEBUG: check clearing time needed clearing_process_timer=1067.27191 2020-08-12 05:19:47 DEBUG: check init order needed init_order_process_timer=1167.272149 2020-08-12 05:19:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:47.622Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "6881545c-1d00-281f-9b1a-7d7b78b2d807", "grossValue": 37460, "homeNotional": 0.011265067027148811, "foreignNotional": 4.219894108369945}]} 2020-08-12 05:19:47 DEBUG: message ignored 2020-08-12 05:19:48 DEBUG: check clearing time needed clearing_process_timer=1068.273316 2020-08-12 05:19:48 DEBUG: check init order needed init_order_process_timer=1168.273565 2020-08-12 05:19:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:48.788Z", "symbol": "ETHUSD", "side": "Sell", "size": 6605, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ad94870-fd8d-6a12-c2c8-d16c9fef1c3c", "grossValue": 247423300, "homeNotional": 74.4057677143179, "foreignNotional": 27872.400585783485}]} 2020-08-12 05:19:48 DEBUG: message ignored 2020-08-12 05:19:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:48.842Z", "symbol": "ETHUSD", "side": "Sell", "size": 857, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5353536-c024-cd7f-bc0a-a9d9d8cc689e", "grossValue": 32103220, "homeNotional": 9.654162442266532, "foreignNotional": 3616.4492508730427}]} 2020-08-12 05:19:48 DEBUG: message ignored 2020-08-12 05:19:49 DEBUG: check clearing time needed clearing_process_timer=1069.274723 2020-08-12 05:19:49 DEBUG: check init order needed init_order_process_timer=1169.274959 2020-08-12 05:19:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:49.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "9efca612-ca69-5d6a-8290-aafaaed1b9ab", "grossValue": 37460, "homeNotional": 0.011265067027148811, "foreignNotional": 4.219894108369945}]} 2020-08-12 05:19:50 DEBUG: message ignored 2020-08-12 05:19:50 DEBUG: check clearing time needed clearing_process_timer=1070.276141 2020-08-12 05:19:50 DEBUG: check init order needed init_order_process_timer=1170.276451 2020-08-12 05:19:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:51.123Z", "symbol": "ETHUSD", "side": "Buy", "size": 90, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "69934176-5ac9-d72a-9cb0-e4c40d10ae19", "grossValue": 3371850, "homeNotional": 1.013856032443393, "foreignNotional": 379.8411625549172}]} 2020-08-12 05:19:51 DEBUG: message ignored 2020-08-12 05:19:51 DEBUG: check clearing time needed clearing_process_timer=1071.277661 2020-08-12 05:19:51 DEBUG: check init order needed init_order_process_timer=1171.277953 2020-08-12 05:19:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:51.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "345bf809-cce3-0b1c-cc10-23b651462c74", "grossValue": 374650, "homeNotional": 0.11265067027148812, "foreignNotional": 42.20457361721302}, {"timestamp": "2020-08-12T02:19:51.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed23cacc-601b-62e0-ded7-b79be430a24c", "grossValue": 1873250, "homeNotional": 0.5632533513574406, "foreignNotional": 211.0228680860651}, {"timestamp": "2020-08-12T02:19:51.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 119, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ada49e6-8d14-2baf-1636-8a8a85f06ad5", "grossValue": 4458335, "homeNotional": 1.3405429762307086, "foreignNotional": 502.23442604483495}, {"timestamp": "2020-08-12T02:19:51.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6a96a076-2f3f-0320-00c2-26145ab1a5b5", "grossValue": 37465000, "homeNotional": 11.265067027148811, "foreignNotional": 4220.457361721302}, {"timestamp": "2020-08-12T02:19:51.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 70, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "683d0a5c-36d1-91c6-bd35-643586b20796", "grossValue": 2622550, "homeNotional": 0.7885546919004168, "foreignNotional": 295.43201532049113}]} 2020-08-12 05:19:51 DEBUG: message ignored 2020-08-12 05:19:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:51.536Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "358cbf94-7361-8687-720c-de49642a8178", "grossValue": 93650000, "homeNotional": 28.162667567872028, "foreignNotional": 10549.735270924863}]} 2020-08-12 05:19:51 DEBUG: message ignored 2020-08-12 05:19:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:51.901Z", "symbol": "ETHUSD", "side": "Buy", "size": 753, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "1f5d5654-58d3-042b-1335-3714fc01d352", "grossValue": 28211145, "homeNotional": 8.482595471443055, "foreignNotional": 3178.004393376141}]} 2020-08-12 05:19:51 DEBUG: message ignored 2020-08-12 05:19:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:51.941Z", "symbol": "ETHUSD", "side": "Buy", "size": 295, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ba9618f-22a9-3483-1f55-35612442c0f8", "grossValue": 11052175, "homeNotional": 3.3231947730088995, "foreignNotional": 1245.0349217077842}]} 2020-08-12 05:19:51 DEBUG: message ignored 2020-08-12 05:19:52 DEBUG: check clearing time needed clearing_process_timer=1072.279153 2020-08-12 05:19:52 DEBUG: check init order needed init_order_process_timer=1172.279452 2020-08-12 05:19:53 DEBUG: check clearing time needed clearing_process_timer=1073.280636 2020-08-12 05:19:53 DEBUG: check init order needed init_order_process_timer=1173.280896 2020-08-12 05:19:54 DEBUG: check clearing time needed clearing_process_timer=1074.282089 2020-08-12 05:19:54 DEBUG: check init order needed init_order_process_timer=1174.282354 2020-08-12 05:19:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:55.142Z", "symbol": "ETHUSD", "side": "Buy", "size": 22, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "d8732dfd-bc69-dda1-9192-76425a90b5fd", "grossValue": 824230, "homeNotional": 0.24783147459727387, "foreignNotional": 92.85006195786865}]} 2020-08-12 05:19:55 DEBUG: message ignored 2020-08-12 05:19:55 DEBUG: check clearing time needed clearing_process_timer=1075.28356 2020-08-12 05:19:55 DEBUG: check init order needed init_order_process_timer=1175.283861 2020-08-12 05:19:56 DEBUG: check clearing time needed clearing_process_timer=1076.28521 2020-08-12 05:19:56 DEBUG: check init order needed init_order_process_timer=1176.285473 2020-08-12 05:19:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:19:56.481Z", "symbol": "ETHUSD", "side": "Buy", "size": 860, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "55497ab9-9553-0cc2-b4f0-8cbf3487e2bd", "grossValue": 32219900, "homeNotional": 9.687957643347978, "foreignNotional": 3629.59333108032}, {"timestamp": "2020-08-12T02:19:56.481Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cbabf6d-e289-74de-cf15-7cbb8f905823", "grossValue": 2172970, "homeNotional": 0.6533738875746311, "foreignNotional": 244.78652697983554}]} 2020-08-12 05:19:56 DEBUG: message ignored 2020-08-12 05:19:57 DEBUG: check clearing time needed clearing_process_timer=1077.286672 2020-08-12 05:19:57 DEBUG: check init order needed init_order_process_timer=1177.286961 2020-08-12 05:19:58 DEBUG: check clearing time needed clearing_process_timer=1078.288219 2020-08-12 05:19:58 DEBUG: check init order needed init_order_process_timer=1178.288518 2020-08-12 05:19:59 DEBUG: check clearing time needed clearing_process_timer=1079.289746 2020-08-12 05:19:59 DEBUG: check init order needed init_order_process_timer=1179.290054 2020-08-12 05:20:00 DEBUG: check clearing time needed clearing_process_timer=1080.291237 2020-08-12 05:20:00 DEBUG: check init order needed init_order_process_timer=1180.291512 2020-08-12 05:20:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:00.817Z", "symbol": "ETHUSD", "side": "Buy", "size": 22, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "47a39285-dcb1-9071-98e9-69df59c020f2", "grossValue": 824230, "homeNotional": 0.24785939612438035, "foreignNotional": 92.86052275799909}]} 2020-08-12 05:20:00 DEBUG: message ignored 2020-08-12 05:20:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:00.846Z", "symbol": "ETHUSD", "side": "Buy", "size": 351, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e871e7a-e50b-6b34-a87a-c6f4c447c7e2", "grossValue": 13150215, "homeNotional": 3.954484001802614, "foreignNotional": 1481.5474312753493}, {"timestamp": "2020-08-12T02:20:00.846Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "f026b27d-b6de-ef2d-9167-ef8d7b40f0c0", "grossValue": 3747000, "homeNotional": 1.1266336187471835, "foreignNotional": 422.14961694456963}]} 2020-08-12 05:20:00 DEBUG: message ignored 2020-08-12 05:20:01 DEBUG: check clearing time needed clearing_process_timer=1081.292711 2020-08-12 05:20:01 DEBUG: check init order needed init_order_process_timer=1181.292996 2020-08-12 05:20:02 DEBUG: check clearing time needed clearing_process_timer=1082.29567 2020-08-12 05:20:02 DEBUG: check init order needed init_order_process_timer=1182.304355 2020-08-12 05:20:03 DEBUG: check clearing time needed clearing_process_timer=1083.306187 2020-08-12 05:20:03 DEBUG: check init order needed init_order_process_timer=1183.310639 2020-08-12 05:20:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:03.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "f52c9957-cf4c-b55a-09a7-a735e8bdaa24", "grossValue": 1124250, "homeNotional": 0.337990085624155, "foreignNotional": 126.6617845876521}, {"timestamp": "2020-08-12T02:20:03.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "60f6fec7-2872-dcfb-2be0-0c7ecaeeff00", "grossValue": 1124250, "homeNotional": 0.337990085624155, "foreignNotional": 126.6617845876521}, {"timestamp": "2020-08-12T02:20:03.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 244, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "b118b21f-e65e-9220-a892-c38d90de5ae7", "grossValue": 9143900, "homeNotional": 2.7489860297431274, "foreignNotional": 1030.182514646237}, {"timestamp": "2020-08-12T02:20:03.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "4715e1d3-514d-caf9-2855-5f8bbca1df26", "grossValue": 1124400, "homeNotional": 0.337990085624155, "foreignNotional": 126.6786840919333}, {"timestamp": "2020-08-12T02:20:03.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "230a16b0-5ce9-f3ae-8817-ffd498ca472f", "grossValue": 1124550, "homeNotional": 0.337990085624155, "foreignNotional": 126.6955835962145}, {"timestamp": "2020-08-12T02:20:03.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "f6e546cc-8458-6143-6900-04a620efa67d", "grossValue": 1124700, "homeNotional": 0.337990085624155, "foreignNotional": 126.71248310049572}, {"timestamp": "2020-08-12T02:20:03.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 606, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "1c7abc46-6d12-fd09-9ab1-ac902fa12e1c", "grossValue": 22721970, "homeNotional": 6.827399729607931, "foreignNotional": 2559.9335286164937}]} 2020-08-12 05:20:03 DEBUG: message ignored 2020-08-12 05:20:04 DEBUG: check clearing time needed clearing_process_timer=1084.311886 2020-08-12 05:20:04 DEBUG: check init order needed init_order_process_timer=1184.312234 2020-08-12 05:20:05 DEBUG: check clearing time needed clearing_process_timer=1085.313071 2020-08-12 05:20:05 DEBUG: check init order needed init_order_process_timer=1185.313395 2020-08-12 05:20:06 DEBUG: check clearing time needed clearing_process_timer=1086.314616 2020-08-12 05:20:06 DEBUG: check init order needed init_order_process_timer=1186.314941 2020-08-12 05:20:07 DEBUG: check clearing time needed clearing_process_timer=1087.317419 2020-08-12 05:20:07 DEBUG: check init order needed init_order_process_timer=1187.318944 2020-08-12 05:20:08 DEBUG: check clearing time needed clearing_process_timer=1088.322498 2020-08-12 05:20:08 DEBUG: check init order needed init_order_process_timer=1188.328906 2020-08-12 05:20:09 DEBUG: check clearing time needed clearing_process_timer=1089.334129 2020-08-12 05:20:09 DEBUG: check init order needed init_order_process_timer=1189.343003 2020-08-12 05:20:10 DEBUG: check clearing time needed clearing_process_timer=1090.345562 2020-08-12 05:20:10 DEBUG: check init order needed init_order_process_timer=1190.353544 2020-08-12 05:20:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:10.679Z", "symbol": "ETHUSD", "side": "Sell", "size": 619, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "3583b701-f39b-b30e-f951-63b8a5dee558", "grossValue": 23206310, "homeNotional": 6.973862100045065, "foreignNotional": 2614.500901306895}, {"timestamp": "2020-08-12T02:20:10.679Z", "symbol": "ETHUSD", "side": "Sell", "size": 381, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "13c8f0ad-16f5-9589-d3d1-3ba04087cf35", "grossValue": 14283690, "homeNotional": 4.292474087426768, "foreignNotional": 1609.2485353762956}]} 2020-08-12 05:20:10 DEBUG: message ignored 2020-08-12 05:20:11 DEBUG: check clearing time needed clearing_process_timer=1091.356288 2020-08-12 05:20:11 DEBUG: check init order needed init_order_process_timer=1191.362219 2020-08-12 05:20:12 DEBUG: check clearing time needed clearing_process_timer=1092.363422 2020-08-12 05:20:12 DEBUG: check init order needed init_order_process_timer=1192.363707 2020-08-12 05:20:13 DEBUG: check clearing time needed clearing_process_timer=1093.364863 2020-08-12 05:20:13 DEBUG: check init order needed init_order_process_timer=1193.365195 2020-08-12 05:20:14 DEBUG: check clearing time needed clearing_process_timer=1094.366363 2020-08-12 05:20:14 DEBUG: check init order needed init_order_process_timer=1194.366738 2020-08-12 05:20:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:14.479Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "5b0f32ea-aecf-1b3f-977e-2f963a12e02c", "grossValue": 412445, "homeNotional": 0.12392969806219017, "foreignNotional": 46.4674402884182}]} 2020-08-12 05:20:14 DEBUG: message ignored 2020-08-12 05:20:15 DEBUG: check clearing time needed clearing_process_timer=1095.367925 2020-08-12 05:20:15 DEBUG: check init order needed init_order_process_timer=1195.368225 2020-08-12 05:20:16 DEBUG: check clearing time needed clearing_process_timer=1096.369457 2020-08-12 05:20:16 DEBUG: check init order needed init_order_process_timer=1196.369795 2020-08-12 05:20:17 DEBUG: check clearing time needed clearing_process_timer=1097.371044 2020-08-12 05:20:17 DEBUG: check init order needed init_order_process_timer=1197.371341 2020-08-12 05:20:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:17.745Z", "symbol": "ETHUSD", "side": "Buy", "size": 229, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "4aec3e58-441a-9e5b-260e-95a517d7cbed", "grossValue": 8586355, "homeNotional": 2.5799909869310502, "foreignNotional": 967.3676205497972}]} 2020-08-12 05:20:17 DEBUG: message ignored 2020-08-12 05:20:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:17.844Z", "symbol": "ETHUSD", "side": "Buy", "size": 204, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3d8309b-93b6-10f9-7d7b-1a7f35f7294e", "grossValue": 7648980, "homeNotional": 2.298332582244254, "foreignNotional": 861.7598017124831}]} 2020-08-12 05:20:17 DEBUG: message ignored 2020-08-12 05:20:18 DEBUG: check clearing time needed clearing_process_timer=1098.372529 2020-08-12 05:20:18 DEBUG: check init order needed init_order_process_timer=1198.372806 2020-08-12 05:20:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:18.896Z", "symbol": "ETHUSD", "side": "Buy", "size": 669, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "306e484a-0f97-7e79-f36c-95de6da7a55f", "grossValue": 25084155, "homeNotional": 7.537178909418657, "foreignNotional": 2826.0652320865256}]} 2020-08-12 05:20:18 DEBUG: message ignored 2020-08-12 05:20:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:19.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 677, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ab5fd00-17e7-a6d2-03b3-a4c668021730", "grossValue": 25384115, "homeNotional": 7.627309598918432, "foreignNotional": 2859.859734114466}]} 2020-08-12 05:20:19 DEBUG: message ignored 2020-08-12 05:20:19 DEBUG: check clearing time needed clearing_process_timer=1099.374006 2020-08-12 05:20:19 DEBUG: check init order needed init_order_process_timer=1199.374306 2020-08-12 05:20:20 DEBUG: check clearing time needed clearing_process_timer=1100.375486 2020-08-12 05:20:20 DEBUG: check init order needed init_order_process_timer=1200.375735 2020-08-12 05:20:21 DEBUG: check clearing time needed clearing_process_timer=1101.376928 2020-08-12 05:20:21 DEBUG: check init order needed init_order_process_timer=1201.377332 2020-08-12 05:20:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:21.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d98412e-6e29-09b0-2330-c85d51a8555a", "grossValue": 37495, "homeNotional": 0.011266336187471835, "foreignNotional": 4.224312753492565}]} 2020-08-12 05:20:21 DEBUG: message ignored 2020-08-12 05:20:22 DEBUG: check clearing time needed clearing_process_timer=1102.378563 2020-08-12 05:20:22 DEBUG: check init order needed init_order_process_timer=1202.378851 2020-08-12 05:20:23 DEBUG: check clearing time needed clearing_process_timer=1103.380064 2020-08-12 05:20:23 DEBUG: check init order needed init_order_process_timer=1203.380322 2020-08-12 05:20:24 DEBUG: check clearing time needed clearing_process_timer=1104.38151 2020-08-12 05:20:24 DEBUG: check init order needed init_order_process_timer=1204.381765 2020-08-12 05:20:25 DEBUG: check clearing time needed clearing_process_timer=1105.382986 2020-08-12 05:20:25 DEBUG: check init order needed init_order_process_timer=1205.383282 2020-08-12 05:20:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:25.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 287, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "fbc3cae5-49f1-d705-a392-cfd635a7328e", "grossValue": 10759630, "homeNotional": 3.2334384858044163, "foreignNotional": 1212.2160883280758}, {"timestamp": "2020-08-12T02:20:25.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 489, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6e6aeeb-ccd4-94da-2687-a66b52da6302", "grossValue": 18332610, "homeNotional": 5.5092383956737265, "foreignNotional": 2065.41347453808}]} 2020-08-12 05:20:26 DEBUG: message ignored 2020-08-12 05:20:26 DEBUG: check clearing time needed clearing_process_timer=1106.384507 2020-08-12 05:20:26 DEBUG: check init order needed init_order_process_timer=1206.384783 2020-08-12 05:20:27 DEBUG: check clearing time needed clearing_process_timer=1107.385974 2020-08-12 05:20:27 DEBUG: check init order needed init_order_process_timer=1207.386266 2020-08-12 05:20:28 DEBUG: check clearing time needed clearing_process_timer=1108.387469 2020-08-12 05:20:28 DEBUG: check init order needed init_order_process_timer=1208.38779 2020-08-12 05:20:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:28.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "b25ea202-ed70-655c-1232-e9b6a4b0af49", "grossValue": 3748500, "homeNotional": 1.1266336187471835, "foreignNotional": 422.3186119873817}, {"timestamp": "2020-08-12T02:20:28.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0019f50f-8400-0e85-1e48-be7b84bdfceb", "grossValue": 2698920, "homeNotional": 0.8111762054979721, "foreignNotional": 304.0694006309148}, {"timestamp": "2020-08-12T02:20:28.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e6529d0-6d9c-eff5-d1cb-73c44602e6cd", "grossValue": 4685625, "homeNotional": 1.4082920234339793, "foreignNotional": 527.8982649842271}, {"timestamp": "2020-08-12T02:20:28.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "db112742-1077-2586-e799-7efae36259e9", "grossValue": 18740000, "homeNotional": 5.633168093735917, "foreignNotional": 2111.3114015322217}, {"timestamp": "2020-08-12T02:20:28.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 203, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3523ce52-b999-205a-7ba9-d625a8c29d17", "grossValue": 7608440, "homeNotional": 2.2870662460567823, "foreignNotional": 857.192429022082}]} 2020-08-12 05:20:28 DEBUG: message ignored 2020-08-12 05:20:29 DEBUG: check clearing time needed clearing_process_timer=1109.388974 2020-08-12 05:20:29 DEBUG: check init order needed init_order_process_timer=1209.389291 2020-08-12 05:20:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 1601, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "cd0571ae-140f-3474-d82f-bb4ba4074081", "grossValue": 60013485, "homeNotional": 18.037404236142407, "foreignNotional": 6761.3209779179815}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 1337, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "6448f82d-59f9-a1a3-b155-f7c6cc719ce7", "grossValue": 50117445, "homeNotional": 15.063091482649842, "foreignNotional": 5646.399842271293}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 1337, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "496f382f-11dc-9f60-e089-da2b7192ebd2", "grossValue": 50117445, "homeNotional": 15.063091482649842, "foreignNotional": 5646.399842271293}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 1337, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ecf1fcb-987a-b136-6718-2e71dcebb86a", "grossValue": 50117445, "homeNotional": 15.063091482649842, "foreignNotional": 5646.399842271293}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 3934, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "73e35085-b7c6-03ea-a861-6ef614ab1f77", "grossValue": 147465990, "homeNotional": 44.321766561514195, "foreignNotional": 16614.014195583597}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "1209bad6-9df0-7cf5-8d21-fce8264cd6d9", "grossValue": 18742500, "homeNotional": 5.633168093735917, "foreignNotional": 2111.5930599369085}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "1739333c-1a36-cddb-ce13-0a993c9317e1", "grossValue": 37485000, "homeNotional": 11.266336187471834, "foreignNotional": 4223.186119873817}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 711, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "3070c398-7057-f4d6-d011-40c004898153", "grossValue": 26651835, "homeNotional": 8.010365029292474, "foreignNotional": 3002.6853312302837}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 202, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "24ee5c3c-e168-d7b0-b88d-3b9a4eb6f4d5", "grossValue": 7571970, "homeNotional": 2.2757999098693107, "foreignNotional": 853.0835962145111}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 212, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c731458-d201-e5d8-4b1d-9cf7f0a955c9", "grossValue": 7946820, "homeNotional": 2.388463271744029, "foreignNotional": 895.3154574132492}, {"timestamp": "2020-08-12T02:20:29.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 9357, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "0bc38aef-1c24-2c51-5226-2c928b6fd6e1", "grossValue": 350747145, "homeNotional": 105.41910770617395, "foreignNotional": 39516.352523659305}]} 2020-08-12 05:20:29 DEBUG: message ignored 2020-08-12 05:20:30 DEBUG: check clearing time needed clearing_process_timer=1110.390456 2020-08-12 05:20:30 DEBUG: check init order needed init_order_process_timer=1210.390745 2020-08-12 05:20:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:30.707Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "99cd1709-f51d-f5f0-0893-9da9ba2a5169", "grossValue": 2286280, "homeNotional": 0.6873239436619718, "foreignNotional": 257.60901408450707}]} 2020-08-12 05:20:30 DEBUG: message ignored 2020-08-12 05:20:31 DEBUG: check clearing time needed clearing_process_timer=1111.391979 2020-08-12 05:20:31 DEBUG: check init order needed init_order_process_timer=1211.392293 2020-08-12 05:20:32 DEBUG: check clearing time needed clearing_process_timer=1112.393224 2020-08-12 05:20:32 DEBUG: check init order needed init_order_process_timer=1212.393495 2020-08-12 05:20:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:33.206Z", "symbol": "ETHUSD", "side": "Sell", "size": 236, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "c31d2a42-99d0-e147-fc0d-9c300b8088d8", "grossValue": 8845280, "homeNotional": 2.659154929577465, "foreignNotional": 996.6512676056338}, {"timestamp": "2020-08-12T02:20:33.206Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "4709336b-5b73-1022-fcf0-09356e56e8e3", "grossValue": 37480000, "homeNotional": 11.267605633802816, "foreignNotional": 4223.098591549296}, {"timestamp": "2020-08-12T02:20:33.206Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "90581218-bd24-f27f-6341-d6a7078bf27e", "grossValue": 187400, "homeNotional": 0.056338028169014086, "foreignNotional": 21.11549295774648}, {"timestamp": "2020-08-12T02:20:33.206Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "256eef8f-bfaf-a3c0-f043-0c04450b97d5", "grossValue": 1199360, "homeNotional": 0.36056338028169016, "foreignNotional": 135.13915492957747}, {"timestamp": "2020-08-12T02:20:33.206Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3976378d-e88a-0b54-f8f8-2cf8a6c374b9", "grossValue": 2661080, "homeNotional": 0.8, "foreignNotional": 299.84}]} 2020-08-12 05:20:33 DEBUG: message ignored 2020-08-12 05:20:33 DEBUG: check clearing time needed clearing_process_timer=1113.394676 2020-08-12 05:20:33 DEBUG: check init order needed init_order_process_timer=1213.39495 2020-08-12 05:20:34 DEBUG: check clearing time needed clearing_process_timer=1114.396139 2020-08-12 05:20:34 DEBUG: check init order needed init_order_process_timer=1214.39641 2020-08-12 05:20:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "d5760daf-b894-0d63-23ea-1453c8e5148b", "grossValue": 1086775, "homeNotional": 0.3267605633802817, "foreignNotional": 122.45352112676056}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "cebe117a-7c33-6def-2833-90c8a4fa1fca", "grossValue": 2660725, "homeNotional": 0.8, "foreignNotional": 299.8}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c39dac7-97f4-6e0a-ecc8-db97ed94b57e", "grossValue": 187375, "homeNotional": 0.056338028169014086, "foreignNotional": 21.112676056338028}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 2049, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "3f8fe61d-9726-d0ea-8880-2d601965ea46", "grossValue": 76776030, "homeNotional": 23.08732394366197, "foreignNotional": 8650.820281690141}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d913bec-d462-333c-1b02-2de695256ada", "grossValue": 1498800, "homeNotional": 0.4507042253521127, "foreignNotional": 168.87887323943661}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "247d51b7-92fd-6e3b-fe4b-87a70579e5c7", "grossValue": 2660370, "homeNotional": 0.8, "foreignNotional": 299.76}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f446d2b-eddd-7890-db3a-b7d964838d8d", "grossValue": 37470000, "homeNotional": 11.267605633802816, "foreignNotional": 4221.971830985915}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "6a77a5d9-3671-8664-ac45-bc15d8ecd1e2", "grossValue": 59944000, "homeNotional": 18.028169014084508, "foreignNotional": 6754.2535211267605}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a226fba3-ad9f-e5f1-ac3e-6d639bc929a0", "grossValue": 1086485, "homeNotional": 0.3267605633802817, "foreignNotional": 122.42084507042253}, {"timestamp": "2020-08-12T02:20:34.808Z", "symbol": "ETHUSD", "side": "Sell", "size": 5106, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a673e7f8-3fbf-1761-731d-d74e77daf47c", "grossValue": 191296290, "homeNotional": 57.53239436619718, "foreignNotional": 21554.511549295774}]} 2020-08-12 05:20:34 DEBUG: message ignored 2020-08-12 05:20:35 DEBUG: check clearing time needed clearing_process_timer=1115.397659 2020-08-12 05:20:35 DEBUG: check init order needed init_order_process_timer=1215.397994 2020-08-12 05:20:36 DEBUG: check clearing time needed clearing_process_timer=1116.399188 2020-08-12 05:20:36 DEBUG: check init order needed init_order_process_timer=1216.399444 2020-08-12 05:20:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:36.544Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "acf66276-7f30-d0b0-7025-17c852602c65", "grossValue": 487110, "homeNotional": 0.14647887323943662, "foreignNotional": 54.885633802816905}]} 2020-08-12 05:20:36 DEBUG: message ignored 2020-08-12 05:20:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:36.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "19a2dcf2-3fa1-7cd8-35ca-db13d9daf2ce", "grossValue": 412170, "homeNotional": 0.12394366197183099, "foreignNotional": 46.44169014084507}]} 2020-08-12 05:20:36 DEBUG: message ignored 2020-08-12 05:20:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:36.555Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e687eeb-1347-fea2-a384-053f7518ff04", "grossValue": 449640, "homeNotional": 0.1352112676056338, "foreignNotional": 50.66366197183098}]} 2020-08-12 05:20:36 DEBUG: message ignored 2020-08-12 05:20:37 DEBUG: check clearing time needed clearing_process_timer=1117.40063 2020-08-12 05:20:37 DEBUG: check init order needed init_order_process_timer=1217.400896 2020-08-12 05:20:38 DEBUG: check clearing time needed clearing_process_timer=1118.402132 2020-08-12 05:20:38 DEBUG: check init order needed init_order_process_timer=1218.402375 2020-08-12 05:20:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 410, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "aae74ff2-94fe-5127-e045-e938ec5bbf7d", "grossValue": 15358600, "homeNotional": 4.619718309859155, "foreignNotional": 1730.5464788732395}, {"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 135, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1547123-8f8a-4860-047e-86114e9f46c6", "grossValue": 5057100, "homeNotional": 1.5211267605633803, "foreignNotional": 569.8140845070423}, {"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 68, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc3e98bc-81c2-304a-9c1f-13d82cbea479", "grossValue": 2547280, "homeNotional": 0.7661971830985915, "foreignNotional": 287.0174647887324}, {"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "6e7e279e-9bca-9d12-29d5-9c4b750a7ccd", "grossValue": 1086340, "homeNotional": 0.3267605633802817, "foreignNotional": 122.40450704225353}, {"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c7d8232-9fc3-3c4b-0cbe-1ab87ae11a4d", "grossValue": 1498400, "homeNotional": 0.4507042253521127, "foreignNotional": 168.8338028169014}, {"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "520684a7-8ea3-a220-1cf2-f1e0ab7d41e5", "grossValue": 187300, "homeNotional": 0.056338028169014086, "foreignNotional": 21.104225352112675}, {"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "ef498c16-3497-bf80-8e8c-0f4be7e9c781", "grossValue": 1310925, "homeNotional": 0.39436619718309857, "foreignNotional": 147.70985915492957}, {"timestamp": "2020-08-12T02:20:38.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 278, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca68f654-5e3b-1b82-285e-00bdce6c64ce", "grossValue": 10412490, "homeNotional": 3.132394366197183, "foreignNotional": 1173.238309859155}]} 2020-08-12 05:20:38 DEBUG: message ignored 2020-08-12 05:20:39 DEBUG: check clearing time needed clearing_process_timer=1119.403578 2020-08-12 05:20:39 DEBUG: check init order needed init_order_process_timer=1219.403892 2020-08-12 05:20:40 DEBUG: check clearing time needed clearing_process_timer=1120.405133 2020-08-12 05:20:40 DEBUG: check init order needed init_order_process_timer=1220.405395 2020-08-12 05:20:41 DEBUG: check clearing time needed clearing_process_timer=1121.410461 2020-08-12 05:20:41 DEBUG: check init order needed init_order_process_timer=1221.410725 2020-08-12 05:20:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:42.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 22, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4ea0d93-eecc-aac5-d65e-ad05295f7613", "grossValue": 824010, "homeNotional": 0.24788732394366197, "foreignNotional": 92.8461971830986}, {"timestamp": "2020-08-12T02:20:42.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc0c9a5e-e346-2478-783c-21bcf8c84efd", "grossValue": 1198560, "homeNotional": 0.36056338028169016, "foreignNotional": 135.04901408450704}]} 2020-08-12 05:20:42 DEBUG: message ignored 2020-08-12 05:20:42 DEBUG: check clearing time needed clearing_process_timer=1122.411905 2020-08-12 05:20:42 DEBUG: check init order needed init_order_process_timer=1222.412178 2020-08-12 05:20:43 DEBUG: check clearing time needed clearing_process_timer=1123.413375 2020-08-12 05:20:43 DEBUG: check init order needed init_order_process_timer=1223.413632 2020-08-12 05:20:44 DEBUG: check clearing time needed clearing_process_timer=1124.414824 2020-08-12 05:20:44 DEBUG: check init order needed init_order_process_timer=1224.415096 2020-08-12 05:20:45 DEBUG: check clearing time needed clearing_process_timer=1125.416376 2020-08-12 05:20:45 DEBUG: check init order needed init_order_process_timer=1225.416726 2020-08-12 05:20:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:45.660Z", "symbol": "ETHUSD", "side": "Buy", "size": 168, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "50b0f3d8-0b18-e0bd-ddb5-415baa49c568", "grossValue": 6293280, "homeNotional": 1.8929577464788732, "foreignNotional": 709.1019718309859}]} 2020-08-12 05:20:45 DEBUG: message ignored 2020-08-12 05:20:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:46.088Z", "symbol": "ETHUSD", "side": "Buy", "size": 1170, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ce5f425b-e352-4a05-4013-d5fec49a5858", "grossValue": 43828200, "homeNotional": 13.183098591549296, "foreignNotional": 4938.388732394366}, {"timestamp": "2020-08-12T02:20:46.088Z", "symbol": "ETHUSD", "side": "Buy", "size": 1338, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "89fad84b-51eb-6ecd-1ff4-e64c5104385e", "grossValue": 50121480, "homeNotional": 15.076056338028168, "foreignNotional": 5647.490704225352}, {"timestamp": "2020-08-12T02:20:46.088Z", "symbol": "ETHUSD", "side": "Buy", "size": 492, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5dc25950-3f2c-a739-1243-d2c2c7eda728", "grossValue": 18430320, "homeNotional": 5.543661971830986, "foreignNotional": 2076.6557746478875}]} 2020-08-12 05:20:46 DEBUG: message ignored 2020-08-12 05:20:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:46.253Z", "symbol": "ETHUSD", "side": "Sell", "size": 168, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "6b3f26d9-994f-edc2-3bc7-b3bd4c7a60ec", "grossValue": 6292440, "homeNotional": 1.8929577464788732, "foreignNotional": 709.007323943662}, {"timestamp": "2020-08-12T02:20:46.253Z", "symbol": "ETHUSD", "side": "Sell", "size": 1281, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7836625e-17f7-895b-2590-6fd06d6d2921", "grossValue": 47979855, "homeNotional": 14.433802816901409, "foreignNotional": 5406.180845070423}]} 2020-08-12 05:20:46 DEBUG: message ignored 2020-08-12 05:20:46 DEBUG: check clearing time needed clearing_process_timer=1126.418014 2020-08-12 05:20:46 DEBUG: check init order needed init_order_process_timer=1226.418312 2020-08-12 05:20:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:47.178Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ccc93404-0d01-4335-7d19-da8a5a2575b1", "grossValue": 37455000, "homeNotional": 11.267605633802816, "foreignNotional": 4220.281690140845}]} 2020-08-12 05:20:47 DEBUG: message ignored 2020-08-12 05:20:47 DEBUG: check clearing time needed clearing_process_timer=1127.419522 2020-08-12 05:20:47 DEBUG: check init order needed init_order_process_timer=1227.4198 2020-08-12 05:20:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:48.329Z", "symbol": "ETHUSD", "side": "Sell", "size": 206, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8eeb8b30-6baa-ab82-22c4-85e36ec5426b", "grossValue": 7715730, "homeNotional": 2.3211267605633803, "foreignNotional": 869.3780281690141}]} 2020-08-12 05:20:48 DEBUG: message ignored 2020-08-12 05:20:48 DEBUG: check clearing time needed clearing_process_timer=1128.420994 2020-08-12 05:20:48 DEBUG: check init order needed init_order_process_timer=1228.421336 2020-08-12 05:20:49 DEBUG: check clearing time needed clearing_process_timer=1129.422527 2020-08-12 05:20:49 DEBUG: check init order needed init_order_process_timer=1229.422798 2020-08-12 05:20:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 2513, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4b3c16e-8efd-7316-b641-a5238492577b", "grossValue": 94124415, "homeNotional": 28.31549295774648, "foreignNotional": 10605.567887323943}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4cf3ca9a-fdf7-6d62-e2ef-0606bc06fc0f", "grossValue": 2434575, "homeNotional": 0.7323943661971831, "foreignNotional": 274.3183098591549}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 757, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a3c4c251-c906-96b1-d24a-a4647dcf71eb", "grossValue": 28353435, "homeNotional": 8.529577464788732, "foreignNotional": 3194.75323943662}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 617, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c191e5a-bde1-1e5b-1840-247280d52a44", "grossValue": 23109735, "homeNotional": 6.952112676056338, "foreignNotional": 2603.9138028169014}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 107, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ac99dd5-c356-d813-4fa6-181c84aa0a11", "grossValue": 4007685, "homeNotional": 1.2056338028169014, "foreignNotional": 451.5701408450704}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed8ef3ac-e5a6-47a9-d1ec-aebf2655dbdd", "grossValue": 4681875, "homeNotional": 1.408450704225352, "foreignNotional": 527.5352112676056}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "eb40f39a-d3a2-d1ba-c4a5-2187f891eb65", "grossValue": 18727500, "homeNotional": 5.633802816901408, "foreignNotional": 2110.1408450704225}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 174, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "079b9d49-4784-e3ba-c4ea-a180941975bb", "grossValue": 6517170, "homeNotional": 1.9605633802816902, "foreignNotional": 734.3290140845071}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 1080, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbb68cfb-7643-2a56-108b-208587e7bbca", "grossValue": 40451400, "homeNotional": 12.169014084507042, "foreignNotional": 4557.904225352113}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 121, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "616acba1-e703-9ffe-687f-7b3a924115bc", "grossValue": 4532055, "homeNotional": 1.3633802816901408, "foreignNotional": 510.6540845070422}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9e8c9a15-6237-43e6-3f41-aa2de6ac9edc", "grossValue": 37455, "homeNotional": 0.011267605633802818, "foreignNotional": 4.220281690140845}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbfd9076-ec00-831d-7517-9d0dd1520bf6", "grossValue": 3745500, "homeNotional": 1.1267605633802817, "foreignNotional": 422.0281690140845}, {"timestamp": "2020-08-12T02:20:50.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c10d3022-0f29-7b90-77f2-bc85765a9ceb", "grossValue": 37455, "homeNotional": 0.011267605633802818, "foreignNotional": 4.220281690140845}]} 2020-08-12 05:20:50 DEBUG: message ignored 2020-08-12 05:20:50 DEBUG: check clearing time needed clearing_process_timer=1130.423267 2020-08-12 05:20:50 DEBUG: check init order needed init_order_process_timer=1230.423547 2020-08-12 05:20:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "b12a48a1-8700-ecde-ea1f-c68945f5f65f", "grossValue": 1872500, "homeNotional": 0.5633802816901409, "foreignNotional": 210.98591549295776}, {"timestamp": "2020-08-12T02:20:50.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 170, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "538c9e09-4dcf-f007-9afc-dd460f451f65", "grossValue": 6366500, "homeNotional": 1.9154929577464788, "foreignNotional": 717.3521126760563}, {"timestamp": "2020-08-12T02:20:50.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "11f4b011-47fe-3b7a-3823-2d5c57976863", "grossValue": 1123500, "homeNotional": 0.3380281690140845, "foreignNotional": 126.59154929577464}, {"timestamp": "2020-08-12T02:20:50.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc1ea779-51f6-920d-c927-82f577a8f9d9", "grossValue": 18725000, "homeNotional": 5.633802816901408, "foreignNotional": 2109.8591549295775}, {"timestamp": "2020-08-12T02:20:50.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d3a9e01-5545-c404-86f8-4e35ea60aebf", "grossValue": 6403950, "homeNotional": 1.9267605633802818, "foreignNotional": 721.5718309859155}]} 2020-08-12 05:20:50 DEBUG: message ignored 2020-08-12 05:20:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.819Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4838c5b-dc90-8ed8-ec90-e2e589f9dae3", "grossValue": 37450, "homeNotional": 0.011267605633802818, "foreignNotional": 4.219718309859155}]} 2020-08-12 05:20:50 DEBUG: message ignored 2020-08-12 05:20:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.894Z", "symbol": "ETHUSD", "side": "Sell", "size": 328, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "bde556d9-178a-2c11-49b0-a645bd32c6fa", "grossValue": 12283600, "homeNotional": 3.695774647887324, "foreignNotional": 1384.0676056338027}, {"timestamp": "2020-08-12T02:20:50.894Z", "symbol": "ETHUSD", "side": "Sell", "size": 88, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "7bb97f62-5fa6-8d63-a12a-655c028695ed", "grossValue": 3295600, "homeNotional": 0.9915492957746479, "foreignNotional": 371.33521126760564}, {"timestamp": "2020-08-12T02:20:50.894Z", "symbol": "ETHUSD", "side": "Sell", "size": 13635, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "55783b76-5efd-3834-6c02-aa2d578f2f78", "grossValue": 510630750, "homeNotional": 153.6338028169014, "foreignNotional": 57535.859154929574}]} 2020-08-12 05:20:50 DEBUG: message ignored 2020-08-12 05:20:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.913Z", "symbol": "ETHUSD", "side": "Sell", "size": 870, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "92177c77-887b-8dd2-f9d0-3befbd85f8c5", "grossValue": 32581500, "homeNotional": 9.80281690140845, "foreignNotional": 3671.154929577465}]} 2020-08-12 05:20:50 DEBUG: message ignored 2020-08-12 05:20:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.932Z", "symbol": "ETHUSD", "side": "Sell", "size": 1455, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "09ee56b1-1816-ce45-e1b8-87e56152bf3b", "grossValue": 54489750, "homeNotional": 16.3943661971831, "foreignNotional": 6139.69014084507}]} 2020-08-12 05:20:50 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.939Z", "symbol": "ETHUSD", "side": "Sell", "size": 276, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "060fd8c4-9a8e-39ba-40b0-6be02abbefa4", "grossValue": 10336200, "homeNotional": 3.1098591549295773, "foreignNotional": 1164.6422535211268}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.952Z", "symbol": "ETHUSD", "side": "Sell", "size": 331, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "30b8106e-86b5-a73d-7690-9577bb9ae4fe", "grossValue": 12395950, "homeNotional": 3.7295774647887323, "foreignNotional": 1396.7267605633804}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:50.964Z", "symbol": "ETHUSD", "side": "Sell", "size": 667, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "eac75c66-7a7a-7d30-08d9-036d23249581", "grossValue": 24979150, "homeNotional": 7.515492957746479, "foreignNotional": 2814.5521126760564}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.037Z", "symbol": "ETHUSD", "side": "Sell", "size": 240, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "26aaaca7-71a9-3af8-0b08-5fcefab3fda0", "grossValue": 8988000, "homeNotional": 2.704225352112676, "foreignNotional": 1012.7323943661971}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.048Z", "symbol": "ETHUSD", "side": "Sell", "size": 310, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cdfc518-8aa3-ba81-8a14-43e30b54a82f", "grossValue": 11609500, "homeNotional": 3.492957746478873, "foreignNotional": 1308.112676056338}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 10489, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "62575ee8-9d41-f8aa-1087-cc2205a71e66", "grossValue": 392813050, "homeNotional": 118.18591549295775, "foreignNotional": 44260.62535211268}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.061Z", "symbol": "ETHUSD", "side": "Sell", "size": 308, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "8b5daba5-ee73-084f-1168-bc47274bb158", "grossValue": 11534600, "homeNotional": 3.4704225352112674, "foreignNotional": 1299.6732394366197}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.074Z", "symbol": "ETHUSD", "side": "Sell", "size": 1419, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb4bc09a-30f8-80fb-ccc3-cb7eea3b22bf", "grossValue": 53141550, "homeNotional": 15.988732394366197, "foreignNotional": 5987.780281690141}, {"timestamp": "2020-08-12T02:20:51.074Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e7ea78cc-a4a2-09c9-c4eb-08f8eb71afac", "grossValue": 1872500, "homeNotional": 0.5633802816901409, "foreignNotional": 210.98591549295776}, {"timestamp": "2020-08-12T02:20:51.074Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "311cb1cf-9a54-0221-de93-fb1e9c0092f7", "grossValue": 8126650, "homeNotional": 2.445070422535211, "foreignNotional": 915.6788732394366}, {"timestamp": "2020-08-12T02:20:51.074Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d015bbc-3bdb-fafc-cfa4-cacce6568e2d", "grossValue": 74900, "homeNotional": 0.022535211267605635, "foreignNotional": 8.43943661971831}, {"timestamp": "2020-08-12T02:20:51.074Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2439c402-1ecb-177c-11bd-fed619f32d54", "grossValue": 37450, "homeNotional": 0.011267605633802818, "foreignNotional": 4.219718309859155}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.084Z", "symbol": "ETHUSD", "side": "Sell", "size": 365, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "b656f2cc-8421-b637-11a9-42ad84847f4f", "grossValue": 13667425, "homeNotional": 4.112676056338028, "foreignNotional": 1539.9915492957746}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 405, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "2672380d-5f2b-8054-0aa7-f5af09fb272b", "grossValue": 15165225, "homeNotional": 4.563380281690141, "foreignNotional": 1708.7577464788733}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0164106-f37b-0139-2b34-f0f47b319796", "grossValue": 1497800, "homeNotional": 0.4507042253521127, "foreignNotional": 168.7661971830986}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4261a3e-d7c2-9d6d-d5b7-6d6813e68a62", "grossValue": 1123350, "homeNotional": 0.3380281690140845, "foreignNotional": 126.57464788732395}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d4a8245-414f-e8d9-c19e-5d07147811d0", "grossValue": 224670, "homeNotional": 0.0676056338028169, "foreignNotional": 25.31492957746479}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "da2920eb-1bd1-7ee5-eec5-5085ce27452f", "grossValue": 74890, "homeNotional": 0.022535211267605635, "foreignNotional": 8.438309859154929}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 22, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "bdfa817e-fe13-938d-3ef8-a708dd8c5ccc", "grossValue": 823790, "homeNotional": 0.24788732394366197, "foreignNotional": 92.82140845070423}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "3eb79d96-105e-ac89-54f7-828c155cfb0e", "grossValue": 1872000, "homeNotional": 0.5633802816901409, "foreignNotional": 210.92957746478874}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ec836a4-aa34-99c2-3128-623dc703f8ba", "grossValue": 74880, "homeNotional": 0.022535211267605635, "foreignNotional": 8.43718309859155}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3aa35852-29df-90af-a41f-83308bf8c4f8", "grossValue": 37440, "homeNotional": 0.011267605633802818, "foreignNotional": 4.218591549295775}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "20b6c163-43ee-7d06-f5f8-8b31000cac85", "grossValue": 37440, "homeNotional": 0.011267605633802818, "foreignNotional": 4.218591549295775}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "61047eaf-9ce7-1526-f309-9cd18dcd77ce", "grossValue": 28824950, "homeNotional": 8.67605633802817, "foreignNotional": 3247.881690140845}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbcc0c15-e4b9-64d6-7fa7-e33abe440b50", "grossValue": 1123050, "homeNotional": 0.3380281690140845, "foreignNotional": 126.54084507042253}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "619dbb25-31c7-dad6-89d0-b2d485d734d6", "grossValue": 37435, "homeNotional": 0.011267605633802818, "foreignNotional": 4.218028169014085}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6f04f93-1102-3c54-768d-b59f7179c180", "grossValue": 374350, "homeNotional": 0.11267605633802817, "foreignNotional": 42.180281690140845}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a0040b9-7baa-e143-7be8-c9cf4277bb6f", "grossValue": 112305, "homeNotional": 0.03380281690140845, "foreignNotional": 12.654084507042253}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "7a90e978-e1a2-98e6-fe93-8c581ce08093", "grossValue": 1122900, "homeNotional": 0.3380281690140845, "foreignNotional": 126.52394366197183}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "65d973b1-1dcb-5fcb-c5a2-103e59f349e7", "grossValue": 37430, "homeNotional": 0.011267605633802818, "foreignNotional": 4.217464788732395}, {"timestamp": "2020-08-12T02:20:51.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 237, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "848ef30f-16e4-23bd-0472-5a4ce5f79b5b", "grossValue": 8869725, "homeNotional": 2.6704225352112676, "foreignNotional": 999.4056338028169}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 533, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ee55a37-a509-bb7e-a160-ec49f63a4959", "grossValue": 19947525, "homeNotional": 6.005633802816901, "foreignNotional": 2247.6084507042256}, {"timestamp": "2020-08-12T02:20:51.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "6acba4d8-519d-a14d-2e87-3ee195fd386e", "grossValue": 1235025, "homeNotional": 0.37183098591549296, "foreignNotional": 139.15774647887324}, {"timestamp": "2020-08-12T02:20:51.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0210734-a6ec-0c85-2061-456fff5a5abe", "grossValue": 3742500, "homeNotional": 1.1267605633802817, "foreignNotional": 421.6901408450704}, {"timestamp": "2020-08-12T02:20:51.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 381, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d44aef1-0ee4-be6b-262b-4399831e42c9", "grossValue": 14258925, "homeNotional": 4.292957746478873, "foreignNotional": 1606.6394366197183}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.117Z", "symbol": "ETHUSD", "side": "Sell", "size": 1046, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "9aa40ddd-3099-754f-352c-afe3a37899ff", "grossValue": 39146550, "homeNotional": 11.785915492957747, "foreignNotional": 4410.878873239437}, {"timestamp": "2020-08-12T02:20:51.117Z", "symbol": "ETHUSD", "side": "Sell", "size": 788, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "14513066-62ef-df79-e4b0-1ca6ffe03b26", "grossValue": 29490900, "homeNotional": 8.87887323943662, "foreignNotional": 3322.9183098591548}, {"timestamp": "2020-08-12T02:20:51.117Z", "symbol": "ETHUSD", "side": "Sell", "size": 205, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "453ae73b-5c51-5097-c1a4-9a31a858854d", "grossValue": 7672125, "homeNotional": 2.3098591549295775, "foreignNotional": 864.4647887323944}, {"timestamp": "2020-08-12T02:20:51.117Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c0d188b7-5924-82f2-6ceb-d9febb23cd1f", "grossValue": 898200, "homeNotional": 0.2704225352112676, "foreignNotional": 101.2056338028169}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 478, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d92a4ea-0a1f-dffa-5c97-d3d9467d0f95", "grossValue": 17889150, "homeNotional": 5.385915492957746, "foreignNotional": 2015.6788732394366}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 311, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "7273070e-0862-f504-35f2-67e07c490afd", "grossValue": 11639175, "homeNotional": 3.5042253521126763, "foreignNotional": 1311.456338028169}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 202, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4621afe7-0f9e-8405-d387-d605594fe3c7", "grossValue": 7559850, "homeNotional": 2.276056338028169, "foreignNotional": 851.8140845070423}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "1e4765af-2b83-2e31-f8d2-cf6e86e1a5fe", "grossValue": 149700, "homeNotional": 0.04507042253521127, "foreignNotional": 16.867605633802818}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1572e80-41d5-8302-6e82-0a00f21085a5", "grossValue": 3742500, "homeNotional": 1.1267605633802817, "foreignNotional": 421.6901408450704}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "739b92b3-970a-4024-e2c3-8c438805df88", "grossValue": 187125, "homeNotional": 0.056338028169014086, "foreignNotional": 21.08450704225352}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d2091b9-9527-aef9-6f25-0bb18f175b5a", "grossValue": 37425, "homeNotional": 0.011267605633802818, "foreignNotional": 4.216901408450704}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f88032a3-f823-7a42-ec30-1940a1dbc17f", "grossValue": 37425, "homeNotional": 0.011267605633802818, "foreignNotional": 4.216901408450704}, {"timestamp": "2020-08-12T02:20:51.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "bfb5511a-0242-4aa3-8b5e-32a8919f9e78", "grossValue": 3106275, "homeNotional": 0.9352112676056338, "foreignNotional": 350.00281690140844}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 317, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0182cb68-b7ed-70ac-e476-0df58ac09a33", "grossValue": 11863725, "homeNotional": 3.571830985915493, "foreignNotional": 1336.7577464788733}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "c7076654-120d-f21a-c303-de5c87824106", "grossValue": 28813400, "homeNotional": 8.67605633802817, "foreignNotional": 3246.580281690141}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "38b50c55-5915-73a5-9633-24bcbd2818c8", "grossValue": 1122600, "homeNotional": 0.3380281690140845, "foreignNotional": 126.49014084507043}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 352, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b77f9fb-a06f-00da-bfc2-23f8583454f1", "grossValue": 13171840, "homeNotional": 3.9661971830985916, "foreignNotional": 1484.150985915493}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "fda06dc7-708b-d7a3-375f-ae937cf1cace", "grossValue": 935500, "homeNotional": 0.28169014084507044, "foreignNotional": 105.40845070422536}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 284, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "e67828c4-33ee-0e69-2483-6565ac14b0a1", "grossValue": 10627280, "homeNotional": 3.2, "foreignNotional": 1197.44}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 634, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5a1628a-3d71-673d-7e3d-4f6d7aca0a68", "grossValue": 23724280, "homeNotional": 7.143661971830986, "foreignNotional": 2673.158309859155}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 99, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "03b3c389-8cfa-ab6b-eac4-d9a6f0c9bdbb", "grossValue": 3704580, "homeNotional": 1.115492957746479, "foreignNotional": 417.4174647887324}, {"timestamp": "2020-08-12T02:20:51.180Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "15f1a3ae-064c-c2ba-17a8-151c11e6f7bd", "grossValue": 37420, "homeNotional": 0.011267605633802818, "foreignNotional": 4.216338028169014}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: check clearing time needed clearing_process_timer=1131.424708 2020-08-12 05:20:51 DEBUG: check init order needed init_order_process_timer=1231.425439 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.462Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff2b8ecb-33be-b890-056e-4b4ecdf3669e", "grossValue": 1833580, "homeNotional": 0.5521126760563381, "foreignNotional": 206.6005633802817}, {"timestamp": "2020-08-12T02:20:51.462Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "475c0084-2683-5a7d-3879-6054855516e2", "grossValue": 1871000, "homeNotional": 0.5633802816901409, "foreignNotional": 210.81690140845072}, {"timestamp": "2020-08-12T02:20:51.462Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "db389e4a-edbd-57fa-ad37-c6c73ae86ddd", "grossValue": 7483000, "homeNotional": 2.2535211267605635, "foreignNotional": 843.1549295774648}, {"timestamp": "2020-08-12T02:20:51.462Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "6a7d6692-e86c-bee8-f29a-83a889b50551", "grossValue": 1122450, "homeNotional": 0.3380281690140845, "foreignNotional": 126.47323943661972}, {"timestamp": "2020-08-12T02:20:51.462Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e5b1c6a-3c73-3073-d883-8b7a2663fdb3", "grossValue": 1683675, "homeNotional": 0.5070422535211268, "foreignNotional": 189.70985915492957}, {"timestamp": "2020-08-12T02:20:51.462Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "1684e567-1b66-75d2-b76e-985c3bbf10f1", "grossValue": 1534015, "homeNotional": 0.4619718309859155, "foreignNotional": 172.8467605633803}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.527Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "78c7fd78-e72e-be04-f908-2e16b2f08bfb", "grossValue": 1982995, "homeNotional": 0.5971830985915493, "foreignNotional": 223.43605633802818}, {"timestamp": "2020-08-12T02:20:51.527Z", "symbol": "ETHUSD", "side": "Sell", "size": 198, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "16e68568-fb2c-723c-a2ef-b825fa3a911a", "grossValue": 7408170, "homeNotional": 2.230985915492958, "foreignNotional": 834.7233802816902}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.558Z", "symbol": "ETHUSD", "side": "Sell", "size": 190, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "fcebc5e3-16bc-eaac-b00b-760ca9faf1dd", "grossValue": 7108850, "homeNotional": 2.140845070422535, "foreignNotional": 800.9971830985916}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 116, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3f448fe-fbcc-b9d0-b2f3-513bec0bf759", "grossValue": 4340140, "homeNotional": 1.3070422535211268, "foreignNotional": 489.02985915492957}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 102, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "af84c5f7-f653-8ca2-51a5-30f75fe661be", "grossValue": 3816330, "homeNotional": 1.1492957746478873, "foreignNotional": 430.00901408450704}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "17253931-7620-c6ab-1073-faefea5d6f6e", "grossValue": 9352500, "homeNotional": 2.816901408450704, "foreignNotional": 1053.8028169014085}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba74e642-eb6f-a20e-7f5b-2f466d708841", "grossValue": 37410000, "homeNotional": 11.267605633802816, "foreignNotional": 4215.211267605634}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "31095f88-3164-ee83-d6b7-8b4964126fa4", "grossValue": 37410000, "homeNotional": 11.267605633802816, "foreignNotional": 4215.211267605634}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "be49030b-6d04-fd90-5144-fbcd8780bcfd", "grossValue": 28805700, "homeNotional": 8.67605633802817, "foreignNotional": 3245.712676056338}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3264d46-3dc1-b7b4-c21b-b736b3ed00c7", "grossValue": 187050000, "homeNotional": 56.33802816901409, "foreignNotional": 21076.056338028167}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f41ddbd-f9d7-e69f-d1a5-7060a13223e8", "grossValue": 149640, "homeNotional": 0.04507042253521127, "foreignNotional": 16.860845070422535}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "db05c11c-58c4-1cde-1b6d-b4e95db01e98", "grossValue": 1870500, "homeNotional": 0.5633802816901409, "foreignNotional": 210.7605633802817}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "07a923c8-a0ec-2a1c-6ce0-209ebdea03eb", "grossValue": 112230, "homeNotional": 0.03380281690140845, "foreignNotional": 12.645633802816901}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3466d6d-694a-47b6-3b0a-d9f0e068d33f", "grossValue": 187050, "homeNotional": 0.056338028169014086, "foreignNotional": 21.07605633802817}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "cf086865-7e77-a93b-cbcd-85c141f23451", "grossValue": 37405, "homeNotional": 0.011267605633802818, "foreignNotional": 4.2146478873239435}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d5b27efb-1963-7c34-eefe-bad497d9e5fd", "grossValue": 37405, "homeNotional": 0.011267605633802818, "foreignNotional": 4.2146478873239435}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "348fec6a-0334-052a-453a-5e48d92142a6", "grossValue": 224430, "homeNotional": 0.0676056338028169, "foreignNotional": 25.28788732394366}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1f9e479-9b40-4d9c-0dd7-57b0ced3da9b", "grossValue": 448860, "homeNotional": 0.1352112676056338, "foreignNotional": 50.57577464788732}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "70bfe3ef-2cad-056c-545a-5fa5d061e680", "grossValue": 37405, "homeNotional": 0.011267605633802818, "foreignNotional": 4.2146478873239435}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 28, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "cf899f9b-8dc5-ed8c-e96f-fe7412e5ad2b", "grossValue": 1047340, "homeNotional": 0.3154929577464789, "foreignNotional": 118.01014084507042}, {"timestamp": "2020-08-12T02:20:51.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 9040, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ca0f47b-aa83-b72f-2bcd-fbc79903dd50", "grossValue": 338141200, "homeNotional": 101.85915492957747, "foreignNotional": 38100.41690140845}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.856Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1cf386a-a8d6-764f-8f3d-5133a5910cc9", "grossValue": 561075, "homeNotional": 0.16901408450704225, "foreignNotional": 63.219718309859154}]} 2020-08-12 05:20:51 DEBUG: message ignored 2020-08-12 05:20:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:51.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 190, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ba3909a-aa74-3380-021e-1b9cab0c647f", "grossValue": 7106950, "homeNotional": 2.140845070422535, "foreignNotional": 800.7830985915493}]} 2020-08-12 05:20:52 DEBUG: message ignored 2020-08-12 05:20:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:52.009Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "98770b5a-dbfc-e969-4807-5cb3f33b7a8c", "grossValue": 374050, "homeNotional": 0.11267605633802817, "foreignNotional": 42.14647887323944}]} 2020-08-12 05:20:52 DEBUG: message ignored 2020-08-12 05:20:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:52.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 335, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c13835f5-a592-c8d7-2601-5a8b27e8a341", "grossValue": 12530675, "homeNotional": 3.7746478873239435, "foreignNotional": 1411.9070422535212}]} 2020-08-12 05:20:52 DEBUG: message ignored 2020-08-12 05:20:52 DEBUG: check clearing time needed clearing_process_timer=1132.426805 2020-08-12 05:20:52 DEBUG: check init order needed init_order_process_timer=1232.427094 2020-08-12 05:20:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 410, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8c35866-0496-8e80-012f-f9d3841fa549", "grossValue": 15336050, "homeNotional": 4.619718309859155, "foreignNotional": 1728.0056338028169}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "29fe407c-77ab-cb1f-fe64-5a807832d956", "grossValue": 1122150, "homeNotional": 0.3380281690140845, "foreignNotional": 126.43943661971831}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "3db168f7-ec1e-a52a-6e62-3dd9dede1382", "grossValue": 74810, "homeNotional": 0.022535211267605635, "foreignNotional": 8.429295774647887}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "68745684-b60d-a6f0-d92c-bc5e945ddc22", "grossValue": 28798000, "homeNotional": 8.67605633802817, "foreignNotional": 3244.845070422535}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "91c2ad41-038d-9f53-6018-43e1bb04a643", "grossValue": 1496000, "homeNotional": 0.4507042253521127, "foreignNotional": 168.56338028169014}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "22a3289e-ec47-9184-8e2e-b0482174f81a", "grossValue": 3740000, "homeNotional": 1.1267605633802817, "foreignNotional": 421.40845070422534}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "195db9b8-b50d-17e3-22e0-a27c635a8cbe", "grossValue": 1122000, "homeNotional": 0.3380281690140845, "foreignNotional": 126.4225352112676}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 88, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "7f8eba2d-835a-c7cc-1342-6a07ccf0fe1d", "grossValue": 3291200, "homeNotional": 0.9915492957746479, "foreignNotional": 370.8394366197183}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 399, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5195d31-b3f7-10a0-0c61-68c2c8dff296", "grossValue": 14922600, "homeNotional": 4.495774647887324, "foreignNotional": 1681.4197183098593}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 562, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "27b9ec76-a6c3-f2db-baba-5799dc6bc150", "grossValue": 21018800, "homeNotional": 6.332394366197183, "foreignNotional": 2368.3154929577463}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0910a905-7096-df8f-67a7-a87581a31013", "grossValue": 1870000, "homeNotional": 0.5633802816901409, "foreignNotional": 210.70422535211267}, {"timestamp": "2020-08-12T02:20:52.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 19, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a8cef13-0840-c8a7-0859-465c16145b97", "grossValue": 710600, "homeNotional": 0.2140845070422535, "foreignNotional": 80.06760563380281}]} 2020-08-12 05:20:52 DEBUG: message ignored 2020-08-12 05:20:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:53.020Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "85e2e3fc-a83e-94bd-b7c2-5b9065f444d0", "grossValue": 411400, "homeNotional": 0.12394366197183099, "foreignNotional": 46.35492957746479}, {"timestamp": "2020-08-12T02:20:53.020Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a3352fd-40f2-1d7c-0442-cbc6c9fb46ff", "grossValue": 3740000, "homeNotional": 1.1267605633802817, "foreignNotional": 421.40845070422534}, {"timestamp": "2020-08-12T02:20:53.020Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1b6d983-7756-01b4-6fc1-c9ae6fe4fb25", "grossValue": 1496000, "homeNotional": 0.4507042253521127, "foreignNotional": 168.56338028169014}, {"timestamp": "2020-08-12T02:20:53.020Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0f18c26-bdaf-d9a4-7adb-bfc2642254ad", "grossValue": 1832600, "homeNotional": 0.5521126760563381, "foreignNotional": 206.4901408450704}]} 2020-08-12 05:20:53 DEBUG: message ignored 2020-08-12 05:20:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:53.027Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1057e2c-31d8-8153-dbf6-02e9d041ece0", "grossValue": 1683000, "homeNotional": 0.5070422535211268, "foreignNotional": 189.6338028169014}]} 2020-08-12 05:20:53 DEBUG: message ignored 2020-08-12 05:20:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:53.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 57, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b3ffa1d-f8c7-1946-d05e-2ae1ecb7c421", "grossValue": 2131800, "homeNotional": 0.6422535211267606, "foreignNotional": 240.20281690140845}, {"timestamp": "2020-08-12T02:20:53.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca1b6898-a41d-b415-e222-cd7cc4ba538c", "grossValue": 2842400, "homeNotional": 0.856338028169014, "foreignNotional": 320.27042253521125}, {"timestamp": "2020-08-12T02:20:53.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 78, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "d4fe7184-8bcd-8131-6d83-9f2884182435", "grossValue": 2917200, "homeNotional": 0.8788732394366198, "foreignNotional": 328.69859154929577}, {"timestamp": "2020-08-12T02:20:53.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 121, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "59e5ae22-8b08-5837-6eec-a846b8f8209a", "grossValue": 4525400, "homeNotional": 1.3633802816901408, "foreignNotional": 509.9042253521127}, {"timestamp": "2020-08-12T02:20:53.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f4afb5e-00e1-e47b-7164-18461c87bb85", "grossValue": 2505800, "homeNotional": 0.7549295774647887, "foreignNotional": 282.343661971831}, {"timestamp": "2020-08-12T02:20:53.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 1269, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "56fc3d31-fb83-75cd-be25-c330a0e3e123", "grossValue": 47460600, "homeNotional": 14.298591549295775, "foreignNotional": 5347.67323943662}, {"timestamp": "2020-08-12T02:20:53.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 8332, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "5deccb62-9489-80c9-2bb7-3add392574ce", "grossValue": 311616800, "homeNotional": 93.88169014084507, "foreignNotional": 35111.752112676055}]} 2020-08-12 05:20:53 DEBUG: message ignored 2020-08-12 05:20:53 DEBUG: check clearing time needed clearing_process_timer=1133.428294 2020-08-12 05:20:53 DEBUG: check init order needed init_order_process_timer=1233.428564 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.238Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "2806c3ae-52fb-0677-50f7-0b94066ea72b", "grossValue": 1047340, "homeNotional": 0.3154929577464789, "foreignNotional": 118.01014084507042}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: check clearing time needed clearing_process_timer=1134.429733 2020-08-12 05:20:54 DEBUG: check init order needed init_order_process_timer=1234.430067 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.461Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "29e42cbf-60c4-19a3-aadc-18610fa7d9ae", "grossValue": 37405, "homeNotional": 0.011267605633802818, "foreignNotional": 4.2146478873239435}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.514Z", "symbol": "ETHUSD", "side": "Buy", "size": 544, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "19ec463b-6fa4-06d5-88fd-e5e0a9971786", "grossValue": 20348320, "homeNotional": 6.129577464788732, "foreignNotional": 2292.7684507042254}, {"timestamp": "2020-08-12T02:20:54.514Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "72e04c6e-4779-d048-d58d-881bdfb1dbf3", "grossValue": 37405000, "homeNotional": 11.267605633802816, "foreignNotional": 4214.647887323944}, {"timestamp": "2020-08-12T02:20:54.514Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4b65a44-1a1c-7932-4a16-30ead83a282a", "grossValue": 37405, "homeNotional": 0.011267605633802818, "foreignNotional": 4.2146478873239435}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.610Z", "symbol": "ETHUSD", "side": "Buy", "size": 477, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "fb039d26-5819-6860-98fc-702075865284", "grossValue": 17842185, "homeNotional": 5.374647887323944, "foreignNotional": 2010.387042253521}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.650Z", "symbol": "ETHUSD", "side": "Buy", "size": 388, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "7cf34c43-083e-14cf-60d5-2a5509ff0a03", "grossValue": 14513140, "homeNotional": 4.371830985915493, "foreignNotional": 1635.2833802816901}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "942623bc-f0c2-991f-9895-e26f0a858515", "grossValue": 411400, "homeNotional": 0.12394366197183099, "foreignNotional": 46.35492957746479}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.682Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "77d878cd-346c-653a-b443-5537f87dcea2", "grossValue": 411400, "homeNotional": 0.12394366197183099, "foreignNotional": 46.35492957746479}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.685Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fd43173-0887-3c04-d49c-97bd561f52b5", "grossValue": 374000, "homeNotional": 0.11267605633802817, "foreignNotional": 42.140845070422536}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.714Z", "symbol": "ETHUSD", "side": "Buy", "size": 261, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "96a63e8e-ff15-8143-71c7-26905a3faaa5", "grossValue": 9762705, "homeNotional": 2.9408450704225353, "foreignNotional": 1100.0230985915493}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.745Z", "symbol": "ETHUSD", "side": "Buy", "size": 195, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "892f1b07-937c-1a44-fe2c-ac9297a5f60e", "grossValue": 7293975, "homeNotional": 2.1971830985915495, "foreignNotional": 821.856338028169}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 313, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "fdf5c43a-232a-3298-8000-a8ad9333c20f", "grossValue": 11707765, "homeNotional": 3.526760563380282, "foreignNotional": 1319.1847887323943}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.823Z", "symbol": "ETHUSD", "side": "Buy", "size": 126, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "787e5d1e-9e94-8448-1cc8-450f9159353c", "grossValue": 4713030, "homeNotional": 1.419718309859155, "foreignNotional": 531.045633802817}, {"timestamp": "2020-08-12T02:20:54.823Z", "symbol": "ETHUSD", "side": "Buy", "size": 95, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "46da5a8a-7972-e080-c317-eb2961de16aa", "grossValue": 3553475, "homeNotional": 1.0704225352112675, "foreignNotional": 400.39154929577467}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:54.956Z", "symbol": "ETHUSD", "side": "Buy", "size": 392, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "11c7dc10-c3e6-d3b5-9ca5-0d4d21a8e650", "grossValue": 14662760, "homeNotional": 4.416901408450705, "foreignNotional": 1652.141971830986}]} 2020-08-12 05:20:54 DEBUG: message ignored 2020-08-12 05:20:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:55.160Z", "symbol": "ETHUSD", "side": "Buy", "size": 126, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c7bec06-fd8a-c4e7-edbe-4b533c9e80dc", "grossValue": 4713030, "homeNotional": 1.419718309859155, "foreignNotional": 531.045633802817}]} 2020-08-12 05:20:55 DEBUG: message ignored 2020-08-12 05:20:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:55.172Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "6a4ad750-7e5c-777b-d06f-69c167eab6a9", "grossValue": 374000, "homeNotional": 0.11267605633802817, "foreignNotional": 42.140845070422536}]} 2020-08-12 05:20:55 DEBUG: message ignored 2020-08-12 05:20:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:55.176Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "33abd343-209c-6a05-05b9-bdfe715a92ce", "grossValue": 486200, "homeNotional": 0.14647887323943662, "foreignNotional": 54.7830985915493}]} 2020-08-12 05:20:55 DEBUG: message ignored 2020-08-12 05:20:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:55.184Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "b13bbbc7-b222-603f-0594-0b6f17a943df", "grossValue": 411400, "homeNotional": 0.12394366197183099, "foreignNotional": 46.35492957746479}]} 2020-08-12 05:20:55 DEBUG: message ignored 2020-08-12 05:20:55 DEBUG: check clearing time needed clearing_process_timer=1135.431254 2020-08-12 05:20:55 DEBUG: check init order needed init_order_process_timer=1235.431952 2020-08-12 05:20:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:55.891Z", "symbol": "ETHUSD", "side": "Buy", "size": 164, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "19e689cb-ceef-abe8-9283-f3107d4beb26", "grossValue": 6135240, "homeNotional": 1.847887323943662, "foreignNotional": 691.2946478873239}]} 2020-08-12 05:20:55 DEBUG: message ignored 2020-08-12 05:20:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:56.199Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "63464755-0d29-7c6c-6575-f76ed65881b0", "grossValue": 37415, "homeNotional": 0.011267605633802818, "foreignNotional": 4.215774647887324}]} 2020-08-12 05:20:56 DEBUG: message ignored 2020-08-12 05:20:56 DEBUG: check clearing time needed clearing_process_timer=1136.433359 2020-08-12 05:20:56 DEBUG: check init order needed init_order_process_timer=1236.434051 2020-08-12 05:20:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:56.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb6bf6cb-ba0b-b086-b7a3-3eb1683668de", "grossValue": 1085035, "homeNotional": 0.3267605633802817, "foreignNotional": 122.25746478873239}, {"timestamp": "2020-08-12T02:20:56.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 471, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "779da31c-21ce-51ec-8f9b-608d4defae81", "grossValue": 17624820, "homeNotional": 5.307042253521127, "foreignNotional": 1985.8952112676056}]} 2020-08-12 05:20:56 DEBUG: message ignored 2020-08-12 05:20:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:56.868Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "19b8aa9b-9ca1-52f1-505b-717263957a08", "grossValue": 299360, "homeNotional": 0.09014084507042254, "foreignNotional": 33.73070422535211}]} 2020-08-12 05:20:56 DEBUG: message ignored 2020-08-12 05:20:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:56.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "95bf0f7f-7bba-d7df-0e1d-db06981b187e", "grossValue": 374150, "homeNotional": 0.11267605633802817, "foreignNotional": 42.15774647887324}]} 2020-08-12 05:20:56 DEBUG: message ignored 2020-08-12 05:20:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:57.186Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "5c880933-33d9-227a-63f7-bc54979c01c6", "grossValue": 37420, "homeNotional": 0.011267605633802818, "foreignNotional": 4.216338028169014}]} 2020-08-12 05:20:57 DEBUG: message ignored 2020-08-12 05:20:57 DEBUG: check clearing time needed clearing_process_timer=1137.435429 2020-08-12 05:20:57 DEBUG: check init order needed init_order_process_timer=1237.435701 2020-08-12 05:20:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:58.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 2603, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "aa0810c6-c075-d4ad-614e-aefba7246c7c", "grossValue": 97391245, "homeNotional": 29.32957746478873, "foreignNotional": 10973.661408450704}, {"timestamp": "2020-08-12T02:20:58.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 1397, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7334556-413d-7d78-84f8-efeb12d2fe78", "grossValue": 52268755, "homeNotional": 15.740845070422536, "foreignNotional": 5889.437183098592}]} 2020-08-12 05:20:58 DEBUG: message ignored 2020-08-12 05:20:58 DEBUG: check clearing time needed clearing_process_timer=1138.436885 2020-08-12 05:20:58 DEBUG: check init order needed init_order_process_timer=1238.437182 2020-08-12 05:20:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:59.068Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "99653089-7fa4-2369-973d-be1c5eb63de5", "grossValue": 37420, "homeNotional": 0.011267605633802818, "foreignNotional": 4.216338028169014}]} 2020-08-12 05:20:59 DEBUG: message ignored 2020-08-12 05:20:59 DEBUG: check clearing time needed clearing_process_timer=1139.438361 2020-08-12 05:20:59 DEBUG: check init order needed init_order_process_timer=1239.438671 2020-08-12 05:20:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:20:59.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "83f9b103-72e1-0c41-27e4-01701b341aa5", "grossValue": 561300, "homeNotional": 0.16901408450704225, "foreignNotional": 63.245070422535214}]} 2020-08-12 05:20:59 DEBUG: message ignored 2020-08-12 05:21:00 DEBUG: check clearing time needed clearing_process_timer=1140.439855 2020-08-12 05:21:00 DEBUG: check init order needed init_order_process_timer=1240.440145 2020-08-12 05:21:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:00.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 452, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "1182a4e0-d94c-c177-897d-e12cebc5d73b", "grossValue": 16911580, "homeNotional": 5.086080792168336, "foreignNotional": 1902.9571283897828}, {"timestamp": "2020-08-12T02:21:00.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ea3d8094-7c8b-410a-c18f-6e189fd8e7ea", "grossValue": 336735, "homeNotional": 0.10127152019804209, "foreignNotional": 37.89073928209744}, {"timestamp": "2020-08-12T02:21:00.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 464, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b538656-effa-7861-87db-07ab1bc9da4c", "grossValue": 17360560, "homeNotional": 5.221109485765726, "foreignNotional": 1953.478114099246}]} 2020-08-12 05:21:00 DEBUG: message ignored 2020-08-12 05:21:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:01.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8b24c89-0c1f-531f-df2c-7ed6370859eb", "grossValue": 1272110, "homeNotional": 0.38258129852593675, "foreignNotional": 143.14279284347924}]} 2020-08-12 05:21:01 DEBUG: message ignored 2020-08-12 05:21:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:01.038Z", "symbol": "ETHUSD", "side": "Buy", "size": 304, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "40b219fc-4978-8384-c5bd-f097994c309c", "grossValue": 11375680, "homeNotional": 3.420726904467199, "foreignNotional": 1280.036007651626}, {"timestamp": "2020-08-12T02:21:01.038Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "eff96565-b989-88be-75e4-fade63880480", "grossValue": 1122600, "homeNotional": 0.3375717339934736, "foreignNotional": 126.31934286035782}, {"timestamp": "2020-08-12T02:21:01.038Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "afef6c3f-25e6-830b-644b-828c7626d0c7", "grossValue": 9543375, "homeNotional": 2.869359738944526, "foreignNotional": 1073.8578822999887}]} 2020-08-12 05:21:01 DEBUG: message ignored 2020-08-12 05:21:01 DEBUG: check clearing time needed clearing_process_timer=1141.441341 2020-08-12 05:21:01 DEBUG: check init order needed init_order_process_timer=1241.441616 2020-08-12 05:21:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:01.741Z", "symbol": "ETHUSD", "side": "Sell", "size": 3698, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "7766959a-0f91-fb3f-d48a-26c51782ad60", "grossValue": 138397650, "homeNotional": 41.61134241026218, "foreignNotional": 15573.044897040621}]} 2020-08-12 05:21:01 DEBUG: message ignored 2020-08-12 05:21:02 DEBUG: check clearing time needed clearing_process_timer=1142.443353 2020-08-12 05:21:02 DEBUG: check init order needed init_order_process_timer=1242.446451 2020-08-12 05:21:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:02.956Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "61d449ce-6ee4-f6b1-b4b0-43d2fdaede51", "grossValue": 37420, "homeNotional": 0.011252391133115788, "foreignNotional": 4.210644762011928}]} 2020-08-12 05:21:02 DEBUG: message ignored 2020-08-12 05:21:03 DEBUG: check clearing time needed clearing_process_timer=1143.448301 2020-08-12 05:21:03 DEBUG: check init order needed init_order_process_timer=1243.450697 2020-08-12 05:21:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:03.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "8b9e299f-91c4-5ebf-db3e-56b76dbc39fe", "grossValue": 37415, "homeNotional": 0.011252391133115788, "foreignNotional": 4.2100821424552715}]} 2020-08-12 05:21:03 DEBUG: message ignored 2020-08-12 05:21:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:03.764Z", "symbol": "ETHUSD", "side": "Sell", "size": 2750, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "14964e72-9c93-a1c8-f8f1-831a0a96e800", "grossValue": 102891250, "homeNotional": 30.944075616068414, "foreignNotional": 11577.725891751998}]} 2020-08-12 05:21:03 DEBUG: message ignored 2020-08-12 05:21:04 DEBUG: check clearing time needed clearing_process_timer=1144.455951 2020-08-12 05:21:04 DEBUG: check init order needed init_order_process_timer=1244.465238 2020-08-12 05:21:05 DEBUG: check clearing time needed clearing_process_timer=1145.470677 2020-08-12 05:21:05 DEBUG: check init order needed init_order_process_timer=1245.478355 2020-08-12 05:21:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:05.892Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "7e54dd52-c9e9-f566-041c-3b39761947e3", "grossValue": 3742000, "homeNotional": 1.1252391133115787, "foreignNotional": 421.06447620119275}]} 2020-08-12 05:21:05 DEBUG: message ignored 2020-08-12 05:21:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:06.043Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "c9cc4aba-991a-a958-0f5e-67d6fe854212", "grossValue": 374150, "homeNotional": 0.11252391133115787, "foreignNotional": 42.10082142455272}]} 2020-08-12 05:21:06 DEBUG: message ignored 2020-08-12 05:21:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:06.048Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "cefddc8c-bec5-a9f1-1505-c67de08a887e", "grossValue": 411565, "homeNotional": 0.12377630246427365, "foreignNotional": 46.31090356700799}]} 2020-08-12 05:21:06 DEBUG: message ignored 2020-08-12 05:21:06 DEBUG: check clearing time needed clearing_process_timer=1146.481689 2020-08-12 05:21:06 DEBUG: check init order needed init_order_process_timer=1246.488102 2020-08-12 05:21:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:06.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "6cba1817-7dda-1f5e-43a8-be17f22206d2", "grossValue": 93562500, "homeNotional": 28.13097783278947, "foreignNotional": 10528.018453921459}]} 2020-08-12 05:21:06 DEBUG: message ignored 2020-08-12 05:21:07 DEBUG: check clearing time needed clearing_process_timer=1147.4919 2020-08-12 05:21:07 DEBUG: check init order needed init_order_process_timer=1247.49784 2020-08-12 05:21:08 DEBUG: check clearing time needed clearing_process_timer=1148.50086 2020-08-12 05:21:08 DEBUG: check init order needed init_order_process_timer=1248.506723 2020-08-12 05:21:09 DEBUG: check clearing time needed clearing_process_timer=1149.509303 2020-08-12 05:21:09 DEBUG: check init order needed init_order_process_timer=1249.514666 2020-08-12 05:21:10 DEBUG: check clearing time needed clearing_process_timer=1150.51666 2020-08-12 05:21:10 DEBUG: check init order needed init_order_process_timer=1250.519354 2020-08-12 05:21:11 DEBUG: check clearing time needed clearing_process_timer=1151.522289 2020-08-12 05:21:11 DEBUG: check init order needed init_order_process_timer=1251.52634 2020-08-12 05:21:12 DEBUG: check clearing time needed clearing_process_timer=1152.528215 2020-08-12 05:21:12 DEBUG: check init order needed init_order_process_timer=1252.531941 2020-08-12 05:21:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:12.818Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "f98d4a47-aa89-d338-1ea8-c2262fe3a025", "grossValue": 1122900, "homeNotional": 0.3375717339934736, "foreignNotional": 126.35310003375717}, {"timestamp": "2020-08-12T02:21:12.818Z", "symbol": "ETHUSD", "side": "Buy", "size": 8875, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc067d84-268b-7ebc-c2e1-6a7ad7bece3f", "grossValue": 332191250, "homeNotional": 99.86497130640261, "foreignNotional": 37379.4587599865}]} 2020-08-12 05:21:12 DEBUG: message ignored 2020-08-12 05:21:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:13.264Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "954546ff-ac88-5c77-dcd0-bc4449927134", "grossValue": 1123050, "homeNotional": 0.3375717339934736, "foreignNotional": 126.36997862045685}]} 2020-08-12 05:21:13 DEBUG: message ignored 2020-08-12 05:21:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:13.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "b46c1f97-bc64-99c3-9b00-009f1bae56a5", "grossValue": 449160, "homeNotional": 0.13502869359738945, "foreignNotional": 50.54124001350287}]} 2020-08-12 05:21:13 DEBUG: message ignored 2020-08-12 05:21:13 DEBUG: check clearing time needed clearing_process_timer=1153.534129 2020-08-12 05:21:13 DEBUG: check init order needed init_order_process_timer=1253.53713 2020-08-12 05:21:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:13.913Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "f573edda-205d-1825-d9f9-573263839caa", "grossValue": 1123050, "homeNotional": 0.3375717339934736, "foreignNotional": 126.36997862045685}]} 2020-08-12 05:21:13 DEBUG: message ignored 2020-08-12 05:21:14 DEBUG: check clearing time needed clearing_process_timer=1154.539405 2020-08-12 05:21:14 DEBUG: check init order needed init_order_process_timer=1254.542246 2020-08-12 05:21:15 DEBUG: check clearing time needed clearing_process_timer=1155.545451 2020-08-12 05:21:15 DEBUG: check init order needed init_order_process_timer=1255.550864 2020-08-12 05:21:16 DEBUG: check clearing time needed clearing_process_timer=1156.557276 2020-08-12 05:21:16 DEBUG: check init order needed init_order_process_timer=1256.563445 2020-08-12 05:21:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:16.809Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "1d3ad24d-bd43-4026-06e9-26dc7a8829c1", "grossValue": 411840, "homeNotional": 0.12377630246427365, "foreignNotional": 46.34184764262406}]} 2020-08-12 05:21:16 DEBUG: message ignored 2020-08-12 05:21:17 DEBUG: check clearing time needed clearing_process_timer=1157.565864 2020-08-12 05:21:17 DEBUG: check init order needed init_order_process_timer=1257.566685 2020-08-12 05:21:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:17.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7cedd1e-c33a-f715-c8e7-b803a32edc12", "grossValue": 411840, "homeNotional": 0.12377630246427365, "foreignNotional": 46.34184764262406}]} 2020-08-12 05:21:17 DEBUG: message ignored 2020-08-12 05:21:18 DEBUG: check clearing time needed clearing_process_timer=1158.567857 2020-08-12 05:21:18 DEBUG: check init order needed init_order_process_timer=1258.568493 2020-08-12 05:21:19 DEBUG: check clearing time needed clearing_process_timer=1159.569079 2020-08-12 05:21:19 DEBUG: check init order needed init_order_process_timer=1259.569353 2020-08-12 05:21:20 DEBUG: check clearing time needed clearing_process_timer=1160.570543 2020-08-12 05:21:20 DEBUG: check init order needed init_order_process_timer=1260.570795 2020-08-12 05:21:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:21.471Z", "symbol": "ETHUSD", "side": "Sell", "size": 4970, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "9a5206cb-bc24-82c2-70f9-d859169d51c7", "grossValue": 186051950, "homeNotional": 55.92438393158546, "foreignNotional": 20935.29312478902}, {"timestamp": "2020-08-12T02:21:21.471Z", "symbol": "ETHUSD", "side": "Sell", "size": 8030, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "625fe782-c5c5-2e11-c2c5-b635f10e5771", "grossValue": 300603050, "homeNotional": 90.35670079891977, "foreignNotional": 33825.03094407562}]} 2020-08-12 05:21:21 DEBUG: message ignored 2020-08-12 05:21:21 DEBUG: check clearing time needed clearing_process_timer=1161.572813 2020-08-12 05:21:21 DEBUG: check init order needed init_order_process_timer=1261.573433 2020-08-12 05:21:22 DEBUG: check clearing time needed clearing_process_timer=1162.574766 2020-08-12 05:21:22 DEBUG: check init order needed init_order_process_timer=1262.575079 2020-08-12 05:21:23 DEBUG: check clearing time needed clearing_process_timer=1163.575601 2020-08-12 05:21:23 DEBUG: check init order needed init_order_process_timer=1263.575869 2020-08-12 05:21:24 DEBUG: check clearing time needed clearing_process_timer=1164.577093 2020-08-12 05:21:24 DEBUG: check init order needed init_order_process_timer=1264.577425 2020-08-12 05:21:25 DEBUG: check clearing time needed clearing_process_timer=1165.578653 2020-08-12 05:21:25 DEBUG: check init order needed init_order_process_timer=1265.578913 2020-08-12 05:21:26 DEBUG: check clearing time needed clearing_process_timer=1166.580139 2020-08-12 05:21:26 DEBUG: check init order needed init_order_process_timer=1266.58041 2020-08-12 05:21:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:27.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 148, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "1bb25f58-4a46-69de-0b64-ea7abe587087", "grossValue": 5540380, "homeNotional": 1.6653538877011365, "foreignNotional": 623.4252278609205}, {"timestamp": "2020-08-12T02:21:27.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "daca46d2-7f18-1ceb-6799-19a5ea20e14b", "grossValue": 187175000, "homeNotional": 56.26195566557894, "foreignNotional": 21061.663103409475}, {"timestamp": "2020-08-12T02:21:27.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "426f6b0c-aad9-b172-ae9f-9aa128b6dc28", "grossValue": 37435000, "homeNotional": 11.252391133115788, "foreignNotional": 4212.332620681895}]} 2020-08-12 05:21:27 DEBUG: message ignored 2020-08-12 05:21:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:27.107Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "8cea3d42-44a5-f983-ab7d-7e56d43420a4", "grossValue": 37430000, "homeNotional": 11.252391133115788, "foreignNotional": 4211.770001125239}, {"timestamp": "2020-08-12T02:21:27.107Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "c49cea81-c2a3-8f45-ae63-f0405ae7adc9", "grossValue": 1497200, "homeNotional": 0.4500956453246315, "foreignNotional": 168.47080004500955}, {"timestamp": "2020-08-12T02:21:27.107Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "8003962c-8b57-4a1b-665e-81eaeb7b4dce", "grossValue": 37425, "homeNotional": 0.011252391133115788, "foreignNotional": 4.211207381568584}, {"timestamp": "2020-08-12T02:21:27.107Z", "symbol": "ETHUSD", "side": "Sell", "size": 959, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d15dd71-193d-0578-aef3-484a27cb3c3b", "grossValue": 35890575, "homeNotional": 10.79104309665804, "foreignNotional": 4038.5478789242716}]} 2020-08-12 05:21:27 DEBUG: message ignored 2020-08-12 05:21:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:27.201Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "a7b805b9-f695-8b1a-9753-627b60922bca", "grossValue": 374300, "homeNotional": 0.11252391133115787, "foreignNotional": 42.11770001125239}]} 2020-08-12 05:21:27 DEBUG: message ignored 2020-08-12 05:21:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:27.208Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "28dbe1ee-caab-e8e9-5127-e8f67f9e1a49", "grossValue": 374300, "homeNotional": 0.11252391133115787, "foreignNotional": 42.11770001125239}]} 2020-08-12 05:21:27 DEBUG: message ignored 2020-08-12 05:21:27 DEBUG: check clearing time needed clearing_process_timer=1167.581601 2020-08-12 05:21:27 DEBUG: check init order needed init_order_process_timer=1267.581889 2020-08-12 05:21:28 DEBUG: check clearing time needed clearing_process_timer=1168.583093 2020-08-12 05:21:28 DEBUG: check init order needed init_order_process_timer=1268.583433 2020-08-12 05:21:29 DEBUG: check clearing time needed clearing_process_timer=1169.58617 2020-08-12 05:21:29 DEBUG: check init order needed init_order_process_timer=1269.589177 2020-08-12 05:21:30 DEBUG: check clearing time needed clearing_process_timer=1170.590411 2020-08-12 05:21:30 DEBUG: check init order needed init_order_process_timer=1270.59069 2020-08-12 05:21:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:30.829Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "92c70eb6-5468-d5a6-10c9-0fa4a7514318", "grossValue": 1534425, "homeNotional": 0.4616597230041662, "foreignNotional": 172.7761513343092}]} 2020-08-12 05:21:30 DEBUG: message ignored 2020-08-12 05:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:31.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "1a4327d2-8845-566c-eefc-d24578313f00", "grossValue": 187100, "homeNotional": 0.056299966220020266, "foreignNotional": 21.067447359531585}]} 2020-08-12 05:21:31 DEBUG: message ignored 2020-08-12 05:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:31.275Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "db095b58-3efd-3ff9-141a-aedccee3f7ef", "grossValue": 449100, "homeNotional": 0.13511991892804864, "foreignNotional": 50.5686296588222}]} 2020-08-12 05:21:31 DEBUG: message ignored 2020-08-12 05:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:31.353Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "804b1b83-f5db-f11d-4ccf-ce2129cc62ce", "grossValue": 187100, "homeNotional": 0.056299966220020266, "foreignNotional": 21.067447359531585}]} 2020-08-12 05:21:31 DEBUG: message ignored 2020-08-12 05:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:31.383Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "e7ae2bc3-5ef9-ee82-69d1-b6014d6b825d", "grossValue": 374250, "homeNotional": 0.11259993244004053, "foreignNotional": 42.14052471568517}]} 2020-08-12 05:21:31 DEBUG: message ignored 2020-08-12 05:21:31 DEBUG: check clearing time needed clearing_process_timer=1171.591876 2020-08-12 05:21:31 DEBUG: check init order needed init_order_process_timer=1271.592148 2020-08-12 05:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:31.589Z", "symbol": "ETHUSD", "side": "Sell", "size": 990, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "16b6ab3c-5e19-de2d-63d3-47d2e727fe48", "grossValue": 37045800, "homeNotional": 11.147393311564013, "foreignNotional": 4171.354577187254}, {"timestamp": "2020-08-12T02:21:31.589Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3fdccc46-a518-d9f2-0e0e-f0d2253f6d0d", "grossValue": 1085180, "homeNotional": 0.32653980407611755, "foreignNotional": 122.1911946852832}, {"timestamp": "2020-08-12T02:21:31.589Z", "symbol": "ETHUSD", "side": "Sell", "size": 1691, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "6cddb348-17cb-fe88-00fe-3039c797f7c1", "grossValue": 63277220, "homeNotional": 19.040648575610856, "foreignNotional": 7125.010696993581}, {"timestamp": "2020-08-12T02:21:31.589Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "f31d919e-a0f7-e306-392a-8edcd30b205a", "grossValue": 74840, "homeNotional": 0.02251998648800811, "foreignNotional": 8.426978943812633}]} 2020-08-12 05:21:31 DEBUG: message ignored 2020-08-12 05:21:32 DEBUG: check clearing time needed clearing_process_timer=1172.593338 2020-08-12 05:21:32 DEBUG: check init order needed init_order_process_timer=1272.594042 2020-08-12 05:21:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:32.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "9b94ab5c-b9ea-dd80-a018-eb5e78b21467", "grossValue": 37415000, "homeNotional": 11.259993244004054, "foreignNotional": 4212.926472244117}, {"timestamp": "2020-08-12T02:21:32.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "439cbfbc-f457-7c14-2b5f-559198976b77", "grossValue": 1085035, "homeNotional": 0.32653980407611755, "foreignNotional": 122.17486769507939}]} 2020-08-12 05:21:32 DEBUG: message ignored 2020-08-12 05:21:33 DEBUG: check clearing time needed clearing_process_timer=1173.595252 2020-08-12 05:21:33 DEBUG: check init order needed init_order_process_timer=1273.59552 2020-08-12 05:21:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:33.613Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "4a842dde-34cc-02a0-952c-263ea6e4d937", "grossValue": 37410, "homeNotional": 0.011259993244004054, "foreignNotional": 4.212363472581917}, {"timestamp": "2020-08-12T02:21:33.613Z", "symbol": "ETHUSD", "side": "Sell", "size": 989, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ee4101b-2cbc-1139-6714-3d07dfbd3668", "grossValue": 36998490, "homeNotional": 11.13613331832001, "foreignNotional": 4166.027474383515}]} 2020-08-12 05:21:33 DEBUG: message ignored 2020-08-12 05:21:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:33.667Z", "symbol": "ETHUSD", "side": "Sell", "size": 2220, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1389c0c-dc93-ef51-566c-24127c87fcde", "grossValue": 83050200, "homeNotional": 24.997185001688997, "foreignNotional": 9351.446909131855}]} 2020-08-12 05:21:33 DEBUG: message ignored 2020-08-12 05:21:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:33.843Z", "symbol": "ETHUSD", "side": "Sell", "size": 3552, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ae39b1ef-63cc-b411-c700-0a0a53e017c8", "grossValue": 132880320, "homeNotional": 39.995496002702396, "foreignNotional": 14962.315054610966}]} 2020-08-12 05:21:33 DEBUG: message ignored 2020-08-12 05:21:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:33.908Z", "symbol": "ETHUSD", "side": "Sell", "size": 17400, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "32f55734-0352-2dc2-48b6-fb1106bd7cfd", "grossValue": 650934000, "homeNotional": 195.92388244567053, "foreignNotional": 73295.12442292535}]} 2020-08-12 05:21:33 DEBUG: message ignored 2020-08-12 05:21:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:33.930Z", "symbol": "ETHUSD", "side": "Sell", "size": 10737, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "05a55f72-c91d-6973-2372-95a61e453764", "grossValue": 401671170, "homeNotional": 120.89854746087153, "foreignNotional": 45228.14660511204}]} 2020-08-12 05:21:33 DEBUG: message ignored 2020-08-12 05:21:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:34.057Z", "symbol": "ETHUSD", "side": "Sell", "size": 15102, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "8b8e1b5e-839b-fb0f-1692-09f396d5b4c7", "grossValue": 564965820, "homeNotional": 170.04841797094923, "foreignNotional": 63615.1131629321}]} 2020-08-12 05:21:34 DEBUG: message ignored 2020-08-12 05:21:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:34.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 450, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "12247d61-1550-9d7b-78ce-633a7e6b56e8", "grossValue": 16832250, "homeNotional": 5.066996959801824, "foreignNotional": 1895.3102128138723}, {"timestamp": "2020-08-12T02:21:34.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "154435cc-1622-cc14-93bd-deba4c79c990", "grossValue": 1084745, "homeNotional": 0.32653980407611755, "foreignNotional": 122.14221371467177}, {"timestamp": "2020-08-12T02:21:34.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 727, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1e3dadb-a078-161e-92b0-0b33c13a7c30", "grossValue": 27193435, "homeNotional": 8.186015088390947, "foreignNotional": 3061.9789438126336}]} 2020-08-12 05:21:34 DEBUG: message ignored 2020-08-12 05:21:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:34.289Z", "symbol": "ETHUSD", "side": "Sell", "size": 4273, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "5dd1893e-bb11-85e6-f1e5-d37f2ec6949f", "grossValue": 159831565, "homeNotional": 48.11395113162932, "foreignNotional": 17997.023420785947}, {"timestamp": "2020-08-12T02:21:34.289Z", "symbol": "ETHUSD", "side": "Sell", "size": 1602, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "87c1cffb-9e9a-eb11-87ba-6f17a75ea316", "grossValue": 59914800, "homeNotional": 18.038509176894493, "foreignNotional": 6746.40243215854}, {"timestamp": "2020-08-12T02:21:34.289Z", "symbol": "ETHUSD", "side": "Sell", "size": 103, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "6b711306-6fcd-903a-d6ab-7d084c6f4eec", "grossValue": 3852200, "homeNotional": 1.1597793041324176, "foreignNotional": 433.75745974552416}, {"timestamp": "2020-08-12T02:21:34.289Z", "symbol": "ETHUSD", "side": "Sell", "size": 2215, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2bec7d0-31f6-eb16-c189-290cee15bf19", "grossValue": 82841000, "homeNotional": 24.94088503546898, "foreignNotional": 9327.891003265398}]} 2020-08-12 05:21:34 DEBUG: message ignored 2020-08-12 05:21:34 DEBUG: check clearing time needed clearing_process_timer=1174.59674 2020-08-12 05:21:34 DEBUG: check init order needed init_order_process_timer=1274.597005 2020-08-12 05:21:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 9785, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "92bbd925-5fbd-5cd8-345b-159343eca99d", "grossValue": 365959000, "homeNotional": 110.17903389257967, "foreignNotional": 41206.9586758248}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc3f490d-a427-e1db-d34c-c7c6d3bea7f3", "grossValue": 37400, "homeNotional": 0.011259993244004054, "foreignNotional": 4.211237473257516}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0969a04f-397d-1232-a9d4-4dd634cdd351", "grossValue": 74800, "homeNotional": 0.02251998648800811, "foreignNotional": 8.422474946515033}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "a8926eb8-dcfc-46b3-0755-bf4fa3c1788a", "grossValue": 1870000, "homeNotional": 0.5629996622002027, "foreignNotional": 210.5618736628758}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a2c3478-4f48-70db-da3e-be44fc53b78d", "grossValue": 112200, "homeNotional": 0.03377997973201216, "foreignNotional": 12.633712419772548}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0338d636-016a-b72d-b275-fecebd90f7df", "grossValue": 374000, "homeNotional": 0.11259993244004053, "foreignNotional": 42.11237473257516}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "63091241-b128-b94e-e41f-967e6d5aee77", "grossValue": 261800, "homeNotional": 0.07881995270802837, "foreignNotional": 29.478662312802612}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2180658-7646-1dbe-b14f-8c7baa60aad7", "grossValue": 18700000, "homeNotional": 5.629996622002027, "foreignNotional": 2105.618736628758}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "03c76b5a-7c1d-8bbf-6955-04f3e96eb058", "grossValue": 3740000, "homeNotional": 1.1259993244004054, "foreignNotional": 421.1237473257516}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 215, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "457646e9-06f2-bd3f-5b66-1cf8e92070a7", "grossValue": 8041000, "homeNotional": 2.4208985474608715, "foreignNotional": 905.4160567503659}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed1ae538-1a41-6184-857b-e1fb7109f529", "grossValue": 37400, "homeNotional": 0.011259993244004054, "foreignNotional": 4.211237473257516}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "3dfb9393-a733-f64e-3113-25168073b811", "grossValue": 1084600, "homeNotional": 0.32653980407611755, "foreignNotional": 122.12588672446796}, {"timestamp": "2020-08-12T02:21:34.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "451df6d0-4923-e41e-da04-6461d1297143", "grossValue": 1496000, "homeNotional": 0.4503997297601621, "foreignNotional": 168.44949893030065}]} 2020-08-12 05:21:34 DEBUG: message ignored 2020-08-12 05:21:35 DEBUG: check clearing time needed clearing_process_timer=1175.598244 2020-08-12 05:21:35 DEBUG: check init order needed init_order_process_timer=1275.598495 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.479Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "ba18c302-f7b9-5b24-faad-e21a33ed343b", "grossValue": 1121850, "homeNotional": 0.3377997973201216, "foreignNotional": 126.32023420785947}, {"timestamp": "2020-08-12T02:21:36.479Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8417e97-a61a-1324-edc9-40d161ef99e7", "grossValue": 1121850, "homeNotional": 0.3377997973201216, "foreignNotional": 126.32023420785947}, {"timestamp": "2020-08-12T02:21:36.479Z", "symbol": "ETHUSD", "side": "Sell", "size": 131, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "c58bca83-4fcd-7f30-13e9-6f9e5340e286", "grossValue": 4898745, "homeNotional": 1.4750591149645311, "foreignNotional": 551.5983560409863}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: check clearing time needed clearing_process_timer=1176.59966 2020-08-12 05:21:36 DEBUG: check init order needed init_order_process_timer=1276.599964 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.814Z", "symbol": "ETHUSD", "side": "Sell", "size": 499, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "92bdb076-f963-e035-e187-d45bc5175808", "grossValue": 18660105, "homeNotional": 5.618736628758023, "foreignNotional": 2101.1265623240624}, {"timestamp": "2020-08-12T02:21:36.814Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "e270e51f-2719-a2e9-31a5-6f05380c522e", "grossValue": 37395, "homeNotional": 0.011259993244004054, "foreignNotional": 4.210674473595316}, {"timestamp": "2020-08-12T02:21:36.814Z", "symbol": "ETHUSD", "side": "Sell", "size": 510, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "df4eb322-0ba3-8c05-190b-ff19987ab81c", "grossValue": 19071450, "homeNotional": 5.742596554442067, "foreignNotional": 2147.443981533611}, {"timestamp": "2020-08-12T02:21:36.814Z", "symbol": "ETHUSD", "side": "Sell", "size": 175, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "8ce22256-6b35-2584-a931-c3337cc98635", "grossValue": 6543250, "homeNotional": 1.9704988177007094, "foreignNotional": 736.7695079382952}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 595, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "817e113f-47ef-dd7e-ee52-387c184088ba", "grossValue": 22247050, "homeNotional": 6.699695980182412, "foreignNotional": 2505.0163269902037}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "47aeda47-caf1-a381-fdfa-630478dfbcc5", "grossValue": 1121700, "homeNotional": 0.3377997973201216, "foreignNotional": 126.30334421799347}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 448, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "6fea95dc-10da-a7b8-63c5-ed28d4fc5f81", "grossValue": 16750720, "homeNotional": 5.044476973313816, "foreignNotional": 1886.1299403220357}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "76300d97-51ae-4f8d-9fac-9cba909bb299", "grossValue": 1869500, "homeNotional": 0.5629996622002027, "foreignNotional": 210.50557369665577}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "692c4693-8ac1-691e-5243-25dcc8aa542c", "grossValue": 3739000, "homeNotional": 1.1259993244004054, "foreignNotional": 421.01114739331155}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd20a3ea-f8ab-dc05-8f96-98abeb55a6e4", "grossValue": 74780, "homeNotional": 0.02251998648800811, "foreignNotional": 8.42022294786623}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca44e188-b9d2-4435-b482-1b66204a1f2f", "grossValue": 37390, "homeNotional": 0.011259993244004054, "foreignNotional": 4.210111473933115}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e60d50fd-3c50-6400-917e-e9f75949c9be", "grossValue": 112170, "homeNotional": 0.03377997973201216, "foreignNotional": 12.630334421799347}, {"timestamp": "2020-08-12T02:21:36.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 257, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "936449dc-15b4-90d5-2f20-5314261a847e", "grossValue": 9609230, "homeNotional": 2.8938182637090417, "foreignNotional": 1081.9986488008108}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.868Z", "symbol": "ETHUSD", "side": "Sell", "size": 1404, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "6afbb9d8-37b9-cf45-3d30-288ceff3c923", "grossValue": 52495560, "homeNotional": 15.809030514581691, "foreignNotional": 5910.9965094020945}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.874Z", "symbol": "ETHUSD", "side": "Sell", "size": 2603, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "27db78cc-f263-9bd4-d1a3-ead6c372e83d", "grossValue": 97326170, "homeNotional": 29.30976241414255, "foreignNotional": 10958.9201666479}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.895Z", "symbol": "ETHUSD", "side": "Sell", "size": 25736, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf551139-1020-5052-8d7c-01e3de82d7d9", "grossValue": 962269040, "homeNotional": 289.7871861276883, "foreignNotional": 108351.42889314267}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "e12678af-b4b0-65e7-ed7a-681b98683040", "grossValue": 1869250, "homeNotional": 0.5629996622002027, "foreignNotional": 210.47742371354576}, {"timestamp": "2020-08-12T02:21:36.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "43612663-aad3-cb2e-d6bb-319902717e7f", "grossValue": 3738500, "homeNotional": 1.1259993244004054, "foreignNotional": 420.9548474270915}, {"timestamp": "2020-08-12T02:21:36.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "37101881-3a3a-c3ba-9412-cd923e566fef", "grossValue": 1121550, "homeNotional": 0.3377997973201216, "foreignNotional": 126.28645422812747}, {"timestamp": "2020-08-12T02:21:36.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7aec56f7-cf59-5659-a3eb-cc8f9a4d11ed", "grossValue": 149540, "homeNotional": 0.04503997297601622, "foreignNotional": 16.838193897083663}, {"timestamp": "2020-08-12T02:21:36.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d89c161d-d028-c1d3-14cc-917a7549ec4c", "grossValue": 1644940, "homeNotional": 0.4954397027361784, "foreignNotional": 185.22013286792028}, {"timestamp": "2020-08-12T02:21:36.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d2af091-3d53-d406-c4bc-475f1cacf907", "grossValue": 1682325, "homeNotional": 0.5066996959801824, "foreignNotional": 189.4296813421912}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.925Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "44b853a3-7d36-66d0-ac67-f735b77cde87", "grossValue": 373850, "homeNotional": 0.11259993244004053, "foreignNotional": 42.095484742709154}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.946Z", "symbol": "ETHUSD", "side": "Sell", "size": 4945, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0ed6d68-4f22-0480-f493-8cfcacfda29d", "grossValue": 184868825, "homeNotional": 55.680666591600044, "foreignNotional": 20816.217205269677}, {"timestamp": "2020-08-12T02:21:36.946Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "6276e855-4c10-1415-4400-aa15bab19e8e", "grossValue": 112155, "homeNotional": 0.03377997973201216, "foreignNotional": 12.628645422812747}, {"timestamp": "2020-08-12T02:21:36.946Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "3266066b-70cc-e995-119f-f0c8769300bf", "grossValue": 37385, "homeNotional": 0.011259993244004054, "foreignNotional": 4.209548474270916}, {"timestamp": "2020-08-12T02:21:36.946Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "908459c8-80f5-3fa8-68dc-dbe2ed93bb9a", "grossValue": 37385, "homeNotional": 0.011259993244004054, "foreignNotional": 4.209548474270916}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:36.977Z", "symbol": "ETHUSD", "side": "Sell", "size": 2376, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "825ad4eb-72e8-a732-7be8-873b4788f276", "grossValue": 88814880, "homeNotional": 26.75374394775363, "foreignNotional": 10000.549487670307}, {"timestamp": "2020-08-12T02:21:36.977Z", "symbol": "ETHUSD", "side": "Sell", "size": 289, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a40d60a-8ee4-df14-f651-9405a61f7a95", "grossValue": 10802820, "homeNotional": 3.2541380475171713, "foreignNotional": 1216.3968021619187}]} 2020-08-12 05:21:36 DEBUG: message ignored 2020-08-12 05:21:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:37.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 481, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "1a337b08-7c27-4100-c94c-72afa8ffe615", "grossValue": 17979780, "homeNotional": 5.41605675036595, "foreignNotional": 2024.5220132867921}, {"timestamp": "2020-08-12T02:21:37.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "96e94ebe-1749-58fa-5861-7199938f910c", "grossValue": 8111460, "homeNotional": 2.4434185339488796, "foreignNotional": 913.3498479900912}, {"timestamp": "2020-08-12T02:21:37.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac2a080e-2f85-5f48-6884-e12614f51cab", "grossValue": 186900, "homeNotional": 0.056299966220020266, "foreignNotional": 21.044927373043578}, {"timestamp": "2020-08-12T02:21:37.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d326a04-6002-00d0-e70b-7d52d7e29a9a", "grossValue": 74760000, "homeNotional": 22.519986488008108, "foreignNotional": 8417.97094921743}]} 2020-08-12 05:21:37 DEBUG: message ignored 2020-08-12 05:21:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:37.104Z", "symbol": "ETHUSD", "side": "Sell", "size": 222, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "b4bf5478-eb5d-57d2-17d0-8f79fb6a4ec2", "grossValue": 8297250, "homeNotional": 2.4997185001688997, "foreignNotional": 934.2697894381263}]} 2020-08-12 05:21:37 DEBUG: message ignored 2020-08-12 05:21:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:37.465Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a3d810f-46fc-863c-a30a-b53b3a2a616f", "grossValue": 373750, "homeNotional": 0.11259993244004053, "foreignNotional": 42.08422474946515}]} 2020-08-12 05:21:37 DEBUG: message ignored 2020-08-12 05:21:37 DEBUG: check clearing time needed clearing_process_timer=1177.60113 2020-08-12 05:21:37 DEBUG: check init order needed init_order_process_timer=1277.601373 2020-08-12 05:21:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:38.425Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "588c45ed-3f16-23a3-3c54-331fdcc0f2d7", "grossValue": 448560, "homeNotional": 0.13511991892804864, "foreignNotional": 50.50782569530458}]} 2020-08-12 05:21:38 DEBUG: message ignored 2020-08-12 05:21:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:38.429Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ec2115d-cc0d-0b40-344d-03a90a5c5b26", "grossValue": 411180, "homeNotional": 0.1238599256840446, "foreignNotional": 46.298840220695865}]} 2020-08-12 05:21:38 DEBUG: message ignored 2020-08-12 05:21:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:38.582Z", "symbol": "ETHUSD", "side": "Sell", "size": 68, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "9c2f5bc1-4e93-85ff-7369-9f0a658e5b5b", "grossValue": 2541500, "homeNotional": 0.7656795405922756, "foreignNotional": 286.172728296363}, {"timestamp": "2020-08-12T02:21:38.582Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "863a51ae-fc14-c142-d386-7e53b3d95644", "grossValue": 1121250, "homeNotional": 0.3377997973201216, "foreignNotional": 126.25267424839545}, {"timestamp": "2020-08-12T02:21:38.582Z", "symbol": "ETHUSD", "side": "Sell", "size": 270, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f71e5f96-fb72-8343-f198-8eb5e4d0537d", "grossValue": 10091250, "homeNotional": 3.0401981758810943, "foreignNotional": 1136.274068235559}, {"timestamp": "2020-08-12T02:21:38.582Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "41c9757d-afe3-af8b-f637-8c0169ff38b1", "grossValue": 485875, "homeNotional": 0.1463799121720527, "foreignNotional": 54.70949217430469}]} 2020-08-12 05:21:38 DEBUG: message ignored 2020-08-12 05:21:38 DEBUG: check clearing time needed clearing_process_timer=1178.602528 2020-08-12 05:21:38 DEBUG: check init order needed init_order_process_timer=1278.602686 2020-08-12 05:21:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 95, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9e2852ff-4b14-f83e-98e4-bfe31205dcfc", "grossValue": 3550625, "homeNotional": 1.069699358180385, "foreignNotional": 399.80013511991893}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 635, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "69c0b4f6-34d8-77fe-18fd-f9d9e1e2ac06", "grossValue": 23733125, "homeNotional": 7.150095709942574, "foreignNotional": 2672.3482715910372}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 220, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "d3b182f7-4082-15a8-d764-3b4cf67004d3", "grossValue": 8222500, "homeNotional": 2.4771985136808916, "foreignNotional": 925.8529444882333}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 343, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "92aca4f7-a6f8-4c49-4547-de5bdb6767b7", "grossValue": 12819625, "homeNotional": 3.8621776826933902, "foreignNotional": 1443.4889089066546}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "036a115d-760f-6e23-fe35-9e9c9f57ca30", "grossValue": 2840500, "homeNotional": 0.8557594865443081, "foreignNotional": 319.84010809593514}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "84ea33fb-5079-70d3-6909-a34622c82120", "grossValue": 2466750, "homeNotional": 0.7431595541042675, "foreignNotional": 277.75588334647}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "35d962e5-8795-5147-d8df-9e51912c0982", "grossValue": 2466750, "homeNotional": 0.7431595541042675, "foreignNotional": 277.75588334647}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 270, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbd0bb93-adcd-0d11-68cd-aba1fdd8c188", "grossValue": 10091250, "homeNotional": 3.0401981758810943, "foreignNotional": 1136.274068235559}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 158, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a355b02-b94d-7874-80ee-8c46589d1ff1", "grossValue": 5905250, "homeNotional": 1.7790789325526404, "foreignNotional": 664.9307510415493}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 822, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "017d827d-8781-5622-8586-13bc238b29e7", "grossValue": 30722250, "homeNotional": 9.255714446571332, "foreignNotional": 3459.3232744060356}, {"timestamp": "2020-08-12T02:21:38.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "e231e849-d788-8e52-e39a-efe5859e98ed", "grossValue": 3737500, "homeNotional": 1.1259993244004054, "foreignNotional": 420.84224749465153}]} 2020-08-12 05:21:38 DEBUG: message ignored 2020-08-12 05:21:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:38.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "295ec509-d5cb-c4ff-6c0a-e62cbc019d5a", "grossValue": 1121100, "homeNotional": 0.3377997973201216, "foreignNotional": 126.23578425852945}, {"timestamp": "2020-08-12T02:21:38.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 68, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "9df5b993-89af-fed9-4594-829cc6634acc", "grossValue": 2541160, "homeNotional": 0.7656795405922756, "foreignNotional": 286.1344443193334}, {"timestamp": "2020-08-12T02:21:38.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "997aa3c2-3741-18f8-dc8c-a3afa93ece45", "grossValue": 1644280, "homeNotional": 0.4954397027361784, "foreignNotional": 185.14581691250984}, {"timestamp": "2020-08-12T02:21:38.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "80f192e4-3589-4207-e4a0-029befc4eab7", "grossValue": 1719020, "homeNotional": 0.5179596892241864, "foreignNotional": 193.5615358630785}, {"timestamp": "2020-08-12T02:21:38.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 743, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "e0106a66-17bc-3909-d215-271249713367", "grossValue": 27765910, "homeNotional": 8.366174980295012, "foreignNotional": 3126.439590136246}, {"timestamp": "2020-08-12T02:21:38.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 116, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce62280e-7d53-9f88-3360-3381de18fcfa", "grossValue": 4334920, "homeNotional": 1.3061592163044702, "foreignNotional": 488.1116991329805}]} 2020-08-12 05:21:38 DEBUG: message ignored 2020-08-12 05:21:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 373.65, "tickDirection": "MinusTick", "trdMatchID": "505e683f-c871-5797-6758-732670e98aca", "grossValue": 28771050, "homeNotional": 8.670194797883122, "foreignNotional": 3239.6182862290284}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "47ab4ac8-4d30-9a38-1b55-2648b4078417", "grossValue": 37365000, "homeNotional": 11.259993244004054, "foreignNotional": 4207.2964756221145}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0b7d70d-1d24-73aa-7f69-f9a09bbb4776", "grossValue": 1606695, "homeNotional": 0.4841797094921743, "foreignNotional": 180.91374845175093}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "691fedcd-57ba-ed08-d00d-5f6d2e640051", "grossValue": 1718790, "homeNotional": 0.5179596892241864, "foreignNotional": 193.53563787861728}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2be6b276-f3ca-b3fc-271d-5f98eefd837d", "grossValue": 74730, "homeNotional": 0.02251998648800811, "foreignNotional": 8.414592951244229}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.6, "tickDirection": "MinusTick", "trdMatchID": "6176af80-0eca-947e-e318-4b736f102ac1", "grossValue": 1120800, "homeNotional": 0.3377997973201216, "foreignNotional": 126.20200427879743}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "8683431b-63c2-724b-0ff5-232113e4ea71", "grossValue": 1120800, "homeNotional": 0.3377997973201216, "foreignNotional": 126.20200427879743}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ebbab6b-04b6-6599-ad2c-29f70e7658c6", "grossValue": 37360000, "homeNotional": 11.259993244004054, "foreignNotional": 4206.733475959914}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "a5c48465-fcb1-0753-c2bc-23378239317c", "grossValue": 28763350, "homeNotional": 8.670194797883122, "foreignNotional": 3238.75126674924}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "78b8339f-4b85-f941-1a5c-ef78bc083e2f", "grossValue": 3735500, "homeNotional": 1.1259993244004054, "foreignNotional": 420.61704762977143}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c3ca684-260e-bce2-5ee0-ef0942d5ee02", "grossValue": 1120650, "homeNotional": 0.3377997973201216, "foreignNotional": 126.18511428893143}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3fee3919-42e8-086a-0fe2-820b7afe2214", "grossValue": 186775000, "homeNotional": 56.299966220020266, "foreignNotional": 21030.85238148857}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.5, "tickDirection": "MinusTick", "trdMatchID": "36207068-c51a-4be1-6944-acd22a1ea2a7", "grossValue": 1120500, "homeNotional": 0.3377997973201216, "foreignNotional": 126.16822429906541}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "eafb4958-68bd-81a4-b0e5-b63a051b72d1", "grossValue": 186750, "homeNotional": 0.056299966220020266, "foreignNotional": 21.02803738317757}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "a60ee028-4cff-063a-c593-8543ae5148a2", "grossValue": 186750, "homeNotional": 0.056299966220020266, "foreignNotional": 21.02803738317757}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f6429e35-4f47-5939-14f5-c0b3d52119da", "grossValue": 29880000, "homeNotional": 9.007994595203243, "foreignNotional": 3364.4859813084113}, {"timestamp": "2020-08-12T02:21:38.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 8020, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e013a6e9-4b7f-1db0-e54e-b20f86685bf3", "grossValue": 299547000, "homeNotional": 90.30514581691251, "foreignNotional": 33728.97196261682}]} 2020-08-12 05:21:38 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.194Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.55, "tickDirection": "PlusTick", "trdMatchID": "db6820a4-2fd8-57de-7c85-447e20da5087", "grossValue": 37355, "homeNotional": 0.011259993244004054, "foreignNotional": 4.206170476297714}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 168, "price": 373.5, "tickDirection": "MinusTick", "trdMatchID": "cd3e6f40-66b1-4525-1f65-a63d69441cbe", "grossValue": 6274800, "homeNotional": 1.891678864992681, "foreignNotional": 706.5420560747664}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.222Z", "symbol": "ETHUSD", "side": "Sell", "size": 6900, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc6c88ee-71d9-f0ca-31f7-fec208e1a84c", "grossValue": 257715000, "homeNotional": 77.69395338362797, "foreignNotional": 29018.69158878505}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 14912, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b08a69e2-90a9-f6f6-1783-9d2ac26fb555", "grossValue": 556963200, "homeNotional": 167.90901925458846, "foreignNotional": 62714.01869158878}, {"timestamp": "2020-08-12T02:21:39.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "a11c470f-0217-7864-7dc4-d6bd619b7275", "grossValue": 8104950, "homeNotional": 2.4434185339488796, "foreignNotional": 912.6168224299065}, {"timestamp": "2020-08-12T02:21:39.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "474ad8b6-ddca-d8c0-76e7-bcff97d0e410", "grossValue": 14940000, "homeNotional": 4.503997297601622, "foreignNotional": 1682.2429906542056}, {"timestamp": "2020-08-12T02:21:39.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2b8c7bd-ea01-26d0-dfc7-a32a367046a2", "grossValue": 3735000, "homeNotional": 1.1259993244004054, "foreignNotional": 420.5607476635514}, {"timestamp": "2020-08-12T02:21:39.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c50bc306-62aa-85d1-db0d-5dc33c6555e7", "grossValue": 3735000, "homeNotional": 1.1259993244004054, "foreignNotional": 420.5607476635514}, {"timestamp": "2020-08-12T02:21:39.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e0e1120-2e7c-7839-5f66-4f24cb19d274", "grossValue": 3735000, "homeNotional": 1.1259993244004054, "foreignNotional": 420.5607476635514}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.45, "tickDirection": "MinusTick", "trdMatchID": "e5a6b6f6-dacb-f906-f67d-4d77ddd88442", "grossValue": 1120350, "homeNotional": 0.3377997973201216, "foreignNotional": 126.15133430919941}, {"timestamp": "2020-08-12T02:21:39.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "a85570cb-10f0-7596-867c-bff8cfcf36cb", "grossValue": 298760, "homeNotional": 0.09007994595203243, "foreignNotional": 33.64035581578651}, {"timestamp": "2020-08-12T02:21:39.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3ac7745-0352-71e0-6ca2-88c546606303", "grossValue": 149380, "homeNotional": 0.04503997297601622, "foreignNotional": 16.820177907893257}, {"timestamp": "2020-08-12T02:21:39.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 1300, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c660983-3109-9ad0-7661-147966bbe05e", "grossValue": 48548500, "homeNotional": 14.63799121720527, "foreignNotional": 5466.557820065308}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: check clearing time needed clearing_process_timer=1179.608951 2020-08-12 05:21:39 DEBUG: check init order needed init_order_process_timer=1279.609163 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 6700, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "474df099-1ba1-118d-a9cf-cfc20f477aa6", "grossValue": 250211500, "homeNotional": 75.44195473482716, "foreignNotional": 28173.7979957212}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b987ee55-5413-877c-8727-d8337f49d709", "grossValue": 11203500, "homeNotional": 3.377997973201216, "foreignNotional": 1261.513343091994}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "8bbc6e16-9f01-ab18-792f-ca5a42ecc4ea", "grossValue": 28751800, "homeNotional": 8.670194797883122, "foreignNotional": 3237.4507375295575}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a9ed9abd-b3bb-98e8-36db-4c516d78619b", "grossValue": 1120200, "homeNotional": 0.3377997973201216, "foreignNotional": 126.13444431933341}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "45aca578-a3d4-53a3-4034-19f1670e624f", "grossValue": 896160, "homeNotional": 0.2702398378560973, "foreignNotional": 100.90755545546672}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ab83337-146b-b380-ef20-8e9819c2d7ba", "grossValue": 298720, "homeNotional": 0.09007994595203243, "foreignNotional": 33.63585181848891}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "db863de8-bf3b-6afa-ba0a-7bd88946b587", "grossValue": 1120200, "homeNotional": 0.3377997973201216, "foreignNotional": 126.13444431933341}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2835bf3-ff4b-e04c-e09d-2711dfaa5d24", "grossValue": 7468000, "homeNotional": 2.251998648800811, "foreignNotional": 840.8962954622227}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c8bd243-aeea-a505-9010-ef4675cd368b", "grossValue": 74680, "homeNotional": 0.02251998648800811, "foreignNotional": 8.408962954622227}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c3729a1-2e19-5878-8381-0137da514c63", "grossValue": 37340, "homeNotional": 0.011259993244004054, "foreignNotional": 4.204481477311114}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 373.35, "tickDirection": "MinusTick", "trdMatchID": "b2533399-1bea-eebd-6ca1-091d0c3ad563", "grossValue": 2613450, "homeNotional": 0.7881995270802837, "foreignNotional": 294.27429343542394}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 373.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "1698bed2-d19a-3e88-15b1-4f38153f42d5", "grossValue": 11200500, "homeNotional": 3.377997973201216, "foreignNotional": 1261.175543294674}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "33a5d5b7-43a3-a9ae-4f84-041b871f2bb7", "grossValue": 37335, "homeNotional": 0.011259993244004054, "foreignNotional": 4.203918477648913}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "87e8e05f-d89c-33ba-5d53-004524a609b6", "grossValue": 37330000, "homeNotional": 11.259993244004054, "foreignNotional": 4203.355477986714}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "25da9de0-3177-14d7-3ae1-e8f5dc5e7bd5", "grossValue": 1119900, "homeNotional": 0.3377997973201216, "foreignNotional": 126.1006643396014}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 762, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c0a2a4a-ce12-a783-4a37-55194a88217e", "grossValue": 28445460, "homeNotional": 8.58011485193109, "foreignNotional": 3202.9568742258753}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "4fe2d359-1e78-b1ce-88fb-44897deb7c01", "grossValue": 223980, "homeNotional": 0.06755995946402432, "foreignNotional": 25.22013286792028}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 373.25, "tickDirection": "MinusTick", "trdMatchID": "250a4ba9-3e8a-99a0-292a-404ec888d872", "grossValue": 93312500, "homeNotional": 28.149983110010133, "foreignNotional": 10506.981195811282}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "147abcc6-d1c3-e483-d778-9fc8f8c29d03", "grossValue": 28740250, "homeNotional": 8.670194797883122, "foreignNotional": 3236.150208309875}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0de913c-8cec-8369-e970-e518c83f7241", "grossValue": 3732500, "homeNotional": 1.1259993244004054, "foreignNotional": 420.2792478324513}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "83bdcd05-741c-00d6-4dd0-45c9e02d04d6", "grossValue": 1119750, "homeNotional": 0.3377997973201216, "foreignNotional": 126.08377434973539}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "36cf2d79-7991-2f7c-b9c4-a2a3c4377f83", "grossValue": 9331250, "homeNotional": 2.8149983110010135, "foreignNotional": 1050.6981195811281}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "483b65bb-d145-9af6-9807-df2ead029334", "grossValue": 7465000, "homeNotional": 2.251998648800811, "foreignNotional": 840.5584956649026}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "2626bc5a-9c50-c414-3ae3-93f743f40147", "grossValue": 37325, "homeNotional": 0.011259993244004054, "foreignNotional": 4.202792478324513}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 117, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "58e5113b-96fe-07f2-ddd1-3056fc4837e2", "grossValue": 4367025, "homeNotional": 1.3174192095484742, "foreignNotional": 491.72671996396804}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "64f02de9-4b8b-1073-764b-19b522ff2998", "grossValue": 74650, "homeNotional": 0.02251998648800811, "foreignNotional": 8.405584956649026}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "591bf9de-e327-f6d9-7390-ad43e4a0e98c", "grossValue": 11196000, "homeNotional": 3.377997973201216, "foreignNotional": 1260.668843598694}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "ecc6be01-f0dd-6be6-a231-deb2950b08bf", "grossValue": 14926000, "homeNotional": 4.503997297601622, "foreignNotional": 1680.666591600045}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "326a2e3f-cede-a135-8a11-adb2527435b7", "grossValue": 1119450, "homeNotional": 0.3377997973201216, "foreignNotional": 126.04999437000338}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "71ca8759-4249-b80f-3a28-f9243f82ff42", "grossValue": 186575, "homeNotional": 0.056299966220020266, "foreignNotional": 21.00833239500056}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "bcf872ff-8546-8c0b-e1ab-850cae4f11f9", "grossValue": 7463000, "homeNotional": 2.251998648800811, "foreignNotional": 840.3332958000225}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "95a908bf-72d2-c766-331e-6283bd9b2c3d", "grossValue": 149260, "homeNotional": 0.04503997297601622, "foreignNotional": 16.80666591600045}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 928, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b612921-3679-53cc-9dbf-bf905af09941", "grossValue": 34628320, "homeNotional": 10.449273730435761, "foreignNotional": 3899.1464925121045}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 229, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c0ec6849-03be-a9c0-f673-b93e10b58f36", "grossValue": 8545135, "homeNotional": 2.5785384528769284, "foreignNotional": 962.1816236910258}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d91409f4-8b0b-7746-2aa3-78604b7cf838", "grossValue": 37315, "homeNotional": 0.011259993244004054, "foreignNotional": 4.201666479000113}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "40862314-2396-7e12-cfa1-0a81ec538897", "grossValue": 18657500, "homeNotional": 5.629996622002027, "foreignNotional": 2100.833239500056}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 600, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "31ee92ef-5cec-5cb8-2b46-e0e45bf0df47", "grossValue": 22386000, "homeNotional": 6.755995946402432, "foreignNotional": 2520.6620876027473}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b511936b-9448-d6f7-1d2b-7443ff7a6276", "grossValue": 3731000, "homeNotional": 1.1259993244004054, "foreignNotional": 420.1103479337912}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "87353fd4-f8c5-9ec0-33bc-88584ff8703c", "grossValue": 1119300, "homeNotional": 0.3377997973201216, "foreignNotional": 126.03310438013737}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6066e1fb-3382-6001-0ebe-761e225c2ddf", "grossValue": 186550, "homeNotional": 0.056299966220020266, "foreignNotional": 21.005517396689562}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d34aa3ea-3e2d-bf6a-ed2b-b3bc7d94a251", "grossValue": 149240, "homeNotional": 0.04503997297601622, "foreignNotional": 16.80441391735165}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 373.05, "tickDirection": "MinusTick", "trdMatchID": "20a1e405-c842-91d8-c1ba-cb66a7346dd3", "grossValue": 28724850, "homeNotional": 8.670194797883122, "foreignNotional": 3234.4161693502983}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b51b141-e626-ddf8-4122-b387ff84cde4", "grossValue": 11191500, "homeNotional": 3.377997973201216, "foreignNotional": 1260.1621439027138}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1853a174-07ac-1ae7-02c3-74abdfabf114", "grossValue": 373050000, "homeNotional": 112.59993244004053, "foreignNotional": 42005.404796757124}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "3fe59187-e40c-4936-379e-6aa0ba7e198a", "grossValue": 634185, "homeNotional": 0.1914198851480689, "foreignNotional": 71.40918815448711}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "94a1be0e-0e19-d539-c1d4-ae903149fd57", "grossValue": 29844000, "homeNotional": 9.007994595203243, "foreignNotional": 3360.4323837405695}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf7f62b8-ca39-d4f1-366e-f6d7bf44507c", "grossValue": 55957500, "homeNotional": 16.88998986600608, "foreignNotional": 6300.810719513568}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5d3a376-714d-fb9e-8753-dfa7751925a4", "grossValue": 3730500, "homeNotional": 1.1259993244004054, "foreignNotional": 420.0540479675712}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8109df81-4e45-0f11-fcfe-6ab8c8a9194d", "grossValue": 279787500, "homeNotional": 84.4499493300304, "foreignNotional": 31504.053597567843}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 5054, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "88044817-22c9-0638-de27-98679e60f21c", "grossValue": 188539470, "homeNotional": 56.908005855196485, "foreignNotional": 21229.53158428105}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 27, "price": 373, "tickDirection": "MinusTick", "trdMatchID": "5370b239-79e6-56da-a93a-d10d1dcae3b5", "grossValue": 1007100, "homeNotional": 0.3040198175881094, "foreignNotional": 113.39939196036482}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c27e651-437d-f05d-b281-a3b50756d864", "grossValue": 1492000, "homeNotional": 0.4503997297601621, "foreignNotional": 167.99909920054048}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "cfef0e43-50a2-a199-ddda-dcb8a4ffe5e8", "grossValue": 559500, "homeNotional": 0.1688998986600608, "foreignNotional": 62.99966220020268}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "5cf734be-f6ba-b4c6-d0f4-1f2b5994ce8f", "grossValue": 1119000, "homeNotional": 0.3377997973201216, "foreignNotional": 125.99932440040536}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "0df5d1f3-ce4a-d7e1-aef7-b81aeb0edef4", "grossValue": 7460000, "homeNotional": 2.251998648800811, "foreignNotional": 839.9954960027025}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "772f205e-4963-4125-d909-c20c15859670", "grossValue": 149200000, "homeNotional": 45.039972976016216, "foreignNotional": 16799.909920054048}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "4457b894-cd01-fabe-08b6-6e48fe12d900", "grossValue": 1865000, "homeNotional": 0.5629996622002027, "foreignNotional": 209.9988740006756}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "5f95dd91-e7ac-1f24-365b-ff925d74f7ce", "grossValue": 3730000, "homeNotional": 1.1259993244004054, "foreignNotional": 419.9977480013512}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "1de43a26-0557-8ac2-37ce-2a801693f79e", "grossValue": 1119000, "homeNotional": 0.3377997973201216, "foreignNotional": 125.99932440040536}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "83339b6b-5613-3fac-069d-8a522fbbc4db", "grossValue": 3730000, "homeNotional": 1.1259993244004054, "foreignNotional": 419.9977480013512}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "d083f391-6944-a308-043b-308d0a9c8fed", "grossValue": 3730000, "homeNotional": 1.1259993244004054, "foreignNotional": 419.9977480013512}, {"timestamp": "2020-08-12T02:21:39.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1727, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "558f4b2f-6b33-c51b-ce7a-7b4e7fc21d70", "grossValue": 64417100, "homeNotional": 19.446008332395, "foreignNotional": 7253.361107983335}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.590Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "c57a25e7-c06a-7ff6-b8fd-7a0cd1b61749", "grossValue": 18650000, "homeNotional": 5.629996622002027, "foreignNotional": 2099.988740006756}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.602Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "627fbd67-74a2-b828-3c9f-fd6d5e57bd83", "grossValue": 74600000, "homeNotional": 22.519986488008108, "foreignNotional": 8399.954960027024}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.607Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "933096e3-6f96-4609-076a-18ae813513ed", "grossValue": 37300000, "homeNotional": 11.259993244004054, "foreignNotional": 4199.977480013512}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:39.614Z", "symbol": "ETHUSD", "side": "Sell", "size": 4773, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "45375808-043e-a7fe-6e88-336768c79193", "grossValue": 178032900, "homeNotional": 53.743947753631346, "foreignNotional": 20046.492512104494}, {"timestamp": "2020-08-12T02:21:39.614Z", "symbol": "ETHUSD", "side": "Sell", "size": 12000, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8e5b050-44e4-6e6b-692c-a21d82d50c84", "grossValue": 447600000, "homeNotional": 135.11991892804863, "foreignNotional": 50399.72976016215}, {"timestamp": "2020-08-12T02:21:39.614Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "d250a3f9-44e8-575e-7243-812e6b7f21d8", "grossValue": 18650000, "homeNotional": 5.629996622002027, "foreignNotional": 2099.988740006756}, {"timestamp": "2020-08-12T02:21:39.614Z", "symbol": "ETHUSD", "side": "Sell", "size": 95, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "f625c44f-df43-4f71-1d3a-6616b429c1cf", "grossValue": 3543500, "homeNotional": 1.069699358180385, "foreignNotional": 398.99786060128366}, {"timestamp": "2020-08-12T02:21:39.614Z", "symbol": "ETHUSD", "side": "Sell", "size": 2632, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "3650cbd2-54e0-741a-4728-7d90cd3d31a2", "grossValue": 98173600, "homeNotional": 29.63630221821867, "foreignNotional": 11054.340727395564}]} 2020-08-12 05:21:39 DEBUG: message ignored 2020-08-12 05:21:40 DEBUG: check clearing time needed clearing_process_timer=1180.610343 2020-08-12 05:21:40 DEBUG: check init order needed init_order_process_timer=1280.610637 2020-08-12 05:21:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:40.654Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2e2464d-0c4f-d34c-0c3a-225e768148e7", "grossValue": 37300000, "homeNotional": 11.259993244004054, "foreignNotional": 4199.977480013512}]} 2020-08-12 05:21:40 DEBUG: message ignored 2020-08-12 05:21:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:41.097Z", "symbol": "ETHUSD", "side": "Buy", "size": 634, "price": 373.05, "tickDirection": "PlusTick", "trdMatchID": "97845336-c7c0-e40c-9acc-29a812411610", "grossValue": 23651370, "homeNotional": 7.13883571669857, "foreignNotional": 2663.1426641144017}]} 2020-08-12 05:21:41 DEBUG: message ignored 2020-08-12 05:21:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:41.545Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373, "tickDirection": "MinusTick", "trdMatchID": "c586122a-4e3a-8cef-64b1-271843d7205f", "grossValue": 18650000, "homeNotional": 5.629996622002027, "foreignNotional": 2099.988740006756}]} 2020-08-12 05:21:41 DEBUG: message ignored 2020-08-12 05:21:41 DEBUG: check clearing time needed clearing_process_timer=1181.611803 2020-08-12 05:21:41 DEBUG: check init order needed init_order_process_timer=1281.612042 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 373.05, "tickDirection": "PlusTick", "trdMatchID": "9a7faf4e-e717-1b04-3cc5-760b5011b715", "grossValue": 1678725, "homeNotional": 0.5066996959801824, "foreignNotional": 189.02432158540705}, {"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 509, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c7f86de-81ca-35b1-3db1-43fcae48718b", "grossValue": 18988245, "homeNotional": 5.731336561198063, "foreignNotional": 2138.0751041549374}, {"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e7ba64f-565c-bf59-ac80-456c1c57ed6a", "grossValue": 1753335, "homeNotional": 0.5292196824681905, "foreignNotional": 197.42540254475847}, {"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 491, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "17044868-1da9-d981-2fc8-d48c2297334c", "grossValue": 18316755, "homeNotional": 5.52865668280599, "foreignNotional": 2062.4653755207746}, {"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "9bbd5c40-f2cb-b850-b31b-c6bff4d1be35", "grossValue": 1753335, "homeNotional": 0.5292196824681905, "foreignNotional": 197.42540254475847}, {"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "db5b1c57-1ad0-cd98-5a3d-382d48012a62", "grossValue": 1753335, "homeNotional": 0.5292196824681905, "foreignNotional": 197.42540254475847}, {"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a27bcfc-7ae8-7ba0-ee0c-04913a5e2b15", "grossValue": 1678725, "homeNotional": 0.5066996959801824, "foreignNotional": 189.02432158540705}, {"timestamp": "2020-08-12T02:21:42.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 182, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad517130-f1ed-4a7a-be57-ade3baa0f0f6", "grossValue": 6789510, "homeNotional": 2.0493187704087377, "foreignNotional": 764.4983673009796}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.357Z", "symbol": "ETHUSD", "side": "Buy", "size": 324, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb9217f9-f567-317d-eaa2-9c75ad019b43", "grossValue": 12086820, "homeNotional": 3.6482378110573133, "foreignNotional": 1360.9751154149308}, {"timestamp": "2020-08-12T02:21:42.357Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf00eb2c-26db-86c2-18e0-4c42b0d3e75e", "grossValue": 1678725, "homeNotional": 0.5066996959801824, "foreignNotional": 189.02432158540705}, {"timestamp": "2020-08-12T02:21:42.357Z", "symbol": "ETHUSD", "side": "Buy", "size": 263, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "8c842502-e4ed-b6e6-a7d3-db01860ff874", "grossValue": 9811215, "homeNotional": 2.961378223173066, "foreignNotional": 1104.7421461547124}, {"timestamp": "2020-08-12T02:21:42.357Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "02b8c47a-e310-5fdc-7a8b-3718c3f6df5a", "grossValue": 1678725, "homeNotional": 0.5066996959801824, "foreignNotional": 189.02432158540705}, {"timestamp": "2020-08-12T02:21:42.357Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e9520c3-26db-623b-dd08-44e9416f630e", "grossValue": 4625820, "homeNotional": 1.3962391622565027, "foreignNotional": 520.8670194797883}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.395Z", "symbol": "ETHUSD", "side": "Buy", "size": 264, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "3a0bab27-8193-2078-6561-805b133643cb", "grossValue": 9848520, "homeNotional": 2.97263821641707, "foreignNotional": 1108.942686634388}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 604, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "48cb35dc-214a-266b-2568-ceceecbdefee", "grossValue": 22532220, "homeNotional": 6.801035919378449, "foreignNotional": 2537.12644972413}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.434Z", "symbol": "ETHUSD", "side": "Buy", "size": 319, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e835b7de-3162-4cc2-1e24-ceee58981840", "grossValue": 11900295, "homeNotional": 3.591937844837293, "foreignNotional": 1339.972413016552}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.447Z", "symbol": "ETHUSD", "side": "Buy", "size": 410, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a4bf1dd-1909-dca1-75c2-6ea00fc56c08", "grossValue": 15295050, "homeNotional": 4.616597230041662, "foreignNotional": 1722.221596667042}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.471Z", "symbol": "ETHUSD", "side": "Buy", "size": 445, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0ceb849b-bcf8-2347-4e63-1535b1a0bebd", "grossValue": 16600725, "homeNotional": 5.010696993581804, "foreignNotional": 1869.2405134556918}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 101, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc61b491-cefc-4608-406f-e7166f896a59", "grossValue": 3767805, "homeNotional": 1.1372593176444095, "foreignNotional": 424.25458844724693}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: check clearing time needed clearing_process_timer=1182.613212 2020-08-12 05:21:42 DEBUG: check init order needed init_order_process_timer=1282.613431 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.810Z", "symbol": "ETHUSD", "side": "Buy", "size": 232, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca0f1e41-4154-ffb5-a61e-523a040f4c72", "grossValue": 8654760, "homeNotional": 2.6123184326089404, "foreignNotional": 974.5253912847652}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "f1131c71-0d60-4691-8a97-843581311785", "grossValue": 37305, "homeNotional": 0.011259993244004054, "foreignNotional": 4.200540479675712}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:42.927Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e9a56d8-6f93-2f73-2797-5028ae0ecac9", "grossValue": 186525, "homeNotional": 0.056299966220020266, "foreignNotional": 21.00270239837856}]} 2020-08-12 05:21:42 DEBUG: message ignored 2020-08-12 05:21:43 DEBUG: check clearing time needed clearing_process_timer=1183.614607 2020-08-12 05:21:43 DEBUG: check init order needed init_order_process_timer=1283.614957 2020-08-12 05:21:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:43.736Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.15, "tickDirection": "PlusTick", "trdMatchID": "c4070b13-2135-8a87-72a2-584237fe8d02", "grossValue": 1119450, "homeNotional": 0.3377997973201216, "foreignNotional": 126.04999437000338}, {"timestamp": "2020-08-12T02:21:43.736Z", "symbol": "ETHUSD", "side": "Buy", "size": 560, "price": 373.2, "tickDirection": "PlusTick", "trdMatchID": "cda74281-e2c3-8225-b630-3ccbad32c430", "grossValue": 20899200, "homeNotional": 6.30559621664227, "foreignNotional": 2353.248508050895}]} 2020-08-12 05:21:43 DEBUG: message ignored 2020-08-12 05:21:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:43.919Z", "symbol": "ETHUSD", "side": "Sell", "size": 14, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "564997e5-ec99-a84a-e4b5-6ba086590026", "grossValue": 522410, "homeNotional": 0.15763990541605674, "foreignNotional": 58.82333070600158}]} 2020-08-12 05:21:43 DEBUG: message ignored 2020-08-12 05:21:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "fef8115f-b462-70f3-a354-900e0c206382", "grossValue": 149260000, "homeNotional": 45.039972976016216, "foreignNotional": 16806.66591600045}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "ff62d232-7db2-af41-4010-727d06c5cfb8", "grossValue": 149240000, "homeNotional": 45.039972976016216, "foreignNotional": 16804.41391735165}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "563aaa83-fdf4-fa08-15cd-d098d91760b2", "grossValue": 37310, "homeNotional": 0.011259993244004054, "foreignNotional": 4.201103479337912}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 533, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2402937f-cd89-ea67-a61e-f186b91d7723", "grossValue": 19886230, "homeNotional": 6.00157639905416, "foreignNotional": 2239.188154487107}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 468, "price": 373.05, "tickDirection": "MinusTick", "trdMatchID": "3be8eec7-99bc-9ff4-9805-fe354d832c8f", "grossValue": 17458740, "homeNotional": 5.269676838193897, "foreignNotional": 1965.8529444882333}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 491, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "99178197-e059-ac04-7b5c-03001fa1deb3", "grossValue": 18316755, "homeNotional": 5.52865668280599, "foreignNotional": 2062.4653755207746}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 240, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "16ed0fa6-2047-9df1-1e3b-11c7e9c044be", "grossValue": 8953200, "homeNotional": 2.702398378560973, "foreignNotional": 1008.129715122171}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c0f2fba-bc30-9b38-e2a6-9ad00200184f", "grossValue": 29844000, "homeNotional": 9.007994595203243, "foreignNotional": 3360.4323837405695}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "76ba8466-e088-c278-3639-66e178caf416", "grossValue": 149220000, "homeNotional": 45.039972976016216, "foreignNotional": 16802.16191870285}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "36253a29-7c9c-bd95-f8d8-c6d17ac8adbe", "grossValue": 37305000, "homeNotional": 11.259993244004054, "foreignNotional": 4200.540479675712}, {"timestamp": "2020-08-12T02:21:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 4467, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "b73d4afb-408a-e91c-f3c4-5279e823f1f2", "grossValue": 166641435, "homeNotional": 50.29838982096611, "foreignNotional": 18763.814322711405}]} 2020-08-12 05:21:44 DEBUG: message ignored 2020-08-12 05:21:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:44.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "e06fc2ed-3c60-edb7-7a99-53468e6cccef", "grossValue": 1119750, "homeNotional": 0.3377997973201216, "foreignNotional": 126.08377434973539}]} 2020-08-12 05:21:44 DEBUG: message ignored 2020-08-12 05:21:44 DEBUG: check clearing time needed clearing_process_timer=1184.616151 2020-08-12 05:21:44 DEBUG: check init order needed init_order_process_timer=1284.616426 2020-08-12 05:21:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:44.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "ec68e910-3d8f-cb68-e18d-cd34a7033233", "grossValue": 37320, "homeNotional": 0.011259993244004054, "foreignNotional": 4.2022294786623124}]} 2020-08-12 05:21:44 DEBUG: message ignored 2020-08-12 05:21:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "13941564-c6b2-222d-8b2a-67db8a7eb406", "grossValue": 74650000, "homeNotional": 22.519986488008108, "foreignNotional": 8405.584956649025}, {"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 558, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf52987b-719d-2035-0e30-d80f9e03901d", "grossValue": 20827350, "homeNotional": 6.283076230154262, "foreignNotional": 2345.1582029050783}, {"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "93620029-ee00-ade1-7379-15f73166eaa6", "grossValue": 93312500, "homeNotional": 28.149983110010133, "foreignNotional": 10506.981195811282}, {"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 1800, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab765ba1-81f3-7bbc-e77e-78d911158a1c", "grossValue": 67185000, "homeNotional": 20.267987839207297, "foreignNotional": 7565.026460984123}, {"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2b5e47cf-3935-3804-ad51-e5afaee24ef7", "grossValue": 55987500, "homeNotional": 16.88998986600608, "foreignNotional": 6304.18871748677}, {"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "ce8036b2-a2d2-a703-0042-07d4dad9eee8", "grossValue": 55987500, "homeNotional": 16.88998986600608, "foreignNotional": 6304.18871748677}, {"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "40c238e1-d56f-5d63-ea65-3190d7f326ec", "grossValue": 55987500, "homeNotional": 16.88998986600608, "foreignNotional": 6304.18871748677}, {"timestamp": "2020-08-12T02:21:44.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d19ec8c-096f-0212-ba2f-51d29fe461dd", "grossValue": 55987500, "homeNotional": 16.88998986600608, "foreignNotional": 6304.18871748677}]} 2020-08-12 05:21:44 DEBUG: message ignored 2020-08-12 05:21:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:44.977Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b1241f75-82e2-6bc9-b35e-f40e26c8b3d3", "grossValue": 111975, "homeNotional": 0.03377997973201216, "foreignNotional": 12.608377434973539}]} 2020-08-12 05:21:44 DEBUG: message ignored 2020-08-12 05:21:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:45.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 2197, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "1fcdfb52-cdc0-f073-6686-3fbcd4183de7", "grossValue": 82003025, "homeNotional": 24.738205157076905, "foreignNotional": 9233.535074878955}, {"timestamp": "2020-08-12T02:21:45.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2adf3592-f13f-2e4a-9b1e-589f0004f004", "grossValue": 74650000, "homeNotional": 22.519986488008108, "foreignNotional": 8405.584956649025}]} 2020-08-12 05:21:45 DEBUG: message ignored 2020-08-12 05:21:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:45.187Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "c5d2119a-0fda-a20d-9378-5b0ed41b041b", "grossValue": 37325, "homeNotional": 0.011259993244004054, "foreignNotional": 4.202792478324513}]} 2020-08-12 05:21:45 DEBUG: message ignored 2020-08-12 05:21:45 DEBUG: check clearing time needed clearing_process_timer=1185.617604 2020-08-12 05:21:45 DEBUG: check init order needed init_order_process_timer=1285.617909 2020-08-12 05:21:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:45.310Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.3, "tickDirection": "PlusTick", "trdMatchID": "fdc7fdc9-07e7-c934-1d53-62288426f9cd", "grossValue": 1119900, "homeNotional": 0.3377997973201216, "foreignNotional": 126.1006643396014}]} 2020-08-12 05:21:45 DEBUG: message ignored 2020-08-12 05:21:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:45.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 160, "price": 373.25, "tickDirection": "MinusTick", "trdMatchID": "e1ca8a11-4313-a837-a98e-cd5d1ad07ae8", "grossValue": 5972000, "homeNotional": 1.8015989190406485, "foreignNotional": 672.4467965319221}]} 2020-08-12 05:21:45 DEBUG: message ignored 2020-08-12 05:21:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:45.957Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.4, "tickDirection": "PlusTick", "trdMatchID": "ed332267-624d-59ae-e308-aecc31eeb735", "grossValue": 560100, "homeNotional": 0.1688998986600608, "foreignNotional": 63.067222159666706}]} 2020-08-12 05:21:45 DEBUG: message ignored 2020-08-12 05:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:46.001Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "acc7ee0f-1f78-8996-873a-2dd72e555fe6", "grossValue": 186700, "homeNotional": 0.056299966220020266, "foreignNotional": 21.022407386555567}]} 2020-08-12 05:21:46 DEBUG: message ignored 2020-08-12 05:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 373.35, "tickDirection": "MinusTick", "trdMatchID": "d64173e3-cd3e-dd0c-25c0-f316cf3aed20", "grossValue": 9968445, "homeNotional": 3.0064181961490823, "foreignNotional": 1122.4462335322598}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 373.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "762f27de-0729-9120-39c9-ca68148339ad", "grossValue": 9968445, "homeNotional": 3.0064181961490823, "foreignNotional": 1122.4462335322598}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "84a57d57-40f5-fc93-7551-b6a3ecb520d9", "grossValue": 933250, "homeNotional": 0.28149983110010135, "foreignNotional": 105.08388694966783}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 266, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f78796a-a735-1c36-2e8f-8c2d1c61f28c", "grossValue": 9929780, "homeNotional": 2.995158202905078, "foreignNotional": 1118.0925571444657}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 266, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "1328f308-9cd2-2dab-c183-818a282c78bf", "grossValue": 9929780, "homeNotional": 2.995158202905078, "foreignNotional": 1118.0925571444657}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 236, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0e05956-2063-83e6-b6f7-706c1948f8fb", "grossValue": 8809880, "homeNotional": 2.6573584055849566, "foreignNotional": 991.9918928048643}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 215, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9a1e315-9dfd-3e38-835b-c7fd98b05826", "grossValue": 8025950, "homeNotional": 2.4208985474608715, "foreignNotional": 903.7214277671434}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 219, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2d840c9-202f-e1a0-80b5-cffdf1c4a7e4", "grossValue": 8175270, "homeNotional": 2.4659385204368878, "foreignNotional": 920.5348496790901}, {"timestamp": "2020-08-12T02:21:46.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 68, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "29a3ab47-e768-1f16-001f-25abd0cca70e", "grossValue": 2538440, "homeNotional": 0.7656795405922756, "foreignNotional": 285.8281725030965}]} 2020-08-12 05:21:46 DEBUG: message ignored 2020-08-12 05:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:46.239Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.4, "tickDirection": "PlusTick", "trdMatchID": "8c2ab228-40a4-40d6-afdf-34f7cced2f1d", "grossValue": 373400, "homeNotional": 0.11259993244004053, "foreignNotional": 42.044814773111135}]} 2020-08-12 05:21:46 DEBUG: message ignored 2020-08-12 05:21:46 DEBUG: check clearing time needed clearing_process_timer=1186.619075 2020-08-12 05:21:46 DEBUG: check init order needed init_order_process_timer=1286.619685 2020-08-12 05:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:46.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 134, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "6bb1e3b7-40e8-8899-ba44-83e0ea95561c", "grossValue": 5003560, "homeNotional": 1.508839094696543, "foreignNotional": 563.4005179596892}, {"timestamp": "2020-08-12T02:21:46.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 3980, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "00e8ec7d-2ca9-c875-7825-1016f7b3014f", "grossValue": 148613200, "homeNotional": 44.814773111136134, "foreignNotional": 16733.836279698233}, {"timestamp": "2020-08-12T02:21:46.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "7ad1db03-8d03-64f1-99e3-3044c9f6db7f", "grossValue": 1120350, "homeNotional": 0.3377997973201216, "foreignNotional": 126.15133430919941}, {"timestamp": "2020-08-12T02:21:46.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 886, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "52534ac7-68b9-79a5-6277-0c5f8c4d4419", "grossValue": 33087670, "homeNotional": 9.976354014187592, "foreignNotional": 3725.669406598356}]} 2020-08-12 05:21:46 DEBUG: message ignored 2020-08-12 05:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:46.703Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "57eaa9ee-6124-572b-ad24-503d0ece433e", "grossValue": 37340, "homeNotional": 0.011259993244004054, "foreignNotional": 4.204481477311114}]} 2020-08-12 05:21:46 DEBUG: message ignored 2020-08-12 05:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:46.752Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e032b6e5-c167-6bb5-4940-771a4f292631", "grossValue": 37340, "homeNotional": 0.011259993244004054, "foreignNotional": 4.204481477311114}]} 2020-08-12 05:21:46 DEBUG: message ignored 2020-08-12 05:21:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:47.201Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "072562ad-6892-9241-ab3a-b066a63f2d43", "grossValue": 37340, "homeNotional": 0.011259993244004054, "foreignNotional": 4.204481477311114}]} 2020-08-12 05:21:47 DEBUG: message ignored 2020-08-12 05:21:47 DEBUG: check clearing time needed clearing_process_timer=1187.620924 2020-08-12 05:21:47 DEBUG: check init order needed init_order_process_timer=1287.621293 2020-08-12 05:21:48 DEBUG: check clearing time needed clearing_process_timer=1188.622491 2020-08-12 05:21:48 DEBUG: check init order needed init_order_process_timer=1288.622818 2020-08-12 05:21:49 DEBUG: check clearing time needed clearing_process_timer=1189.623991 2020-08-12 05:21:49 DEBUG: check init order needed init_order_process_timer=1289.624245 2020-08-12 05:21:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:49.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 4114, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "db1f2da0-9cf9-f280-7fb1-9d5d3e7622fe", "grossValue": 153637330, "homeNotional": 46.323612205832674, "foreignNotional": 17299.552978268213}, {"timestamp": "2020-08-12T02:21:49.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2018c090-7a6a-1bee-c0a8-ba2a3e599bac", "grossValue": 224070000, "homeNotional": 67.55995946402432, "foreignNotional": 25230.266861839882}, {"timestamp": "2020-08-12T02:21:49.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 3980, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b905ad13-5378-53c3-824d-24d8ace5f254", "grossValue": 148633100, "homeNotional": 44.814773111136134, "foreignNotional": 16736.07701835379}, {"timestamp": "2020-08-12T02:21:49.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 531, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "09e32f71-e4a7-320c-9b0d-5b608dd034bc", "grossValue": 19830195, "homeNotional": 5.979056412566153, "foreignNotional": 2232.8786172728296}, {"timestamp": "2020-08-12T02:21:49.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ccbdaea7-0751-8810-5170-5fa691554ab6", "grossValue": 149380000, "homeNotional": 45.039972976016216, "foreignNotional": 16820.177907893256}]} 2020-08-12 05:21:49 DEBUG: message ignored 2020-08-12 05:21:50 DEBUG: check clearing time needed clearing_process_timer=1190.625421 2020-08-12 05:21:50 DEBUG: check init order needed init_order_process_timer=1290.625693 2020-08-12 05:21:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:50.757Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "963a1964-5b59-77a4-87de-469dba8c7c3e", "grossValue": 37340, "homeNotional": 0.011259993244004054, "foreignNotional": 4.204481477311114}]} 2020-08-12 05:21:50 DEBUG: message ignored 2020-08-12 05:21:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:50.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9610c58-d45c-3c25-2415-4737bf8c20b1", "grossValue": 37340000, "homeNotional": 11.259993244004054, "foreignNotional": 4204.481477311114}]} 2020-08-12 05:21:50 DEBUG: message ignored 2020-08-12 05:21:51 DEBUG: check clearing time needed clearing_process_timer=1191.62689 2020-08-12 05:21:51 DEBUG: check init order needed init_order_process_timer=1291.627165 2020-08-12 05:21:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:51.700Z", "symbol": "ETHUSD", "side": "Buy", "size": 3980, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "b90b2a4b-0b75-afd1-a898-2d9ba5c4bd6b", "grossValue": 148633100, "homeNotional": 44.814773111136134, "foreignNotional": 16736.07701835379}]} 2020-08-12 05:21:51 DEBUG: message ignored 2020-08-12 05:21:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:52.447Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.5, "tickDirection": "PlusTick", "trdMatchID": "05d2cd1e-801c-8424-af21-844b8468bd4d", "grossValue": 37350, "homeNotional": 0.011259993244004054, "foreignNotional": 4.205607476635514}]} 2020-08-12 05:21:52 DEBUG: message ignored 2020-08-12 05:21:52 DEBUG: check clearing time needed clearing_process_timer=1192.628432 2020-08-12 05:21:52 DEBUG: check init order needed init_order_process_timer=1292.62871 2020-08-12 05:21:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:53.189Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.55, "tickDirection": "PlusTick", "trdMatchID": "a94eb24e-c5dd-7aa2-2a41-6e700916c558", "grossValue": 37355, "homeNotional": 0.011259993244004054, "foreignNotional": 4.206170476297714}]} 2020-08-12 05:21:53 DEBUG: message ignored 2020-08-12 05:21:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:53.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.5, "tickDirection": "MinusTick", "trdMatchID": "ea466512-c23f-f9a0-1a0c-8120a3f5b73f", "grossValue": 37350, "homeNotional": 0.011259993244004054, "foreignNotional": 4.205607476635514}]} 2020-08-12 05:21:53 DEBUG: message ignored 2020-08-12 05:21:53 DEBUG: check clearing time needed clearing_process_timer=1193.629882 2020-08-12 05:21:53 DEBUG: check init order needed init_order_process_timer=1293.630203 2020-08-12 05:21:54 DEBUG: check clearing time needed clearing_process_timer=1194.631409 2020-08-12 05:21:54 DEBUG: check init order needed init_order_process_timer=1294.63173 2020-08-12 05:21:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:54.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 373.55, "tickDirection": "PlusTick", "trdMatchID": "20371121-c412-079d-6484-866a67bc8a69", "grossValue": 1083295, "homeNotional": 0.32653980407611755, "foreignNotional": 121.97894381263372}, {"timestamp": "2020-08-12T02:21:54.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "8c2eb125-7f07-2241-791e-35ecdf9d7ad6", "grossValue": 37355, "homeNotional": 0.011259993244004054, "foreignNotional": 4.206170476297714}, {"timestamp": "2020-08-12T02:21:54.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e58481d-bc83-85fb-efaa-110adee8db3e", "grossValue": 56032500, "homeNotional": 16.88998986600608, "foreignNotional": 6309.255714446571}]} 2020-08-12 05:21:54 DEBUG: message ignored 2020-08-12 05:21:55 DEBUG: check clearing time needed clearing_process_timer=1195.632979 2020-08-12 05:21:55 DEBUG: check init order needed init_order_process_timer=1295.633318 2020-08-12 05:21:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:56.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "ebd911f1-775c-71a6-0aab-555c8548c10c", "grossValue": 560400, "homeNotional": 0.1688998986600608, "foreignNotional": 63.101002139398716}]} 2020-08-12 05:21:56 DEBUG: message ignored 2020-08-12 05:21:56 DEBUG: check clearing time needed clearing_process_timer=1196.634495 2020-08-12 05:21:56 DEBUG: check init order needed init_order_process_timer=1296.634761 2020-08-12 05:21:57 DEBUG: check clearing time needed clearing_process_timer=1197.635946 2020-08-12 05:21:57 DEBUG: check init order needed init_order_process_timer=1297.636228 2020-08-12 05:21:58 DEBUG: check clearing time needed clearing_process_timer=1198.637094 2020-08-12 05:21:58 DEBUG: check init order needed init_order_process_timer=1298.637435 2020-08-12 05:21:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:59.440Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c0be8e0-a14b-b504-80ab-1c3dc5ac24d3", "grossValue": 560400, "homeNotional": 0.1688998986600608, "foreignNotional": 63.101002139398716}, {"timestamp": "2020-08-12T02:21:59.440Z", "symbol": "ETHUSD", "side": "Buy", "size": 485, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa0a3cfc-9400-b6ab-2ea9-ef5b8872e485", "grossValue": 18119600, "homeNotional": 5.461096723341966, "foreignNotional": 2040.2657358405586}]} 2020-08-12 05:21:59 DEBUG: message ignored 2020-08-12 05:21:59 DEBUG: check clearing time needed clearing_process_timer=1199.638595 2020-08-12 05:21:59 DEBUG: check init order needed init_order_process_timer=1299.638872 2020-08-12 05:21:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:21:59.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "deda6936-5157-267f-6dab-47a50b78d801", "grossValue": 37355, "homeNotional": 0.011259993244004054, "foreignNotional": 4.206170476297714}]} 2020-08-12 05:21:59 DEBUG: message ignored 2020-08-12 05:22:00 DEBUG: check clearing time needed clearing_process_timer=1200.640044 2020-08-12 05:22:00 DEBUG: check init order needed init_order_process_timer=1300.640314 2020-08-12 05:22:01 DEBUG: check clearing time needed clearing_process_timer=1201.643327 2020-08-12 05:22:01 DEBUG: check init order needed init_order_process_timer=1301.65305 2020-08-12 05:22:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:02.150Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "fbe6832e-e10f-65d2-c1bb-a935ac760089", "grossValue": 2652205, "homeNotional": 0.7985603419187943, "foreignNotional": 298.3022157237656}]} 2020-08-12 05:22:02 DEBUG: message ignored 2020-08-12 05:22:02 DEBUG: check clearing time needed clearing_process_timer=1202.656553 2020-08-12 05:22:02 DEBUG: check init order needed init_order_process_timer=1302.656908 2020-08-12 05:22:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:02.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.5, "tickDirection": "MinusTick", "trdMatchID": "fb31b22c-6047-6acd-ba9b-b0f9ba990fdd", "grossValue": 1867500, "homeNotional": 0.5623664379709818, "foreignNotional": 210.04386458216175}, {"timestamp": "2020-08-12T02:22:02.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e51000a8-c90f-b364-74e9-305c95b07e08", "grossValue": 2651850, "homeNotional": 0.7985603419187943, "foreignNotional": 298.26228770666967}]} 2020-08-12 05:22:02 DEBUG: message ignored 2020-08-12 05:22:03 DEBUG: check clearing time needed clearing_process_timer=1203.65817 2020-08-12 05:22:03 DEBUG: check init order needed init_order_process_timer=1303.658441 2020-08-12 05:22:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.45, "tickDirection": "MinusTick", "trdMatchID": "937ddd28-ff91-0358-2d7c-48e029442daf", "grossValue": 1083005, "homeNotional": 0.3261725340231695, "foreignNotional": 121.80913283095265}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "eba4f9a7-28de-f257-cb89-039174ced75b", "grossValue": 2651495, "homeNotional": 0.7985603419187943, "foreignNotional": 298.22235968957375}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 349, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "1862fcec-3470-2a27-3163-e9352184a942", "grossValue": 13033405, "homeNotional": 3.9253177370374535, "foreignNotional": 1465.909908896637}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "8e6bba85-aa94-e49e-aa0e-f3b6f5394c13", "grossValue": 1867000, "homeNotional": 0.5623664379709818, "foreignNotional": 209.98762793836462}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "971e6011-1be9-432b-d642-4878e6a6efed", "grossValue": 1082860, "homeNotional": 0.3261725340231695, "foreignNotional": 121.79282420425149}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b1ee04a-47c2-183c-7d28-15506c0a83ca", "grossValue": 2651140, "homeNotional": 0.7985603419187943, "foreignNotional": 298.1824316724778}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.35, "tickDirection": "MinusTick", "trdMatchID": "dfd4e7ec-8c82-fb8c-374e-96880b9f0db5", "grossValue": 2650785, "homeNotional": 0.7985603419187943, "foreignNotional": 298.14250365538186}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "ebca61df-1ed7-ea94-1ba5-fc3185355d94", "grossValue": 1082570, "homeNotional": 0.3261725340231695, "foreignNotional": 121.76020695084917}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9445746-834d-601d-dd1d-0e345ad8504a", "grossValue": 1866500, "homeNotional": 0.5623664379709818, "foreignNotional": 209.93139129456753}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "53402d98-5c07-60e4-6b86-3701754563f0", "grossValue": 111990, "homeNotional": 0.03374198627825891, "foreignNotional": 12.595883477674052}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "7bd74a49-830b-f436-1fa6-6cf3d9664bb6", "grossValue": 2650430, "homeNotional": 0.7985603419187943, "foreignNotional": 298.1025756382859}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.25, "tickDirection": "MinusTick", "trdMatchID": "70a7137e-3f0f-a0cc-ad2b-be3440f85cf5", "grossValue": 1119750, "homeNotional": 0.3374198627825891, "foreignNotional": 125.9419637836014}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "fe1f7c80-8fb7-44fd-797f-5e693a1e6ca6", "grossValue": 1082425, "homeNotional": 0.3261725340231695, "foreignNotional": 121.74389832414802}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "2371bc3d-3df5-fd6f-2270-9861fb9984c6", "grossValue": 8099525, "homeNotional": 2.4406703407940613, "foreignNotional": 910.9802047013834}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "3cdf31e3-0a55-142f-708c-5d0f5b9ab4b7", "grossValue": 2650075, "homeNotional": 0.7985603419187943, "foreignNotional": 298.06264762118997}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "02457ea1-0547-4e84-84a2-177fc1f4115b", "grossValue": 8099525, "homeNotional": 2.4406703407940613, "foreignNotional": 910.9802047013834}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "f26eaa31-d91a-1932-49d8-45b82f948f80", "grossValue": 1866000, "homeNotional": 0.5623664379709818, "foreignNotional": 209.87515465077044}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "17649992-e3b9-4679-6d44-68701e6311df", "grossValue": 2649720, "homeNotional": 0.7985603419187943, "foreignNotional": 298.02271960409405}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 214, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b40614d-a9ea-9eca-6f9c-7426237de077", "grossValue": 7986480, "homeNotional": 2.4069283545158027, "foreignNotional": 898.2656619052975}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "e7d79140-8ec4-184f-ac7b-4415bce38225", "grossValue": 37315, "homeNotional": 0.011247328759419637, "foreignNotional": 4.196940726577438}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7b4518e-bcc1-6104-6224-11acd65f7125", "grossValue": 1082135, "homeNotional": 0.3261725340231695, "foreignNotional": 121.7112810707457}, {"timestamp": "2020-08-12T02:22:03.688Z", "symbol": "ETHUSD", "side": "Sell", "size": 8248, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "de80694c-b213-307c-05f7-ca1af894e8e2", "grossValue": 307774120, "homeNotional": 92.76796760769318, "foreignNotional": 34616.36711281071}]} 2020-08-12 05:22:03 DEBUG: message ignored 2020-08-12 05:22:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:03.751Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.2, "tickDirection": "PlusTick", "trdMatchID": "f4ad3fcc-3721-5066-f79a-076a4f0096a6", "grossValue": 1119600, "homeNotional": 0.3374198627825891, "foreignNotional": 125.92509279046226}]} 2020-08-12 05:22:03 DEBUG: message ignored 2020-08-12 05:22:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:03.835Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "e42ecce0-2000-8473-e1d6-f31f58acd50b", "grossValue": 186600, "homeNotional": 0.05623664379709819, "foreignNotional": 20.987515465077045}]} 2020-08-12 05:22:03 DEBUG: message ignored 2020-08-12 05:22:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:03.853Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "b010b4df-ff94-c990-454e-a2f07c7c1e24", "grossValue": 447780, "homeNotional": 0.13496794511303564, "foreignNotional": 50.363288718929255}]} 2020-08-12 05:22:03 DEBUG: message ignored 2020-08-12 05:22:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:03.878Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "92cb2916-27a1-e4ae-193e-0408136a4cec", "grossValue": 373150, "homeNotional": 0.11247328759419638, "foreignNotional": 41.96940726577438}]} 2020-08-12 05:22:03 DEBUG: message ignored 2020-08-12 05:22:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:04.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 465, "price": 373.2, "tickDirection": "PlusTick", "trdMatchID": "ff04aa25-355d-5d4e-ef9f-6489496e38c6", "grossValue": 17353800, "homeNotional": 5.230007873130131, "foreignNotional": 1951.838938252165}]} 2020-08-12 05:22:04 DEBUG: message ignored 2020-08-12 05:22:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:04.140Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.3, "tickDirection": "PlusTick", "trdMatchID": "f1a01842-d752-7dba-64d9-8df2005e0735", "grossValue": 1119900, "homeNotional": 0.3374198627825891, "foreignNotional": 125.95883477674053}]} 2020-08-12 05:22:04 DEBUG: message ignored 2020-08-12 05:22:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 6694, "price": 373.35, "tickDirection": "PlusTick", "trdMatchID": "7328f20e-7c17-417f-dc49-17ca3343371b", "grossValue": 249920490, "homeNotional": 75.28961871555505, "foreignNotional": 28109.37914745248}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "39068f8b-459a-01bd-4515-2264efad909c", "grossValue": 2613100, "homeNotional": 0.7873130131593746, "foreignNotional": 293.90394781239456}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "87ba8c6f-f563-bdd8-cb6d-7174e4ec9ccc", "grossValue": 149320000, "homeNotional": 44.98931503767855, "foreignNotional": 16794.511303565403}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "677dabed-409b-8e1e-7126-50eef4130cd0", "grossValue": 9967110, "homeNotional": 3.0030367787650434, "foreignNotional": 1121.0336295129907}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 1387, "price": 373.25, "tickDirection": "MinusTick", "trdMatchID": "cffe5a9b-2a40-46cd-1ccf-58e95f72e3a8", "grossValue": 51769775, "homeNotional": 15.600044989315037, "foreignNotional": 5822.716792261838}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 564, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "92f0bc78-0939-61a4-e38a-e43f9a883ed1", "grossValue": 21051300, "homeNotional": 6.343493420312676, "foreignNotional": 2367.7089191317064}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 234, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "45f278d6-14b9-40ed-ca90-3bc8f5ad08d6", "grossValue": 8734050, "homeNotional": 2.6318749297041952, "foreignNotional": 982.3473175120909}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 511, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "54823bba-07e2-ef0a-fbaf-155584dec8bb", "grossValue": 19073075, "homeNotional": 5.747384996063435, "foreignNotional": 2145.211449780677}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 466, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "95d106b5-ad79-6309-a08d-b9ef6b232c68", "grossValue": 17393450, "homeNotional": 5.241255201889551, "foreignNotional": 1956.298504105275}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "567a4601-9ac8-7a20-b9ed-c2f2e816e3c3", "grossValue": 223950000, "homeNotional": 67.48397255651783, "foreignNotional": 25188.392756720277}, {"timestamp": "2020-08-12T02:22:04.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 9807, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbd90b91-ba97-031c-f181-0d7ffcaa227c", "grossValue": 366046275, "homeNotional": 110.30255314362839, "foreignNotional": 41170.4279608593}]} 2020-08-12 05:22:04 DEBUG: message ignored 2020-08-12 05:22:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:04.349Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.4, "tickDirection": "PlusTick", "trdMatchID": "efb9e6df-d795-a7a3-41d0-cc8d7703fd44", "grossValue": 1120200, "homeNotional": 0.3374198627825891, "foreignNotional": 125.99257676301879}]} 2020-08-12 05:22:04 DEBUG: message ignored 2020-08-12 05:22:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:04.382Z", "symbol": "ETHUSD", "side": "Sell", "size": 2259, "price": 373.35, "tickDirection": "MinusTick", "trdMatchID": "68263102-8b7a-29f9-fc57-0d436888e25c", "grossValue": 84339765, "homeNotional": 25.40771566752896, "foreignNotional": 9485.970644471938}]} 2020-08-12 05:22:04 DEBUG: message ignored 2020-08-12 05:22:04 DEBUG: check clearing time needed clearing_process_timer=1204.659649 2020-08-12 05:22:04 DEBUG: check init order needed init_order_process_timer=1304.659977 2020-08-12 05:22:05 DEBUG: check clearing time needed clearing_process_timer=1205.661162 2020-08-12 05:22:05 DEBUG: check init order needed init_order_process_timer=1305.662502 2020-08-12 05:22:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:05.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 2872, "price": 373.4, "tickDirection": "PlusTick", "trdMatchID": "922c410e-b4dd-4993-7d8c-fb80f451086a", "grossValue": 107240480, "homeNotional": 32.3023281970532, "foreignNotional": 12061.689348779664}]} 2020-08-12 05:22:05 DEBUG: message ignored 2020-08-12 05:22:06 DEBUG: check clearing time needed clearing_process_timer=1206.663685 2020-08-12 05:22:06 DEBUG: check init order needed init_order_process_timer=1306.663974 2020-08-12 05:22:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:06.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 6375, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "743fae6e-b2c1-196c-0d45-b0a443572ac9", "grossValue": 238042500, "homeNotional": 71.70172084130019, "foreignNotional": 26773.42256214149}, {"timestamp": "2020-08-12T02:22:06.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "e7a9207f-275a-9a95-da04-e043e338442b", "grossValue": 224040000, "homeNotional": 67.48397255651783, "foreignNotional": 25198.515352603757}, {"timestamp": "2020-08-12T02:22:06.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "45da2e25-2f23-4638-a314-af899a0e8508", "grossValue": 37340, "homeNotional": 0.011247328759419637, "foreignNotional": 4.199752558767293}]} 2020-08-12 05:22:06 DEBUG: message ignored 2020-08-12 05:22:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:06.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "62797a0f-f3d0-f62c-46df-a1d9432365ec", "grossValue": 560175, "homeNotional": 0.16870993139129456, "foreignNotional": 63.004723878078956}]} 2020-08-12 05:22:06 DEBUG: message ignored 2020-08-12 05:22:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:07.235Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "9fe05c4b-0dd0-0add-c1cf-9c7374ebaca7", "grossValue": 1754980, "homeNotional": 0.528624451692723, "foreignNotional": 197.38837026206275}]} 2020-08-12 05:22:07 DEBUG: message ignored 2020-08-12 05:22:07 DEBUG: check clearing time needed clearing_process_timer=1207.66516 2020-08-12 05:22:07 DEBUG: check init order needed init_order_process_timer=1307.665468 2020-08-12 05:22:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:07.902Z", "symbol": "ETHUSD", "side": "Sell", "size": 1450, "price": 373.35, "tickDirection": "MinusTick", "trdMatchID": "b78ddc10-a47d-92e1-2c42-64ae42d84246", "grossValue": 54135750, "homeNotional": 16.308626701158474, "foreignNotional": 6088.825778877516}]} 2020-08-12 05:22:07 DEBUG: message ignored 2020-08-12 05:22:08 DEBUG: check clearing time needed clearing_process_timer=1208.666654 2020-08-12 05:22:08 DEBUG: check init order needed init_order_process_timer=1308.666973 2020-08-12 05:22:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:09.103Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 373.4, "tickDirection": "PlusTick", "trdMatchID": "c84cbe7d-ddd1-a8e8-2618-d63384290426", "grossValue": 1530940, "homeNotional": 0.46114047913620515, "foreignNotional": 172.189854909459}]} 2020-08-12 05:22:09 DEBUG: message ignored 2020-08-12 05:22:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:09.279Z", "symbol": "ETHUSD", "side": "Sell", "size": 1450, "price": 373.35, "tickDirection": "MinusTick", "trdMatchID": "f7537583-51f0-9dfc-5f56-8c36b139ecad", "grossValue": 54135750, "homeNotional": 16.308626701158474, "foreignNotional": 6088.825778877516}]} 2020-08-12 05:22:09 DEBUG: message ignored 2020-08-12 05:22:09 DEBUG: check clearing time needed clearing_process_timer=1209.668144 2020-08-12 05:22:09 DEBUG: check init order needed init_order_process_timer=1309.668418 2020-08-12 05:22:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:09.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 12321, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "db5af4de-4569-d3eb-84dc-4fe7291e6ed4", "grossValue": 459942930, "homeNotional": 138.57833764480935, "foreignNotional": 51731.293442807335}]} 2020-08-12 05:22:09 DEBUG: message ignored 2020-08-12 05:22:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:10.619Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.35, "tickDirection": "PlusTick", "trdMatchID": "115fa140-ae60-553a-7ce4-52e14d6989ab", "grossValue": 410685, "homeNotional": 0.12372061635361602, "foreignNotional": 46.19109211562254}]} 2020-08-12 05:22:10 DEBUG: message ignored 2020-08-12 05:22:10 DEBUG: check clearing time needed clearing_process_timer=1210.669584 2020-08-12 05:22:10 DEBUG: check init order needed init_order_process_timer=1310.669842 2020-08-12 05:22:11 DEBUG: check clearing time needed clearing_process_timer=1211.671041 2020-08-12 05:22:11 DEBUG: check init order needed init_order_process_timer=1311.67139 2020-08-12 05:22:12 DEBUG: check clearing time needed clearing_process_timer=1212.672544 2020-08-12 05:22:12 DEBUG: check init order needed init_order_process_timer=1312.672881 2020-08-12 05:22:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:13.063Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e25f444-7cd9-3090-fae8-954adb6573b8", "grossValue": 37335, "homeNotional": 0.011247328759419637, "foreignNotional": 4.199190192329322}]} 2020-08-12 05:22:13 DEBUG: message ignored 2020-08-12 05:22:13 DEBUG: check clearing time needed clearing_process_timer=1213.673056 2020-08-12 05:22:13 DEBUG: check init order needed init_order_process_timer=1313.673374 2020-08-12 05:22:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:14.390Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "9e70e072-ab7b-4d6b-5e86-629357d3b9cf", "grossValue": 1866500, "homeNotional": 0.5623664379709818, "foreignNotional": 209.93139129456753}, {"timestamp": "2020-08-12T02:22:14.390Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "17fa0496-3bab-d13c-20e9-59d607c9cf1c", "grossValue": 261310, "homeNotional": 0.07873130131593746, "foreignNotional": 29.390394781239454}, {"timestamp": "2020-08-12T02:22:14.390Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "37fcd1b9-6612-f9d6-26e9-f2a4ed448640", "grossValue": 1605190, "homeNotional": 0.48363513665504443, "foreignNotional": 180.54099651332808}]} 2020-08-12 05:22:14 DEBUG: message ignored 2020-08-12 05:22:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:14.531Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.35, "tickDirection": "PlusTick", "trdMatchID": "0b9f8794-f3ce-7ce6-9e49-a49c376e4801", "grossValue": 410685, "homeNotional": 0.12372061635361602, "foreignNotional": 46.19109211562254}]} 2020-08-12 05:22:14 DEBUG: message ignored 2020-08-12 05:22:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:14.534Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d8f6cb4-a8a7-3a16-ce7b-91236c320333", "grossValue": 485355, "homeNotional": 0.14621527387245528, "foreignNotional": 54.58947250028118}]} 2020-08-12 05:22:14 DEBUG: message ignored 2020-08-12 05:22:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:14.537Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "30ddd930-2675-862d-a03c-84272dd2d28e", "grossValue": 373350, "homeNotional": 0.11247328759419638, "foreignNotional": 41.99190192329322}]} 2020-08-12 05:22:14 DEBUG: message ignored 2020-08-12 05:22:14 DEBUG: check clearing time needed clearing_process_timer=1214.674603 2020-08-12 05:22:14 DEBUG: check init order needed init_order_process_timer=1314.67484 2020-08-12 05:22:15 DEBUG: check clearing time needed clearing_process_timer=1215.676046 2020-08-12 05:22:15 DEBUG: check init order needed init_order_process_timer=1315.676362 2020-08-12 05:22:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:16.279Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "fb901704-1d33-0e19-e20e-0d29aa807734", "grossValue": 1082570, "homeNotional": 0.3261725340231695, "foreignNotional": 121.76020695084917}, {"timestamp": "2020-08-12T02:22:16.279Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "36b5f78b-3688-e775-a586-b39af956ed65", "grossValue": 3733000, "homeNotional": 1.1247328759419637, "foreignNotional": 419.86278258913507}]} 2020-08-12 05:22:16 DEBUG: message ignored 2020-08-12 05:22:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:16.340Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.25, "tickDirection": "MinusTick", "trdMatchID": "2e4d34be-2ee0-f66d-92b7-31e5328720cf", "grossValue": 1082425, "homeNotional": 0.3261725340231695, "foreignNotional": 121.74389832414802}]} 2020-08-12 05:22:16 DEBUG: message ignored 2020-08-12 05:22:16 DEBUG: check clearing time needed clearing_process_timer=1216.677175 2020-08-12 05:22:16 DEBUG: check init order needed init_order_process_timer=1316.67744 2020-08-12 05:22:17 DEBUG: check clearing time needed clearing_process_timer=1217.679928 2020-08-12 05:22:17 DEBUG: check init order needed init_order_process_timer=1317.68532 2020-08-12 05:22:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:17.877Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "8b3203a1-a6df-3509-c155-91f1bdcfaaa9", "grossValue": 9517875, "homeNotional": 2.8680688336520075, "foreignNotional": 1070.506692160612}, {"timestamp": "2020-08-12T02:22:17.877Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "9db0febe-1e58-e395-e2ed-d895d33a254a", "grossValue": 9517875, "homeNotional": 2.8680688336520075, "foreignNotional": 1070.506692160612}, {"timestamp": "2020-08-12T02:22:17.877Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4655b48d-08da-a788-eb69-6e4c52973486", "grossValue": 9517875, "homeNotional": 2.8680688336520075, "foreignNotional": 1070.506692160612}, {"timestamp": "2020-08-12T02:22:17.877Z", "symbol": "ETHUSD", "side": "Buy", "size": 2235, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7d27176-bf0c-0d70-906f-2588804062e6", "grossValue": 83421375, "homeNotional": 25.13777977730289, "foreignNotional": 9382.676301878304}]} 2020-08-12 05:22:17 DEBUG: message ignored 2020-08-12 05:22:18 DEBUG: check clearing time needed clearing_process_timer=1218.686205 2020-08-12 05:22:18 DEBUG: check init order needed init_order_process_timer=1318.686522 2020-08-12 05:22:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:18.834Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "8d11accd-ad4e-bb91-e2e8-b8693ba8ad2e", "grossValue": 37320, "homeNotional": 0.011247328759419637, "foreignNotional": 4.197503093015409}]} 2020-08-12 05:22:18 DEBUG: message ignored 2020-08-12 05:22:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:19.310Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0215562-f2b0-c688-e080-aeb099b685a4", "grossValue": 37320, "homeNotional": 0.011247328759419637, "foreignNotional": 4.197503093015409}]} 2020-08-12 05:22:19 DEBUG: message ignored 2020-08-12 05:22:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 532, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "b12786ed-76e4-c232-c6b3-8f779f904996", "grossValue": 19856900, "homeNotional": 5.983578900011247, "foreignNotional": 2233.370824429198}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 187, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "10dd62f7-b89c-f8eb-3786-44d43b2600d5", "grossValue": 6979775, "homeNotional": 2.1032504780114722, "foreignNotional": 785.038240917782}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d39bdd4-9000-ac09-bd9c-8e2f37a9b366", "grossValue": 37325000, "homeNotional": 11.247328759419638, "foreignNotional": 4198.06545945338}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 1800, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "3c163eea-3a89-5c2d-3bc4-dfde209a0df3", "grossValue": 67185000, "homeNotional": 20.245191766955347, "foreignNotional": 7556.517827016084}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e51f0d7e-e5bf-708c-529e-0be1541abbcc", "grossValue": 55987500, "homeNotional": 16.870993139129457, "foreignNotional": 6297.098189180069}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc5da5a7-fbb9-2a06-2eda-cc8574f526a4", "grossValue": 55987500, "homeNotional": 16.870993139129457, "foreignNotional": 6297.098189180069}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ca80fff-2ad9-bf69-5087-385fa5649fc9", "grossValue": 37325000, "homeNotional": 11.247328759419638, "foreignNotional": 4198.06545945338}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bab6ed57-c411-f1d1-7057-72dde1f72f6a", "grossValue": 18662500, "homeNotional": 5.623664379709819, "foreignNotional": 2099.03272972669}, {"timestamp": "2020-08-12T02:22:19.614Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5314327a-0550-687a-2565-96f98acf9203", "grossValue": 373250, "homeNotional": 0.11247328759419638, "foreignNotional": 41.980654594533796}]} 2020-08-12 05:22:19 DEBUG: message ignored 2020-08-12 05:22:19 DEBUG: check clearing time needed clearing_process_timer=1219.687365 2020-08-12 05:22:19 DEBUG: check init order needed init_order_process_timer=1319.687703 2020-08-12 05:22:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:20.672Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.3, "tickDirection": "PlusTick", "trdMatchID": "663ff1c9-89f7-9ba9-39e2-7d32cc8bf264", "grossValue": 37330, "homeNotional": 0.011247328759419637, "foreignNotional": 4.198627825891351}]} 2020-08-12 05:22:20 DEBUG: message ignored 2020-08-12 05:22:20 DEBUG: check clearing time needed clearing_process_timer=1220.688869 2020-08-12 05:22:20 DEBUG: check init order needed init_order_process_timer=1320.688986 2020-08-12 05:22:21 DEBUG: check clearing time needed clearing_process_timer=1221.69018 2020-08-12 05:22:21 DEBUG: check init order needed init_order_process_timer=1321.690469 2020-08-12 05:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:21.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 929, "price": 373.25, "tickDirection": "MinusTick", "trdMatchID": "fc230ea8-1a30-1703-022e-3c93d6f95a25", "grossValue": 34674925, "homeNotional": 10.448768417500844, "foreignNotional": 3900.0028118321898}, {"timestamp": "2020-08-12T02:22:21.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 2235, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "82a3f844-3ee9-cade-4804-c1279046d65b", "grossValue": 83421375, "homeNotional": 25.13777977730289, "foreignNotional": 9382.676301878304}, {"timestamp": "2020-08-12T02:22:21.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "2d6e3321-71cf-b981-92d7-9b579982c067", "grossValue": 1791360, "homeNotional": 0.5398717804521426, "foreignNotional": 201.4801484647396}, {"timestamp": "2020-08-12T02:22:21.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 1117, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "05e12bbf-6ed3-29d3-2d64-a71722d69d1a", "grossValue": 41686440, "homeNotional": 12.563266224271736, "foreignNotional": 4688.610954898211}]} 2020-08-12 05:22:21 DEBUG: message ignored 2020-08-12 05:22:22 DEBUG: check clearing time needed clearing_process_timer=1222.691657 2020-08-12 05:22:22 DEBUG: check init order needed init_order_process_timer=1322.691913 2020-08-12 05:22:23 DEBUG: check clearing time needed clearing_process_timer=1223.693087 2020-08-12 05:22:23 DEBUG: check init order needed init_order_process_timer=1323.693374 2020-08-12 05:22:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:24.143Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b23bd54-763b-672f-80e2-0c9154d8a958", "grossValue": 18660000, "homeNotional": 5.623664379709819, "foreignNotional": 2098.7515465077045}, {"timestamp": "2020-08-12T02:22:24.143Z", "symbol": "ETHUSD", "side": "Buy", "size": 390, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "75d023bf-fa5d-5e47-61f3-60911faea2c8", "grossValue": 14554800, "homeNotional": 4.386458216173659, "foreignNotional": 1637.0262062760094}]} 2020-08-12 05:22:24 DEBUG: message ignored 2020-08-12 05:22:24 DEBUG: check clearing time needed clearing_process_timer=1224.694552 2020-08-12 05:22:24 DEBUG: check init order needed init_order_process_timer=1324.694826 2020-08-12 05:22:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:25.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 4526, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "f4fcfb48-2afa-7a20-99ee-351b85aa0f0b", "grossValue": 168887690, "homeNotional": 50.90540996513328, "foreignNotional": 18995.353728489485}]} 2020-08-12 05:22:25 DEBUG: message ignored 2020-08-12 05:22:25 DEBUG: check clearing time needed clearing_process_timer=1225.695993 2020-08-12 05:22:25 DEBUG: check init order needed init_order_process_timer=1325.696335 2020-08-12 05:22:26 DEBUG: check clearing time needed clearing_process_timer=1226.697553 2020-08-12 05:22:26 DEBUG: check init order needed init_order_process_timer=1326.697852 2020-08-12 05:22:27 DEBUG: check clearing time needed clearing_process_timer=1227.699026 2020-08-12 05:22:27 DEBUG: check init order needed init_order_process_timer=1327.699306 2020-08-12 05:22:28 DEBUG: check clearing time needed clearing_process_timer=1228.700518 2020-08-12 05:22:28 DEBUG: check init order needed init_order_process_timer=1328.700782 2020-08-12 05:22:29 DEBUG: check clearing time needed clearing_process_timer=1229.701979 2020-08-12 05:22:29 DEBUG: check init order needed init_order_process_timer=1329.702346 2020-08-12 05:22:30 DEBUG: check clearing time needed clearing_process_timer=1230.703528 2020-08-12 05:22:30 DEBUG: check init order needed init_order_process_timer=1330.703794 2020-08-12 05:22:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:30.702Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d84a85d1-2596-e6d4-1e1e-86289dc60f77", "grossValue": 2649365, "homeNotional": 0.7982909826849561, "foreignNotional": 297.8822801888914}, {"timestamp": "2020-08-12T02:22:30.702Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "5507035c-1dbf-64b0-13a9-ebcc6d3ce39f", "grossValue": 1082135, "homeNotional": 0.3260625140544187, "foreignNotional": 121.67022711940633}, {"timestamp": "2020-08-12T02:22:30.702Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "80deb3b7-9898-9c62-9c7c-9c99a9c29cf8", "grossValue": 37315000, "homeNotional": 11.24353496739375, "foreignNotional": 4195.5250730829775}, {"timestamp": "2020-08-12T02:22:30.702Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "092da20e-47be-b0ac-8eec-71dca2f4c25b", "grossValue": 9963105, "homeNotional": 3.0020238362941307, "foreignNotional": 1120.205194513155}]} 2020-08-12 05:22:30 DEBUG: message ignored 2020-08-12 05:22:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:30.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 373.2, "tickDirection": "PlusTick", "trdMatchID": "b977c9e6-a738-5808-127f-486e2fb13dc0", "grossValue": 261240, "homeNotional": 0.07870474477175624, "foreignNotional": 29.37261074881943}]} 2020-08-12 05:22:31 DEBUG: message ignored 2020-08-12 05:22:31 DEBUG: check clearing time needed clearing_process_timer=1231.705076 2020-08-12 05:22:31 DEBUG: check init order needed init_order_process_timer=1331.705425 2020-08-12 05:22:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:31.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 5006, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "93793f4c-2b54-a8e6-d430-ea455e5117cf", "grossValue": 186798890, "homeNotional": 56.285136046773104, "foreignNotional": 21002.798515853385}, {"timestamp": "2020-08-12T02:22:31.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c92edf07-29ab-491f-a9bf-62e9d249d7ea", "grossValue": 3731500, "homeNotional": 1.124353496739375, "foreignNotional": 419.5525073082977}]} 2020-08-12 05:22:31 DEBUG: message ignored 2020-08-12 05:22:32 DEBUG: check clearing time needed clearing_process_timer=1232.706655 2020-08-12 05:22:32 DEBUG: check init order needed init_order_process_timer=1332.706935 2020-08-12 05:22:33 DEBUG: check clearing time needed clearing_process_timer=1233.708104 2020-08-12 05:22:33 DEBUG: check init order needed init_order_process_timer=1333.708377 2020-08-12 05:22:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:33.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "437ddeef-aca6-966c-2740-d570f7e39e54", "grossValue": 1081990, "homeNotional": 0.3260625140544187, "foreignNotional": 121.65392399370361}, {"timestamp": "2020-08-12T02:22:33.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ced874d4-fc52-4f93-4c12-3f538b96f0e7", "grossValue": 1865500, "homeNotional": 0.5621767483696875, "foreignNotional": 209.7481448167304}, {"timestamp": "2020-08-12T02:22:33.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "76126550-3932-434c-e24c-d5246be06216", "grossValue": 37310, "homeNotional": 0.011243534967393748, "foreignNotional": 4.194962896334608}, {"timestamp": "2020-08-12T02:22:33.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "8d78f962-b377-c1b4-0c7b-fdeaa0dcbb17", "grossValue": 2649010, "homeNotional": 0.7982909826849561, "foreignNotional": 297.84236563975713}, {"timestamp": "2020-08-12T02:22:33.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 3136, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbd34270-08ee-7538-abcc-5037d0f8a9cf", "grossValue": 117004160, "homeNotional": 35.2597256577468, "foreignNotional": 13155.40364290533}]} 2020-08-12 05:22:33 DEBUG: message ignored 2020-08-12 05:22:34 DEBUG: check clearing time needed clearing_process_timer=1234.70909 2020-08-12 05:22:34 DEBUG: check init order needed init_order_process_timer=1334.70936 2020-08-12 05:22:35 DEBUG: check clearing time needed clearing_process_timer=1235.710535 2020-08-12 05:22:35 DEBUG: check init order needed init_order_process_timer=1335.710796 2020-08-12 05:22:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:35.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9265584-5576-e22c-4443-58d3c0bd6948", "grossValue": 11193000, "homeNotional": 3.3730604902181245, "foreignNotional": 1258.4888689003824}]} 2020-08-12 05:22:36 DEBUG: message ignored 2020-08-12 05:22:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:36.377Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 373.15, "tickDirection": "PlusTick", "trdMatchID": "f7543d62-5e1a-b9ab-b608-4bb61e84a155", "grossValue": 18657500, "homeNotional": 5.621767483696875, "foreignNotional": 2097.7625365414888}]} 2020-08-12 05:22:36 DEBUG: message ignored 2020-08-12 05:22:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:36.497Z", "symbol": "ETHUSD", "side": "Sell", "size": 731, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "67eee781-88ad-89af-faab-7858c9493d2c", "grossValue": 27273610, "homeNotional": 8.21902406116483, "foreignNotional": 3066.517877220598}]} 2020-08-12 05:22:36 DEBUG: message ignored 2020-08-12 05:22:36 DEBUG: check clearing time needed clearing_process_timer=1236.711966 2020-08-12 05:22:36 DEBUG: check init order needed init_order_process_timer=1336.71226 2020-08-12 05:22:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:36.787Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "91a892e4-cc8b-796d-0ca6-917725523ad8", "grossValue": 37310, "homeNotional": 0.011243534967393748, "foreignNotional": 4.194962896334608}]} 2020-08-12 05:22:36 DEBUG: message ignored 2020-08-12 05:22:37 DEBUG: check clearing time needed clearing_process_timer=1237.713082 2020-08-12 05:22:37 DEBUG: check init order needed init_order_process_timer=1337.713377 2020-08-12 05:22:38 DEBUG: check clearing time needed clearing_process_timer=1238.714545 2020-08-12 05:22:38 DEBUG: check init order needed init_order_process_timer=1338.714806 2020-08-12 05:22:39 DEBUG: check clearing time needed clearing_process_timer=1239.71618 2020-08-12 05:22:39 DEBUG: check init order needed init_order_process_timer=1339.716442 2020-08-12 05:22:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:40.584Z", "symbol": "ETHUSD", "side": "Sell", "size": 1832, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "9e44ceb8-e2e4-12f0-7865-a1ff5dc475f0", "grossValue": 68351920, "homeNotional": 20.598156060265346, "foreignNotional": 7685.172026085002}, {"timestamp": "2020-08-12T02:22:40.584Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "eee63000-4e74-559b-cdeb-f88501de57ca", "grossValue": 186550, "homeNotional": 0.05621767483696874, "foreignNotional": 20.97481448167304}, {"timestamp": "2020-08-12T02:22:40.584Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "13e74139-e9a4-cd7d-477e-61097b0dc0af", "grossValue": 261170, "homeNotional": 0.07870474477175624, "foreignNotional": 29.364740274342253}, {"timestamp": "2020-08-12T02:22:40.584Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ffb0a1b-63f7-3e1a-e8a5-afb2728c94c8", "grossValue": 1567020, "homeNotional": 0.47222846863053747, "foreignNotional": 176.18844164605352}, {"timestamp": "2020-08-12T02:22:40.584Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "313d7fe9-e3ab-3ca6-bed9-5372952ed1f1", "grossValue": 2275910, "homeNotional": 0.6858556330110187, "foreignNotional": 255.89273667641106}, {"timestamp": "2020-08-12T02:22:40.584Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e8836ff-2b5e-8e95-e454-35c71df91ad9", "grossValue": 1380470, "homeNotional": 0.4160107937935687, "foreignNotional": 155.21362716438048}, {"timestamp": "2020-08-12T02:22:40.584Z", "symbol": "ETHUSD", "side": "Sell", "size": 3046, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "60de091c-6b02-290a-8440-a24aea412dc2", "grossValue": 113646260, "homeNotional": 34.247807510681355, "foreignNotional": 12777.856982235215}]} 2020-08-12 05:22:40 DEBUG: message ignored 2020-08-12 05:22:40 DEBUG: check clearing time needed clearing_process_timer=1240.717088 2020-08-12 05:22:40 DEBUG: check init order needed init_order_process_timer=1340.717418 2020-08-12 05:22:41 DEBUG: check clearing time needed clearing_process_timer=1241.718668 2020-08-12 05:22:41 DEBUG: check init order needed init_order_process_timer=1341.718927 2020-08-12 05:22:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:41.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 413, "price": 373.15, "tickDirection": "PlusTick", "trdMatchID": "65429f68-b68f-0db0-1cbf-59c03888d057", "grossValue": 15411095, "homeNotional": 4.643579941533618, "foreignNotional": 1732.7518551832695}, {"timestamp": "2020-08-12T02:22:41.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 253, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd15d170-7a32-4207-2a28-b659fd16be2f", "grossValue": 9440695, "homeNotional": 2.8446143467506184, "foreignNotional": 1061.4678434899934}, {"timestamp": "2020-08-12T02:22:41.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 3559, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "186889a7-d01d-1fe2-974d-388d609186eb", "grossValue": 132804085, "homeNotional": 40.01574094895435, "foreignNotional": 14931.873735102316}, {"timestamp": "2020-08-12T02:22:41.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4fc39f49-9dca-1327-b474-53e0e6e715c8", "grossValue": 18657500, "homeNotional": 5.621767483696875, "foreignNotional": 2097.7625365414888}, {"timestamp": "2020-08-12T02:22:41.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 114, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed7b275f-c1c7-dd67-5954-521fade83933", "grossValue": 4253910, "homeNotional": 1.2817629862828874, "foreignNotional": 478.2898583314594}, {"timestamp": "2020-08-12T02:22:41.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3a1b0c24-089e-d1a5-fa99-0ea787a547c2", "grossValue": 1119450, "homeNotional": 0.33730604902181244, "foreignNotional": 125.86575219248932}]} 2020-08-12 05:22:41 DEBUG: message ignored 2020-08-12 05:22:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:41.978Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "63c97301-7639-dfc1-3070-48f5c83ee487", "grossValue": 7463000, "homeNotional": 2.24870699347875, "foreignNotional": 839.1050146165954}]} 2020-08-12 05:22:42 DEBUG: message ignored 2020-08-12 05:22:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:42.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 715, "price": 373.2, "tickDirection": "PlusTick", "trdMatchID": "c2392dd6-ef29-66a7-8d84-a7819405ed7b", "grossValue": 26683800, "homeNotional": 8.039127501686531, "foreignNotional": 3000.202383629413}, {"timestamp": "2020-08-12T02:22:42.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 201, "price": 373.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "a85a586d-0846-009f-662b-ae741c870f15", "grossValue": 7501320, "homeNotional": 2.2599505284461436, "foreignNotional": 843.4135372161007}, {"timestamp": "2020-08-12T02:22:42.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "abecf954-8bdc-02f6-702e-c036935f86ff", "grossValue": 29860000, "homeNotional": 8.994827973915, "foreignNotional": 3357.3195412637733}, {"timestamp": "2020-08-12T02:22:42.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b11cd84c-9077-bc94-e1c4-75ec262de31f", "grossValue": 1119750, "homeNotional": 0.33730604902181244, "foreignNotional": 125.8994827973915}, {"timestamp": "2020-08-12T02:22:42.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3b57e49-565a-ab16-d9f0-98a59fb22178", "grossValue": 1119750, "homeNotional": 0.33730604902181244, "foreignNotional": 125.8994827973915}, {"timestamp": "2020-08-12T02:22:42.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "d68df232-ef07-0649-a5fb-3370bdc31cde", "grossValue": 18662500, "homeNotional": 5.621767483696875, "foreignNotional": 2098.324713289858}, {"timestamp": "2020-08-12T02:22:42.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 224, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d1ec618-d3f1-8106-394c-e3483baac698", "grossValue": 8360800, "homeNotional": 2.5185518326961995, "foreignNotional": 940.0494715538565}]} 2020-08-12 05:22:42 DEBUG: message ignored 2020-08-12 05:22:42 DEBUG: check clearing time needed clearing_process_timer=1242.720002 2020-08-12 05:22:42 DEBUG: check init order needed init_order_process_timer=1342.72023 2020-08-12 05:22:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:42.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 3940, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "70feae32-4c5a-592f-a245-18986d278dfc", "grossValue": 147040800, "homeNotional": 44.299527771531366, "foreignNotional": 16532.583764335508}, {"timestamp": "2020-08-12T02:22:42.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 523, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3033a03b-d429-1703-4f18-12562d3e206f", "grossValue": 19518360, "homeNotional": 5.880368787946931, "foreignNotional": 2194.5536316617945}, {"timestamp": "2020-08-12T02:22:42.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "bdc2adc4-239a-a439-6cf2-36531574aaa1", "grossValue": 186600, "homeNotional": 0.05621767483696874, "foreignNotional": 20.980436249156735}]} 2020-08-12 05:22:42 DEBUG: message ignored 2020-08-12 05:22:43 DEBUG: check clearing time needed clearing_process_timer=1243.721078 2020-08-12 05:22:43 DEBUG: check init order needed init_order_process_timer=1343.721332 2020-08-12 05:22:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:44.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 566, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "9e615d30-8cfb-b536-8ffe-855bc6eb6978", "grossValue": 21120290, "homeNotional": 6.363840791544861, "foreignNotional": 2374.667191364965}, {"timestamp": "2020-08-12T02:22:44.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca17b1a6-e2eb-8532-2889-95e6490d9c7f", "grossValue": 1343340, "homeNotional": 0.4047672588261749, "foreignNotional": 151.0389026309872}]} 2020-08-12 05:22:44 DEBUG: message ignored 2020-08-12 05:22:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:44.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 2900, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "644824b5-6a13-4b1a-0221-f25ef5e11720", "grossValue": 108199000, "homeNotional": 32.606251405441874, "foreignNotional": 12165.392399370363}, {"timestamp": "2020-08-12T02:22:44.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0a3fe4e-0f20-4858-a14b-17e21eb13bdd", "grossValue": 261170, "homeNotional": 0.07870474477175624, "foreignNotional": 29.364740274342253}, {"timestamp": "2020-08-12T02:22:44.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "25a2bc6c-35fa-e8d5-18db-7e79384c582d", "grossValue": 37310000, "homeNotional": 11.24353496739375, "foreignNotional": 4194.962896334608}, {"timestamp": "2020-08-12T02:22:44.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad5da15d-ffa8-9d10-6aa3-36558a3b855c", "grossValue": 1081990, "homeNotional": 0.3260625140544187, "foreignNotional": 121.65392399370361}, {"timestamp": "2020-08-12T02:22:44.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 1975, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "02849ef2-fadc-fe96-618e-0a57014147a8", "grossValue": 73687250, "homeNotional": 22.205981560602652, "foreignNotional": 8285.05172026085}, {"timestamp": "2020-08-12T02:22:44.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6bbd3826-4a85-e58b-2617-7c467cc4c6f7", "grossValue": 1193920, "homeNotional": 0.35979311895659993, "foreignNotional": 134.23881268270745}]} 2020-08-12 05:22:44 DEBUG: message ignored 2020-08-12 05:22:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:44.630Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "7cab9551-bd80-31ba-2918-1e1c2ce656d1", "grossValue": 7462000, "homeNotional": 2.24870699347875, "foreignNotional": 838.9925792669216}]} 2020-08-12 05:22:44 DEBUG: message ignored 2020-08-12 05:22:44 DEBUG: check clearing time needed clearing_process_timer=1244.72249 2020-08-12 05:22:44 DEBUG: check init order needed init_order_process_timer=1344.722727 2020-08-12 05:22:45 DEBUG: check clearing time needed clearing_process_timer=1245.724572 2020-08-12 05:22:45 DEBUG: check init order needed init_order_process_timer=1345.724827 2020-08-12 05:22:46 DEBUG: check clearing time needed clearing_process_timer=1246.725062 2020-08-12 05:22:46 DEBUG: check init order needed init_order_process_timer=1346.72531 2020-08-12 05:22:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:46.915Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.15, "tickDirection": "PlusTick", "trdMatchID": "8af4f531-6f62-e78f-da5f-ed1129ab62fb", "grossValue": 410465, "homeNotional": 0.12367888464133124, "foreignNotional": 46.15077580391275}]} 2020-08-12 05:22:46 DEBUG: message ignored 2020-08-12 05:22:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:46.918Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f4f1ffa-add2-6435-cf39-1cb38de49a54", "grossValue": 410465, "homeNotional": 0.12367888464133124, "foreignNotional": 46.15077580391275}]} 2020-08-12 05:22:46 DEBUG: message ignored 2020-08-12 05:22:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:46.926Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "00ec7702-19da-d349-a13e-eff837d4abb3", "grossValue": 410465, "homeNotional": 0.12367888464133124, "foreignNotional": 46.15077580391275}]} 2020-08-12 05:22:46 DEBUG: message ignored 2020-08-12 05:22:47 DEBUG: check clearing time needed clearing_process_timer=1247.726474 2020-08-12 05:22:47 DEBUG: check init order needed init_order_process_timer=1347.726726 2020-08-12 05:22:48 DEBUG: check clearing time needed clearing_process_timer=1248.727898 2020-08-12 05:22:48 DEBUG: check init order needed init_order_process_timer=1348.728131 2020-08-12 05:22:49 DEBUG: check clearing time needed clearing_process_timer=1249.729092 2020-08-12 05:22:49 DEBUG: check init order needed init_order_process_timer=1349.729331 2020-08-12 05:22:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:49.941Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "40ba9261-4de9-d735-3729-393c442bc0e1", "grossValue": 3731000, "homeNotional": 1.124353496739375, "foreignNotional": 419.4962896334608}]} 2020-08-12 05:22:49 DEBUG: message ignored 2020-08-12 05:22:50 DEBUG: check clearing time needed clearing_process_timer=1250.730202 2020-08-12 05:22:50 DEBUG: check init order needed init_order_process_timer=1350.730438 2020-08-12 05:22:51 DEBUG: check clearing time needed clearing_process_timer=1251.731605 2020-08-12 05:22:51 DEBUG: check init order needed init_order_process_timer=1351.731923 2020-08-12 05:22:52 DEBUG: check clearing time needed clearing_process_timer=1252.73317 2020-08-12 05:22:52 DEBUG: check init order needed init_order_process_timer=1352.733509 2020-08-12 05:22:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "441ab763-abe0-0b47-a6fe-c38b94350e2b", "grossValue": 1641640, "homeNotional": 0.49471553856532496, "foreignNotional": 184.57836743872272}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 494, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "317c95d7-0744-6654-4c4e-72776f525e4d", "grossValue": 18431140, "homeNotional": 5.554306273892512, "foreignNotional": 2072.311670789296}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 233, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "3132efde-f42b-ab0b-0982-e576e224829a", "grossValue": 8693230, "homeNotional": 2.6197436474027436, "foreignNotional": 977.4263548459636}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "577663c2-51cf-c3c1-d00f-a296f109bf55", "grossValue": 1790880, "homeNotional": 0.5396896784348999, "foreignNotional": 201.35821902406116}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a80550f0-3bb7-2ec1-fd65-6da3633faec4", "grossValue": 1119300, "homeNotional": 0.33730604902181244, "foreignNotional": 125.84888689003823}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3fc8ee7-588f-3048-f920-4f1e2f8b2007", "grossValue": 111930, "homeNotional": 0.033730604902181244, "foreignNotional": 12.584888689003822}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 243, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "be6139fd-9aa5-65f0-f8f6-44f8fb2a7f9b", "grossValue": 9066330, "homeNotional": 2.732178997076681, "foreignNotional": 1019.3759838093097}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 216, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "455423c3-5e3f-1211-8598-768ef71807d8", "grossValue": 8058960, "homeNotional": 2.4286035529570498, "foreignNotional": 906.1119856082753}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "14813bdb-1bd5-0f95-e31d-d20e78a33888", "grossValue": 1231230, "homeNotional": 0.3710366539239937, "foreignNotional": 138.43377557904205}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 234, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5ed5467-75f3-4bee-d953-0c27aecc584a", "grossValue": 8730540, "homeNotional": 2.630987182370137, "foreignNotional": 981.6213177422982}, {"timestamp": "2020-08-12T02:22:52.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 387, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "67a11f14-67d2-a7da-8416-d8a90a5befa4", "grossValue": 14438970, "homeNotional": 4.351248032381381, "foreignNotional": 1623.4506408814932}]} 2020-08-12 05:22:53 DEBUG: message ignored 2020-08-12 05:22:53 DEBUG: check clearing time needed clearing_process_timer=1253.734758 2020-08-12 05:22:53 DEBUG: check init order needed init_order_process_timer=1353.73501 2020-08-12 05:22:54 DEBUG: check clearing time needed clearing_process_timer=1254.736181 2020-08-12 05:22:54 DEBUG: check init order needed init_order_process_timer=1354.736424 2020-08-12 05:22:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:55.208Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 373.15, "tickDirection": "PlusTick", "trdMatchID": "c6b4b5e9-98c3-97ed-26e1-c4e698f56a6c", "grossValue": 1231395, "homeNotional": 0.3710366539239937, "foreignNotional": 138.45232741173825}]} 2020-08-12 05:22:55 DEBUG: message ignored 2020-08-12 05:22:55 DEBUG: check clearing time needed clearing_process_timer=1255.737592 2020-08-12 05:22:55 DEBUG: check init order needed init_order_process_timer=1355.737865 2020-08-12 05:22:56 DEBUG: check clearing time needed clearing_process_timer=1256.739058 2020-08-12 05:22:56 DEBUG: check init order needed init_order_process_timer=1356.739339 2020-08-12 05:22:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "23e99528-a7ac-4300-38de-60e2ebf085d9", "grossValue": 373150, "homeNotional": 0.11243534967393748, "foreignNotional": 41.955250730829775}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "78c83f87-abb7-8b63-7f5e-4e5022742508", "grossValue": 1119450, "homeNotional": 0.33730604902181244, "foreignNotional": 125.86575219248932}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 229, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "94b07a54-25c6-a24a-0f3a-19ec1c755a10", "grossValue": 8545135, "homeNotional": 2.5747695075331682, "foreignNotional": 960.7752417360018}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "b25019da-ca03-7a8d-4a81-11222aa4c8d8", "grossValue": 6716700, "homeNotional": 2.023836294130875, "foreignNotional": 755.1945131549359}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 199, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a2ec3f7d-b66b-2049-dead-c744f526df4e", "grossValue": 7425685, "homeNotional": 2.237463458511356, "foreignNotional": 834.9094895435124}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "515a43f0-036a-f867-be0b-40ac7ebce6e0", "grossValue": 74630, "homeNotional": 0.022487069934787496, "foreignNotional": 8.391050146165954}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "995e80ff-9599-5d4a-8bd6-46609e37a906", "grossValue": 6716700, "homeNotional": 2.023836294130875, "foreignNotional": 755.1945131549359}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dd0a001-5635-62ae-1668-1ca78699daac", "grossValue": 6716700, "homeNotional": 2.023836294130875, "foreignNotional": 755.1945131549359}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "76baaee3-0ab3-dfa3-56e2-e6260c70c7b0", "grossValue": 9515325, "homeNotional": 2.867101416685406, "foreignNotional": 1069.858893636159}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 219, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea899087-e633-c8fd-c141-80e39160a8de", "grossValue": 8171985, "homeNotional": 2.462334157859231, "foreignNotional": 918.819991005172}, {"timestamp": "2020-08-12T02:22:57.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 219, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5fe53d53-35c2-9ff1-8f6d-2bb9078cefaa", "grossValue": 8171985, "homeNotional": 2.462334157859231, "foreignNotional": 918.819991005172}]} 2020-08-12 05:22:57 DEBUG: message ignored 2020-08-12 05:22:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:57.479Z", "symbol": "ETHUSD", "side": "Buy", "size": 621, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "62092882-6fc4-4952-43bf-5d19e34c90e5", "grossValue": 23172615, "homeNotional": 6.982235214751518, "foreignNotional": 2605.421070384529}]} 2020-08-12 05:22:57 DEBUG: message ignored 2020-08-12 05:22:57 DEBUG: check clearing time needed clearing_process_timer=1257.740541 2020-08-12 05:22:57 DEBUG: check init order needed init_order_process_timer=1357.74087 2020-08-12 05:22:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:58.257Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "7017605c-9209-3df1-10f0-2076a06735fb", "grossValue": 1119750, "homeNotional": 0.33730604902181244, "foreignNotional": 125.8994827973915}, {"timestamp": "2020-08-12T02:22:58.257Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef635f1b-26b1-ac37-52db-fda447262c1b", "grossValue": 1119750, "homeNotional": 0.33730604902181244, "foreignNotional": 125.8994827973915}, {"timestamp": "2020-08-12T02:22:58.257Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d9c1e42-93ba-a20d-e6aa-bedc1e7f9e71", "grossValue": 279937500, "homeNotional": 84.32651225545311, "foreignNotional": 31474.870699347874}, {"timestamp": "2020-08-12T02:22:58.257Z", "symbol": "ETHUSD", "side": "Buy", "size": 715, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "501c53f6-eadb-22f8-e6bc-e5704628e6a9", "grossValue": 26687375, "homeNotional": 8.039127501686531, "foreignNotional": 3000.6043400044973}]} 2020-08-12 05:22:58 DEBUG: message ignored 2020-08-12 05:22:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:58.545Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.3, "tickDirection": "PlusTick", "trdMatchID": "2c7b354c-32b6-c857-74bd-05ac4a1e918f", "grossValue": 1119900, "homeNotional": 0.33730604902181244, "foreignNotional": 125.9163480998426}, {"timestamp": "2020-08-12T02:22:58.545Z", "symbol": "ETHUSD", "side": "Buy", "size": 3949, "price": 373.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "29e782d3-217b-4e31-cdbf-4e90e11fce2b", "grossValue": 147416170, "homeNotional": 44.40071958623791, "foreignNotional": 16574.78862154261}]} 2020-08-12 05:22:58 DEBUG: message ignored 2020-08-12 05:22:58 DEBUG: check clearing time needed clearing_process_timer=1258.742067 2020-08-12 05:22:58 DEBUG: check init order needed init_order_process_timer=1358.742353 2020-08-12 05:22:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:22:58.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.35, "tickDirection": "PlusTick", "trdMatchID": "754c7b8e-d1e9-b621-4f4c-0684e8b27a99", "grossValue": 1120050, "homeNotional": 0.33730604902181244, "foreignNotional": 125.93321340229367}, {"timestamp": "2020-08-12T02:22:58.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.4, "tickDirection": "PlusTick", "trdMatchID": "756d83dd-b363-4ee1-0038-f2c5629b5acf", "grossValue": 1120200, "homeNotional": 0.33730604902181244, "foreignNotional": 125.95007870474477}, {"timestamp": "2020-08-12T02:22:58.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "016a931b-fd90-4374-2d9a-096fe2a346dc", "grossValue": 560175, "homeNotional": 0.16865302451090622, "foreignNotional": 62.98347200359793}, {"timestamp": "2020-08-12T02:22:58.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 925, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f82c58f7-830a-596f-4a27-0847038618e1", "grossValue": 34544125, "homeNotional": 10.400269844839217, "foreignNotional": 3883.980773555206}]} 2020-08-12 05:22:58 DEBUG: message ignored 2020-08-12 05:22:59 DEBUG: check clearing time needed clearing_process_timer=1259.743576 2020-08-12 05:22:59 DEBUG: check init order needed init_order_process_timer=1359.743865 2020-08-12 05:23:00 DEBUG: check clearing time needed clearing_process_timer=1260.745046 2020-08-12 05:23:00 DEBUG: check init order needed init_order_process_timer=1360.745319 2020-08-12 05:23:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:00.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 3830, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "2b41c542-165a-544b-c63c-1e4b9e3accd9", "grossValue": 143012200, "homeNotional": 43.048218500618184, "foreignNotional": 16074.20478813083}, {"timestamp": "2020-08-12T02:23:00.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 578, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "11960b3f-699b-5f86-0770-87b0df162ba3", "grossValue": 21582520, "homeNotional": 6.496571878161178, "foreignNotional": 2425.8199393053837}, {"timestamp": "2020-08-12T02:23:00.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 592, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "753e3780-d888-9ae2-a7e4-7dd9c5431804", "grossValue": 22105280, "homeNotional": 6.653928290434978, "foreignNotional": 2484.576823648421}]} 2020-08-12 05:23:00 DEBUG: message ignored 2020-08-12 05:23:01 DEBUG: check clearing time needed clearing_process_timer=1261.746475 2020-08-12 05:23:01 DEBUG: check init order needed init_order_process_timer=1361.74683 2020-08-12 05:23:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:02.261Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "8bae781e-f6be-950b-d020-4da173551d7f", "grossValue": 560175, "homeNotional": 0.16859615600764302, "foreignNotional": 62.96223446105429}]} 2020-08-12 05:23:02 DEBUG: message ignored 2020-08-12 05:23:02 DEBUG: check clearing time needed clearing_process_timer=1262.748072 2020-08-12 05:23:02 DEBUG: check init order needed init_order_process_timer=1362.748396 2020-08-12 05:23:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:03.084Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e089649b-ed5c-0c1f-eefd-94d3e5873719", "grossValue": 560175, "homeNotional": 0.16859615600764302, "foreignNotional": 62.96223446105429}, {"timestamp": "2020-08-12T02:23:03.084Z", "symbol": "ETHUSD", "side": "Buy", "size": 434, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4e5be9be-b301-ca6b-0493-8b41b709d14e", "grossValue": 16207730, "homeNotional": 4.878048780487805, "foreignNotional": 1821.7073170731708}]} 2020-08-12 05:23:03 DEBUG: message ignored 2020-08-12 05:23:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:03.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 380, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ebf69908-2fab-660d-819c-b0e3545dbe6a", "grossValue": 14191100, "homeNotional": 4.27110261886029, "foreignNotional": 1595.0432730133753}]} 2020-08-12 05:23:03 DEBUG: message ignored 2020-08-12 05:23:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:03.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "03ffd024-ea87-c48e-2abb-28e3741ef0fb", "grossValue": 485420, "homeNotional": 0.14611666853995728, "foreignNotional": 54.559964032820055}]} 2020-08-12 05:23:03 DEBUG: message ignored 2020-08-12 05:23:03 DEBUG: check clearing time needed clearing_process_timer=1263.749578 2020-08-12 05:23:03 DEBUG: check init order needed init_order_process_timer=1363.749881 2020-08-12 05:23:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:03.950Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "299c07dc-5230-ac4b-84b0-aa45854e6a5d", "grossValue": 1867250, "homeNotional": 0.5619871866921434, "foreignNotional": 209.87411487018096}]} 2020-08-12 05:23:03 DEBUG: message ignored 2020-08-12 05:23:04 DEBUG: check clearing time needed clearing_process_timer=1264.751115 2020-08-12 05:23:04 DEBUG: check init order needed init_order_process_timer=1364.751383 2020-08-12 05:23:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:05.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 373.5, "tickDirection": "PlusTick", "trdMatchID": "a5280134-4416-2a54-6a98-90423da38a7c", "grossValue": 261450, "homeNotional": 0.07867820613690008, "foreignNotional": 29.38630999213218}]} 2020-08-12 05:23:05 DEBUG: message ignored 2020-08-12 05:23:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:05.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 3126, "price": 373.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "63dcdfbe-ac33-29e6-486a-7ce2b1f4b126", "grossValue": 116756100, "homeNotional": 35.13543891199281, "foreignNotional": 13123.086433629313}, {"timestamp": "2020-08-12T02:23:05.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.55, "tickDirection": "PlusTick", "trdMatchID": "80fa5cee-348b-8f99-0dfd-1cf24bc81b64", "grossValue": 1120650, "homeNotional": 0.33719231201528604, "foreignNotional": 125.9581881533101}, {"timestamp": "2020-08-12T02:23:05.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f05ea6c7-0382-8e7b-038d-ddfda50657b5", "grossValue": 37355, "homeNotional": 0.011239743733842868, "foreignNotional": 4.198606271777003}, {"timestamp": "2020-08-12T02:23:05.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b58e3df-431b-66ea-30ef-21027ce6c3f3", "grossValue": 1120650, "homeNotional": 0.33719231201528604, "foreignNotional": 125.9581881533101}]} 2020-08-12 05:23:05 DEBUG: message ignored 2020-08-12 05:23:05 DEBUG: check clearing time needed clearing_process_timer=1265.752582 2020-08-12 05:23:05 DEBUG: check init order needed init_order_process_timer=1365.752908 2020-08-12 05:23:06 DEBUG: check clearing time needed clearing_process_timer=1266.754114 2020-08-12 05:23:06 DEBUG: check init order needed init_order_process_timer=1366.754356 2020-08-12 05:23:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:06.937Z", "symbol": "ETHUSD", "side": "Buy", "size": 86, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "eec016c2-2f72-b20c-adbd-7ec26cb3d7ac", "grossValue": 3212960, "homeNotional": 0.9666179611104867, "foreignNotional": 361.1284702708778}]} 2020-08-12 05:23:06 DEBUG: message ignored 2020-08-12 05:23:07 DEBUG: check clearing time needed clearing_process_timer=1267.755548 2020-08-12 05:23:07 DEBUG: check init order needed init_order_process_timer=1367.755836 2020-08-12 05:23:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:08.651Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a73e93c-b3b0-9b44-9149-ef75d8d3baf5", "grossValue": 37360000, "homeNotional": 11.239743733842868, "foreignNotional": 4199.168258963696}]} 2020-08-12 05:23:08 DEBUG: message ignored 2020-08-12 05:23:08 DEBUG: check clearing time needed clearing_process_timer=1268.757077 2020-08-12 05:23:08 DEBUG: check init order needed init_order_process_timer=1368.757391 2020-08-12 05:23:09 DEBUG: check clearing time needed clearing_process_timer=1269.758607 2020-08-12 05:23:09 DEBUG: check init order needed init_order_process_timer=1369.758922 2020-08-12 05:23:10 DEBUG: check clearing time needed clearing_process_timer=1270.760133 2020-08-12 05:23:10 DEBUG: check init order needed init_order_process_timer=1370.760473 2020-08-12 05:23:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:11.240Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "556f5bfb-1c1d-8973-54df-fb003eca20d8", "grossValue": 56040000, "homeNotional": 16.859615600764304, "foreignNotional": 6298.752388445543}]} 2020-08-12 05:23:11 DEBUG: message ignored 2020-08-12 05:23:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:11.342Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "37ead41d-9f67-bfd3-041c-2a5ab6f5ac12", "grossValue": 373600, "homeNotional": 0.11239743733842869, "foreignNotional": 41.99168258963696}]} 2020-08-12 05:23:11 DEBUG: message ignored 2020-08-12 05:23:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:11.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 420, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "97c08178-a18a-3a1a-358d-c4a5a3c42f4c", "grossValue": 15691200, "homeNotional": 4.720692368214005, "foreignNotional": 1763.6506687647523}]} 2020-08-12 05:23:11 DEBUG: message ignored 2020-08-12 05:23:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:11.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5ec77bbc-583a-bdde-4282-d715a6d0d562", "grossValue": 186800, "homeNotional": 0.056198718669214345, "foreignNotional": 20.99584129481848}]} 2020-08-12 05:23:11 DEBUG: message ignored 2020-08-12 05:23:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:11.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "e7138b76-2179-702e-c7e5-cf4e745919dd", "grossValue": 3736000, "homeNotional": 1.1239743733842869, "foreignNotional": 419.9168258963696}]} 2020-08-12 05:23:11 DEBUG: message ignored 2020-08-12 05:23:11 DEBUG: check clearing time needed clearing_process_timer=1271.761735 2020-08-12 05:23:11 DEBUG: check init order needed init_order_process_timer=1371.762022 2020-08-12 05:23:12 DEBUG: check clearing time needed clearing_process_timer=1272.7632 2020-08-12 05:23:12 DEBUG: check init order needed init_order_process_timer=1372.763477 2020-08-12 05:23:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:12.838Z", "symbol": "ETHUSD", "side": "Buy", "size": 141, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "10fafb17-fa89-b45e-cebe-5b25451abfb7", "grossValue": 5267760, "homeNotional": 1.5848038664718445, "foreignNotional": 592.0827245138811}]} 2020-08-12 05:23:12 DEBUG: message ignored 2020-08-12 05:23:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:13.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 1253, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "789d7066-ee46-1238-a069-2b597bd544e2", "grossValue": 46812080, "homeNotional": 14.083398898505115, "foreignNotional": 5261.557828481511}, {"timestamp": "2020-08-12T02:23:13.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "72753040-421a-53d3-e260-4081d619757a", "grossValue": 1120800, "homeNotional": 0.33719231201528604, "foreignNotional": 125.97504776891087}, {"timestamp": "2020-08-12T02:23:13.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 1961, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "7cb1e652-d865-6aa5-3f14-3da7a9a95445", "grossValue": 73262960, "homeNotional": 22.041137462065866, "foreignNotional": 8234.568955827806}]} 2020-08-12 05:23:13 DEBUG: message ignored 2020-08-12 05:23:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:13.272Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "ffbb0cb3-bcbc-e530-6296-ed4276fecade", "grossValue": 448260, "homeNotional": 0.13487692480611443, "foreignNotional": 50.383275261324044}]} 2020-08-12 05:23:13 DEBUG: message ignored 2020-08-12 05:23:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:13.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 3039, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "b661a974-fc92-defb-96f1-dc6f3eab502f", "grossValue": 113537040, "homeNotional": 34.157581207148475, "foreignNotional": 12761.272338990671}, {"timestamp": "2020-08-12T02:23:13.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.65, "tickDirection": "PlusTick", "trdMatchID": "bab9eaa6-2815-aa30-83bf-e2f3bfb02543", "grossValue": 37365, "homeNotional": 0.011239743733842868, "foreignNotional": 4.199730246150388}, {"timestamp": "2020-08-12T02:23:13.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "49aac0e3-5b5d-a08f-353d-196934b8467c", "grossValue": 1120950, "homeNotional": 0.33719231201528604, "foreignNotional": 125.99190738451163}, {"timestamp": "2020-08-12T02:23:13.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 530, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fd9ff93-4721-b169-ce0b-153d840d3c19", "grossValue": 19803450, "homeNotional": 5.9570641789367205, "foreignNotional": 2225.8570304597056}]} 2020-08-12 05:23:13 DEBUG: message ignored 2020-08-12 05:23:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:13.377Z", "symbol": "ETHUSD", "side": "Buy", "size": 155, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ecf78e09-5436-040c-5836-08336c1a0f75", "grossValue": 5791575, "homeNotional": 1.7421602787456445, "foreignNotional": 650.9581881533101}]} 2020-08-12 05:23:13 DEBUG: message ignored 2020-08-12 05:23:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:13.447Z", "symbol": "ETHUSD", "side": "Buy", "size": 315, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "f54665e9-c557-b501-0d5f-e6062b5a4d35", "grossValue": 11769975, "homeNotional": 3.5405192761605035, "foreignNotional": 1322.9150275373722}, {"timestamp": "2020-08-12T02:23:13.447Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.7, "tickDirection": "PlusTick", "trdMatchID": "8b097930-3416-b20f-df2a-5aabc965c4f0", "grossValue": 1121100, "homeNotional": 0.33719231201528604, "foreignNotional": 126.0087670001124}, {"timestamp": "2020-08-12T02:23:13.447Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "96d00c61-d44e-bd15-8ad3-4471c6ec27c1", "grossValue": 112110, "homeNotional": 0.03371923120152861, "foreignNotional": 12.60087670001124}, {"timestamp": "2020-08-12T02:23:13.447Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "f95be368-d814-1022-c3ac-bb33a954ea7a", "grossValue": 1121250, "homeNotional": 0.33719231201528604, "foreignNotional": 126.02562661571316}, {"timestamp": "2020-08-12T02:23:13.447Z", "symbol": "ETHUSD", "side": "Buy", "size": 122, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "43da2827-309e-bed4-f2ca-043812c3a6b1", "grossValue": 4559750, "homeNotional": 1.3712487355288299, "foreignNotional": 512.5042149039002}]} 2020-08-12 05:23:13 DEBUG: message ignored 2020-08-12 05:23:13 DEBUG: check clearing time needed clearing_process_timer=1273.764703 2020-08-12 05:23:13 DEBUG: check init order needed init_order_process_timer=1373.765003 2020-08-12 05:23:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:14.112Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "790349f2-ce49-02f7-5465-7ef885b60457", "grossValue": 672750, "homeNotional": 0.20231538720917164, "foreignNotional": 75.6153759694279}]} 2020-08-12 05:23:14 DEBUG: message ignored 2020-08-12 05:23:14 DEBUG: check clearing time needed clearing_process_timer=1274.766264 2020-08-12 05:23:14 DEBUG: check init order needed init_order_process_timer=1374.766617 2020-08-12 05:23:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:15.478Z", "symbol": "ETHUSD", "side": "Buy", "size": 1569, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d11b551b-0817-af07-246a-32a69309d74e", "grossValue": 58641375, "homeNotional": 17.63515791839946, "foreignNotional": 6591.140272001799}]} 2020-08-12 05:23:15 DEBUG: message ignored 2020-08-12 05:23:15 DEBUG: check clearing time needed clearing_process_timer=1275.767861 2020-08-12 05:23:15 DEBUG: check init order needed init_order_process_timer=1375.768193 2020-08-12 05:23:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:15.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "bd588e8d-3682-9047-3f8d-eaa973815879", "grossValue": 747500, "homeNotional": 0.22479487467685738, "foreignNotional": 84.01708441047545}]} 2020-08-12 05:23:15 DEBUG: message ignored 2020-08-12 05:23:16 DEBUG: check clearing time needed clearing_process_timer=1276.769383 2020-08-12 05:23:16 DEBUG: check init order needed init_order_process_timer=1376.769695 2020-08-12 05:23:17 DEBUG: check clearing time needed clearing_process_timer=1277.770967 2020-08-12 05:23:17 DEBUG: check init order needed init_order_process_timer=1377.771263 2020-08-12 05:23:18 DEBUG: check clearing time needed clearing_process_timer=1278.772472 2020-08-12 05:23:18 DEBUG: check init order needed init_order_process_timer=1378.77273 2020-08-12 05:23:19 DEBUG: check clearing time needed clearing_process_timer=1279.773083 2020-08-12 05:23:19 DEBUG: check init order needed init_order_process_timer=1379.773384 2020-08-12 05:23:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:20.096Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b351e39-7c60-3f8e-701d-0fe880ed64ee", "grossValue": 1868750, "homeNotional": 0.5619871866921434, "foreignNotional": 210.0427110261886}]} 2020-08-12 05:23:20 DEBUG: message ignored 2020-08-12 05:23:20 DEBUG: check clearing time needed clearing_process_timer=1280.774583 2020-08-12 05:23:20 DEBUG: check init order needed init_order_process_timer=1380.774864 2020-08-12 05:23:21 DEBUG: check clearing time needed clearing_process_timer=1281.77608 2020-08-12 05:23:21 DEBUG: check init order needed init_order_process_timer=1381.77634 2020-08-12 05:23:22 DEBUG: check clearing time needed clearing_process_timer=1282.777118 2020-08-12 05:23:22 DEBUG: check init order needed init_order_process_timer=1382.777394 2020-08-12 05:23:23 DEBUG: check clearing time needed clearing_process_timer=1283.778643 2020-08-12 05:23:23 DEBUG: check init order needed init_order_process_timer=1383.778901 2020-08-12 05:23:24 DEBUG: check clearing time needed clearing_process_timer=1284.780083 2020-08-12 05:23:24 DEBUG: check init order needed init_order_process_timer=1384.780363 2020-08-12 05:23:25 DEBUG: check clearing time needed clearing_process_timer=1285.781552 2020-08-12 05:23:25 DEBUG: check init order needed init_order_process_timer=1385.781825 2020-08-12 05:23:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:26.088Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "adaf4de1-053c-a836-d04f-006a7ce1d598", "grossValue": 1233210, "homeNotional": 0.37091154321681463, "foreignNotional": 138.60964370012363}]} 2020-08-12 05:23:26 DEBUG: message ignored 2020-08-12 05:23:26 DEBUG: check clearing time needed clearing_process_timer=1286.783002 2020-08-12 05:23:26 DEBUG: check init order needed init_order_process_timer=1386.783272 2020-08-12 05:23:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:27.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "968250b7-2b01-6e85-4e43-8601b25c3b4b", "grossValue": 37375, "homeNotional": 0.011239743733842868, "foreignNotional": 4.200854220523772}, {"timestamp": "2020-08-12T02:23:27.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1cb60f0c-35aa-978c-94e0-bca0ffd46afc", "grossValue": 1121250, "homeNotional": 0.33719231201528604, "foreignNotional": 126.02562661571316}, {"timestamp": "2020-08-12T02:23:27.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 251, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "5e872582-e03b-90bf-2e1b-7adbd2221911", "grossValue": 9381125, "homeNotional": 2.8211756771945597, "foreignNotional": 1054.4144093514667}, {"timestamp": "2020-08-12T02:23:27.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 218, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1755108f-c0ea-35b7-5ef3-7045d90149e2", "grossValue": 8147750, "homeNotional": 2.450264133977745, "foreignNotional": 915.7862200741823}]} 2020-08-12 05:23:27 DEBUG: message ignored 2020-08-12 05:23:27 DEBUG: check clearing time needed clearing_process_timer=1287.784463 2020-08-12 05:23:27 DEBUG: check init order needed init_order_process_timer=1387.784662 2020-08-12 05:23:28 DEBUG: check clearing time needed clearing_process_timer=1288.785854 2020-08-12 05:23:28 DEBUG: check init order needed init_order_process_timer=1388.786109 2020-08-12 05:23:29 DEBUG: check clearing time needed clearing_process_timer=1289.787272 2020-08-12 05:23:29 DEBUG: check init order needed init_order_process_timer=1389.78753 2020-08-12 05:23:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 123, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "2e965b98-a1b0-1106-8f61-eb6233c7cfc5", "grossValue": 4596510, "homeNotional": 1.3834214374086156, "foreignNotional": 516.9845911595996}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 2582, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb4cb3c9-2653-00da-f374-c7dbc614988f", "grossValue": 96489340, "homeNotional": 29.040602856821504, "foreignNotional": 10852.473287594197}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 417, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "ffc152e1-645f-a2db-885c-8cb4b3345149", "grossValue": 15583290, "homeNotional": 4.690136092677989, "foreignNotional": 1752.7038578337645}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a831208-99b6-be98-e309-7b8a175b9c52", "grossValue": 261590, "homeNotional": 0.07873130131593746, "foreignNotional": 29.421887301765832}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 452, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "e7c31af0-347b-4349-0eee-ec43365a20c5", "grossValue": 16891240, "homeNotional": 5.083792599257676, "foreignNotional": 1899.8132943425937}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 311, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "42367000-6719-239d-1729-9a232a28ce92", "grossValue": 11622070, "homeNotional": 3.4979192441795073, "foreignNotional": 1307.1724215498818}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 146, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "6914932a-d821-1b79-1ba9-17f4bb43bf51", "grossValue": 5456020, "homeNotional": 1.6421099988752672, "foreignNotional": 613.6565065796873}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "e27a0881-3a45-659a-e09f-366c03493e19", "grossValue": 1270580, "homeNotional": 0.3824091778202677, "foreignNotional": 142.90630975143404}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9ce7977-dd0d-de1e-e0fb-73cccef9949c", "grossValue": 2167460, "homeNotional": 0.652345068046339, "foreignNotional": 243.78135192891688}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 152, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "8da908ec-acce-9ba7-51cc-b87313380455", "grossValue": 5680240, "homeNotional": 1.709593971431785, "foreignNotional": 638.875267124058}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ef0eb5f-c6e7-58b7-ced3-33e908c457bd", "grossValue": 1121100, "homeNotional": 0.3374198627825891, "foreignNotional": 126.09380272185356}, {"timestamp": "2020-08-12T02:23:30.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "acac3b1c-9733-022f-9d98-bf773baddba7", "grossValue": 3101710, "homeNotional": 0.93352828703183, "foreignNotional": 348.85952086379484}]} 2020-08-12 05:23:30 DEBUG: message ignored 2020-08-12 05:23:30 DEBUG: check clearing time needed clearing_process_timer=1290.788755 2020-08-12 05:23:30 DEBUG: check init order needed init_order_process_timer=1390.789064 2020-08-12 05:23:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:31.501Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.6, "tickDirection": "MinusTick", "trdMatchID": "ed0fb05f-10ed-03aa-5f79-35a1cc28a44e", "grossValue": 1083440, "homeNotional": 0.3261725340231695, "foreignNotional": 121.85805871105613}, {"timestamp": "2020-08-12T02:23:31.501Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "16a934dc-14e6-b0bd-b08c-674931564076", "grossValue": 1120800, "homeNotional": 0.3374198627825891, "foreignNotional": 126.0600607355753}, {"timestamp": "2020-08-12T02:23:31.501Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f47ba8a9-ec8b-9c58-cb63-b077ded72c49", "grossValue": 186800, "homeNotional": 0.05623664379709819, "foreignNotional": 21.010010122595883}]} 2020-08-12 05:23:31 DEBUG: message ignored 2020-08-12 05:23:31 DEBUG: check clearing time needed clearing_process_timer=1291.790242 2020-08-12 05:23:31 DEBUG: check init order needed init_order_process_timer=1391.790517 2020-08-12 05:23:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:31.920Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.65, "tickDirection": "PlusTick", "trdMatchID": "e0cc951a-437b-6fdb-350f-857f6b605599", "grossValue": 485745, "homeNotional": 0.14621527387245528, "foreignNotional": 54.63333708244292}]} 2020-08-12 05:23:31 DEBUG: message ignored 2020-08-12 05:23:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:31.953Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "c0d5ce78-246d-d374-f52d-b0de8a781698", "grossValue": 448380, "homeNotional": 0.13496794511303564, "foreignNotional": 50.43077269148577}]} 2020-08-12 05:23:31 DEBUG: message ignored 2020-08-12 05:23:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:32.100Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "dae229b3-efa0-f9a8-fee2-31c3938f6afe", "grossValue": 485745, "homeNotional": 0.14621527387245528, "foreignNotional": 54.63333708244292}]} 2020-08-12 05:23:32 DEBUG: message ignored 2020-08-12 05:23:32 DEBUG: check clearing time needed clearing_process_timer=1292.791736 2020-08-12 05:23:32 DEBUG: check init order needed init_order_process_timer=1392.791986 2020-08-12 05:23:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:33.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 373.6, "tickDirection": "MinusTick", "trdMatchID": "d343b3ad-ba0b-27f8-c198-fa19888586d3", "grossValue": 1382320, "homeNotional": 0.4161511640985266, "foreignNotional": 155.47407490720954}, {"timestamp": "2020-08-12T02:23:33.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 104, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "74149d30-ed40-b7b7-ae1d-7b6535ec1537", "grossValue": 3885440, "homeNotional": 1.1697221909796423, "foreignNotional": 437.0082105499944}, {"timestamp": "2020-08-12T02:23:33.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 1250, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b656dca0-c01d-4ed9-d1e3-bb5b7b5f484a", "grossValue": 46700000, "homeNotional": 14.059160949274547, "foreignNotional": 5252.502530648971}, {"timestamp": "2020-08-12T02:23:33.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "02b7472b-d9d6-06da-13ac-dfe4f23273ca", "grossValue": 1158160, "homeNotional": 0.34866719154200876, "foreignNotional": 130.26206276009447}, {"timestamp": "2020-08-12T02:23:33.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 78, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "e346463a-ee46-eab8-d851-d998fbb65029", "grossValue": 2914080, "homeNotional": 0.8772916432347317, "foreignNotional": 327.7561579124958}, {"timestamp": "2020-08-12T02:23:33.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 113, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "eae60948-6157-ffb2-bc13-3903c0aa5ac7", "grossValue": 4221680, "homeNotional": 1.270948149814419, "foreignNotional": 474.82622877066694}]} 2020-08-12 05:23:33 DEBUG: message ignored 2020-08-12 05:23:33 DEBUG: check clearing time needed clearing_process_timer=1293.793159 2020-08-12 05:23:33 DEBUG: check init order needed init_order_process_timer=1393.793431 2020-08-12 05:23:34 DEBUG: check clearing time needed clearing_process_timer=1294.794608 2020-08-12 05:23:34 DEBUG: check init order needed init_order_process_timer=1394.794881 2020-08-12 05:23:35 DEBUG: check clearing time needed clearing_process_timer=1295.796077 2020-08-12 05:23:35 DEBUG: check init order needed init_order_process_timer=1395.796307 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.365Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "34a8c388-a5ce-ba43-c2df-70b461312428", "grossValue": 112065, "homeNotional": 0.03374198627825891, "foreignNotional": 12.604318974243617}, {"timestamp": "2020-08-12T02:23:36.365Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5318d1c-2079-7a1c-aba7-255eb4483d7d", "grossValue": 74710, "homeNotional": 0.022494657518839275, "foreignNotional": 8.402879316162412}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.476Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "4fb0771e-66df-9ad4-4ce4-59e41b5d6e30", "grossValue": 448320, "homeNotional": 0.13496794511303564, "foreignNotional": 50.42402429423012}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.482Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "97673d30-87c0-0881-a330-7e87d1f977bb", "grossValue": 410960, "homeNotional": 0.12372061635361602, "foreignNotional": 46.22202226971094}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.508Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "de1690b3-e809-66ef-c88e-20f638512b7a", "grossValue": 485680, "homeNotional": 0.14621527387245528, "foreignNotional": 54.6260263187493}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: check clearing time needed clearing_process_timer=1296.797482 2020-08-12 05:23:36 DEBUG: check init order needed init_order_process_timer=1396.797735 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "bda64f12-fbe3-1522-3b0e-f1d40ed312fa", "grossValue": 224130, "homeNotional": 0.06748397255651782, "foreignNotional": 25.208637948487233}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.871Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "29c0f806-0b56-e49c-371a-729dd252420c", "grossValue": 448320, "homeNotional": 0.13496794511303564, "foreignNotional": 50.42402429423012}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.874Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "52d99095-d970-ad73-80d5-5316fed64c19", "grossValue": 373600, "homeNotional": 0.11247328759419638, "foreignNotional": 42.020020245191766}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.876Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "0182b916-ff19-3f73-65fd-a8c1b3d4ea2e", "grossValue": 373600, "homeNotional": 0.11247328759419638, "foreignNotional": 42.020020245191766}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.921Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "2250f71a-0873-951d-8238-53013854bb4b", "grossValue": 186775, "homeNotional": 0.05623664379709819, "foreignNotional": 21.007198290406027}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.943Z", "symbol": "ETHUSD", "side": "Sell", "size": 59, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "6dbd8b12-2a02-dcd3-275d-b1afc8c61b17", "grossValue": 2203945, "homeNotional": 0.6635923968057587, "foreignNotional": 247.88493982679114}, {"timestamp": "2020-08-12T02:23:36.943Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "15e82f0d-287b-50e5-3eac-3f1533e932a8", "grossValue": 1083295, "homeNotional": 0.3261725340231695, "foreignNotional": 121.84175008435497}, {"timestamp": "2020-08-12T02:23:36.943Z", "symbol": "ETHUSD", "side": "Sell", "size": 258, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e017e28-6d97-8fda-6720-7e2bc773f831", "grossValue": 9637590, "homeNotional": 2.9018108199302666, "foreignNotional": 1083.9714317849512}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.960Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "04949c1c-b294-f0b0-474c-93a207691ac2", "grossValue": 373600, "homeNotional": 0.11247328759419638, "foreignNotional": 42.020020245191766}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.963Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "3ea814b9-02c8-4696-d53a-1d6b7fd7aa93", "grossValue": 410960, "homeNotional": 0.12372061635361602, "foreignNotional": 46.22202226971094}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:36.965Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "7f1aaa6f-613e-cdd8-970b-127b52faae14", "grossValue": 485680, "homeNotional": 0.14621527387245528, "foreignNotional": 54.6260263187493}]} 2020-08-12 05:23:36 DEBUG: message ignored 2020-08-12 05:23:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:37.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 55, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "df334f00-0663-17cf-1fa4-9be0e2de64c4", "grossValue": 2054525, "homeNotional": 0.6186030817680801, "foreignNotional": 231.07918119446632}, {"timestamp": "2020-08-12T02:23:37.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.5, "tickDirection": "MinusTick", "trdMatchID": "b39fb74b-2717-d86c-0d12-4e4f6c3864a4", "grossValue": 112050, "homeNotional": 0.03374198627825891, "foreignNotional": 12.602631874929704}, {"timestamp": "2020-08-12T02:23:37.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b52ec0d9-0f26-7bac-840b-4869b4bbd40f", "grossValue": 2689200, "homeNotional": 0.8098076706782139, "foreignNotional": 302.4631649983129}, {"timestamp": "2020-08-12T02:23:37.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "69e358f9-5dfa-05ce-85e9-b4dc539c0b3a", "grossValue": 1120500, "homeNotional": 0.3374198627825891, "foreignNotional": 126.02631874929705}, {"timestamp": "2020-08-12T02:23:37.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 373.45, "tickDirection": "MinusTick", "trdMatchID": "13cc037b-df22-f944-bd17-859fa4227564", "grossValue": 1829905, "homeNotional": 0.5511191092115623, "foreignNotional": 205.81543133505792}]} 2020-08-12 05:23:37 DEBUG: message ignored 2020-08-12 05:23:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 23, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac70d4f9-934c-57d9-e23e-9ca1a8879683", "grossValue": 858935, "homeNotional": 0.25868856146665165, "foreignNotional": 96.60724327972106}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c565b0b3-d2d0-6afd-93c9-d6f54a69b9c3", "grossValue": 1083005, "homeNotional": 0.3261725340231695, "foreignNotional": 121.80913283095265}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d5a8ee1-fb91-a6d1-4a59-52dc384be5f3", "grossValue": 112035, "homeNotional": 0.03374198627825891, "foreignNotional": 12.60094477561579}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.4, "tickDirection": "MinusTick", "trdMatchID": "06ea3555-88da-524c-c6ba-b39de5bd7889", "grossValue": 112020, "homeNotional": 0.03374198627825891, "foreignNotional": 12.599257676301878}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc282d3b-e820-01e3-b9c3-caccd9c8e71e", "grossValue": 1082860, "homeNotional": 0.3261725340231695, "foreignNotional": 121.79282420425149}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "914f4510-7aba-bc8d-fab7-49eb570de4e0", "grossValue": 2688480, "homeNotional": 0.8098076706782139, "foreignNotional": 302.3821842312451}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8273d02-2abd-e2b9-08a4-f55e74a6582b", "grossValue": 1120200, "homeNotional": 0.3374198627825891, "foreignNotional": 125.99257676301879}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "4de9a97c-c723-c449-44d8-b6c713374273", "grossValue": 112020, "homeNotional": 0.03374198627825891, "foreignNotional": 12.599257676301878}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.35, "tickDirection": "MinusTick", "trdMatchID": "56a3bad6-009e-4ef3-dc8c-1e2425588e39", "grossValue": 112005, "homeNotional": 0.03374198627825891, "foreignNotional": 12.597570576987966}, {"timestamp": "2020-08-12T02:23:37.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 373.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "40d09e8f-35ac-45e8-c287-5065eca7d610", "grossValue": 634695, "homeNotional": 0.19120458891013384, "foreignNotional": 71.38623326959846}]} 2020-08-12 05:23:37 DEBUG: message ignored 2020-08-12 05:23:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 55, "price": 373.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2524ceda-756b-20e8-7d9c-8db09332c63c", "grossValue": 2053425, "homeNotional": 0.6186030817680801, "foreignNotional": 230.9554605781127}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.3, "tickDirection": "MinusTick", "trdMatchID": "eb2aceb0-54b9-c686-09ee-f20ab60b49e9", "grossValue": 1082570, "homeNotional": 0.3261725340231695, "foreignNotional": 121.76020695084917}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "41ae1dc5-873d-7dac-0c54-767ea69cb39f", "grossValue": 2687760, "homeNotional": 0.8098076706782139, "foreignNotional": 302.30120346417726}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f56ec177-96d5-3f08-59e1-651579fc149b", "grossValue": 1119900, "homeNotional": 0.3374198627825891, "foreignNotional": 125.95883477674053}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "b43945e7-9885-c702-595f-159681462e60", "grossValue": 111990, "homeNotional": 0.03374198627825891, "foreignNotional": 12.595883477674052}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.25, "tickDirection": "MinusTick", "trdMatchID": "806887a7-5dbb-a0dc-c317-20dc66f294c5", "grossValue": 1082425, "homeNotional": 0.3261725340231695, "foreignNotional": 121.74389832414802}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "66aae0c5-7366-5498-bda4-132a3345b947", "grossValue": 2687400, "homeNotional": 0.8098076706782139, "foreignNotional": 302.26071308064337}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "2fbf9d92-b1ab-da9a-d241-1e76c82ca8a9", "grossValue": 111975, "homeNotional": 0.03374198627825891, "foreignNotional": 12.59419637836014}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "94c08958-8cb2-e5bf-a448-deb64abc4d4d", "grossValue": 29856000, "homeNotional": 8.99786300753571, "foreignNotional": 3358.002474412327}, {"timestamp": "2020-08-12T02:23:37.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 8907, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "1327bd6b-a79b-20ac-eb58-e6d530366e7c", "grossValue": 332409240, "homeNotional": 100.17995726015072, "foreignNotional": 37387.160049488244}]} 2020-08-12 05:23:37 DEBUG: message ignored 2020-08-12 05:23:37 DEBUG: check clearing time needed clearing_process_timer=1297.798931 2020-08-12 05:23:37 DEBUG: check init order needed init_order_process_timer=1397.799205 2020-08-12 05:23:38 DEBUG: check clearing time needed clearing_process_timer=1298.800403 2020-08-12 05:23:38 DEBUG: check init order needed init_order_process_timer=1398.80071 2020-08-12 05:23:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:39.755Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "4d806ce2-423f-10b3-ddf3-49f16fb4f36b", "grossValue": 149300000, "homeNotional": 44.98931503767855, "foreignNotional": 16792.26183781352}, {"timestamp": "2020-08-12T02:23:39.755Z", "symbol": "ETHUSD", "side": "Buy", "size": 459, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "aaffc77e-ae92-842c-98b0-a8c9c9e7044f", "grossValue": 17132175, "homeNotional": 5.162523900573614, "foreignNotional": 1926.9120458891014}]} 2020-08-12 05:23:39 DEBUG: message ignored 2020-08-12 05:23:39 DEBUG: check clearing time needed clearing_process_timer=1299.801901 2020-08-12 05:23:39 DEBUG: check init order needed init_order_process_timer=1399.802091 2020-08-12 05:23:40 DEBUG: check clearing time needed clearing_process_timer=1300.803329 2020-08-12 05:23:40 DEBUG: check init order needed init_order_process_timer=1400.803596 2020-08-12 05:23:41 DEBUG: check clearing time needed clearing_process_timer=1301.80478 2020-08-12 05:23:41 DEBUG: check init order needed init_order_process_timer=1401.805125 2020-08-12 05:23:42 DEBUG: check clearing time needed clearing_process_timer=1302.806317 2020-08-12 05:23:42 DEBUG: check init order needed init_order_process_timer=1402.806611 2020-08-12 05:23:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:43.181Z", "symbol": "ETHUSD", "side": "Sell", "size": 328, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "436797a2-c9d6-98cf-2c31-0f01bea04254", "grossValue": 12240960, "homeNotional": 3.689123833089641, "foreignNotional": 1376.781014509054}]} 2020-08-12 05:23:43 DEBUG: message ignored 2020-08-12 05:23:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:43.213Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "969d56e3-7685-68d2-2824-e54c28619ed0", "grossValue": 447900, "homeNotional": 0.13496794511303564, "foreignNotional": 50.37678551344056}]} 2020-08-12 05:23:43 DEBUG: message ignored 2020-08-12 05:23:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:43.217Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed03f730-340b-8d23-54b9-740053e5a283", "grossValue": 410575, "homeNotional": 0.12372061635361602, "foreignNotional": 46.17872005398718}]} 2020-08-12 05:23:43 DEBUG: message ignored 2020-08-12 05:23:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:43.219Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "1621d7d6-b077-d466-1690-25e6bf2b2e6f", "grossValue": 447900, "homeNotional": 0.13496794511303564, "foreignNotional": 50.37678551344056}]} 2020-08-12 05:23:43 DEBUG: message ignored 2020-08-12 05:23:43 DEBUG: check clearing time needed clearing_process_timer=1303.807809 2020-08-12 05:23:43 DEBUG: check init order needed init_order_process_timer=1403.808102 2020-08-12 05:23:44 DEBUG: check clearing time needed clearing_process_timer=1304.809337 2020-08-12 05:23:44 DEBUG: check init order needed init_order_process_timer=1404.809606 2020-08-12 05:23:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 765, "price": 373.2, "tickDirection": "MinusTick", "trdMatchID": "4c2d5db5-ad13-d933-8180-50bab7730f88", "grossValue": 28549800, "homeNotional": 8.604206500956023, "foreignNotional": 3211.0898661567876}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b5640a7-38c8-00e6-40f9-58b4fd9ad6f9", "grossValue": 2687040, "homeNotional": 0.8098076706782139, "foreignNotional": 302.2202226971094}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "85e1813e-2102-d8bf-41ee-da52e53aa207", "grossValue": 1119600, "homeNotional": 0.3374198627825891, "foreignNotional": 125.92509279046226}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 78, "price": 373.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "00472f70-2d40-9577-906f-651ba04ee24f", "grossValue": 2910960, "homeNotional": 0.8772916432347317, "foreignNotional": 327.4052412552019}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "a47026f3-d820-a547-7072-d6bb056c3093", "grossValue": 1082135, "homeNotional": 0.3261725340231695, "foreignNotional": 121.7112810707457}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "fe3ea5c8-0b41-b46e-bd66-0319eddaae30", "grossValue": 2686680, "homeNotional": 0.8098076706782139, "foreignNotional": 302.1797323135755}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "47547ae5-51fc-7fda-7516-898fdd47726a", "grossValue": 111930, "homeNotional": 0.03374198627825891, "foreignNotional": 12.589135080418401}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "3be9ba19-2c18-5669-cfd5-c9a25371dc0f", "grossValue": 1081990, "homeNotional": 0.3261725340231695, "foreignNotional": 121.69497244404454}, {"timestamp": "2020-08-12T02:23:44.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 1691, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a956109d-f069-8274-cdd2-eb41280b1c7b", "grossValue": 63091210, "homeNotional": 19.019232932178607, "foreignNotional": 7096.075806995838}]} 2020-08-12 05:23:44 DEBUG: message ignored 2020-08-12 05:23:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:44.809Z", "symbol": "ETHUSD", "side": "Sell", "size": 790, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9523b21-4225-e829-6ac7-e7c25b5762f8", "grossValue": 29474900, "homeNotional": 8.885389719941514, "foreignNotional": 3315.1389045101787}]} 2020-08-12 05:23:44 DEBUG: message ignored 2020-08-12 05:23:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:44.854Z", "symbol": "ETHUSD", "side": "Sell", "size": 716, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "abb45a65-634f-6950-8f12-3d447efc617a", "grossValue": 26713960, "homeNotional": 8.05308739174446, "foreignNotional": 3004.606905859858}]} 2020-08-12 05:23:44 DEBUG: message ignored 2020-08-12 05:23:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:44.873Z", "symbol": "ETHUSD", "side": "Buy", "size": 93, "price": 373.15, "tickDirection": "PlusTick", "trdMatchID": "5040a854-0022-c370-aab1-bc1f760ab803", "grossValue": 3470295, "homeNotional": 1.0460015746260263, "foreignNotional": 390.31548757170174}]} 2020-08-12 05:23:44 DEBUG: message ignored 2020-08-12 05:23:45 DEBUG: check clearing time needed clearing_process_timer=1305.810792 2020-08-12 05:23:45 DEBUG: check init order needed init_order_process_timer=1405.811091 2020-08-12 05:23:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:46.061Z", "symbol": "ETHUSD", "side": "Sell", "size": 219, "price": 373.1, "tickDirection": "MinusTick", "trdMatchID": "0ed7fd20-4718-9a41-413b-c69afb503700", "grossValue": 8170890, "homeNotional": 2.4631649983129007, "foreignNotional": 919.0068608705433}]} 2020-08-12 05:23:46 DEBUG: message ignored 2020-08-12 05:23:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:46.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 243, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c04b76d-cc5d-a75d-e518-6397537f6ffc", "grossValue": 9066330, "homeNotional": 2.733100888538972, "foreignNotional": 1019.7199415138905}]} 2020-08-12 05:23:46 DEBUG: message ignored 2020-08-12 05:23:46 DEBUG: check clearing time needed clearing_process_timer=1306.812367 2020-08-12 05:23:46 DEBUG: check init order needed init_order_process_timer=1406.812692 2020-08-12 05:23:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:47.743Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "071e5b75-755d-517f-cf3a-6c0a5b141e4e", "grossValue": 186550, "homeNotional": 0.05623664379709819, "foreignNotional": 20.981891800697333}]} 2020-08-12 05:23:47 DEBUG: message ignored 2020-08-12 05:23:47 DEBUG: check clearing time needed clearing_process_timer=1307.813931 2020-08-12 05:23:47 DEBUG: check init order needed init_order_process_timer=1407.814266 2020-08-12 05:23:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:47.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 6336, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9aaf624-6860-b506-71bf-17a5cad337aa", "grossValue": 236396160, "homeNotional": 71.26307501968283, "foreignNotional": 26588.253289843662}, {"timestamp": "2020-08-12T02:23:47.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b49faf1d-6b5a-ccfc-4daf-6a80e5ee14da", "grossValue": 2649010, "homeNotional": 0.7985603419187943, "foreignNotional": 297.94286356990216}, {"timestamp": "2020-08-12T02:23:47.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b575a4fa-2d88-4888-64fc-ebf2a65c431f", "grossValue": 1119300, "homeNotional": 0.3374198627825891, "foreignNotional": 125.891350804184}]} 2020-08-12 05:23:47 DEBUG: message ignored 2020-08-12 05:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:48.505Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.05, "tickDirection": "MinusTick", "trdMatchID": "9479015b-1db9-7ce5-74e8-3113178f8df0", "grossValue": 111915, "homeNotional": 0.03374198627825891, "foreignNotional": 12.587447981104487}, {"timestamp": "2020-08-12T02:23:48.505Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0841a804-cda9-9af0-ec2f-ca5163b093b3", "grossValue": 2685960, "homeNotional": 0.8098076706782139, "foreignNotional": 302.0987515465077}, {"timestamp": "2020-08-12T02:23:48.505Z", "symbol": "ETHUSD", "side": "Sell", "size": 141, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "193e6e85-426e-6aff-ae91-beada83802b3", "grossValue": 5260005, "homeNotional": 1.585873355078169, "foreignNotional": 591.6100551119109}, {"timestamp": "2020-08-12T02:23:48.505Z", "symbol": "ETHUSD", "side": "Sell", "size": 244, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "83ccd4ed-7fca-ee30-db39-c7770e2e392c", "grossValue": 9102420, "homeNotional": 2.7443482172983917, "foreignNotional": 1023.779102463165}]} 2020-08-12 05:23:48 DEBUG: message ignored 2020-08-12 05:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:48.615Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e8c7475-a5e6-b3a1-2a58-ac447948c345", "grossValue": 186525, "homeNotional": 0.05623664379709819, "foreignNotional": 20.97907996850748}]} 2020-08-12 05:23:48 DEBUG: message ignored 2020-08-12 05:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:48.721Z", "symbol": "ETHUSD", "side": "Sell", "size": 495, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "e0b93794-2994-f2e5-ddb5-ddc3c16b5b27", "grossValue": 18465975, "homeNotional": 5.56742773591272, "foreignNotional": 2076.9289168822406}, {"timestamp": "2020-08-12T02:23:48.721Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "43a4d0c2-88c4-83fd-9dc7-9f180a853918", "grossValue": 186525, "homeNotional": 0.05623664379709819, "foreignNotional": 20.97907996850748}]} 2020-08-12 05:23:48 DEBUG: message ignored 2020-08-12 05:23:48 DEBUG: check clearing time needed clearing_process_timer=1308.815506 2020-08-12 05:23:48 DEBUG: check init order needed init_order_process_timer=1408.815781 2020-08-12 05:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:48.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c9f34fe6-6359-245a-e543-afba1deea034", "grossValue": 1678725, "homeNotional": 0.5061297941738837, "foreignNotional": 188.81171971656732}]} 2020-08-12 05:23:48 DEBUG: message ignored 2020-08-12 05:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:48.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b4f1d2d-666a-9d39-a739-d80a69cb1813", "grossValue": 3357450, "homeNotional": 1.0122595883477674, "foreignNotional": 377.62343943313465}]} 2020-08-12 05:23:48 DEBUG: message ignored 2020-08-12 05:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 860, "price": 373.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1cac6ed-4790-9506-e4b7-3e09e0f625ae", "grossValue": 32082300, "homeNotional": 9.672702733100888, "foreignNotional": 3608.4017545832867}, {"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373, "tickDirection": "MinusTick", "trdMatchID": "81986342-1e32-d74c-4307-a299b4a4ca4e", "grossValue": 1865000, "homeNotional": 0.5623664379709818, "foreignNotional": 209.76268136317626}, {"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "3eb28447-9cd4-96c1-b449-ddeea57ad8b5", "grossValue": 1492000, "homeNotional": 0.4498931503767855, "foreignNotional": 167.810145090541}, {"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce85569c-0f46-dae5-7023-9a3e3ec6d3ce", "grossValue": 1081700, "homeNotional": 0.3261725340231695, "foreignNotional": 121.66235519064222}, {"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "1bf1dba7-e2f0-7e7d-d854-5eb7a9d5585c", "grossValue": 37300, "homeNotional": 0.011247328759419637, "foreignNotional": 4.195253627263525}, {"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d1288c7-bfd1-df8a-a9ca-05d66bc463e6", "grossValue": 2685600, "homeNotional": 0.8098076706782139, "foreignNotional": 302.0582611629738}, {"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373, "tickDirection": "ZeroMinusTick", "trdMatchID": "19db55a7-c283-d3f3-cd74-ef0f40b29282", "grossValue": 37300, "homeNotional": 0.011247328759419637, "foreignNotional": 4.195253627263525}, {"timestamp": "2020-08-12T02:23:48.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 524, "price": 372.95, "tickDirection": "MinusTick", "trdMatchID": "1454dfb6-35ef-1ebb-a755-7606e3aff46f", "grossValue": 19542580, "homeNotional": 5.89360026993589, "foreignNotional": 2198.0182206725904}]} 2020-08-12 05:23:48 DEBUG: message ignored 2020-08-12 05:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:48.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 450, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ce61fd1-1a0e-cc9b-6ec3-a31c3f2abec6", "grossValue": 16782750, "homeNotional": 5.061297941738837, "foreignNotional": 1887.6110673714993}]} 2020-08-12 05:23:48 DEBUG: message ignored 2020-08-12 05:23:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:49.479Z", "symbol": "ETHUSD", "side": "Sell", "size": 1666, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "91596347-dedf-4c39-f9c1-71684cf1ab86", "grossValue": 62133470, "homeNotional": 18.738049713193117, "foreignNotional": 6988.355640535373}, {"timestamp": "2020-08-12T02:23:49.479Z", "symbol": "ETHUSD", "side": "Sell", "size": 1934, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "06650da7-2678-4c20-9f0b-685db03ce0e1", "grossValue": 72128530, "homeNotional": 21.75233382071758, "foreignNotional": 8112.5328984366215}]} 2020-08-12 05:23:49 DEBUG: message ignored 2020-08-12 05:23:49 DEBUG: check clearing time needed clearing_process_timer=1309.817034 2020-08-12 05:23:49 DEBUG: check init order needed init_order_process_timer=1409.817305 2020-08-12 05:23:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c7354f2-d9db-ab1c-9029-d67a6299f2d1", "grossValue": 2461470, "homeNotional": 0.7423236981216961, "foreignNotional": 276.84962321448654}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ac68c81-40c9-da58-649a-7e5a86cecd2f", "grossValue": 1118850, "homeNotional": 0.3374198627825891, "foreignNotional": 125.84073782476662}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 600, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "4758211e-e938-8006-0f97-7fbb515ec15a", "grossValue": 22377000, "homeNotional": 6.748397255651783, "foreignNotional": 2516.8147564953324}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "cdc8ed32-f7e7-6766-563e-f90c963ee59b", "grossValue": 2685240, "homeNotional": 0.8098076706782139, "foreignNotional": 302.0177707794399}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 770, "price": 372.9, "tickDirection": "MinusTick", "trdMatchID": "ffa33ec8-e00a-5e59-0bd3-83f86cf824d0", "grossValue": 28713300, "homeNotional": 8.66044314475312, "foreignNotional": 3229.479248678439}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "b663f32a-1b31-15c3-d3d5-d7eb6c913a19", "grossValue": 447480, "homeNotional": 0.13496794511303564, "foreignNotional": 50.329546732650996}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a34d47d-11ea-2fea-b9d9-41c419e0c392", "grossValue": 74580, "homeNotional": 0.022494657518839275, "foreignNotional": 8.388257788775165}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c19b050-4de6-fa6a-180d-0eaec1e61680", "grossValue": 1864500, "homeNotional": 0.5623664379709818, "foreignNotional": 209.70644471937914}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e8e5354b-e087-fef0-25f5-9ae2e1de1b19", "grossValue": 2684880, "homeNotional": 0.8098076706782139, "foreignNotional": 301.97728039590595}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "a46fe7fb-77f8-e84f-d94d-41d40eeebccb", "grossValue": 37290, "homeNotional": 0.011247328759419637, "foreignNotional": 4.194128894387583}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 372.85, "tickDirection": "MinusTick", "trdMatchID": "c14dd7c7-b253-1c5a-fbe8-37266c8764cf", "grossValue": 37285000, "homeNotional": 11.247328759419638, "foreignNotional": 4193.566527949612}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "bd199265-42de-df3d-b187-c3095b0ae2d3", "grossValue": 74570000, "homeNotional": 22.494657518839276, "foreignNotional": 8387.133055899223}, {"timestamp": "2020-08-12T02:23:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 325, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b543330d-68a9-7191-1873-cb3e07b64e43", "grossValue": 12117625, "homeNotional": 3.655381846811382, "foreignNotional": 1362.9091215836238}]} 2020-08-12 05:23:49 DEBUG: message ignored 2020-08-12 05:23:50 DEBUG: check clearing time needed clearing_process_timer=1310.818469 2020-08-12 05:23:50 DEBUG: check init order needed init_order_process_timer=1410.81879 2020-08-12 05:23:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:51.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 890, "price": 372.95, "tickDirection": "PlusTick", "trdMatchID": "46323277-bd03-8c2c-dfe6-a948b62072f6", "grossValue": 33192550, "homeNotional": 10.010122595883479, "foreignNotional": 3733.275222134743}]} 2020-08-12 05:23:51 DEBUG: message ignored 2020-08-12 05:23:51 DEBUG: check clearing time needed clearing_process_timer=1311.820018 2020-08-12 05:23:51 DEBUG: check init order needed init_order_process_timer=1411.82029 2020-08-12 05:23:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:52.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 14, "price": 372.9, "tickDirection": "MinusTick", "trdMatchID": "dd8d7133-e8f2-870d-767f-6499975ba531", "grossValue": 522060, "homeNotional": 0.15746260263187492, "foreignNotional": 58.71780452142616}]} 2020-08-12 05:23:52 DEBUG: message ignored 2020-08-12 05:23:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:52.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 372.95, "tickDirection": "PlusTick", "trdMatchID": "77fa56db-4bf9-03b5-3aae-f569989299ab", "grossValue": 1118850, "homeNotional": 0.3374198627825891, "foreignNotional": 125.84073782476662}]} 2020-08-12 05:23:52 DEBUG: message ignored 2020-08-12 05:23:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:52.724Z", "symbol": "ETHUSD", "side": "Sell", "size": 1588, "price": 372.9, "tickDirection": "MinusTick", "trdMatchID": "5a094f85-b6c0-b66c-71ff-d9413dee544f", "grossValue": 59216520, "homeNotional": 17.860758069958386, "foreignNotional": 6660.276684287482}, {"timestamp": "2020-08-12T02:23:52.724Z", "symbol": "ETHUSD", "side": "Sell", "size": 3412, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "386799ee-efd2-8019-0961-18fcbf023af4", "grossValue": 127233480, "homeNotional": 38.3758857271398, "foreignNotional": 14310.367787650433}]} 2020-08-12 05:23:52 DEBUG: message ignored 2020-08-12 05:23:52 DEBUG: check clearing time needed clearing_process_timer=1312.821453 2020-08-12 05:23:52 DEBUG: check init order needed init_order_process_timer=1412.821816 2020-08-12 05:23:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:53.217Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca220af1-2b5a-d30c-fef8-847a235c6087", "grossValue": 37290, "homeNotional": 0.011247328759419637, "foreignNotional": 4.194128894387583}]} 2020-08-12 05:23:53 DEBUG: message ignored 2020-08-12 05:23:53 DEBUG: check clearing time needed clearing_process_timer=1313.822993 2020-08-12 05:23:53 DEBUG: check init order needed init_order_process_timer=1413.823295 2020-08-12 05:23:54 DEBUG: check clearing time needed clearing_process_timer=1314.82449 2020-08-12 05:23:54 DEBUG: check init order needed init_order_process_timer=1414.824816 2020-08-12 05:23:55 DEBUG: check clearing time needed clearing_process_timer=1315.825091 2020-08-12 05:23:55 DEBUG: check init order needed init_order_process_timer=1415.825387 2020-08-12 05:23:56 DEBUG: check clearing time needed clearing_process_timer=1316.82656 2020-08-12 05:23:56 DEBUG: check init order needed init_order_process_timer=1416.82682 2020-08-12 05:23:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:57.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 372.85, "tickDirection": "MinusTick", "trdMatchID": "f2510650-39c9-dda3-518e-c9b294d6e0c0", "grossValue": 74570000, "homeNotional": 22.494657518839276, "foreignNotional": 8387.133055899223}]} 2020-08-12 05:23:57 DEBUG: message ignored 2020-08-12 05:23:57 DEBUG: check clearing time needed clearing_process_timer=1317.827997 2020-08-12 05:23:57 DEBUG: check init order needed init_order_process_timer=1417.828237 2020-08-12 05:23:58 DEBUG: check clearing time needed clearing_process_timer=1318.829077 2020-08-12 05:23:58 DEBUG: check init order needed init_order_process_timer=1418.829344 2020-08-12 05:23:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:23:59.339Z", "symbol": "ETHUSD", "side": "Sell", "size": 110, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb349409-1353-7ea7-7d36-1598e14b188f", "grossValue": 4101350, "homeNotional": 1.2372061635361602, "foreignNotional": 461.29231807445734}]} 2020-08-12 05:23:59 DEBUG: message ignored 2020-08-12 05:23:59 DEBUG: check clearing time needed clearing_process_timer=1319.830517 2020-08-12 05:23:59 DEBUG: check init order needed init_order_process_timer=1419.830785 2020-08-12 05:24:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:00.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fcfc0039-c109-6363-cc17-c2936e3aa2f2", "grossValue": 18642500, "homeNotional": 5.612932195779075, "foreignNotional": 2092.781769196228}]} 2020-08-12 05:24:00 DEBUG: message ignored 2020-08-12 05:24:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:00.737Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "6312d6cb-7ef6-f433-6c80-100273eddff5", "grossValue": 37285, "homeNotional": 0.01122586439155815, "foreignNotional": 4.185563538392456}]} 2020-08-12 05:24:00 DEBUG: message ignored 2020-08-12 05:24:00 DEBUG: check clearing time needed clearing_process_timer=1320.831948 2020-08-12 05:24:00 DEBUG: check init order needed init_order_process_timer=1420.83221 2020-08-12 05:24:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:01.183Z", "symbol": "ETHUSD", "side": "Sell", "size": 245, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6ddd74c-bcd9-c69d-adaf-8e41dd6f3e1c", "grossValue": 9134825, "homeNotional": 2.7503367759317467, "foreignNotional": 1025.4630669061519}]} 2020-08-12 05:24:01 DEBUG: message ignored 2020-08-12 05:24:01 DEBUG: check clearing time needed clearing_process_timer=1321.833763 2020-08-12 05:24:01 DEBUG: check init order needed init_order_process_timer=1421.83682 2020-08-12 05:24:02 DEBUG: check clearing time needed clearing_process_timer=1322.838852 2020-08-12 05:24:02 DEBUG: check init order needed init_order_process_timer=1422.839172 2020-08-12 05:24:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:03.179Z", "symbol": "ETHUSD", "side": "Buy", "size": 239, "price": 372.9, "tickDirection": "PlusTick", "trdMatchID": "a7295271-aaf1-98de-900c-440c608f75c5", "grossValue": 8912310, "homeNotional": 2.682981589582398, "foreignNotional": 1000.4838347552761}, {"timestamp": "2020-08-12T02:24:03.179Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 372.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "7311e8d3-510d-8ad9-1b54-235118ae1272", "grossValue": 5929110, "homeNotional": 1.784912438257746, "foreignNotional": 665.5938482263134}, {"timestamp": "2020-08-12T02:24:03.179Z", "symbol": "ETHUSD", "side": "Buy", "size": 131, "price": 372.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "990e2717-a195-58af-52cc-2778b86ee89a", "grossValue": 4884990, "homeNotional": 1.4705882352941178, "foreignNotional": 548.3823529411765}, {"timestamp": "2020-08-12T02:24:03.179Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 372.95, "tickDirection": "PlusTick", "trdMatchID": "9e21ef4c-c9d3-6955-0b2e-77439b9ffdcb", "grossValue": 29836000, "homeNotional": 8.98069151324652, "foreignNotional": 3349.3488998652897}, {"timestamp": "2020-08-12T02:24:03.179Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "154fd320-66a0-9d99-9819-e9638ebb3861", "grossValue": 5929905, "homeNotional": 1.784912438257746, "foreignNotional": 665.6830938482263}, {"timestamp": "2020-08-12T02:24:03.179Z", "symbol": "ETHUSD", "side": "Buy", "size": 512, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "67775498-b3ad-4bf1-bb5a-b07d25ac4d15", "grossValue": 19095040, "homeNotional": 5.747642568477773, "foreignNotional": 2143.583295913785}]} 2020-08-12 05:24:03 DEBUG: message ignored 2020-08-12 05:24:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:03.203Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 372.85, "tickDirection": "MinusTick", "trdMatchID": "d49b9f07-31b2-8313-1c40-08b5b1e149cb", "grossValue": 1565970, "homeNotional": 0.4714863044454423, "foreignNotional": 175.79366861248317}]} 2020-08-12 05:24:03 DEBUG: message ignored 2020-08-12 05:24:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:03.301Z", "symbol": "ETHUSD", "side": "Sell", "size": 14, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d04810c-f757-51d3-6708-464359e2ea6e", "grossValue": 521990, "homeNotional": 0.1571621014818141, "foreignNotional": 58.59788953749439}]} 2020-08-12 05:24:03 DEBUG: message ignored 2020-08-12 05:24:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 6763, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "45974dc5-cc3f-7849-4ce1-841145419698", "grossValue": 252158455, "homeNotional": 75.92052088010777, "foreignNotional": 28306.96621014818}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "718167ff-3d6b-5107-9d54-4c20847c4d03", "grossValue": 1118550, "homeNotional": 0.3367759317467445, "foreignNotional": 125.5669061517737}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d18cdbc-43f7-f1c1-a99d-5986b9bee897", "grossValue": 37285, "homeNotional": 0.01122586439155815, "foreignNotional": 4.185563538392456}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d5bf119-729b-8a89-a6d8-3c18914232fe", "grossValue": 111855, "homeNotional": 0.03367759317467445, "foreignNotional": 12.556690615177368}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1ae2d70-98d9-d9e1-83bf-48f1b3e6eef5", "grossValue": 372850, "homeNotional": 0.1122586439155815, "foreignNotional": 41.855635383924565}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "893eb946-2d40-9c9c-3d6d-e123b0e2a19f", "grossValue": 74570, "homeNotional": 0.0224517287831163, "foreignNotional": 8.371127076784912}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0015461d-43ce-c2bb-b4cc-1533e668872d", "grossValue": 260995, "homeNotional": 0.07858105074090704, "foreignNotional": 29.298944768747194}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 194, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "19e430b9-9f3a-5e0e-560a-052dface284f", "grossValue": 7233290, "homeNotional": 2.177817691962281, "foreignNotional": 811.9993264481365}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f60ccd10-b989-bc60-5fa3-9676832d173a", "grossValue": 3728500, "homeNotional": 1.122586439155815, "foreignNotional": 418.5563538392456}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "cf375406-3017-39f9-546e-f24b9e78d8d2", "grossValue": 37285000, "homeNotional": 11.22586439155815, "foreignNotional": 4185.563538392456}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 264, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad036f25-3195-7741-5206-edde9a8e22e4", "grossValue": 9843240, "homeNotional": 2.963628199371352, "foreignNotional": 1104.9887741356085}, {"timestamp": "2020-08-12T02:24:03.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 1626, "price": 372.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "dcadb22f-eaa3-b330-e064-53c405f38351", "grossValue": 60625410, "homeNotional": 18.253255500673554, "foreignNotional": 6805.726313426134}]} 2020-08-12 05:24:03 DEBUG: message ignored 2020-08-12 05:24:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:03.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 372.95, "tickDirection": "PlusTick", "trdMatchID": "c53f7d13-35f3-ef66-1390-05b3bc7a1d77", "grossValue": 1118850, "homeNotional": 0.3367759317467445, "foreignNotional": 125.60058374494837}, {"timestamp": "2020-08-12T02:24:03.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 3570, "price": 373, "tickDirection": "PlusTick", "trdMatchID": "52eae18f-55c7-7ad6-ebc8-33e92f42e7ce", "grossValue": 133161000, "homeNotional": 40.0763358778626, "foreignNotional": 14948.473282442748}]} 2020-08-12 05:24:03 DEBUG: message ignored 2020-08-12 05:24:03 DEBUG: check clearing time needed clearing_process_timer=1323.840396 2020-08-12 05:24:03 DEBUG: check init order needed init_order_process_timer=1423.840711 2020-08-12 05:24:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:03.890Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 372.95, "tickDirection": "MinusTick", "trdMatchID": "daa27b64-ccb0-c975-7a34-1f98aff22817", "grossValue": 37295, "homeNotional": 0.01122586439155815, "foreignNotional": 4.186686124831612}]} 2020-08-12 05:24:03 DEBUG: message ignored 2020-08-12 05:24:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:04.051Z", "symbol": "ETHUSD", "side": "Sell", "size": 499, "price": 372.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0c8688c-1082-3c91-1a3c-d0a0d9073d47", "grossValue": 18610205, "homeNotional": 5.601706331387517, "foreignNotional": 2089.1563762909745}, {"timestamp": "2020-08-12T02:24:04.051Z", "symbol": "ETHUSD", "side": "Sell", "size": 579, "price": 372.9, "tickDirection": "MinusTick", "trdMatchID": "52dabce2-c7a7-4be7-2614-a98df5ddcaac", "grossValue": 21590910, "homeNotional": 6.4997754827121685, "foreignNotional": 2423.7662775033677}, {"timestamp": "2020-08-12T02:24:04.051Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "1860c3ce-76d4-73df-44c3-cdca9ad721fc", "grossValue": 18645000, "homeNotional": 5.612932195779075, "foreignNotional": 2093.0624158060173}, {"timestamp": "2020-08-12T02:24:04.051Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1b1ef6b-878d-4143-0255-8c627f435c51", "grossValue": 29832000, "homeNotional": 8.98069151324652, "foreignNotional": 3348.899865289627}, {"timestamp": "2020-08-12T02:24:04.051Z", "symbol": "ETHUSD", "side": "Sell", "size": 456, "price": 372.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "09e95356-595b-f045-d121-22e067d06535", "grossValue": 17004240, "homeNotional": 5.118994162550516, "foreignNotional": 1908.8729232150877}]} 2020-08-12 05:24:04 DEBUG: message ignored 2020-08-12 05:24:04 DEBUG: check clearing time needed clearing_process_timer=1324.841098 2020-08-12 05:24:04 DEBUG: check init order needed init_order_process_timer=1424.841404 2020-08-12 05:24:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:05.781Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 372.95, "tickDirection": "PlusTick", "trdMatchID": "876125dc-386e-ad82-49dc-246515eb7b05", "grossValue": 447540, "homeNotional": 0.1347103726986978, "foreignNotional": 50.24023349797935}]} 2020-08-12 05:24:05 DEBUG: message ignored 2020-08-12 05:24:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:05.783Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "3c06b040-a07d-8296-b603-cfff610fcdb0", "grossValue": 484835, "homeNotional": 0.14593623709025594, "foreignNotional": 54.426919622810956}]} 2020-08-12 05:24:05 DEBUG: message ignored 2020-08-12 05:24:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:05.791Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ce8e80a-4b62-810d-4679-1020df242e2e", "grossValue": 447540, "homeNotional": 0.1347103726986978, "foreignNotional": 50.24023349797935}]} 2020-08-12 05:24:05 DEBUG: message ignored 2020-08-12 05:24:05 DEBUG: check clearing time needed clearing_process_timer=1325.842595 2020-08-12 05:24:05 DEBUG: check init order needed init_order_process_timer=1425.842946 2020-08-12 05:24:06 DEBUG: check clearing time needed clearing_process_timer=1326.844147 2020-08-12 05:24:06 DEBUG: check init order needed init_order_process_timer=1426.844489 2020-08-12 05:24:07 DEBUG: check clearing time needed clearing_process_timer=1327.845062 2020-08-12 05:24:07 DEBUG: check init order needed init_order_process_timer=1427.845361 2020-08-12 05:24:08 DEBUG: check clearing time needed clearing_process_timer=1328.846557 2020-08-12 05:24:08 DEBUG: check init order needed init_order_process_timer=1428.846816 2020-08-12 05:24:09 DEBUG: check clearing time needed clearing_process_timer=1329.848223 2020-08-12 05:24:09 DEBUG: check init order needed init_order_process_timer=1429.848532 2020-08-12 05:24:10 DEBUG: check clearing time needed clearing_process_timer=1330.849124 2020-08-12 05:24:10 DEBUG: check init order needed init_order_process_timer=1430.849446 2020-08-12 05:24:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:10.963Z", "symbol": "ETHUSD", "side": "Buy", "size": 4108, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "f1784ba6-b4b6-76ba-7771-34385e3183b6", "grossValue": 153207860, "homeNotional": 46.11585092052088, "foreignNotional": 17198.906600808263}, {"timestamp": "2020-08-12T02:24:10.963Z", "symbol": "ETHUSD", "side": "Buy", "size": 2329, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a406fab-aff4-7b27-6962-28c204baad38", "grossValue": 86860055, "homeNotional": 26.14503816793893, "foreignNotional": 9750.791984732825}]} 2020-08-12 05:24:11 DEBUG: message ignored 2020-08-12 05:24:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:11.617Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "514644bf-0a48-3bd5-7052-1711c976b86a", "grossValue": 6713100, "homeNotional": 2.020655590480467, "foreignNotional": 753.6035024696902}]} 2020-08-12 05:24:11 DEBUG: message ignored 2020-08-12 05:24:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:11.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "e20a5757-f94a-4925-cd86-368ca7422ef7", "grossValue": 6713100, "homeNotional": 2.020655590480467, "foreignNotional": 753.6035024696902}]} 2020-08-12 05:24:11 DEBUG: message ignored 2020-08-12 05:24:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:11.705Z", "symbol": "ETHUSD", "side": "Buy", "size": 3311, "price": 372.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "62511984-624f-e19f-fab0-cd6dedbf45b3", "grossValue": 123483745, "homeNotional": 37.16883700044904, "foreignNotional": 13862.117759317467}]} 2020-08-12 05:24:11 DEBUG: message ignored 2020-08-12 05:24:11 DEBUG: check clearing time needed clearing_process_timer=1331.850623 2020-08-12 05:24:11 DEBUG: check init order needed init_order_process_timer=1431.850904 2020-08-12 05:24:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:11.867Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373, "tickDirection": "PlusTick", "trdMatchID": "628105b3-8649-3275-69c1-7e96013bcadb", "grossValue": 186500, "homeNotional": 0.05612932195779075, "foreignNotional": 20.93623709025595}]} 2020-08-12 05:24:11 DEBUG: message ignored 2020-08-12 05:24:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:12.215Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373, "tickDirection": "ZeroPlusTick", "trdMatchID": "c55b4d76-b2ba-b538-d41c-f954872d1e0a", "grossValue": 373000, "homeNotional": 0.1122586439155815, "foreignNotional": 41.8724741805119}]} 2020-08-12 05:24:12 DEBUG: message ignored 2020-08-12 05:24:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:12.701Z", "symbol": "ETHUSD", "side": "Buy", "size": 144, "price": 373, "tickDirection": "ZeroPlusTick", "trdMatchID": "9fd8b1c2-7534-fdb4-0f9e-98f9188d7045", "grossValue": 5371200, "homeNotional": 1.6165244723843737, "foreignNotional": 602.9636281993713}, {"timestamp": "2020-08-12T02:24:12.701Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9d2bc07-90c5-4813-ed56-e56c532ecd84", "grossValue": 1119000, "homeNotional": 0.3367759317467445, "foreignNotional": 125.6174225415357}, {"timestamp": "2020-08-12T02:24:12.701Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 373, "tickDirection": "ZeroPlusTick", "trdMatchID": "d0438205-b91d-3cad-70f2-b7d0296bc7ec", "grossValue": 261100, "homeNotional": 0.07858105074090704, "foreignNotional": 29.31073192635833}, {"timestamp": "2020-08-12T02:24:12.701Z", "symbol": "ETHUSD", "side": "Buy", "size": 516, "price": 373, "tickDirection": "ZeroPlusTick", "trdMatchID": "66f55b83-4eb1-e495-c6ff-9d049242f388", "grossValue": 19246800, "homeNotional": 5.792546026044006, "foreignNotional": 2160.619667714414}]} 2020-08-12 05:24:12 DEBUG: message ignored 2020-08-12 05:24:12 DEBUG: check clearing time needed clearing_process_timer=1332.852118 2020-08-12 05:24:12 DEBUG: check init order needed init_order_process_timer=1432.852447 2020-08-12 05:24:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:13.088Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.05, "tickDirection": "PlusTick", "trdMatchID": "2c99abde-ddef-e591-218d-8824316215ce", "grossValue": 373050, "homeNotional": 0.1122586439155815, "foreignNotional": 41.878087112707675}]} 2020-08-12 05:24:13 DEBUG: message ignored 2020-08-12 05:24:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:13.121Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 373, "tickDirection": "MinusTick", "trdMatchID": "d361a546-477d-ba06-0eab-248ac86a8fec", "grossValue": 1342800, "homeNotional": 0.4041311180960934, "foreignNotional": 150.74090704984283}]} 2020-08-12 05:24:13 DEBUG: message ignored 2020-08-12 05:24:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:13.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 149, "price": 373.05, "tickDirection": "PlusTick", "trdMatchID": "539a9976-7c1c-123e-23f9-49d8c274f4e8", "grossValue": 5558445, "homeNotional": 1.6726537943421644, "foreignNotional": 623.9834979793444}, {"timestamp": "2020-08-12T02:24:13.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0dcd1546-21c2-0612-a1e8-ffeba1edc145", "grossValue": 1119150, "homeNotional": 0.3367759317467445, "foreignNotional": 125.63426133812304}, {"timestamp": "2020-08-12T02:24:13.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 225, "price": 373.1, "tickDirection": "PlusTick", "trdMatchID": "348849b1-8409-4aee-a936-5bc06d4dbe9b", "grossValue": 8394750, "homeNotional": 2.5258194881005838, "foreignNotional": 942.3832510103277}]} 2020-08-12 05:24:13 DEBUG: message ignored 2020-08-12 05:24:13 DEBUG: check clearing time needed clearing_process_timer=1333.853179 2020-08-12 05:24:13 DEBUG: check init order needed init_order_process_timer=1433.853428 2020-08-12 05:24:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:14.382Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "965e30f8-f7ac-be10-2ab1-ef49a10879cc", "grossValue": 1119300, "homeNotional": 0.3367759317467445, "foreignNotional": 125.65110013471038}, {"timestamp": "2020-08-12T02:24:14.382Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 373.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "f9e85517-2ee6-35d5-5cc2-e64ff8239b9d", "grossValue": 5932290, "homeNotional": 1.784912438257746, "foreignNotional": 665.9508307139649}, {"timestamp": "2020-08-12T02:24:14.382Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.15, "tickDirection": "PlusTick", "trdMatchID": "e242a501-81bc-95d5-ae40-0a6b26fe95ff", "grossValue": 1119450, "homeNotional": 0.3367759317467445, "foreignNotional": 125.66793893129771}, {"timestamp": "2020-08-12T02:24:14.382Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a3e17ee0-bd5a-da83-0947-0d33bcc1b68a", "grossValue": 1119450, "homeNotional": 0.3367759317467445, "foreignNotional": 125.66793893129771}, {"timestamp": "2020-08-12T02:24:14.382Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 373.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "42067261-d635-0166-9858-619d494e5356", "grossValue": 5933085, "homeNotional": 1.784912438257746, "foreignNotional": 666.0400763358779}, {"timestamp": "2020-08-12T02:24:14.382Z", "symbol": "ETHUSD", "side": "Buy", "size": 92, "price": 373.2, "tickDirection": "PlusTick", "trdMatchID": "2585d270-10cf-d496-9139-985c2fdc6dcf", "grossValue": 3433440, "homeNotional": 1.0327795240233497, "foreignNotional": 385.43331836551414}]} 2020-08-12 05:24:14 DEBUG: message ignored 2020-08-12 05:24:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:14.690Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 373.15, "tickDirection": "MinusTick", "trdMatchID": "603d58b5-60ae-94e1-dbce-ff2b54b6d7fa", "grossValue": 1455285, "homeNotional": 0.43780871127076787, "foreignNotional": 163.36832061068702}]} 2020-08-12 05:24:14 DEBUG: message ignored 2020-08-12 05:24:14 DEBUG: check clearing time needed clearing_process_timer=1334.854592 2020-08-12 05:24:14 DEBUG: check init order needed init_order_process_timer=1434.85487 2020-08-12 05:24:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 67, "price": 373.2, "tickDirection": "PlusTick", "trdMatchID": "b71fd5a8-831d-0152-a613-a691fb8f584b", "grossValue": 2500440, "homeNotional": 0.7521329142343961, "foreignNotional": 280.6960035922766}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 373.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "d5a541b9-1b38-29b6-fc17-512f2976fb5e", "grossValue": 7464000, "homeNotional": 2.24517287831163, "foreignNotional": 837.8985181859003}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.25, "tickDirection": "PlusTick", "trdMatchID": "6629a43f-54f4-d88f-9e5d-7ea37bb8d23f", "grossValue": 1119750, "homeNotional": 0.3367759317467445, "foreignNotional": 125.70161652447239}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "26625ca9-8b42-bc5a-65e8-a556d64fdc8c", "grossValue": 1119750, "homeNotional": 0.3367759317467445, "foreignNotional": 125.70161652447239}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 373.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4b61cb7-2d66-f129-3e6e-242b70836d09", "grossValue": 5934675, "homeNotional": 1.784912438257746, "foreignNotional": 666.2185675797036}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.3, "tickDirection": "PlusTick", "trdMatchID": "47d10b46-49f4-d4ef-4a86-76c53876afe4", "grossValue": 1119900, "homeNotional": 0.3367759317467445, "foreignNotional": 125.71845532105972}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "62662aab-18eb-3a55-9e23-58f5f2952b51", "grossValue": 37330, "homeNotional": 0.01122586439155815, "foreignNotional": 4.190615177368658}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 373.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "68110905-af09-7b4e-78e5-4a6328889f85", "grossValue": 5935470, "homeNotional": 1.784912438257746, "foreignNotional": 666.3078132016166}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.35, "tickDirection": "PlusTick", "trdMatchID": "86bb3976-4563-c1d8-1117-d9b994f646c4", "grossValue": 1120050, "homeNotional": 0.3367759317467445, "foreignNotional": 125.73529411764706}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 373.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "958c8c49-49f0-2459-6c33-41f9bfdbf1fd", "grossValue": 5936265, "homeNotional": 1.784912438257746, "foreignNotional": 666.3970588235294}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 260, "price": 373.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "cff37344-0a07-6b52-1732-80241ff3fe26", "grossValue": 9707100, "homeNotional": 2.918724741805119, "foreignNotional": 1089.7058823529412}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.4, "tickDirection": "PlusTick", "trdMatchID": "7181c5f2-169c-cb78-6dee-3544ee7ae10d", "grossValue": 1120200, "homeNotional": 0.3367759317467445, "foreignNotional": 125.7521329142344}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcbfc367-833e-cf46-a28f-6fb5cb3f7802", "grossValue": 29872000, "homeNotional": 8.98069151324652, "foreignNotional": 3353.3902110462504}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "e39891e9-75ea-dd5d-8d6c-665375bac9c9", "grossValue": 37340, "homeNotional": 0.01122586439155815, "foreignNotional": 4.191737763807813}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "60607c02-3691-b036-583f-976f6203c8d3", "grossValue": 5937060, "homeNotional": 1.784912438257746, "foreignNotional": 666.4863044454423}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 905, "price": 373.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "06ecfa9b-cd66-0111-e36e-66e12cd56ddc", "grossValue": 33792700, "homeNotional": 10.159407274360126, "foreignNotional": 3793.522676246071}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.45, "tickDirection": "PlusTick", "trdMatchID": "34c4da37-ccc2-c204-a3dd-1433700ae335", "grossValue": 1120350, "homeNotional": 0.3367759317467445, "foreignNotional": 125.76897171082173}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e01febe6-de38-c804-2182-4bf8eebf7509", "grossValue": 29876000, "homeNotional": 8.98069151324652, "foreignNotional": 3353.839245621913}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 117, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d320d3d-c7cb-ab5f-f325-938fe88542c9", "grossValue": 4369365, "homeNotional": 1.3134261338123034, "foreignNotional": 490.49898967220474}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ec520ffd-8796-aeac-f60a-1e4238dab75f", "grossValue": 1120350, "homeNotional": 0.3367759317467445, "foreignNotional": 125.76897171082173}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 830, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "82845b57-8f30-513a-156b-80ace64165e1", "grossValue": 30996350, "homeNotional": 9.317467444993264, "foreignNotional": 3479.6082173327345}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4999bba3-e9ee-d8d6-e988-f4fa6ec045a7", "grossValue": 3734500, "homeNotional": 1.122586439155815, "foreignNotional": 419.22990570273913}, {"timestamp": "2020-08-12T02:24:15.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "fa5bddf8-fa4e-00c1-6323-62b5a13611f2", "grossValue": 2726185, "homeNotional": 0.819488100583745, "foreignNotional": 306.03783116299957}]} 2020-08-12 05:24:15 DEBUG: message ignored 2020-08-12 05:24:15 DEBUG: check clearing time needed clearing_process_timer=1335.856052 2020-08-12 05:24:15 DEBUG: check init order needed init_order_process_timer=1435.856369 2020-08-12 05:24:16 DEBUG: check clearing time needed clearing_process_timer=1336.857606 2020-08-12 05:24:16 DEBUG: check init order needed init_order_process_timer=1436.857929 2020-08-12 05:24:17 DEBUG: check clearing time needed clearing_process_timer=1337.859105 2020-08-12 05:24:17 DEBUG: check init order needed init_order_process_timer=1437.859368 2020-08-12 05:24:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:18.213Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9d1d4ed-8d0d-4deb-b303-bd58a91d413a", "grossValue": 3734500, "homeNotional": 1.122586439155815, "foreignNotional": 419.22990570273913}, {"timestamp": "2020-08-12T02:24:18.213Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d47bb8a6-65b2-5402-927f-80929ffad017", "grossValue": 3734500, "homeNotional": 1.122586439155815, "foreignNotional": 419.22990570273913}, {"timestamp": "2020-08-12T02:24:18.213Z", "symbol": "ETHUSD", "side": "Buy", "size": 339, "price": 373.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b9eef416-a574-83b7-21d3-ad0159207a67", "grossValue": 12659955, "homeNotional": 3.8055680287382128, "foreignNotional": 1421.1893803322855}]} 2020-08-12 05:24:18 DEBUG: message ignored 2020-08-12 05:24:18 DEBUG: check clearing time needed clearing_process_timer=1338.860577 2020-08-12 05:24:18 DEBUG: check init order needed init_order_process_timer=1438.86087 2020-08-12 05:24:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:18.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.5, "tickDirection": "PlusTick", "trdMatchID": "aefed3c5-1b5d-6862-63c0-404c824ac37d", "grossValue": 3735000, "homeNotional": 1.122586439155815, "foreignNotional": 419.2860350246969}, {"timestamp": "2020-08-12T02:24:18.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "7709fe6f-a793-1f16-c9d0-e4c15d5dfed2", "grossValue": 3735000, "homeNotional": 1.122586439155815, "foreignNotional": 419.2860350246969}, {"timestamp": "2020-08-12T02:24:18.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 373.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "68d48dd7-24ea-da2f-963d-02ba2f83d085", "grossValue": 11205000, "homeNotional": 3.367759317467445, "foreignNotional": 1257.8581050740906}, {"timestamp": "2020-08-12T02:24:18.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 299, "price": 373.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ae93d4b-2740-8177-59f6-5abe6e6353f6", "grossValue": 11167650, "homeNotional": 3.356533453075887, "foreignNotional": 1253.6652447238437}]} 2020-08-12 05:24:19 DEBUG: message ignored 2020-08-12 05:24:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:19.025Z", "symbol": "ETHUSD", "side": "Buy", "size": 285, "price": 373.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba127cda-15f6-92de-b4a9-21e5d6831608", "grossValue": 10644750, "homeNotional": 3.1993713515940727, "foreignNotional": 1194.9651998203863}]} 2020-08-12 05:24:19 DEBUG: message ignored 2020-08-12 05:24:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:19.779Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 373.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "2245fd4d-9cf4-168c-bc2b-0401ef55aaf9", "grossValue": 597600, "homeNotional": 0.1796138302649304, "foreignNotional": 67.0857656039515}]} 2020-08-12 05:24:19 DEBUG: message ignored 2020-08-12 05:24:19 DEBUG: check clearing time needed clearing_process_timer=1339.862056 2020-08-12 05:24:19 DEBUG: check init order needed init_order_process_timer=1439.862286 2020-08-12 05:24:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:20.194Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.55, "tickDirection": "PlusTick", "trdMatchID": "7fec3618-58e7-75a8-749c-a5f5cadbb3ef", "grossValue": 1120650, "homeNotional": 0.3367759317467445, "foreignNotional": 125.8026493039964}, {"timestamp": "2020-08-12T02:24:20.194Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "1816fc8a-deb3-9348-71ef-b2c2b6eaf223", "grossValue": 1120650, "homeNotional": 0.3367759317467445, "foreignNotional": 125.8026493039964}, {"timestamp": "2020-08-12T02:24:20.194Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "a35e164c-6765-4da9-2ef4-80eb39fe00f7", "grossValue": 3735500, "homeNotional": 1.122586439155815, "foreignNotional": 419.34216434665467}, {"timestamp": "2020-08-12T02:24:20.194Z", "symbol": "ETHUSD", "side": "Buy", "size": 160, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e04ad8d3-d3eb-edee-8078-b5c6c5e804d7", "grossValue": 5976800, "homeNotional": 1.796138302649304, "foreignNotional": 670.9474629546476}, {"timestamp": "2020-08-12T02:24:20.194Z", "symbol": "ETHUSD", "side": "Buy", "size": 440, "price": 373.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f51946e3-d323-f4c6-11eb-485a2625c3f7", "grossValue": 16436200, "homeNotional": 4.939380332285586, "foreignNotional": 1845.1055231252806}]} 2020-08-12 05:24:20 DEBUG: message ignored 2020-08-12 05:24:20 DEBUG: check clearing time needed clearing_process_timer=1340.863479 2020-08-12 05:24:20 DEBUG: check init order needed init_order_process_timer=1440.863787 2020-08-12 05:24:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "9eac2faa-565f-bb4d-497e-b371ff86447e", "grossValue": 1120800, "homeNotional": 0.3367759317467445, "foreignNotional": 125.81948810058374}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f0c074a-c4fc-1994-a598-03f8fc16c5bc", "grossValue": 11208000, "homeNotional": 3.367759317467445, "foreignNotional": 1258.1948810058375}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad40b4c8-608a-50fc-c38f-07eef164331f", "grossValue": 3736000, "homeNotional": 1.122586439155815, "foreignNotional": 419.3982936686125}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc983102-79a3-b387-c755-a75916650b02", "grossValue": 7472000, "homeNotional": 2.24517287831163, "foreignNotional": 838.796587337225}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "6fb21639-7338-2dcb-f246-a8c521678404", "grossValue": 373600, "homeNotional": 0.1122586439155815, "foreignNotional": 41.93982936686125}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc53a489-1314-d0b6-f48e-f448c3693493", "grossValue": 261520, "homeNotional": 0.07858105074090704, "foreignNotional": 29.357880556802876}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "33867bc9-fcfe-7c26-9bbb-84fa7848d915", "grossValue": 112080, "homeNotional": 0.03367759317467445, "foreignNotional": 12.581948810058375}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.65, "tickDirection": "PlusTick", "trdMatchID": "07a95293-17d0-f598-9c7f-97dfe7c137fb", "grossValue": 1120950, "homeNotional": 0.3367759317467445, "foreignNotional": 125.83632689717108}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.7, "tickDirection": "PlusTick", "trdMatchID": "3ce5af77-0140-7d14-4685-c9fa74dbfff7", "grossValue": 1121100, "homeNotional": 0.3367759317467445, "foreignNotional": 125.85316569375841}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "da700eb5-661c-a3ae-dfe2-fdb67ce748c0", "grossValue": 3737000, "homeNotional": 1.122586439155815, "foreignNotional": 419.5105523125281}, {"timestamp": "2020-08-12T02:24:21.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 225, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f7dc1c4-446e-a0af-992f-9d7719d477c2", "grossValue": 8408250, "homeNotional": 2.5258194881005838, "foreignNotional": 943.8987427031882}]} 2020-08-12 05:24:21 DEBUG: message ignored 2020-08-12 05:24:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:21.275Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "96cad02b-db91-2548-14ae-e47f4f0636dd", "grossValue": 2802750, "homeNotional": 0.8419398293668613, "foreignNotional": 314.632914234396}, {"timestamp": "2020-08-12T02:24:21.275Z", "symbol": "ETHUSD", "side": "Buy", "size": 267, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "80c24a63-bbc9-23d6-db61-5dbcd8adf00a", "grossValue": 9977790, "homeNotional": 2.997305792546026, "foreignNotional": 1120.09317467445}]} 2020-08-12 05:24:21 DEBUG: message ignored 2020-08-12 05:24:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:21.486Z", "symbol": "ETHUSD", "side": "Buy", "size": 537, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5ef6eeb-752c-a9a0-7824-1f7ab64158e1", "grossValue": 20067690, "homeNotional": 6.028289178266727, "foreignNotional": 2252.7716659182756}]} 2020-08-12 05:24:21 DEBUG: message ignored 2020-08-12 05:24:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:21.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "b966caed-f8ba-383b-b659-1b503a007b2c", "grossValue": 1121250, "homeNotional": 0.3367759317467445, "foreignNotional": 125.87000449034575}, {"timestamp": "2020-08-12T02:24:21.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "c406a39b-50b5-f29e-db8a-0da93c78feff", "grossValue": 1121250, "homeNotional": 0.3367759317467445, "foreignNotional": 125.87000449034575}, {"timestamp": "2020-08-12T02:24:21.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3208a3e-f679-02d7-e869-1973ffa98abe", "grossValue": 3737500, "homeNotional": 1.122586439155815, "foreignNotional": 419.56668163448586}, {"timestamp": "2020-08-12T02:24:21.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6f68707-9070-db71-c7d0-12e71ac79b26", "grossValue": 3737500, "homeNotional": 1.122586439155815, "foreignNotional": 419.56668163448586}, {"timestamp": "2020-08-12T02:24:21.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "778dec87-dff5-9395-8af6-f755a70aaf86", "grossValue": 261625, "homeNotional": 0.07858105074090704, "foreignNotional": 29.36966771441401}]} 2020-08-12 05:24:21 DEBUG: message ignored 2020-08-12 05:24:21 DEBUG: check clearing time needed clearing_process_timer=1341.865042 2020-08-12 05:24:21 DEBUG: check init order needed init_order_process_timer=1441.865329 2020-08-12 05:24:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:22.258Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "05f44abf-4edd-bb8b-65bf-9beb58aa6521", "grossValue": 37380000, "homeNotional": 11.22586439155815, "foreignNotional": 4196.228109564437}]} 2020-08-12 05:24:22 DEBUG: message ignored 2020-08-12 05:24:22 DEBUG: check clearing time needed clearing_process_timer=1342.866541 2020-08-12 05:24:22 DEBUG: check init order needed init_order_process_timer=1442.866826 2020-08-12 05:24:23 DEBUG: check clearing time needed clearing_process_timer=1343.868036 2020-08-12 05:24:23 DEBUG: check init order needed init_order_process_timer=1443.868335 2020-08-12 05:24:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:23.948Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d06acfa-1e08-4802-1bbf-f0fcaa1cb9bf", "grossValue": 37380000, "homeNotional": 11.22586439155815, "foreignNotional": 4196.228109564437}]} 2020-08-12 05:24:23 DEBUG: message ignored 2020-08-12 05:24:24 DEBUG: check clearing time needed clearing_process_timer=1344.869536 2020-08-12 05:24:24 DEBUG: check init order needed init_order_process_timer=1444.869835 2020-08-12 05:24:25 DEBUG: check clearing time needed clearing_process_timer=1345.871037 2020-08-12 05:24:25 DEBUG: check init order needed init_order_process_timer=1445.871313 2020-08-12 05:24:26 DEBUG: check clearing time needed clearing_process_timer=1346.872529 2020-08-12 05:24:26 DEBUG: check init order needed init_order_process_timer=1446.872821 2020-08-12 05:24:27 DEBUG: check clearing time needed clearing_process_timer=1347.874013 2020-08-12 05:24:27 DEBUG: check init order needed init_order_process_timer=1447.874269 2020-08-12 05:24:28 DEBUG: check clearing time needed clearing_process_timer=1348.875456 2020-08-12 05:24:28 DEBUG: check init order needed init_order_process_timer=1448.87573 2020-08-12 05:24:29 DEBUG: check clearing time needed clearing_process_timer=1349.876951 2020-08-12 05:24:29 DEBUG: check init order needed init_order_process_timer=1449.877255 2020-08-12 05:24:30 DEBUG: check clearing time needed clearing_process_timer=1350.878456 2020-08-12 05:24:30 DEBUG: check init order needed init_order_process_timer=1450.878725 2020-08-12 05:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:31.856Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "40faaef8-b8eb-9213-3b3e-2ab32ed54427", "grossValue": 9979125, "homeNotional": 3.004050405040504, "foreignNotional": 1122.7638388838884}]} 2020-08-12 05:24:31 DEBUG: message ignored 2020-08-12 05:24:31 DEBUG: check clearing time needed clearing_process_timer=1351.87993 2020-08-12 05:24:31 DEBUG: check init order needed init_order_process_timer=1451.880106 2020-08-12 05:24:32 DEBUG: check clearing time needed clearing_process_timer=1352.881319 2020-08-12 05:24:32 DEBUG: check init order needed init_order_process_timer=1452.881579 2020-08-12 05:24:33 DEBUG: check clearing time needed clearing_process_timer=1353.882754 2020-08-12 05:24:33 DEBUG: check init order needed init_order_process_timer=1453.883032 2020-08-12 05:24:34 DEBUG: check clearing time needed clearing_process_timer=1354.884225 2020-08-12 05:24:34 DEBUG: check init order needed init_order_process_timer=1454.884542 2020-08-12 05:24:35 DEBUG: check clearing time needed clearing_process_timer=1355.885778 2020-08-12 05:24:35 DEBUG: check init order needed init_order_process_timer=1455.886065 2020-08-12 05:24:36 DEBUG: check clearing time needed clearing_process_timer=1356.887232 2020-08-12 05:24:36 DEBUG: check init order needed init_order_process_timer=1456.887503 2020-08-12 05:24:37 DEBUG: check clearing time needed clearing_process_timer=1357.888719 2020-08-12 05:24:37 DEBUG: check init order needed init_order_process_timer=1457.888981 2020-08-12 05:24:38 DEBUG: check clearing time needed clearing_process_timer=1358.890249 2020-08-12 05:24:38 DEBUG: check init order needed init_order_process_timer=1458.890523 2020-08-12 05:24:39 DEBUG: check clearing time needed clearing_process_timer=1359.891708 2020-08-12 05:24:39 DEBUG: check init order needed init_order_process_timer=1459.891971 2020-08-12 05:24:40 DEBUG: check clearing time needed clearing_process_timer=1360.893173 2020-08-12 05:24:40 DEBUG: check init order needed init_order_process_timer=1460.893461 2020-08-12 05:24:41 DEBUG: check clearing time needed clearing_process_timer=1361.894656 2020-08-12 05:24:41 DEBUG: check init order needed init_order_process_timer=1461.894932 2020-08-12 05:24:42 DEBUG: check clearing time needed clearing_process_timer=1362.896136 2020-08-12 05:24:42 DEBUG: check init order needed init_order_process_timer=1462.896405 2020-08-12 05:24:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:42.979Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2d684893-b0f8-b400-9cf3-e9dc0d0df6ab", "grossValue": 411125, "homeNotional": 0.12376237623762376, "foreignNotional": 46.256188118811885}]} 2020-08-12 05:24:42 DEBUG: message ignored 2020-08-12 05:24:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:43.774Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "a62b3c8c-df2a-7063-ad6b-0b18d6ff9b44", "grossValue": 37370, "homeNotional": 0.011251125112511251, "foreignNotional": 4.204545454545454}]} 2020-08-12 05:24:43 DEBUG: message ignored 2020-08-12 05:24:43 DEBUG: check clearing time needed clearing_process_timer=1363.897595 2020-08-12 05:24:43 DEBUG: check init order needed init_order_process_timer=1463.897912 2020-08-12 05:24:44 DEBUG: check clearing time needed clearing_process_timer=1364.899146 2020-08-12 05:24:44 DEBUG: check init order needed init_order_process_timer=1464.899409 2020-08-12 05:24:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:45.639Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d99c357-2883-0d0f-9f16-d7adb6afac45", "grossValue": 1457430, "homeNotional": 0.4387938793879388, "foreignNotional": 163.97727272727272}, {"timestamp": "2020-08-12T02:24:45.639Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "16b39cb5-222b-4964-d0f7-6398d85c2d69", "grossValue": 261590, "homeNotional": 0.07875787578757876, "foreignNotional": 29.431818181818183}]} 2020-08-12 05:24:45 DEBUG: message ignored 2020-08-12 05:24:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:45.667Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "c561c233-74a9-29d6-1ac7-0304aa820ace", "grossValue": 2130375, "homeNotional": 0.6413141314131413, "foreignNotional": 239.69115661566155}, {"timestamp": "2020-08-12T02:24:45.667Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "cf875d24-932e-5fae-3de5-7a09da5d67e5", "grossValue": 37380000, "homeNotional": 11.251125112511252, "foreignNotional": 4205.670567056705}, {"timestamp": "2020-08-12T02:24:45.667Z", "symbol": "ETHUSD", "side": "Buy", "size": 1443, "price": 373.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "162f970c-a7d4-579b-1e2b-c9adc8e711af", "grossValue": 53939340, "homeNotional": 16.235373537353734, "foreignNotional": 6068.782628262827}]} 2020-08-12 05:24:45 DEBUG: message ignored 2020-08-12 05:24:45 DEBUG: check clearing time needed clearing_process_timer=1365.900597 2020-08-12 05:24:45 DEBUG: check init order needed init_order_process_timer=1465.900864 2020-08-12 05:24:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "7b0e1190-3e3d-08c6-5a1b-8c0af2382283", "grossValue": 18687500, "homeNotional": 5.625562556255626, "foreignNotional": 2102.55400540054}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "23ffe5ee-935c-e515-0366-b0515dcc8a8d", "grossValue": 29900000, "homeNotional": 9.000900090009, "foreignNotional": 3364.086408640864}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 5453, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "1467aedb-61e6-354a-9fa0-a9bbf6ea2d32", "grossValue": 203805875, "homeNotional": 61.35238523852385, "foreignNotional": 22930.45398289829}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 590, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "fddc514e-987d-87cb-320c-8c961f9e3bf2", "grossValue": 22051250, "homeNotional": 6.638163816381638, "foreignNotional": 2481.0137263726374}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "09e71fdf-3dd4-5b7c-8440-30af8b7bd620", "grossValue": 1158625, "homeNotional": 0.3487848784878488, "foreignNotional": 130.3583483348335}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 4363, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "28af993a-6ece-472b-7bc6-2dd122e1de33", "grossValue": 163067125, "homeNotional": 49.088658865886586, "foreignNotional": 18346.886251125114}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 920, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "23dd0d9c-c5ea-976e-4c78-f6a33ba048de", "grossValue": 34385000, "homeNotional": 10.351035103510352, "foreignNotional": 3868.6993699369937}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 1725, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a550508-223e-7197-1ace-dfb13095e4b9", "grossValue": 64471875, "homeNotional": 19.40819081908191, "foreignNotional": 7253.811318631863}, {"timestamp": "2020-08-12T02:24:46.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9bf7dae2-69eb-4614-d18a-ae30f8c7cee2", "grossValue": 56062500, "homeNotional": 16.876687668766877, "foreignNotional": 6307.66201620162}]} 2020-08-12 05:24:46 DEBUG: message ignored 2020-08-12 05:24:46 DEBUG: check clearing time needed clearing_process_timer=1366.902056 2020-08-12 05:24:46 DEBUG: check init order needed init_order_process_timer=1466.902333 2020-08-12 05:24:47 DEBUG: check clearing time needed clearing_process_timer=1367.903524 2020-08-12 05:24:47 DEBUG: check init order needed init_order_process_timer=1467.903791 2020-08-12 05:24:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:48.447Z", "symbol": "ETHUSD", "side": "Sell", "size": 62, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "cf8104c3-6636-3d8b-8707-07da21536aab", "grossValue": 2316940, "homeNotional": 0.6975697569756976, "foreignNotional": 260.6818181818182}, {"timestamp": "2020-08-12T02:24:48.447Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "61027769-255b-8192-379a-67e23854e31e", "grossValue": 1532170, "homeNotional": 0.4612961296129613, "foreignNotional": 172.38636363636363}, {"timestamp": "2020-08-12T02:24:48.447Z", "symbol": "ETHUSD", "side": "Sell", "size": 397, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "dbcbd2da-91ad-8ef1-4d1b-ad6ebcc5383d", "grossValue": 14835890, "homeNotional": 4.466696669666967, "foreignNotional": 1669.2045454545455}]} 2020-08-12 05:24:48 DEBUG: message ignored 2020-08-12 05:24:48 DEBUG: check clearing time needed clearing_process_timer=1368.90497 2020-08-12 05:24:48 DEBUG: check init order needed init_order_process_timer=1468.905262 2020-08-12 05:24:49 DEBUG: check clearing time needed clearing_process_timer=1369.906505 2020-08-12 05:24:49 DEBUG: check init order needed init_order_process_timer=1469.906861 2020-08-12 05:24:50 DEBUG: check clearing time needed clearing_process_timer=1370.908131 2020-08-12 05:24:50 DEBUG: check init order needed init_order_process_timer=1470.908405 2020-08-12 05:24:51 DEBUG: check clearing time needed clearing_process_timer=1371.909578 2020-08-12 05:24:51 DEBUG: check init order needed init_order_process_timer=1471.909837 2020-08-12 05:24:52 DEBUG: check clearing time needed clearing_process_timer=1372.911056 2020-08-12 05:24:52 DEBUG: check init order needed init_order_process_timer=1472.911307 2020-08-12 05:24:53 DEBUG: check clearing time needed clearing_process_timer=1373.9125 2020-08-12 05:24:53 DEBUG: check init order needed init_order_process_timer=1473.912761 2020-08-12 05:24:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:53.942Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "2df51424-ae2a-3b11-b72d-8d55e95e8d70", "grossValue": 37375000, "homeNotional": 11.251125112511252, "foreignNotional": 4205.10801080108}]} 2020-08-12 05:24:53 DEBUG: message ignored 2020-08-12 05:24:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:54.896Z", "symbol": "ETHUSD", "side": "Buy", "size": 600, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ec1e8bd-bb99-e8a9-7a61-489b59fc6090", "grossValue": 22425000, "homeNotional": 6.750675067506751, "foreignNotional": 2523.0648064806483}]} 2020-08-12 05:24:54 DEBUG: message ignored 2020-08-12 05:24:54 DEBUG: check clearing time needed clearing_process_timer=1374.913916 2020-08-12 05:24:54 DEBUG: check init order needed init_order_process_timer=1474.914042 2020-08-12 05:24:55 DEBUG: check clearing time needed clearing_process_timer=1375.915241 2020-08-12 05:24:55 DEBUG: check init order needed init_order_process_timer=1475.915579 2020-08-12 05:24:56 DEBUG: check clearing time needed clearing_process_timer=1376.916815 2020-08-12 05:24:56 DEBUG: check init order needed init_order_process_timer=1476.917108 2020-08-12 05:24:57 DEBUG: check clearing time needed clearing_process_timer=1377.9183 2020-08-12 05:24:57 DEBUG: check init order needed init_order_process_timer=1477.918539 2020-08-12 05:24:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:24:58.192Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "9b883a47-df35-3e12-35f5-9c835b2d46c5", "grossValue": 1121250, "homeNotional": 0.33753375337533753, "foreignNotional": 126.15324032403241}]} 2020-08-12 05:24:58 DEBUG: message ignored 2020-08-12 05:24:58 DEBUG: check clearing time needed clearing_process_timer=1378.919716 2020-08-12 05:24:58 DEBUG: check init order needed init_order_process_timer=1478.920045 2020-08-12 05:24:59 DEBUG: check clearing time needed clearing_process_timer=1379.92126 2020-08-12 05:24:59 DEBUG: check init order needed init_order_process_timer=1479.921535 2020-08-12 05:25:00 DEBUG: check clearing time needed clearing_process_timer=1380.922733 2020-08-12 05:25:00 DEBUG: check init order needed init_order_process_timer=1480.922995 2020-08-12 05:25:01 DEBUG: check clearing time needed clearing_process_timer=1381.924174 2020-08-12 05:25:01 DEBUG: check init order needed init_order_process_timer=1481.924467 2020-08-12 05:25:02 DEBUG: check clearing time needed clearing_process_timer=1382.925685 2020-08-12 05:25:02 DEBUG: check init order needed init_order_process_timer=1482.926012 2020-08-12 05:25:03 DEBUG: check clearing time needed clearing_process_timer=1383.927218 2020-08-12 05:25:03 DEBUG: check init order needed init_order_process_timer=1483.927498 2020-08-12 05:25:04 DEBUG: check clearing time needed clearing_process_timer=1384.928755 2020-08-12 05:25:04 DEBUG: check init order needed init_order_process_timer=1484.929121 2020-08-12 05:25:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:05.162Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "41dc2f6a-6caf-e70d-3e96-a5df8e178492", "grossValue": 112140000, "homeNotional": 33.74578177727784, "foreignNotional": 12614.173228346457}]} 2020-08-12 05:25:05 DEBUG: message ignored 2020-08-12 05:25:05 DEBUG: check clearing time needed clearing_process_timer=1385.930368 2020-08-12 05:25:05 DEBUG: check init order needed init_order_process_timer=1485.930648 2020-08-12 05:25:06 DEBUG: check clearing time needed clearing_process_timer=1386.931844 2020-08-12 05:25:06 DEBUG: check init order needed init_order_process_timer=1486.932149 2020-08-12 05:25:07 DEBUG: check clearing time needed clearing_process_timer=1387.933348 2020-08-12 05:25:07 DEBUG: check init order needed init_order_process_timer=1487.933606 2020-08-12 05:25:08 DEBUG: check clearing time needed clearing_process_timer=1388.934822 2020-08-12 05:25:08 DEBUG: check init order needed init_order_process_timer=1488.935154 2020-08-12 05:25:09 DEBUG: check clearing time needed clearing_process_timer=1389.936344 2020-08-12 05:25:09 DEBUG: check init order needed init_order_process_timer=1489.936671 2020-08-12 05:25:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 373.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ce66de2-5abc-5680-76b7-00839bcc6503", "grossValue": 74760000, "homeNotional": 22.49718785151856, "foreignNotional": 8409.448818897637}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 272, "price": 373.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "d384537e-226c-f581-1b3b-bf6423f8a60b", "grossValue": 10167360, "homeNotional": 3.0596175478065244, "foreignNotional": 1143.6850393700788}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.85, "tickDirection": "PlusTick", "trdMatchID": "2b2deb5f-9723-f58d-9875-983f46596ce5", "grossValue": 1121550, "homeNotional": 0.3374578177727784, "foreignNotional": 126.15860517435321}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c2a2bfd-454e-0d88-255f-25ac0fefecb7", "grossValue": 186925, "homeNotional": 0.0562429696287964, "foreignNotional": 21.026434195725535}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "d1e8e790-f828-7fc6-72dd-d42be06aeda9", "grossValue": 149540, "homeNotional": 0.04499437570303712, "foreignNotional": 16.82114735658043}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2e2ee1a-fa6a-794b-6c08-d2132247b56b", "grossValue": 1121550, "homeNotional": 0.3374578177727784, "foreignNotional": 126.15860517435321}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 194, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0886b08-897e-a5e0-6c26-6cf881ac0423", "grossValue": 7252690, "homeNotional": 2.1822272215973, "foreignNotional": 815.8256467941508}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "dd38c728-7162-60bd-eeb8-60c369f9338d", "grossValue": 1121700, "homeNotional": 0.3374578177727784, "foreignNotional": 126.17547806524185}, {"timestamp": "2020-08-12T02:25:10.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ad92108-a060-3035-c42d-46d5caffb6f7", "grossValue": 186950, "homeNotional": 0.0562429696287964, "foreignNotional": 21.029246344206975}]} 2020-08-12 05:25:10 DEBUG: message ignored 2020-08-12 05:25:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:10.884Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "57180648-8b87-d72f-1f64-d0b7eae84c7f", "grossValue": 186975000, "homeNotional": 56.2429696287964, "foreignNotional": 21032.058492688415}]} 2020-08-12 05:25:10 DEBUG: message ignored 2020-08-12 05:25:10 DEBUG: check clearing time needed clearing_process_timer=1390.937845 2020-08-12 05:25:10 DEBUG: check init order needed init_order_process_timer=1490.938113 2020-08-12 05:25:11 DEBUG: check clearing time needed clearing_process_timer=1391.939295 2020-08-12 05:25:11 DEBUG: check init order needed init_order_process_timer=1491.939585 2020-08-12 05:25:12 DEBUG: check clearing time needed clearing_process_timer=1392.940765 2020-08-12 05:25:12 DEBUG: check init order needed init_order_process_timer=1492.941078 2020-08-12 05:25:13 DEBUG: check clearing time needed clearing_process_timer=1393.942268 2020-08-12 05:25:13 DEBUG: check init order needed init_order_process_timer=1493.942543 2020-08-12 05:25:14 DEBUG: check clearing time needed clearing_process_timer=1394.943726 2020-08-12 05:25:14 DEBUG: check init order needed init_order_process_timer=1494.944021 2020-08-12 05:25:15 DEBUG: check clearing time needed clearing_process_timer=1395.94522 2020-08-12 05:25:15 DEBUG: check init order needed init_order_process_timer=1495.945518 2020-08-12 05:25:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:15.947Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "68f72754-d1d8-2c01-432b-856a7d123681", "grossValue": 1121850, "homeNotional": 0.3374578177727784, "foreignNotional": 126.19235095613048}, {"timestamp": "2020-08-12T02:25:15.947Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "f2003c9b-b47c-7fb4-8230-a8cfe0d6b911", "grossValue": 186975000, "homeNotional": 56.2429696287964, "foreignNotional": 21032.058492688415}, {"timestamp": "2020-08-12T02:25:15.947Z", "symbol": "ETHUSD", "side": "Buy", "size": 1398, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "527305ca-a4b0-0cb6-ec2a-e1dc4422fa8e", "grossValue": 52278210, "homeNotional": 15.725534308211474, "foreignNotional": 5880.563554555681}, {"timestamp": "2020-08-12T02:25:15.947Z", "symbol": "ETHUSD", "side": "Buy", "size": 3572, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0a5923c1-8998-0238-4439-c58525a765cd", "grossValue": 133574940, "homeNotional": 40.17997750281215, "foreignNotional": 15025.302587176602}]} 2020-08-12 05:25:15 DEBUG: message ignored 2020-08-12 05:25:16 DEBUG: check clearing time needed clearing_process_timer=1396.946683 2020-08-12 05:25:16 DEBUG: check init order needed init_order_process_timer=1496.946987 2020-08-12 05:25:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:17.025Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "2c153252-5caf-74f4-90fa-f1b129ddbe15", "grossValue": 3739000, "homeNotional": 1.124859392575928, "foreignNotional": 420.58492688413946}]} 2020-08-12 05:25:17 DEBUG: message ignored 2020-08-12 05:25:17 DEBUG: check clearing time needed clearing_process_timer=1397.948165 2020-08-12 05:25:17 DEBUG: check init order needed init_order_process_timer=1497.948457 2020-08-12 05:25:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:18.332Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "76885048-29fe-031f-4ac8-0691ee18f4ec", "grossValue": 37390, "homeNotional": 0.01124859392575928, "foreignNotional": 4.205849268841395}]} 2020-08-12 05:25:18 DEBUG: message ignored 2020-08-12 05:25:18 DEBUG: check clearing time needed clearing_process_timer=1398.949132 2020-08-12 05:25:18 DEBUG: check init order needed init_order_process_timer=1498.949425 2020-08-12 05:25:19 DEBUG: check clearing time needed clearing_process_timer=1399.950648 2020-08-12 05:25:19 DEBUG: check init order needed init_order_process_timer=1499.950911 2020-08-12 05:25:20 DEBUG: check clearing time needed clearing_process_timer=1400.952108 2020-08-12 05:25:20 DEBUG: check init order needed init_order_process_timer=1500.952407 2020-08-12 05:25:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:21.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 273, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "c764568f-bceb-835c-6d2e-96f2cf90b513", "grossValue": 10208835, "homeNotional": 3.0708661417322833, "foreignNotional": 1148.3503937007874}]} 2020-08-12 05:25:21 DEBUG: message ignored 2020-08-12 05:25:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:21.427Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "75bb08d4-9dc3-e7d5-8c42-5a237a499498", "grossValue": 411290, "homeNotional": 0.12373453318335208, "foreignNotional": 46.26434195725534}]} 2020-08-12 05:25:21 DEBUG: message ignored 2020-08-12 05:25:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:21.476Z", "symbol": "ETHUSD", "side": "Buy", "size": 204, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "f68911b1-a16f-5363-340e-edd0e9c63c39", "grossValue": 7628580, "homeNotional": 2.294713160854893, "foreignNotional": 858.1079865016873}]} 2020-08-12 05:25:21 DEBUG: message ignored 2020-08-12 05:25:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:21.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "9b3aec23-eee1-f8ea-78be-fbf38d937ec6", "grossValue": 448680, "homeNotional": 0.13498312710911137, "foreignNotional": 50.47019122609674}]} 2020-08-12 05:25:21 DEBUG: message ignored 2020-08-12 05:25:21 DEBUG: check clearing time needed clearing_process_timer=1401.953094 2020-08-12 05:25:21 DEBUG: check init order needed init_order_process_timer=1501.95338 2020-08-12 05:25:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:22.094Z", "symbol": "ETHUSD", "side": "Buy", "size": 792, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "ae16c7e0-56b8-0b39-1a25-4f14c1e695e4", "grossValue": 29616840, "homeNotional": 8.90888638920135, "foreignNotional": 3331.478065241845}]} 2020-08-12 05:25:22 DEBUG: message ignored 2020-08-12 05:25:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:22.123Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "b9a2b291-55b2-c96d-4125-a1694b9bf720", "grossValue": 486070, "homeNotional": 0.14623172103487064, "foreignNotional": 54.676040494938135}]} 2020-08-12 05:25:22 DEBUG: message ignored 2020-08-12 05:25:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "c3442e98-35fb-b0b4-7211-08729fe435ab", "grossValue": 5945805, "homeNotional": 1.7885264341957254, "foreignNotional": 668.8194600674916}, {"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 133, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "7af01049-eac0-2458-2c87-fb8fbc7aab6f", "grossValue": 4973535, "homeNotional": 1.4960629921259843, "foreignNotional": 559.4527559055118}, {"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "e0e75b4e-b5d7-5192-3f26-6cbfef68d595", "grossValue": 1122000, "homeNotional": 0.3374578177727784, "foreignNotional": 126.20922384701912}, {"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "312f58b0-2242-9d28-9603-df5b0a356035", "grossValue": 37400, "homeNotional": 0.01124859392575928, "foreignNotional": 4.206974128233971}, {"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c503318-51bf-07bb-5005-85b38cbd0ddb", "grossValue": 1645600, "homeNotional": 0.4949381327334083, "foreignNotional": 185.10686164229472}, {"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "3585998d-9f52-529f-4670-82c8915031b7", "grossValue": 673200, "homeNotional": 0.20247469066366705, "foreignNotional": 75.72553430821148}, {"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "26f23424-0026-ab80-8222-8f0a105f3c0d", "grossValue": 7480000, "homeNotional": 2.249718785151856, "foreignNotional": 841.3948256467942}, {"timestamp": "2020-08-12T02:25:22.450Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a1e9133-3cfc-f0bd-1e43-8604a7721ba6", "grossValue": 2805000, "homeNotional": 0.843644544431946, "foreignNotional": 315.5230596175478}]} 2020-08-12 05:25:22 DEBUG: message ignored 2020-08-12 05:25:22 DEBUG: check clearing time needed clearing_process_timer=1402.954563 2020-08-12 05:25:22 DEBUG: check init order needed init_order_process_timer=1502.954839 2020-08-12 05:25:23 DEBUG: check clearing time needed clearing_process_timer=1403.956008 2020-08-12 05:25:23 DEBUG: check init order needed init_order_process_timer=1503.956257 2020-08-12 05:25:24 DEBUG: check clearing time needed clearing_process_timer=1404.957099 2020-08-12 05:25:24 DEBUG: check init order needed init_order_process_timer=1504.957377 2020-08-12 05:25:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:25.598Z", "symbol": "ETHUSD", "side": "Buy", "size": 142, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "6233e927-e9e0-468b-ec0c-399686cff1fb", "grossValue": 5310800, "homeNotional": 1.5973003374578179, "foreignNotional": 597.3903262092239}, {"timestamp": "2020-08-12T02:25:25.598Z", "symbol": "ETHUSD", "side": "Buy", "size": 858, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "6c81963a-bf32-a5f5-3c39-b9b1b058727f", "grossValue": 32089200, "homeNotional": 9.651293588301462, "foreignNotional": 3609.583802024747}]} 2020-08-12 05:25:25 DEBUG: message ignored 2020-08-12 05:25:25 DEBUG: check clearing time needed clearing_process_timer=1405.958557 2020-08-12 05:25:25 DEBUG: check init order needed init_order_process_timer=1505.958845 2020-08-12 05:25:26 DEBUG: check clearing time needed clearing_process_timer=1406.960061 2020-08-12 05:25:26 DEBUG: check init order needed init_order_process_timer=1506.960396 2020-08-12 05:25:27 DEBUG: check clearing time needed clearing_process_timer=1407.961615 2020-08-12 05:25:27 DEBUG: check init order needed init_order_process_timer=1507.961887 2020-08-12 05:25:28 DEBUG: check clearing time needed clearing_process_timer=1408.963059 2020-08-12 05:25:28 DEBUG: check init order needed init_order_process_timer=1508.9633 2020-08-12 05:25:29 DEBUG: check clearing time needed clearing_process_timer=1409.964471 2020-08-12 05:25:29 DEBUG: check init order needed init_order_process_timer=1509.96476 2020-08-12 05:25:30 DEBUG: check clearing time needed clearing_process_timer=1410.965987 2020-08-12 05:25:30 DEBUG: check init order needed init_order_process_timer=1510.966242 2020-08-12 05:25:31 DEBUG: check clearing time needed clearing_process_timer=1411.967465 2020-08-12 05:25:31 DEBUG: check init order needed init_order_process_timer=1511.967746 2020-08-12 05:25:32 DEBUG: check clearing time needed clearing_process_timer=1412.968931 2020-08-12 05:25:32 DEBUG: check init order needed init_order_process_timer=1512.969221 2020-08-12 05:25:33 DEBUG: check clearing time needed clearing_process_timer=1413.970392 2020-08-12 05:25:33 DEBUG: check init order needed init_order_process_timer=1513.970704 2020-08-12 05:25:34 DEBUG: check clearing time needed clearing_process_timer=1414.971939 2020-08-12 05:25:34 DEBUG: check init order needed init_order_process_timer=1514.972188 2020-08-12 05:25:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:35.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 1142, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "edb747f5-296c-0da6-5435-b1f5f5bf44b3", "grossValue": 42710800, "homeNotional": 12.851676794958362, "foreignNotional": 4806.527121314427}, {"timestamp": "2020-08-12T02:25:35.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "35097c51-4993-fc90-57ff-5365a3bdd490", "grossValue": 7480000, "homeNotional": 2.2507314877335136, "foreignNotional": 841.773576412334}, {"timestamp": "2020-08-12T02:25:35.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "111b1ce0-664f-2efd-4fbb-49367e38c3e2", "grossValue": 7480000, "homeNotional": 2.2507314877335136, "foreignNotional": 841.773576412334}, {"timestamp": "2020-08-12T02:25:35.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "d24e9ad0-241d-14af-e608-e084e1b3a3e2", "grossValue": 1645600, "homeNotional": 0.49516092730137296, "foreignNotional": 185.19018681071347}, {"timestamp": "2020-08-12T02:25:35.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 333, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1becfef-b793-bf4b-9467-9e08d2fe8993", "grossValue": 12454200, "homeNotional": 3.7474679270762996, "foreignNotional": 1401.553004726536}, {"timestamp": "2020-08-12T02:25:35.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "122a0d98-9d57-8e00-9e5a-0470709df431", "grossValue": 224400000, "homeNotional": 67.5219446320054, "foreignNotional": 25253.20729237002}, {"timestamp": "2020-08-12T02:25:35.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 2082, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3eb44fc-2df4-11d4-d9dc-4619e09c5735", "grossValue": 77866800, "homeNotional": 23.430114787305875, "foreignNotional": 8762.862930452397}]} 2020-08-12 05:25:35 DEBUG: message ignored 2020-08-12 05:25:35 DEBUG: check clearing time needed clearing_process_timer=1415.973371 2020-08-12 05:25:35 DEBUG: check init order needed init_order_process_timer=1515.973705 2020-08-12 05:25:36 DEBUG: check clearing time needed clearing_process_timer=1416.975151 2020-08-12 05:25:36 DEBUG: check init order needed init_order_process_timer=1516.975409 2020-08-12 05:25:37 DEBUG: check clearing time needed clearing_process_timer=1417.976878 2020-08-12 05:25:37 DEBUG: check init order needed init_order_process_timer=1517.977199 2020-08-12 05:25:38 DEBUG: check clearing time needed clearing_process_timer=1418.978724 2020-08-12 05:25:38 DEBUG: check init order needed init_order_process_timer=1518.979013 2020-08-12 05:25:39 DEBUG: check clearing time needed clearing_process_timer=1419.980447 2020-08-12 05:25:39 DEBUG: check init order needed init_order_process_timer=1519.980709 2020-08-12 05:25:40 DEBUG: check clearing time needed clearing_process_timer=1420.982132 2020-08-12 05:25:40 DEBUG: check init order needed init_order_process_timer=1520.982396 2020-08-12 05:25:41 DEBUG: check clearing time needed clearing_process_timer=1421.983799 2020-08-12 05:25:41 DEBUG: check init order needed init_order_process_timer=1521.984119 2020-08-12 05:25:42 DEBUG: check clearing time needed clearing_process_timer=1422.985515 2020-08-12 05:25:42 DEBUG: check init order needed init_order_process_timer=1522.985793 2020-08-12 05:25:43 DEBUG: check clearing time needed clearing_process_timer=1423.987215 2020-08-12 05:25:43 DEBUG: check init order needed init_order_process_timer=1523.987501 2020-08-12 05:25:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 17918, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "6bd1b940-e8d0-9ed3-04f2-50d0a0f22fe8", "grossValue": 670133200, "homeNotional": 201.64303398604545, "foreignNotional": 75414.494710781}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "78d4c920-2378-6b05-4b57-627b6fea40be", "grossValue": 18700000, "homeNotional": 5.626828719333783, "foreignNotional": 2104.433941030835}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9b4d94d-33eb-5369-8ea3-f50ef930e72d", "grossValue": 224400000, "homeNotional": 67.5219446320054, "foreignNotional": 25253.20729237002}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "bc902fcc-33b0-2b49-b029-d1a56557ffbb", "grossValue": 1122150, "homeNotional": 0.337609723160027, "foreignNotional": 126.28291694800811}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "03f920e9-f0ba-2c08-644f-8e9d985ada83", "grossValue": 224430, "homeNotional": 0.0675219446320054, "foreignNotional": 25.25658338960162}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ef54a0d-4115-bb5d-b0ad-32a9d66c61ba", "grossValue": 1122150, "homeNotional": 0.337609723160027, "foreignNotional": 126.28291694800811}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "94b63a61-24a4-ede9-6555-0d79a57a4a7a", "grossValue": 7481000, "homeNotional": 2.2507314877335136, "foreignNotional": 841.8861129867207}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0489a30c-ef0a-d723-52ea-50aaa0a807ef", "grossValue": 7481000, "homeNotional": 2.2507314877335136, "foreignNotional": 841.8861129867207}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "5bb2f159-c0cc-affa-fcac-8374fc2e2407", "grossValue": 29924000, "homeNotional": 9.002925950934054, "foreignNotional": 3367.544451946883}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 1200, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "43c67e6f-d753-b59e-a433-2127471210f6", "grossValue": 44886000, "homeNotional": 13.50438892640108, "foreignNotional": 5051.316677920324}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 1035, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "5f2ea202-b57c-40bf-4c83-bc7200f2fe3a", "grossValue": 38719350, "homeNotional": 11.647535449020932, "foreignNotional": 4357.343011478731}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "0fc4e752-27a1-0612-093c-3af31365f46c", "grossValue": 1122450, "homeNotional": 0.337609723160027, "foreignNotional": 126.31667792032411}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6dd84879-d28b-fe7b-1159-98ffb7a1499b", "grossValue": 1122450, "homeNotional": 0.337609723160027, "foreignNotional": 126.31667792032411}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6ab1f51-4a34-500d-45c2-93a3eca1cdce", "grossValue": 261905, "homeNotional": 0.07877560207067297, "foreignNotional": 29.47389151474229}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "1b575a7e-e9c6-92e7-bcf6-286261b90945", "grossValue": 1122600, "homeNotional": 0.337609723160027, "foreignNotional": 126.33355840648211}, {"timestamp": "2020-08-12T02:25:43.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 6587, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "14b81098-2a31-8185-af0b-b0a7318e7f12", "grossValue": 246485540, "homeNotional": 74.12784154850327, "foreignNotional": 27738.63830744992}]} 2020-08-12 05:25:44 DEBUG: message ignored 2020-08-12 05:25:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:43.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 210, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "84d24338-92e9-b7c5-7123-cb277739cbf1", "grossValue": 7858200, "homeNotional": 2.363268062120189, "foreignNotional": 884.3349088453748}]} 2020-08-12 05:25:44 DEBUG: message ignored 2020-08-12 05:25:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:44.000Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7820e430-552c-8c93-7b21-00609d243bb3", "grossValue": 37420, "homeNotional": 0.011253657438667568, "foreignNotional": 4.211118613549403}]} 2020-08-12 05:25:44 DEBUG: message ignored 2020-08-12 05:25:44 DEBUG: check clearing time needed clearing_process_timer=1424.988717 2020-08-12 05:25:44 DEBUG: check init order needed init_order_process_timer=1524.989001 2020-08-12 05:25:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:45.234Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "c46c940a-d1c2-a9d6-2f25-482132ae9f9f", "grossValue": 935125, "homeNotional": 0.2813414359666892, "foreignNotional": 105.23576412334009}]} 2020-08-12 05:25:45 DEBUG: message ignored 2020-08-12 05:25:45 DEBUG: check clearing time needed clearing_process_timer=1425.990169 2020-08-12 05:25:45 DEBUG: check init order needed init_order_process_timer=1525.990513 2020-08-12 05:25:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:46.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 238, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "f73beb10-0485-0f3c-b8b9-b21b087ee39d", "grossValue": 8901200, "homeNotional": 2.678370470402881, "foreignNotional": 1001.7105559306775}]} 2020-08-12 05:25:46 DEBUG: message ignored 2020-08-12 05:25:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:46.639Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "b99f44df-b4ac-ac30-1e5c-7e34cf2c2383", "grossValue": 374050, "homeNotional": 0.11253657438667566, "foreignNotional": 42.094305649336036}]} 2020-08-12 05:25:46 DEBUG: message ignored 2020-08-12 05:25:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:46.642Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d48cad0-c810-5598-5302-a4c08c703299", "grossValue": 374050, "homeNotional": 0.11253657438667566, "foreignNotional": 42.094305649336036}]} 2020-08-12 05:25:46 DEBUG: message ignored 2020-08-12 05:25:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:46.648Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "07183709-7aa4-b6ba-b9c8-d8f9fc7cea62", "grossValue": 374050, "homeNotional": 0.11253657438667566, "foreignNotional": 42.094305649336036}]} 2020-08-12 05:25:46 DEBUG: message ignored 2020-08-12 05:25:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:46.661Z", "symbol": "ETHUSD", "side": "Buy", "size": 312, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a084127a-f241-1a56-0dec-86352c648884", "grossValue": 11670360, "homeNotional": 3.511141120864281, "foreignNotional": 1313.3423362592844}]} 2020-08-12 05:25:46 DEBUG: message ignored 2020-08-12 05:25:46 DEBUG: check clearing time needed clearing_process_timer=1426.991767 2020-08-12 05:25:46 DEBUG: check init order needed init_order_process_timer=1526.992144 2020-08-12 05:25:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:47.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "5c7e04b7-ffb9-c69f-64fc-734f556a4ca0", "grossValue": 1084600, "homeNotional": 0.32635606572135945, "foreignNotional": 122.05716857978842}, {"timestamp": "2020-08-12T02:25:47.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "e2bdfdab-d43f-3135-671e-1ec2b8bb4f9c", "grossValue": 374000, "homeNotional": 0.11253657438667566, "foreignNotional": 42.0886788206167}]} 2020-08-12 05:25:47 DEBUG: message ignored 2020-08-12 05:25:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "e2802c51-b850-d56d-e6ac-270a0b02f457", "grossValue": 1458405, "homeNotional": 0.43889264010803514, "foreignNotional": 164.12390276839972}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 149, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "edd4ce58-9f58-1b7e-2b66-2b1bc7c7c69b", "grossValue": 5571855, "homeNotional": 1.6767949583614674, "foreignNotional": 627.0374746792708}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 56, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ff48953-8ec4-10ab-7583-af588c484630", "grossValue": 2094120, "homeNotional": 0.6302048165653837, "foreignNotional": 235.66509115462526}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "db17bd5e-5d6a-c046-9db1-313a468c0296", "grossValue": 1458405, "homeNotional": 0.43889264010803514, "foreignNotional": 164.12390276839972}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 207, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "a82aa5c7-076b-4b07-e767-629e95bf4f1a", "grossValue": 7740765, "homeNotional": 2.3295070898041863, "foreignNotional": 871.1191762322754}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "19b9bf93-6ee2-2e18-3609-361e11e3cad1", "grossValue": 2655045, "homeNotional": 0.7990096781453973, "foreignNotional": 298.7896691424713}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d79de4bc-8d5b-db2f-6a55-613b45c6c805", "grossValue": 1533195, "homeNotional": 0.46139995498537023, "foreignNotional": 172.5405131667792}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 59, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "05eb8700-0406-a22a-cd39-be9cb71ffa41", "grossValue": 2206305, "homeNotional": 0.6639657888813865, "foreignNotional": 248.29000675219447}, {"timestamp": "2020-08-12T02:25:47.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 1019, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1003f507-b65d-b538-b70d-ba16ed6c4712", "grossValue": 38105505, "homeNotional": 11.46747693000225, "foreignNotional": 4288.2629979743415}]} 2020-08-12 05:25:47 DEBUG: message ignored 2020-08-12 05:25:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:47.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "5303b07b-afc3-bed2-9901-b3958f8b4c8d", "grossValue": 1495600, "homeNotional": 0.45014629754670266, "foreignNotional": 168.30970065271214}, {"timestamp": "2020-08-12T02:25:47.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "20b79e08-5420-83b8-8c44-9762a1bc04c8", "grossValue": 2243400, "homeNotional": 0.675219446320054, "foreignNotional": 252.4645509790682}]} 2020-08-12 05:25:47 DEBUG: message ignored 2020-08-12 05:25:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:47.617Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "0a19a262-62cc-d416-80b1-98d422b038bf", "grossValue": 448740, "homeNotional": 0.1350438892640108, "foreignNotional": 50.49966239027684}]} 2020-08-12 05:25:47 DEBUG: message ignored 2020-08-12 05:25:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:47.641Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "e8edd336-660e-ce4b-38a5-6b1674f5a68c", "grossValue": 448740, "homeNotional": 0.1350438892640108, "foreignNotional": 50.49966239027684}]} 2020-08-12 05:25:47 DEBUG: message ignored 2020-08-12 05:25:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:47.644Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "481cf419-388c-0725-4429-832ec3a39ed8", "grossValue": 486135, "homeNotional": 0.14629754670267836, "foreignNotional": 54.70796758946658}]} 2020-08-12 05:25:47 DEBUG: message ignored 2020-08-12 05:25:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:47.786Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "8d8a1948-40dc-02b7-0d7a-7d588eee8102", "grossValue": 411290, "homeNotional": 0.12379023182534324, "foreignNotional": 46.285167679495835}, {"timestamp": "2020-08-12T02:25:47.786Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e581d4c8-1577-5da0-3d18-6e87c56194c6", "grossValue": 1084310, "homeNotional": 0.32635606572135945, "foreignNotional": 122.0245329732163}]} 2020-08-12 05:25:47 DEBUG: message ignored 2020-08-12 05:25:47 DEBUG: check clearing time needed clearing_process_timer=1427.993784 2020-08-12 05:25:47 DEBUG: check init order needed init_order_process_timer=1527.994091 2020-08-12 05:25:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:48.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 120, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ef75394-d0fe-40de-f9c4-eb7bcce9c280", "grossValue": 4486800, "homeNotional": 1.350438892640108, "foreignNotional": 504.9291019581364}]} 2020-08-12 05:25:48 DEBUG: message ignored 2020-08-12 05:25:48 DEBUG: check clearing time needed clearing_process_timer=1428.99534 2020-08-12 05:25:48 DEBUG: check init order needed init_order_process_timer=1528.995657 2020-08-12 05:25:49 DEBUG: check clearing time needed clearing_process_timer=1429.996864 2020-08-12 05:25:49 DEBUG: check init order needed init_order_process_timer=1529.997199 2020-08-12 05:25:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:50.035Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ec63e60-374c-becf-bd11-384bff4d28cf", "grossValue": 37390, "homeNotional": 0.011253657438667568, "foreignNotional": 4.207742516317803}]} 2020-08-12 05:25:50 DEBUG: message ignored 2020-08-12 05:25:50 DEBUG: check clearing time needed clearing_process_timer=1430.998401 2020-08-12 05:25:50 DEBUG: check init order needed init_order_process_timer=1530.998699 2020-08-12 05:25:52 DEBUG: check clearing time needed clearing_process_timer=1431.999942 2020-08-12 05:25:52 DEBUG: check init order needed init_order_process_timer=1532.000213 2020-08-12 05:25:53 DEBUG: check clearing time needed clearing_process_timer=1433.001408 2020-08-12 05:25:53 DEBUG: check init order needed init_order_process_timer=1533.001669 2020-08-12 05:25:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:53.162Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "7fb6e80c-48c4-7c39-9f38-245b996131c2", "grossValue": 1084165, "homeNotional": 0.32635606572135945, "foreignNotional": 122.00821516993022}, {"timestamp": "2020-08-12T02:25:53.162Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d658269-de35-ddd3-37a5-2971fbb954f1", "grossValue": 2654335, "homeNotional": 0.7990096781453973, "foreignNotional": 298.70976817465674}, {"timestamp": "2020-08-12T02:25:53.162Z", "symbol": "ETHUSD", "side": "Sell", "size": 3500, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0ed497b-1464-1329-91ff-57cecc9edaa8", "grossValue": 130847500, "homeNotional": 39.38780103533649, "foreignNotional": 14725.129417060545}]} 2020-08-12 05:25:53 DEBUG: message ignored 2020-08-12 05:25:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:53.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 1837, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d6916d0-64b6-2a29-2774-9cf748283466", "grossValue": 68676245, "homeNotional": 20.672968714832322, "foreignNotional": 7728.589354040063}, {"timestamp": "2020-08-12T02:25:53.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 3163, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "676601b7-4035-10d9-2040-cb6ea0d8b51b", "grossValue": 118248755, "homeNotional": 35.59531847850551, "foreignNotional": 13307.309813189286}]} 2020-08-12 05:25:53 DEBUG: message ignored 2020-08-12 05:25:54 DEBUG: check clearing time needed clearing_process_timer=1434.002857 2020-08-12 05:25:54 DEBUG: check init order needed init_order_process_timer=1534.003163 2020-08-12 05:25:55 DEBUG: check clearing time needed clearing_process_timer=1435.004398 2020-08-12 05:25:55 DEBUG: check init order needed init_order_process_timer=1535.00468 2020-08-12 05:25:56 DEBUG: check clearing time needed clearing_process_timer=1436.005896 2020-08-12 05:25:56 DEBUG: check init order needed init_order_process_timer=1536.006179 2020-08-12 05:25:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ba73e65-c68e-1571-ceef-b96a966bab15", "grossValue": 1345860, "homeNotional": 0.4051316677920324, "foreignNotional": 151.4584740040513}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 52, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "bde4574f-9c46-e886-93f7-e90154a3ab24", "grossValue": 1944020, "homeNotional": 0.5851901868107134, "foreignNotional": 218.77335133918524}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f46373b-8c5a-3e4e-0ba7-d5184e4e802b", "grossValue": 1383245, "homeNotional": 0.4163853252307, "foreignNotional": 155.6656538374972}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 718, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "41fa82e5-d10f-db5a-0c5c-4af518109a6e", "grossValue": 26842430, "homeNotional": 8.080126040963313, "foreignNotional": 3020.7551204141346}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8b08887-ebf2-2c55-fd5b-80fbc82f8b57", "grossValue": 74770, "homeNotional": 0.022507314877335136, "foreignNotional": 8.41435966689174}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4b7e2a5-5f12-145b-29ea-c7f8db67ff2c", "grossValue": 18692500, "homeNotional": 5.626828719333783, "foreignNotional": 2103.589916722935}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 1334, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c096ed70-86b8-97ba-4777-a2b7dee2b3da", "grossValue": 49871590, "homeNotional": 15.012379023182534, "foreignNotional": 5612.37789781679}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 2066, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "22ba01cb-efb4-c74e-cf17-23b2623ccbec", "grossValue": 77237410, "homeNotional": 23.250056268287192, "foreignNotional": 8692.033535899167}, {"timestamp": "2020-08-12T02:25:56.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 255, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ab1bfb3-b5e9-eaae-38b7-5fc3b0d1a2f4", "grossValue": 9533175, "homeNotional": 2.8696826468602294, "foreignNotional": 1072.830857528697}]} 2020-08-12 05:25:56 DEBUG: message ignored 2020-08-12 05:25:57 DEBUG: check clearing time needed clearing_process_timer=1437.007377 2020-08-12 05:25:57 DEBUG: check init order needed init_order_process_timer=1537.00766 2020-08-12 05:25:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:25:57.188Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a554042-ef1e-af31-141c-26f6bf469c71", "grossValue": 186925, "homeNotional": 0.05626828719333783, "foreignNotional": 21.03589916722935}]} 2020-08-12 05:25:57 DEBUG: message ignored 2020-08-12 05:25:58 DEBUG: check clearing time needed clearing_process_timer=1438.008824 2020-08-12 05:25:58 DEBUG: check init order needed init_order_process_timer=1538.009135 2020-08-12 05:25:59 DEBUG: check clearing time needed clearing_process_timer=1439.010318 2020-08-12 05:25:59 DEBUG: check init order needed init_order_process_timer=1539.010601 2020-08-12 05:26:00 DEBUG: check clearing time needed clearing_process_timer=1440.011859 2020-08-12 05:26:00 DEBUG: check init order needed init_order_process_timer=1540.012146 2020-08-12 05:26:01 DEBUG: check clearing time needed clearing_process_timer=1441.013382 2020-08-12 05:26:01 DEBUG: check init order needed init_order_process_timer=1541.013667 2020-08-12 05:26:02 DEBUG: check clearing time needed clearing_process_timer=1442.014934 2020-08-12 05:26:02 DEBUG: check init order needed init_order_process_timer=1542.015339 2020-08-12 05:26:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:02.513Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "266eb3e0-a512-3202-d10f-43856f1cb859", "grossValue": 186950, "homeNotional": 0.056255625562556255, "foreignNotional": 21.033978397839785}]} 2020-08-12 05:26:02 DEBUG: message ignored 2020-08-12 05:26:03 DEBUG: check clearing time needed clearing_process_timer=1443.016601 2020-08-12 05:26:03 DEBUG: check init order needed init_order_process_timer=1543.016904 2020-08-12 05:26:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 153, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "e265a535-13bf-5d0f-eb03-68bbebaf5266", "grossValue": 5719905, "homeNotional": 1.7214221422142215, "foreignNotional": 643.5536678667867}, {"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 334, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "833c5981-41eb-3957-ee5a-581ffdbe4c8c", "grossValue": 12486590, "homeNotional": 3.757875787578758, "foreignNotional": 1404.8818631863187}, {"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 568, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "09f6da5c-448d-8e04-d300-9ff2bd1ac8f5", "grossValue": 21234680, "homeNotional": 6.390639063906391, "foreignNotional": 2389.1404140414043}, {"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a09e4d7-782a-2957-0d18-9a49ba1d5501", "grossValue": 1233705, "homeNotional": 0.3712871287128713, "foreignNotional": 138.80569306930693}, {"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 710, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb2c6285-9a24-f2d5-6998-7f2bdd60c7bf", "grossValue": 26543350, "homeNotional": 7.9882988298829884, "foreignNotional": 2986.425517551755}, {"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 3680, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ecdc28b1-5aac-9695-cdb4-751e66bd5fa2", "grossValue": 137576800, "homeNotional": 41.40414041404141, "foreignNotional": 15478.93789378938}, {"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "8845251a-851e-c5e4-a9fa-8cb3319378e5", "grossValue": 1196320, "homeNotional": 0.36003600360036003, "foreignNotional": 134.5994599459946}, {"timestamp": "2020-08-12T02:26:03.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 490, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "28aa8003-ed44-f2f0-cc86-3bf5aefa1d4d", "grossValue": 18318650, "homeNotional": 5.513051305130513, "foreignNotional": 2061.054230423042}]} 2020-08-12 05:26:03 DEBUG: message ignored 2020-08-12 05:26:04 DEBUG: check clearing time needed clearing_process_timer=1444.018131 2020-08-12 05:26:04 DEBUG: check init order needed init_order_process_timer=1544.018404 2020-08-12 05:26:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:04.275Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "af8ed8dd-0da5-c1d5-4049-4db9559129c9", "grossValue": 186950, "homeNotional": 0.056255625562556255, "foreignNotional": 21.033978397839785}]} 2020-08-12 05:26:04 DEBUG: message ignored 2020-08-12 05:26:05 DEBUG: check clearing time needed clearing_process_timer=1445.0196 2020-08-12 05:26:05 DEBUG: check init order needed init_order_process_timer=1545.019872 2020-08-12 05:26:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:05.658Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "0e316087-f046-5e10-79d8-ece24bcf07dc", "grossValue": 4673125, "homeNotional": 1.4063906390639065, "foreignNotional": 525.7791404140414}]} 2020-08-12 05:26:05 DEBUG: message ignored 2020-08-12 05:26:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:05.871Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "4886f827-1ca7-a217-a105-fee736f68214", "grossValue": 186950, "homeNotional": 0.056255625562556255, "foreignNotional": 21.033978397839785}]} 2020-08-12 05:26:05 DEBUG: message ignored 2020-08-12 05:26:06 DEBUG: check clearing time needed clearing_process_timer=1446.021082 2020-08-12 05:26:06 DEBUG: check init order needed init_order_process_timer=1546.021413 2020-08-12 05:26:07 DEBUG: check clearing time needed clearing_process_timer=1447.022671 2020-08-12 05:26:07 DEBUG: check init order needed init_order_process_timer=1547.02294 2020-08-12 05:26:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:07.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 16000, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "a039605e-13cb-96e7-c3b7-c291b6f6356b", "grossValue": 598160000, "homeNotional": 180.01800180018003, "foreignNotional": 67299.7299729973}]} 2020-08-12 05:26:07 DEBUG: message ignored 2020-08-12 05:26:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:07.383Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "d4980084-aadb-5b85-194b-c92c258aabb9", "grossValue": 186950, "homeNotional": 0.056255625562556255, "foreignNotional": 21.033978397839785}]} 2020-08-12 05:26:07 DEBUG: message ignored 2020-08-12 05:26:08 DEBUG: check clearing time needed clearing_process_timer=1448.024125 2020-08-12 05:26:08 DEBUG: check init order needed init_order_process_timer=1548.024391 2020-08-12 05:26:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:08.538Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d086cab5-3022-c167-07f4-b5849335c478", "grossValue": 299120, "homeNotional": 0.09000900090009001, "foreignNotional": 33.65436543654366}, {"timestamp": "2020-08-12T02:26:08.538Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f6324013-973f-6029-2f37-3c03272af32a", "grossValue": 18695000, "homeNotional": 5.625562556255626, "foreignNotional": 2103.3978397839783}, {"timestamp": "2020-08-12T02:26:08.538Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "58e57e4f-13c7-e892-eda6-ffedbd2e7560", "grossValue": 37390000, "homeNotional": 11.251125112511252, "foreignNotional": 4206.7956795679565}, {"timestamp": "2020-08-12T02:26:08.538Z", "symbol": "ETHUSD", "side": "Buy", "size": 492, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9763ee6-a6eb-d785-8828-1057391b1001", "grossValue": 18395880, "homeNotional": 5.535553555355536, "foreignNotional": 2069.7434743474346}]} 2020-08-12 05:26:08 DEBUG: message ignored 2020-08-12 05:26:09 DEBUG: check clearing time needed clearing_process_timer=1449.025579 2020-08-12 05:26:09 DEBUG: check init order needed init_order_process_timer=1549.025942 2020-08-12 05:26:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:09.478Z", "symbol": "ETHUSD", "side": "Buy", "size": 713, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f079ea2e-e1d3-74de-cddd-0a9841989679", "grossValue": 26659070, "homeNotional": 8.022052205220522, "foreignNotional": 2999.4453195319534}, {"timestamp": "2020-08-12T02:26:09.478Z", "symbol": "ETHUSD", "side": "Buy", "size": 134, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b974a94-418e-f0b6-d963-165ce2b0388c", "grossValue": 5010260, "homeNotional": 1.5076507650765076, "foreignNotional": 563.7106210621062}, {"timestamp": "2020-08-12T02:26:09.478Z", "symbol": "ETHUSD", "side": "Buy", "size": 1653, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "0c2eea36-55dc-1375-3525-c5d3145bd7ed", "grossValue": 61813935, "homeNotional": 18.598109810981097, "foreignNotional": 6954.763163816382}]} 2020-08-12 05:26:09 DEBUG: message ignored 2020-08-12 05:26:10 DEBUG: check clearing time needed clearing_process_timer=1450.027037 2020-08-12 05:26:10 DEBUG: check init order needed init_order_process_timer=1550.027353 2020-08-12 05:26:11 DEBUG: check clearing time needed clearing_process_timer=1451.028716 2020-08-12 05:26:11 DEBUG: check init order needed init_order_process_timer=1551.028981 2020-08-12 05:26:12 DEBUG: check clearing time needed clearing_process_timer=1452.029989 2020-08-12 05:26:12 DEBUG: check init order needed init_order_process_timer=1552.030297 2020-08-12 05:26:13 DEBUG: check clearing time needed clearing_process_timer=1453.031197 2020-08-12 05:26:13 DEBUG: check init order needed init_order_process_timer=1553.031445 2020-08-12 05:26:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "21441816-a353-5099-a6c7-46eed8de3171", "grossValue": 224340000, "homeNotional": 67.50675067506751, "foreignNotional": 25240.77407740774}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 2919, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "55ea8283-c4b5-2c50-9ca5-3becac9a6c41", "grossValue": 109141410, "homeNotional": 32.84203420342034, "foreignNotional": 12279.636588658866}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c8b8e1a-3b15-26e9-aeea-900f34f095e5", "grossValue": 3103370, "homeNotional": 0.9338433843384338, "foreignNotional": 349.1640414041404}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 142, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "b488e402-3932-06f1-5c6d-173d8b626586", "grossValue": 5309380, "homeNotional": 1.5976597659765976, "foreignNotional": 597.3649864986498}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 920, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "79ebe311-e0c6-eb51-aca6-7ad35f543f8b", "grossValue": 34398800, "homeNotional": 10.351035103510352, "foreignNotional": 3870.25202520252}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 177, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "77852204-5c56-7f20-6849-6cc63878a034", "grossValue": 6618030, "homeNotional": 1.9914491449144915, "foreignNotional": 744.6028352835284}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 299, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "a9f58e05-d41b-ee44-b9ed-c02874e7a2dd", "grossValue": 11179610, "homeNotional": 3.364086408640864, "foreignNotional": 1257.8319081908191}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "8a4d6e1e-b236-24d8-ecd8-eef7c5608a0a", "grossValue": 224340, "homeNotional": 0.0675067506750675, "foreignNotional": 25.240774077407742}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "2457767e-d42d-5844-2f62-6ecf4695ab1a", "grossValue": 56085000, "homeNotional": 16.876687668766877, "foreignNotional": 6310.193519351935}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7e42695-2f76-a19b-8a07-2bb996376d7a", "grossValue": 56085000, "homeNotional": 16.876687668766877, "foreignNotional": 6310.193519351935}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "f26429ef-e4c6-e06c-f99a-c92e70badc7d", "grossValue": 1233870, "homeNotional": 0.3712871287128713, "foreignNotional": 138.8242574257426}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "900da079-35d0-9f29-4992-d3c6ffe50554", "grossValue": 1794720, "homeNotional": 0.54005400540054, "foreignNotional": 201.92619261926194}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 120, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ddc135b6-3b42-22bb-af09-ba47e1f2da74", "grossValue": 4486800, "homeNotional": 1.3501350135013501, "foreignNotional": 504.8154815481548}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 326, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "f86ee0b5-35c0-cada-0aad-72c3ea032dc5", "grossValue": 12189140, "homeNotional": 3.667866786678668, "foreignNotional": 1371.415391539154}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 511, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "a764b59d-431f-77ee-9532-c51726955216", "grossValue": 19106290, "homeNotional": 5.749324932493249, "foreignNotional": 2149.672592259226}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 160, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c40d0b55-370e-1a1e-f87e-a3286781d66b", "grossValue": 5982400, "homeNotional": 1.8001800180018002, "foreignNotional": 673.0873087308731}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 225, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "0fbdb2b1-3a52-d63e-0dc2-038aa548ad6e", "grossValue": 8412750, "homeNotional": 2.5315031503150314, "foreignNotional": 946.5290279027903}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 201, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc06cf02-b460-56d5-2272-dbe12f112a4b", "grossValue": 7515390, "homeNotional": 2.2614761476147613, "foreignNotional": 845.5659315931593}, {"timestamp": "2020-08-12T02:26:13.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 2830, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "0958a2f3-88fd-d837-ad82-07f1b2695feb", "grossValue": 105799550, "homeNotional": 31.84068406840684, "foreignNotional": 11903.639738973898}]} 2020-08-12 05:26:13 DEBUG: message ignored 2020-08-12 05:26:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:13.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "4fdf18a5-2d7b-5ab4-6509-0bf665af3f80", "grossValue": 1495800, "homeNotional": 0.45004500450045004, "foreignNotional": 168.2943294329433}, {"timestamp": "2020-08-12T02:26:13.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 134, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "2470a294-6c13-ca5e-8db8-b2d4653f7a92", "grossValue": 5010930, "homeNotional": 1.5076507650765076, "foreignNotional": 563.78600360036}, {"timestamp": "2020-08-12T02:26:13.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "40a0052c-69a5-ae30-d392-33f05ec16050", "grossValue": 972400, "homeNotional": 0.2925292529252925, "foreignNotional": 109.4059405940594}]} 2020-08-12 05:26:13 DEBUG: message ignored 2020-08-12 05:26:14 DEBUG: check clearing time needed clearing_process_timer=1454.032436 2020-08-12 05:26:14 DEBUG: check init order needed init_order_process_timer=1554.032701 2020-08-12 05:26:15 DEBUG: check clearing time needed clearing_process_timer=1455.033664 2020-08-12 05:26:15 DEBUG: check init order needed init_order_process_timer=1555.033955 2020-08-12 05:26:16 DEBUG: check clearing time needed clearing_process_timer=1456.034982 2020-08-12 05:26:16 DEBUG: check init order needed init_order_process_timer=1556.035218 2020-08-12 05:26:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:16.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "98aa8572-d8e0-ba3a-5a82-e4f6e195a4a4", "grossValue": 149600, "homeNotional": 0.045004500450045004, "foreignNotional": 16.831683168316832}, {"timestamp": "2020-08-12T02:26:16.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d808952-3a20-1147-5011-88e4da51de63", "grossValue": 187000, "homeNotional": 0.056255625562556255, "foreignNotional": 21.03960396039604}, {"timestamp": "2020-08-12T02:26:16.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "e134f856-cb22-0e64-f66f-cd1a6e4a8686", "grossValue": 224400000, "homeNotional": 67.50675067506751, "foreignNotional": 25247.52475247525}, {"timestamp": "2020-08-12T02:26:16.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 3850, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "2075149c-716e-1690-7b89-11d1c5b640a1", "grossValue": 143990000, "homeNotional": 43.31683168316832, "foreignNotional": 16200.49504950495}, {"timestamp": "2020-08-12T02:26:16.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 141, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "52212f99-d307-3d9f-172d-6ef65663f14c", "grossValue": 5273400, "homeNotional": 1.5864086408640865, "foreignNotional": 593.3168316831683}]} 2020-08-12 05:26:16 DEBUG: message ignored 2020-08-12 05:26:17 DEBUG: check clearing time needed clearing_process_timer=1457.036202 2020-08-12 05:26:17 DEBUG: check init order needed init_order_process_timer=1557.036452 2020-08-12 05:26:18 DEBUG: check clearing time needed clearing_process_timer=1458.037446 2020-08-12 05:26:18 DEBUG: check init order needed init_order_process_timer=1558.037695 2020-08-12 05:26:19 DEBUG: check clearing time needed clearing_process_timer=1459.038655 2020-08-12 05:26:19 DEBUG: check init order needed init_order_process_timer=1559.038912 2020-08-12 05:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:19.401Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "75012fd0-e38a-0b4f-5679-f310059542d0", "grossValue": 561000, "homeNotional": 0.16876687668766877, "foreignNotional": 63.118811881188115}]} 2020-08-12 05:26:19 DEBUG: message ignored 2020-08-12 05:26:20 DEBUG: check clearing time needed clearing_process_timer=1460.039925 2020-08-12 05:26:20 DEBUG: check init order needed init_order_process_timer=1560.040203 2020-08-12 05:26:21 DEBUG: check clearing time needed clearing_process_timer=1461.041194 2020-08-12 05:26:21 DEBUG: check init order needed init_order_process_timer=1561.041467 2020-08-12 05:26:22 DEBUG: check clearing time needed clearing_process_timer=1462.042628 2020-08-12 05:26:22 DEBUG: check init order needed init_order_process_timer=1562.042886 2020-08-12 05:26:23 DEBUG: check clearing time needed clearing_process_timer=1463.044048 2020-08-12 05:26:23 DEBUG: check init order needed init_order_process_timer=1563.044302 2020-08-12 05:26:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:23.466Z", "symbol": "ETHUSD", "side": "Buy", "size": 344, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "45ce71bd-907a-c24f-a7e5-6f41d98f8573", "grossValue": 12865600, "homeNotional": 3.8703870387038704, "foreignNotional": 1447.5247524752476}]} 2020-08-12 05:26:23 DEBUG: message ignored 2020-08-12 05:26:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:23.836Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "c5f5c78b-5ce9-949b-4058-8d5e1854986f", "grossValue": 1122150, "homeNotional": 0.33753375337533753, "foreignNotional": 126.254500450045}, {"timestamp": "2020-08-12T02:26:23.836Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "bdefae7a-28b0-5170-583e-6de6e2bb1012", "grossValue": 1496200, "homeNotional": 0.45004500450045004, "foreignNotional": 168.33933393339333}, {"timestamp": "2020-08-12T02:26:23.836Z", "symbol": "ETHUSD", "side": "Buy", "size": 1054, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf938cea-4a99-9cfd-b44b-4a495a0a6a3e", "grossValue": 39424870, "homeNotional": 11.858685868586859, "foreignNotional": 4435.741449144914}]} 2020-08-12 05:26:23 DEBUG: message ignored 2020-08-12 05:26:24 DEBUG: check clearing time needed clearing_process_timer=1464.04547 2020-08-12 05:26:24 DEBUG: check init order needed init_order_process_timer=1564.045749 2020-08-12 05:26:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 557, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "97c66ca4-8083-c982-8b4e-31118eb1e0e6", "grossValue": 20837370, "homeNotional": 6.266876687668767, "foreignNotional": 2344.4385688568855}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "f26592bb-6438-1e91-4013-1dcf7d93c194", "grossValue": 1122450, "homeNotional": 0.33753375337533753, "foreignNotional": 126.28825382538254}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "594afe07-52ba-187b-0bba-5a019c585a73", "grossValue": 1496600, "homeNotional": 0.45004500450045004, "foreignNotional": 168.3843384338434}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d98badf0-2622-0648-4936-3a7231f66ba2", "grossValue": 93537500, "homeNotional": 28.127812781278127, "foreignNotional": 10524.021152115212}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "3864520e-1ee5-415b-e6e8-bd05cdeaffdd", "grossValue": 1122600, "homeNotional": 0.33753375337533753, "foreignNotional": 126.30513051305131}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "07aed380-ad8c-c503-dc73-79a46383c187", "grossValue": 37425, "homeNotional": 0.011251125112511251, "foreignNotional": 4.210733573357336}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "c240f09a-b66c-04d9-a9ce-0a9aabe88548", "grossValue": 37425, "homeNotional": 0.011251125112511251, "foreignNotional": 4.210733573357336}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "32b072e5-87fb-aa64-94b4-286b552b31ac", "grossValue": 1122750, "homeNotional": 0.33753375337533753, "foreignNotional": 126.32200720072007}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "29fa8b6c-b66e-2516-95a1-6822f85a26a9", "grossValue": 37425, "homeNotional": 0.011251125112511251, "foreignNotional": 4.210733573357336}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 217, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e169fed3-4cb5-9832-d48c-eeb70b2c286d", "grossValue": 8121225, "homeNotional": 2.4414941494149414, "foreignNotional": 913.7291854185419}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "1eec29ad-7809-6453-5a06-b2d5ba9a0cf5", "grossValue": 1122900, "homeNotional": 0.33753375337533753, "foreignNotional": 126.33888388838884}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "de3777ba-df53-0af5-083f-498a89f92b52", "grossValue": 37430, "homeNotional": 0.011251125112511251, "foreignNotional": 4.211296129612961}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1f82a531-3968-075b-8d4b-e061b0463958", "grossValue": 37430, "homeNotional": 0.011251125112511251, "foreignNotional": 4.211296129612961}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 6485, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "c04b9776-6a3f-b3c5-eee1-5009cabf5641", "grossValue": 242733550, "homeNotional": 72.96354635463547, "foreignNotional": 27310.255400540053}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "2d698731-bd60-3a65-f305-ba4082686465", "grossValue": 1123050, "homeNotional": 0.33753375337533753, "foreignNotional": 126.3557605760576}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "423687fa-541d-90ea-2731-62c23e0e835e", "grossValue": 1123050, "homeNotional": 0.33753375337533753, "foreignNotional": 126.3557605760576}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e07462e1-e9c9-82c6-e9ee-750a4496f889", "grossValue": 37435, "homeNotional": 0.011251125112511251, "foreignNotional": 4.211858685868587}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 2255, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "dece9e1c-a582-a2ea-612a-966c32e8e16d", "grossValue": 84415925, "homeNotional": 25.371287128712872, "foreignNotional": 9497.741336633664}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 474, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "43478ade-b6d6-9524-72f0-a64e988ab9b6", "grossValue": 17744190, "homeNotional": 5.333033303330333, "foreignNotional": 1996.4210171017103}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a213e2e-315d-813e-868e-ff4c7847d927", "grossValue": 74870000, "homeNotional": 22.502250225022504, "foreignNotional": 8423.717371737173}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "a54c7093-3125-6a8f-5d1a-a5c547b59331", "grossValue": 7488000, "homeNotional": 2.25022502250225, "foreignNotional": 842.4842484248425}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d17c974-da51-6812-8f36-894e2b3d9350", "grossValue": 224640, "homeNotional": 0.0675067506750675, "foreignNotional": 25.274527452745275}, {"timestamp": "2020-08-12T02:26:24.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 780, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "6cee98e8-8c1a-cb13-3cd5-78d10a126275", "grossValue": 29203200, "homeNotional": 8.775877587758776, "foreignNotional": 3285.6885688568855}]} 2020-08-12 05:26:24 DEBUG: message ignored 2020-08-12 05:26:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:24.294Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ac23f45-4626-cb59-534f-532b7386b2a7", "grossValue": 1684800, "homeNotional": 0.5063006300630063, "foreignNotional": 189.55895589558955}]} 2020-08-12 05:26:24 DEBUG: message ignored 2020-08-12 05:26:25 DEBUG: check clearing time needed clearing_process_timer=1465.046909 2020-08-12 05:26:25 DEBUG: check init order needed init_order_process_timer=1565.04725 2020-08-12 05:26:26 DEBUG: check clearing time needed clearing_process_timer=1466.048479 2020-08-12 05:26:26 DEBUG: check init order needed init_order_process_timer=1566.048738 2020-08-12 05:26:27 DEBUG: check clearing time needed clearing_process_timer=1467.049067 2020-08-12 05:26:27 DEBUG: check init order needed init_order_process_timer=1567.049323 2020-08-12 05:26:28 DEBUG: check clearing time needed clearing_process_timer=1468.050483 2020-08-12 05:26:28 DEBUG: check init order needed init_order_process_timer=1568.050733 2020-08-12 05:26:29 DEBUG: check clearing time needed clearing_process_timer=1469.051899 2020-08-12 05:26:29 DEBUG: check init order needed init_order_process_timer=1569.052164 2020-08-12 05:26:30 DEBUG: check clearing time needed clearing_process_timer=1470.053343 2020-08-12 05:26:30 DEBUG: check init order needed init_order_process_timer=1570.053628 2020-08-12 05:26:31 DEBUG: check clearing time needed clearing_process_timer=1471.055011 2020-08-12 05:26:31 DEBUG: check init order needed init_order_process_timer=1571.055271 2020-08-12 05:26:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:31.843Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "018fcc38-1bfd-d468-b6a1-fe5e64925011", "grossValue": 149760, "homeNotional": 0.04499437570303712, "foreignNotional": 16.845894263217097}, {"timestamp": "2020-08-12T02:26:31.843Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa43664f-55c9-9afa-253b-f395dcd008be", "grossValue": 1347840, "homeNotional": 0.4049493813273341, "foreignNotional": 151.61304836895388}]} 2020-08-12 05:26:31 DEBUG: message ignored 2020-08-12 05:26:32 DEBUG: check clearing time needed clearing_process_timer=1472.056441 2020-08-12 05:26:32 DEBUG: check init order needed init_order_process_timer=1572.05672 2020-08-12 05:26:33 DEBUG: check clearing time needed clearing_process_timer=1473.057907 2020-08-12 05:26:33 DEBUG: check init order needed init_order_process_timer=1573.058184 2020-08-12 05:26:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:33.061Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "0c2543d5-8003-a12e-2d22-562806fd9405", "grossValue": 149740, "homeNotional": 0.04499437570303712, "foreignNotional": 16.843644544431946}]} 2020-08-12 05:26:33 DEBUG: message ignored 2020-08-12 05:26:34 DEBUG: check clearing time needed clearing_process_timer=1474.059352 2020-08-12 05:26:34 DEBUG: check init order needed init_order_process_timer=1574.059672 2020-08-12 05:26:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:34.208Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "2ac0cf47-efa3-baf4-77c9-cb2836ac5075", "grossValue": 18720000, "homeNotional": 5.62429696287964, "foreignNotional": 2105.7367829021373}]} 2020-08-12 05:26:34 DEBUG: message ignored 2020-08-12 05:26:35 DEBUG: check clearing time needed clearing_process_timer=1475.060836 2020-08-12 05:26:35 DEBUG: check init order needed init_order_process_timer=1575.061141 2020-08-12 05:26:36 DEBUG: check clearing time needed clearing_process_timer=1476.062365 2020-08-12 05:26:36 DEBUG: check init order needed init_order_process_timer=1576.062622 2020-08-12 05:26:37 DEBUG: check clearing time needed clearing_process_timer=1477.063791 2020-08-12 05:26:37 DEBUG: check init order needed init_order_process_timer=1577.064053 2020-08-12 05:26:38 DEBUG: check clearing time needed clearing_process_timer=1478.065075 2020-08-12 05:26:38 DEBUG: check init order needed init_order_process_timer=1578.065335 2020-08-12 05:26:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:38.990Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c52e171-0405-0153-c9bf-a6db30e6e8a5", "grossValue": 636480, "homeNotional": 0.19122609673790777, "foreignNotional": 71.59505061867267}, {"timestamp": "2020-08-12T02:26:38.990Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac430f08-f96c-be1b-6636-7a45ce01b02e", "grossValue": 224640000, "homeNotional": 67.49156355455568, "foreignNotional": 25268.841394825646}, {"timestamp": "2020-08-12T02:26:38.990Z", "symbol": "ETHUSD", "side": "Buy", "size": 231, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "51f3614d-ce2f-1f67-3487-5de76185506f", "grossValue": 8648640, "homeNotional": 2.5984251968503935, "foreignNotional": 972.8503937007874}, {"timestamp": "2020-08-12T02:26:38.990Z", "symbol": "ETHUSD", "side": "Buy", "size": 231, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "7259532a-4244-d64a-3179-a6290f584d9f", "grossValue": 8648640, "homeNotional": 2.5984251968503935, "foreignNotional": 972.8503937007874}, {"timestamp": "2020-08-12T02:26:38.990Z", "symbol": "ETHUSD", "side": "Buy", "size": 186, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f9bf13be-ff2b-a7ff-6aae-b736358946f1", "grossValue": 6963840, "homeNotional": 2.092238470191226, "foreignNotional": 783.3340832395951}, {"timestamp": "2020-08-12T02:26:38.990Z", "symbol": "ETHUSD", "side": "Buy", "size": 3223, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "778e9374-df34-6508-d1a6-3083d5556cd3", "grossValue": 120669120, "homeNotional": 36.25421822272216, "foreignNotional": 13573.579302587177}]} 2020-08-12 05:26:39 DEBUG: message ignored 2020-08-12 05:26:39 DEBUG: check clearing time needed clearing_process_timer=1479.06651 2020-08-12 05:26:39 DEBUG: check init order needed init_order_process_timer=1579.066836 2020-08-12 05:26:40 DEBUG: check clearing time needed clearing_process_timer=1480.068055 2020-08-12 05:26:40 DEBUG: check init order needed init_order_process_timer=1580.068315 2020-08-12 05:26:41 DEBUG: check clearing time needed clearing_process_timer=1481.069079 2020-08-12 05:26:41 DEBUG: check init order needed init_order_process_timer=1581.069342 2020-08-12 05:26:42 DEBUG: check clearing time needed clearing_process_timer=1482.0705 2020-08-12 05:26:42 DEBUG: check init order needed init_order_process_timer=1582.070763 2020-08-12 05:26:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:42.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 226, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "c4993759-debe-57f2-9b83-0288dcb68671", "grossValue": 8460310, "homeNotional": 2.5421822272215975, "foreignNotional": 951.6659167604049}, {"timestamp": "2020-08-12T02:26:42.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "e570af3c-c917-d193-d283-f45228a47699", "grossValue": 1310225, "homeNotional": 0.3937007874015748, "foreignNotional": 147.38188976377953}, {"timestamp": "2020-08-12T02:26:42.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4603180-569d-aa7a-6fc9-0a38e6774ce1", "grossValue": 1534835, "homeNotional": 0.4611923509561305, "foreignNotional": 172.64735658042744}, {"timestamp": "2020-08-12T02:26:42.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "3393c847-de12-1f70-cec1-35958ee9fc41", "grossValue": 2657885, "homeNotional": 0.7986501687289089, "foreignNotional": 298.97469066366705}, {"timestamp": "2020-08-12T02:26:42.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a058724-461c-9810-6afb-f362e394074f", "grossValue": 3069670, "homeNotional": 0.922384701912261, "foreignNotional": 345.2947131608549}, {"timestamp": "2020-08-12T02:26:42.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 2545, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "fdddb091-f4b5-c4ed-38d1-921779e30251", "grossValue": 95272075, "homeNotional": 28.627671541057367, "foreignNotional": 10716.768841394825}]} 2020-08-12 05:26:42 DEBUG: message ignored 2020-08-12 05:26:43 DEBUG: check clearing time needed clearing_process_timer=1483.071928 2020-08-12 05:26:43 DEBUG: check init order needed init_order_process_timer=1583.072208 2020-08-12 05:26:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:43.752Z", "symbol": "ETHUSD", "side": "Sell", "size": 222, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "e4ea9e6a-36c7-8826-6345-ed89a7f7f1f7", "grossValue": 8310570, "homeNotional": 2.4971878515185604, "foreignNotional": 934.822272215973}]} 2020-08-12 05:26:43 DEBUG: message ignored 2020-08-12 05:26:44 DEBUG: check clearing time needed clearing_process_timer=1484.073083 2020-08-12 05:26:44 DEBUG: check init order needed init_order_process_timer=1584.073336 2020-08-12 05:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:44.366Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "6196e282-50ab-9edc-4d92-a2a61df5e5f4", "grossValue": 374400, "homeNotional": 0.1124859392575928, "foreignNotional": 42.11473565804275}]} 2020-08-12 05:26:44 DEBUG: message ignored 2020-08-12 05:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:44.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "bed25fb7-4eed-ece2-41b6-3c3a7dfb9e22", "grossValue": 374400, "homeNotional": 0.1124859392575928, "foreignNotional": 42.11473565804275}]} 2020-08-12 05:26:44 DEBUG: message ignored 2020-08-12 05:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:44.383Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c136636-953e-72b1-cb51-7106a0227298", "grossValue": 374400, "homeNotional": 0.1124859392575928, "foreignNotional": 42.11473565804275}]} 2020-08-12 05:26:44 DEBUG: message ignored 2020-08-12 05:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:44.682Z", "symbol": "ETHUSD", "side": "Sell", "size": 233, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "630da901-8847-b0be-2d8e-1f37b5cf4877", "grossValue": 8722355, "homeNotional": 2.6209223847019123, "foreignNotional": 981.1422947131608}, {"timestamp": "2020-08-12T02:26:44.682Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c8da08b-cc21-e987-a57e-541dd8ba1f94", "grossValue": 262045, "homeNotional": 0.07874015748031496, "foreignNotional": 29.476377952755904}]} 2020-08-12 05:26:44 DEBUG: message ignored 2020-08-12 05:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:44.823Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "78304f2a-c62f-0841-301f-26441fec4578", "grossValue": 411840, "homeNotional": 0.12373453318335208, "foreignNotional": 46.326209223847016}]} 2020-08-12 05:26:44 DEBUG: message ignored 2020-08-12 05:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:44.838Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "77137af3-9ad7-6701-7881-980cb78023ab", "grossValue": 486720, "homeNotional": 0.14623172103487064, "foreignNotional": 54.74915635545557}]} 2020-08-12 05:26:44 DEBUG: message ignored 2020-08-12 05:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:44.841Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b5f23097-4086-c240-a9b6-db04af6f5b52", "grossValue": 449280, "homeNotional": 0.13498312710911137, "foreignNotional": 50.53768278965129}]} 2020-08-12 05:26:44 DEBUG: message ignored 2020-08-12 05:26:45 DEBUG: check clearing time needed clearing_process_timer=1485.074528 2020-08-12 05:26:45 DEBUG: check init order needed init_order_process_timer=1585.074806 2020-08-12 05:26:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:45.135Z", "symbol": "ETHUSD", "side": "Sell", "size": 56, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "913379af-87f1-7426-5972-90682654c1f8", "grossValue": 2096360, "homeNotional": 0.6299212598425197, "foreignNotional": 235.81102362204723}]} 2020-08-12 05:26:45 DEBUG: message ignored 2020-08-12 05:26:46 DEBUG: check clearing time needed clearing_process_timer=1486.076 2020-08-12 05:26:46 DEBUG: check init order needed init_order_process_timer=1586.076288 2020-08-12 05:26:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:47.011Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "059795c8-debb-7e9a-da92-d4aeb9b31a4c", "grossValue": 1497200, "homeNotional": 0.4499437570303712, "foreignNotional": 168.41394825646793}]} 2020-08-12 05:26:47 DEBUG: message ignored 2020-08-12 05:26:47 DEBUG: check clearing time needed clearing_process_timer=1487.077073 2020-08-12 05:26:47 DEBUG: check init order needed init_order_process_timer=1587.077367 2020-08-12 05:26:48 DEBUG: check clearing time needed clearing_process_timer=1488.078539 2020-08-12 05:26:48 DEBUG: check init order needed init_order_process_timer=1588.078861 2020-08-12 05:26:49 DEBUG: check clearing time needed clearing_process_timer=1489.080039 2020-08-12 05:26:49 DEBUG: check init order needed init_order_process_timer=1589.080289 2020-08-12 05:26:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "e0a5bd6d-cd4e-cbdc-9fdb-2afd5431c6f2", "grossValue": 1085180, "homeNotional": 0.3262092238470191, "foreignNotional": 122.06749156355455}, {"timestamp": "2020-08-12T02:26:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "929e0582-2c87-00ad-4d71-583e309baf73", "grossValue": 1496800, "homeNotional": 0.4499437570303712, "foreignNotional": 168.3689538807649}]} 2020-08-12 05:26:49 DEBUG: message ignored 2020-08-12 05:26:50 DEBUG: check clearing time needed clearing_process_timer=1490.081083 2020-08-12 05:26:50 DEBUG: check init order needed init_order_process_timer=1590.081338 2020-08-12 05:26:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:50.165Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "519938f0-3c4a-6e15-dcc4-a03123c1b766", "grossValue": 1085035, "homeNotional": 0.3262092238470191, "foreignNotional": 122.05118110236221}]} 2020-08-12 05:26:50 DEBUG: message ignored 2020-08-12 05:26:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:50.239Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "156a886a-88ec-6b77-a237-fb6697ef50b0", "grossValue": 1496400, "homeNotional": 0.4499437570303712, "foreignNotional": 168.32395950506188}]} 2020-08-12 05:26:50 DEBUG: message ignored 2020-08-12 05:26:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "f397a8e7-7e1b-7b8e-1c35-20234d4880b8", "grossValue": 1084745, "homeNotional": 0.3262092238470191, "foreignNotional": 122.0185601799775}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6b450c0-bbeb-e348-0dfe-9701ce320dc0", "grossValue": 374050, "homeNotional": 0.1124859392575928, "foreignNotional": 42.075365579302584}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "277a3a16-24e4-202a-cc44-aa5369867d08", "grossValue": 1084600, "homeNotional": 0.3262092238470191, "foreignNotional": 122.00224971878515}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5c977fa-7aab-98af-8629-a112f9cc1797", "grossValue": 1496000, "homeNotional": 0.4499437570303712, "foreignNotional": 168.27896512935882}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "372ff1f2-7c03-138a-b80b-d6da75faa96f", "grossValue": 1495600, "homeNotional": 0.4499437570303712, "foreignNotional": 168.2339707536558}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c745c357-fa7c-f8ed-4a7d-394c73859ed9", "grossValue": 1084310, "homeNotional": 0.3262092238470191, "foreignNotional": 121.96962879640046}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "5948cd4c-7716-d74a-0fa3-82cddb148994", "grossValue": 1084165, "homeNotional": 0.3262092238470191, "foreignNotional": 121.9533183352081}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "39931e70-8a9d-1830-8f1f-1779f52190b5", "grossValue": 1495200, "homeNotional": 0.4499437570303712, "foreignNotional": 168.18897637795277}, {"timestamp": "2020-08-12T02:26:50.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 4754, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ba35ebc-c32d-f988-c5cb-63a82198df0d", "grossValue": 177704520, "homeNotional": 53.475815523059616, "foreignNotional": 19989.259842519685}]} 2020-08-12 05:26:50 DEBUG: message ignored 2020-08-12 05:26:51 DEBUG: check clearing time needed clearing_process_timer=1491.082499 2020-08-12 05:26:51 DEBUG: check init order needed init_order_process_timer=1591.08276 2020-08-12 05:26:52 DEBUG: check clearing time needed clearing_process_timer=1492.083933 2020-08-12 05:26:52 DEBUG: check init order needed init_order_process_timer=1592.084185 2020-08-12 05:26:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:52.705Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6f17afe-54fa-3973-9e74-eee121ea9dcb", "grossValue": 3738000, "homeNotional": 1.124859392575928, "foreignNotional": 420.4724409448819}]} 2020-08-12 05:26:52 DEBUG: message ignored 2020-08-12 05:26:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:52.832Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba4e94f9-46a0-24de-7f4f-8de9b5bd2498", "grossValue": 37380000, "homeNotional": 11.24859392575928, "foreignNotional": 4204.724409448819}]} 2020-08-12 05:26:52 DEBUG: message ignored 2020-08-12 05:26:53 DEBUG: check clearing time needed clearing_process_timer=1493.085086 2020-08-12 05:26:53 DEBUG: check init order needed init_order_process_timer=1593.085342 2020-08-12 05:26:54 DEBUG: check clearing time needed clearing_process_timer=1494.086526 2020-08-12 05:26:54 DEBUG: check init order needed init_order_process_timer=1594.086846 2020-08-12 05:26:55 DEBUG: check clearing time needed clearing_process_timer=1495.088056 2020-08-12 05:26:55 DEBUG: check init order needed init_order_process_timer=1595.088298 2020-08-12 05:26:56 DEBUG: check clearing time needed clearing_process_timer=1496.089462 2020-08-12 05:26:56 DEBUG: check init order needed init_order_process_timer=1596.089745 2020-08-12 05:26:57 DEBUG: check clearing time needed clearing_process_timer=1497.090961 2020-08-12 05:26:57 DEBUG: check init order needed init_order_process_timer=1597.091246 2020-08-12 05:26:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:26:57.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6057ff7-32c0-d77e-3ebd-cc81294c3944", "grossValue": 1233540, "homeNotional": 0.3712035995500562, "foreignNotional": 138.75590551181102}, {"timestamp": "2020-08-12T02:26:57.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 67, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca369954-0b70-3de9-7c14-bd29866d17f2", "grossValue": 2504460, "homeNotional": 0.7536557930258717, "foreignNotional": 281.7165354330709}]} 2020-08-12 05:26:57 DEBUG: message ignored 2020-08-12 05:26:58 DEBUG: check clearing time needed clearing_process_timer=1498.092439 2020-08-12 05:26:58 DEBUG: check init order needed init_order_process_timer=1598.09272 2020-08-12 05:26:59 DEBUG: check clearing time needed clearing_process_timer=1499.093911 2020-08-12 05:26:59 DEBUG: check init order needed init_order_process_timer=1599.094197 2020-08-12 05:27:00 DEBUG: check clearing time needed clearing_process_timer=1500.09541 2020-08-12 05:27:00 DEBUG: check init order needed init_order_process_timer=1600.095743 2020-08-12 05:27:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:00.142Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "90d0db4c-039a-03fe-382c-950acd4b67b6", "grossValue": 74760, "homeNotional": 0.022487069934787496, "foreignNotional": 8.405666741623566}]} 2020-08-12 05:27:00 DEBUG: message ignored 2020-08-12 05:27:01 DEBUG: check clearing time needed clearing_process_timer=1501.096982 2020-08-12 05:27:01 DEBUG: check init order needed init_order_process_timer=1601.097312 2020-08-12 05:27:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:01.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "92351281-b1d0-6047-06ac-2f8f319f8a52", "grossValue": 747500, "homeNotional": 0.22487069934787496, "foreignNotional": 84.04542388126828}]} 2020-08-12 05:27:01 DEBUG: message ignored 2020-08-12 05:27:02 DEBUG: check clearing time needed clearing_process_timer=1502.098514 2020-08-12 05:27:02 DEBUG: check init order needed init_order_process_timer=1602.098838 2020-08-12 05:27:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:03.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "5fc550fc-85ac-dfa4-c57d-cb9df25a4445", "grossValue": 3739500, "homeNotional": 1.124353496739375, "foreignNotional": 420.4519901056892}]} 2020-08-12 05:27:03 DEBUG: message ignored 2020-08-12 05:27:03 DEBUG: check clearing time needed clearing_process_timer=1503.100027 2020-08-12 05:27:03 DEBUG: check init order needed init_order_process_timer=1603.100416 2020-08-12 05:27:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:03.665Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "6acbca34-29aa-a7d2-ae9a-46741c198a87", "grossValue": 1122000, "homeNotional": 0.33730604902181244, "foreignNotional": 126.15246233415786}]} 2020-08-12 05:27:03 DEBUG: message ignored 2020-08-12 05:27:04 DEBUG: check clearing time needed clearing_process_timer=1504.101609 2020-08-12 05:27:04 DEBUG: check init order needed init_order_process_timer=1604.101965 2020-08-12 05:27:05 DEBUG: check clearing time needed clearing_process_timer=1505.103219 2020-08-12 05:27:05 DEBUG: check init order needed init_order_process_timer=1605.103537 2020-08-12 05:27:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:05.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "5e9fe97b-8298-e122-6560-2f2473e7f45a", "grossValue": 1122150, "homeNotional": 0.33730604902181244, "foreignNotional": 126.16932763660895}, {"timestamp": "2020-08-12T02:27:05.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 470, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "69e07da2-6116-9328-f3c1-f4af1514f781", "grossValue": 17580350, "homeNotional": 5.284461434675062, "foreignNotional": 1976.652799640207}]} 2020-08-12 05:27:05 DEBUG: message ignored 2020-08-12 05:27:06 DEBUG: check clearing time needed clearing_process_timer=1506.104778 2020-08-12 05:27:06 DEBUG: check init order needed init_order_process_timer=1606.105159 2020-08-12 05:27:07 DEBUG: check clearing time needed clearing_process_timer=1507.106392 2020-08-12 05:27:07 DEBUG: check init order needed init_order_process_timer=1607.106678 2020-08-12 05:27:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:07.915Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e307ad72-80c0-89dd-2a2a-e12dffdd41de", "grossValue": 1496200, "homeNotional": 0.4497413986957499, "foreignNotional": 168.22577018214525}]} 2020-08-12 05:27:07 DEBUG: message ignored 2020-08-12 05:27:08 DEBUG: check clearing time needed clearing_process_timer=1508.107888 2020-08-12 05:27:08 DEBUG: check init order needed init_order_process_timer=1608.108174 2020-08-12 05:27:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:08.458Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "2d359170-8c31-4535-5bd2-cde80bac21ea", "grossValue": 187075, "homeNotional": 0.05621767483696874, "foreignNotional": 21.033843040251856}]} 2020-08-12 05:27:08 DEBUG: message ignored 2020-08-12 05:27:09 DEBUG: check clearing time needed clearing_process_timer=1509.109374 2020-08-12 05:27:09 DEBUG: check init order needed init_order_process_timer=1609.10969 2020-08-12 05:27:10 DEBUG: check clearing time needed clearing_process_timer=1510.110947 2020-08-12 05:27:10 DEBUG: check init order needed init_order_process_timer=1610.11121 2020-08-12 05:27:11 DEBUG: check clearing time needed clearing_process_timer=1511.112383 2020-08-12 05:27:11 DEBUG: check init order needed init_order_process_timer=1611.112654 2020-08-12 05:27:12 DEBUG: check clearing time needed clearing_process_timer=1512.113841 2020-08-12 05:27:12 DEBUG: check init order needed init_order_process_timer=1612.114113 2020-08-12 05:27:13 DEBUG: check clearing time needed clearing_process_timer=1513.115301 2020-08-12 05:27:13 DEBUG: check init order needed init_order_process_timer=1613.115631 2020-08-12 05:27:14 DEBUG: check clearing time needed clearing_process_timer=1514.1168 2020-08-12 05:27:14 DEBUG: check init order needed init_order_process_timer=1614.1171 2020-08-12 05:27:15 DEBUG: check clearing time needed clearing_process_timer=1515.118286 2020-08-12 05:27:15 DEBUG: check init order needed init_order_process_timer=1615.118544 2020-08-12 05:27:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:15.184Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "77ac7f23-3ba7-372c-ce93-95264eb20ebc", "grossValue": 935375, "homeNotional": 0.2810883741848437, "foreignNotional": 105.16921520125928}, {"timestamp": "2020-08-12T02:27:15.184Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8348117-798e-fe9d-5caa-70bae18b0fd1", "grossValue": 1496600, "homeNotional": 0.4497413986957499, "foreignNotional": 168.27074432201485}, {"timestamp": "2020-08-12T02:27:15.184Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a6b5298-8bba-900f-da6a-fdb75c338ccf", "grossValue": 9540825, "homeNotional": 2.867101416685406, "foreignNotional": 1072.7259950528446}]} 2020-08-12 05:27:15 DEBUG: message ignored 2020-08-12 05:27:16 DEBUG: check clearing time needed clearing_process_timer=1516.119788 2020-08-12 05:27:16 DEBUG: check init order needed init_order_process_timer=1616.120059 2020-08-12 05:27:17 DEBUG: check clearing time needed clearing_process_timer=1517.121242 2020-08-12 05:27:17 DEBUG: check init order needed init_order_process_timer=1617.121554 2020-08-12 05:27:18 DEBUG: check clearing time needed clearing_process_timer=1518.12276 2020-08-12 05:27:18 DEBUG: check init order needed init_order_process_timer=1618.123027 2020-08-12 05:27:19 DEBUG: check clearing time needed clearing_process_timer=1519.124218 2020-08-12 05:27:19 DEBUG: check init order needed init_order_process_timer=1619.124493 2020-08-12 05:27:20 DEBUG: check clearing time needed clearing_process_timer=1520.125746 2020-08-12 05:27:20 DEBUG: check init order needed init_order_process_timer=1620.126051 2020-08-12 05:27:21 DEBUG: check clearing time needed clearing_process_timer=1521.127263 2020-08-12 05:27:21 DEBUG: check init order needed init_order_process_timer=1621.127533 2020-08-12 05:27:22 DEBUG: check clearing time needed clearing_process_timer=1522.128744 2020-08-12 05:27:22 DEBUG: check init order needed init_order_process_timer=1622.128991 2020-08-12 05:27:23 DEBUG: check clearing time needed clearing_process_timer=1523.130274 2020-08-12 05:27:23 DEBUG: check init order needed init_order_process_timer=1623.130622 2020-08-12 05:27:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:23.680Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "985f611a-f496-51a9-81fe-1a11c5f72d03", "grossValue": 2618700, "homeNotional": 0.7870474477175624, "foreignNotional": 294.4344501911401}]} 2020-08-12 05:27:23 DEBUG: message ignored 2020-08-12 05:27:24 DEBUG: check clearing time needed clearing_process_timer=1524.13187 2020-08-12 05:27:24 DEBUG: check init order needed init_order_process_timer=1624.132135 2020-08-12 05:27:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:25.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "406e2db4-7a0a-7c37-68c0-7fe760936382", "grossValue": 785610, "homeNotional": 0.23611423431526873, "foreignNotional": 88.33033505734203}, {"timestamp": "2020-08-12T02:27:25.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 979, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d88231ad-fa1b-a6e2-103e-c8b7afcce260", "grossValue": 36624390, "homeNotional": 11.00742073307848, "foreignNotional": 4117.8760962446595}]} 2020-08-12 05:27:25 DEBUG: message ignored 2020-08-12 05:27:25 DEBUG: check clearing time needed clearing_process_timer=1525.133346 2020-08-12 05:27:25 DEBUG: check init order needed init_order_process_timer=1625.133579 2020-08-12 05:27:26 DEBUG: check clearing time needed clearing_process_timer=1526.134759 2020-08-12 05:27:26 DEBUG: check init order needed init_order_process_timer=1626.135028 2020-08-12 05:27:27 DEBUG: check clearing time needed clearing_process_timer=1527.136423 2020-08-12 05:27:27 DEBUG: check init order needed init_order_process_timer=1627.136737 2020-08-12 05:27:28 DEBUG: check clearing time needed clearing_process_timer=1528.137659 2020-08-12 05:27:28 DEBUG: check init order needed init_order_process_timer=1628.13793 2020-08-12 05:27:29 DEBUG: check clearing time needed clearing_process_timer=1529.138937 2020-08-12 05:27:29 DEBUG: check init order needed init_order_process_timer=1629.139233 2020-08-12 05:27:30 DEBUG: check clearing time needed clearing_process_timer=1530.140183 2020-08-12 05:27:30 DEBUG: check init order needed init_order_process_timer=1630.14044 2020-08-12 05:27:31 DEBUG: check clearing time needed clearing_process_timer=1531.141434 2020-08-12 05:27:31 DEBUG: check init order needed init_order_process_timer=1631.141767 2020-08-12 05:27:32 DEBUG: check clearing time needed clearing_process_timer=1532.142676 2020-08-12 05:27:32 DEBUG: check init order needed init_order_process_timer=1632.142921 2020-08-12 05:27:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:32.903Z", "symbol": "ETHUSD", "side": "Buy", "size": 70, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7969b8f-d116-a72c-be70-8191a4351957", "grossValue": 2618700, "homeNotional": 0.7873130131593746, "foreignNotional": 294.53379822292203}]} 2020-08-12 05:27:32 DEBUG: message ignored 2020-08-12 05:27:33 DEBUG: check clearing time needed clearing_process_timer=1533.143896 2020-08-12 05:27:33 DEBUG: check init order needed init_order_process_timer=1633.144136 2020-08-12 05:27:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:33.267Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "ed0e1afd-f984-d681-e9a7-8c2f5553aa89", "grossValue": 37405, "homeNotional": 0.011247328759419637, "foreignNotional": 4.2070633224609155}]} 2020-08-12 05:27:33 DEBUG: message ignored 2020-08-12 05:27:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:33.640Z", "symbol": "ETHUSD", "side": "Sell", "size": 638, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec6084e3-bde3-72ed-aef3-1904ecf83344", "grossValue": 23864390, "homeNotional": 7.175795748509729, "foreignNotional": 2684.106399730064}]} 2020-08-12 05:27:33 DEBUG: message ignored 2020-08-12 05:27:34 DEBUG: check clearing time needed clearing_process_timer=1534.145149 2020-08-12 05:27:34 DEBUG: check init order needed init_order_process_timer=1634.145472 2020-08-12 05:27:35 DEBUG: check clearing time needed clearing_process_timer=1535.146661 2020-08-12 05:27:35 DEBUG: check init order needed init_order_process_timer=1635.146901 2020-08-12 05:27:36 DEBUG: check clearing time needed clearing_process_timer=1536.148065 2020-08-12 05:27:36 DEBUG: check init order needed init_order_process_timer=1636.148376 2020-08-12 05:27:37 DEBUG: check clearing time needed clearing_process_timer=1537.149559 2020-08-12 05:27:37 DEBUG: check init order needed init_order_process_timer=1637.149832 2020-08-12 05:27:38 DEBUG: check clearing time needed clearing_process_timer=1538.151005 2020-08-12 05:27:38 DEBUG: check init order needed init_order_process_timer=1638.151271 2020-08-12 05:27:39 DEBUG: check clearing time needed clearing_process_timer=1539.152495 2020-08-12 05:27:39 DEBUG: check init order needed init_order_process_timer=1639.152733 2020-08-12 05:27:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:39.877Z", "symbol": "ETHUSD", "side": "Sell", "size": 361, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8b6e58b-b958-a334-0882-c595deea7e5b", "grossValue": 13503205, "homeNotional": 4.060285682150489, "foreignNotional": 1518.7498594083904}, {"timestamp": "2020-08-12T02:27:39.877Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "163d2abb-625b-d697-676b-5a1049d391aa", "grossValue": 7368785, "homeNotional": 2.2157237656056687, "foreignNotional": 828.7914745248004}, {"timestamp": "2020-08-12T02:27:39.877Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "4f1ab28e-b80c-3907-ba50-e0569e19f3a5", "grossValue": 37405000, "homeNotional": 11.247328759419638, "foreignNotional": 4207.0633224609155}]} 2020-08-12 05:27:39 DEBUG: message ignored 2020-08-12 05:27:40 DEBUG: check clearing time needed clearing_process_timer=1540.153888 2020-08-12 05:27:40 DEBUG: check init order needed init_order_process_timer=1640.154124 2020-08-12 05:27:41 DEBUG: check clearing time needed clearing_process_timer=1541.155303 2020-08-12 05:27:41 DEBUG: check init order needed init_order_process_timer=1641.155576 2020-08-12 05:27:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:41.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "696fb30c-f594-bc74-29a9-46a8b93b8fa6", "grossValue": 935125, "homeNotional": 0.2811832189854909, "foreignNotional": 105.17658306152289}]} 2020-08-12 05:27:41 DEBUG: message ignored 2020-08-12 05:27:42 DEBUG: check clearing time needed clearing_process_timer=1542.156751 2020-08-12 05:27:42 DEBUG: check init order needed init_order_process_timer=1642.157131 2020-08-12 05:27:43 DEBUG: check clearing time needed clearing_process_timer=1543.158376 2020-08-12 05:27:43 DEBUG: check init order needed init_order_process_timer=1643.158664 2020-08-12 05:27:44 DEBUG: check clearing time needed clearing_process_timer=1544.159873 2020-08-12 05:27:44 DEBUG: check init order needed init_order_process_timer=1644.160192 2020-08-12 05:27:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:44.335Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "ead8a8fc-3a0a-3063-b449-363d0f431ab3", "grossValue": 1084600, "homeNotional": 0.3261725340231695, "foreignNotional": 121.98852772466539}, {"timestamp": "2020-08-12T02:27:44.335Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee223138-cb10-2101-08cb-3c261ca73f6f", "grossValue": 1496000, "homeNotional": 0.4498931503767855, "foreignNotional": 168.2600382409178}, {"timestamp": "2020-08-12T02:27:44.335Z", "symbol": "ETHUSD", "side": "Sell", "size": 221, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "83186826-d6a8-697f-9b4d-bb67cfd09203", "grossValue": 8265400, "homeNotional": 2.48565965583174, "foreignNotional": 929.6367112810708}]} 2020-08-12 05:27:44 DEBUG: message ignored 2020-08-12 05:27:45 DEBUG: check clearing time needed clearing_process_timer=1545.161405 2020-08-12 05:27:45 DEBUG: check init order needed init_order_process_timer=1645.161675 2020-08-12 05:27:46 DEBUG: check clearing time needed clearing_process_timer=1546.162885 2020-08-12 05:27:46 DEBUG: check init order needed init_order_process_timer=1646.163196 2020-08-12 05:27:47 DEBUG: check clearing time needed clearing_process_timer=1547.164398 2020-08-12 05:27:47 DEBUG: check init order needed init_order_process_timer=1647.164681 2020-08-12 05:27:48 DEBUG: check clearing time needed clearing_process_timer=1548.165853 2020-08-12 05:27:48 DEBUG: check init order needed init_order_process_timer=1648.166117 2020-08-12 05:27:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:48.434Z", "symbol": "ETHUSD", "side": "Buy", "size": 1200, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "ee915fa2-2aea-8f63-34d1-3fa190d800cb", "grossValue": 44892000, "homeNotional": 13.496794511303566, "foreignNotional": 5049.150826678664}, {"timestamp": "2020-08-12T02:27:48.434Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "7546f59d-0b3e-000c-ca78-1b452a0cd88e", "grossValue": 4863300, "homeNotional": 1.462152738724553, "foreignNotional": 546.9913395568552}]} 2020-08-12 05:27:48 DEBUG: message ignored 2020-08-12 05:27:49 DEBUG: check clearing time needed clearing_process_timer=1549.167292 2020-08-12 05:27:49 DEBUG: check init order needed init_order_process_timer=1649.167601 2020-08-12 05:27:50 DEBUG: check clearing time needed clearing_process_timer=1550.168832 2020-08-12 05:27:50 DEBUG: check init order needed init_order_process_timer=1650.169161 2020-08-12 05:27:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:50.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "1c31c2ca-c42e-f563-bd42-dd41e895088c", "grossValue": 1496600, "homeNotional": 0.4498931503767855, "foreignNotional": 168.3275222134743}, {"timestamp": "2020-08-12T02:27:50.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d45a6f14-6c83-8520-b2b2-1432b8a78cdc", "grossValue": 4863950, "homeNotional": 1.462152738724553, "foreignNotional": 547.0644471937915}, {"timestamp": "2020-08-12T02:27:50.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "94eaab51-50f4-8c2b-6d79-7eca2a033e06", "grossValue": 1122450, "homeNotional": 0.3374198627825891, "foreignNotional": 126.24564166010572}]} 2020-08-12 05:27:50 DEBUG: message ignored 2020-08-12 05:27:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:27:50.700Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "82190499-f488-5190-418b-8a17ed6f0399", "grossValue": 1122600, "homeNotional": 0.3374198627825891, "foreignNotional": 126.26251265324485}, {"timestamp": "2020-08-12T02:27:50.700Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "4fee827f-6d31-a2c2-8481-5f3cd39ec2a0", "grossValue": 4864600, "homeNotional": 1.462152738724553, "foreignNotional": 547.1375548307277}, {"timestamp": "2020-08-12T02:27:50.700Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "8277a031-3f10-4fb5-836e-65e9665fb3f0", "grossValue": 1496800, "homeNotional": 0.4498931503767855, "foreignNotional": 168.35001687099313}]} 2020-08-12 05:27:50 DEBUG: message ignored 2020-08-12 05:27:51 DEBUG: check clearing time needed clearing_process_timer=1551.170334 2020-08-12 05:27:51 DEBUG: check init order needed init_order_process_timer=1651.170628 2020-08-12 05:27:52 DEBUG: check clearing time needed clearing_process_timer=1552.171809 2020-08-12 05:27:52 DEBUG: check init order needed init_order_process_timer=1652.172083 2020-08-12 05:27:53 DEBUG: check clearing time needed clearing_process_timer=1553.173259 2020-08-12 05:27:53 DEBUG: check init order needed init_order_process_timer=1653.173526 2020-08-12 05:27:54 DEBUG: check clearing time needed clearing_process_timer=1554.174721 2020-08-12 05:27:54 DEBUG: check init order needed init_order_process_timer=1654.175035 2020-08-12 05:27:55 DEBUG: check clearing time needed clearing_process_timer=1555.176221 2020-08-12 05:27:55 DEBUG: check init order needed init_order_process_timer=1655.176474 2020-08-12 05:27:56 DEBUG: check clearing time needed clearing_process_timer=1556.177656 2020-08-12 05:27:56 DEBUG: check init order needed init_order_process_timer=1656.177965 2020-08-12 05:27:57 DEBUG: check clearing time needed clearing_process_timer=1557.179142 2020-08-12 05:27:57 DEBUG: check init order needed init_order_process_timer=1657.179403 2020-08-12 05:27:58 DEBUG: check clearing time needed clearing_process_timer=1558.180592 2020-08-12 05:27:58 DEBUG: check init order needed init_order_process_timer=1658.180857 2020-08-12 05:27:59 DEBUG: check clearing time needed clearing_process_timer=1559.181077 2020-08-12 05:27:59 DEBUG: check init order needed init_order_process_timer=1659.181393 2020-08-12 05:28:00 DEBUG: check clearing time needed clearing_process_timer=1560.182573 2020-08-12 05:28:00 DEBUG: check init order needed init_order_process_timer=1660.182835 2020-08-12 05:28:01 DEBUG: check clearing time needed clearing_process_timer=1561.183997 2020-08-12 05:28:01 DEBUG: check init order needed init_order_process_timer=1661.184264 2020-08-12 05:28:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:01.274Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "1154456b-2e09-bb41-7789-3662b5813acd", "grossValue": 411675, "homeNotional": 0.12377630246427365, "foreignNotional": 46.32328119725442}]} 2020-08-12 05:28:01 DEBUG: message ignored 2020-08-12 05:28:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:01.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "96e6b212-ad28-3517-6543-495fbcb80832", "grossValue": 449100, "homeNotional": 0.13502869359738945, "foreignNotional": 50.534488578823}]} 2020-08-12 05:28:01 DEBUG: message ignored 2020-08-12 05:28:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:01.281Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b0e012f6-3877-358a-36cf-8c0a9ea56361", "grossValue": 411675, "homeNotional": 0.12377630246427365, "foreignNotional": 46.32328119725442}]} 2020-08-12 05:28:01 DEBUG: message ignored 2020-08-12 05:28:02 DEBUG: check clearing time needed clearing_process_timer=1562.185111 2020-08-12 05:28:02 DEBUG: check init order needed init_order_process_timer=1662.185399 2020-08-12 05:28:03 DEBUG: check clearing time needed clearing_process_timer=1563.186562 2020-08-12 05:28:03 DEBUG: check init order needed init_order_process_timer=1663.186821 2020-08-12 05:28:04 DEBUG: check clearing time needed clearing_process_timer=1564.187984 2020-08-12 05:28:04 DEBUG: check init order needed init_order_process_timer=1664.18825 2020-08-12 05:28:05 DEBUG: check clearing time needed clearing_process_timer=1565.189099 2020-08-12 05:28:05 DEBUG: check init order needed init_order_process_timer=1665.189389 2020-08-12 05:28:06 DEBUG: check clearing time needed clearing_process_timer=1566.190611 2020-08-12 05:28:06 DEBUG: check init order needed init_order_process_timer=1666.190925 2020-08-12 05:28:07 DEBUG: check clearing time needed clearing_process_timer=1567.192143 2020-08-12 05:28:07 DEBUG: check init order needed init_order_process_timer=1667.192471 2020-08-12 05:28:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:07.685Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "6bfa686f-a9ae-42ad-970f-ea6e2959b67f", "grossValue": 1384540, "homeNotional": 0.4163384719252841, "foreignNotional": 155.79385619444133}, {"timestamp": "2020-08-12T02:28:07.685Z", "symbol": "ETHUSD", "side": "Sell", "size": 1754, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "18173700-fddf-9a4e-6733-49ddb57747ff", "grossValue": 65634680, "homeNotional": 19.73669404748509, "foreignNotional": 7385.4709125689205}]} 2020-08-12 05:28:07 DEBUG: message ignored 2020-08-12 05:28:08 DEBUG: check clearing time needed clearing_process_timer=1568.19309 2020-08-12 05:28:08 DEBUG: check init order needed init_order_process_timer=1668.193371 2020-08-12 05:28:09 DEBUG: check clearing time needed clearing_process_timer=1569.194566 2020-08-12 05:28:09 DEBUG: check init order needed init_order_process_timer=1669.194842 2020-08-12 05:28:10 DEBUG: check clearing time needed clearing_process_timer=1570.196008 2020-08-12 05:28:10 DEBUG: check init order needed init_order_process_timer=1670.196336 2020-08-12 05:28:11 DEBUG: check clearing time needed clearing_process_timer=1571.197086 2020-08-12 05:28:11 DEBUG: check init order needed init_order_process_timer=1671.197372 2020-08-12 05:28:12 DEBUG: check clearing time needed clearing_process_timer=1572.198559 2020-08-12 05:28:12 DEBUG: check init order needed init_order_process_timer=1672.198824 2020-08-12 05:28:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:12.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "289dc58f-5c50-810c-ea6f-0302320b498a", "grossValue": 224550, "homeNotional": 0.06751434679869472, "foreignNotional": 25.2672442894115}, {"timestamp": "2020-08-12T02:28:12.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 217, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d4a13c9-23ae-cc76-5c11-19eb94c444c0", "grossValue": 8121225, "homeNotional": 2.441768875886126, "foreignNotional": 913.8320018003826}, {"timestamp": "2020-08-12T02:28:12.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "04eb82a0-3dbf-c761-9cb1-2a65465d6255", "grossValue": 1871250, "homeNotional": 0.5626195566557893, "foreignNotional": 210.56036907842918}, {"timestamp": "2020-08-12T02:28:12.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 727, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "a87a435e-1e5e-a589-10bf-d979d92ea657", "grossValue": 27207975, "homeNotional": 8.180488353775177, "foreignNotional": 3061.54776640036}]} 2020-08-12 05:28:12 DEBUG: message ignored 2020-08-12 05:28:13 DEBUG: check clearing time needed clearing_process_timer=1573.200048 2020-08-12 05:28:13 DEBUG: check init order needed init_order_process_timer=1673.200326 2020-08-12 05:28:14 DEBUG: check clearing time needed clearing_process_timer=1574.201511 2020-08-12 05:28:14 DEBUG: check init order needed init_order_process_timer=1674.201804 2020-08-12 05:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:14.655Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "eef1a9c8-b7d8-c77f-a205-d0c9264a640e", "grossValue": 37420000, "homeNotional": 11.252391133115788, "foreignNotional": 4210.644762011928}]} 2020-08-12 05:28:14 DEBUG: message ignored 2020-08-12 05:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:14.673Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "882bf964-e9fa-d7f8-c42a-24392a3a233c", "grossValue": 6398820, "homeNotional": 1.9241588837627996, "foreignNotional": 720.0202543040396}, {"timestamp": "2020-08-12T02:28:14.673Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "dfb4977a-a98f-db59-7d4c-fa4f853c3aa0", "grossValue": 1833580, "homeNotional": 0.5513671655226736, "foreignNotional": 206.32159333858445}, {"timestamp": "2020-08-12T02:28:14.673Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "925ce784-3fea-21cd-1c87-81fd16219ffd", "grossValue": 1534220, "homeNotional": 0.46134803645774725, "foreignNotional": 172.63643524248903}, {"timestamp": "2020-08-12T02:28:14.673Z", "symbol": "ETHUSD", "side": "Sell", "size": 62, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc7f3705-d6ef-a1a2-069a-fa46bf074718", "grossValue": 2320040, "homeNotional": 0.6976482502531788, "foreignNotional": 261.0599752447395}, {"timestamp": "2020-08-12T02:28:14.673Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "fecf290d-8075-8383-20f1-27a8453a2e32", "grossValue": 1496800, "homeNotional": 0.4500956453246315, "foreignNotional": 168.4257904804771}]} 2020-08-12 05:28:14 DEBUG: message ignored 2020-08-12 05:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:14.689Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "1a57682e-368c-05aa-ccac-3aa642eeb22d", "grossValue": 411565, "homeNotional": 0.12377630246427365, "foreignNotional": 46.31090356700799}]} 2020-08-12 05:28:14 DEBUG: message ignored 2020-08-12 05:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:14.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "530c1233-de99-375c-c2cc-5edfe23292b1", "grossValue": 486395, "homeNotional": 0.14628108473050525, "foreignNotional": 54.73106785191853}]} 2020-08-12 05:28:14 DEBUG: message ignored 2020-08-12 05:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:14.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "e863e72c-7ac4-8a66-90dd-eec7f6d2751a", "grossValue": 486395, "homeNotional": 0.14628108473050525, "foreignNotional": 54.73106785191853}]} 2020-08-12 05:28:14 DEBUG: message ignored 2020-08-12 05:28:15 DEBUG: check clearing time needed clearing_process_timer=1575.203023 2020-08-12 05:28:15 DEBUG: check init order needed init_order_process_timer=1675.203322 2020-08-12 05:28:16 DEBUG: check clearing time needed clearing_process_timer=1576.204518 2020-08-12 05:28:16 DEBUG: check init order needed init_order_process_timer=1676.204785 2020-08-12 05:28:17 DEBUG: check clearing time needed clearing_process_timer=1577.205965 2020-08-12 05:28:17 DEBUG: check init order needed init_order_process_timer=1677.206206 2020-08-12 05:28:18 DEBUG: check clearing time needed clearing_process_timer=1578.207378 2020-08-12 05:28:18 DEBUG: check init order needed init_order_process_timer=1678.207675 2020-08-12 05:28:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "eedf8282-db29-b1cc-f133-37cecf2c06f8", "grossValue": 1496400, "homeNotional": 0.4500956453246315, "foreignNotional": 168.38078091594463}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f4a8c98e-8e90-5a2c-c72e-7621e42f6b32", "grossValue": 187050, "homeNotional": 0.056261955665578935, "foreignNotional": 21.04759761449308}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 187, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "195cc3f0-f7aa-6b8c-7b10-b34f65f7a1af", "grossValue": 6995670, "homeNotional": 2.1041971418926524, "foreignNotional": 787.1801507820412}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 211, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "16f2fec5-d2ee-4078-1d50-f0c1a83845cf", "grossValue": 7893510, "homeNotional": 2.3742545290874313, "foreignNotional": 888.208619331608}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 2047, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "81bab340-df9d-57ae-e982-2e962cca36db", "grossValue": 76578270, "homeNotional": 23.033644649488018, "foreignNotional": 8616.886463373467}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 565, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b459dd9d-c777-4d8b-d3f0-a2cbd51406f4", "grossValue": 21136650, "homeNotional": 6.35760099021042, "foreignNotional": 2378.378530437718}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 198, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b50254e9-495c-1b7d-8ecd-b203b82995ea", "grossValue": 7407180, "homeNotional": 2.227973444356926, "foreignNotional": 833.4848655339259}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 538, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5913209-05a6-d669-a667-f6cd79f59915", "grossValue": 20126580, "homeNotional": 6.053786429616293, "foreignNotional": 2264.721503319455}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 444, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "47e8f05f-9b43-9f65-3cc2-5554512d30a0", "grossValue": 16610040, "homeNotional": 4.99606166310341, "foreignNotional": 1869.0266681669855}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 227, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a98442e3-42b7-6eb0-0f75-50bd05e15609", "grossValue": 8492070, "homeNotional": 2.5542927872172836, "foreignNotional": 955.5609316979858}, {"timestamp": "2020-08-12T02:28:18.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 538, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b6cf119f-adea-3dd3-1cdd-bf4d340180ca", "grossValue": 20126580, "homeNotional": 6.053786429616293, "foreignNotional": 2264.721503319455}]} 2020-08-12 05:28:18 DEBUG: message ignored 2020-08-12 05:28:19 DEBUG: check clearing time needed clearing_process_timer=1579.208855 2020-08-12 05:28:19 DEBUG: check init order needed init_order_process_timer=1679.209134 2020-08-12 05:28:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:19.251Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "b91242ec-c67e-f00f-04c7-b60e116ca471", "grossValue": 11224500, "homeNotional": 3.375717339934736, "foreignNotional": 1263.0246427365814}]} 2020-08-12 05:28:19 DEBUG: message ignored 2020-08-12 05:28:20 DEBUG: check clearing time needed clearing_process_timer=1580.210303 2020-08-12 05:28:20 DEBUG: check init order needed init_order_process_timer=1680.21058 2020-08-12 05:28:21 DEBUG: check clearing time needed clearing_process_timer=1581.211784 2020-08-12 05:28:21 DEBUG: check init order needed init_order_process_timer=1681.212123 2020-08-12 05:28:22 DEBUG: check clearing time needed clearing_process_timer=1582.213363 2020-08-12 05:28:22 DEBUG: check init order needed init_order_process_timer=1682.213629 2020-08-12 05:28:23 DEBUG: check clearing time needed clearing_process_timer=1583.214827 2020-08-12 05:28:23 DEBUG: check init order needed init_order_process_timer=1683.215093 2020-08-12 05:28:24 DEBUG: check clearing time needed clearing_process_timer=1584.216296 2020-08-12 05:28:24 DEBUG: check init order needed init_order_process_timer=1684.216584 2020-08-12 05:28:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:24.941Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "e5473426-db4e-b220-2f9a-8f9e581e188b", "grossValue": 3742500, "homeNotional": 1.1252391133115787, "foreignNotional": 421.12073815685835}]} 2020-08-12 05:28:24 DEBUG: message ignored 2020-08-12 05:28:25 DEBUG: check clearing time needed clearing_process_timer=1585.217796 2020-08-12 05:28:25 DEBUG: check init order needed init_order_process_timer=1685.218116 2020-08-12 05:28:26 DEBUG: check clearing time needed clearing_process_timer=1586.219314 2020-08-12 05:28:26 DEBUG: check init order needed init_order_process_timer=1686.219603 2020-08-12 05:28:27 DEBUG: check clearing time needed clearing_process_timer=1587.22089 2020-08-12 05:28:27 DEBUG: check init order needed init_order_process_timer=1687.221306 2020-08-12 05:28:28 DEBUG: check clearing time needed clearing_process_timer=1588.222524 2020-08-12 05:28:28 DEBUG: check init order needed init_order_process_timer=1688.222803 2020-08-12 05:28:29 DEBUG: check clearing time needed clearing_process_timer=1589.223983 2020-08-12 05:28:29 DEBUG: check init order needed init_order_process_timer=1689.22425 2020-08-12 05:28:30 DEBUG: check clearing time needed clearing_process_timer=1590.225465 2020-08-12 05:28:30 DEBUG: check init order needed init_order_process_timer=1690.225803 2020-08-12 05:28:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:30.873Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "2cb0d1c5-ae21-5c27-c34a-535430b83f5c", "grossValue": 411620, "homeNotional": 0.12381809995497524, "foreignNotional": 46.33273300315173}]} 2020-08-12 05:28:30 DEBUG: message ignored 2020-08-12 05:28:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:30.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "0124be70-6a9b-ed5e-0397-ce7e9f2d0a18", "grossValue": 935625, "homeNotional": 0.28140477262494373, "foreignNotional": 105.31573615488519}, {"timestamp": "2020-08-12T02:28:30.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 975, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ae5a2c3-a725-016b-21ad-c4e1a72ac015", "grossValue": 36489375, "homeNotional": 10.974786132372804, "foreignNotional": 4107.313710040522}]} 2020-08-12 05:28:30 DEBUG: message ignored 2020-08-12 05:28:31 DEBUG: check clearing time needed clearing_process_timer=1591.227039 2020-08-12 05:28:31 DEBUG: check init order needed init_order_process_timer=1691.227378 2020-08-12 05:28:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:31.553Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "5cb43b20-a5b3-aee6-1973-8c8f27ff8c22", "grossValue": 411620, "homeNotional": 0.12381809995497524, "foreignNotional": 46.33273300315173}]} 2020-08-12 05:28:31 DEBUG: message ignored 2020-08-12 05:28:32 DEBUG: check clearing time needed clearing_process_timer=1592.228614 2020-08-12 05:28:32 DEBUG: check init order needed init_order_process_timer=1692.228939 2020-08-12 05:28:33 DEBUG: check clearing time needed clearing_process_timer=1593.230168 2020-08-12 05:28:33 DEBUG: check init order needed init_order_process_timer=1693.230427 2020-08-12 05:28:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:33.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 817, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "18c9969e-2182-187e-8be7-4d912d81b62f", "grossValue": 30576225, "homeNotional": 9.196307969383161, "foreignNotional": 3441.7182575416477}]} 2020-08-12 05:28:33 DEBUG: message ignored 2020-08-12 05:28:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:33.375Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "baa4d021-5365-5117-2e89-4c33348e53d7", "grossValue": 486460, "homeNotional": 0.14633048176497074, "foreignNotional": 54.75686627645205}]} 2020-08-12 05:28:33 DEBUG: message ignored 2020-08-12 05:28:34 DEBUG: check clearing time needed clearing_process_timer=1594.231626 2020-08-12 05:28:34 DEBUG: check init order needed init_order_process_timer=1694.23191 2020-08-12 05:28:35 DEBUG: check clearing time needed clearing_process_timer=1595.233101 2020-08-12 05:28:35 DEBUG: check init order needed init_order_process_timer=1695.233381 2020-08-12 05:28:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:35.603Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "cd6e1367-69cf-e001-3ea5-05ff57d01b6a", "grossValue": 37425000, "homeNotional": 11.256190904997748, "foreignNotional": 4212.629446195408}]} 2020-08-12 05:28:35 DEBUG: message ignored 2020-08-12 05:28:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:35.908Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "ef99457f-8bad-f03d-b767-3bafdaa22332", "grossValue": 486460, "homeNotional": 0.14633048176497074, "foreignNotional": 54.75686627645205}]} 2020-08-12 05:28:36 DEBUG: message ignored 2020-08-12 05:28:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:36.117Z", "symbol": "ETHUSD", "side": "Buy", "size": 240, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "52cd6fb9-1198-66fc-b463-704e048a51ba", "grossValue": 8982000, "homeNotional": 2.7014858171994596, "foreignNotional": 1011.0310670868978}]} 2020-08-12 05:28:36 DEBUG: message ignored 2020-08-12 05:28:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:36.181Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "da3a068e-b142-dda6-7a4d-c21071a4b35d", "grossValue": 449040, "homeNotional": 0.135074290859973, "foreignNotional": 50.544799639801894}]} 2020-08-12 05:28:36 DEBUG: message ignored 2020-08-12 05:28:36 DEBUG: check clearing time needed clearing_process_timer=1596.234566 2020-08-12 05:28:36 DEBUG: check init order needed init_order_process_timer=1696.234836 2020-08-12 05:28:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:37.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1254, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "b303f6a4-7a3e-b733-24e3-1d8368e41134", "grossValue": 46930950, "homeNotional": 14.115263394867178, "foreignNotional": 5282.637325529041}, {"timestamp": "2020-08-12T02:28:37.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e20eef34-5cb1-6643-d698-b22296770781", "grossValue": 224550, "homeNotional": 0.0675371454299865, "foreignNotional": 25.275776677172445}]} 2020-08-12 05:28:37 DEBUG: message ignored 2020-08-12 05:28:37 DEBUG: check clearing time needed clearing_process_timer=1597.236039 2020-08-12 05:28:37 DEBUG: check init order needed init_order_process_timer=1697.236365 2020-08-12 05:28:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:37.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "1ce28dda-da6d-4a35-3a2e-a3f64c6ceaf6", "grossValue": 1122900, "homeNotional": 0.33768572714993245, "foreignNotional": 126.39576767221972}, {"timestamp": "2020-08-12T02:28:37.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "72ac1a71-5e2d-f38e-bd10-789186f5db7a", "grossValue": 1871500, "homeNotional": 0.5628095452498875, "foreignNotional": 210.65961278703287}, {"timestamp": "2020-08-12T02:28:37.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "7862e2e5-efd8-ffae-bb3f-44b805489b36", "grossValue": 1871500, "homeNotional": 0.5628095452498875, "foreignNotional": 210.65961278703287}, {"timestamp": "2020-08-12T02:28:37.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 6443, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "11f185fd-170f-5aea-6643-ec4d05f8ff39", "grossValue": 241161490, "homeNotional": 72.52363800090049, "foreignNotional": 27145.597703737054}]} 2020-08-12 05:28:37 DEBUG: message ignored 2020-08-12 05:28:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:37.635Z", "symbol": "ETHUSD", "side": "Buy", "size": 10431, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc3a8396-c860-b2ac-a6fe-e9497412fcc1", "grossValue": 390432330, "homeNotional": 117.41332733003152, "foreignNotional": 43947.8084196308}]} 2020-08-12 05:28:37 DEBUG: message ignored 2020-08-12 05:28:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:38.035Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d3d69bd-1d50-81f5-e607-c1ace171a6f5", "grossValue": 187150, "homeNotional": 0.05628095452498874, "foreignNotional": 21.065961278703288}]} 2020-08-12 05:28:38 DEBUG: message ignored 2020-08-12 05:28:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:38.193Z", "symbol": "ETHUSD", "side": "Buy", "size": 12000, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1319ee01-5612-97c0-c345-05eff923b045", "grossValue": 449160000, "homeNotional": 135.074290859973, "foreignNotional": 50558.30706888789}]} 2020-08-12 05:28:38 DEBUG: message ignored 2020-08-12 05:28:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:38.221Z", "symbol": "ETHUSD", "side": "Buy", "size": 97, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "addbc75f-4102-c740-a6b6-a6b77e78a0d7", "grossValue": 3630710, "homeNotional": 1.0918505177847817, "foreignNotional": 408.6796488068438}]} 2020-08-12 05:28:38 DEBUG: message ignored 2020-08-12 05:28:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:38.224Z", "symbol": "ETHUSD", "side": "Buy", "size": 7024, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "114e2e69-0f1f-3a8c-21e4-1f5fd758d1c2", "grossValue": 262908320, "homeNotional": 79.06348491670418, "foreignNotional": 29593.462404322378}]} 2020-08-12 05:28:38 DEBUG: check clearing time needed clearing_process_timer=1598.237758 2020-08-12 05:28:38 DEBUG: check init order needed init_order_process_timer=1698.238046 2020-08-12 05:28:38 DEBUG: message ignored 2020-08-12 05:28:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:38.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "1ddd5565-8945-bb67-8b6d-dcf48950bf68", "grossValue": 1123050, "homeNotional": 0.33768572714993245, "foreignNotional": 126.41265195857721}, {"timestamp": "2020-08-12T02:28:38.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e6be77f0-fea1-e5cb-ce47-92f8def0e686", "grossValue": 1497400, "homeNotional": 0.45024763619990993, "foreignNotional": 168.55020261143628}]} 2020-08-12 05:28:38 DEBUG: message ignored 2020-08-12 05:28:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:38.397Z", "symbol": "ETHUSD", "side": "Buy", "size": 50000, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "ae12f6a7-a4a8-554a-6190-9caba1d2ea4c", "grossValue": 1872000000, "homeNotional": 562.8095452498875, "foreignNotional": 210715.89374155787}]} 2020-08-12 05:28:38 DEBUG: message ignored 2020-08-12 05:28:39 DEBUG: check clearing time needed clearing_process_timer=1599.239256 2020-08-12 05:28:39 DEBUG: check init order needed init_order_process_timer=1699.239558 2020-08-12 05:28:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:39.885Z", "symbol": "ETHUSD", "side": "Buy", "size": 36646, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e0f4855-5532-1cad-b7fc-97f0021195ff", "grossValue": 1372026240, "homeNotional": 412.4943719045475, "foreignNotional": 154437.8928410626}]} 2020-08-12 05:28:39 DEBUG: message ignored 2020-08-12 05:28:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:39.907Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "bd68e87b-ab6b-9a62-3484-0f57d2a5c65c", "grossValue": 411785, "homeNotional": 0.12381809995497524, "foreignNotional": 46.35130571814498}]} 2020-08-12 05:28:39 DEBUG: message ignored 2020-08-12 05:28:40 DEBUG: check clearing time needed clearing_process_timer=1600.240755 2020-08-12 05:28:40 DEBUG: check init order needed init_order_process_timer=1700.241075 2020-08-12 05:28:41 DEBUG: check clearing time needed clearing_process_timer=1601.242288 2020-08-12 05:28:41 DEBUG: check init order needed init_order_process_timer=1701.242577 2020-08-12 05:28:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:42.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 152, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8b307b6-a032-7de3-6ec3-f3044734ff37", "grossValue": 5690120, "homeNotional": 1.7109410175596578, "foreignNotional": 640.490769923458}]} 2020-08-12 05:28:42 DEBUG: message ignored 2020-08-12 05:28:42 DEBUG: check clearing time needed clearing_process_timer=1602.243773 2020-08-12 05:28:42 DEBUG: check init order needed init_order_process_timer=1702.244081 2020-08-12 05:28:43 DEBUG: check clearing time needed clearing_process_timer=1603.245319 2020-08-12 05:28:43 DEBUG: check init order needed init_order_process_timer=1703.24558 2020-08-12 05:28:44 DEBUG: check clearing time needed clearing_process_timer=1604.246756 2020-08-12 05:28:44 DEBUG: check init order needed init_order_process_timer=1704.247033 2020-08-12 05:28:45 DEBUG: check clearing time needed clearing_process_timer=1605.248218 2020-08-12 05:28:45 DEBUG: check init order needed init_order_process_timer=1705.248479 2020-08-12 05:28:46 DEBUG: check clearing time needed clearing_process_timer=1606.249654 2020-08-12 05:28:46 DEBUG: check init order needed init_order_process_timer=1706.249968 2020-08-12 05:28:47 DEBUG: check clearing time needed clearing_process_timer=1607.25116 2020-08-12 05:28:47 DEBUG: check init order needed init_order_process_timer=1707.251445 2020-08-12 05:28:48 DEBUG: check clearing time needed clearing_process_timer=1608.252621 2020-08-12 05:28:48 DEBUG: check init order needed init_order_process_timer=1708.252913 2020-08-12 05:28:49 DEBUG: check clearing time needed clearing_process_timer=1609.254134 2020-08-12 05:28:49 DEBUG: check init order needed init_order_process_timer=1709.254389 2020-08-12 05:28:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:49.639Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "20852662-e87a-06ac-10fd-d325c1969594", "grossValue": 37435, "homeNotional": 0.01125619090499775, "foreignNotional": 4.213755065285907}]} 2020-08-12 05:28:49 DEBUG: message ignored 2020-08-12 05:28:50 DEBUG: check clearing time needed clearing_process_timer=1610.255556 2020-08-12 05:28:50 DEBUG: check init order needed init_order_process_timer=1710.255833 2020-08-12 05:28:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:50.759Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "b522552b-719b-ac9b-d882-fdb1311e95a8", "grossValue": 187200, "homeNotional": 0.05628095452498874, "foreignNotional": 21.071589374155785}]} 2020-08-12 05:28:50 DEBUG: message ignored 2020-08-12 05:28:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:50.787Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd6ea1d1-d11b-1ee2-c3f5-8e149326cccd", "grossValue": 37440000, "homeNotional": 11.256190904997748, "foreignNotional": 4214.3178748311575}]} 2020-08-12 05:28:50 DEBUG: message ignored 2020-08-12 05:28:51 DEBUG: check clearing time needed clearing_process_timer=1611.257006 2020-08-12 05:28:51 DEBUG: check init order needed init_order_process_timer=1711.257287 2020-08-12 05:28:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:51.221Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "94e75aba-43e6-6389-8a86-ba725e06cafb", "grossValue": 112305000, "homeNotional": 33.76857271499325, "foreignNotional": 12641.265195857723}]} 2020-08-12 05:28:51 DEBUG: message ignored 2020-08-12 05:28:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 2349, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "e8f08378-59d2-9d8c-fa53-6040e6d3b2b6", "grossValue": 87946560, "homeNotional": 26.44079243583971, "foreignNotional": 9899.432687978388}, {"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 93, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0325233-33c5-b193-ed9f-8c4039febc8c", "grossValue": 3481920, "homeNotional": 1.0468257541647907, "foreignNotional": 391.93156235929763}, {"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc33859d-93d8-f0ba-25ee-4b050bc537c5", "grossValue": 112320000, "homeNotional": 33.76857271499325, "foreignNotional": 12642.953624493472}, {"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "d8d68bd6-9e69-429e-6270-1882a2071e35", "grossValue": 1123350, "homeNotional": 0.33768572714993245, "foreignNotional": 126.4464205312922}, {"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ecdb1f2-78ad-8f38-f03d-8e2ba52a26dd", "grossValue": 1123350, "homeNotional": 0.33768572714993245, "foreignNotional": 126.4464205312922}, {"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "9382272d-a60b-bff1-bd2b-cfb0435c457d", "grossValue": 1123500, "homeNotional": 0.33768572714993245, "foreignNotional": 126.46330481764971}, {"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3320a95-4777-c407-2ebe-77c322233020", "grossValue": 37450, "homeNotional": 0.01125619090499775, "foreignNotional": 4.215443493921657}, {"timestamp": "2020-08-12T02:28:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc7af3a1-6696-d32e-9e05-e63faf1ec0af", "grossValue": 93625000, "homeNotional": 28.14047726249437, "foreignNotional": 10538.608734804142}]} 2020-08-12 05:28:51 DEBUG: message ignored 2020-08-12 05:28:52 DEBUG: check clearing time needed clearing_process_timer=1612.25847 2020-08-12 05:28:52 DEBUG: check init order needed init_order_process_timer=1712.258788 2020-08-12 05:28:53 DEBUG: check clearing time needed clearing_process_timer=1613.260129 2020-08-12 05:28:53 DEBUG: check init order needed init_order_process_timer=1713.260381 2020-08-12 05:28:54 DEBUG: check clearing time needed clearing_process_timer=1614.261556 2020-08-12 05:28:54 DEBUG: check init order needed init_order_process_timer=1714.261841 2020-08-12 05:28:55 DEBUG: check clearing time needed clearing_process_timer=1615.263035 2020-08-12 05:28:55 DEBUG: check init order needed init_order_process_timer=1715.263292 2020-08-12 05:28:56 DEBUG: check clearing time needed clearing_process_timer=1616.264478 2020-08-12 05:28:56 DEBUG: check init order needed init_order_process_timer=1716.264746 2020-08-12 05:28:57 DEBUG: check clearing time needed clearing_process_timer=1617.265941 2020-08-12 05:28:57 DEBUG: check init order needed init_order_process_timer=1717.26623 2020-08-12 05:28:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:57.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "fb6a0980-464e-d200-42b7-5cbe1f6632d4", "grossValue": 1123650, "homeNotional": 0.33768572714993245, "foreignNotional": 126.48018910400721}, {"timestamp": "2020-08-12T02:28:57.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0596e393-9c5b-cecf-f471-ea6e696d3393", "grossValue": 187275, "homeNotional": 0.05628095452498874, "foreignNotional": 21.080031517334533}, {"timestamp": "2020-08-12T02:28:57.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c067c4e-cdae-e543-bdaf-33d512c93748", "grossValue": 37455, "homeNotional": 0.01125619090499775, "foreignNotional": 4.216006303466907}, {"timestamp": "2020-08-12T02:28:57.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 114, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4f1d306-7926-48a5-405e-614e91fe0513", "grossValue": 4269870, "homeNotional": 1.2832057631697433, "foreignNotional": 480.62471859522736}]} 2020-08-12 05:28:57 DEBUG: message ignored 2020-08-12 05:28:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:57.837Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "2b446637-d537-0330-49c3-7b80250c88fd", "grossValue": 412005, "homeNotional": 0.12381809995497524, "foreignNotional": 46.37606933813598}]} 2020-08-12 05:28:57 DEBUG: message ignored 2020-08-12 05:28:58 DEBUG: check clearing time needed clearing_process_timer=1618.267421 2020-08-12 05:28:58 DEBUG: check init order needed init_order_process_timer=1718.26771 2020-08-12 05:28:59 DEBUG: check clearing time needed clearing_process_timer=1619.268882 2020-08-12 05:28:59 DEBUG: check init order needed init_order_process_timer=1719.269163 2020-08-12 05:28:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 143, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee956498-f408-9a14-6ead-2169d54828ba", "grossValue": 5356065, "homeNotional": 1.609635299414678, "foreignNotional": 602.8889013957677}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "3230b515-a1cf-4020-8cf5-7f46c63c486c", "grossValue": 224730000, "homeNotional": 67.5371454299865, "foreignNotional": 25296.03782080144}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 105, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "51654c11-01e0-4115-2362-6b51767ae0a0", "grossValue": 3932775, "homeNotional": 1.1819000450247636, "foreignNotional": 442.68066186402524}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 600, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "d4a3cd29-e24b-d5cf-9faf-f12587701695", "grossValue": 22473000, "homeNotional": 6.753714542998649, "foreignNotional": 2529.603782080144}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "6c446d9b-a808-ce63-4bb7-2b27d0cbf078", "grossValue": 1498400, "homeNotional": 0.45024763619990993, "foreignNotional": 168.66276452048626}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "57c388b0-2a0d-002c-c7ce-956fcd0befac", "grossValue": 1123800, "homeNotional": 0.33768572714993245, "foreignNotional": 126.4970733903647}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "dbf6f89c-ad09-4543-dd97-d9bfb8e5f3e5", "grossValue": 74920, "homeNotional": 0.0225123818099955, "foreignNotional": 8.433138226024314}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 605, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "3543e36c-a8bd-d2da-f546-8e1da75eae7a", "grossValue": 22663300, "homeNotional": 6.809995497523638, "foreignNotional": 2551.0243133723548}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "ad510a42-0fee-4efb-1e95-3e18c20e315f", "grossValue": 1498600, "homeNotional": 0.45024763619990993, "foreignNotional": 168.68527690229627}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "95d1c6a8-9d40-e8ce-a058-5cbcbf837376", "grossValue": 1123950, "homeNotional": 0.33768572714993245, "foreignNotional": 126.5139576767222}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "077e6caf-5f70-1df6-4d3a-d9a4ed64d637", "grossValue": 37465, "homeNotional": 0.01125619090499775, "foreignNotional": 4.217131922557407}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 497, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "1368c4a3-a8d3-e38a-1531-7c03b24e357c", "grossValue": 18620105, "homeNotional": 5.594326879783881, "foreignNotional": 2095.914565511031}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 589, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b51b4c3-0dd0-e4ca-56a8-e9e5045804cf", "grossValue": 22066885, "homeNotional": 6.629896443043674, "foreignNotional": 2483.8907023863126}, {"timestamp": "2020-08-12T02:28:59.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 1318, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "7cc755aa-ec56-a421-8ae8-5a6cff7ee423", "grossValue": 49385460, "homeNotional": 14.835659612787033, "foreignNotional": 5558.921656911301}]} 2020-08-12 05:28:59 DEBUG: message ignored 2020-08-12 05:29:00 DEBUG: check clearing time needed clearing_process_timer=1620.270332 2020-08-12 05:29:00 DEBUG: check init order needed init_order_process_timer=1720.270583 2020-08-12 05:29:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "fe0bf03f-015e-eb91-9ba9-742d417ce436", "grossValue": 1573530, "homeNotional": 0.4731328151402501, "foreignNotional": 177.2592091922947}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 4611, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5c828dd-b087-5e54-2dbe-4ff754e1fe0e", "grossValue": 172751115, "homeNotional": 51.94322406218317, "foreignNotional": 19460.528894896925}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 5600, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b96b091-53e6-a5c9-44d5-dbd6827c92c1", "grossValue": 209804000, "homeNotional": 63.08437535203335, "foreignNotional": 23634.561225639292}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 566, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "33af15fe-22d4-ce73-bec6-d2eea3497555", "grossValue": 21205190, "homeNotional": 6.376027937366227, "foreignNotional": 2388.778866734257}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 502, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "86cbb563-1952-72e5-b6b5-00746ca36e15", "grossValue": 18807430, "homeNotional": 5.655063647628704, "foreignNotional": 2118.6695955840937}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a8cb8eeb-62c1-5489-8f72-5418cd1bec87", "grossValue": 2585085, "homeNotional": 0.777289624873268, "foreignNotional": 291.21155795876984}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 183, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "87dd858d-d22b-3928-785a-36df8921d603", "grossValue": 6856095, "homeNotional": 2.0615072659682325, "foreignNotional": 772.3436971949983}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 47, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a909b070-0644-5a3a-87e8-7bcedea65d01", "grossValue": 1760855, "homeNotional": 0.5294581502759942, "foreignNotional": 198.3614960009012}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d199f53-e5be-fcbc-7e4c-8772ce8ffa53", "grossValue": 2285365, "homeNotional": 0.6871690886560775, "foreignNotional": 257.44789906499943}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 329, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "62592552-1fe2-8cb0-3c3c-c257db782982", "grossValue": 12325985, "homeNotional": 3.706207051931959, "foreignNotional": 1388.5304720063084}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "fbb652a4-a1f1-0ecf-91ba-6f29ad3554e3", "grossValue": 1648460, "homeNotional": 0.49566294919454773, "foreignNotional": 185.7001239157373}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "4e47d394-1eab-c73a-f5c0-935f8f797304", "grossValue": 1573530, "homeNotional": 0.4731328151402501, "foreignNotional": 177.2592091922947}, {"timestamp": "2020-08-12T02:29:01.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "af4b15b9-13a2-1fbc-b9ec-1e0153bc6dbf", "grossValue": 1273810, "homeNotional": 0.3830122789230596, "foreignNotional": 143.49555029852428}]} 2020-08-12 05:29:01 DEBUG: message ignored 2020-08-12 05:29:01 DEBUG: check clearing time needed clearing_process_timer=1621.27175 2020-08-12 05:29:01 DEBUG: check init order needed init_order_process_timer=1721.271918 2020-08-12 05:29:02 DEBUG: check clearing time needed clearing_process_timer=1622.273097 2020-08-12 05:29:02 DEBUG: check init order needed init_order_process_timer=1722.273401 2020-08-12 05:29:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:02.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 1968, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "e2f3bfc4-523a-fa7d-9ce8-86bac4680628", "grossValue": 73701600, "homeNotional": 22.16965190942886, "foreignNotional": 8302.534640081109}, {"timestamp": "2020-08-12T02:29:02.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2395ae33-b649-f228-d6f5-69081e6b2a9a", "grossValue": 1498000, "homeNotional": 0.4506026810859525, "foreignNotional": 168.7507040666892}, {"timestamp": "2020-08-12T02:29:02.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5f0f8df-fb02-aeb3-9ad2-b510f1ec990f", "grossValue": 1086050, "homeNotional": 0.32668694378731555, "foreignNotional": 122.34426044834967}, {"timestamp": "2020-08-12T02:29:02.628Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "272b2e7f-4467-aa12-1ae9-788f7c10bf62", "grossValue": 2658950, "homeNotional": 0.7998197589275656, "foreignNotional": 299.53249971837334}]} 2020-08-12 05:29:02 DEBUG: message ignored 2020-08-12 05:29:03 DEBUG: check clearing time needed clearing_process_timer=1623.274583 2020-08-12 05:29:03 DEBUG: check init order needed init_order_process_timer=1723.274891 2020-08-12 05:29:04 DEBUG: check clearing time needed clearing_process_timer=1624.276091 2020-08-12 05:29:04 DEBUG: check init order needed init_order_process_timer=1724.276408 2020-08-12 05:29:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:04.330Z", "symbol": "ETHUSD", "side": "Buy", "size": 80, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "4805ee18-188f-e06e-f348-f0873d65fbff", "grossValue": 2996000, "homeNotional": 0.901205362171905, "foreignNotional": 337.5014081333784}]} 2020-08-12 05:29:04 DEBUG: message ignored 2020-08-12 05:29:05 DEBUG: check clearing time needed clearing_process_timer=1625.277651 2020-08-12 05:29:05 DEBUG: check init order needed init_order_process_timer=1725.277943 2020-08-12 05:29:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:05.822Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "2d6f3f54-6a1b-765a-a9ab-eca957e2d3a4", "grossValue": 1085905, "homeNotional": 0.32668694378731555, "foreignNotional": 122.3279261011603}, {"timestamp": "2020-08-12T02:29:05.822Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "55b465aa-bad6-6710-a727-5e0a2a49cf29", "grossValue": 1685025, "homeNotional": 0.5069280162216965, "foreignNotional": 189.81919567421426}, {"timestamp": "2020-08-12T02:29:05.822Z", "symbol": "ETHUSD", "side": "Sell", "size": 1153, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "0464c09b-586d-55f9-f856-b86b881b1e3b", "grossValue": 43174085, "homeNotional": 12.988622282302579, "foreignNotional": 4863.589613608201}, {"timestamp": "2020-08-12T02:29:05.822Z", "symbol": "ETHUSD", "side": "Sell", "size": 1400, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "63e2125c-7fd8-bb04-dd9f-a354869e8669", "grossValue": 52423000, "homeNotional": 15.771093838008337, "foreignNotional": 5905.486087642222}, {"timestamp": "2020-08-12T02:29:05.822Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c859b4d7-0aea-5af4-c8f7-9752c75ec659", "grossValue": 3070490, "homeNotional": 0.9237354962262025, "foreignNotional": 345.89275656190154}, {"timestamp": "2020-08-12T02:29:05.822Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e4ccd60-68e1-b936-70f5-7cb8e890ba89", "grossValue": 4680625, "homeNotional": 1.4081333783936014, "foreignNotional": 527.275543539484}, {"timestamp": "2020-08-12T02:29:05.822Z", "symbol": "ETHUSD", "side": "Sell", "size": 142, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9fb5b85-9c96-0430-f0fd-de3c5d2424f2", "grossValue": 5317190, "homeNotional": 1.5996395178551313, "foreignNotional": 598.9850174608539}]} 2020-08-12 05:29:05 DEBUG: message ignored 2020-08-12 05:29:06 DEBUG: check clearing time needed clearing_process_timer=1626.279111 2020-08-12 05:29:06 DEBUG: check init order needed init_order_process_timer=1726.279376 2020-08-12 05:29:07 DEBUG: check clearing time needed clearing_process_timer=1627.280571 2020-08-12 05:29:07 DEBUG: check init order needed init_order_process_timer=1727.280899 2020-08-12 05:29:08 DEBUG: check clearing time needed clearing_process_timer=1628.28207 2020-08-12 05:29:08 DEBUG: check init order needed init_order_process_timer=1728.282368 2020-08-12 05:29:09 DEBUG: check clearing time needed clearing_process_timer=1629.283596 2020-08-12 05:29:09 DEBUG: check init order needed init_order_process_timer=1729.283909 2020-08-12 05:29:10 DEBUG: check clearing time needed clearing_process_timer=1630.285078 2020-08-12 05:29:10 DEBUG: check init order needed init_order_process_timer=1730.285404 2020-08-12 05:29:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:10.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "575b0826-617a-5521-66dd-51917c35063d", "grossValue": 1497600, "homeNotional": 0.4506026810859525, "foreignNotional": 168.7056437985806}, {"timestamp": "2020-08-12T02:29:10.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 288, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "8fdb6fb9-60c5-f3a0-4d2a-451c467c18c3", "grossValue": 10782720, "homeNotional": 3.2443393038188577, "foreignNotional": 1214.6806353497802}, {"timestamp": "2020-08-12T02:29:10.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 350, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e05ca94-824d-e714-22c6-aed6e94b28f9", "grossValue": 13104000, "homeNotional": 3.9427734595020842, "foreignNotional": 1476.1743832375803}, {"timestamp": "2020-08-12T02:29:10.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ba5812a-49d9-768b-310a-60abfed00b99", "grossValue": 1198080, "homeNotional": 0.36048214486876196, "foreignNotional": 134.96451503886448}, {"timestamp": "2020-08-12T02:29:10.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2cc62f56-262f-9c1f-4e56-9ae75359feaf", "grossValue": 1310400, "homeNotional": 0.3942773459502084, "foreignNotional": 147.61743832375802}]} 2020-08-12 05:29:10 DEBUG: message ignored 2020-08-12 05:29:11 DEBUG: check clearing time needed clearing_process_timer=1631.286637 2020-08-12 05:29:11 DEBUG: check init order needed init_order_process_timer=1731.286953 2020-08-12 05:29:12 DEBUG: check clearing time needed clearing_process_timer=1632.288168 2020-08-12 05:29:12 DEBUG: check init order needed init_order_process_timer=1732.28843 2020-08-12 05:29:13 DEBUG: check clearing time needed clearing_process_timer=1633.28955 2020-08-12 05:29:13 DEBUG: check init order needed init_order_process_timer=1733.289831 2020-08-12 05:29:14 DEBUG: check clearing time needed clearing_process_timer=1634.291002 2020-08-12 05:29:14 DEBUG: check init order needed init_order_process_timer=1734.29131 2020-08-12 05:29:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:15.041Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "31e2b27c-4435-0c88-607b-43d3a1dc39a3", "grossValue": 7488000, "homeNotional": 2.2530134054297624, "foreignNotional": 843.528218992903}]} 2020-08-12 05:29:15 DEBUG: message ignored 2020-08-12 05:29:15 DEBUG: check clearing time needed clearing_process_timer=1635.292516 2020-08-12 05:29:15 DEBUG: check init order needed init_order_process_timer=1735.292795 2020-08-12 05:29:16 DEBUG: check clearing time needed clearing_process_timer=1636.293066 2020-08-12 05:29:16 DEBUG: check init order needed init_order_process_timer=1736.293391 2020-08-12 05:29:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:16.347Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "fb074fbf-b045-7f51-31e9-02497358cb3f", "grossValue": 1085615, "homeNotional": 0.32668694378731555, "foreignNotional": 122.29525740678157}, {"timestamp": "2020-08-12T02:29:16.347Z", "symbol": "ETHUSD", "side": "Sell", "size": 88, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc557283-0bdf-be2d-0dcd-14ed52df0197", "grossValue": 3294280, "homeNotional": 0.9913258983890955, "foreignNotional": 371.1028500619579}, {"timestamp": "2020-08-12T02:29:16.347Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f16d2505-a67e-5c41-1216-a39169f4b990", "grossValue": 2695320, "homeNotional": 0.8110848259547144, "foreignNotional": 303.6296045961474}, {"timestamp": "2020-08-12T02:29:16.347Z", "symbol": "ETHUSD", "side": "Sell", "size": 498, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "df1c08be-d142-ebc2-3e0f-958dbac91150", "grossValue": 18642630, "homeNotional": 5.6100033795201085, "foreignNotional": 2100.1047651233525}, {"timestamp": "2020-08-12T02:29:16.347Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "4fead7b6-170a-591b-8bb1-a5ae35801a81", "grossValue": 18717500, "homeNotional": 5.632533513574406, "foreignNotional": 2108.538920806579}]} 2020-08-12 05:29:16 DEBUG: message ignored 2020-08-12 05:29:17 DEBUG: check clearing time needed clearing_process_timer=1637.294625 2020-08-12 05:29:17 DEBUG: check init order needed init_order_process_timer=1737.294893 2020-08-12 05:29:18 DEBUG: check clearing time needed clearing_process_timer=1638.29607 2020-08-12 05:29:18 DEBUG: check init order needed init_order_process_timer=1738.296414 2020-08-12 05:29:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:18.862Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "a0d9701d-66e6-8d80-a51f-701ad8407420", "grossValue": 1497200, "homeNotional": 0.4506026810859525, "foreignNotional": 168.660583530472}, {"timestamp": "2020-08-12T02:29:18.862Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "315c7e9e-1f47-fcf3-02cd-c32b28b09d2c", "grossValue": 1085470, "homeNotional": 0.32668694378731555, "foreignNotional": 122.2789230595922}, {"timestamp": "2020-08-12T02:29:18.862Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce3415b5-c204-c72e-2197-c5859e4130c8", "grossValue": 187150, "homeNotional": 0.05632533513574406, "foreignNotional": 21.082572941309}, {"timestamp": "2020-08-12T02:29:18.862Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "e2de2567-a584-1a8f-c7ce-d98b9e2cbabc", "grossValue": 1085180, "homeNotional": 0.32668694378731555, "foreignNotional": 122.24625436521347}, {"timestamp": "2020-08-12T02:29:18.862Z", "symbol": "ETHUSD", "side": "Sell", "size": 488, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b5e2d57-b13b-eb7b-2d27-9034759cf7d4", "grossValue": 18260960, "homeNotional": 5.49735270924862, "foreignNotional": 2057.1093838008337}]} 2020-08-12 05:29:18 DEBUG: message ignored 2020-08-12 05:29:19 DEBUG: check clearing time needed clearing_process_timer=1639.297095 2020-08-12 05:29:19 DEBUG: check init order needed init_order_process_timer=1739.297364 2020-08-12 05:29:20 DEBUG: check clearing time needed clearing_process_timer=1640.298519 2020-08-12 05:29:20 DEBUG: check init order needed init_order_process_timer=1740.298783 2020-08-12 05:29:21 DEBUG: check clearing time needed clearing_process_timer=1641.299947 2020-08-12 05:29:21 DEBUG: check init order needed init_order_process_timer=1741.3002 2020-08-12 05:29:22 DEBUG: check clearing time needed clearing_process_timer=1642.301088 2020-08-12 05:29:22 DEBUG: check init order needed init_order_process_timer=1742.301377 2020-08-12 05:29:23 DEBUG: check clearing time needed clearing_process_timer=1643.302558 2020-08-12 05:29:23 DEBUG: check init order needed init_order_process_timer=1743.30283 2020-08-12 05:29:24 DEBUG: check clearing time needed clearing_process_timer=1644.304027 2020-08-12 05:29:24 DEBUG: check init order needed init_order_process_timer=1744.304299 2020-08-12 05:29:25 DEBUG: check clearing time needed clearing_process_timer=1645.305098 2020-08-12 05:29:25 DEBUG: check init order needed init_order_process_timer=1745.305392 2020-08-12 05:29:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:25.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "5bcf78e4-81c1-497e-43f7-d25c15cc5f79", "grossValue": 37425000, "homeNotional": 11.265067027148811, "foreignNotional": 4215.951334910443}]} 2020-08-12 05:29:25 DEBUG: message ignored 2020-08-12 05:29:26 DEBUG: check clearing time needed clearing_process_timer=1646.306549 2020-08-12 05:29:26 DEBUG: check init order needed init_order_process_timer=1746.306815 2020-08-12 05:29:27 DEBUG: check clearing time needed clearing_process_timer=1647.308009 2020-08-12 05:29:27 DEBUG: check init order needed init_order_process_timer=1747.308356 2020-08-12 05:29:28 DEBUG: check clearing time needed clearing_process_timer=1648.309058 2020-08-12 05:29:28 DEBUG: check init order needed init_order_process_timer=1748.309331 2020-08-12 05:29:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:28.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "a551fb53-acce-74f4-2cb4-f3b2838e909f", "grossValue": 1496800, "homeNotional": 0.4506026810859525, "foreignNotional": 168.6155232623634}, {"timestamp": "2020-08-12T02:29:28.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 124, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c8c02d7-e490-d4a9-d1c5-3d611b1fd291", "grossValue": 4640080, "homeNotional": 1.3968683113664526, "foreignNotional": 522.7081221133266}, {"timestamp": "2020-08-12T02:29:28.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "c550fc25-1b24-9ea6-9fc0-3b4c9ab530d2", "grossValue": 2656820, "homeNotional": 0.7998197589275656, "foreignNotional": 299.2925537906951}]} 2020-08-12 05:29:28 DEBUG: message ignored 2020-08-12 05:29:29 DEBUG: check clearing time needed clearing_process_timer=1649.310509 2020-08-12 05:29:29 DEBUG: check init order needed init_order_process_timer=1749.310792 2020-08-12 05:29:30 DEBUG: check clearing time needed clearing_process_timer=1650.311964 2020-08-12 05:29:30 DEBUG: check init order needed init_order_process_timer=1750.312203 2020-08-12 05:29:31 DEBUG: check clearing time needed clearing_process_timer=1651.313076 2020-08-12 05:29:31 DEBUG: check init order needed init_order_process_timer=1751.313329 2020-08-12 05:29:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:31.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "26060ae0-398a-959c-80c9-7e87f61d02cb", "grossValue": 1085035, "homeNotional": 0.3265030398558883, "foreignNotional": 122.16111236208062}, {"timestamp": "2020-08-12T02:29:31.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "38d840b0-bae9-c4bc-8221-d00fd244cce6", "grossValue": 187075, "homeNotional": 0.056293627561360055, "foreignNotional": 21.062260752082864}, {"timestamp": "2020-08-12T02:29:31.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d4f69772-262d-2072-abc3-c40fd6f3c5f7", "grossValue": 112245, "homeNotional": 0.033776176536816034, "foreignNotional": 12.637356451249719}]} 2020-08-12 05:29:31 DEBUG: message ignored 2020-08-12 05:29:32 DEBUG: check clearing time needed clearing_process_timer=1652.314502 2020-08-12 05:29:32 DEBUG: check init order needed init_order_process_timer=1752.314767 2020-08-12 05:29:33 DEBUG: check clearing time needed clearing_process_timer=1653.315935 2020-08-12 05:29:33 DEBUG: check init order needed init_order_process_timer=1753.316182 2020-08-12 05:29:34 DEBUG: check clearing time needed clearing_process_timer=1654.316504 2020-08-12 05:29:34 DEBUG: check init order needed init_order_process_timer=1754.31678 2020-08-12 05:29:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:34.956Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "0cbaa908-6094-f90d-19d1-04d090568599", "grossValue": 1496400, "homeNotional": 0.45034902049088044, "foreignNotional": 168.47556856563838}, {"timestamp": "2020-08-12T02:29:34.956Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ea6e43c-262e-1e90-96fd-a71e8c4fcbd3", "grossValue": 1496400, "homeNotional": 0.45034902049088044, "foreignNotional": 168.47556856563838}, {"timestamp": "2020-08-12T02:29:34.956Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "66698d1f-b9e9-4eb8-c2bc-ca89d148d18b", "grossValue": 1159710, "homeNotional": 0.34902049088043235, "foreignNotional": 130.56856563836973}, {"timestamp": "2020-08-12T02:29:34.956Z", "symbol": "ETHUSD", "side": "Sell", "size": 261, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "281b7336-8080-0a54-752f-d136dbf5213b", "grossValue": 9764010, "homeNotional": 2.938527358702995, "foreignNotional": 1099.3030848907904}, {"timestamp": "2020-08-12T02:29:34.956Z", "symbol": "ETHUSD", "side": "Sell", "size": 5628, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "78c375ef-0629-5728-90ab-c3024408bde8", "grossValue": 210543480, "homeNotional": 63.36410718306688, "foreignNotional": 23704.51249718532}]} 2020-08-12 05:29:34 DEBUG: message ignored 2020-08-12 05:29:35 DEBUG: check clearing time needed clearing_process_timer=1655.317948 2020-08-12 05:29:35 DEBUG: check init order needed init_order_process_timer=1755.318244 2020-08-12 05:29:36 DEBUG: check clearing time needed clearing_process_timer=1656.319431 2020-08-12 05:29:36 DEBUG: check init order needed init_order_process_timer=1756.319689 2020-08-12 05:29:37 DEBUG: check clearing time needed clearing_process_timer=1657.320905 2020-08-12 05:29:37 DEBUG: check init order needed init_order_process_timer=1757.321184 2020-08-12 05:29:38 DEBUG: check clearing time needed clearing_process_timer=1658.322351 2020-08-12 05:29:38 DEBUG: check init order needed init_order_process_timer=1758.32262 2020-08-12 05:29:39 DEBUG: check clearing time needed clearing_process_timer=1659.323815 2020-08-12 05:29:39 DEBUG: check init order needed init_order_process_timer=1759.324081 2020-08-12 05:29:40 DEBUG: check clearing time needed clearing_process_timer=1660.32508 2020-08-12 05:29:40 DEBUG: check init order needed init_order_process_timer=1760.325396 2020-08-12 05:29:41 DEBUG: check clearing time needed clearing_process_timer=1661.326567 2020-08-12 05:29:41 DEBUG: check init order needed init_order_process_timer=1761.32684 2020-08-12 05:29:42 DEBUG: check clearing time needed clearing_process_timer=1662.328018 2020-08-12 05:29:42 DEBUG: check init order needed init_order_process_timer=1762.328301 2020-08-12 05:29:43 DEBUG: check clearing time needed clearing_process_timer=1663.329481 2020-08-12 05:29:43 DEBUG: check init order needed init_order_process_timer=1763.329768 2020-08-12 05:29:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:43.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "cdb1e330-8fc2-3c39-8517-305500edf910", "grossValue": 1871000, "homeNotional": 0.5629362756136005, "foreignNotional": 210.65075433460933}]} 2020-08-12 05:29:43 DEBUG: message ignored 2020-08-12 05:29:44 DEBUG: check clearing time needed clearing_process_timer=1664.330965 2020-08-12 05:29:44 DEBUG: check init order needed init_order_process_timer=1764.331275 2020-08-12 05:29:45 DEBUG: check clearing time needed clearing_process_timer=1665.332483 2020-08-12 05:29:45 DEBUG: check init order needed init_order_process_timer=1765.332756 2020-08-12 05:29:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:45.652Z", "symbol": "ETHUSD", "side": "Sell", "size": 377, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "166c10bb-8401-5a17-f0ae-709d6a4b1ca0", "grossValue": 14107340, "homeNotional": 4.244539518126548, "foreignNotional": 1588.3066876829544}]} 2020-08-12 05:29:45 DEBUG: message ignored 2020-08-12 05:29:46 DEBUG: check clearing time needed clearing_process_timer=1666.33397 2020-08-12 05:29:46 DEBUG: check init order needed init_order_process_timer=1766.334263 2020-08-12 05:29:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:46.846Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "38767180-cf78-ff69-287b-0b32ae8d4ef2", "grossValue": 1497000, "homeNotional": 0.45034902049088044, "foreignNotional": 168.543120918712}]} 2020-08-12 05:29:46 DEBUG: message ignored 2020-08-12 05:29:47 DEBUG: check clearing time needed clearing_process_timer=1667.335441 2020-08-12 05:29:47 DEBUG: check init order needed init_order_process_timer=1767.335803 2020-08-12 05:29:48 DEBUG: check clearing time needed clearing_process_timer=1668.337069 2020-08-12 05:29:48 DEBUG: check init order needed init_order_process_timer=1768.337358 2020-08-12 05:29:49 DEBUG: check clearing time needed clearing_process_timer=1669.338562 2020-08-12 05:29:49 DEBUG: check init order needed init_order_process_timer=1769.338827 2020-08-12 05:29:50 DEBUG: check clearing time needed clearing_process_timer=1670.340022 2020-08-12 05:29:50 DEBUG: check init order needed init_order_process_timer=1770.340324 2020-08-12 05:29:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:29:50.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "0411c90c-12aa-97a3-4c16-251076ee75cb", "grossValue": 1122900, "homeNotional": 0.3377617653681603, "foreignNotional": 126.4242287773024}, {"timestamp": "2020-08-12T02:29:50.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "ffce184c-2eab-9d28-3a4b-5223248d8bb3", "grossValue": 1123050, "homeNotional": 0.3377617653681603, "foreignNotional": 126.44111686557082}, {"timestamp": "2020-08-12T02:29:50.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 940, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e907efe7-9455-4ef6-6c38-d36841417c39", "grossValue": 35188900, "homeNotional": 10.58320198153569, "foreignNotional": 3961.8216617878857}]} 2020-08-12 05:29:50 DEBUG: message ignored 2020-08-12 05:29:51 DEBUG: check clearing time needed clearing_process_timer=1671.34107 2020-08-12 05:29:51 DEBUG: check init order needed init_order_process_timer=1771.341383 2020-08-12 05:29:52 DEBUG: check clearing time needed clearing_process_timer=1672.342607 2020-08-12 05:29:52 DEBUG: check init order needed init_order_process_timer=1772.342922 2020-08-12 05:29:53 DEBUG: check clearing time needed clearing_process_timer=1673.344148 2020-08-12 05:29:53 DEBUG: check init order needed init_order_process_timer=1773.344419 2020-08-12 05:29:54 DEBUG: check clearing time needed clearing_process_timer=1674.345618 2020-08-12 05:29:54 DEBUG: check init order needed init_order_process_timer=1774.345907 2020-08-12 05:29:55 DEBUG: check clearing time needed clearing_process_timer=1675.347123 2020-08-12 05:29:55 DEBUG: check init order needed init_order_process_timer=1775.347491 2020-08-12 05:29:56 DEBUG: check clearing time needed clearing_process_timer=1676.34876 2020-08-12 05:29:56 DEBUG: check init order needed init_order_process_timer=1776.349082 2020-08-12 05:29:57 DEBUG: check clearing time needed clearing_process_timer=1677.350297 2020-08-12 05:29:57 DEBUG: check init order needed init_order_process_timer=1777.350561 2020-08-12 05:29:58 DEBUG: check clearing time needed clearing_process_timer=1678.351786 2020-08-12 05:29:58 DEBUG: check init order needed init_order_process_timer=1778.35214 2020-08-12 05:29:59 DEBUG: check clearing time needed clearing_process_timer=1679.35343 2020-08-12 05:29:59 DEBUG: check init order needed init_order_process_timer=1779.353711 2020-08-12 05:30:00 DEBUG: check clearing time needed clearing_process_timer=1680.354909 2020-08-12 05:30:00 DEBUG: check init order needed init_order_process_timer=1780.35518 2020-08-12 05:30:01 DEBUG: check clearing time needed clearing_process_timer=1681.35634 2020-08-12 05:30:01 DEBUG: check init order needed init_order_process_timer=1781.35661 2020-08-12 05:30:02 DEBUG: check clearing time needed clearing_process_timer=1682.357779 2020-08-12 05:30:02 DEBUG: check init order needed init_order_process_timer=1782.358202 2020-08-12 05:30:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:03.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "359dcd37-a9d2-1988-fd35-bb01ec467932", "grossValue": 224610, "homeNotional": 0.06754474839581223, "foreignNotional": 25.285376561972306}]} 2020-08-12 05:30:03 DEBUG: message ignored 2020-08-12 05:30:03 DEBUG: check clearing time needed clearing_process_timer=1683.359458 2020-08-12 05:30:03 DEBUG: check init order needed init_order_process_timer=1783.359837 2020-08-12 05:30:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:03.406Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "46eb3ff9-6fad-3afd-4ecd-630902ac7418", "grossValue": 673740, "homeNotional": 0.20263424518743667, "foreignNotional": 75.84599797365755}]} 2020-08-12 05:30:03 DEBUG: message ignored 2020-08-12 05:30:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:03.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c891434-8fb2-82df-7b0c-b2e97bb91678", "grossValue": 262010, "homeNotional": 0.07880220646178093, "foreignNotional": 29.4956658786446}]} 2020-08-12 05:30:03 DEBUG: message ignored 2020-08-12 05:30:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:03.993Z", "symbol": "ETHUSD", "side": "Sell", "size": 27, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "850524a9-214c-a6c5-d4d1-7fd0289f9563", "grossValue": 1010610, "homeNotional": 0.303951367781155, "foreignNotional": 113.76899696048632}]} 2020-08-12 05:30:04 DEBUG: message ignored 2020-08-12 05:30:04 DEBUG: check clearing time needed clearing_process_timer=1684.361115 2020-08-12 05:30:04 DEBUG: check init order needed init_order_process_timer=1784.361405 2020-08-12 05:30:05 DEBUG: check clearing time needed clearing_process_timer=1685.362631 2020-08-12 05:30:05 DEBUG: check init order needed init_order_process_timer=1785.362977 2020-08-12 05:30:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:05.658Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0d22f5c-4ac4-aba7-06cd-2329c9ebf0ed", "grossValue": 561450, "homeNotional": 0.16886187098953057, "foreignNotional": 63.20499831138129}]} 2020-08-12 05:30:05 DEBUG: message ignored 2020-08-12 05:30:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:05.717Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "3a20b9b9-0dfe-376b-e9fa-5352966486b0", "grossValue": 673830, "homeNotional": 0.20263424518743667, "foreignNotional": 75.85612968591693}]} 2020-08-12 05:30:05 DEBUG: message ignored 2020-08-12 05:30:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:05.788Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "72da3a77-7cb4-85cd-bf8a-ce5e42c76d36", "grossValue": 262045, "homeNotional": 0.07880220646178093, "foreignNotional": 29.49960598896769}]} 2020-08-12 05:30:05 DEBUG: message ignored 2020-08-12 05:30:06 DEBUG: check clearing time needed clearing_process_timer=1686.364253 2020-08-12 05:30:06 DEBUG: check init order needed init_order_process_timer=1786.364627 2020-08-12 05:30:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:06.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 212, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a86475e-b66e-30cd-d881-de5de8c1cdd3", "grossValue": 7936220, "homeNotional": 2.3865811099853653, "foreignNotional": 893.4166385230214}]} 2020-08-12 05:30:06 DEBUG: message ignored 2020-08-12 05:30:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:07.282Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "67effffa-f735-d7ba-f1a8-c51f22c03341", "grossValue": 561525, "homeNotional": 0.16886187098953057, "foreignNotional": 63.21344140493077}]} 2020-08-12 05:30:07 DEBUG: message ignored 2020-08-12 05:30:07 DEBUG: check clearing time needed clearing_process_timer=1687.365927 2020-08-12 05:30:07 DEBUG: check init order needed init_order_process_timer=1787.366243 2020-08-12 05:30:08 DEBUG: check clearing time needed clearing_process_timer=1688.367509 2020-08-12 05:30:08 DEBUG: check init order needed init_order_process_timer=1788.367846 2020-08-12 05:30:09 DEBUG: check clearing time needed clearing_process_timer=1689.369076 2020-08-12 05:30:09 DEBUG: check init order needed init_order_process_timer=1789.369354 2020-08-12 05:30:10 DEBUG: check clearing time needed clearing_process_timer=1690.370633 2020-08-12 05:30:10 DEBUG: check init order needed init_order_process_timer=1790.370942 2020-08-12 05:30:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:10.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 433, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "a4157eaa-3bbe-abfc-619a-4f328ff8efa0", "grossValue": 16207190, "homeNotional": 4.874479342564449, "foreignNotional": 1824.5176179218734}, {"timestamp": "2020-08-12T02:30:10.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 752, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "16f1688e-249f-7043-77d5-45f9e56a5733", "grossValue": 28147360, "homeNotional": 8.465608465608465, "foreignNotional": 3168.677248677249}]} 2020-08-12 05:30:10 DEBUG: message ignored 2020-08-12 05:30:11 DEBUG: check clearing time needed clearing_process_timer=1691.372143 2020-08-12 05:30:11 DEBUG: check init order needed init_order_process_timer=1791.372407 2020-08-12 05:30:12 DEBUG: check clearing time needed clearing_process_timer=1692.373596 2020-08-12 05:30:12 DEBUG: check init order needed init_order_process_timer=1792.373871 2020-08-12 05:30:13 DEBUG: check clearing time needed clearing_process_timer=1693.375083 2020-08-12 05:30:13 DEBUG: check init order needed init_order_process_timer=1793.375393 2020-08-12 05:30:14 DEBUG: check clearing time needed clearing_process_timer=1694.376638 2020-08-12 05:30:14 DEBUG: check init order needed init_order_process_timer=1794.3769 2020-08-12 05:30:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:14.787Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "e300b9c3-e665-a2df-1ebc-da475c199196", "grossValue": 18717500, "homeNotional": 5.628729032984352, "foreignNotional": 2107.1147134976923}]} 2020-08-12 05:30:14 DEBUG: message ignored 2020-08-12 05:30:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:14.805Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9747dc8-55da-86f4-a798-0e1c279aaeeb", "grossValue": 18717500, "homeNotional": 5.628729032984352, "foreignNotional": 2107.1147134976923}]} 2020-08-12 05:30:14 DEBUG: message ignored 2020-08-12 05:30:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:14.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "ebdc8258-038b-f6d2-9d7f-d3183ef58c55", "grossValue": 486590, "homeNotional": 0.14634695485759316, "foreignNotional": 54.77766520319712}]} 2020-08-12 05:30:14 DEBUG: message ignored 2020-08-12 05:30:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:15.146Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "effd2b93-45f9-92d6-4e09-e674d78060cb", "grossValue": 636395, "homeNotional": 0.19137678712146797, "foreignNotional": 71.64190025892154}]} 2020-08-12 05:30:15 DEBUG: message ignored 2020-08-12 05:30:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:15.198Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "e147acf2-dd17-2f86-cef6-2b02ed7a555f", "grossValue": 449160, "homeNotional": 0.13508949679162446, "foreignNotional": 50.56399864910503}]} 2020-08-12 05:30:15 DEBUG: message ignored 2020-08-12 05:30:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:15.283Z", "symbol": "ETHUSD", "side": "Sell", "size": 223, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "060858a6-6b51-b73b-a4b5-e5cb9cb19c92", "grossValue": 8346890, "homeNotional": 2.510413148711021, "foreignNotional": 939.6476415625352}, {"timestamp": "2020-08-12T02:30:15.283Z", "symbol": "ETHUSD", "side": "Sell", "size": 898, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "a35a0055-b815-b42f-6532-c7008763885c", "grossValue": 33612140, "homeNotional": 10.109197343239897, "foreignNotional": 3783.8725655746935}]} 2020-08-12 05:30:15 DEBUG: message ignored 2020-08-12 05:30:15 DEBUG: check clearing time needed clearing_process_timer=1695.378059 2020-08-12 05:30:15 DEBUG: check init order needed init_order_process_timer=1795.378325 2020-08-12 05:30:16 DEBUG: check clearing time needed clearing_process_timer=1696.379496 2020-08-12 05:30:16 DEBUG: check init order needed init_order_process_timer=1796.37975 2020-08-12 05:30:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:16.752Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "9002d16a-d16c-a76b-0428-c05323b77a96", "grossValue": 374300, "homeNotional": 0.11257458065968705, "foreignNotional": 42.13666554092086}]} 2020-08-12 05:30:16 DEBUG: message ignored 2020-08-12 05:30:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:16.770Z", "symbol": "ETHUSD", "side": "Buy", "size": 2785, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "8b59a51b-b83b-0956-1812-4969e747796f", "grossValue": 104256475, "homeNotional": 31.35202071372284, "foreignNotional": 11736.628954182146}, {"timestamp": "2020-08-12T02:30:16.770Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "28a70504-3f40-efb4-997b-4ba87587d39c", "grossValue": 1497400, "homeNotional": 0.4502983226387482, "foreignNotional": 168.56917707981538}, {"timestamp": "2020-08-12T02:30:16.770Z", "symbol": "ETHUSD", "side": "Buy", "size": 158, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "82747a61-d419-81f3-402a-e5a618bb49cd", "grossValue": 5914730, "homeNotional": 1.7786783744230552, "foreignNotional": 665.8482494652708}, {"timestamp": "2020-08-12T02:30:16.770Z", "symbol": "ETHUSD", "side": "Buy", "size": 316, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a1316a1-8347-d3e5-2f30-694e54fcb6ba", "grossValue": 11829460, "homeNotional": 3.5573567488461104, "foreignNotional": 1331.6964989305416}]} 2020-08-12 05:30:16 DEBUG: message ignored 2020-08-12 05:30:17 DEBUG: check clearing time needed clearing_process_timer=1697.38091 2020-08-12 05:30:17 DEBUG: check init order needed init_order_process_timer=1797.381179 2020-08-12 05:30:18 DEBUG: check clearing time needed clearing_process_timer=1698.382346 2020-08-12 05:30:18 DEBUG: check init order needed init_order_process_timer=1798.382622 2020-08-12 05:30:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:18.469Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "b400aaa9-c8b3-c4b5-b1de-192db02ecaf5", "grossValue": 1123350, "homeNotional": 0.33772374197906113, "foreignNotional": 126.46065518405943}]} 2020-08-12 05:30:18 DEBUG: message ignored 2020-08-12 05:30:19 DEBUG: check clearing time needed clearing_process_timer=1699.383824 2020-08-12 05:30:19 DEBUG: check init order needed init_order_process_timer=1799.384118 2020-08-12 05:30:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:19.690Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "53791380-48d7-705b-d217-2fc9c118db27", "grossValue": 1497800, "homeNotional": 0.4502983226387482, "foreignNotional": 168.61420691207925}, {"timestamp": "2020-08-12T02:30:19.690Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "db8850fa-3cad-4bc1-56b0-f60474cef0d5", "grossValue": 1497800, "homeNotional": 0.4502983226387482, "foreignNotional": 168.61420691207925}, {"timestamp": "2020-08-12T02:30:19.690Z", "symbol": "ETHUSD", "side": "Buy", "size": 488, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "ae6c3cc2-14c3-4ae3-198c-eb4664d39ac6", "grossValue": 18275600, "homeNotional": 5.4936395361927275, "foreignNotional": 2057.3680063041766}]} 2020-08-12 05:30:19 DEBUG: message ignored 2020-08-12 05:30:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:19.833Z", "symbol": "ETHUSD", "side": "Buy", "size": 565, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "9cd143a7-333f-93c1-82eb-a573fb35dfab", "grossValue": 21159250, "homeNotional": 6.360463807272318, "foreignNotional": 2381.993695823483}]} 2020-08-12 05:30:19 DEBUG: message ignored 2020-08-12 05:30:20 DEBUG: check clearing time needed clearing_process_timer=1700.385301 2020-08-12 05:30:20 DEBUG: check init order needed init_order_process_timer=1800.385543 2020-08-12 05:30:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:20.634Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "aef28cfc-9387-26bd-97d2-0c836c3e9fea", "grossValue": 3145380, "homeNotional": 0.9456264775413712, "foreignNotional": 354.0898345153664}]} 2020-08-12 05:30:20 DEBUG: message ignored 2020-08-12 05:30:21 DEBUG: check clearing time needed clearing_process_timer=1701.386224 2020-08-12 05:30:21 DEBUG: check init order needed init_order_process_timer=1801.386491 2020-08-12 05:30:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:21.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 1906, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "5cd212e2-c7fd-d73d-f6f1-b6cc93268879", "grossValue": 71379700, "homeNotional": 21.45671507373635, "foreignNotional": 8035.539795114263}]} 2020-08-12 05:30:21 DEBUG: message ignored 2020-08-12 05:30:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:21.485Z", "symbol": "ETHUSD", "side": "Buy", "size": 1885, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "af50e2ce-6e23-0779-893c-93088b6a9178", "grossValue": 70593250, "homeNotional": 21.220308454351006, "foreignNotional": 7947.005516154452}]} 2020-08-12 05:30:21 DEBUG: message ignored 2020-08-12 05:30:22 DEBUG: check clearing time needed clearing_process_timer=1702.387669 2020-08-12 05:30:22 DEBUG: check init order needed init_order_process_timer=1802.387949 2020-08-12 05:30:23 DEBUG: check clearing time needed clearing_process_timer=1703.389141 2020-08-12 05:30:23 DEBUG: check init order needed init_order_process_timer=1803.389404 2020-08-12 05:30:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:24.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 416, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "b3de367c-d89a-e25c-aab0-c37ea7db60e2", "grossValue": 15577120, "homeNotional": 4.683102555442981, "foreignNotional": 1753.5877518856241}, {"timestamp": "2020-08-12T02:30:24.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 474, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b57ee120-e452-fc8b-0d62-e83cd4481fca", "grossValue": 17748930, "homeNotional": 5.336035123269165, "foreignNotional": 1998.0783519081392}]} 2020-08-12 05:30:24 DEBUG: message ignored 2020-08-12 05:30:24 DEBUG: check clearing time needed clearing_process_timer=1704.390588 2020-08-12 05:30:24 DEBUG: check init order needed init_order_process_timer=1804.390907 2020-08-12 05:30:25 DEBUG: check clearing time needed clearing_process_timer=1705.392089 2020-08-12 05:30:25 DEBUG: check init order needed init_order_process_timer=1805.3924 2020-08-12 05:30:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:25.864Z", "symbol": "ETHUSD", "side": "Sell", "size": 309, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "36ab2c32-b083-3972-0676-ae050baacd74", "grossValue": 11570505, "homeNotional": 3.47855454238433, "foreignNotional": 1302.5447483958121}]} 2020-08-12 05:30:25 DEBUG: message ignored 2020-08-12 05:30:26 DEBUG: check clearing time needed clearing_process_timer=1706.3936 2020-08-12 05:30:26 DEBUG: check init order needed init_order_process_timer=1806.393884 2020-08-12 05:30:27 DEBUG: check clearing time needed clearing_process_timer=1707.39506 2020-08-12 05:30:27 DEBUG: check init order needed init_order_process_timer=1807.395334 2020-08-12 05:30:28 DEBUG: check clearing time needed clearing_process_timer=1708.396518 2020-08-12 05:30:28 DEBUG: check init order needed init_order_process_timer=1808.396808 2020-08-12 05:30:29 DEBUG: check clearing time needed clearing_process_timer=1709.39799 2020-08-12 05:30:29 DEBUG: check init order needed init_order_process_timer=1809.398254 2020-08-12 05:30:30 DEBUG: check clearing time needed clearing_process_timer=1710.399456 2020-08-12 05:30:30 DEBUG: check init order needed init_order_process_timer=1810.399828 2020-08-12 05:30:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:30.564Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "193317f4-17dc-3a87-381f-7ba0f34dbb4e", "grossValue": 3745000, "homeNotional": 1.1268875366238449, "foreignNotional": 422.0193824656299}]} 2020-08-12 05:30:30 DEBUG: message ignored 2020-08-12 05:30:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:30.899Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "e99c71f5-1cc6-9fba-d8bb-ab85e9f9696c", "grossValue": 374450, "homeNotional": 0.1126887536623845, "foreignNotional": 42.196303808879875}]} 2020-08-12 05:30:31 DEBUG: message ignored 2020-08-12 05:30:31 DEBUG: check clearing time needed clearing_process_timer=1711.401048 2020-08-12 05:30:31 DEBUG: check init order needed init_order_process_timer=1811.401357 2020-08-12 05:30:32 DEBUG: check clearing time needed clearing_process_timer=1712.402538 2020-08-12 05:30:32 DEBUG: check init order needed init_order_process_timer=1812.402872 2020-08-12 05:30:33 DEBUG: check clearing time needed clearing_process_timer=1713.40406 2020-08-12 05:30:33 DEBUG: check init order needed init_order_process_timer=1813.404355 2020-08-12 05:30:34 DEBUG: check clearing time needed clearing_process_timer=1714.405544 2020-08-12 05:30:34 DEBUG: check init order needed init_order_process_timer=1814.405822 2020-08-12 05:30:35 DEBUG: check clearing time needed clearing_process_timer=1715.406993 2020-08-12 05:30:35 DEBUG: check init order needed init_order_process_timer=1815.407255 2020-08-12 05:30:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:35.942Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "95946913-4156-7457-1fe3-8729608bb429", "grossValue": 37445, "homeNotional": 0.011268875366238449, "foreignNotional": 4.219630380887987}]} 2020-08-12 05:30:36 DEBUG: message ignored 2020-08-12 05:30:36 DEBUG: check clearing time needed clearing_process_timer=1716.408418 2020-08-12 05:30:36 DEBUG: check init order needed init_order_process_timer=1816.408686 2020-08-12 05:30:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:37.106Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "d1ba17b4-85a6-2314-df9a-f2576c8d9e3d", "grossValue": 1123500, "homeNotional": 0.3380662609871535, "foreignNotional": 126.60581473968898}, {"timestamp": "2020-08-12T02:30:37.106Z", "symbol": "ETHUSD", "side": "Buy", "size": 26671, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "49e46a57-a773-3c9d-e30c-eb6eb4381507", "grossValue": 998828950, "homeNotional": 300.5521748929457, "foreignNotional": 112556.78949740816}]} 2020-08-12 05:30:37 DEBUG: message ignored 2020-08-12 05:30:37 DEBUG: check clearing time needed clearing_process_timer=1717.40909 2020-08-12 05:30:37 DEBUG: check init order needed init_order_process_timer=1817.409369 2020-08-12 05:30:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:37.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 13329, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "0a366ecf-4bbf-8e64-4758-4193ba34622e", "grossValue": 499171050, "homeNotional": 150.20283975659228, "foreignNotional": 56250.963488843816}, {"timestamp": "2020-08-12T02:30:37.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 1671, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f6e4379-2b86-a586-c0cd-144ed9f02892", "grossValue": 62578950, "homeNotional": 18.83029073698445, "foreignNotional": 7051.943881000676}]} 2020-08-12 05:30:37 DEBUG: message ignored 2020-08-12 05:30:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:38.188Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "b40b6cf5-4e26-bc71-974f-8df0b533fd39", "grossValue": 18725000, "homeNotional": 5.634437683119224, "foreignNotional": 2110.0969123281498}]} 2020-08-12 05:30:38 DEBUG: message ignored 2020-08-12 05:30:38 DEBUG: check clearing time needed clearing_process_timer=1718.410541 2020-08-12 05:30:38 DEBUG: check init order needed init_order_process_timer=1818.41087 2020-08-12 05:30:39 DEBUG: check clearing time needed clearing_process_timer=1719.412079 2020-08-12 05:30:39 DEBUG: check init order needed init_order_process_timer=1819.412383 2020-08-12 05:30:40 DEBUG: check clearing time needed clearing_process_timer=1720.413092 2020-08-12 05:30:40 DEBUG: check init order needed init_order_process_timer=1820.413444 2020-08-12 05:30:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:40.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "e0437096-db8a-69bd-1459-ed1463740e50", "grossValue": 224670, "homeNotional": 0.0676132521974307, "foreignNotional": 25.317782285327926}, {"timestamp": "2020-08-12T02:30:40.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "67898cc1-273a-944f-edfb-e25008989679", "grossValue": 262115, "homeNotional": 0.07888212756366915, "foreignNotional": 29.53741266621591}]} 2020-08-12 05:30:40 DEBUG: message ignored 2020-08-12 05:30:41 DEBUG: check clearing time needed clearing_process_timer=1721.414677 2020-08-12 05:30:41 DEBUG: check init order needed init_order_process_timer=1821.414965 2020-08-12 05:30:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:41.830Z", "symbol": "ETHUSD", "side": "Buy", "size": 1242, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "68b2367f-1948-bf03-d08e-1a41cd94c755", "grossValue": 46512900, "homeNotional": 13.995943204868155, "foreignNotional": 5241.480730223124}]} 2020-08-12 05:30:41 DEBUG: message ignored 2020-08-12 05:30:42 DEBUG: check clearing time needed clearing_process_timer=1722.416127 2020-08-12 05:30:42 DEBUG: check init order needed init_order_process_timer=1822.416443 2020-08-12 05:30:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:43.265Z", "symbol": "ETHUSD", "side": "Sell", "size": 201, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "8b696c3f-e82d-8a07-7de5-61dbabf1098f", "grossValue": 7526445, "homeNotional": 2.265043948613928, "foreignNotional": 848.1457065584855}]} 2020-08-12 05:30:43 DEBUG: message ignored 2020-08-12 05:30:43 DEBUG: check clearing time needed clearing_process_timer=1723.417085 2020-08-12 05:30:43 DEBUG: check init order needed init_order_process_timer=1823.417377 2020-08-12 05:30:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:43.498Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "efb58253-da42-1268-18b2-7dfedc49f9eb", "grossValue": 37450000, "homeNotional": 11.268875366238449, "foreignNotional": 4220.1938246562995}]} 2020-08-12 05:30:43 DEBUG: message ignored 2020-08-12 05:30:44 DEBUG: check clearing time needed clearing_process_timer=1724.418545 2020-08-12 05:30:44 DEBUG: check init order needed init_order_process_timer=1824.418842 2020-08-12 05:30:45 DEBUG: check clearing time needed clearing_process_timer=1725.42004 2020-08-12 05:30:45 DEBUG: check init order needed init_order_process_timer=1825.420369 2020-08-12 05:30:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:45.925Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "08f8bf83-6fbc-20f2-cf80-7199710eee07", "grossValue": 898680, "homeNotional": 0.2704530087897228, "foreignNotional": 101.2711291413117}]} 2020-08-12 05:30:46 DEBUG: message ignored 2020-08-12 05:30:46 DEBUG: check clearing time needed clearing_process_timer=1726.421105 2020-08-12 05:30:46 DEBUG: check init order needed init_order_process_timer=1826.421405 2020-08-12 05:30:47 DEBUG: check clearing time needed clearing_process_timer=1727.422615 2020-08-12 05:30:47 DEBUG: check init order needed init_order_process_timer=1827.422865 2020-08-12 05:30:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:48.354Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "ca80e8a5-a698-4a9f-3f3b-f0529de74b5e", "grossValue": 18725000, "homeNotional": 5.634437683119224, "foreignNotional": 2110.0969123281498}]} 2020-08-12 05:30:48 DEBUG: message ignored 2020-08-12 05:30:48 DEBUG: check clearing time needed clearing_process_timer=1728.424028 2020-08-12 05:30:48 DEBUG: check init order needed init_order_process_timer=1828.424288 2020-08-12 05:30:49 DEBUG: check clearing time needed clearing_process_timer=1729.425323 2020-08-12 05:30:49 DEBUG: check init order needed init_order_process_timer=1829.425656 2020-08-12 05:30:50 DEBUG: check clearing time needed clearing_process_timer=1730.426914 2020-08-12 05:30:50 DEBUG: check init order needed init_order_process_timer=1830.427189 2020-08-12 05:30:51 DEBUG: check clearing time needed clearing_process_timer=1731.428367 2020-08-12 05:30:51 DEBUG: check init order needed init_order_process_timer=1831.428638 2020-08-12 05:30:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:52.305Z", "symbol": "ETHUSD", "side": "Buy", "size": 87, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "039edab3-6e76-bde3-c641-f91d67d299db", "grossValue": 3258150, "homeNotional": 0.9803921568627451, "foreignNotional": 367.15686274509807}, {"timestamp": "2020-08-12T02:30:52.305Z", "symbol": "ETHUSD", "side": "Buy", "size": 80, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "40fca932-c98d-3153-188a-adcb71dee208", "grossValue": 2996000, "homeNotional": 0.901510029299076, "foreignNotional": 337.61550597250397}]} 2020-08-12 05:30:52 DEBUG: message ignored 2020-08-12 05:30:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:30:52.312Z", "symbol": "ETHUSD", "side": "Buy", "size": 327, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "c22fe5f8-082f-3c24-9eef-03294a22ac96", "grossValue": 12246150, "homeNotional": 3.684922244759973, "foreignNotional": 1380.00338066261}]} 2020-08-12 05:30:52 DEBUG: message ignored 2020-08-12 05:30:52 DEBUG: check clearing time needed clearing_process_timer=1732.429797 2020-08-12 05:30:52 DEBUG: check init order needed init_order_process_timer=1832.430056 2020-08-12 05:30:53 DEBUG: check clearing time needed clearing_process_timer=1733.431236 2020-08-12 05:30:53 DEBUG: check init order needed init_order_process_timer=1833.431517 2020-08-12 05:30:54 DEBUG: check clearing time needed clearing_process_timer=1734.432756 2020-08-12 05:30:54 DEBUG: check init order needed init_order_process_timer=1834.433113 2020-08-12 05:30:55 DEBUG: check clearing time needed clearing_process_timer=1735.43429 2020-08-12 05:30:55 DEBUG: check init order needed init_order_process_timer=1835.434553 2020-08-12 05:30:56 DEBUG: check clearing time needed clearing_process_timer=1736.435768 2020-08-12 05:30:56 DEBUG: check init order needed init_order_process_timer=1836.436022 2020-08-12 05:30:57 DEBUG: check clearing time needed clearing_process_timer=1737.437191 2020-08-12 05:30:57 DEBUG: check init order needed init_order_process_timer=1837.43744 2020-08-12 05:30:58 DEBUG: check clearing time needed clearing_process_timer=1738.438627 2020-08-12 05:30:58 DEBUG: check init order needed init_order_process_timer=1838.438907 2020-08-12 05:30:59 DEBUG: check clearing time needed clearing_process_timer=1739.440146 2020-08-12 05:30:59 DEBUG: check init order needed init_order_process_timer=1839.440463 2020-08-12 05:31:00 DEBUG: check clearing time needed clearing_process_timer=1740.441694 2020-08-12 05:31:00 DEBUG: check init order needed init_order_process_timer=1840.441977 2020-08-12 05:31:01 DEBUG: check clearing time needed clearing_process_timer=1741.44317 2020-08-12 05:31:01 DEBUG: check init order needed init_order_process_timer=1841.443502 2020-08-12 05:31:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:02.341Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "68681730-3623-20af-8de1-40efbb130984", "grossValue": 37450, "homeNotional": 0.011266336187471835, "foreignNotional": 4.219242902208202}]} 2020-08-12 05:31:02 DEBUG: message ignored 2020-08-12 05:31:02 DEBUG: check clearing time needed clearing_process_timer=1742.444738 2020-08-12 05:31:02 DEBUG: check init order needed init_order_process_timer=1842.445117 2020-08-12 05:31:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "b8d99bb1-3363-e110-bc2d-79e0ffcd262b", "grossValue": 2658595, "homeNotional": 0.7999098693105002, "foreignNotional": 299.5262505633168}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f263691-4466-7d07-c197-2fb4664e805b", "grossValue": 936125, "homeNotional": 0.28165840468679587, "foreignNotional": 105.4669896349707}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e8d24ed-e825-61b7-616f-8e4cb95eb0ad", "grossValue": 1872250, "homeNotional": 0.5633168093735917, "foreignNotional": 210.9339792699414}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "674e5f68-34c4-f1a0-c89d-b9cd6334aacb", "grossValue": 37445000, "homeNotional": 11.266336187471834, "foreignNotional": 4218.679585398829}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "469cc69c-4308-1920-dc11-b19205bfb4cc", "grossValue": 11233500, "homeNotional": 3.3799008562415502, "foreignNotional": 1265.6038756196485}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "77149388-a723-c427-cfd3-6fdc7ad4f5ef", "grossValue": 1460355, "homeNotional": 0.4393871113114015, "foreignNotional": 164.5285038305543}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 143, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4cfcd5b7-1bda-b9bd-bbcf-94485748ba6f", "grossValue": 5354635, "homeNotional": 1.6110860748084723, "foreignNotional": 603.2711807120324}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e9e3b9c-3e7b-3983-d6a2-823ab9885869", "grossValue": 224670000, "homeNotional": 67.598017124831, "foreignNotional": 25312.07751239297}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "897c19d6-5d86-ad1b-448d-bb2227e2507e", "grossValue": 1722470, "homeNotional": 0.5182514646237044, "foreignNotional": 194.0592609283461}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 5564, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc7c67e2-dd34-7f13-6415-ceeec5157ddd", "grossValue": 208343980, "homeNotional": 62.685894547093284, "foreignNotional": 23472.73321315908}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "70b1faae-fa18-7be1-dc5a-270e9c93313d", "grossValue": 1909695, "homeNotional": 0.5745831455610635, "foreignNotional": 215.15265885534023}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 3964, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4e115b1-cae8-2194-1d39-6db50007440d", "grossValue": 148431980, "homeNotional": 44.65975664713835, "foreignNotional": 16722.845876520954}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b03f3c17-ec08-184f-3e63-f3fdd3f94805", "grossValue": 2845820, "homeNotional": 0.8562415502478594, "foreignNotional": 320.61964849031096}, {"timestamp": "2020-08-12T02:31:02.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "31dfc939-ed69-6cc6-5d25-e4422838721f", "grossValue": 1273130, "homeNotional": 0.3830554303740424, "foreignNotional": 143.43510590356016}]} 2020-08-12 05:31:02 DEBUG: message ignored 2020-08-12 05:31:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:03.039Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "478abb72-afde-0050-aa96-b81049ce9988", "grossValue": 1123200, "homeNotional": 0.337990085624155, "foreignNotional": 126.54348805768365}, {"timestamp": "2020-08-12T02:31:03.039Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "31962f20-f88d-55f0-c056-0475fec236c6", "grossValue": 2658240, "homeNotional": 0.7999098693105002, "foreignNotional": 299.48625506985127}]} 2020-08-12 05:31:03 DEBUG: message ignored 2020-08-12 05:31:03 DEBUG: check clearing time needed clearing_process_timer=1743.446349 2020-08-12 05:31:03 DEBUG: check init order needed init_order_process_timer=1843.446633 2020-08-12 05:31:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:04.114Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "8f44c258-1a90-4e07-f436-1011d40baf03", "grossValue": 2657885, "homeNotional": 0.7999098693105002, "foreignNotional": 299.4462595763858}, {"timestamp": "2020-08-12T02:31:04.114Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "58b967fc-bffe-5278-9708-0308283f1b3d", "grossValue": 1085615, "homeNotional": 0.3267237494366832, "foreignNotional": 122.30903560162236}, {"timestamp": "2020-08-12T02:31:04.114Z", "symbol": "ETHUSD", "side": "Sell", "size": 280, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "dcae9844-18de-d0c4-8627-01e0e03a6edf", "grossValue": 10481800, "homeNotional": 3.1545741324921135, "foreignNotional": 1180.9148264984228}]} 2020-08-12 05:31:04 DEBUG: message ignored 2020-08-12 05:31:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:04.208Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "479e6018-a0f3-742a-780d-54b76a486689", "grossValue": 486720, "homeNotional": 0.14646237043713384, "foreignNotional": 54.83551149166291}]} 2020-08-12 05:31:04 DEBUG: message ignored 2020-08-12 05:31:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:04.214Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "cfb20f8c-a09c-6031-1ce3-628fc4cb0c0b", "grossValue": 374400, "homeNotional": 0.11266336187471834, "foreignNotional": 42.18116268589455}]} 2020-08-12 05:31:04 DEBUG: message ignored 2020-08-12 05:31:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:04.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "d95e3f3d-fbfd-239a-7c1a-e70a8274b2bf", "grossValue": 374400, "homeNotional": 0.11266336187471834, "foreignNotional": 42.18116268589455}]} 2020-08-12 05:31:04 DEBUG: message ignored 2020-08-12 05:31:04 DEBUG: check clearing time needed clearing_process_timer=1744.447805 2020-08-12 05:31:04 DEBUG: check init order needed init_order_process_timer=1844.448147 2020-08-12 05:31:05 DEBUG: check clearing time needed clearing_process_timer=1745.449402 2020-08-12 05:31:05 DEBUG: check init order needed init_order_process_timer=1845.449705 2020-08-12 05:31:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:05.855Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "4b595d15-8173-8c31-d676-791e99c694ab", "grossValue": 1347660, "homeNotional": 0.40558810274898605, "foreignNotional": 151.83190626408293}, {"timestamp": "2020-08-12T02:31:05.855Z", "symbol": "ETHUSD", "side": "Sell", "size": 1391, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "7306e4b0-7cac-4d2e-85d0-5eb1efb6acb9", "grossValue": 52072085, "homeNotional": 15.671473636773321, "foreignNotional": 5866.616155926093}, {"timestamp": "2020-08-12T02:31:05.855Z", "symbol": "ETHUSD", "side": "Sell", "size": 991, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5bd994b-ce8c-7e7a-8c88-53486c1a249f", "grossValue": 37098085, "homeNotional": 11.164939161784588, "foreignNotional": 4179.5949752140605}, {"timestamp": "2020-08-12T02:31:05.855Z", "symbol": "ETHUSD", "side": "Sell", "size": 270, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "41ef90ae-9191-d5f2-0665-d5cbdb5d58f3", "grossValue": 10107450, "homeNotional": 3.0419107706173953, "foreignNotional": 1138.739296980622}, {"timestamp": "2020-08-12T02:31:05.855Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2f5213c2-77a2-10d3-c265-0aff3f0529b2", "grossValue": 2021490, "homeNotional": 0.6083821541234791, "foreignNotional": 227.74785939612437}]} 2020-08-12 05:31:05 DEBUG: message ignored 2020-08-12 05:31:06 DEBUG: check clearing time needed clearing_process_timer=1746.450915 2020-08-12 05:31:06 DEBUG: check init order needed init_order_process_timer=1846.451179 2020-08-12 05:31:07 DEBUG: check clearing time needed clearing_process_timer=1747.452364 2020-08-12 05:31:07 DEBUG: check init order needed init_order_process_timer=1847.452659 2020-08-12 05:31:08 DEBUG: check clearing time needed clearing_process_timer=1748.453908 2020-08-12 05:31:08 DEBUG: check init order needed init_order_process_timer=1848.454201 2020-08-12 05:31:09 DEBUG: check clearing time needed clearing_process_timer=1749.455421 2020-08-12 05:31:09 DEBUG: check init order needed init_order_process_timer=1849.45569 2020-08-12 05:31:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "e78cfcfd-8773-d848-e32a-deefab98256b", "grossValue": 1122900, "homeNotional": 0.337990085624155, "foreignNotional": 126.50968904912122}, {"timestamp": "2020-08-12T02:31:10.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "37837c49-1e35-4d20-6af1-09b9b67be906", "grossValue": 935750, "homeNotional": 0.28165840468679587, "foreignNotional": 105.42474087426768}, {"timestamp": "2020-08-12T02:31:10.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "2eaff24d-5a74-281c-3d28-60380561422f", "grossValue": 1085470, "homeNotional": 0.3267237494366832, "foreignNotional": 122.29269941415052}, {"timestamp": "2020-08-12T02:31:10.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "9dbadfa1-b559-1fef-d1b9-06dff34f5960", "grossValue": 37430000, "homeNotional": 11.266336187471834, "foreignNotional": 4216.989634970708}, {"timestamp": "2020-08-12T02:31:10.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9a05012-c579-2ab9-c617-8e9c52b3b17e", "grossValue": 2657530, "homeNotional": 0.7999098693105002, "foreignNotional": 299.40626408292025}, {"timestamp": "2020-08-12T02:31:10.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "277ce9de-70a7-08c5-1915-06cecd9b9b4f", "grossValue": 2507810, "homeNotional": 0.7548445245606129, "foreignNotional": 282.5383055430374}, {"timestamp": "2020-08-12T02:31:10.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "dbc3cb4a-3a41-2b0a-eb73-d4855a8db029", "grossValue": 1272620, "homeNotional": 0.3830554303740424, "foreignNotional": 143.37764758900406}]} 2020-08-12 05:31:10 DEBUG: message ignored 2020-08-12 05:31:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.166Z", "symbol": "ETHUSD", "side": "Sell", "size": 213, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "34e0d170-d55b-840c-242e-c8a1795c17e2", "grossValue": 7972590, "homeNotional": 2.3997296079315005, "foreignNotional": 898.2187922487607}, {"timestamp": "2020-08-12T02:31:10.166Z", "symbol": "ETHUSD", "side": "Sell", "size": 348, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c08b106-26a8-23ce-34f2-21406e16d151", "grossValue": 13025640, "homeNotional": 3.920684993240198, "foreignNotional": 1467.5123929698061}]} 2020-08-12 05:31:10 DEBUG: message ignored 2020-08-12 05:31:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "946294a3-0360-31d0-03ee-5f504e4d68dc", "grossValue": 2657175, "homeNotional": 0.7999098693105002, "foreignNotional": 299.3662685894547}, {"timestamp": "2020-08-12T02:31:10.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "bfbdfe13-eb9a-838f-8ddf-02989c94c6c9", "grossValue": 1122600, "homeNotional": 0.337990085624155, "foreignNotional": 126.47589004055881}, {"timestamp": "2020-08-12T02:31:10.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "2656f577-b178-4f75-f934-12d1f6c48e22", "grossValue": 1085180, "homeNotional": 0.3267237494366832, "foreignNotional": 122.26002703920685}, {"timestamp": "2020-08-12T02:31:10.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "6cdf2e82-d88f-5c58-dd40-2b4792da7b92", "grossValue": 2656820, "homeNotional": 0.7999098693105002, "foreignNotional": 299.32627309598917}, {"timestamp": "2020-08-12T02:31:10.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "704b986c-086f-f95c-38f7-636ffeaf0d94", "grossValue": 74840, "homeNotional": 0.02253267237494367, "foreignNotional": 8.43172600270392}, {"timestamp": "2020-08-12T02:31:10.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 1570, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "46b72a48-369a-be8c-3627-a3c23b2f3fd4", "grossValue": 58749400, "homeNotional": 17.68814781433078, "foreignNotional": 6618.904912122578}]} 2020-08-12 05:31:10 DEBUG: message ignored 2020-08-12 05:31:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.187Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "8a3250d1-dcc6-4843-a15a-9b8eee8e87d3", "grossValue": 486525, "homeNotional": 0.14646237043713384, "foreignNotional": 54.81354213609734}]} 2020-08-12 05:31:10 DEBUG: message ignored 2020-08-12 05:31:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.190Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "4928a948-e7c4-8e10-40bd-3bd314da89dc", "grossValue": 486525, "homeNotional": 0.14646237043713384, "foreignNotional": 54.81354213609734}]} 2020-08-12 05:31:10 DEBUG: message ignored 2020-08-12 05:31:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.215Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4c129ad-cdfa-c94a-43a3-1f1ed29be7f4", "grossValue": 486525, "homeNotional": 0.14646237043713384, "foreignNotional": 54.81354213609734}]} 2020-08-12 05:31:10 DEBUG: message ignored 2020-08-12 05:31:10 DEBUG: check clearing time needed clearing_process_timer=1750.456884 2020-08-12 05:31:10 DEBUG: check init order needed init_order_process_timer=1850.457183 2020-08-12 05:31:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.762Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed715eab-3675-9856-2a84-036551e9144f", "grossValue": 37425, "homeNotional": 0.011266336187471835, "foreignNotional": 4.216426318161334}]} 2020-08-12 05:31:10 DEBUG: message ignored 2020-08-12 05:31:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:10.964Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "7341c599-cc06-eaf4-baf9-b76afde7373f", "grossValue": 187100, "homeNotional": 0.05633168093735917, "foreignNotional": 21.079315006759803}]} 2020-08-12 05:31:11 DEBUG: message ignored 2020-08-12 05:31:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:11.336Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "5352bff0-34a7-dc97-dc8e-0a91acfac472", "grossValue": 3741500, "homeNotional": 1.1266336187471835, "foreignNotional": 421.52996845425866}, {"timestamp": "2020-08-12T02:31:11.336Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc8435a4-99bb-7a6a-569a-aba866f2339a", "grossValue": 1085035, "homeNotional": 0.3267237494366832, "foreignNotional": 122.24369085173501}, {"timestamp": "2020-08-12T02:31:11.336Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "43ce104e-8309-8c5b-9703-7578cd6ba16b", "grossValue": 2656465, "homeNotional": 0.7999098693105002, "foreignNotional": 299.2862776025237}, {"timestamp": "2020-08-12T02:31:11.336Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "0cbffcf8-5b19-121c-e902-d62fc7a59c0e", "grossValue": 2431975, "homeNotional": 0.7323118521856692, "foreignNotional": 273.99447949526814}]} 2020-08-12 05:31:11 DEBUG: message ignored 2020-08-12 05:31:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:11.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "92222c08-c9df-6b91-4eee-7fd9d6091ef7", "grossValue": 449040, "homeNotional": 0.135196034249662, "foreignNotional": 50.590356016223524}]} 2020-08-12 05:31:11 DEBUG: message ignored 2020-08-12 05:31:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:11.390Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "723ca94a-cc17-aacd-5a48-d724a93e3380", "grossValue": 411620, "homeNotional": 0.12392969806219017, "foreignNotional": 46.37449301487156}]} 2020-08-12 05:31:11 DEBUG: message ignored 2020-08-12 05:31:11 DEBUG: check clearing time needed clearing_process_timer=1751.45835 2020-08-12 05:31:11 DEBUG: check init order needed init_order_process_timer=1851.458519 2020-08-12 05:31:12 DEBUG: check clearing time needed clearing_process_timer=1752.459746 2020-08-12 05:31:12 DEBUG: check init order needed init_order_process_timer=1852.460018 2020-08-12 05:31:13 DEBUG: check clearing time needed clearing_process_timer=1753.4612 2020-08-12 05:31:13 DEBUG: check init order needed init_order_process_timer=1853.461497 2020-08-12 05:31:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:14.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 1934, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "e3724c86-1a35-8e64-aed3-006af5c8b9b2", "grossValue": 72360610, "homeNotional": 21.789094186570527, "foreignNotional": 8152.389589905363}, {"timestamp": "2020-08-12T02:31:14.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 62, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "b304ac99-22a1-5d2c-eaa7-d5d861a163d8", "grossValue": 2319730, "homeNotional": 0.6985128436232537, "foreignNotional": 261.34858044164037}, {"timestamp": "2020-08-12T02:31:14.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 87, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "6e22ebea-b302-7304-65d3-b0074daeb329", "grossValue": 3255105, "homeNotional": 0.9801712483100495, "foreignNotional": 366.73107255520506}]} 2020-08-12 05:31:14 DEBUG: message ignored 2020-08-12 05:31:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:14.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "5b2ed76d-ea9c-1c81-db11-72f289a196d9", "grossValue": 1122300, "homeNotional": 0.337990085624155, "foreignNotional": 126.4420910319964}]} 2020-08-12 05:31:14 DEBUG: message ignored 2020-08-12 05:31:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:14.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "8ae2f937-d69b-f62a-1875-791e4d52dda7", "grossValue": 1084745, "homeNotional": 0.3267237494366832, "foreignNotional": 122.21101847679135}, {"timestamp": "2020-08-12T02:31:14.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 219, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "39e6d53a-6a9e-0e50-5bbc-eed6f2e9c634", "grossValue": 8191695, "homeNotional": 2.4673276250563316, "foreignNotional": 922.9038981523208}]} 2020-08-12 05:31:14 DEBUG: message ignored 2020-08-12 05:31:14 DEBUG: check clearing time needed clearing_process_timer=1754.46273 2020-08-12 05:31:14 DEBUG: check init order needed init_order_process_timer=1854.463013 2020-08-12 05:31:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:15.146Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "4615fae6-7f09-34b7-88b7-9fe61b8d8f6e", "grossValue": 1084600, "homeNotional": 0.3267237494366832, "foreignNotional": 122.19468228931952}, {"timestamp": "2020-08-12T02:31:15.146Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8acbf4a-413a-b556-c929-678ad01428e5", "grossValue": 935000, "homeNotional": 0.28165840468679587, "foreignNotional": 105.34024335286165}, {"timestamp": "2020-08-12T02:31:15.146Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a6c7acb-d747-4e96-fb5a-c6f82b24ffbd", "grossValue": 1496000, "homeNotional": 0.45065344749887337, "foreignNotional": 168.54438936457865}, {"timestamp": "2020-08-12T02:31:15.146Z", "symbol": "ETHUSD", "side": "Sell", "size": 146, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d28ece9-ff79-f91c-cae4-1676a1dc5edf", "grossValue": 5460400, "homeNotional": 1.6448850833708877, "foreignNotional": 615.187021180712}]} 2020-08-12 05:31:15 DEBUG: message ignored 2020-08-12 05:31:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:15.240Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "153c55c7-e6af-43cf-60ec-ec224f4eb787", "grossValue": 299200, "homeNotional": 0.09013068949977468, "foreignNotional": 33.70887787291573}]} 2020-08-12 05:31:15 DEBUG: message ignored 2020-08-12 05:31:15 DEBUG: check clearing time needed clearing_process_timer=1755.464226 2020-08-12 05:31:15 DEBUG: check init order needed init_order_process_timer=1855.464549 2020-08-12 05:31:16 DEBUG: check clearing time needed clearing_process_timer=1756.465761 2020-08-12 05:31:16 DEBUG: check init order needed init_order_process_timer=1856.46601 2020-08-12 05:31:17 DEBUG: check clearing time needed clearing_process_timer=1757.46719 2020-08-12 05:31:17 DEBUG: check init order needed init_order_process_timer=1857.467488 2020-08-12 05:31:18 DEBUG: check clearing time needed clearing_process_timer=1758.468694 2020-08-12 05:31:18 DEBUG: check init order needed init_order_process_timer=1858.469074 2020-08-12 05:31:19 DEBUG: check clearing time needed clearing_process_timer=1759.470333 2020-08-12 05:31:19 DEBUG: check init order needed init_order_process_timer=1859.470597 2020-08-12 05:31:20 DEBUG: check clearing time needed clearing_process_timer=1760.471774 2020-08-12 05:31:20 DEBUG: check init order needed init_order_process_timer=1860.472028 2020-08-12 05:31:21 DEBUG: check clearing time needed clearing_process_timer=1761.473233 2020-08-12 05:31:21 DEBUG: check init order needed init_order_process_timer=1861.473493 2020-08-12 05:31:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "ff383e07-b8c7-4323-27c9-912a0abd5d19", "grossValue": 1084310, "homeNotional": 0.3267237494366832, "foreignNotional": 122.16200991437584}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "5f0628cf-9c2b-b685-804a-81acfa53569c", "grossValue": 1495600, "homeNotional": 0.45065344749887337, "foreignNotional": 168.49932401982875}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 273, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "96ae95e0-f0a9-4d45-f3ea-453b9c0c6546", "grossValue": 10207470, "homeNotional": 3.0757097791798107, "foreignNotional": 1150.0078864353313}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "48d9dcd0-f699-f191-8d9c-aae159a40d81", "grossValue": 2654690, "homeNotional": 0.7999098693105002, "foreignNotional": 299.08630013519604}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 3281, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "cfdca1bd-d3c7-d59f-9560-55c9722306be", "grossValue": 122676590, "homeNotional": 36.964849031095085, "foreignNotional": 13821.157052726454}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "275a08c2-ecdf-7980-829a-152f20121668", "grossValue": 224340000, "homeNotional": 67.598017124831, "foreignNotional": 25274.898602974314}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "7094952b-fa07-d4ea-e502-89a9c187a81d", "grossValue": 186950, "homeNotional": 0.05633168093735917, "foreignNotional": 21.062415502478594}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "1b338b09-b97f-be2a-d98d-506de4cceced", "grossValue": 1084165, "homeNotional": 0.3267237494366832, "foreignNotional": 122.14567372690401}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "35867593-d6a6-33d1-bccb-19d192404349", "grossValue": 2654335, "homeNotional": 0.7999098693105002, "foreignNotional": 299.0463046417305}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "95516f32-4c4e-db48-2856-462e01f2cf83", "grossValue": 1495200, "homeNotional": 0.45065344749887337, "foreignNotional": 168.45425867507888}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9fd019a-47b6-c304-f1a5-dbfa60f38216", "grossValue": 37380, "homeNotional": 0.011266336187471835, "foreignNotional": 4.211356466876971}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "937bd4e8-c812-a6cb-71b0-6c6a780e2dd9", "grossValue": 3738000, "homeNotional": 1.1266336187471835, "foreignNotional": 421.13564668769715}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "f6857d9f-d924-c734-9bfe-97ef8efcb452", "grossValue": 3738000, "homeNotional": 1.1266336187471835, "foreignNotional": 421.13564668769715}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d06fbb2-6e4b-9ac7-1ba8-20e327ffb898", "grossValue": 3738000, "homeNotional": 1.1266336187471835, "foreignNotional": 421.13564668769715}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b9497a3-8484-155f-ffa9-e52b15fe9006", "grossValue": 3738000, "homeNotional": 1.1266336187471835, "foreignNotional": 421.13564668769715}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "4053d3c9-c9c9-3e7b-ad1b-47de7c2ba460", "grossValue": 29904000, "homeNotional": 9.013068949977468, "foreignNotional": 3369.085173501577}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a86a760-11a4-03cb-3610-c02af00145fb", "grossValue": 2653980, "homeNotional": 0.7999098693105002, "foreignNotional": 299.00630914826496}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 155, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "743f6af7-c88c-37a8-edbf-207abaee0476", "grossValue": 5793900, "homeNotional": 1.7462821090581342, "foreignNotional": 652.7602523659306}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "d6aa88ec-7128-5ac6-3cb8-5780db059303", "grossValue": 336375, "homeNotional": 0.10139702568724651, "foreignNotional": 37.89713835060838}, {"timestamp": "2020-08-12T02:31:22.293Z", "symbol": "ETHUSD", "side": "Sell", "size": 725, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ae9b16f-bb90-9d61-719c-669810f1e618", "grossValue": 27096875, "homeNotional": 8.168093735917079, "foreignNotional": 3052.8250337990085}]} 2020-08-12 05:31:22 DEBUG: message ignored 2020-08-12 05:31:22 DEBUG: check clearing time needed clearing_process_timer=1762.47466 2020-08-12 05:31:22 DEBUG: check init order needed init_order_process_timer=1862.474985 2020-08-12 05:31:23 DEBUG: check clearing time needed clearing_process_timer=1763.476238 2020-08-12 05:31:23 DEBUG: check init order needed init_order_process_timer=1863.476535 2020-08-12 05:31:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:23.493Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.85, "tickDirection": "PlusTick", "trdMatchID": "e1615333-6524-ecbd-7218-bfc29fd979bb", "grossValue": 37385, "homeNotional": 0.011266336187471835, "foreignNotional": 4.211919783686345}]} 2020-08-12 05:31:23 DEBUG: message ignored 2020-08-12 05:31:24 DEBUG: check clearing time needed clearing_process_timer=1764.477724 2020-08-12 05:31:24 DEBUG: check init order needed init_order_process_timer=1864.478012 2020-08-12 05:31:25 DEBUG: check clearing time needed clearing_process_timer=1765.479214 2020-08-12 05:31:25 DEBUG: check init order needed init_order_process_timer=1865.479473 2020-08-12 05:31:26 DEBUG: check clearing time needed clearing_process_timer=1766.480669 2020-08-12 05:31:26 DEBUG: check init order needed init_order_process_timer=1866.480952 2020-08-12 05:31:27 DEBUG: check clearing time needed clearing_process_timer=1767.482196 2020-08-12 05:31:27 DEBUG: check init order needed init_order_process_timer=1867.482515 2020-08-12 05:31:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:27.950Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "d8eb1a4b-22d7-6899-66c7-0596f66e96ae", "grossValue": 1121700, "homeNotional": 0.337990085624155, "foreignNotional": 126.37449301487156}]} 2020-08-12 05:31:27 DEBUG: message ignored 2020-08-12 05:31:28 DEBUG: check clearing time needed clearing_process_timer=1768.483802 2020-08-12 05:31:28 DEBUG: check init order needed init_order_process_timer=1868.484068 2020-08-12 05:31:29 DEBUG: check clearing time needed clearing_process_timer=1769.485269 2020-08-12 05:31:29 DEBUG: check init order needed init_order_process_timer=1869.485565 2020-08-12 05:31:30 DEBUG: check clearing time needed clearing_process_timer=1770.486754 2020-08-12 05:31:30 DEBUG: check init order needed init_order_process_timer=1870.487 2020-08-12 05:31:31 DEBUG: check clearing time needed clearing_process_timer=1771.488174 2020-08-12 05:31:31 DEBUG: check init order needed init_order_process_timer=1871.488448 2020-08-12 05:31:32 DEBUG: check clearing time needed clearing_process_timer=1772.489623 2020-08-12 05:31:32 DEBUG: check init order needed init_order_process_timer=1872.489937 2020-08-12 05:31:33 DEBUG: check clearing time needed clearing_process_timer=1773.49111 2020-08-12 05:31:33 DEBUG: check init order needed init_order_process_timer=1873.491361 2020-08-12 05:31:34 DEBUG: check clearing time needed clearing_process_timer=1774.492567 2020-08-12 05:31:34 DEBUG: check init order needed init_order_process_timer=1874.492854 2020-08-12 05:31:35 DEBUG: check clearing time needed clearing_process_timer=1775.494074 2020-08-12 05:31:35 DEBUG: check init order needed init_order_process_timer=1875.494368 2020-08-12 05:31:36 DEBUG: check clearing time needed clearing_process_timer=1776.495545 2020-08-12 05:31:36 DEBUG: check init order needed init_order_process_timer=1876.495785 2020-08-12 05:31:37 DEBUG: check clearing time needed clearing_process_timer=1777.496958 2020-08-12 05:31:37 DEBUG: check init order needed init_order_process_timer=1877.49726 2020-08-12 05:31:38 DEBUG: check clearing time needed clearing_process_timer=1778.498451 2020-08-12 05:31:38 DEBUG: check init order needed init_order_process_timer=1878.498701 2020-08-12 05:31:39 DEBUG: check clearing time needed clearing_process_timer=1779.499865 2020-08-12 05:31:39 DEBUG: check init order needed init_order_process_timer=1879.500138 2020-08-12 05:31:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:39.845Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ad7793a-cc94-369a-e182-22c12e95efad", "grossValue": 2654690, "homeNotional": 0.7990096781453973, "foreignNotional": 298.749718658564}, {"timestamp": "2020-08-12T02:31:39.845Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "5256f933-998e-3fc3-857d-28a2babe8b70", "grossValue": 934750, "homeNotional": 0.2813414359666892, "foreignNotional": 105.19356290794508}, {"timestamp": "2020-08-12T02:31:39.845Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "99987cb4-32ba-5806-8905-e87ff463bcf9", "grossValue": 2018790, "homeNotional": 0.6076975016880486, "foreignNotional": 227.18771100607697}]} 2020-08-12 05:31:39 DEBUG: message ignored 2020-08-12 05:31:40 DEBUG: check clearing time needed clearing_process_timer=1780.501311 2020-08-12 05:31:40 DEBUG: check init order needed init_order_process_timer=1880.501596 2020-08-12 05:31:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:41.136Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "a277a93d-2fd9-5ea2-8bd9-569b1639dd71", "grossValue": 486070, "homeNotional": 0.14629754670267836, "foreignNotional": 54.70065271213144}]} 2020-08-12 05:31:41 DEBUG: message ignored 2020-08-12 05:31:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:41.142Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a13608a-7f4d-c64c-eff6-452bf8999cba", "grossValue": 486070, "homeNotional": 0.14629754670267836, "foreignNotional": 54.70065271213144}]} 2020-08-12 05:31:41 DEBUG: message ignored 2020-08-12 05:31:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:41.144Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "5ec1971a-a047-f05b-1c57-70c46cf4ccc5", "grossValue": 373900, "homeNotional": 0.11253657438667566, "foreignNotional": 42.077425163178034}]} 2020-08-12 05:31:41 DEBUG: message ignored 2020-08-12 05:31:41 DEBUG: check clearing time needed clearing_process_timer=1781.502443 2020-08-12 05:31:41 DEBUG: check init order needed init_order_process_timer=1881.502717 2020-08-12 05:31:42 DEBUG: check clearing time needed clearing_process_timer=1782.503898 2020-08-12 05:31:42 DEBUG: check init order needed init_order_process_timer=1882.504143 2020-08-12 05:31:43 DEBUG: check clearing time needed clearing_process_timer=1783.505082 2020-08-12 05:31:43 DEBUG: check init order needed init_order_process_timer=1883.505364 2020-08-12 05:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:43.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "54af078b-b2f9-1d42-c7e3-52bcc4dced82", "grossValue": 635545, "homeNotional": 0.19131217645734863, "foreignNotional": 71.52205716857979}, {"timestamp": "2020-08-12T02:31:43.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 466, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "cfd3706d-5207-cb2c-cdef-ffcc1200db9d", "grossValue": 17421410, "homeNotional": 5.244204366419086, "foreignNotional": 1960.5458023857755}]} 2020-08-12 05:31:43 DEBUG: message ignored 2020-08-12 05:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:43.858Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "bf73ddab-e59a-fe4d-5a25-213eab728837", "grossValue": 373900, "homeNotional": 0.11253657438667566, "foreignNotional": 42.077425163178034}]} 2020-08-12 05:31:43 DEBUG: message ignored 2020-08-12 05:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:43.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "00df10f8-f7da-9924-6f34-b09ed4f8d52a", "grossValue": 373900, "homeNotional": 0.11253657438667566, "foreignNotional": 42.077425163178034}]} 2020-08-12 05:31:43 DEBUG: message ignored 2020-08-12 05:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:43.902Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "38432009-f863-bbfb-f61f-d874555c98fa", "grossValue": 74770, "homeNotional": 0.022507314877335136, "foreignNotional": 8.41435966689174}]} 2020-08-12 05:31:43 DEBUG: message ignored 2020-08-12 05:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:43.956Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "cc0b88c0-d27e-b8e2-dd10-13eae5d5af31", "grossValue": 448680, "homeNotional": 0.1350438892640108, "foreignNotional": 50.49291019581364}]} 2020-08-12 05:31:43 DEBUG: message ignored 2020-08-12 05:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:43.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "7de20a4d-de19-0c97-9507-61dfab23fd83", "grossValue": 486070, "homeNotional": 0.14629754670267836, "foreignNotional": 54.70065271213144}]} 2020-08-12 05:31:43 DEBUG: message ignored 2020-08-12 05:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:43.962Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "3353e011-e52a-3680-6a1c-3b00e8e88690", "grossValue": 373900, "homeNotional": 0.11253657438667566, "foreignNotional": 42.077425163178034}]} 2020-08-12 05:31:43 DEBUG: message ignored 2020-08-12 05:31:44 DEBUG: check clearing time needed clearing_process_timer=1784.506532 2020-08-12 05:31:44 DEBUG: check init order needed init_order_process_timer=1884.506834 2020-08-12 05:31:45 DEBUG: check clearing time needed clearing_process_timer=1785.508011 2020-08-12 05:31:45 DEBUG: check init order needed init_order_process_timer=1885.508299 2020-08-12 05:31:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:45.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 3807, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "da07471a-e046-bc3c-2868-efb7f78f4903", "grossValue": 142324695, "homeNotional": 42.84267386900743, "foreignNotional": 16016.733625928428}]} 2020-08-12 05:31:45 DEBUG: message ignored 2020-08-12 05:31:46 DEBUG: check clearing time needed clearing_process_timer=1786.509087 2020-08-12 05:31:46 DEBUG: check init order needed init_order_process_timer=1886.509353 2020-08-12 05:31:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:47.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "fff84c83-73cc-8db8-539a-e54b17240859", "grossValue": 934500, "homeNotional": 0.2813414359666892, "foreignNotional": 105.16542876434842}, {"timestamp": "2020-08-12T02:31:47.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "93bb182f-d9d9-1103-549d-8aec155e54a6", "grossValue": 1495200, "homeNotional": 0.45014629754670266, "foreignNotional": 168.26468602295745}, {"timestamp": "2020-08-12T02:31:47.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "c64fe2fd-b72b-859f-19c9-c4ccd1b96096", "grossValue": 37375, "homeNotional": 0.011253657438667568, "foreignNotional": 4.206054467702003}, {"timestamp": "2020-08-12T02:31:47.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8b6ee220-79c0-86f1-2c5a-82829d6a902f", "grossValue": 1270750, "homeNotional": 0.38262435291469726, "foreignNotional": 143.0058519018681}]} 2020-08-12 05:31:47 DEBUG: message ignored 2020-08-12 05:31:47 DEBUG: check clearing time needed clearing_process_timer=1787.510517 2020-08-12 05:31:47 DEBUG: check init order needed init_order_process_timer=1887.510803 2020-08-12 05:31:48 DEBUG: check clearing time needed clearing_process_timer=1788.511973 2020-08-12 05:31:48 DEBUG: check init order needed init_order_process_timer=1888.512241 2020-08-12 05:31:49 DEBUG: check clearing time needed clearing_process_timer=1789.513084 2020-08-12 05:31:49 DEBUG: check init order needed init_order_process_timer=1889.51336 2020-08-12 05:31:50 DEBUG: check clearing time needed clearing_process_timer=1790.514527 2020-08-12 05:31:50 DEBUG: check init order needed init_order_process_timer=1890.514805 2020-08-12 05:31:51 DEBUG: check clearing time needed clearing_process_timer=1791.515979 2020-08-12 05:31:51 DEBUG: check init order needed init_order_process_timer=1891.516261 2020-08-12 05:31:52 DEBUG: check clearing time needed clearing_process_timer=1792.517089 2020-08-12 05:31:52 DEBUG: check init order needed init_order_process_timer=1892.517388 2020-08-12 05:31:53 DEBUG: check clearing time needed clearing_process_timer=1793.518614 2020-08-12 05:31:53 DEBUG: check init order needed init_order_process_timer=1893.518893 2020-08-12 05:31:54 DEBUG: check clearing time needed clearing_process_timer=1794.520058 2020-08-12 05:31:54 DEBUG: check init order needed init_order_process_timer=1894.520342 2020-08-12 05:31:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:55.153Z", "symbol": "ETHUSD", "side": "Buy", "size": 69, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "02c53bbf-6825-adeb-9c56-d46506c3e688", "grossValue": 2579220, "homeNotional": 0.7765023632680621, "foreignNotional": 290.25658338960164}]} 2020-08-12 05:31:55 DEBUG: message ignored 2020-08-12 05:31:55 DEBUG: check clearing time needed clearing_process_timer=1795.521073 2020-08-12 05:31:55 DEBUG: check init order needed init_order_process_timer=1895.521449 2020-08-12 05:31:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:31:56.042Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 373.85, "tickDirection": "PlusTick", "trdMatchID": "94cfbef8-6160-8e23-53dd-8f0168f6b627", "grossValue": 1495400, "homeNotional": 0.45014629754670266, "foreignNotional": 168.2871933378348}]} 2020-08-12 05:31:56 DEBUG: message ignored 2020-08-12 05:31:56 DEBUG: check clearing time needed clearing_process_timer=1796.522627 2020-08-12 05:31:56 DEBUG: check init order needed init_order_process_timer=1896.522906 2020-08-12 05:31:57 DEBUG: check clearing time needed clearing_process_timer=1797.524071 2020-08-12 05:31:57 DEBUG: check init order needed init_order_process_timer=1897.524328 2020-08-12 05:31:58 DEBUG: check clearing time needed clearing_process_timer=1798.525076 2020-08-12 05:31:58 DEBUG: check init order needed init_order_process_timer=1898.525334 2020-08-12 05:31:59 DEBUG: check clearing time needed clearing_process_timer=1799.526504 2020-08-12 05:31:59 DEBUG: check init order needed init_order_process_timer=1899.526777 2020-08-12 05:32:00 DEBUG: check clearing time needed clearing_process_timer=1800.527961 2020-08-12 05:32:00 DEBUG: check init order needed init_order_process_timer=1900.528256 2020-08-12 05:32:01 DEBUG: check clearing time needed clearing_process_timer=1801.529779 2020-08-12 05:32:01 DEBUG: check init order needed init_order_process_timer=1901.533108 2020-08-12 05:32:02 DEBUG: check clearing time needed clearing_process_timer=1802.534309 2020-08-12 05:32:02 DEBUG: check init order needed init_order_process_timer=1902.534667 2020-08-12 05:32:03 DEBUG: check clearing time needed clearing_process_timer=1803.535912 2020-08-12 05:32:03 DEBUG: check init order needed init_order_process_timer=1903.536207 2020-08-12 05:32:04 DEBUG: check clearing time needed clearing_process_timer=1804.537432 2020-08-12 05:32:04 DEBUG: check init order needed init_order_process_timer=1904.537713 2020-08-12 05:32:05 DEBUG: check clearing time needed clearing_process_timer=1805.538901 2020-08-12 05:32:05 DEBUG: check init order needed init_order_process_timer=1905.539192 2020-08-12 05:32:06 DEBUG: check clearing time needed clearing_process_timer=1806.540391 2020-08-12 05:32:06 DEBUG: check init order needed init_order_process_timer=1906.540719 2020-08-12 05:32:07 DEBUG: check clearing time needed clearing_process_timer=1807.541975 2020-08-12 05:32:07 DEBUG: check init order needed init_order_process_timer=1907.542282 2020-08-12 05:32:08 DEBUG: check clearing time needed clearing_process_timer=1808.54348 2020-08-12 05:32:08 DEBUG: check init order needed init_order_process_timer=1908.54378 2020-08-12 05:32:09 DEBUG: check clearing time needed clearing_process_timer=1809.544957 2020-08-12 05:32:09 DEBUG: check init order needed init_order_process_timer=1909.545338 2020-08-12 05:32:10 DEBUG: check clearing time needed clearing_process_timer=1810.546501 2020-08-12 05:32:10 DEBUG: check init order needed init_order_process_timer=1910.546784 2020-08-12 05:32:11 DEBUG: check clearing time needed clearing_process_timer=1811.548007 2020-08-12 05:32:11 DEBUG: check init order needed init_order_process_timer=1911.548285 2020-08-12 05:32:12 DEBUG: check clearing time needed clearing_process_timer=1812.54946 2020-08-12 05:32:12 DEBUG: check init order needed init_order_process_timer=1912.54973 2020-08-12 05:32:13 DEBUG: check clearing time needed clearing_process_timer=1813.550936 2020-08-12 05:32:13 DEBUG: check init order needed init_order_process_timer=1913.551187 2020-08-12 05:32:14 DEBUG: check clearing time needed clearing_process_timer=1814.55235 2020-08-12 05:32:14 DEBUG: check init order needed init_order_process_timer=1914.552594 2020-08-12 05:32:15 DEBUG: check clearing time needed clearing_process_timer=1815.553776 2020-08-12 05:32:15 DEBUG: check init order needed init_order_process_timer=1915.55402 2020-08-12 05:32:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:15.624Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "72dc6be9-3115-ecee-dc41-774292c296b9", "grossValue": 448680, "homeNotional": 0.13496794511303564, "foreignNotional": 50.46451467776403}]} 2020-08-12 05:32:15 DEBUG: message ignored 2020-08-12 05:32:16 DEBUG: check clearing time needed clearing_process_timer=1816.555183 2020-08-12 05:32:16 DEBUG: check init order needed init_order_process_timer=1916.555429 2020-08-12 05:32:17 DEBUG: check clearing time needed clearing_process_timer=1817.556602 2020-08-12 05:32:17 DEBUG: check init order needed init_order_process_timer=1917.556934 2020-08-12 05:32:18 DEBUG: check clearing time needed clearing_process_timer=1818.558201 2020-08-12 05:32:18 DEBUG: check init order needed init_order_process_timer=1918.558431 2020-08-12 05:32:19 DEBUG: check clearing time needed clearing_process_timer=1819.559595 2020-08-12 05:32:19 DEBUG: check init order needed init_order_process_timer=1919.559878 2020-08-12 05:32:20 DEBUG: check clearing time needed clearing_process_timer=1820.561099 2020-08-12 05:32:20 DEBUG: check init order needed init_order_process_timer=1920.561456 2020-08-12 05:32:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:20.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ce5eef14-e9ff-762b-d9c8-353f196041d5", "grossValue": 37390, "homeNotional": 0.011247328759419637, "foreignNotional": 4.205376223147002}]} 2020-08-12 05:32:20 DEBUG: message ignored 2020-08-12 05:32:21 DEBUG: check clearing time needed clearing_process_timer=1821.562616 2020-08-12 05:32:21 DEBUG: check init order needed init_order_process_timer=1921.562876 2020-08-12 05:32:22 DEBUG: check clearing time needed clearing_process_timer=1822.564051 2020-08-12 05:32:22 DEBUG: check init order needed init_order_process_timer=1922.564305 2020-08-12 05:32:23 DEBUG: check clearing time needed clearing_process_timer=1823.565474 2020-08-12 05:32:23 DEBUG: check init order needed init_order_process_timer=1923.56578 2020-08-12 05:32:24 DEBUG: check clearing time needed clearing_process_timer=1824.566981 2020-08-12 05:32:24 DEBUG: check init order needed init_order_process_timer=1924.567249 2020-08-12 05:32:25 DEBUG: check clearing time needed clearing_process_timer=1825.568406 2020-08-12 05:32:25 DEBUG: check init order needed init_order_process_timer=1925.568695 2020-08-12 05:32:26 DEBUG: check clearing time needed clearing_process_timer=1826.569875 2020-08-12 05:32:26 DEBUG: check init order needed init_order_process_timer=1926.570192 2020-08-12 05:32:27 DEBUG: check clearing time needed clearing_process_timer=1827.571452 2020-08-12 05:32:27 DEBUG: check init order needed init_order_process_timer=1927.571873 2020-08-12 05:32:28 DEBUG: check clearing time needed clearing_process_timer=1828.57307 2020-08-12 05:32:28 DEBUG: check init order needed init_order_process_timer=1928.573322 2020-08-12 05:32:29 DEBUG: check clearing time needed clearing_process_timer=1829.574515 2020-08-12 05:32:29 DEBUG: check init order needed init_order_process_timer=1929.574795 2020-08-12 05:32:30 DEBUG: check clearing time needed clearing_process_timer=1830.576017 2020-08-12 05:32:30 DEBUG: check init order needed init_order_process_timer=1930.576286 2020-08-12 05:32:31 DEBUG: check clearing time needed clearing_process_timer=1831.577458 2020-08-12 05:32:31 DEBUG: check init order needed init_order_process_timer=1931.57776 2020-08-12 05:32:32 DEBUG: check clearing time needed clearing_process_timer=1832.578937 2020-08-12 05:32:32 DEBUG: check init order needed init_order_process_timer=1932.579264 2020-08-12 05:32:33 DEBUG: check clearing time needed clearing_process_timer=1833.580519 2020-08-12 05:32:33 DEBUG: check init order needed init_order_process_timer=1933.58078 2020-08-12 05:32:34 DEBUG: check clearing time needed clearing_process_timer=1834.58195 2020-08-12 05:32:34 DEBUG: check init order needed init_order_process_timer=1934.58223 2020-08-12 05:32:35 DEBUG: check clearing time needed clearing_process_timer=1835.583409 2020-08-12 05:32:35 DEBUG: check init order needed init_order_process_timer=1935.583724 2020-08-12 05:32:36 DEBUG: check clearing time needed clearing_process_timer=1836.584902 2020-08-12 05:32:36 DEBUG: check init order needed init_order_process_timer=1936.585289 2020-08-12 05:32:37 DEBUG: check clearing time needed clearing_process_timer=1837.586467 2020-08-12 05:32:37 DEBUG: check init order needed init_order_process_timer=1937.586726 2020-08-12 05:32:38 DEBUG: check clearing time needed clearing_process_timer=1838.587892 2020-08-12 05:32:38 DEBUG: check init order needed init_order_process_timer=1938.588143 2020-08-12 05:32:39 DEBUG: check clearing time needed clearing_process_timer=1839.589386 2020-08-12 05:32:39 DEBUG: check init order needed init_order_process_timer=1939.589668 2020-08-12 05:32:40 DEBUG: check clearing time needed clearing_process_timer=1840.590862 2020-08-12 05:32:40 DEBUG: check init order needed init_order_process_timer=1940.591123 2020-08-12 05:32:41 DEBUG: check clearing time needed clearing_process_timer=1841.592334 2020-08-12 05:32:41 DEBUG: check init order needed init_order_process_timer=1941.592657 2020-08-12 05:32:42 DEBUG: check clearing time needed clearing_process_timer=1842.59392 2020-08-12 05:32:42 DEBUG: check init order needed init_order_process_timer=1942.594176 2020-08-12 05:32:43 DEBUG: check clearing time needed clearing_process_timer=1843.595401 2020-08-12 05:32:43 DEBUG: check init order needed init_order_process_timer=1943.59571 2020-08-12 05:32:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:44.472Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "7e5801e7-0440-13b2-8e31-1a3cf5611eab", "grossValue": 37395, "homeNotional": 0.011252391133115788, "foreignNotional": 4.207831664228649}]} 2020-08-12 05:32:44 DEBUG: message ignored 2020-08-12 05:32:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:44.541Z", "symbol": "ETHUSD", "side": "Sell", "size": 74, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "a3d54002-a497-ad4b-ed75-3a5bb6d17a35", "grossValue": 2766860, "homeNotional": 0.8326769438505682, "foreignNotional": 311.33790930572746}]} 2020-08-12 05:32:44 DEBUG: message ignored 2020-08-12 05:32:44 DEBUG: check clearing time needed clearing_process_timer=1844.596969 2020-08-12 05:32:44 DEBUG: check init order needed init_order_process_timer=1944.597278 2020-08-12 05:32:45 DEBUG: check clearing time needed clearing_process_timer=1845.598506 2020-08-12 05:32:45 DEBUG: check init order needed init_order_process_timer=1945.598825 2020-08-12 05:32:46 DEBUG: check clearing time needed clearing_process_timer=1846.600031 2020-08-12 05:32:46 DEBUG: check init order needed init_order_process_timer=1946.60029 2020-08-12 05:32:47 DEBUG: check clearing time needed clearing_process_timer=1847.601463 2020-08-12 05:32:47 DEBUG: check init order needed init_order_process_timer=1947.601747 2020-08-12 05:32:48 DEBUG: check clearing time needed clearing_process_timer=1848.602934 2020-08-12 05:32:48 DEBUG: check init order needed init_order_process_timer=1948.603185 2020-08-12 05:32:49 DEBUG: check clearing time needed clearing_process_timer=1849.604366 2020-08-12 05:32:49 DEBUG: check init order needed init_order_process_timer=1949.604651 2020-08-12 05:32:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 325, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "961917ab-922c-9423-a7e0-37386deaa112", "grossValue": 12151750, "homeNotional": 3.6570271182626306, "foreignNotional": 1367.3624395183977}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c34dbf53-53df-d9d3-4b91-3e23c626efcb", "grossValue": 16040310, "homeNotional": 4.827275796106672, "foreignNotional": 1804.918420164285}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 718, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c869e828-26c9-32ba-ed5c-95954f0f2593", "grossValue": 26846020, "homeNotional": 8.079216833577135, "foreignNotional": 3020.819174074491}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 324, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "367c8e7e-1499-3f1b-5d70-3be41bb591db", "grossValue": 12114360, "homeNotional": 3.645774727129515, "foreignNotional": 1363.1551704737258}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c19371f-7ee1-6b39-52f2-7fce8e637a42", "grossValue": 2654690, "homeNotional": 0.7989197704512209, "foreignNotional": 298.7161021717115}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee328658-b819-76d4-7d67-55b6208cb610", "grossValue": 934750, "homeNotional": 0.28130977832789467, "foreignNotional": 105.18172611679982}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ca681a1-3cb0-56d7-75a8-600df7d2d9f5", "grossValue": 2991200, "homeNotional": 0.900191290649263, "foreignNotional": 336.5815235737594}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "74a58ced-31a6-1ab9-c182-aa11f5cf2547", "grossValue": 37390000, "homeNotional": 11.252391133115788, "foreignNotional": 4207.269044671993}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "791e2408-eed4-e6be-bea6-edb0db49e44c", "grossValue": 224340000, "homeNotional": 67.51434679869472, "foreignNotional": 25243.614268031957}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c24522d-09cf-02e2-c332-62eccd67af93", "grossValue": 1832110, "homeNotional": 0.5513671655226736, "foreignNotional": 206.15618318892766}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "018c1f88-d222-0698-1474-3f07d0c799be", "grossValue": 186950000, "homeNotional": 56.26195566557894, "foreignNotional": 21036.345223359964}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "e170d740-3103-b3f3-5184-fec83080a6d9", "grossValue": 18692500, "homeNotional": 5.626195566557894, "foreignNotional": 2103.3532125576685}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "57537716-65f8-96a1-7354-32b3291aa8fa", "grossValue": 2654335, "homeNotional": 0.7989197704512209, "foreignNotional": 298.67615618318894}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "027afdb3-cfb3-2ab0-32ec-c24602adf288", "grossValue": 934625, "homeNotional": 0.28130977832789467, "foreignNotional": 105.16766062788342}, {"timestamp": "2020-08-12T02:32:50.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 5383, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7fdd2c73-3421-4c4a-16d5-247afea3ad82", "grossValue": 201243455, "homeNotional": 60.57162146956228, "foreignNotional": 22644.70068639586}]} 2020-08-12 05:32:50 DEBUG: message ignored 2020-08-12 05:32:50 DEBUG: check clearing time needed clearing_process_timer=1850.605898 2020-08-12 05:32:50 DEBUG: check init order needed init_order_process_timer=1950.606167 2020-08-12 05:32:51 DEBUG: check clearing time needed clearing_process_timer=1851.607377 2020-08-12 05:32:51 DEBUG: check init order needed init_order_process_timer=1951.607655 2020-08-12 05:32:52 DEBUG: check clearing time needed clearing_process_timer=1852.608813 2020-08-12 05:32:52 DEBUG: check init order needed init_order_process_timer=1952.609172 2020-08-12 05:32:53 DEBUG: check clearing time needed clearing_process_timer=1853.610355 2020-08-12 05:32:53 DEBUG: check init order needed init_order_process_timer=1953.610599 2020-08-12 05:32:54 DEBUG: check clearing time needed clearing_process_timer=1854.611801 2020-08-12 05:32:54 DEBUG: check init order needed init_order_process_timer=1954.612061 2020-08-12 05:32:55 DEBUG: check clearing time needed clearing_process_timer=1855.613247 2020-08-12 05:32:55 DEBUG: check init order needed init_order_process_timer=1955.613516 2020-08-12 05:32:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:55.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "91ce6b52-b853-8c08-3cb2-ea6fbe31cc8b", "grossValue": 74780, "homeNotional": 0.022504782266231576, "foreignNotional": 8.414538089343985}, {"timestamp": "2020-08-12T02:32:55.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "54b0cd55-e91f-f1cf-3edf-3f0a23c02419", "grossValue": 1458405, "homeNotional": 0.4388432541915157, "foreignNotional": 164.1054349049173}, {"timestamp": "2020-08-12T02:32:55.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 959, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "40da8c95-c5e8-9a24-81d7-86f73ede9bfa", "grossValue": 35861805, "homeNotional": 10.79104309665804, "foreignNotional": 4035.310565995274}]} 2020-08-12 05:32:55 DEBUG: message ignored 2020-08-12 05:32:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:56.053Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "da45adb9-5aa2-777b-4f6b-8cfc474f119b", "grossValue": 373900, "homeNotional": 0.11252391133115787, "foreignNotional": 42.072690446719925}]} 2020-08-12 05:32:56 DEBUG: message ignored 2020-08-12 05:32:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:56.216Z", "symbol": "ETHUSD", "side": "Buy", "size": 240, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "ee53ac5b-ba55-b18b-2dbd-4f0f9b833406", "grossValue": 8974800, "homeNotional": 2.700573871947789, "foreignNotional": 1009.8795994148757}]} 2020-08-12 05:32:56 DEBUG: message ignored 2020-08-12 05:32:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:56.374Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "af26708f-501f-68d7-a0b3-912a99eafc7e", "grossValue": 373900, "homeNotional": 0.11252391133115787, "foreignNotional": 42.072690446719925}]} 2020-08-12 05:32:56 DEBUG: message ignored 2020-08-12 05:32:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:56.423Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "0ac98395-19ac-c855-07d5-5f0374ab5b02", "grossValue": 74790000, "homeNotional": 22.504782266231576, "foreignNotional": 8415.663328457296}]} 2020-08-12 05:32:56 DEBUG: message ignored 2020-08-12 05:32:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:56.492Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "6b068406-fe79-a42f-2395-f1cd714eb822", "grossValue": 373900, "homeNotional": 0.11252391133115787, "foreignNotional": 42.072690446719925}]} 2020-08-12 05:32:56 DEBUG: message ignored 2020-08-12 05:32:56 DEBUG: check clearing time needed clearing_process_timer=1856.614786 2020-08-12 05:32:56 DEBUG: check init order needed init_order_process_timer=1956.61503 2020-08-12 05:32:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:32:56.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 1801, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "ee5079b5-4b78-c295-aa2f-f0f22a82eaf8", "grossValue": 67348395, "homeNotional": 20.265556430741533, "foreignNotional": 7578.304827275796}]} 2020-08-12 05:32:56 DEBUG: message ignored 2020-08-12 05:32:57 DEBUG: check clearing time needed clearing_process_timer=1857.616198 2020-08-12 05:32:57 DEBUG: check init order needed init_order_process_timer=1957.616474 2020-08-12 05:32:58 DEBUG: check clearing time needed clearing_process_timer=1858.617642 2020-08-12 05:32:58 DEBUG: check init order needed init_order_process_timer=1958.617916 2020-08-12 05:32:59 DEBUG: check clearing time needed clearing_process_timer=1859.618136 2020-08-12 05:32:59 DEBUG: check init order needed init_order_process_timer=1959.618422 2020-08-12 05:33:00 DEBUG: check clearing time needed clearing_process_timer=1860.619617 2020-08-12 05:33:00 DEBUG: check init order needed init_order_process_timer=1960.619889 2020-08-12 05:33:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:00.969Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "a19f0e75-80fb-7b57-d7c3-7b534342cc9e", "grossValue": 1122000, "homeNotional": 0.3378758869242032, "foreignNotional": 126.36558170965199}, {"timestamp": "2020-08-12T02:33:00.969Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba3cc310-53e8-8fe9-9d5c-1b45df1ed30b", "grossValue": 1496000, "homeNotional": 0.45050118256560423, "foreignNotional": 168.487442279536}]} 2020-08-12 05:33:01 DEBUG: message ignored 2020-08-12 05:33:01 DEBUG: check clearing time needed clearing_process_timer=1861.621108 2020-08-12 05:33:01 DEBUG: check init order needed init_order_process_timer=1961.621457 2020-08-12 05:33:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:02.442Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "a7ce86b5-ce58-725c-224d-2871047f8e1d", "grossValue": 1122150, "homeNotional": 0.3378758869242032, "foreignNotional": 126.3824755039982}, {"timestamp": "2020-08-12T02:33:02.442Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "6fde133f-92ff-779f-b706-637b62698fa5", "grossValue": 1496200, "homeNotional": 0.45050118256560423, "foreignNotional": 168.50996733866427}, {"timestamp": "2020-08-12T02:33:02.442Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "78bc419d-71d2-0d6d-13dd-0a63bc819e7c", "grossValue": 28801850, "homeNotional": 8.672147764387882, "foreignNotional": 3243.8168712692873}]} 2020-08-12 05:33:02 DEBUG: message ignored 2020-08-12 05:33:02 DEBUG: check clearing time needed clearing_process_timer=1862.622632 2020-08-12 05:33:02 DEBUG: check init order needed init_order_process_timer=1962.622894 2020-08-12 05:33:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:02.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "45df1310-47bf-9691-826d-971f29f90f37", "grossValue": 1496400, "homeNotional": 0.45050118256560423, "foreignNotional": 168.53249239779254}]} 2020-08-12 05:33:02 DEBUG: message ignored 2020-08-12 05:33:03 DEBUG: check clearing time needed clearing_process_timer=1863.624076 2020-08-12 05:33:03 DEBUG: check init order needed init_order_process_timer=1963.624372 2020-08-12 05:33:04 DEBUG: check clearing time needed clearing_process_timer=1864.625558 2020-08-12 05:33:04 DEBUG: check init order needed init_order_process_timer=1964.625888 2020-08-12 05:33:05 DEBUG: check clearing time needed clearing_process_timer=1865.627064 2020-08-12 05:33:05 DEBUG: check init order needed init_order_process_timer=1965.627369 2020-08-12 05:33:06 DEBUG: check clearing time needed clearing_process_timer=1866.62856 2020-08-12 05:33:06 DEBUG: check init order needed init_order_process_timer=1966.628844 2020-08-12 05:33:07 DEBUG: check clearing time needed clearing_process_timer=1867.629688 2020-08-12 05:33:07 DEBUG: check init order needed init_order_process_timer=1967.629951 2020-08-12 05:33:08 DEBUG: check clearing time needed clearing_process_timer=1868.631116 2020-08-12 05:33:08 DEBUG: check init order needed init_order_process_timer=1968.631382 2020-08-12 05:33:09 DEBUG: check clearing time needed clearing_process_timer=1869.632537 2020-08-12 05:33:09 DEBUG: check init order needed init_order_process_timer=1969.632826 2020-08-12 05:33:10 DEBUG: check clearing time needed clearing_process_timer=1870.634022 2020-08-12 05:33:10 DEBUG: check init order needed init_order_process_timer=1970.634404 2020-08-12 05:33:11 DEBUG: check clearing time needed clearing_process_timer=1871.635627 2020-08-12 05:33:11 DEBUG: check init order needed init_order_process_timer=1971.635921 2020-08-12 05:33:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:12.310Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "5ee37323-7bd5-9372-e296-4ac2422dfb90", "grossValue": 1122450, "homeNotional": 0.3378758869242032, "foreignNotional": 126.41626309269061}, {"timestamp": "2020-08-12T02:33:12.310Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "115a8c14-bed7-357f-1c78-5408016c36f2", "grossValue": 1496600, "homeNotional": 0.45050118256560423, "foreignNotional": 168.55501745692084}, {"timestamp": "2020-08-12T02:33:12.310Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d27d8bc-ba73-397d-eb10-e8d639abcbeb", "grossValue": 37415, "homeNotional": 0.011262529564140106, "foreignNotional": 4.21387543642302}, {"timestamp": "2020-08-12T02:33:12.310Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "751c7d5f-9711-48ff-01d1-656a249b6e03", "grossValue": 28809550, "homeNotional": 8.672147764387882, "foreignNotional": 3244.684086045726}, {"timestamp": "2020-08-12T02:33:12.310Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a78c2384-ccc8-4ae4-61ae-e38c763be2f9", "grossValue": 37415000, "homeNotional": 11.262529564140106, "foreignNotional": 4213.875436423021}]} 2020-08-12 05:33:12 DEBUG: message ignored 2020-08-12 05:33:12 DEBUG: check clearing time needed clearing_process_timer=1872.636625 2020-08-12 05:33:12 DEBUG: check init order needed init_order_process_timer=1972.636906 2020-08-12 05:33:13 DEBUG: check clearing time needed clearing_process_timer=1873.637246 2020-08-12 05:33:13 DEBUG: check init order needed init_order_process_timer=1973.637509 2020-08-12 05:33:14 DEBUG: check clearing time needed clearing_process_timer=1874.638694 2020-08-12 05:33:14 DEBUG: check init order needed init_order_process_timer=1974.63896 2020-08-12 05:33:15 DEBUG: check clearing time needed clearing_process_timer=1875.640405 2020-08-12 05:33:15 DEBUG: check init order needed init_order_process_timer=1975.640683 2020-08-12 05:33:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:16.152Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "2acd7950-b6b0-b36a-3935-d0a059688031", "grossValue": 1122600, "homeNotional": 0.3378758869242032, "foreignNotional": 126.43315688703683}]} 2020-08-12 05:33:16 DEBUG: message ignored 2020-08-12 05:33:16 DEBUG: check clearing time needed clearing_process_timer=1876.641108 2020-08-12 05:33:16 DEBUG: check init order needed init_order_process_timer=1976.641457 2020-08-12 05:33:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:17.047Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "53cac108-5f1e-2294-42af-e2e6f7d84126", "grossValue": 1497000, "homeNotional": 0.45050118256560423, "foreignNotional": 168.60006757517738}, {"timestamp": "2020-08-12T02:33:17.047Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5287e7c2-37f1-53f6-5a90-fc2560fa50df", "grossValue": 28817250, "homeNotional": 8.672147764387882, "foreignNotional": 3245.5513008221646}]} 2020-08-12 05:33:17 DEBUG: message ignored 2020-08-12 05:33:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:17.472Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "989b27ae-a56d-49eb-4c8c-2ef3ddbd9722", "grossValue": 1122900, "homeNotional": 0.3378758869242032, "foreignNotional": 126.46694447572925}]} 2020-08-12 05:33:17 DEBUG: message ignored 2020-08-12 05:33:17 DEBUG: check clearing time needed clearing_process_timer=1877.642675 2020-08-12 05:33:17 DEBUG: check init order needed init_order_process_timer=1977.642961 2020-08-12 05:33:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:18.221Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "25563369-a53a-ccee-3989-03edeb87ef6c", "grossValue": 1123050, "homeNotional": 0.3378758869242032, "foreignNotional": 126.48383827007545}, {"timestamp": "2020-08-12T02:33:18.221Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "20e1baa3-543f-bd04-1500-e19df5d5f553", "grossValue": 1497400, "homeNotional": 0.45050118256560423, "foreignNotional": 168.64511769343395}, {"timestamp": "2020-08-12T02:33:18.221Z", "symbol": "ETHUSD", "side": "Buy", "size": 2430, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "95da8c98-5347-c880-f937-15a867a74209", "grossValue": 90979200, "homeNotional": 27.36794684086046, "foreignNotional": 10246.559297218155}]} 2020-08-12 05:33:18 DEBUG: message ignored 2020-08-12 05:33:18 DEBUG: check clearing time needed clearing_process_timer=1878.644119 2020-08-12 05:33:18 DEBUG: check init order needed init_order_process_timer=1978.644395 2020-08-12 05:33:19 DEBUG: check clearing time needed clearing_process_timer=1879.645243 2020-08-12 05:33:19 DEBUG: check init order needed init_order_process_timer=1979.645488 2020-08-12 05:33:20 DEBUG: check clearing time needed clearing_process_timer=1880.646967 2020-08-12 05:33:20 DEBUG: check init order needed init_order_process_timer=1980.647339 2020-08-12 05:33:21 DEBUG: check clearing time needed clearing_process_timer=1881.648719 2020-08-12 05:33:21 DEBUG: check init order needed init_order_process_timer=1981.648997 2020-08-12 05:33:22 DEBUG: check clearing time needed clearing_process_timer=1882.650691 2020-08-12 05:33:22 DEBUG: check init order needed init_order_process_timer=1982.65097 2020-08-12 05:33:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:22.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "e6278e94-9966-bf23-c5f0-246dbd37ee17", "grossValue": 411785, "homeNotional": 0.12388782520554116, "foreignNotional": 46.37740736569433}]} 2020-08-12 05:33:22 DEBUG: message ignored 2020-08-12 05:33:23 DEBUG: check clearing time needed clearing_process_timer=1883.65194 2020-08-12 05:33:23 DEBUG: check init order needed init_order_process_timer=1983.652217 2020-08-12 05:33:24 DEBUG: check clearing time needed clearing_process_timer=1884.653092 2020-08-12 05:33:24 DEBUG: check init order needed init_order_process_timer=1984.653767 2020-08-12 05:33:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 2162, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "4b40335a-3faa-dbb2-587f-b4be420ab8dc", "grossValue": 80945280, "homeNotional": 24.34958891767091, "foreignNotional": 9116.486090775988}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a630b73-f13e-05dc-abac-f24eb9c85ffd", "grossValue": 28828800, "homeNotional": 8.672147764387882, "foreignNotional": 3246.852122986823}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "3c7f7f88-e161-04fb-423f-a38182eb7469", "grossValue": 1123350, "homeNotional": 0.3378758869242032, "foreignNotional": 126.51762585876789}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff35b5c9-5fda-b9c6-8446-a9033a5d6b00", "grossValue": 1497800, "homeNotional": 0.45050118256560423, "foreignNotional": 168.69016781169051}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "7e11f45d-fb04-50c9-3e35-cfc6be98766c", "grossValue": 374500, "homeNotional": 0.11262529564140106, "foreignNotional": 42.178173217704696}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffbd8c4c-a343-9b62-1fe9-c1cc4366c8c2", "grossValue": 1123500, "homeNotional": 0.3378758869242032, "foreignNotional": 126.53451965311409}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f78688d7-46d3-a854-f14e-7db257cb06b5", "grossValue": 28836500, "homeNotional": 8.672147764387882, "foreignNotional": 3247.7193377632616}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "de6a2504-3951-4be9-2a15-19e26f2fda4f", "grossValue": 3745000, "homeNotional": 1.1262529564140107, "foreignNotional": 421.781732177047}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "8032f5df-07d5-88d8-0e8a-1dcee2320a54", "grossValue": 3745000, "homeNotional": 1.1262529564140107, "foreignNotional": 421.781732177047}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "8bd85f8c-69bb-5f32-4982-266849e00034", "grossValue": 3745000, "homeNotional": 1.1262529564140107, "foreignNotional": 421.781732177047}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "9830c08e-1afd-15aa-7841-23e3048b4c39", "grossValue": 3745000, "homeNotional": 1.1262529564140107, "foreignNotional": 421.781732177047}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b9b4dc0-9eca-e74f-02b0-392246c47446", "grossValue": 11235000, "homeNotional": 3.3787588692420316, "foreignNotional": 1265.3451965311408}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "37aae238-1871-709c-4016-064a1093b514", "grossValue": 1498200, "homeNotional": 0.45050118256560423, "foreignNotional": 168.73521792994705}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c5bff77-2449-45b3-46cc-fd9af60de546", "grossValue": 7491000, "homeNotional": 2.2525059128280214, "foreignNotional": 843.6760896497353}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "fbd85b3b-4574-51b0-286f-b4026fcc4abf", "grossValue": 7491000, "homeNotional": 2.2525059128280214, "foreignNotional": 843.6760896497353}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "375be016-56c3-c8cd-eda7-eff3b67d1bf1", "grossValue": 1123800, "homeNotional": 0.3378758869242032, "foreignNotional": 126.56830724180651}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff3aad9d-374c-f783-64eb-41692efc1a06", "grossValue": 7492000, "homeNotional": 2.2525059128280214, "foreignNotional": 843.7887149453767}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 299, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "06a30a5c-23db-8b63-b639-ee371009c508", "grossValue": 11200540, "homeNotional": 3.3674963396778916, "foreignNotional": 1261.4641288433381}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 208, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "da445a88-9d22-dc91-f9d1-26e051bddda1", "grossValue": 7791680, "homeNotional": 2.342606149341142, "foreignNotional": 877.5402635431918}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "fb881632-6fa4-5546-4fe2-1ec5d97ffae0", "grossValue": 1123950, "homeNotional": 0.3378758869242032, "foreignNotional": 126.58520103615272}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "f887bb55-9d70-9cd8-6844-58c86eef4826", "grossValue": 1498600, "homeNotional": 0.45050118256560423, "foreignNotional": 168.78026804820362}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "29f98ca4-9254-0453-0f9e-76a9ea953a10", "grossValue": 66313050, "homeNotional": 19.934677328527986, "foreignNotional": 7468.52686113301}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "890062a7-fdc9-59d0-354d-ece20ad65348", "grossValue": 7493000, "homeNotional": 2.2525059128280214, "foreignNotional": 843.9013402410181}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "54b40dda-098d-21e8-57ba-8940ec2b230b", "grossValue": 280987500, "homeNotional": 84.4689717310508, "foreignNotional": 31646.30025903818}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 5198, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee74c365-70aa-4373-1d03-e22fe015b704", "grossValue": 194743070, "homeNotional": 58.54262867440027, "foreignNotional": 21932.99583286406}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "db1612fa-720c-0ab4-e715-2a059b05ca23", "grossValue": 281025000, "homeNotional": 84.4689717310508, "foreignNotional": 31650.523707624732}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 238, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7428c450-ca5d-9474-3c96-433e82743e7b", "grossValue": 8917860, "homeNotional": 2.680482036265345, "foreignNotional": 1004.3766189886248}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 11200, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "e31d8d8f-f088-5a76-3573-e47b2ca44753", "grossValue": 419664000, "homeNotional": 126.14033111836919, "foreignNotional": 47264.782070052934}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "6475025e-5734-ccdd-6e45-b3edc0d488ab", "grossValue": 1124250, "homeNotional": 0.3378758869242032, "foreignNotional": 126.61898862484514}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "110fde60-bf95-d1fb-d309-5d0f11ed322b", "grossValue": 1499000, "homeNotional": 0.45050118256560423, "foreignNotional": 168.8253181664602}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "02be2de0-bc2d-d25a-f0e6-97de8fd72a6f", "grossValue": 262325, "homeNotional": 0.07883770694898073, "foreignNotional": 29.54443067913053}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1db6cab5-4412-8f6e-457f-332f94a8494a", "grossValue": 112425, "homeNotional": 0.033787588692420316, "foreignNotional": 12.661898862484515}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "344991a2-8d46-6067-2bae-14c2d0428414", "grossValue": 374750, "homeNotional": 0.11262529564140106, "foreignNotional": 42.20632954161505}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d6f09f17-39d9-ca2b-f5b9-2da339562856", "grossValue": 66330750, "homeNotional": 19.934677328527986, "foreignNotional": 7470.520328865863}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3ba7432-9e90-2e22-b498-5401f817bcde", "grossValue": 7495000, "homeNotional": 2.2525059128280214, "foreignNotional": 844.126590832301}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7177db1b-e53f-781a-5eb6-ef6aecc2f55a", "grossValue": 29980000, "homeNotional": 9.010023651312085, "foreignNotional": 3376.506363329204}, {"timestamp": "2020-08-12T02:33:25.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 7775, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d6a3cf5a-69ec-36e2-cfc3-5f5b9e0b9269", "grossValue": 291368125, "homeNotional": 87.56616736118933, "foreignNotional": 32815.4212186057}]} 2020-08-12 05:33:25 DEBUG: message ignored 2020-08-12 05:33:25 DEBUG: check clearing time needed clearing_process_timer=1885.655109 2020-08-12 05:33:25 DEBUG: check init order needed init_order_process_timer=1985.65542 2020-08-12 05:33:26 DEBUG: check clearing time needed clearing_process_timer=1886.656608 2020-08-12 05:33:26 DEBUG: check init order needed init_order_process_timer=1986.656881 2020-08-12 05:33:27 DEBUG: check clearing time needed clearing_process_timer=1887.658066 2020-08-12 05:33:27 DEBUG: check init order needed init_order_process_timer=1987.658367 2020-08-12 05:33:28 DEBUG: check clearing time needed clearing_process_timer=1888.659525 2020-08-12 05:33:28 DEBUG: check init order needed init_order_process_timer=1988.659833 2020-08-12 05:33:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:28.966Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "4e6d899b-f490-de0d-4522-cbe760bb154a", "grossValue": 224820000, "homeNotional": 67.57517738484063, "foreignNotional": 25320.418966099787}, {"timestamp": "2020-08-12T02:33:28.966Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "69d75eb5-463a-586d-0a95-67bf215fedae", "grossValue": 374700, "homeNotional": 0.11262529564140106, "foreignNotional": 42.20069827683297}]} 2020-08-12 05:33:28 DEBUG: message ignored 2020-08-12 05:33:29 DEBUG: check clearing time needed clearing_process_timer=1889.661111 2020-08-12 05:33:29 DEBUG: check init order needed init_order_process_timer=1989.661458 2020-08-12 05:33:30 DEBUG: check clearing time needed clearing_process_timer=1890.662702 2020-08-12 05:33:30 DEBUG: check init order needed init_order_process_timer=1990.662955 2020-08-12 05:33:31 DEBUG: check clearing time needed clearing_process_timer=1891.664151 2020-08-12 05:33:31 DEBUG: check init order needed init_order_process_timer=1991.664426 2020-08-12 05:33:32 DEBUG: check clearing time needed clearing_process_timer=1892.665605 2020-08-12 05:33:32 DEBUG: check init order needed init_order_process_timer=1992.665869 2020-08-12 05:33:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:32.706Z", "symbol": "ETHUSD", "side": "Sell", "size": 88, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "9e275006-229b-7dc9-81d1-d4f7ebe89c57", "grossValue": 3297800, "homeNotional": 0.9916610322289835, "foreignNotional": 371.6249718278116}]} 2020-08-12 05:33:32 DEBUG: message ignored 2020-08-12 05:33:33 DEBUG: check clearing time needed clearing_process_timer=1893.667025 2020-08-12 05:33:33 DEBUG: check init order needed init_order_process_timer=1993.667273 2020-08-12 05:33:34 DEBUG: check clearing time needed clearing_process_timer=1894.668468 2020-08-12 05:33:34 DEBUG: check init order needed init_order_process_timer=1994.668708 2020-08-12 05:33:35 DEBUG: check clearing time needed clearing_process_timer=1895.669885 2020-08-12 05:33:35 DEBUG: check init order needed init_order_process_timer=1995.670156 2020-08-12 05:33:36 DEBUG: check clearing time needed clearing_process_timer=1896.671323 2020-08-12 05:33:36 DEBUG: check init order needed init_order_process_timer=1996.671567 2020-08-12 05:33:37 DEBUG: check clearing time needed clearing_process_timer=1897.672762 2020-08-12 05:33:37 DEBUG: check init order needed init_order_process_timer=1997.673008 2020-08-12 05:33:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:37.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "90b67620-1196-bdbd-74bd-d4347715fc55", "grossValue": 1124400, "homeNotional": 0.3380662609871535, "foreignNotional": 126.70723461798512}, {"timestamp": "2020-08-12T02:33:37.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "39732922-b59d-5243-35e6-e7cfe099b85b", "grossValue": 7496000, "homeNotional": 2.2537750732476898, "foreignNotional": 844.7148974532341}, {"timestamp": "2020-08-12T02:33:37.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "3a95bf93-63a8-143d-ecd9-8ca0ffcfe0bb", "grossValue": 37480, "homeNotional": 0.011268875366238449, "foreignNotional": 4.223574487266171}, {"timestamp": "2020-08-12T02:33:37.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 169, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "8af57069-40b0-eba8-70d7-ddb36823ee74", "grossValue": 6334120, "homeNotional": 1.904439936894298, "foreignNotional": 713.7840883479829}]} 2020-08-12 05:33:37 DEBUG: message ignored 2020-08-12 05:33:38 DEBUG: check clearing time needed clearing_process_timer=1898.674217 2020-08-12 05:33:38 DEBUG: check init order needed init_order_process_timer=1998.674511 2020-08-12 05:33:39 DEBUG: check clearing time needed clearing_process_timer=1899.675719 2020-08-12 05:33:39 DEBUG: check init order needed init_order_process_timer=1999.675986 2020-08-12 05:33:40 DEBUG: check clearing time needed clearing_process_timer=1900.677195 2020-08-12 05:33:40 DEBUG: check init order needed init_order_process_timer=2000.677526 2020-08-12 05:33:41 DEBUG: check clearing time needed clearing_process_timer=1901.678567 2020-08-12 05:33:41 DEBUG: check init order needed init_order_process_timer=2001.67885 2020-08-12 05:33:42 DEBUG: check clearing time needed clearing_process_timer=1902.680062 2020-08-12 05:33:42 DEBUG: check init order needed init_order_process_timer=2002.680324 2020-08-12 05:33:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:43.049Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "2520a966-832d-24b2-c413-ad8ac0d17295", "grossValue": 1161880, "homeNotional": 0.3493351363533919, "foreignNotional": 130.93080910525129}, {"timestamp": "2020-08-12T02:33:43.049Z", "symbol": "ETHUSD", "side": "Buy", "size": 69, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d11fcb9-ac79-a95c-8912-3b7a3b627886", "grossValue": 2586120, "homeNotional": 0.777552400270453, "foreignNotional": 291.4266396213658}]} 2020-08-12 05:33:43 DEBUG: message ignored 2020-08-12 05:33:43 DEBUG: check clearing time needed clearing_process_timer=1903.681514 2020-08-12 05:33:43 DEBUG: check init order needed init_order_process_timer=2003.681821 2020-08-12 05:33:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:44.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 701, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a3cc4f7-0c46-70f5-5c3c-b336fd17dfa9", "grossValue": 26273480, "homeNotional": 7.899481631733153, "foreignNotional": 2960.7257155735856}, {"timestamp": "2020-08-12T02:33:44.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4bd523b-d621-75d4-f64a-73152bba04f4", "grossValue": 66339600, "homeNotional": 19.945909398242055, "foreignNotional": 7475.726842461122}, {"timestamp": "2020-08-12T02:33:44.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0604bd61-0219-2bf0-bb5d-c5e84e7347d0", "grossValue": 7496000, "homeNotional": 2.2537750732476898, "foreignNotional": 844.7148974532341}, {"timestamp": "2020-08-12T02:33:44.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 253, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e766de0-0b3d-32d2-e135-1bd5146da50e", "grossValue": 9482440, "homeNotional": 2.8510254676583275, "foreignNotional": 1068.5643452783413}, {"timestamp": "2020-08-12T02:33:44.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c9de449-b579-c796-b2b1-4df10d55a29d", "grossValue": 374800, "homeNotional": 0.1126887536623845, "foreignNotional": 42.235744872661705}, {"timestamp": "2020-08-12T02:33:44.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "de52904f-bcb0-fcfa-82b9-3dde2ab59904", "grossValue": 1686600, "homeNotional": 0.5070993914807302, "foreignNotional": 190.06085192697768}, {"timestamp": "2020-08-12T02:33:44.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 22, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "134c1f70-b229-4f6f-85c8-a6560313e028", "grossValue": 824560, "homeNotional": 0.24791525805724587, "foreignNotional": 92.91863871985576}]} 2020-08-12 05:33:44 DEBUG: message ignored 2020-08-12 05:33:44 DEBUG: check clearing time needed clearing_process_timer=1904.682984 2020-08-12 05:33:44 DEBUG: check init order needed init_order_process_timer=2004.683261 2020-08-12 05:33:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:45.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 138, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "9cac9ade-40d8-336b-6843-7d25e5bbbeec", "grossValue": 5172240, "homeNotional": 1.555104800540906, "foreignNotional": 582.8532792427316}]} 2020-08-12 05:33:45 DEBUG: message ignored 2020-08-12 05:33:45 DEBUG: check clearing time needed clearing_process_timer=1905.684429 2020-08-12 05:33:45 DEBUG: check init order needed init_order_process_timer=2005.684699 2020-08-12 05:33:46 DEBUG: check clearing time needed clearing_process_timer=1906.685862 2020-08-12 05:33:46 DEBUG: check init order needed init_order_process_timer=2006.686121 2020-08-12 05:33:47 DEBUG: check clearing time needed clearing_process_timer=1907.68731 2020-08-12 05:33:47 DEBUG: check init order needed init_order_process_timer=2007.687578 2020-08-12 05:33:48 DEBUG: check clearing time needed clearing_process_timer=1908.688748 2020-08-12 05:33:48 DEBUG: check init order needed init_order_process_timer=2008.688998 2020-08-12 05:33:49 DEBUG: check clearing time needed clearing_process_timer=1909.690212 2020-08-12 05:33:49 DEBUG: check init order needed init_order_process_timer=2009.690496 2020-08-12 05:33:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:50.277Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "6e424931-bce1-617d-fe04-9618604140bc", "grossValue": 37485, "homeNotional": 0.011268875366238449, "foreignNotional": 4.224137931034483}]} 2020-08-12 05:33:50 DEBUG: message ignored 2020-08-12 05:33:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:50.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "0f9a5370-7f77-5c31-003c-193ed2e019a4", "grossValue": 412280, "homeNotional": 0.12395762902862294, "foreignNotional": 46.45931935992788}]} 2020-08-12 05:33:50 DEBUG: message ignored 2020-08-12 05:33:50 DEBUG: check clearing time needed clearing_process_timer=1910.69169 2020-08-12 05:33:50 DEBUG: check init order needed init_order_process_timer=2010.692024 2020-08-12 05:33:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:50.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "d3c1727c-9d65-f383-4ce4-de14a83b7db9", "grossValue": 1461915, "homeNotional": 0.43948613928329955, "foreignNotional": 164.74137931034483}, {"timestamp": "2020-08-12T02:33:50.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "34d30a70-a248-bcfc-a238-4fa89312f806", "grossValue": 149940, "homeNotional": 0.045075501464953795, "foreignNotional": 16.896551724137932}, {"timestamp": "2020-08-12T02:33:50.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e0faaba-7a50-a833-6186-34196a9a78b3", "grossValue": 187425, "homeNotional": 0.05634437683119225, "foreignNotional": 21.120689655172413}, {"timestamp": "2020-08-12T02:33:50.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 1152, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "08626f2a-e9fc-c43c-bcd9-544436b8bb68", "grossValue": 43182720, "homeNotional": 12.981744421906694, "foreignNotional": 4866.206896551724}]} 2020-08-12 05:33:51 DEBUG: message ignored 2020-08-12 05:33:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:51.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "f425c671-96a4-c666-4c7d-64c7f41cfd41", "grossValue": 412280, "homeNotional": 0.12395762902862294, "foreignNotional": 46.45931935992788}]} 2020-08-12 05:33:51 DEBUG: message ignored 2020-08-12 05:33:51 DEBUG: check clearing time needed clearing_process_timer=1911.693259 2020-08-12 05:33:51 DEBUG: check init order needed init_order_process_timer=2011.693587 2020-08-12 05:33:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:52.468Z", "symbol": "ETHUSD", "side": "Buy", "size": 1488, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "ab3fb4d6-49e3-aeb5-4c0e-7bdd2d7eef6d", "grossValue": 55777680, "homeNotional": 16.768086544962813, "foreignNotional": 6285.517241379311}, {"timestamp": "2020-08-12T02:33:52.468Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "fdbff703-b74f-53ce-eb27-475255d18223", "grossValue": 112455, "homeNotional": 0.03380662609871535, "foreignNotional": 12.672413793103448}]} 2020-08-12 05:33:52 DEBUG: message ignored 2020-08-12 05:33:52 DEBUG: check clearing time needed clearing_process_timer=1912.69481 2020-08-12 05:33:52 DEBUG: check init order needed init_order_process_timer=2012.695198 2020-08-12 05:33:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:53.376Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "69c2460c-fa89-4469-85af-d073755db1bb", "grossValue": 1124700, "homeNotional": 0.3380662609871535, "foreignNotional": 126.74104124408385}, {"timestamp": "2020-08-12T02:33:53.376Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "c562edcc-3bd5-15c7-90df-36eb90777349", "grossValue": 262430, "homeNotional": 0.07888212756366915, "foreignNotional": 29.572909623619562}, {"timestamp": "2020-08-12T02:33:53.376Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "67fada54-068b-d996-a65a-de1e0fde26de", "grossValue": 37490, "homeNotional": 0.011268875366238449, "foreignNotional": 4.224701374802795}, {"timestamp": "2020-08-12T02:33:53.376Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9597ff8e-8d59-e793-b2b3-69ea38ec7f88", "grossValue": 187450, "homeNotional": 0.05634437683119225, "foreignNotional": 21.123506874013973}, {"timestamp": "2020-08-12T02:33:53.376Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "da5252f0-01c1-a1fe-11ad-998752f0643d", "grossValue": 56235000, "homeNotional": 16.903313049357674, "foreignNotional": 6337.052062204192}, {"timestamp": "2020-08-12T02:33:53.376Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "28b582ba-81ce-f3c1-1100-e0a508e44876", "grossValue": 187450, "homeNotional": 0.05634437683119225, "foreignNotional": 21.123506874013973}]} 2020-08-12 05:33:53 DEBUG: message ignored 2020-08-12 05:33:53 DEBUG: check clearing time needed clearing_process_timer=1913.696407 2020-08-12 05:33:53 DEBUG: check init order needed init_order_process_timer=2013.696744 2020-08-12 05:33:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:53.693Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "68355a43-995c-be49-7bd4-ec44de21652e", "grossValue": 1124850, "homeNotional": 0.3380662609871535, "foreignNotional": 126.7579445571332}, {"timestamp": "2020-08-12T02:33:53.693Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc834efe-0d9c-2948-3e76-45383c12020d", "grossValue": 1124850, "homeNotional": 0.3380662609871535, "foreignNotional": 126.7579445571332}, {"timestamp": "2020-08-12T02:33:53.693Z", "symbol": "ETHUSD", "side": "Buy", "size": 340, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "3a3b9095-2263-665f-e456-34d57a9a24e8", "grossValue": 12748300, "homeNotional": 3.8314176245210727, "foreignNotional": 1436.5900383141764}]} 2020-08-12 05:33:53 DEBUG: message ignored 2020-08-12 05:33:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:53.719Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "4f6fca9a-778a-4941-c2ed-422ea77ee63d", "grossValue": 374900, "homeNotional": 0.1126887536623845, "foreignNotional": 42.247013748027946}]} 2020-08-12 05:33:53 DEBUG: message ignored 2020-08-12 05:33:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:54.270Z", "symbol": "ETHUSD", "side": "Buy", "size": 430, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "1cbaebf0-500f-ae38-1edc-45a79401468b", "grossValue": 16122850, "homeNotional": 4.845616407482534, "foreignNotional": 1816.8638719855758}, {"timestamp": "2020-08-12T02:33:54.270Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "b53211de-ff56-89f3-9df7-7570f4665e79", "grossValue": 66366150, "homeNotional": 19.945909398242055, "foreignNotional": 7478.718728870858}, {"timestamp": "2020-08-12T02:33:54.270Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "4228fee6-e7bc-a4e2-3e3d-91b7424b525a", "grossValue": 112485, "homeNotional": 0.03380662609871535, "foreignNotional": 12.67579445571332}]} 2020-08-12 05:33:54 DEBUG: message ignored 2020-08-12 05:33:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:54.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "b4db3296-7420-d4ce-9818-ad696a48a11c", "grossValue": 1650000, "homeNotional": 0.49583051611449175, "foreignNotional": 185.93644354293443}, {"timestamp": "2020-08-12T02:33:54.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1a3a689-33d0-3ce5-f22e-4113cf10f9f6", "grossValue": 8062500, "homeNotional": 2.422808203741267, "foreignNotional": 908.553076402975}, {"timestamp": "2020-08-12T02:33:54.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 141, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "95e7fd66-2d21-1619-abeb-1fe48c70dd0e", "grossValue": 5287500, "homeNotional": 1.5889114266396214, "foreignNotional": 595.841784989858}]} 2020-08-12 05:33:54 DEBUG: message ignored 2020-08-12 05:33:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:33:54.673Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "3dc55dbc-9991-76a1-fc8b-a703bdce94ca", "grossValue": 5625000, "homeNotional": 1.6903313049357673, "foreignNotional": 633.8742393509128}]} 2020-08-12 05:33:54 DEBUG: message ignored 2020-08-12 05:33:54 DEBUG: check clearing time needed clearing_process_timer=1914.697935 2020-08-12 05:33:54 DEBUG: check init order needed init_order_process_timer=2014.698131 2020-08-12 05:33:55 DEBUG: check clearing time needed clearing_process_timer=1915.699322 2020-08-12 05:33:55 DEBUG: check init order needed init_order_process_timer=2015.699621 2020-08-12 05:33:56 DEBUG: check clearing time needed clearing_process_timer=1916.700831 2020-08-12 05:33:56 DEBUG: check init order needed init_order_process_timer=2016.701143 2020-08-12 05:33:57 DEBUG: check clearing time needed clearing_process_timer=1917.702357 2020-08-12 05:33:57 DEBUG: check init order needed init_order_process_timer=2017.702628 2020-08-12 05:33:58 DEBUG: check clearing time needed clearing_process_timer=1918.703823 2020-08-12 05:33:58 DEBUG: check init order needed init_order_process_timer=2018.704098 2020-08-12 05:33:59 DEBUG: check clearing time needed clearing_process_timer=1919.705111 2020-08-12 05:33:59 DEBUG: check init order needed init_order_process_timer=2019.705412 2020-08-12 05:34:00 DEBUG: check clearing time needed clearing_process_timer=1920.706578 2020-08-12 05:34:00 DEBUG: check init order needed init_order_process_timer=2020.706843 2020-08-12 05:34:01 DEBUG: check clearing time needed clearing_process_timer=1921.708477 2020-08-12 05:34:01 DEBUG: check init order needed init_order_process_timer=2021.710918 2020-08-12 05:34:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 968, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "87460d2e-3b20-264d-cf47-901e8a1395b4", "grossValue": 36300000, "homeNotional": 10.90950073255945, "foreignNotional": 4091.0627747097938}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9ea5af2-2dbf-c76c-904c-551682813a36", "grossValue": 1012500, "homeNotional": 0.3042939253916376, "foreignNotional": 114.11022202186408}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 333, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "a71963ea-c2d1-31f1-ab9f-50010ce1df11", "grossValue": 12487500, "homeNotional": 3.7529584131635296, "foreignNotional": 1407.3594049363237}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ac735c5-efb9-d1bc-82ab-f770b157d2af", "grossValue": 112500, "homeNotional": 0.033810436154626394, "foreignNotional": 12.678913557984899}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "6bfcdb7c-853b-01c9-e43c-d747996f92d8", "grossValue": 187500, "homeNotional": 0.05635072692437732, "foreignNotional": 21.131522596641496}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "89c6681c-769f-d3a0-674f-91b6fc2531cc", "grossValue": 150000, "homeNotional": 0.04508058153950186, "foreignNotional": 16.905218077313197}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "8fdc15b7-1e11-cc5a-f4c9-f364f3d8e34a", "grossValue": 37500, "homeNotional": 0.011270145384875465, "foreignNotional": 4.226304519328299}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "67750da0-c615-931f-1f12-94fdab298353", "grossValue": 37500, "homeNotional": 0.011270145384875465, "foreignNotional": 4.226304519328299}, {"timestamp": "2020-08-12T02:34:02.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 8658, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "6accc67f-91e8-52f7-748b-b5d8208cc03d", "grossValue": 324675000, "homeNotional": 97.57691874225178, "foreignNotional": 36591.344528344416}]} 2020-08-12 05:34:02 DEBUG: message ignored 2020-08-12 05:34:02 DEBUG: check clearing time needed clearing_process_timer=1922.712166 2020-08-12 05:34:02 DEBUG: check init order needed init_order_process_timer=2022.712465 2020-08-12 05:34:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:03.660Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "5e05c127-d773-252d-a9fe-9a6aa0eaa172", "grossValue": 112500000, "homeNotional": 33.810436154626395, "foreignNotional": 12678.913557984897}]} 2020-08-12 05:34:03 DEBUG: message ignored 2020-08-12 05:34:03 DEBUG: check clearing time needed clearing_process_timer=1923.713747 2020-08-12 05:34:03 DEBUG: check init order needed init_order_process_timer=2023.714044 2020-08-12 05:34:04 DEBUG: check clearing time needed clearing_process_timer=1924.715218 2020-08-12 05:34:04 DEBUG: check init order needed init_order_process_timer=2024.715518 2020-08-12 05:34:05 DEBUG: check clearing time needed clearing_process_timer=1925.716688 2020-08-12 05:34:05 DEBUG: check init order needed init_order_process_timer=2025.71695 2020-08-12 05:34:06 DEBUG: check clearing time needed clearing_process_timer=1926.718166 2020-08-12 05:34:06 DEBUG: check init order needed init_order_process_timer=2026.718483 2020-08-12 05:34:07 DEBUG: check clearing time needed clearing_process_timer=1927.719672 2020-08-12 05:34:07 DEBUG: check init order needed init_order_process_timer=2027.719928 2020-08-12 05:34:08 DEBUG: check clearing time needed clearing_process_timer=1928.721107 2020-08-12 05:34:08 DEBUG: check init order needed init_order_process_timer=2028.721452 2020-08-12 05:34:09 DEBUG: check clearing time needed clearing_process_timer=1929.722741 2020-08-12 05:34:09 DEBUG: check init order needed init_order_process_timer=2029.723015 2020-08-12 05:34:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "cf1b0fed-075f-edfd-d3a3-eefb09fedbc3", "grossValue": 224970000, "homeNotional": 67.62087230925279, "foreignNotional": 25354.446072354334}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 2937, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce05f012-266a-ec32-7891-7bada7622c74", "grossValue": 110122815, "homeNotional": 33.10041699537924, "foreignNotional": 12411.001352417446}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "24a6e8c7-58de-b0bf-21b9-f40f611d3637", "grossValue": 1424810, "homeNotional": 0.4282655246252677, "foreignNotional": 160.5781584582441}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 4162, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "29e7260e-e17a-bb4c-cd2b-aeb0d0dfa682", "grossValue": 156054190, "homeNotional": 46.90634509185168, "foreignNotional": 17587.534092189788}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 465, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "07ddc059-a839-7319-3531-cc5266ee07c4", "grossValue": 17435175, "homeNotional": 5.240617603967091, "foreignNotional": 1964.9695706074608}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 47, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "63719385-6ac2-dfe7-44dc-d0d5a5a21c35", "grossValue": 1762265, "homeNotional": 0.5296968330891468, "foreignNotional": 198.6098275667756}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 63, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f2e1901-5cab-37a1-66c1-2d10f082664d", "grossValue": 2362185, "homeNotional": 0.7100191592471543, "foreignNotional": 266.2216837597205}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ec0f627-5661-8fef-a423-31c8fc153b33", "grossValue": 1612285, "homeNotional": 0.484616251549645, "foreignNotional": 181.7068635185394}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 162, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ad021a4-29ed-6ffe-168c-1c28030c03c3", "grossValue": 6074190, "homeNotional": 1.8257635523498252, "foreignNotional": 684.570043953567}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 226, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ab9dbc2-6cf0-d489-acdc-df35c83f37d6", "grossValue": 8473870, "homeNotional": 2.547052856981855, "foreignNotional": 955.0174687253466}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1cdbf2ea-4432-18f6-6e89-60f42e1432c6", "grossValue": 1574790, "homeNotional": 0.4733461061647695, "foreignNotional": 177.48112250648035}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 92, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f085cf4-3b09-8969-ab06-09e3f9d9396a", "grossValue": 3449540, "homeNotional": 1.0368533754085427, "foreignNotional": 388.7681731094331}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4357321-1ed7-17a4-1b7c-4d508565259c", "grossValue": 18747500, "homeNotional": 5.635072692437732, "foreignNotional": 2112.870506029528}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6397908-c283-b6e1-7548-6df8c0c607b4", "grossValue": 18747500, "homeNotional": 5.635072692437732, "foreignNotional": 2112.870506029528}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6af0253-7612-6091-3039-33cf1204ecfd", "grossValue": 37495000, "homeNotional": 11.270145384875464, "foreignNotional": 4225.741012059056}, {"timestamp": "2020-08-12T02:34:09.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "5541ad5a-aea9-3210-51ac-a9f7ea2d73ad", "grossValue": 56242500, "homeNotional": 16.905218077313197, "foreignNotional": 6338.611518088584}]} 2020-08-12 05:34:09 DEBUG: message ignored 2020-08-12 05:34:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:10.523Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "9a439d87-8b6f-8613-01f0-76aef26469f9", "grossValue": 1124700, "homeNotional": 0.33810436154626394, "foreignNotional": 126.75532514369435}, {"timestamp": "2020-08-12T02:34:10.523Z", "symbol": "ETHUSD", "side": "Sell", "size": 92, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "8bf97abe-2919-bb4c-5a57-261409efdfce", "grossValue": 3449080, "homeNotional": 1.0368533754085427, "foreignNotional": 388.71633044066266}]} 2020-08-12 05:34:10 DEBUG: message ignored 2020-08-12 05:34:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:10.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 2383, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "441c078d-b6ae-6420-a364-92d8ec342706", "grossValue": 89338670, "homeNotional": 26.856756452158233, "foreignNotional": 10068.597993914122}, {"timestamp": "2020-08-12T02:34:10.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "642d2af0-c995-b224-47d1-7cb453f98fdb", "grossValue": 149960000, "homeNotional": 45.08058153950186, "foreignNotional": 16900.710019159247}, {"timestamp": "2020-08-12T02:34:10.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 3420, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "6ad576e3-9af1-4027-bdd6-90996b0b3412", "grossValue": 128232900, "homeNotional": 38.54389721627409, "foreignNotional": 14452.03426124197}, {"timestamp": "2020-08-12T02:34:10.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 197, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b0ef40d-93c6-5903-e543-60771a0c43f8", "grossValue": 7386515, "homeNotional": 2.2202186408204665, "foreignNotional": 832.470979375634}]} 2020-08-12 05:34:10 DEBUG: message ignored 2020-08-12 05:34:10 DEBUG: check clearing time needed clearing_process_timer=1930.724213 2020-08-12 05:34:10 DEBUG: check init order needed init_order_process_timer=2030.724498 2020-08-12 05:34:11 DEBUG: check clearing time needed clearing_process_timer=1931.725678 2020-08-12 05:34:11 DEBUG: check init order needed init_order_process_timer=2031.726021 2020-08-12 05:34:12 DEBUG: check clearing time needed clearing_process_timer=1932.727274 2020-08-12 05:34:12 DEBUG: check init order needed init_order_process_timer=2032.727598 2020-08-12 05:34:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:13.297Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "5cb0bedc-a34f-4ad7-60a5-df69df03e955", "grossValue": 18745000, "homeNotional": 5.635072692437732, "foreignNotional": 2112.588752394906}]} 2020-08-12 05:34:13 DEBUG: message ignored 2020-08-12 05:34:13 DEBUG: check clearing time needed clearing_process_timer=1933.728774 2020-08-12 05:34:13 DEBUG: check init order needed init_order_process_timer=2033.729062 2020-08-12 05:34:14 DEBUG: check clearing time needed clearing_process_timer=1934.730235 2020-08-12 05:34:14 DEBUG: check init order needed init_order_process_timer=2034.730486 2020-08-12 05:34:15 DEBUG: check clearing time needed clearing_process_timer=1935.731638 2020-08-12 05:34:15 DEBUG: check init order needed init_order_process_timer=2035.731911 2020-08-12 05:34:16 DEBUG: check clearing time needed clearing_process_timer=1936.733077 2020-08-12 05:34:16 DEBUG: check init order needed init_order_process_timer=2036.733369 2020-08-12 05:34:17 DEBUG: check clearing time needed clearing_process_timer=1937.734538 2020-08-12 05:34:17 DEBUG: check init order needed init_order_process_timer=2037.734811 2020-08-12 05:34:18 DEBUG: check clearing time needed clearing_process_timer=1938.735998 2020-08-12 05:34:18 DEBUG: check init order needed init_order_process_timer=2038.736249 2020-08-12 05:34:19 DEBUG: check clearing time needed clearing_process_timer=1939.737415 2020-08-12 05:34:19 DEBUG: check init order needed init_order_process_timer=2039.737664 2020-08-12 05:34:20 DEBUG: check clearing time needed clearing_process_timer=1940.738871 2020-08-12 05:34:20 DEBUG: check init order needed init_order_process_timer=2040.739101 2020-08-12 05:34:21 DEBUG: check clearing time needed clearing_process_timer=1941.74031 2020-08-12 05:34:21 DEBUG: check init order needed init_order_process_timer=2041.740602 2020-08-12 05:34:22 DEBUG: check clearing time needed clearing_process_timer=1942.741805 2020-08-12 05:34:22 DEBUG: check init order needed init_order_process_timer=2042.742121 2020-08-12 05:34:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:22.829Z", "symbol": "ETHUSD", "side": "Sell", "size": 116, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "364ab5df-d424-dbae-a28e-0466bde8477a", "grossValue": 4348260, "homeNotional": 1.3073368646455539, "foreignNotional": 490.0552237123859}, {"timestamp": "2020-08-12T02:34:22.829Z", "symbol": "ETHUSD", "side": "Sell", "size": 175, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c90ab50-acba-1d8b-5d85-668c554e4f44", "grossValue": 6559875, "homeNotional": 1.9722754423532063, "foreignNotional": 739.3074495660994}]} 2020-08-12 05:34:22 DEBUG: message ignored 2020-08-12 05:34:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:23.708Z", "symbol": "ETHUSD", "side": "Sell", "size": 814, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "49091752-6e16-ee17-ed18-edde399eb4cc", "grossValue": 30512790, "homeNotional": 9.173898343288629, "foreignNotional": 3438.8357939817424}, {"timestamp": "2020-08-12T02:34:23.708Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a80e94b3-f5af-2d5b-96fe-c21a33c3014d", "grossValue": 1536885, "homeNotional": 0.46207596077989405, "foreignNotional": 173.2091738983433}, {"timestamp": "2020-08-12T02:34:23.708Z", "symbol": "ETHUSD", "side": "Sell", "size": 145, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc378134-5dd2-5944-673a-1f36f7a345c9", "grossValue": 5435325, "homeNotional": 1.6341710808069425, "foreignNotional": 612.5690296404823}]} 2020-08-12 05:34:23 DEBUG: message ignored 2020-08-12 05:34:23 DEBUG: check clearing time needed clearing_process_timer=1943.743283 2020-08-12 05:34:23 DEBUG: check init order needed init_order_process_timer=2043.743483 2020-08-12 05:34:24 DEBUG: check clearing time needed clearing_process_timer=1944.744628 2020-08-12 05:34:24 DEBUG: check init order needed init_order_process_timer=2044.744913 2020-08-12 05:34:25 DEBUG: check clearing time needed clearing_process_timer=1945.746155 2020-08-12 05:34:25 DEBUG: check init order needed init_order_process_timer=2045.746481 2020-08-12 05:34:26 DEBUG: check clearing time needed clearing_process_timer=1946.747675 2020-08-12 05:34:26 DEBUG: check init order needed init_order_process_timer=2046.747935 2020-08-12 05:34:27 DEBUG: check clearing time needed clearing_process_timer=1947.749124 2020-08-12 05:34:27 DEBUG: check init order needed init_order_process_timer=2047.749388 2020-08-12 05:34:28 DEBUG: check clearing time needed clearing_process_timer=1948.750557 2020-08-12 05:34:28 DEBUG: check init order needed init_order_process_timer=2048.750831 2020-08-12 05:34:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:28.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 483, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "46522872-8f17-8688-498d-5b9f482356d9", "grossValue": 18105255, "homeNotional": 5.443480220894849, "foreignNotional": 2040.4885608024344}, {"timestamp": "2020-08-12T02:34:28.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 56, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4edd2ade-1086-d339-c881-dee45263acdf", "grossValue": 2099160, "homeNotional": 0.631128141553026, "foreignNotional": 236.57838386115182}, {"timestamp": "2020-08-12T02:34:28.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 1686, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4599a6fe-d7de-4250-4897-b89ab433be22", "grossValue": 63199710, "homeNotional": 19.001465118900033, "foreignNotional": 7122.699199819677}]} 2020-08-12 05:34:28 DEBUG: message ignored 2020-08-12 05:34:29 DEBUG: check clearing time needed clearing_process_timer=1949.752003 2020-08-12 05:34:29 DEBUG: check init order needed init_order_process_timer=2049.752265 2020-08-12 05:34:30 DEBUG: check clearing time needed clearing_process_timer=1950.753484 2020-08-12 05:34:30 DEBUG: check init order needed init_order_process_timer=2050.753793 2020-08-12 05:34:31 DEBUG: check clearing time needed clearing_process_timer=1951.754996 2020-08-12 05:34:31 DEBUG: check init order needed init_order_process_timer=2051.75532 2020-08-12 05:34:32 DEBUG: check clearing time needed clearing_process_timer=1952.756499 2020-08-12 05:34:32 DEBUG: check init order needed init_order_process_timer=2052.756836 2020-08-12 05:34:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:33.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "ce749448-7806-3523-95f5-ae69567e3a4c", "grossValue": 374900, "homeNotional": 0.11270145384875464, "foreignNotional": 42.25177504789812}]} 2020-08-12 05:34:33 DEBUG: message ignored 2020-08-12 05:34:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:33.040Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "bacb1567-18c5-ae1b-745f-847462c2c119", "grossValue": 487370, "homeNotional": 0.14651189000338105, "foreignNotional": 54.92730756226755}]} 2020-08-12 05:34:33 DEBUG: message ignored 2020-08-12 05:34:33 DEBUG: check clearing time needed clearing_process_timer=1953.758099 2020-08-12 05:34:33 DEBUG: check init order needed init_order_process_timer=2053.758389 2020-08-12 05:34:34 DEBUG: check clearing time needed clearing_process_timer=1954.759584 2020-08-12 05:34:34 DEBUG: check init order needed init_order_process_timer=2054.759915 2020-08-12 05:34:35 DEBUG: check clearing time needed clearing_process_timer=1955.761159 2020-08-12 05:34:35 DEBUG: check init order needed init_order_process_timer=2055.761463 2020-08-12 05:34:36 DEBUG: check clearing time needed clearing_process_timer=1956.762654 2020-08-12 05:34:36 DEBUG: check init order needed init_order_process_timer=2056.762918 2020-08-12 05:34:37 DEBUG: check clearing time needed clearing_process_timer=1957.764092 2020-08-12 05:34:37 DEBUG: check init order needed init_order_process_timer=2057.764356 2020-08-12 05:34:38 DEBUG: check clearing time needed clearing_process_timer=1958.76553 2020-08-12 05:34:38 DEBUG: check init order needed init_order_process_timer=2058.765832 2020-08-12 05:34:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:34:39.748Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "3291127a-0b1d-db94-513d-af824a57bf5d", "grossValue": 2661435, "homeNotional": 0.800180322326158, "foreignNotional": 299.94759382396035}, {"timestamp": "2020-08-12T02:34:39.748Z", "symbol": "ETHUSD", "side": "Sell", "size": 223, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7930f2d-29df-0920-731b-1c4d3b438e72", "grossValue": 8359155, "homeNotional": 2.5132424208272286, "foreignNotional": 942.0889214470867}]} 2020-08-12 05:34:39 DEBUG: message ignored 2020-08-12 05:34:39 DEBUG: check clearing time needed clearing_process_timer=1959.767008 2020-08-12 05:34:39 DEBUG: check init order needed init_order_process_timer=2059.767216 2020-08-12 05:34:40 DEBUG: check clearing time needed clearing_process_timer=1960.76839 2020-08-12 05:34:40 DEBUG: check init order needed init_order_process_timer=2060.76868 2020-08-12 05:34:41 DEBUG: check clearing time needed clearing_process_timer=1961.769892 2020-08-12 05:34:41 DEBUG: check init order needed init_order_process_timer=2061.770179 2020-08-12 05:34:42 DEBUG: check clearing time needed clearing_process_timer=1962.771358 2020-08-12 05:34:42 DEBUG: check init order needed init_order_process_timer=2062.771654 2020-08-12 05:34:43 DEBUG: check clearing time needed clearing_process_timer=1963.772822 2020-08-12 05:34:43 DEBUG: check init order needed init_order_process_timer=2063.773148 2020-08-12 05:34:44 DEBUG: check clearing time needed clearing_process_timer=1964.774339 2020-08-12 05:34:44 DEBUG: check init order needed init_order_process_timer=2064.774628 2020-08-12 05:34:45 DEBUG: check clearing time needed clearing_process_timer=1965.775861 2020-08-12 05:34:45 DEBUG: check init order needed init_order_process_timer=2065.776114 2020-08-12 05:34:46 DEBUG: check clearing time needed clearing_process_timer=1966.777084 2020-08-12 05:34:46 DEBUG: check init order needed init_order_process_timer=2066.777366 2020-08-12 05:34:47 DEBUG: check clearing time needed clearing_process_timer=1967.778533 2020-08-12 05:34:47 DEBUG: check init order needed init_order_process_timer=2067.778781 2020-08-12 05:34:48 DEBUG: check clearing time needed clearing_process_timer=1968.779949 2020-08-12 05:34:48 DEBUG: check init order needed init_order_process_timer=2068.780204 2020-08-12 05:34:49 DEBUG: check clearing time needed clearing_process_timer=1969.781059 2020-08-12 05:34:49 DEBUG: check init order needed init_order_process_timer=2069.781296 2020-08-12 05:34:50 DEBUG: check clearing time needed clearing_process_timer=1970.782467 2020-08-12 05:34:50 DEBUG: check init order needed init_order_process_timer=2070.782787 2020-08-12 05:34:51 DEBUG: check clearing time needed clearing_process_timer=1971.784024 2020-08-12 05:34:51 DEBUG: check init order needed init_order_process_timer=2071.784322 2020-08-12 05:34:52 DEBUG: check clearing time needed clearing_process_timer=1972.785066 2020-08-12 05:34:52 DEBUG: check init order needed init_order_process_timer=2072.785322 2020-08-12 05:34:53 DEBUG: check clearing time needed clearing_process_timer=1973.786478 2020-08-12 05:34:53 DEBUG: check init order needed init_order_process_timer=2073.78673 2020-08-12 05:34:54 DEBUG: check clearing time needed clearing_process_timer=1974.78791 2020-08-12 05:34:54 DEBUG: check init order needed init_order_process_timer=2074.788152 2020-08-12 05:34:55 DEBUG: check clearing time needed clearing_process_timer=1975.789083 2020-08-12 05:34:55 DEBUG: check init order needed init_order_process_timer=2075.789332 2020-08-12 05:34:56 DEBUG: check clearing time needed clearing_process_timer=1976.790301 2020-08-12 05:34:56 DEBUG: check init order needed init_order_process_timer=2076.790625 2020-08-12 05:34:57 DEBUG: check clearing time needed clearing_process_timer=1977.791835 2020-08-12 05:34:57 DEBUG: check init order needed init_order_process_timer=2077.792104 2020-08-12 05:34:58 DEBUG: check clearing time needed clearing_process_timer=1978.793347 2020-08-12 05:34:58 DEBUG: check init order needed init_order_process_timer=2078.793592 2020-08-12 05:34:59 DEBUG: check clearing time needed clearing_process_timer=1979.794772 2020-08-12 05:34:59 DEBUG: check init order needed init_order_process_timer=2079.795058 2020-08-12 05:35:00 DEBUG: check clearing time needed clearing_process_timer=1980.796286 2020-08-12 05:35:00 DEBUG: check init order needed init_order_process_timer=2080.796568 2020-08-12 05:35:01 DEBUG: check clearing time needed clearing_process_timer=1981.797802 2020-08-12 05:35:01 DEBUG: check init order needed init_order_process_timer=2081.799073 2020-08-12 05:35:02 DEBUG: check clearing time needed clearing_process_timer=1982.800347 2020-08-12 05:35:02 DEBUG: check init order needed init_order_process_timer=2082.800649 2020-08-12 05:35:03 DEBUG: check clearing time needed clearing_process_timer=1983.801861 2020-08-12 05:35:03 DEBUG: check init order needed init_order_process_timer=2083.802269 2020-08-12 05:35:04 DEBUG: check clearing time needed clearing_process_timer=1984.803473 2020-08-12 05:35:04 DEBUG: check init order needed init_order_process_timer=2084.803784 2020-08-12 05:35:05 DEBUG: check clearing time needed clearing_process_timer=1985.805059 2020-08-12 05:35:05 DEBUG: check init order needed init_order_process_timer=2085.80533 2020-08-12 05:35:06 DEBUG: check clearing time needed clearing_process_timer=1986.806526 2020-08-12 05:35:06 DEBUG: check init order needed init_order_process_timer=2086.806886 2020-08-12 05:35:07 DEBUG: check clearing time needed clearing_process_timer=1987.808115 2020-08-12 05:35:07 DEBUG: check init order needed init_order_process_timer=2087.808384 2020-08-12 05:35:08 DEBUG: check clearing time needed clearing_process_timer=1988.809562 2020-08-12 05:35:08 DEBUG: check init order needed init_order_process_timer=2088.80983 2020-08-12 05:35:09 DEBUG: check clearing time needed clearing_process_timer=1989.810981 2020-08-12 05:35:09 DEBUG: check init order needed init_order_process_timer=2089.811264 2020-08-12 05:35:10 DEBUG: check clearing time needed clearing_process_timer=1990.812501 2020-08-12 05:35:10 DEBUG: check init order needed init_order_process_timer=2090.812772 2020-08-12 05:35:11 DEBUG: check clearing time needed clearing_process_timer=1991.813076 2020-08-12 05:35:11 DEBUG: check init order needed init_order_process_timer=2091.81336 2020-08-12 05:35:12 DEBUG: check clearing time needed clearing_process_timer=1992.81455 2020-08-12 05:35:12 DEBUG: check init order needed init_order_process_timer=2092.814831 2020-08-12 05:35:13 DEBUG: check clearing time needed clearing_process_timer=1993.816012 2020-08-12 05:35:13 DEBUG: check init order needed init_order_process_timer=2093.816291 2020-08-12 05:35:14 DEBUG: check clearing time needed clearing_process_timer=1994.817463 2020-08-12 05:35:14 DEBUG: check init order needed init_order_process_timer=2094.817733 2020-08-12 05:35:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:14.822Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "65801c3d-3503-5ff8-d4a1-6f71218ba282", "grossValue": 3749000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.51775047898116}]} 2020-08-12 05:35:14 DEBUG: message ignored 2020-08-12 05:35:15 DEBUG: check clearing time needed clearing_process_timer=1995.818907 2020-08-12 05:35:15 DEBUG: check init order needed init_order_process_timer=2095.81919 2020-08-12 05:35:16 DEBUG: check clearing time needed clearing_process_timer=1996.820368 2020-08-12 05:35:16 DEBUG: check init order needed init_order_process_timer=2096.820629 2020-08-12 05:35:17 DEBUG: check clearing time needed clearing_process_timer=1997.821815 2020-08-12 05:35:17 DEBUG: check init order needed init_order_process_timer=2097.822149 2020-08-12 05:35:18 DEBUG: check clearing time needed clearing_process_timer=1998.823329 2020-08-12 05:35:18 DEBUG: check init order needed init_order_process_timer=2098.823617 2020-08-12 05:35:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:19.399Z", "symbol": "ETHUSD", "side": "Sell", "size": 839, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "bf19c93d-dd50-01e8-22ba-43dbd58c5a21", "grossValue": 31449915, "homeNotional": 9.455651977910515, "foreignNotional": 3544.4511439197568}, {"timestamp": "2020-08-12T02:35:19.399Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "af739ac9-5e27-fa62-2621-43aab0ca50bd", "grossValue": 1836765, "homeNotional": 0.5522371238588978, "foreignNotional": 207.00608587850783}]} 2020-08-12 05:35:19 DEBUG: message ignored 2020-08-12 05:35:19 DEBUG: check clearing time needed clearing_process_timer=1999.824796 2020-08-12 05:35:19 DEBUG: check init order needed init_order_process_timer=2099.825096 2020-08-12 05:35:20 DEBUG: check clearing time needed clearing_process_timer=2000.826276 2020-08-12 05:35:20 DEBUG: check init order needed init_order_process_timer=2100.826561 2020-08-12 05:35:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:21.429Z", "symbol": "ETHUSD", "side": "Buy", "size": 431, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "18a0bbb5-9ebe-f9be-58f1-a4cadaaffec8", "grossValue": 16158190, "homeNotional": 4.857432660881325, "foreignNotional": 1821.0515045644088}]} 2020-08-12 05:35:21 DEBUG: message ignored 2020-08-12 05:35:21 DEBUG: check clearing time needed clearing_process_timer=2001.827749 2020-08-12 05:35:21 DEBUG: check init order needed init_order_process_timer=2101.828045 2020-08-12 05:35:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:21.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 271, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d4ec9de-b010-05c3-706c-b94a9587e423", "grossValue": 10159790, "homeNotional": 3.054209399301251, "foreignNotional": 1145.023103798039}, {"timestamp": "2020-08-12T02:35:21.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 1069, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "583aab22-bd70-627c-16f9-c037d6f9ea23", "grossValue": 40076810, "homeNotional": 12.047785416431871, "foreignNotional": 4516.714752620309}]} 2020-08-12 05:35:21 DEBUG: message ignored 2020-08-12 05:35:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:21.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 268, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "58fd1c70-7470-9732-d521-2def73effe85", "grossValue": 10047320, "homeNotional": 3.0203989631466244, "foreignNotional": 1132.3475712836696}, {"timestamp": "2020-08-12T02:35:21.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 147, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "3a4f195c-e4df-d721-0265-23051e5a72de", "grossValue": 5511030, "homeNotional": 1.6567113715766932, "foreignNotional": 621.1010932041023}]} 2020-08-12 05:35:21 DEBUG: message ignored 2020-08-12 05:35:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:22.469Z", "symbol": "ETHUSD", "side": "Buy", "size": 1190, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4f5f0ab-7dda-0ada-87b8-176f32d06efb", "grossValue": 44613100, "homeNotional": 13.411473008001803, "foreignNotional": 5027.961230699876}, {"timestamp": "2020-08-12T02:35:22.469Z", "symbol": "ETHUSD", "side": "Buy", "size": 161, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "4eeec83e-8e05-ddcd-d4d1-0fe3c68b4705", "grossValue": 6035890, "homeNotional": 1.8144934069649499, "foreignNotional": 680.2535782711597}]} 2020-08-12 05:35:22 DEBUG: message ignored 2020-08-12 05:35:22 DEBUG: check clearing time needed clearing_process_timer=2002.829288 2020-08-12 05:35:22 DEBUG: check init order needed init_order_process_timer=2102.829587 2020-08-12 05:35:23 DEBUG: check clearing time needed clearing_process_timer=2003.83079 2020-08-12 05:35:23 DEBUG: check init order needed init_order_process_timer=2103.831067 2020-08-12 05:35:24 DEBUG: check clearing time needed clearing_process_timer=2004.832274 2020-08-12 05:35:24 DEBUG: check init order needed init_order_process_timer=2104.832584 2020-08-12 05:35:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "20352575-fd8c-5d55-a74b-3a95e974f104", "grossValue": 8134245, "homeNotional": 2.445621548517976, "foreignNotional": 916.7412374619632}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "975307eb-4c89-a858-b5c6-7c6145bcdfed", "grossValue": 2998800, "homeNotional": 0.9016116307900371, "foreignNotional": 337.96911980164543}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 154, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "23ea7437-a5f0-c384-de91-4343788b5f91", "grossValue": 5772690, "homeNotional": 1.7356023892708217, "foreignNotional": 650.5905556181675}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 548, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "908de835-4ec3-29ee-4183-39ddf4ffb952", "grossValue": 20541780, "homeNotional": 6.176039670911755, "foreignNotional": 2315.088470641271}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4cd8ac7a-0ca6-363f-2867-59921b5a293a", "grossValue": 1911735, "homeNotional": 0.5747774146286487, "foreignNotional": 215.45531387354896}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5a65f3d-4f14-c6bc-7e20-d4eff4a07008", "grossValue": 2024190, "homeNotional": 0.6085878507832752, "foreignNotional": 228.12915586611066}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 284, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c0d3afd-f551-8c81-2e9e-4471e218f8fd", "grossValue": 10645740, "homeNotional": 3.200721289304632, "foreignNotional": 1199.7903752958414}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 356, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "12be9cea-7558-3f89-c4d6-2f3f8bcdb3a7", "grossValue": 13344660, "homeNotional": 4.012171757015666, "foreignNotional": 1503.9625831173223}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c780f9c-3462-c0d0-5309-c8f6e9b6c92d", "grossValue": 937125, "homeNotional": 0.28175363462188663, "foreignNotional": 105.6153499380142}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fe1a762-ec99-5380-a6df-b1892672fc51", "grossValue": 3073770, "homeNotional": 0.9241519215597881, "foreignNotional": 346.4183477966866}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d4d08ae-6a55-870f-5bc2-8bb0e5b5c5a1", "grossValue": 1836765, "homeNotional": 0.5522371238588978, "foreignNotional": 207.00608587850783}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 4428, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1aa638d-4583-dc08-8312-feb1febe2de6", "grossValue": 165983580, "homeNotional": 49.90420376422856, "foreignNotional": 18706.590781021074}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7528dc1c-05d7-1418-ac9a-7c30ce9871b0", "grossValue": 2024190, "homeNotional": 0.6085878507832752, "foreignNotional": 228.12915586611066}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 6198, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "db3eb209-68b0-8a7d-c3a1-1223630f33c9", "grossValue": 232332030, "homeNotional": 69.85236109545814, "foreignNotional": 26184.15755663248}, {"timestamp": "2020-08-12T02:35:25.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 224, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e0db349-9ae5-ea5b-cbdf-8d7c7fb0ae99", "grossValue": 8396640, "homeNotional": 2.524512566212104, "foreignNotional": 946.3135354446073}]} 2020-08-12 05:35:25 DEBUG: message ignored 2020-08-12 05:35:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:25.519Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "5805f69f-56c7-4e30-57d0-3a0aef1b0aed", "grossValue": 1124400, "homeNotional": 0.33810436154626394, "foreignNotional": 126.72151470753973}, {"timestamp": "2020-08-12T02:35:25.519Z", "symbol": "ETHUSD", "side": "Sell", "size": 97, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "e94ddede-7c16-c4ce-2604-1c8c0db61fac", "grossValue": 3635560, "homeNotional": 1.0932041023329202, "foreignNotional": 409.73289755437844}, {"timestamp": "2020-08-12T02:35:25.519Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3373c057-f023-d85e-a4fa-18981e355817", "grossValue": 1086920, "homeNotional": 0.32683421616138847, "foreignNotional": 122.4974642172884}, {"timestamp": "2020-08-12T02:35:25.519Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3712e468-c7c9-af52-307d-f2946b76e665", "grossValue": 412280, "homeNotional": 0.12397159923363012, "foreignNotional": 46.46455539276457}, {"timestamp": "2020-08-12T02:35:25.519Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2655b7f-265e-cea5-d7eb-55290b976521", "grossValue": 2661080, "homeNotional": 0.800180322326158, "foreignNotional": 299.90758480784405}, {"timestamp": "2020-08-12T02:35:25.519Z", "symbol": "ETHUSD", "side": "Sell", "size": 1658, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3676be99-5cde-c401-37c5-1e5042e84dbd", "grossValue": 62141840, "homeNotional": 18.685901048123522, "foreignNotional": 7003.4757128366955}, {"timestamp": "2020-08-12T02:35:25.519Z", "symbol": "ETHUSD", "side": "Sell", "size": 20000, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "cad6c621-ea9a-ffa4-1ea0-a42fec675727", "grossValue": 749600000, "homeNotional": 225.4029076975093, "foreignNotional": 84481.00980502648}]} 2020-08-12 05:35:25 DEBUG: message ignored 2020-08-12 05:35:25 DEBUG: check clearing time needed clearing_process_timer=2005.83379 2020-08-12 05:35:25 DEBUG: check init order needed init_order_process_timer=2105.834102 2020-08-12 05:35:26 DEBUG: check clearing time needed clearing_process_timer=2006.835264 2020-08-12 05:35:26 DEBUG: check init order needed init_order_process_timer=2106.835627 2020-08-12 05:35:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:27.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "96d1dacf-cab7-df12-b0e4-b7a27ac9b4b7", "grossValue": 1086775, "homeNotional": 0.32683421616138847, "foreignNotional": 122.48112250648033}, {"timestamp": "2020-08-12T02:35:27.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef909df4-06dc-050c-ae8d-0a48ce16e232", "grossValue": 2660725, "homeNotional": 0.800180322326158, "foreignNotional": 299.8675757917277}, {"timestamp": "2020-08-12T02:35:27.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a9b5527-63c9-910e-962b-a99f30da8894", "grossValue": 187375000, "homeNotional": 56.35072692437733, "foreignNotional": 21117.434914910402}, {"timestamp": "2020-08-12T02:35:27.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f85ad8c5-6d79-61f9-0cd9-6348193d48ed", "grossValue": 3485175, "homeNotional": 1.0481235207934183, "foreignNotional": 392.78428941733347}]} 2020-08-12 05:35:27 DEBUG: message ignored 2020-08-12 05:35:27 DEBUG: check clearing time needed clearing_process_timer=2007.836843 2020-08-12 05:35:27 DEBUG: check init order needed init_order_process_timer=2107.837162 2020-08-12 05:35:28 DEBUG: check clearing time needed clearing_process_timer=2008.838369 2020-08-12 05:35:28 DEBUG: check init order needed init_order_process_timer=2108.838653 2020-08-12 05:35:29 DEBUG: check clearing time needed clearing_process_timer=2009.839858 2020-08-12 05:35:29 DEBUG: check init order needed init_order_process_timer=2109.840125 2020-08-12 05:35:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "3ae7364c-7057-1acb-8232-a718a46c117f", "grossValue": 1124100, "homeNotional": 0.33810436154626394, "foreignNotional": 126.6877042713851}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "1fd9e1bb-8671-f6e6-8259-e184cea39292", "grossValue": 74940, "homeNotional": 0.02254029076975093, "foreignNotional": 8.445846951425674}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f59cd788-8d37-dd62-2c15-d62902b58bc0", "grossValue": 3747000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.29234757128364}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "70229c40-b794-99ac-a58c-33ff683a47bd", "grossValue": 187350000, "homeNotional": 56.35072692437733, "foreignNotional": 21114.617378564184}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "21d71422-5a50-faa4-36f3-c35df1da0b82", "grossValue": 2660370, "homeNotional": 0.800180322326158, "foreignNotional": 299.8275667756114}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 1570, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c9467bb-e22c-9a16-4efb-e14eb3e809f7", "grossValue": 58827900, "homeNotional": 17.69412825425448, "foreignNotional": 6629.989856869153}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 1173, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5ee2f8f-79ea-a1b5-719d-ce5fb659f391", "grossValue": 43952310, "homeNotional": 13.21988053645892, "foreignNotional": 4953.4892370111575}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 56, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ef8b6c2-03d6-fa8e-15f7-60b2572f077a", "grossValue": 2098320, "homeNotional": 0.631128141553026, "foreignNotional": 236.48371463991884}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 137, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "0dd97e61-106f-8421-9d50-2336913d43f7", "grossValue": 5133390, "homeNotional": 1.5440099177279387, "foreignNotional": 578.5405161726586}, {"timestamp": "2020-08-12T02:35:30.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 128, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "74f90439-28bd-1f2e-0351-e17ae4564d10", "grossValue": 4796160, "homeNotional": 1.4425786092640596, "foreignNotional": 540.5342048912431}]} 2020-08-12 05:35:30 DEBUG: message ignored 2020-08-12 05:35:30 DEBUG: check clearing time needed clearing_process_timer=2010.841077 2020-08-12 05:35:30 DEBUG: check init order needed init_order_process_timer=2110.841414 2020-08-12 05:35:31 DEBUG: check clearing time needed clearing_process_timer=2011.842626 2020-08-12 05:35:31 DEBUG: check init order needed init_order_process_timer=2111.842876 2020-08-12 05:35:32 DEBUG: check clearing time needed clearing_process_timer=2012.844047 2020-08-12 05:35:32 DEBUG: check init order needed init_order_process_timer=2112.844303 2020-08-12 05:35:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:33.477Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7a61b26-d354-f8e6-ba61-36516c7d7031", "grossValue": 1498800, "homeNotional": 0.45080581539501857, "foreignNotional": 168.91693902851347}]} 2020-08-12 05:35:33 DEBUG: message ignored 2020-08-12 05:35:33 DEBUG: check clearing time needed clearing_process_timer=2013.845479 2020-08-12 05:35:33 DEBUG: check init order needed init_order_process_timer=2113.845768 2020-08-12 05:35:34 DEBUG: check clearing time needed clearing_process_timer=2014.84695 2020-08-12 05:35:34 DEBUG: check init order needed init_order_process_timer=2114.847274 2020-08-12 05:35:35 DEBUG: check clearing time needed clearing_process_timer=2015.848464 2020-08-12 05:35:35 DEBUG: check init order needed init_order_process_timer=2115.848715 2020-08-12 05:35:36 DEBUG: check clearing time needed clearing_process_timer=2016.849072 2020-08-12 05:35:36 DEBUG: check init order needed init_order_process_timer=2116.849306 2020-08-12 05:35:37 DEBUG: check clearing time needed clearing_process_timer=2017.850474 2020-08-12 05:35:37 DEBUG: check init order needed init_order_process_timer=2117.850752 2020-08-12 05:35:38 DEBUG: check clearing time needed clearing_process_timer=2018.851929 2020-08-12 05:35:38 DEBUG: check init order needed init_order_process_timer=2118.852192 2020-08-12 05:35:39 DEBUG: check clearing time needed clearing_process_timer=2019.853371 2020-08-12 05:35:39 DEBUG: check init order needed init_order_process_timer=2119.853678 2020-08-12 05:35:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:40.201Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "aef33a75-77d2-1c2e-1d92-9debded0670d", "grossValue": 1086485, "homeNotional": 0.32683421616138847, "foreignNotional": 122.44843908486419}, {"timestamp": "2020-08-12T02:35:40.201Z", "symbol": "ETHUSD", "side": "Sell", "size": 293, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "812128f4-aef7-f7ab-9303-0902f793b346", "grossValue": 10977245, "homeNotional": 3.302152597768511, "foreignNotional": 1237.1514707539727}, {"timestamp": "2020-08-12T02:35:40.201Z", "symbol": "ETHUSD", "side": "Sell", "size": 78, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2bc891b0-1378-5a23-eaee-84831ac61545", "grossValue": 2922270, "homeNotional": 0.8790713400202863, "foreignNotional": 329.34407753860023}]} 2020-08-12 05:35:40 DEBUG: message ignored 2020-08-12 05:35:40 DEBUG: check clearing time needed clearing_process_timer=2020.854877 2020-08-12 05:35:40 DEBUG: check init order needed init_order_process_timer=2120.855148 2020-08-12 05:35:41 DEBUG: check clearing time needed clearing_process_timer=2021.856375 2020-08-12 05:35:41 DEBUG: check init order needed init_order_process_timer=2121.856655 2020-08-12 05:35:42 DEBUG: check clearing time needed clearing_process_timer=2022.857851 2020-08-12 05:35:42 DEBUG: check init order needed init_order_process_timer=2122.858111 2020-08-12 05:35:43 DEBUG: check clearing time needed clearing_process_timer=2023.859305 2020-08-12 05:35:43 DEBUG: check init order needed init_order_process_timer=2123.85959 2020-08-12 05:35:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:44.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "2ce076fe-e357-4adb-82c6-e420c3ac3839", "grossValue": 487110, "homeNotional": 0.14651189000338105, "foreignNotional": 54.89800518426688}]} 2020-08-12 05:35:44 DEBUG: message ignored 2020-08-12 05:35:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:44.817Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d71cc1ce-c8ee-53d0-6b56-ac9605851002", "grossValue": 487110, "homeNotional": 0.14651189000338105, "foreignNotional": 54.89800518426688}]} 2020-08-12 05:35:44 DEBUG: message ignored 2020-08-12 05:35:44 DEBUG: check clearing time needed clearing_process_timer=2024.860825 2020-08-12 05:35:44 DEBUG: check init order needed init_order_process_timer=2124.861171 2020-08-12 05:35:45 DEBUG: check clearing time needed clearing_process_timer=2025.862407 2020-08-12 05:35:45 DEBUG: check init order needed init_order_process_timer=2125.862672 2020-08-12 05:35:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:46.488Z", "symbol": "ETHUSD", "side": "Sell", "size": 256, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "1e038139-5846-e554-5b0c-5dc2c2d10838", "grossValue": 9591040, "homeNotional": 2.885157218528119, "foreignNotional": 1080.9241519215598}, {"timestamp": "2020-08-12T02:35:46.488Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "049cece8-dc12-6768-9a37-a3454e81c07a", "grossValue": 1311275, "homeNotional": 0.39445508847064126, "foreignNotional": 147.78259889552575}, {"timestamp": "2020-08-12T02:35:46.488Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5cb0880-13e5-8648-deff-2f674ae830eb", "grossValue": 1198880, "homeNotional": 0.3606446523160149, "foreignNotional": 135.11551899019497}, {"timestamp": "2020-08-12T02:35:46.488Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "6619e4b0-ad13-2f52-0a7b-10898734ec65", "grossValue": 2435225, "homeNotional": 0.7325594500169053, "foreignNotional": 274.4533979488335}]} 2020-08-12 05:35:46 DEBUG: message ignored 2020-08-12 05:35:46 DEBUG: check clearing time needed clearing_process_timer=2026.863879 2020-08-12 05:35:46 DEBUG: check init order needed init_order_process_timer=2126.864158 2020-08-12 05:35:47 DEBUG: check clearing time needed clearing_process_timer=2027.865329 2020-08-12 05:35:47 DEBUG: check init order needed init_order_process_timer=2127.865605 2020-08-12 05:35:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:48.401Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b58abf07-e1f6-e3b0-68d2-79414e74694e", "grossValue": 224790, "homeNotional": 0.06762087230925279, "foreignNotional": 25.334159810661557}, {"timestamp": "2020-08-12T02:35:48.401Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ae6005e-1189-3bba-87ba-39c7d5596e2f", "grossValue": 14761210, "homeNotional": 4.440437281640933, "foreignNotional": 1663.6098275667757}]} 2020-08-12 05:35:48 DEBUG: message ignored 2020-08-12 05:35:48 DEBUG: check clearing time needed clearing_process_timer=2028.866808 2020-08-12 05:35:48 DEBUG: check init order needed init_order_process_timer=2128.867082 2020-08-12 05:35:49 DEBUG: check clearing time needed clearing_process_timer=2029.868319 2020-08-12 05:35:49 DEBUG: check init order needed init_order_process_timer=2129.868585 2020-08-12 05:35:50 DEBUG: check clearing time needed clearing_process_timer=2030.869783 2020-08-12 05:35:50 DEBUG: check init order needed init_order_process_timer=2130.87009 2020-08-12 05:35:51 DEBUG: check clearing time needed clearing_process_timer=2031.871267 2020-08-12 05:35:51 DEBUG: check init order needed init_order_process_timer=2131.871579 2020-08-12 05:35:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:51.942Z", "symbol": "ETHUSD", "side": "Sell", "size": 106, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "cdbb1293-6ae9-5ee3-b420-84745cb0668a", "grossValue": 3971290, "homeNotional": 1.1946354107967994, "foreignNotional": 447.57015665502087}, {"timestamp": "2020-08-12T02:35:51.942Z", "symbol": "ETHUSD", "side": "Sell", "size": 94, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb4d9065-e09c-22f6-595b-3c4de60c74f8", "grossValue": 3521710, "homeNotional": 1.0593936661782937, "foreignNotional": 396.90183703369775}]} 2020-08-12 05:35:51 DEBUG: message ignored 2020-08-12 05:35:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:52.235Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f312eaa9-d16d-7aaf-847c-e3f8691f1728", "grossValue": 37465, "homeNotional": 0.011270145384875465, "foreignNotional": 4.222359968443593}]} 2020-08-12 05:35:52 DEBUG: message ignored 2020-08-12 05:35:52 DEBUG: check clearing time needed clearing_process_timer=2032.872807 2020-08-12 05:35:52 DEBUG: check init order needed init_order_process_timer=2132.873167 2020-08-12 05:35:53 DEBUG: check clearing time needed clearing_process_timer=2033.874391 2020-08-12 05:35:53 DEBUG: check init order needed init_order_process_timer=2133.874642 2020-08-12 05:35:54 DEBUG: check clearing time needed clearing_process_timer=2034.87583 2020-08-12 05:35:54 DEBUG: check init order needed init_order_process_timer=2134.876155 2020-08-12 05:35:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:55.168Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "477318e1-3eb5-8c1d-09b7-665d97da81bf", "grossValue": 2060850, "homeNotional": 0.6198579961681505, "foreignNotional": 232.260791164206}, {"timestamp": "2020-08-12T02:35:55.168Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "75cb9850-99ce-5ffa-b19d-6d4e0ee6f107", "grossValue": 1836030, "homeNotional": 0.5522371238588978, "foreignNotional": 206.923250309929}]} 2020-08-12 05:35:55 DEBUG: message ignored 2020-08-12 05:35:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "27e5f7aa-888b-0659-7009-e74353b9f7fb", "grossValue": 1124250, "homeNotional": 0.33810436154626394, "foreignNotional": 126.70460948946241}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "879e9c6e-16a7-1eac-6a66-b3b6042b8200", "grossValue": 1124400, "homeNotional": 0.33810436154626394, "foreignNotional": 126.72151470753973}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "61a562bc-2040-7b64-6cf7-b7d05cebbdc3", "grossValue": 1874000, "homeNotional": 0.5635072692437733, "foreignNotional": 211.2025245125662}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "b4f8410e-e430-14d7-8fe3-3e7f1d44c189", "grossValue": 1124550, "homeNotional": 0.33810436154626394, "foreignNotional": 126.73841992561704}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 151, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "9075f057-b52f-255f-da86-c8073acdb4e6", "grossValue": 5660235, "homeNotional": 1.7017919531161951, "foreignNotional": 637.9167136256058}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "292337e4-2e6b-b20c-081c-bfd5f00f8022", "grossValue": 1874500, "homeNotional": 0.5635072692437733, "foreignNotional": 211.25887523949058}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b3a2139f-50ce-4102-af85-65d65ad9b2c0", "grossValue": 3749000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.51775047898116}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7acf2a1-e208-f5f8-19c2-d74740809ff3", "grossValue": 1124700, "homeNotional": 0.33810436154626394, "foreignNotional": 126.75532514369435}, {"timestamp": "2020-08-12T02:35:55.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 1529, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "4fc9bd84-e9a5-f24a-1ac6-2328b131a250", "grossValue": 57329855, "homeNotional": 17.232052293474585, "foreignNotional": 6461.158007438296}]} 2020-08-12 05:35:55 DEBUG: message ignored 2020-08-12 05:35:55 DEBUG: check clearing time needed clearing_process_timer=2035.877385 2020-08-12 05:35:55 DEBUG: check init order needed init_order_process_timer=2135.877671 2020-08-12 05:35:56 DEBUG: check clearing time needed clearing_process_timer=2036.878845 2020-08-12 05:35:56 DEBUG: check init order needed init_order_process_timer=2136.879106 2020-08-12 05:35:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:57.021Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "e3378474-21ac-012b-a9df-2375164a9dd3", "grossValue": 412390, "homeNotional": 0.12397159923363012, "foreignNotional": 46.476952552687926}]} 2020-08-12 05:35:57 DEBUG: message ignored 2020-08-12 05:35:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:57.025Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb2ebc2b-0f63-d9cc-8a1b-ac2d55721aef", "grossValue": 487370, "homeNotional": 0.14651189000338105, "foreignNotional": 54.92730756226755}]} 2020-08-12 05:35:57 DEBUG: message ignored 2020-08-12 05:35:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:35:57.035Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad4db81e-22b9-1179-f53b-4d4969ede0a4", "grossValue": 374900, "homeNotional": 0.11270145384875464, "foreignNotional": 42.25177504789812}]} 2020-08-12 05:35:57 DEBUG: message ignored 2020-08-12 05:35:57 DEBUG: check clearing time needed clearing_process_timer=2037.880283 2020-08-12 05:35:57 DEBUG: check init order needed init_order_process_timer=2137.880547 2020-08-12 05:35:58 DEBUG: check clearing time needed clearing_process_timer=2038.881082 2020-08-12 05:35:58 DEBUG: check init order needed init_order_process_timer=2138.881345 2020-08-12 05:35:59 DEBUG: check clearing time needed clearing_process_timer=2039.882559 2020-08-12 05:35:59 DEBUG: check init order needed init_order_process_timer=2139.882919 2020-08-12 05:36:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "74aa4f8c-ac13-b43b-915c-fa0bb79838ab", "grossValue": 1124850, "homeNotional": 0.33810436154626394, "foreignNotional": 126.77223036177166}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "9cdcb9c0-b1c2-767c-e779-1dd9a9771aa3", "grossValue": 1124850, "homeNotional": 0.33810436154626394, "foreignNotional": 126.77223036177166}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "4bbc2300-4d7a-5d1a-c779-3920c7994056", "grossValue": 1650000, "homeNotional": 0.49588639693452047, "foreignNotional": 185.95739885044517}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "a2996d72-dc78-5c6f-f216-48add27859d1", "grossValue": 1125150, "homeNotional": 0.33810436154626394, "foreignNotional": 126.80604079792629}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed33404f-3f29-58f7-f32b-cc1f44393356", "grossValue": 1125150, "homeNotional": 0.33810436154626394, "foreignNotional": 126.80604079792629}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "5289db1c-5a65-7336-d76d-72150639790a", "grossValue": 37505, "homeNotional": 0.011270145384875465, "foreignNotional": 4.226868026597543}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b94ba67-1955-3231-7996-05882f33cdb5", "grossValue": 37505, "homeNotional": 0.011270145384875465, "foreignNotional": 4.226868026597543}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0402cf2d-4fc7-75a0-3de3-d4b9cde777d2", "grossValue": 66383850, "homeNotional": 19.948157331229574, "foreignNotional": 7481.556407077651}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "79bca2ab-7a3b-2bfc-e425-74fe963fd32b", "grossValue": 1875250, "homeNotional": 0.5635072692437733, "foreignNotional": 211.34340132987717}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "48ed1539-f6e7-5652-0b02-794526e513bd", "grossValue": 262570, "homeNotional": 0.07889101769412825, "foreignNotional": 29.592020737067507}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "6f00fb63-a0bb-9b9c-1e62-f9a3e81078a9", "grossValue": 28882700, "homeNotional": 8.678011946354108, "foreignNotional": 3255.122281077426}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "73d3b75e-948a-a828-5300-566200f235cc", "grossValue": 37510, "homeNotional": 0.011270145384875465, "foreignNotional": 4.2274315338667865}, {"timestamp": "2020-08-12T02:36:00.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 236, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "16a035c9-574d-eec9-2821-1e24be613722", "grossValue": 8852360, "homeNotional": 2.6597543108306096, "foreignNotional": 997.6738419925617}]} 2020-08-12 05:36:00 DEBUG: message ignored 2020-08-12 05:36:00 DEBUG: check clearing time needed clearing_process_timer=2040.884211 2020-08-12 05:36:00 DEBUG: check init order needed init_order_process_timer=2140.884465 2020-08-12 05:36:01 DEBUG: check clearing time needed clearing_process_timer=2041.886282 2020-08-12 05:36:01 DEBUG: check init order needed init_order_process_timer=2141.88992 2020-08-12 05:36:02 DEBUG: check clearing time needed clearing_process_timer=2042.89111 2020-08-12 05:36:02 DEBUG: check init order needed init_order_process_timer=2142.891401 2020-08-12 05:36:03 DEBUG: check clearing time needed clearing_process_timer=2043.892585 2020-08-12 05:36:03 DEBUG: check init order needed init_order_process_timer=2143.892922 2020-08-12 05:36:04 DEBUG: check clearing time needed clearing_process_timer=2044.89421 2020-08-12 05:36:04 DEBUG: check init order needed init_order_process_timer=2144.894478 2020-08-12 05:36:05 DEBUG: check clearing time needed clearing_process_timer=2045.895651 2020-08-12 05:36:05 DEBUG: check init order needed init_order_process_timer=2145.895918 2020-08-12 05:36:06 DEBUG: check clearing time needed clearing_process_timer=2046.897079 2020-08-12 05:36:06 DEBUG: check init order needed init_order_process_timer=2146.897348 2020-08-12 05:36:07 DEBUG: check clearing time needed clearing_process_timer=2047.898518 2020-08-12 05:36:07 DEBUG: check init order needed init_order_process_timer=2147.898797 2020-08-12 05:36:08 DEBUG: check clearing time needed clearing_process_timer=2048.899968 2020-08-12 05:36:08 DEBUG: check init order needed init_order_process_timer=2148.900215 2020-08-12 05:36:09 DEBUG: check clearing time needed clearing_process_timer=2049.901073 2020-08-12 05:36:09 DEBUG: check init order needed init_order_process_timer=2149.901345 2020-08-12 05:36:10 DEBUG: check clearing time needed clearing_process_timer=2050.902508 2020-08-12 05:36:10 DEBUG: check init order needed init_order_process_timer=2150.90276 2020-08-12 05:36:11 DEBUG: check clearing time needed clearing_process_timer=2051.903922 2020-08-12 05:36:11 DEBUG: check init order needed init_order_process_timer=2151.90416 2020-08-12 05:36:12 DEBUG: check clearing time needed clearing_process_timer=2052.90507 2020-08-12 05:36:12 DEBUG: check init order needed init_order_process_timer=2152.905346 2020-08-12 05:36:13 DEBUG: check clearing time needed clearing_process_timer=2053.906512 2020-08-12 05:36:13 DEBUG: check init order needed init_order_process_timer=2153.906747 2020-08-12 05:36:14 DEBUG: check clearing time needed clearing_process_timer=2054.907903 2020-08-12 05:36:14 DEBUG: check init order needed init_order_process_timer=2154.908143 2020-08-12 05:36:15 DEBUG: check clearing time needed clearing_process_timer=2055.909081 2020-08-12 05:36:15 DEBUG: check init order needed init_order_process_timer=2155.909304 2020-08-12 05:36:16 DEBUG: check clearing time needed clearing_process_timer=2056.910484 2020-08-12 05:36:16 DEBUG: check init order needed init_order_process_timer=2156.910752 2020-08-12 05:36:17 DEBUG: check clearing time needed clearing_process_timer=2057.911162 2020-08-12 05:36:17 DEBUG: check init order needed init_order_process_timer=2157.911407 2020-08-12 05:36:18 DEBUG: check clearing time needed clearing_process_timer=2058.912584 2020-08-12 05:36:18 DEBUG: check init order needed init_order_process_timer=2158.912854 2020-08-12 05:36:19 DEBUG: check clearing time needed clearing_process_timer=2059.914025 2020-08-12 05:36:19 DEBUG: check init order needed init_order_process_timer=2159.914343 2020-08-12 05:36:20 DEBUG: check clearing time needed clearing_process_timer=2060.915611 2020-08-12 05:36:20 DEBUG: check init order needed init_order_process_timer=2160.915908 2020-08-12 05:36:21 DEBUG: check clearing time needed clearing_process_timer=2061.917105 2020-08-12 05:36:21 DEBUG: check init order needed init_order_process_timer=2161.917422 2020-08-12 05:36:22 DEBUG: check clearing time needed clearing_process_timer=2062.918814 2020-08-12 05:36:22 DEBUG: check init order needed init_order_process_timer=2162.919093 2020-08-12 05:36:23 DEBUG: check clearing time needed clearing_process_timer=2063.920354 2020-08-12 05:36:23 DEBUG: check init order needed init_order_process_timer=2163.920694 2020-08-12 05:36:24 DEBUG: check clearing time needed clearing_process_timer=2064.921929 2020-08-12 05:36:24 DEBUG: check init order needed init_order_process_timer=2164.922168 2020-08-12 05:36:25 DEBUG: check clearing time needed clearing_process_timer=2065.923359 2020-08-12 05:36:25 DEBUG: check init order needed init_order_process_timer=2165.923625 2020-08-12 05:36:26 DEBUG: check clearing time needed clearing_process_timer=2066.924807 2020-08-12 05:36:26 DEBUG: check init order needed init_order_process_timer=2166.925112 2020-08-12 05:36:27 DEBUG: check clearing time needed clearing_process_timer=2067.926289 2020-08-12 05:36:27 DEBUG: check init order needed init_order_process_timer=2167.926525 2020-08-12 05:36:28 DEBUG: check clearing time needed clearing_process_timer=2068.927692 2020-08-12 05:36:28 DEBUG: check init order needed init_order_process_timer=2168.927991 2020-08-12 05:36:29 DEBUG: check clearing time needed clearing_process_timer=2069.929195 2020-08-12 05:36:29 DEBUG: check init order needed init_order_process_timer=2169.929451 2020-08-12 05:36:30 DEBUG: check clearing time needed clearing_process_timer=2070.930629 2020-08-12 05:36:30 DEBUG: check init order needed init_order_process_timer=2170.930877 2020-08-12 05:36:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:31.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "cb512c68-1641-8493-5771-e7fb1047f594", "grossValue": 374950, "homeNotional": 0.11273957158962795, "foreignNotional": 42.271702367531006}]} 2020-08-12 05:36:31 DEBUG: message ignored 2020-08-12 05:36:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:31.120Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "b20203d5-13a2-5a5a-add8-13279330c3e9", "grossValue": 412445, "homeNotional": 0.12401352874859076, "foreignNotional": 46.4988726042841}]} 2020-08-12 05:36:31 DEBUG: message ignored 2020-08-12 05:36:31 DEBUG: check clearing time needed clearing_process_timer=2071.932055 2020-08-12 05:36:31 DEBUG: check init order needed init_order_process_timer=2171.932349 2020-08-12 05:36:32 DEBUG: check clearing time needed clearing_process_timer=2072.933541 2020-08-12 05:36:32 DEBUG: check init order needed init_order_process_timer=2172.93382 2020-08-12 05:36:33 DEBUG: check clearing time needed clearing_process_timer=2073.935008 2020-08-12 05:36:33 DEBUG: check init order needed init_order_process_timer=2173.935266 2020-08-12 05:36:34 DEBUG: check clearing time needed clearing_process_timer=2074.936438 2020-08-12 05:36:34 DEBUG: check init order needed init_order_process_timer=2174.936765 2020-08-12 05:36:35 DEBUG: check clearing time needed clearing_process_timer=2075.937964 2020-08-12 05:36:35 DEBUG: check init order needed init_order_process_timer=2175.938212 2020-08-12 05:36:36 DEBUG: check clearing time needed clearing_process_timer=2076.939388 2020-08-12 05:36:36 DEBUG: check init order needed init_order_process_timer=2176.939642 2020-08-12 05:36:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:37.895Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "f0f12262-a257-d8c6-13f1-f34501a0d6d0", "grossValue": 262500, "homeNotional": 0.07891770011273957, "foreignNotional": 29.594137542277338}]} 2020-08-12 05:36:37 DEBUG: message ignored 2020-08-12 05:36:37 DEBUG: check clearing time needed clearing_process_timer=2077.940818 2020-08-12 05:36:37 DEBUG: check init order needed init_order_process_timer=2177.941105 2020-08-12 05:36:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:37.942Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "959c500c-6cbb-c778-c144-9180ca759a8f", "grossValue": 3751000, "homeNotional": 1.1273957158962795, "foreignNotional": 422.8861330326945}]} 2020-08-12 05:36:37 DEBUG: message ignored 2020-08-12 05:36:38 DEBUG: check clearing time needed clearing_process_timer=2078.94228 2020-08-12 05:36:38 DEBUG: check init order needed init_order_process_timer=2178.942541 2020-08-12 05:36:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:39.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 1400, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "326cfdc8-41a9-2d19-07c8-d614ac9afaf9", "grossValue": 52514000, "homeNotional": 15.783540022547914, "foreignNotional": 5920.405862457723}]} 2020-08-12 05:36:39 DEBUG: message ignored 2020-08-12 05:36:39 DEBUG: check clearing time needed clearing_process_timer=2079.943717 2020-08-12 05:36:39 DEBUG: check init order needed init_order_process_timer=2179.943997 2020-08-12 05:36:40 DEBUG: check clearing time needed clearing_process_timer=2080.945211 2020-08-12 05:36:40 DEBUG: check init order needed init_order_process_timer=2180.945557 2020-08-12 05:36:41 DEBUG: check clearing time needed clearing_process_timer=2081.946826 2020-08-12 05:36:41 DEBUG: check init order needed init_order_process_timer=2181.947098 2020-08-12 05:36:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "b7754282-b806-0dc7-d589-cf3d6852303a", "grossValue": 1125450, "homeNotional": 0.3382187147688839, "foreignNotional": 126.88275084554678}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5b568e00-12f5-113b-5799-49ca7ff84229", "grossValue": 37515, "homeNotional": 0.011273957158962795, "foreignNotional": 4.229425028184893}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd8b2e7e-5002-24b8-66bf-f10d82b4b9af", "grossValue": 262605, "homeNotional": 0.07891770011273957, "foreignNotional": 29.60597519729425}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "3129be2a-e476-0ecb-908a-da40a7cdf5ab", "grossValue": 1125600, "homeNotional": 0.3382187147688839, "foreignNotional": 126.89966178128523}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e14127c-dc7f-6264-4f22-2f92ce75e79d", "grossValue": 7504000, "homeNotional": 2.254791431792559, "foreignNotional": 845.9977452085682}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc2d3506-1b38-d0b4-04f7-d02ca8584fc7", "grossValue": 300160, "homeNotional": 0.09019165727170236, "foreignNotional": 33.839909808342725}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "58e8ae48-d9c3-cc1f-a0c9-acf3caf77bc3", "grossValue": 225120, "homeNotional": 0.06764374295377677, "foreignNotional": 25.379932356257047}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "80e2e7e6-0e0c-0413-96d6-e58e2f16a776", "grossValue": 37520, "homeNotional": 0.011273957158962795, "foreignNotional": 4.229988726042841}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "a0031aeb-18e8-9850-7e18-f7121f5bc6e4", "grossValue": 1876000, "homeNotional": 0.5636978579481398, "foreignNotional": 211.49943630214204}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "6afae83f-2656-3537-a794-ca98d935fe69", "grossValue": 1125750, "homeNotional": 0.3382187147688839, "foreignNotional": 126.91657271702367}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4525eaf-0aba-5809-d2f5-05b8b870524f", "grossValue": 1125750, "homeNotional": 0.3382187147688839, "foreignNotional": 126.91657271702367}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "04cd7010-3548-afea-df46-0cbb85334efc", "grossValue": 1125750, "homeNotional": 0.3382187147688839, "foreignNotional": 126.91657271702367}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "078b81c5-566a-3c20-0fe5-0668e4cba51c", "grossValue": 7505000, "homeNotional": 2.254791431792559, "foreignNotional": 846.1104847801579}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "294e5bca-d0da-7b3f-7756-99ab49cb9095", "grossValue": 28894250, "homeNotional": 8.680947012401353, "foreignNotional": 3257.5253664036077}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f94dcb8-85be-9ae6-5d10-719d64bf6ea5", "grossValue": 66419250, "homeNotional": 19.95490417136415, "foreignNotional": 7488.077790304397}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "be2bee12-f1d3-f000-532d-1e6d2616d5a1", "grossValue": 66419250, "homeNotional": 19.95490417136415, "foreignNotional": 7488.077790304397}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "535cea6d-0592-4410-eb18-e5298b331a08", "grossValue": 37525000, "homeNotional": 11.273957158962796, "foreignNotional": 4230.552423900789}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "48244c0a-a814-befd-776e-bcf8dc143e54", "grossValue": 1876250, "homeNotional": 0.5636978579481398, "foreignNotional": 211.52762119503947}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "17cbbef9-eac6-737e-e75c-0c1ad26841b6", "grossValue": 37530, "homeNotional": 0.011273957158962795, "foreignNotional": 4.231116121758737}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "24475a5f-0a30-b922-aad2-ab83515eb944", "grossValue": 1126050, "homeNotional": 0.3382187147688839, "foreignNotional": 126.95039458850056}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "2cd9278a-a7ff-c3c0-d5c9-e90dc7964e31", "grossValue": 1126050, "homeNotional": 0.3382187147688839, "foreignNotional": 126.95039458850056}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "9fbfd720-1985-ff83-71a2-1da6decd5abc", "grossValue": 28901950, "homeNotional": 8.680947012401353, "foreignNotional": 3258.3934611048476}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd359e3e-9b45-0ef9-4431-102a5e100ecd", "grossValue": 66436950, "homeNotional": 19.95490417136415, "foreignNotional": 7490.073280721534}, {"timestamp": "2020-08-12T02:36:42.825Z", "symbol": "ETHUSD", "side": "Buy", "size": 1416, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e8de7812-fe1c-e486-99c0-ef9dc60d1e83", "grossValue": 53149560, "homeNotional": 15.96392333709132, "foreignNotional": 5992.0586245772265}]} 2020-08-12 05:36:42 DEBUG: message ignored 2020-08-12 05:36:42 DEBUG: check clearing time needed clearing_process_timer=2082.948344 2020-08-12 05:36:42 DEBUG: check init order needed init_order_process_timer=2182.94862 2020-08-12 05:36:43 DEBUG: check clearing time needed clearing_process_timer=2083.949814 2020-08-12 05:36:43 DEBUG: check init order needed init_order_process_timer=2183.95011 2020-08-12 05:36:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:44.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 144, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "ea2c28f5-1612-5152-36b7-84ddd7099349", "grossValue": 5404320, "homeNotional": 1.6234498308906427, "foreignNotional": 609.2807215332582}]} 2020-08-12 05:36:44 DEBUG: message ignored 2020-08-12 05:36:44 DEBUG: check clearing time needed clearing_process_timer=2084.951303 2020-08-12 05:36:44 DEBUG: check init order needed init_order_process_timer=2184.951594 2020-08-12 05:36:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:45.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2982e72-bb05-6a21-7216-e3943331f4d3", "grossValue": 7506000, "homeNotional": 2.254791431792559, "foreignNotional": 846.2232243517475}]} 2020-08-12 05:36:45 DEBUG: message ignored 2020-08-12 05:36:45 DEBUG: check clearing time needed clearing_process_timer=2085.952804 2020-08-12 05:36:45 DEBUG: check init order needed init_order_process_timer=2185.95317 2020-08-12 05:36:46 DEBUG: check clearing time needed clearing_process_timer=2086.954394 2020-08-12 05:36:46 DEBUG: check init order needed init_order_process_timer=2186.954694 2020-08-12 05:36:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:47.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 114, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f490756a-5322-7006-c093-fedf6db5cfc2", "grossValue": 4278420, "homeNotional": 1.2852311161217587, "foreignNotional": 482.34723788049604}, {"timestamp": "2020-08-12T02:36:47.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 886, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4a841d5-14bd-8d75-91bc-21ff3ec7d876", "grossValue": 33251580, "homeNotional": 9.988726042841037, "foreignNotional": 3748.7688838782415}]} 2020-08-12 05:36:47 DEBUG: message ignored 2020-08-12 05:36:47 DEBUG: check clearing time needed clearing_process_timer=2087.955883 2020-08-12 05:36:47 DEBUG: check init order needed init_order_process_timer=2187.956155 2020-08-12 05:36:48 DEBUG: check clearing time needed clearing_process_timer=2088.957342 2020-08-12 05:36:48 DEBUG: check init order needed init_order_process_timer=2188.957648 2020-08-12 05:36:49 DEBUG: check clearing time needed clearing_process_timer=2089.958881 2020-08-12 05:36:49 DEBUG: check init order needed init_order_process_timer=2189.959214 2020-08-12 05:36:50 DEBUG: check clearing time needed clearing_process_timer=2090.96045 2020-08-12 05:36:50 DEBUG: check init order needed init_order_process_timer=2190.960795 2020-08-12 05:36:51 DEBUG: check clearing time needed clearing_process_timer=2091.96199 2020-08-12 05:36:51 DEBUG: check init order needed init_order_process_timer=2191.962236 2020-08-12 05:36:52 DEBUG: check clearing time needed clearing_process_timer=2092.963404 2020-08-12 05:36:52 DEBUG: check init order needed init_order_process_timer=2192.963651 2020-08-12 05:36:53 DEBUG: check clearing time needed clearing_process_timer=2093.964821 2020-08-12 05:36:53 DEBUG: check init order needed init_order_process_timer=2193.9651 2020-08-12 05:36:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:54.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "10424ccd-8922-196c-f552-10da0cf48aad", "grossValue": 412830, "homeNotional": 0.12401352874859076, "foreignNotional": 46.54227733934611}]} 2020-08-12 05:36:54 DEBUG: message ignored 2020-08-12 05:36:54 DEBUG: check clearing time needed clearing_process_timer=2094.966265 2020-08-12 05:36:54 DEBUG: check init order needed init_order_process_timer=2194.966535 2020-08-12 05:36:55 DEBUG: check clearing time needed clearing_process_timer=2095.967706 2020-08-12 05:36:55 DEBUG: check init order needed init_order_process_timer=2195.967945 2020-08-12 05:36:56 DEBUG: check clearing time needed clearing_process_timer=2096.969072 2020-08-12 05:36:56 DEBUG: check init order needed init_order_process_timer=2196.969328 2020-08-12 05:36:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:57.545Z", "symbol": "ETHUSD", "side": "Buy", "size": 354, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "40c502f2-7c47-8964-ed74-b5d4b26bf346", "grossValue": 13287390, "homeNotional": 3.99098083427283, "foreignNotional": 1498.0146561443066}, {"timestamp": "2020-08-12T02:36:57.545Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "bd73a841-a4f6-ee95-090b-a7838e2c1244", "grossValue": 75070, "homeNotional": 0.02254791431792559, "foreignNotional": 8.46335963923337}]} 2020-08-12 05:36:57 DEBUG: message ignored 2020-08-12 05:36:57 DEBUG: check clearing time needed clearing_process_timer=2097.970541 2020-08-12 05:36:57 DEBUG: check init order needed init_order_process_timer=2197.970797 2020-08-12 05:36:58 DEBUG: check clearing time needed clearing_process_timer=2098.971969 2020-08-12 05:36:58 DEBUG: check init order needed init_order_process_timer=2198.972228 2020-08-12 05:36:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "925415e7-577d-a6e5-6a0c-70138dff7c7a", "grossValue": 18767500, "homeNotional": 5.636978579481398, "foreignNotional": 2115.839909808343}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 269, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "786dd307-b04b-a32a-11e5-453119505a1d", "grossValue": 10096915, "homeNotional": 3.032694475760992, "foreignNotional": 1138.3218714768884}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 2555, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba1cb5c5-20ec-cbf7-e391-c941cae93997", "grossValue": 95901925, "homeNotional": 28.804960541149942, "foreignNotional": 10811.941939120632}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "31737d3b-86a5-930b-837d-da906638f10f", "grossValue": 60056000, "homeNotional": 18.038331454340472, "foreignNotional": 6770.687711386697}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "59a68f6b-4d61-a596-c0a3-59d6b9c67b4f", "grossValue": 56302500, "homeNotional": 16.910935738444195, "foreignNotional": 6347.519729425028}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "c9dc5d42-642b-fbb4-e423-62902b9b49be", "grossValue": 56302500, "homeNotional": 16.910935738444195, "foreignNotional": 6347.519729425028}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b49636d-0e94-f2f8-812c-f678fa565489", "grossValue": 56302500, "homeNotional": 16.910935738444195, "foreignNotional": 6347.519729425028}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "5996b0d7-b369-a7c4-3b23-2a1278412982", "grossValue": 56302500, "homeNotional": 16.910935738444195, "foreignNotional": 6347.519729425028}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d4f107d-0b1e-fc94-2f7b-e821f06033bc", "grossValue": 93837500, "homeNotional": 28.18489289740699, "foreignNotional": 10579.199549041714}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 115, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "d50c0bf4-305b-acb2-86a2-3692eb86f0bc", "grossValue": 4316525, "homeNotional": 1.2965050732807215, "foreignNotional": 486.6431792559188}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 953, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "1398ead0-fedc-8eba-24ad-17daf22fabcc", "grossValue": 35770855, "homeNotional": 10.744081172491544, "foreignNotional": 4032.790868094701}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 3744, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e57299d-8bdf-45f9-61f5-f465b571b19d", "grossValue": 140531040, "homeNotional": 42.20969560315671, "foreignNotional": 15843.40924464487}, {"timestamp": "2020-08-12T02:36:59.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 2350, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5491c77-cb39-70f3-c0a5-201cdf5b7312", "grossValue": 88207250, "homeNotional": 26.49379932356257, "foreignNotional": 9944.44757609921}]} 2020-08-12 05:36:59 DEBUG: message ignored 2020-08-12 05:36:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:36:59.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "8f90e072-df54-8144-64a7-b6e98fbe4a62", "grossValue": 675540, "homeNotional": 0.20293122886133033, "foreignNotional": 76.16009019165728}]} 2020-08-12 05:36:59 DEBUG: message ignored 2020-08-12 05:36:59 DEBUG: check clearing time needed clearing_process_timer=2099.973064 2020-08-12 05:36:59 DEBUG: check init order needed init_order_process_timer=2199.97332 2020-08-12 05:37:00 DEBUG: check clearing time needed clearing_process_timer=2100.974501 2020-08-12 05:37:00 DEBUG: check init order needed init_order_process_timer=2200.974812 2020-08-12 05:37:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:01.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "1e65ff94-3200-7bcd-66d7-7fcbed33005b", "grossValue": 487955, "homeNotional": 0.1466606498194946, "foreignNotional": 55.04907490974729}]} 2020-08-12 05:37:01 DEBUG: message ignored 2020-08-12 05:37:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:01.257Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e8a1b600-c02e-3ac4-7848-301c578261fe", "grossValue": 487955, "homeNotional": 0.1466606498194946, "foreignNotional": 55.04907490974729}]} 2020-08-12 05:37:01 DEBUG: message ignored 2020-08-12 05:37:01 DEBUG: check clearing time needed clearing_process_timer=2101.977331 2020-08-12 05:37:01 DEBUG: check init order needed init_order_process_timer=2201.982199 2020-08-12 05:37:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 74, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "b60f31ed-33e8-1a20-4086-7750c6b3eb02", "grossValue": 2777220, "homeNotional": 0.8348375451263538, "foreignNotional": 313.3145306859206}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf76c78f-1087-44ea-9db5-fea628d454e2", "grossValue": 1200960, "homeNotional": 0.36101083032490977, "foreignNotional": 135.48736462093862}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 1175, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "616ea772-953e-2b76-e16a-50e880fd788b", "grossValue": 44097750, "homeNotional": 13.25586642599278, "foreignNotional": 4974.92666967509}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 112, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a554437-c08d-9139-71e3-a64b3e208f87", "grossValue": 4203360, "homeNotional": 1.263537906137184, "foreignNotional": 474.2057761732852}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8455334-5bec-8372-9ed1-3fc54af66f97", "grossValue": 18765000, "homeNotional": 5.640794223826715, "foreignNotional": 2116.990072202166}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "b26ccbfb-45e7-afcb-6a41-d088a5ac3690", "grossValue": 1463670, "homeNotional": 0.43998194945848373, "foreignNotional": 165.12522563176896}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "872353d3-9b33-64ae-328c-393ecc89c1f7", "grossValue": 18765000, "homeNotional": 5.640794223826715, "foreignNotional": 2116.990072202166}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "41fe4251-2860-d4ff-5542-ca5bf9122ad6", "grossValue": 37530000, "homeNotional": 11.28158844765343, "foreignNotional": 4233.980144404332}, {"timestamp": "2020-08-12T02:37:02.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 153, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "081601ab-b617-382c-ed32-6f0393be79f1", "grossValue": 5742090, "homeNotional": 1.7260830324909748, "foreignNotional": 647.7989620938628}]} 2020-08-12 05:37:02 DEBUG: message ignored 2020-08-12 05:37:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:02.678Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "59c62c29-306c-6acb-7a25-b325d72f2a99", "grossValue": 375250000, "homeNotional": 112.8158844765343, "foreignNotional": 42334.160649819496}]} 2020-08-12 05:37:02 DEBUG: message ignored 2020-08-12 05:37:02 DEBUG: check clearing time needed clearing_process_timer=2102.983478 2020-08-12 05:37:02 DEBUG: check init order needed init_order_process_timer=2202.983796 2020-08-12 05:37:03 DEBUG: check clearing time needed clearing_process_timer=2103.984995 2020-08-12 05:37:03 DEBUG: check init order needed init_order_process_timer=2203.985308 2020-08-12 05:37:04 DEBUG: check clearing time needed clearing_process_timer=2104.986508 2020-08-12 05:37:04 DEBUG: check init order needed init_order_process_timer=2204.986794 2020-08-12 05:37:05 DEBUG: check clearing time needed clearing_process_timer=2105.987974 2020-08-12 05:37:05 DEBUG: check init order needed init_order_process_timer=2205.988226 2020-08-12 05:37:06 DEBUG: check clearing time needed clearing_process_timer=2106.989413 2020-08-12 05:37:06 DEBUG: check init order needed init_order_process_timer=2206.989695 2020-08-12 05:37:07 DEBUG: check clearing time needed clearing_process_timer=2107.990894 2020-08-12 05:37:07 DEBUG: check init order needed init_order_process_timer=2207.991156 2020-08-12 05:37:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:08.107Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "e37ce945-a12f-d1ec-9d0a-28d9254cfe16", "grossValue": 1088080, "homeNotional": 0.32716606498194944, "foreignNotional": 122.75270758122744}, {"timestamp": "2020-08-12T02:37:08.107Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "7aecaec8-0957-563c-c3e9-7a90d7761304", "grossValue": 787920, "homeNotional": 0.23691335740072203, "foreignNotional": 88.88989169675091}]} 2020-08-12 05:37:08 DEBUG: message ignored 2020-08-12 05:37:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:08.145Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "7f2947ce-26bd-15e5-458b-f93983975b58", "grossValue": 450300, "homeNotional": 0.13537906137184116, "foreignNotional": 50.80099277978339}]} 2020-08-12 05:37:08 DEBUG: message ignored 2020-08-12 05:37:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:08.259Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d9299e6-a7c8-b3f4-7486-7f8f5cf320d5", "grossValue": 412775, "homeNotional": 0.12409747292418773, "foreignNotional": 46.56757671480145}]} 2020-08-12 05:37:08 DEBUG: message ignored 2020-08-12 05:37:08 DEBUG: check clearing time needed clearing_process_timer=2108.992326 2020-08-12 05:37:08 DEBUG: check init order needed init_order_process_timer=2208.99259 2020-08-12 05:37:09 DEBUG: check clearing time needed clearing_process_timer=2109.993763 2020-08-12 05:37:09 DEBUG: check init order needed init_order_process_timer=2209.994053 2020-08-12 05:37:10 DEBUG: check clearing time needed clearing_process_timer=2110.995248 2020-08-12 05:37:10 DEBUG: check init order needed init_order_process_timer=2210.995506 2020-08-12 05:37:11 DEBUG: check clearing time needed clearing_process_timer=2111.996664 2020-08-12 05:37:11 DEBUG: check init order needed init_order_process_timer=2211.996916 2020-08-12 05:37:12 DEBUG: check clearing time needed clearing_process_timer=2112.998131 2020-08-12 05:37:12 DEBUG: check init order needed init_order_process_timer=2212.998408 2020-08-12 05:37:13 DEBUG: check clearing time needed clearing_process_timer=2113.999654 2020-08-12 05:37:13 DEBUG: check init order needed init_order_process_timer=2213.999938 2020-08-12 05:37:15 DEBUG: check clearing time needed clearing_process_timer=2115.00117 2020-08-12 05:37:15 DEBUG: check init order needed init_order_process_timer=2215.001569 2020-08-12 05:37:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:15.202Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d6a582a-cee6-0afc-8091-fc1764b78924", "grossValue": 112575000, "homeNotional": 33.84476534296029, "foreignNotional": 12700.248194945849}]} 2020-08-12 05:37:15 DEBUG: message ignored 2020-08-12 05:37:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:15.821Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "035b94b4-c45e-c157-3f4e-06f4b7c7f6a7", "grossValue": 375200, "homeNotional": 0.11281588447653429, "foreignNotional": 42.328519855595665}]} 2020-08-12 05:37:15 DEBUG: message ignored 2020-08-12 05:37:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:15.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a0a8b5a-cd81-abb8-e3a0-3621967c5267", "grossValue": 450240, "homeNotional": 0.13537906137184116, "foreignNotional": 50.7942238267148}]} 2020-08-12 05:37:15 DEBUG: message ignored 2020-08-12 05:37:16 DEBUG: check clearing time needed clearing_process_timer=2116.002844 2020-08-12 05:37:16 DEBUG: check init order needed init_order_process_timer=2216.00319 2020-08-12 05:37:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:16.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "529ee7a2-bb28-68e0-ec07-8ce6f00c02ce", "grossValue": 75050, "homeNotional": 0.02256317689530686, "foreignNotional": 8.4668321299639}]} 2020-08-12 05:37:16 DEBUG: message ignored 2020-08-12 05:37:17 DEBUG: check clearing time needed clearing_process_timer=2117.004441 2020-08-12 05:37:17 DEBUG: check init order needed init_order_process_timer=2217.004808 2020-08-12 05:37:18 DEBUG: check clearing time needed clearing_process_timer=2118.006071 2020-08-12 05:37:18 DEBUG: check init order needed init_order_process_timer=2218.006341 2020-08-12 05:37:19 DEBUG: check clearing time needed clearing_process_timer=2119.007557 2020-08-12 05:37:19 DEBUG: check init order needed init_order_process_timer=2219.007856 2020-08-12 05:37:20 DEBUG: check clearing time needed clearing_process_timer=2120.009078 2020-08-12 05:37:20 DEBUG: check init order needed init_order_process_timer=2220.009336 2020-08-12 05:37:21 DEBUG: check clearing time needed clearing_process_timer=2121.010526 2020-08-12 05:37:21 DEBUG: check init order needed init_order_process_timer=2221.010798 2020-08-12 05:37:22 DEBUG: check clearing time needed clearing_process_timer=2122.011982 2020-08-12 05:37:22 DEBUG: check init order needed init_order_process_timer=2222.012256 2020-08-12 05:37:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:22.822Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "81eb2a12-dd02-be1a-bf93-2de279668a23", "grossValue": 1126050, "homeNotional": 0.33844765342960287, "foreignNotional": 127.03632671480145}]} 2020-08-12 05:37:22 DEBUG: message ignored 2020-08-12 05:37:23 DEBUG: check clearing time needed clearing_process_timer=2123.013419 2020-08-12 05:37:23 DEBUG: check init order needed init_order_process_timer=2223.013701 2020-08-12 05:37:24 DEBUG: check clearing time needed clearing_process_timer=2124.014898 2020-08-12 05:37:24 DEBUG: check init order needed init_order_process_timer=2224.015179 2020-08-12 05:37:25 DEBUG: check clearing time needed clearing_process_timer=2125.016373 2020-08-12 05:37:25 DEBUG: check init order needed init_order_process_timer=2225.016654 2020-08-12 05:37:26 DEBUG: check clearing time needed clearing_process_timer=2126.017082 2020-08-12 05:37:26 DEBUG: check init order needed init_order_process_timer=2226.017384 2020-08-12 05:37:27 DEBUG: check clearing time needed clearing_process_timer=2127.018611 2020-08-12 05:37:27 DEBUG: check init order needed init_order_process_timer=2227.018907 2020-08-12 05:37:28 DEBUG: check clearing time needed clearing_process_timer=2128.020074 2020-08-12 05:37:28 DEBUG: check init order needed init_order_process_timer=2228.020321 2020-08-12 05:37:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:28.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 514, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "5bcc7583-a6c0-eac9-00d0-21bbe9346fc2", "grossValue": 19292990, "homeNotional": 5.798736462093863, "foreignNotional": 2176.555731046931}, {"timestamp": "2020-08-12T02:37:28.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 224, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "f1771699-d86f-b497-7124-2fcf0868dabf", "grossValue": 8407840, "homeNotional": 2.527075812274368, "foreignNotional": 948.5379061371841}, {"timestamp": "2020-08-12T02:37:28.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "82bc49c5-3291-2a67-663f-845fc1db56a7", "grossValue": 18767500, "homeNotional": 5.640794223826715, "foreignNotional": 2117.2721119133575}, {"timestamp": "2020-08-12T02:37:28.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "b9832738-2bfc-6456-9db3-b1ce52545487", "grossValue": 37535000, "homeNotional": 11.28158844765343, "foreignNotional": 4234.544223826715}, {"timestamp": "2020-08-12T02:37:28.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5f60c36-b841-4337-541d-f8784d34e43c", "grossValue": 18767500, "homeNotional": 5.640794223826715, "foreignNotional": 2117.2721119133575}]} 2020-08-12 05:37:28 DEBUG: message ignored 2020-08-12 05:37:29 DEBUG: check clearing time needed clearing_process_timer=2129.021089 2020-08-12 05:37:29 DEBUG: check init order needed init_order_process_timer=2229.021347 2020-08-12 05:37:30 DEBUG: check clearing time needed clearing_process_timer=2130.022506 2020-08-12 05:37:30 DEBUG: check init order needed init_order_process_timer=2230.022761 2020-08-12 05:37:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:30.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "8b3716ab-a660-7f91-21a7-997ddb5ad4e5", "grossValue": 281475000, "homeNotional": 84.64055975623519, "foreignNotional": 31765.602076515064}, {"timestamp": "2020-08-12T02:37:30.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "5774cdca-243e-baff-3463-b0f551497155", "grossValue": 281475000, "homeNotional": 84.64055975623519, "foreignNotional": 31765.602076515064}, {"timestamp": "2020-08-12T02:37:30.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 233, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f2af125-d37a-0c50-a01f-53aabcc332b9", "grossValue": 8744490, "homeNotional": 2.6295000564270397, "foreignNotional": 986.851371177068}, {"timestamp": "2020-08-12T02:37:30.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f9b9675-7222-fe02-511a-835cc6686ba3", "grossValue": 281475000, "homeNotional": 84.64055975623519, "foreignNotional": 31765.602076515064}, {"timestamp": "2020-08-12T02:37:30.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ae9126b-e610-9166-e66b-dfdd84a052aa", "grossValue": 37530000, "homeNotional": 11.285407967498026, "foreignNotional": 4235.413610202008}, {"timestamp": "2020-08-12T02:37:30.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "e25eca78-b69e-ee8a-ef76-c11f47b088e4", "grossValue": 56295000, "homeNotional": 16.928111951247036, "foreignNotional": 6353.120415303013}, {"timestamp": "2020-08-12T02:37:30.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 3143, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "daa0b14d-8a10-83ee-4e13-8eafeb60c967", "grossValue": 117956790, "homeNotional": 35.47003724184629, "foreignNotional": 13311.904976864913}]} 2020-08-12 05:37:30 DEBUG: message ignored 2020-08-12 05:37:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:30.822Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "cfea8ec7-182d-7a47-fee7-9c61c2ff4ef1", "grossValue": 3753500, "homeNotional": 1.1285407967498025, "foreignNotional": 423.5977880600384}]} 2020-08-12 05:37:30 DEBUG: message ignored 2020-08-12 05:37:31 DEBUG: check clearing time needed clearing_process_timer=2131.023937 2020-08-12 05:37:31 DEBUG: check init order needed init_order_process_timer=2231.024224 2020-08-12 05:37:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:31.518Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "ec46bde4-b3df-019e-6aed-71df906a7a8e", "grossValue": 3752500, "homeNotional": 1.1285407967498025, "foreignNotional": 423.4849339803634}, {"timestamp": "2020-08-12T02:37:31.518Z", "symbol": "ETHUSD", "side": "Sell", "size": 944, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "35ee158e-d40b-fc66-adeb-824d4ff76a24", "grossValue": 35423600, "homeNotional": 10.653425121318136, "foreignNotional": 3997.6977767746303}]} 2020-08-12 05:37:31 DEBUG: message ignored 2020-08-12 05:37:32 DEBUG: check clearing time needed clearing_process_timer=2132.025083 2020-08-12 05:37:32 DEBUG: check init order needed init_order_process_timer=2232.025362 2020-08-12 05:37:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:32.367Z", "symbol": "ETHUSD", "side": "Buy", "size": 847, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5431edbd-f792-2b8a-bc84-c6461d0b27b5", "grossValue": 31783675, "homeNotional": 9.558740548470828, "foreignNotional": 3586.917390813678}, {"timestamp": "2020-08-12T02:37:32.367Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "858beb64-9dfa-93fa-6165-38af257951eb", "grossValue": 150100000, "homeNotional": 45.1416318699921, "foreignNotional": 16939.397359214534}, {"timestamp": "2020-08-12T02:37:32.367Z", "symbol": "ETHUSD", "side": "Buy", "size": 153, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "68151077-c641-4e5a-c1b7-282d60445938", "grossValue": 5741325, "homeNotional": 1.7266674190271978, "foreignNotional": 647.931948989956}]} 2020-08-12 05:37:32 DEBUG: message ignored 2020-08-12 05:37:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:32.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "b8e223dc-3630-0b34-2513-b104ce26f599", "grossValue": 675360, "homeNotional": 0.20313734341496445, "foreignNotional": 76.21713124929467}, {"timestamp": "2020-08-12T02:37:32.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "a27922f8-4859-ca3c-e8b7-d31a0501d6d2", "grossValue": 1088080, "homeNotional": 0.3272768310574427, "foreignNotional": 122.79426701275251}]} 2020-08-12 05:37:32 DEBUG: message ignored 2020-08-12 05:37:33 DEBUG: check clearing time needed clearing_process_timer=2133.026536 2020-08-12 05:37:33 DEBUG: check init order needed init_order_process_timer=2233.0268 2020-08-12 05:37:34 DEBUG: check clearing time needed clearing_process_timer=2134.027966 2020-08-12 05:37:34 DEBUG: check init order needed init_order_process_timer=2234.028207 2020-08-12 05:37:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:34.286Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "6a95ba26-5adb-ad8a-2951-cd460fcf4fa8", "grossValue": 300120, "homeNotional": 0.0902832637399842, "foreignNotional": 33.86976639205507}, {"timestamp": "2020-08-12T02:37:34.286Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "fae457a0-fe22-a012-44a2-13fedc564cf0", "grossValue": 9378750, "homeNotional": 2.8213519918745065, "foreignNotional": 1058.430199751721}]} 2020-08-12 05:37:34 DEBUG: message ignored 2020-08-12 05:37:35 DEBUG: check clearing time needed clearing_process_timer=2135.029105 2020-08-12 05:37:35 DEBUG: check init order needed init_order_process_timer=2235.029429 2020-08-12 05:37:36 DEBUG: check clearing time needed clearing_process_timer=2136.030599 2020-08-12 05:37:36 DEBUG: check init order needed init_order_process_timer=2236.030855 2020-08-12 05:37:37 DEBUG: check clearing time needed clearing_process_timer=2137.032023 2020-08-12 05:37:37 DEBUG: check init order needed init_order_process_timer=2237.032327 2020-08-12 05:37:38 DEBUG: check clearing time needed clearing_process_timer=2138.033067 2020-08-12 05:37:38 DEBUG: check init order needed init_order_process_timer=2238.033295 2020-08-12 05:37:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:38.060Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "ad7bc562-0e1b-aec2-586a-15f1ee526e1f", "grossValue": 1087790, "homeNotional": 0.3272768310574427, "foreignNotional": 122.76153932964677}, {"timestamp": "2020-08-12T02:37:38.060Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "951b1d4c-5773-a099-c3dc-8f2d9d6e5076", "grossValue": 787710, "homeNotional": 0.23699356731745852, "foreignNotional": 88.8962871007787}]} 2020-08-12 05:37:38 DEBUG: message ignored 2020-08-12 05:37:39 DEBUG: check clearing time needed clearing_process_timer=2139.034449 2020-08-12 05:37:39 DEBUG: check init order needed init_order_process_timer=2239.034703 2020-08-12 05:37:40 DEBUG: check clearing time needed clearing_process_timer=2140.035874 2020-08-12 05:37:40 DEBUG: check init order needed init_order_process_timer=2240.036148 2020-08-12 05:37:41 DEBUG: check clearing time needed clearing_process_timer=2141.037111 2020-08-12 05:37:41 DEBUG: check init order needed init_order_process_timer=2241.037367 2020-08-12 05:37:42 DEBUG: check clearing time needed clearing_process_timer=2142.03853 2020-08-12 05:37:42 DEBUG: check init order needed init_order_process_timer=2242.038775 2020-08-12 05:37:43 DEBUG: check clearing time needed clearing_process_timer=2143.039944 2020-08-12 05:37:43 DEBUG: check init order needed init_order_process_timer=2243.040308 2020-08-12 05:37:44 DEBUG: check clearing time needed clearing_process_timer=2144.040681 2020-08-12 05:37:44 DEBUG: check init order needed init_order_process_timer=2244.041007 2020-08-12 05:37:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:44.095Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "89ee8f08-9f1c-0c47-34ad-c0e81c60d39e", "grossValue": 1875500, "homeNotional": 0.5642703983749012, "foreignNotional": 211.65782643042547}]} 2020-08-12 05:37:44 DEBUG: message ignored 2020-08-12 05:37:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:44.666Z", "symbol": "ETHUSD", "side": "Sell", "size": 604, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "553b61da-b000-f859-4c67-e8e1f00fe85a", "grossValue": 22656040, "homeNotional": 6.816386412368807, "foreignNotional": 2556.8265432795397}]} 2020-08-12 05:37:44 DEBUG: message ignored 2020-08-12 05:37:45 DEBUG: check clearing time needed clearing_process_timer=2145.042279 2020-08-12 05:37:45 DEBUG: check init order needed init_order_process_timer=2245.042593 2020-08-12 05:37:46 DEBUG: check clearing time needed clearing_process_timer=2146.043772 2020-08-12 05:37:46 DEBUG: check init order needed init_order_process_timer=2246.044047 2020-08-12 05:37:47 DEBUG: check clearing time needed clearing_process_timer=2147.045242 2020-08-12 05:37:47 DEBUG: check init order needed init_order_process_timer=2247.045499 2020-08-12 05:37:48 DEBUG: check clearing time needed clearing_process_timer=2148.04668 2020-08-12 05:37:48 DEBUG: check init order needed init_order_process_timer=2248.04694 2020-08-12 05:37:49 DEBUG: check clearing time needed clearing_process_timer=2149.048099 2020-08-12 05:37:49 DEBUG: check init order needed init_order_process_timer=2249.048368 2020-08-12 05:37:50 DEBUG: check clearing time needed clearing_process_timer=2150.049597 2020-08-12 05:37:50 DEBUG: check init order needed init_order_process_timer=2250.049884 2020-08-12 05:37:51 DEBUG: check clearing time needed clearing_process_timer=2151.051099 2020-08-12 05:37:51 DEBUG: check init order needed init_order_process_timer=2251.051381 2020-08-12 05:37:52 DEBUG: check clearing time needed clearing_process_timer=2152.052556 2020-08-12 05:37:52 DEBUG: check init order needed init_order_process_timer=2252.052831 2020-08-12 05:37:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:52.355Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "06696261-c98d-9776-a861-deca719bf357", "grossValue": 3751500, "homeNotional": 1.1285407967498025, "foreignNotional": 423.3720799006884}]} 2020-08-12 05:37:52 DEBUG: message ignored 2020-08-12 05:37:53 DEBUG: check clearing time needed clearing_process_timer=2153.054053 2020-08-12 05:37:53 DEBUG: check init order needed init_order_process_timer=2253.054407 2020-08-12 05:37:54 DEBUG: check clearing time needed clearing_process_timer=2154.055644 2020-08-12 05:37:54 DEBUG: check init order needed init_order_process_timer=2254.055917 2020-08-12 05:37:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:54.698Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d10df35a-6d90-6f53-dbf3-d5db1a3e6d29", "grossValue": 3751500, "homeNotional": 1.1285407967498025, "foreignNotional": 423.3720799006884}]} 2020-08-12 05:37:54 DEBUG: message ignored 2020-08-12 05:37:55 DEBUG: check clearing time needed clearing_process_timer=2155.057136 2020-08-12 05:37:55 DEBUG: check init order needed init_order_process_timer=2255.057403 2020-08-12 05:37:56 DEBUG: check clearing time needed clearing_process_timer=2156.05859 2020-08-12 05:37:56 DEBUG: check init order needed init_order_process_timer=2256.058892 2020-08-12 05:37:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:56.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a2c57d95-4338-dab5-381d-bd8af4801a9e", "grossValue": 2288415, "homeNotional": 0.6884098860173795, "foreignNotional": 258.2569687394199}, {"timestamp": "2020-08-12T02:37:56.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "460cedc6-4b1d-6440-cfac-3b19bba286ad", "grossValue": 1463085, "homeNotional": 0.440130910732423, "foreignNotional": 165.1151111612685}]} 2020-08-12 05:37:56 DEBUG: message ignored 2020-08-12 05:37:57 DEBUG: check clearing time needed clearing_process_timer=2157.060053 2020-08-12 05:37:57 DEBUG: check init order needed init_order_process_timer=2257.060333 2020-08-12 05:37:58 DEBUG: check clearing time needed clearing_process_timer=2158.061523 2020-08-12 05:37:58 DEBUG: check init order needed init_order_process_timer=2258.061868 2020-08-12 05:37:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:37:58.253Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "6dbf9985-8db0-9749-a3ee-4c6a6d55af82", "grossValue": 1500800, "homeNotional": 0.451416318699921, "foreignNotional": 169.37140277621037}]} 2020-08-12 05:37:58 DEBUG: message ignored 2020-08-12 05:37:59 DEBUG: check clearing time needed clearing_process_timer=2159.063076 2020-08-12 05:37:59 DEBUG: check init order needed init_order_process_timer=2259.063359 2020-08-12 05:38:00 DEBUG: check clearing time needed clearing_process_timer=2160.064561 2020-08-12 05:38:00 DEBUG: check init order needed init_order_process_timer=2260.064852 2020-08-12 05:38:01 DEBUG: check clearing time needed clearing_process_timer=2161.066057 2020-08-12 05:38:01 DEBUG: check init order needed init_order_process_timer=2261.067348 2020-08-12 05:38:02 DEBUG: check clearing time needed clearing_process_timer=2162.06855 2020-08-12 05:38:02 DEBUG: check init order needed init_order_process_timer=2262.068827 2020-08-12 05:38:03 DEBUG: check clearing time needed clearing_process_timer=2163.070038 2020-08-12 05:38:03 DEBUG: check init order needed init_order_process_timer=2263.070299 2020-08-12 05:38:04 DEBUG: check clearing time needed clearing_process_timer=2164.07148 2020-08-12 05:38:04 DEBUG: check init order needed init_order_process_timer=2264.071738 2020-08-12 05:38:05 DEBUG: check clearing time needed clearing_process_timer=2165.072919 2020-08-12 05:38:05 DEBUG: check init order needed init_order_process_timer=2265.073444 2020-08-12 05:38:06 DEBUG: check clearing time needed clearing_process_timer=2166.074629 2020-08-12 05:38:06 DEBUG: check init order needed init_order_process_timer=2266.074893 2020-08-12 05:38:07 DEBUG: check clearing time needed clearing_process_timer=2167.076044 2020-08-12 05:38:07 DEBUG: check init order needed init_order_process_timer=2267.0763 2020-08-12 05:38:08 DEBUG: check clearing time needed clearing_process_timer=2168.076773 2020-08-12 05:38:08 DEBUG: check init order needed init_order_process_timer=2268.077067 2020-08-12 05:38:09 DEBUG: check clearing time needed clearing_process_timer=2169.078247 2020-08-12 05:38:09 DEBUG: check init order needed init_order_process_timer=2269.078503 2020-08-12 05:38:10 DEBUG: check clearing time needed clearing_process_timer=2170.079697 2020-08-12 05:38:10 DEBUG: check init order needed init_order_process_timer=2270.079958 2020-08-12 05:38:11 DEBUG: check clearing time needed clearing_process_timer=2171.081139 2020-08-12 05:38:11 DEBUG: check init order needed init_order_process_timer=2271.081415 2020-08-12 05:38:12 DEBUG: check clearing time needed clearing_process_timer=2172.08261 2020-08-12 05:38:12 DEBUG: check init order needed init_order_process_timer=2272.082865 2020-08-12 05:38:13 DEBUG: check clearing time needed clearing_process_timer=2173.084054 2020-08-12 05:38:13 DEBUG: check init order needed init_order_process_timer=2273.084314 2020-08-12 05:38:14 DEBUG: check clearing time needed clearing_process_timer=2174.0855 2020-08-12 05:38:14 DEBUG: check init order needed init_order_process_timer=2274.085768 2020-08-12 05:38:15 DEBUG: check clearing time needed clearing_process_timer=2175.086936 2020-08-12 05:38:15 DEBUG: check init order needed init_order_process_timer=2275.087191 2020-08-12 05:38:16 DEBUG: check clearing time needed clearing_process_timer=2176.088391 2020-08-12 05:38:16 DEBUG: check init order needed init_order_process_timer=2276.088716 2020-08-12 05:38:17 DEBUG: check clearing time needed clearing_process_timer=2177.089085 2020-08-12 05:38:17 DEBUG: check init order needed init_order_process_timer=2277.089341 2020-08-12 05:38:18 DEBUG: check clearing time needed clearing_process_timer=2178.090545 2020-08-12 05:38:18 DEBUG: check init order needed init_order_process_timer=2278.090809 2020-08-12 05:38:19 DEBUG: check clearing time needed clearing_process_timer=2179.091981 2020-08-12 05:38:19 DEBUG: check init order needed init_order_process_timer=2279.092231 2020-08-12 05:38:20 DEBUG: check clearing time needed clearing_process_timer=2180.093398 2020-08-12 05:38:20 DEBUG: check init order needed init_order_process_timer=2280.093655 2020-08-12 05:38:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:20.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 5960, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d95498f-4cf9-cb5f-ced8-17cbd8587872", "grossValue": 223619200, "homeNotional": 67.23068245910885, "foreignNotional": 25224.952058657644}, {"timestamp": "2020-08-12T02:38:20.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 14040, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c0fc8e5-2714-9aff-52fa-c8f728ab37b1", "grossValue": 526780800, "homeNotional": 158.37563451776649, "foreignNotional": 59422.53807106599}]} 2020-08-12 05:38:20 DEBUG: message ignored 2020-08-12 05:38:21 DEBUG: check clearing time needed clearing_process_timer=2181.094815 2020-08-12 05:38:21 DEBUG: check init order needed init_order_process_timer=2281.095079 2020-08-12 05:38:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:21.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 960, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "96f8e929-02e3-5382-e6c0-af3b396a4b34", "grossValue": 36019200, "homeNotional": 10.829103214890017, "foreignNotional": 4063.0795262267343}, {"timestamp": "2020-08-12T02:38:21.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 414, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "cbfc6ec4-9c9e-9d8e-2e7e-333df02d5e1a", "grossValue": 15533280, "homeNotional": 4.67005076142132, "foreignNotional": 1752.2030456852792}, {"timestamp": "2020-08-12T02:38:21.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 10000, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "a81d14d3-1e41-13e2-8595-dce07229c379", "grossValue": 375200000, "homeNotional": 112.80315848843767, "foreignNotional": 42323.74506486182}, {"timestamp": "2020-08-12T02:38:21.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 8626, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b148d31f-b228-3b02-9777-272c5db4410d", "grossValue": 323647520, "homeNotional": 97.30400451212634, "foreignNotional": 36508.4624929498}]} 2020-08-12 05:38:21 DEBUG: message ignored 2020-08-12 05:38:22 DEBUG: check clearing time needed clearing_process_timer=2182.096247 2020-08-12 05:38:22 DEBUG: check init order needed init_order_process_timer=2282.096547 2020-08-12 05:38:23 DEBUG: check clearing time needed clearing_process_timer=2183.097758 2020-08-12 05:38:23 DEBUG: check init order needed init_order_process_timer=2283.098026 2020-08-12 05:38:24 DEBUG: check clearing time needed clearing_process_timer=2184.099204 2020-08-12 05:38:24 DEBUG: check init order needed init_order_process_timer=2284.099468 2020-08-12 05:38:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 1374, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "560f4beb-7d5e-bb28-46b9-6e69d3231835", "grossValue": 51552480, "homeNotional": 15.499153976311337, "foreignNotional": 5815.282571912014}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 6860, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3165182-c7dd-2c21-74be-8fa429795d01", "grossValue": 257387200, "homeNotional": 77.38296672306825, "foreignNotional": 29034.089114495207}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "1f47f93b-f7d4-e6a9-b82a-2a31fee3112a", "grossValue": 37520000, "homeNotional": 11.280315848843768, "foreignNotional": 4232.374506486181}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 3083, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "1bbfb5ec-0e59-f7fd-dddc-d59f858ba0ed", "grossValue": 115674160, "homeNotional": 34.77721376198534, "foreignNotional": 13048.410603496897}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "3934c9d0-220e-7c38-f8c4-a3606161b872", "grossValue": 187600, "homeNotional": 0.05640157924421884, "foreignNotional": 21.16187253243091}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "692afbc3-8f11-a9d2-56a2-dee5b243e39e", "grossValue": 18760000, "homeNotional": 5.640157924421884, "foreignNotional": 2116.1872532430907}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "3600c65c-78e7-d7c6-8e25-84b2f3cf4ee8", "grossValue": 37520000, "homeNotional": 11.280315848843768, "foreignNotional": 4232.374506486181}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "4078b18c-1d4d-a4c7-1728-a1715ee6a79b", "grossValue": 56280000, "homeNotional": 16.920473773265652, "foreignNotional": 6348.561759729272}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "62bc9807-e5e9-26f5-4de9-def04d365735", "grossValue": 56280000, "homeNotional": 16.920473773265652, "foreignNotional": 6348.561759729272}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "24468f58-2ad2-bee0-633c-e23fa92a79d2", "grossValue": 37520000, "homeNotional": 11.280315848843768, "foreignNotional": 4232.374506486181}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 523, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "669baa87-977f-74bb-de53-1b6f6b0cd12b", "grossValue": 19622960, "homeNotional": 5.899605188945291, "foreignNotional": 2213.531866892273}, {"timestamp": "2020-08-12T02:38:24.374Z", "symbol": "ETHUSD", "side": "Buy", "size": 1655, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "793a66c7-395f-8d41-df67-50a3d789ca20", "grossValue": 62095600, "homeNotional": 18.668922729836435, "foreignNotional": 7004.579808234631}]} 2020-08-12 05:38:24 DEBUG: message ignored 2020-08-12 05:38:25 DEBUG: check clearing time needed clearing_process_timer=2185.100683 2020-08-12 05:38:25 DEBUG: check init order needed init_order_process_timer=2285.100965 2020-08-12 05:38:26 DEBUG: check clearing time needed clearing_process_timer=2186.102201 2020-08-12 05:38:26 DEBUG: check init order needed init_order_process_timer=2286.102499 2020-08-12 05:38:27 DEBUG: check clearing time needed clearing_process_timer=2187.103717 2020-08-12 05:38:27 DEBUG: check init order needed init_order_process_timer=2287.103976 2020-08-12 05:38:28 DEBUG: check clearing time needed clearing_process_timer=2188.105161 2020-08-12 05:38:28 DEBUG: check init order needed init_order_process_timer=2288.105466 2020-08-12 05:38:29 DEBUG: check clearing time needed clearing_process_timer=2189.106717 2020-08-12 05:38:29 DEBUG: check init order needed init_order_process_timer=2289.107032 2020-08-12 05:38:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:29.370Z", "symbol": "ETHUSD", "side": "Buy", "size": 4345, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "5afae381-2d19-1914-d370-8697dafa4c91", "grossValue": 163024400, "homeNotional": 49.01297236322617, "foreignNotional": 18389.66723068246}, {"timestamp": "2020-08-12T02:38:29.370Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "1c1fa5ad-a6a5-a35a-6b30-cf3eef900866", "grossValue": 225150000, "homeNotional": 67.68189509306261, "foreignNotional": 25397.631133671744}, {"timestamp": "2020-08-12T02:38:29.370Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "fcb1b67c-8eae-34c0-4291-ad5b91a06156", "grossValue": 1125750, "homeNotional": 0.338409475465313, "foreignNotional": 126.98815566835871}, {"timestamp": "2020-08-12T02:38:29.370Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "35fb8031-a92a-3a7e-cfcf-b6816796dada", "grossValue": 37525000, "homeNotional": 11.280315848843768, "foreignNotional": 4232.938522278624}, {"timestamp": "2020-08-12T02:38:29.370Z", "symbol": "ETHUSD", "side": "Buy", "size": 8625, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "436395ac-3f80-9114-f368-d46029618e02", "grossValue": 323696250, "homeNotional": 97.29272419627749, "foreignNotional": 36513.95939086295}]} 2020-08-12 05:38:29 DEBUG: message ignored 2020-08-12 05:38:30 DEBUG: check clearing time needed clearing_process_timer=2190.10829 2020-08-12 05:38:30 DEBUG: check init order needed init_order_process_timer=2290.108687 2020-08-12 05:38:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:30.690Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "fef22925-9d89-9da0-cd31-5b45dcc3edfc", "grossValue": 9382500, "homeNotional": 2.818807080843387, "foreignNotional": 1057.8982974405233}]} 2020-08-12 05:38:30 DEBUG: message ignored 2020-08-12 05:38:31 DEBUG: check clearing time needed clearing_process_timer=2191.109945 2020-08-12 05:38:31 DEBUG: check init order needed init_order_process_timer=2291.110327 2020-08-12 05:38:32 DEBUG: check clearing time needed clearing_process_timer=2192.111584 2020-08-12 05:38:32 DEBUG: check init order needed init_order_process_timer=2292.111879 2020-08-12 05:38:33 DEBUG: check clearing time needed clearing_process_timer=2193.113062 2020-08-12 05:38:33 DEBUG: check init order needed init_order_process_timer=2293.113337 2020-08-12 05:38:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:34.091Z", "symbol": "ETHUSD", "side": "Buy", "size": 900, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4683fca1-995f-018c-ded9-c957a1e36b60", "grossValue": 33777000, "homeNotional": 10.147705491036193, "foreignNotional": 3808.4338707858833}]} 2020-08-12 05:38:34 DEBUG: message ignored 2020-08-12 05:38:34 DEBUG: check clearing time needed clearing_process_timer=2194.114511 2020-08-12 05:38:34 DEBUG: check init order needed init_order_process_timer=2294.114663 2020-08-12 05:38:35 DEBUG: check clearing time needed clearing_process_timer=2195.115877 2020-08-12 05:38:35 DEBUG: check init order needed init_order_process_timer=2295.116184 2020-08-12 05:38:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:36.096Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ea79ead-4832-4c7f-8594-1c585fd54b2b", "grossValue": 7506000, "homeNotional": 2.2550456646747095, "foreignNotional": 846.3186379524185}]} 2020-08-12 05:38:36 DEBUG: message ignored 2020-08-12 05:38:36 DEBUG: check clearing time needed clearing_process_timer=2196.117354 2020-08-12 05:38:36 DEBUG: check init order needed init_order_process_timer=2296.117519 2020-08-12 05:38:37 DEBUG: check clearing time needed clearing_process_timer=2197.118705 2020-08-12 05:38:37 DEBUG: check init order needed init_order_process_timer=2297.119012 2020-08-12 05:38:38 DEBUG: check clearing time needed clearing_process_timer=2198.12019 2020-08-12 05:38:38 DEBUG: check init order needed init_order_process_timer=2298.120454 2020-08-12 05:38:39 DEBUG: check clearing time needed clearing_process_timer=2199.121658 2020-08-12 05:38:39 DEBUG: check init order needed init_order_process_timer=2299.121942 2020-08-12 05:38:40 DEBUG: check clearing time needed clearing_process_timer=2200.123124 2020-08-12 05:38:40 DEBUG: check init order needed init_order_process_timer=2300.123377 2020-08-12 05:38:41 DEBUG: check clearing time needed clearing_process_timer=2201.12462 2020-08-12 05:38:41 DEBUG: check init order needed init_order_process_timer=2301.124885 2020-08-12 05:38:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:41.693Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "7f5c0b3e-54dd-37cd-a73b-8e3efa8a01fc", "grossValue": 18762500, "homeNotional": 5.637614161686774, "foreignNotional": 2115.514714172962}]} 2020-08-12 05:38:41 DEBUG: message ignored 2020-08-12 05:38:42 DEBUG: check clearing time needed clearing_process_timer=2202.12608 2020-08-12 05:38:42 DEBUG: check init order needed init_order_process_timer=2302.126353 2020-08-12 05:38:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:42.187Z", "symbol": "ETHUSD", "side": "Buy", "size": 20000, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "0ef2b308-867a-5275-5b30-8a431720c895", "grossValue": 750600000, "homeNotional": 225.50456646747097, "foreignNotional": 84631.86379524185}]} 2020-08-12 05:38:42 DEBUG: message ignored 2020-08-12 05:38:43 DEBUG: check clearing time needed clearing_process_timer=2203.127529 2020-08-12 05:38:43 DEBUG: check init order needed init_order_process_timer=2303.127827 2020-08-12 05:38:44 DEBUG: check clearing time needed clearing_process_timer=2204.12904 2020-08-12 05:38:44 DEBUG: check init order needed init_order_process_timer=2304.129301 2020-08-12 05:38:45 DEBUG: check clearing time needed clearing_process_timer=2205.130485 2020-08-12 05:38:45 DEBUG: check init order needed init_order_process_timer=2305.130793 2020-08-12 05:38:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:45.287Z", "symbol": "ETHUSD", "side": "Sell", "size": 198, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "fbd05eb7-b22a-012b-063d-d99a9ac143ab", "grossValue": 7429950, "homeNotional": 2.2324952080279625, "foreignNotional": 837.7438268124929}]} 2020-08-12 05:38:45 DEBUG: message ignored 2020-08-12 05:38:46 DEBUG: check clearing time needed clearing_process_timer=2206.132021 2020-08-12 05:38:46 DEBUG: check init order needed init_order_process_timer=2306.13231 2020-08-12 05:38:47 DEBUG: check clearing time needed clearing_process_timer=2207.133484 2020-08-12 05:38:47 DEBUG: check init order needed init_order_process_timer=2307.133794 2020-08-12 05:38:48 DEBUG: check clearing time needed clearing_process_timer=2208.134976 2020-08-12 05:38:48 DEBUG: check init order needed init_order_process_timer=2308.135236 2020-08-12 05:38:49 DEBUG: check clearing time needed clearing_process_timer=2209.136411 2020-08-12 05:38:49 DEBUG: check init order needed init_order_process_timer=2309.136744 2020-08-12 05:38:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:49.749Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "43fe2299-d5f8-1168-6546-5b95e8e107ad", "grossValue": 225180, "homeNotional": 0.06765136994024129, "foreignNotional": 25.389559138572555}, {"timestamp": "2020-08-12T02:38:49.749Z", "symbol": "ETHUSD", "side": "Buy", "size": 794, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d51b1f3c-9c2e-527a-6540-8c6d5dca6cf3", "grossValue": 29798820, "homeNotional": 8.952531288758598, "foreignNotional": 3359.8849926711014}]} 2020-08-12 05:38:49 DEBUG: message ignored 2020-08-12 05:38:50 DEBUG: check clearing time needed clearing_process_timer=2210.137954 2020-08-12 05:38:50 DEBUG: check init order needed init_order_process_timer=2310.138224 2020-08-12 05:38:51 DEBUG: check clearing time needed clearing_process_timer=2211.139406 2020-08-12 05:38:51 DEBUG: check init order needed init_order_process_timer=2311.139749 2020-08-12 05:38:52 DEBUG: check clearing time needed clearing_process_timer=2212.140949 2020-08-12 05:38:52 DEBUG: check init order needed init_order_process_timer=2312.141259 2020-08-12 05:38:53 DEBUG: check clearing time needed clearing_process_timer=2213.142443 2020-08-12 05:38:53 DEBUG: check init order needed init_order_process_timer=2313.142724 2020-08-12 05:38:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:53.225Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "902c2ac9-f65e-d74a-1dfd-a9132421894a", "grossValue": 450300, "homeNotional": 0.13530273988048258, "foreignNotional": 50.77235314015109}]} 2020-08-12 05:38:53 DEBUG: message ignored 2020-08-12 05:38:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:38:53.229Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c6005e1b-5184-fb20-867f-63c637a23521", "grossValue": 412775, "homeNotional": 0.12402751155710903, "foreignNotional": 46.54132371180516}]} 2020-08-12 05:38:53 DEBUG: message ignored 2020-08-12 05:38:54 DEBUG: check clearing time needed clearing_process_timer=2214.143894 2020-08-12 05:38:54 DEBUG: check init order needed init_order_process_timer=2314.144174 2020-08-12 05:38:55 DEBUG: check clearing time needed clearing_process_timer=2215.145079 2020-08-12 05:38:55 DEBUG: check init order needed init_order_process_timer=2315.145351 2020-08-12 05:38:56 DEBUG: check clearing time needed clearing_process_timer=2216.146529 2020-08-12 05:38:56 DEBUG: check init order needed init_order_process_timer=2316.146806 2020-08-12 05:38:57 DEBUG: check clearing time needed clearing_process_timer=2217.147964 2020-08-12 05:38:57 DEBUG: check init order needed init_order_process_timer=2317.14823 2020-08-12 05:38:58 DEBUG: check clearing time needed clearing_process_timer=2218.149074 2020-08-12 05:38:58 DEBUG: check init order needed init_order_process_timer=2318.149317 2020-08-12 05:38:59 DEBUG: check clearing time needed clearing_process_timer=2219.150518 2020-08-12 05:38:59 DEBUG: check init order needed init_order_process_timer=2319.150792 2020-08-12 05:39:00 DEBUG: check clearing time needed clearing_process_timer=2220.151953 2020-08-12 05:39:00 DEBUG: check init order needed init_order_process_timer=2320.152194 2020-08-12 05:39:01 DEBUG: check clearing time needed clearing_process_timer=2221.153096 2020-08-12 05:39:01 DEBUG: check init order needed init_order_process_timer=2321.153405 2020-08-12 05:39:02 DEBUG: check clearing time needed clearing_process_timer=2222.155711 2020-08-12 05:39:02 DEBUG: check init order needed init_order_process_timer=2322.16522 2020-08-12 05:39:03 DEBUG: check clearing time needed clearing_process_timer=2223.166581 2020-08-12 05:39:03 DEBUG: check init order needed init_order_process_timer=2323.166926 2020-08-12 05:39:04 DEBUG: check clearing time needed clearing_process_timer=2224.168093 2020-08-12 05:39:04 DEBUG: check init order needed init_order_process_timer=2324.168404 2020-08-12 05:39:05 DEBUG: check clearing time needed clearing_process_timer=2225.169069 2020-08-12 05:39:05 DEBUG: check init order needed init_order_process_timer=2325.169309 2020-08-12 05:39:06 DEBUG: check clearing time needed clearing_process_timer=2226.170472 2020-08-12 05:39:06 DEBUG: check init order needed init_order_process_timer=2326.170735 2020-08-12 05:39:07 DEBUG: check clearing time needed clearing_process_timer=2227.171899 2020-08-12 05:39:07 DEBUG: check init order needed init_order_process_timer=2327.172122 2020-08-12 05:39:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:07.709Z", "symbol": "ETHUSD", "side": "Sell", "size": 1727, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a7506a5-9801-e963-cd2f-a86780fe443c", "grossValue": 64805675, "homeNotional": 19.483303249097474, "foreignNotional": 7311.109544223827}]} 2020-08-12 05:39:07 DEBUG: message ignored 2020-08-12 05:39:08 DEBUG: check clearing time needed clearing_process_timer=2228.173212 2020-08-12 05:39:08 DEBUG: check init order needed init_order_process_timer=2328.173477 2020-08-12 05:39:09 DEBUG: check clearing time needed clearing_process_timer=2229.174642 2020-08-12 05:39:09 DEBUG: check init order needed init_order_process_timer=2329.174936 2020-08-12 05:39:10 DEBUG: check clearing time needed clearing_process_timer=2230.17611 2020-08-12 05:39:10 DEBUG: check init order needed init_order_process_timer=2330.176381 2020-08-12 05:39:11 DEBUG: check clearing time needed clearing_process_timer=2231.177064 2020-08-12 05:39:11 DEBUG: check init order needed init_order_process_timer=2331.177338 2020-08-12 05:39:12 DEBUG: check clearing time needed clearing_process_timer=2232.178517 2020-08-12 05:39:12 DEBUG: check init order needed init_order_process_timer=2332.178848 2020-08-12 05:39:13 DEBUG: check clearing time needed clearing_process_timer=2233.180084 2020-08-12 05:39:13 DEBUG: check init order needed init_order_process_timer=2333.180341 2020-08-12 05:39:14 DEBUG: check clearing time needed clearing_process_timer=2234.181098 2020-08-12 05:39:14 DEBUG: check init order needed init_order_process_timer=2334.18139 2020-08-12 05:39:15 DEBUG: check clearing time needed clearing_process_timer=2235.182612 2020-08-12 05:39:15 DEBUG: check init order needed init_order_process_timer=2335.182896 2020-08-12 05:39:16 DEBUG: check clearing time needed clearing_process_timer=2236.184111 2020-08-12 05:39:16 DEBUG: check init order needed init_order_process_timer=2336.184374 2020-08-12 05:39:17 DEBUG: check clearing time needed clearing_process_timer=2237.185588 2020-08-12 05:39:17 DEBUG: check init order needed init_order_process_timer=2337.185952 2020-08-12 05:39:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:17.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a68bfb1c-103b-bd98-5bfb-de05a87e379e", "grossValue": 3752500, "homeNotional": 1.128158844765343, "foreignNotional": 423.34160649819495}]} 2020-08-12 05:39:17 DEBUG: message ignored 2020-08-12 05:39:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:18.118Z", "symbol": "ETHUSD", "side": "Sell", "size": 1319, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5263bd8-730d-b42a-96b0-ce3d91369551", "grossValue": 49495475, "homeNotional": 14.880415162454874, "foreignNotional": 5583.875789711191}]} 2020-08-12 05:39:18 DEBUG: message ignored 2020-08-12 05:39:18 DEBUG: check clearing time needed clearing_process_timer=2238.187193 2020-08-12 05:39:18 DEBUG: check init order needed init_order_process_timer=2338.187457 2020-08-12 05:39:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 1066, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "328ef476-444e-d965-4e34-1b19dfc187b5", "grossValue": 40001650, "homeNotional": 12.026173285198556, "foreignNotional": 4512.821525270758}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 264, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0d9e8872-4f27-2ee0-190e-79139c48178b", "grossValue": 9906600, "homeNotional": 2.9783393501805056, "foreignNotional": 1117.6218411552347}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "9f5c6b07-a17f-5989-c001-b0690e2faaa6", "grossValue": 1913775, "homeNotional": 0.5753610108303249, "foreignNotional": 215.90421931407943}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 679, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "db885837-5cb3-1c91-565a-b46323f0af76", "grossValue": 25479475, "homeNotional": 7.660198555956678, "foreignNotional": 2874.4895081227437}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 162, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "bfb50556-a447-005b-2b6d-86831df34b85", "grossValue": 6079050, "homeNotional": 1.8276173285198556, "foreignNotional": 685.8134025270758}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b05f425-36d8-451c-4256-b67d023c98ff", "grossValue": 18762500, "homeNotional": 5.640794223826715, "foreignNotional": 2116.708032490975}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5164419c-cb8f-d736-fd8c-54c68e6463b7", "grossValue": 3152100, "homeNotional": 0.9476534296028881, "foreignNotional": 355.60694945848377}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 160, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "19677b57-6e29-e678-b122-af27b148fafa", "grossValue": 6004000, "homeNotional": 1.8050541516245486, "foreignNotional": 677.3465703971119}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "d726eca6-2701-5fc4-db10-2059c126e6fc", "grossValue": 2176450, "homeNotional": 0.6543321299638989, "foreignNotional": 245.53813176895306}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 57, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1e69c4c-f41b-a5ba-aeb3-e4880dc2cdce", "grossValue": 2138925, "homeNotional": 0.6430505415162455, "foreignNotional": 241.3047157039711}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 299, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "69634d6f-1cfc-3d6b-0d8c-ce8a4e97fc0a", "grossValue": 11219975, "homeNotional": 3.3731949458483754, "foreignNotional": 1265.791403429603}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7c2a98f-bed6-8302-e344-c508ebd3386a", "grossValue": 1388425, "homeNotional": 0.4174187725631769, "foreignNotional": 156.63639440433212}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 19, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b8eea15-a498-e5d8-59b2-49d2bc3b4aca", "grossValue": 712975, "homeNotional": 0.21435018050541516, "foreignNotional": 80.43490523465704}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "bc43f90e-28a3-3ea6-1aff-e017ef00a728", "grossValue": 2664275, "homeNotional": 0.8009927797833934, "foreignNotional": 300.5725406137184}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 1640, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1eaf7a9-9122-3dbd-cab3-e54d9e74ad2d", "grossValue": 61541000, "homeNotional": 18.501805054151625, "foreignNotional": 6942.802346570397}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1d6e637-5702-1a67-2cc0-32096416ab1f", "grossValue": 18762500, "homeNotional": 5.640794223826715, "foreignNotional": 2116.708032490975}, {"timestamp": "2020-08-12T02:39:18.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "088c5332-a6f8-e865-553e-8b68dbfc7f4a", "grossValue": 37525000, "homeNotional": 11.28158844765343, "foreignNotional": 4233.41606498195}]} 2020-08-12 05:39:18 DEBUG: message ignored 2020-08-12 05:39:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:18.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "40bb54b9-2520-acad-fe5c-1764348c675f", "grossValue": 2663920, "homeNotional": 0.8009927797833934, "foreignNotional": 300.5324909747292}, {"timestamp": "2020-08-12T02:39:18.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 129, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca21b549-a2f1-0e41-e7d7-52b88de454de", "grossValue": 4840080, "homeNotional": 1.4553249097472925, "foreignNotional": 546.0379061371841}]} 2020-08-12 05:39:18 DEBUG: message ignored 2020-08-12 05:39:19 DEBUG: check clearing time needed clearing_process_timer=2239.188644 2020-08-12 05:39:19 DEBUG: check init order needed init_order_process_timer=2339.188948 2020-08-12 05:39:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:19.491Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "f41dea22-3951-e719-0a00-71a36fd5f5a7", "grossValue": 7504000, "homeNotional": 2.256317689530686, "foreignNotional": 846.5703971119134}]} 2020-08-12 05:39:19 DEBUG: message ignored 2020-08-12 05:39:20 DEBUG: check clearing time needed clearing_process_timer=2240.190184 2020-08-12 05:39:20 DEBUG: check init order needed init_order_process_timer=2340.19047 2020-08-12 05:39:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:20.223Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "affe4321-d5ac-af6a-8386-8a44680ac8f8", "grossValue": 7503000, "homeNotional": 2.256317689530686, "foreignNotional": 846.4575812274368}]} 2020-08-12 05:39:20 DEBUG: message ignored 2020-08-12 05:39:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:20.793Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c827b3a8-c753-8a41-1da3-c4e012fe5c95", "grossValue": 7503000, "homeNotional": 2.256317689530686, "foreignNotional": 846.4575812274368}]} 2020-08-12 05:39:20 DEBUG: message ignored 2020-08-12 05:39:21 DEBUG: check clearing time needed clearing_process_timer=2241.191636 2020-08-12 05:39:21 DEBUG: check init order needed init_order_process_timer=2341.191956 2020-08-12 05:39:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:21.457Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ead7694-feab-5996-0f63-400eed3d102d", "grossValue": 7503000, "homeNotional": 2.256317689530686, "foreignNotional": 846.4575812274368}]} 2020-08-12 05:39:21 DEBUG: message ignored 2020-08-12 05:39:22 DEBUG: check clearing time needed clearing_process_timer=2242.19315 2020-08-12 05:39:22 DEBUG: check init order needed init_order_process_timer=2342.193425 2020-08-12 05:39:23 DEBUG: check clearing time needed clearing_process_timer=2243.194619 2020-08-12 05:39:23 DEBUG: check init order needed init_order_process_timer=2343.194922 2020-08-12 05:39:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:23.356Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "045a8d9c-e06b-1bf3-b90e-623e714d553f", "grossValue": 37515, "homeNotional": 0.01128158844765343, "foreignNotional": 4.232287906137184}]} 2020-08-12 05:39:23 DEBUG: message ignored 2020-08-12 05:39:24 DEBUG: check clearing time needed clearing_process_timer=2244.196123 2020-08-12 05:39:24 DEBUG: check init order needed init_order_process_timer=2344.196394 2020-08-12 05:39:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:24.522Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "de402e53-b43d-e932-1192-7d20425cfdbf", "grossValue": 1125450, "homeNotional": 0.33844765342960287, "foreignNotional": 126.96863718411552}]} 2020-08-12 05:39:24 DEBUG: message ignored 2020-08-12 05:39:25 DEBUG: check clearing time needed clearing_process_timer=2245.197183 2020-08-12 05:39:25 DEBUG: check init order needed init_order_process_timer=2345.197473 2020-08-12 05:39:26 DEBUG: check clearing time needed clearing_process_timer=2246.198686 2020-08-12 05:39:26 DEBUG: check init order needed init_order_process_timer=2346.198965 2020-08-12 05:39:27 DEBUG: check clearing time needed clearing_process_timer=2247.200192 2020-08-12 05:39:27 DEBUG: check init order needed init_order_process_timer=2347.200482 2020-08-12 05:39:28 DEBUG: check clearing time needed clearing_process_timer=2248.201672 2020-08-12 05:39:28 DEBUG: check init order needed init_order_process_timer=2348.201947 2020-08-12 05:39:29 DEBUG: check clearing time needed clearing_process_timer=2249.203131 2020-08-12 05:39:29 DEBUG: check init order needed init_order_process_timer=2349.203414 2020-08-12 05:39:30 DEBUG: check clearing time needed clearing_process_timer=2250.204622 2020-08-12 05:39:30 DEBUG: check init order needed init_order_process_timer=2350.204916 2020-08-12 05:39:31 DEBUG: check clearing time needed clearing_process_timer=2251.206133 2020-08-12 05:39:31 DEBUG: check init order needed init_order_process_timer=2351.206455 2020-08-12 05:39:32 DEBUG: check clearing time needed clearing_process_timer=2252.207689 2020-08-12 05:39:32 DEBUG: check init order needed init_order_process_timer=2352.207947 2020-08-12 05:39:33 DEBUG: check clearing time needed clearing_process_timer=2253.209121 2020-08-12 05:39:33 DEBUG: check init order needed init_order_process_timer=2353.209393 2020-08-12 05:39:34 DEBUG: check clearing time needed clearing_process_timer=2254.210601 2020-08-12 05:39:34 DEBUG: check init order needed init_order_process_timer=2354.21089 2020-08-12 05:39:35 DEBUG: check clearing time needed clearing_process_timer=2255.212101 2020-08-12 05:39:35 DEBUG: check init order needed init_order_process_timer=2355.212426 2020-08-12 05:39:36 DEBUG: check clearing time needed clearing_process_timer=2256.213255 2020-08-12 05:39:36 DEBUG: check init order needed init_order_process_timer=2356.213563 2020-08-12 05:39:37 DEBUG: check clearing time needed clearing_process_timer=2257.214791 2020-08-12 05:39:37 DEBUG: check init order needed init_order_process_timer=2357.215073 2020-08-12 05:39:38 DEBUG: check clearing time needed clearing_process_timer=2258.21629 2020-08-12 05:39:38 DEBUG: check init order needed init_order_process_timer=2358.216568 2020-08-12 05:39:39 DEBUG: check clearing time needed clearing_process_timer=2259.217744 2020-08-12 05:39:39 DEBUG: check init order needed init_order_process_timer=2359.217994 2020-08-12 05:39:40 DEBUG: check clearing time needed clearing_process_timer=2260.21917 2020-08-12 05:39:40 DEBUG: check init order needed init_order_process_timer=2360.219431 2020-08-12 05:39:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 369, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "2feade43-1d25-3903-62c7-aa88d1248baf", "grossValue": 13843035, "homeNotional": 4.161967065192871, "foreignNotional": 1561.3619445071058}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "13de1a7d-0ca2-b052-be28-c230e2db374e", "grossValue": 1875750, "homeNotional": 0.5639521768554027, "foreignNotional": 211.5666591473043}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d08d1020-646d-af52-33ae-dd6bfb7f49bc", "grossValue": 2663565, "homeNotional": 0.8008120911346718, "foreignNotional": 300.4246559891721}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 621, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "48d0c986-a6e9-a7c2-14a1-87126c0e2df7", "grossValue": 23296815, "homeNotional": 7.004286036544101, "foreignNotional": 2627.6579066095196}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 410, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "fe35e8bb-5657-961d-b4dd-86ec3c98a673", "grossValue": 15381150, "homeNotional": 4.624407850214302, "foreignNotional": 1734.8466050078953}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4378254-1065-8f0a-4804-53f44222ffeb", "grossValue": 2813625, "homeNotional": 0.8459282652831039, "foreignNotional": 317.34998872095645}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "cdc169c5-78a7-318d-ba5a-75e81f64a277", "grossValue": 1500600, "homeNotional": 0.45116174148432214, "foreignNotional": 169.25332731784346}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "9bdc93b4-ef6d-c703-47f1-7ce261eefda6", "grossValue": 2475990, "homeNotional": 0.7444168734491315, "foreignNotional": 279.2679900744417}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 169, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "9446874d-b9c7-921a-3213-9e317be2cb48", "grossValue": 6340035, "homeNotional": 1.906158357771261, "foreignNotional": 715.0953079178886}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "b56d4027-c404-5042-6233-f448efdb7c51", "grossValue": 1500600, "homeNotional": 0.45116174148432214, "foreignNotional": 169.25332731784346}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "cc220355-28e4-32bc-0e46-76800af78f7a", "grossValue": 1087790, "homeNotional": 0.32709226257613355, "foreignNotional": 122.6923076923077}, {"timestamp": "2020-08-12T02:39:40.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d021efd-ea6e-70f6-c6a5-b8a256107cc8", "grossValue": 2250600, "homeNotional": 0.6767426122264832, "foreignNotional": 253.84615384615384}]} 2020-08-12 05:39:40 DEBUG: message ignored 2020-08-12 05:39:41 DEBUG: check clearing time needed clearing_process_timer=2261.220625 2020-08-12 05:39:41 DEBUG: check init order needed init_order_process_timer=2361.220905 2020-08-12 05:39:42 DEBUG: check clearing time needed clearing_process_timer=2262.222132 2020-08-12 05:39:42 DEBUG: check init order needed init_order_process_timer=2362.222383 2020-08-12 05:39:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "511129dc-c5b6-76d3-5100-979783713894", "grossValue": 412610, "homeNotional": 0.12406947890818859, "foreignNotional": 46.53846153846154}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "064b7ba0-0d35-0f56-ab36-ae1602e6ea5d", "grossValue": 187550000, "homeNotional": 56.39521768554027, "foreignNotional": 21153.846153846152}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "a37bc531-1c74-c76e-b512-b27b74767f1a", "grossValue": 1087645, "homeNotional": 0.32709226257613355, "foreignNotional": 122.67595307917888}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "63c1de93-78a1-0095-9d7a-6970696b1e7f", "grossValue": 412555, "homeNotional": 0.12406947890818859, "foreignNotional": 46.53225806451613}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d68b742-90f2-c494-b249-066a3ff66130", "grossValue": 281287500, "homeNotional": 84.5928265283104, "foreignNotional": 31726.539589442815}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed4198a3-b2ab-a2b4-bb65-ba92981b2f34", "grossValue": 2662855, "homeNotional": 0.8008120911346718, "foreignNotional": 300.3445747800587}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "714b0c2a-e480-5c1c-f8b3-7479e6309320", "grossValue": 187525000, "homeNotional": 56.39521768554027, "foreignNotional": 21151.026392961878}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "4e5dce50-ce89-de16-007e-a36ed985c11d", "grossValue": 9375000, "homeNotional": 2.8197608842770134, "foreignNotional": 1057.41033160388}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "6b4c9202-3348-ab3e-ed96-96e5e40bdfad", "grossValue": 2662500, "homeNotional": 0.8008120911346718, "foreignNotional": 300.30453417550194}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "b438f941-84f3-3681-d240-5d8482f008e3", "grossValue": 112500000, "homeNotional": 33.83713061132416, "foreignNotional": 12688.92397924656}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "6dc6f2e8-1e12-532b-e013-73f8fa7a9baf", "grossValue": 281250000, "homeNotional": 84.5928265283104, "foreignNotional": 31722.3099481164}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "95cfb9c2-56be-f050-e337-48a037bd306b", "grossValue": 281250000, "homeNotional": 84.5928265283104, "foreignNotional": 31722.3099481164}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "893a1a51-c8f4-2120-933e-49eb2b0310a3", "grossValue": 187500000, "homeNotional": 56.39521768554027, "foreignNotional": 21148.2066320776}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0d04966-def2-ed5f-acd2-e8e17420445e", "grossValue": 37500000, "homeNotional": 11.279043537108054, "foreignNotional": 4229.64132641552}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "1d165369-fadf-3818-3260-62aa24f9db0f", "grossValue": 299960, "homeNotional": 0.09023234829686443, "foreignNotional": 33.832618993909314}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "abcdf010-dd4b-62fb-8d5b-bf44e63e2530", "grossValue": 1874750, "homeNotional": 0.5639521768554027, "foreignNotional": 211.45386871193324}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "05a5f5b5-d600-a58c-33f4-51e62a428f56", "grossValue": 1874750, "homeNotional": 0.5639521768554027, "foreignNotional": 211.45386871193324}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "326c9372-cc8d-1fdf-7735-58342266f575", "grossValue": 3749500, "homeNotional": 1.1279043537108053, "foreignNotional": 422.9077374238665}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "4f45044f-bd5e-2eeb-195c-7082d5b79a04", "grossValue": 374950, "homeNotional": 0.11279043537108054, "foreignNotional": 42.29077374238665}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 945, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "dbc9bfcc-ed28-ef6c-81cf-86918d29694d", "grossValue": 35432775, "homeNotional": 10.658696142567111, "foreignNotional": 3996.478118655538}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ec32822-c9d3-13ae-625a-0f29cb4459a9", "grossValue": 2662145, "homeNotional": 0.8008120911346718, "foreignNotional": 300.2644935709452}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 5188, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "431aaa9c-d599-4141-c657-09ac20bc80c4", "grossValue": 194524060, "homeNotional": 58.51567787051658, "foreignNotional": 21940.45341755019}, {"timestamp": "2020-08-12T02:39:42.539Z", "symbol": "ETHUSD", "side": "Sell", "size": 1635, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ba28bf9-1b3e-dbf8-f6f6-97ceee815038", "grossValue": 61304325, "homeNotional": 18.441236183171668, "foreignNotional": 6914.541506880217}]} 2020-08-12 05:39:42 DEBUG: message ignored 2020-08-12 05:39:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:42.955Z", "symbol": "ETHUSD", "side": "Sell", "size": 230, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c034125-5172-8d56-33e0-d9e45521d31d", "grossValue": 8623850, "homeNotional": 2.594180013534852, "foreignNotional": 972.6877960748928}]} 2020-08-12 05:39:42 DEBUG: message ignored 2020-08-12 05:39:43 DEBUG: check clearing time needed clearing_process_timer=2263.223573 2020-08-12 05:39:43 DEBUG: check init order needed init_order_process_timer=2363.223852 2020-08-12 05:39:44 DEBUG: check clearing time needed clearing_process_timer=2264.225043 2020-08-12 05:39:44 DEBUG: check init order needed init_order_process_timer=2364.225307 2020-08-12 05:39:45 DEBUG: check clearing time needed clearing_process_timer=2265.226484 2020-08-12 05:39:45 DEBUG: check init order needed init_order_process_timer=2365.226722 2020-08-12 05:39:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "4cf3e3c0-82f3-b909-72e7-b07981c2acee", "grossValue": 1087210, "homeNotional": 0.32709226257613355, "foreignNotional": 122.62688923979246}, {"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e14d30e9-bc11-522b-2408-2d681f68e522", "grossValue": 1874500, "homeNotional": 0.5639521768554027, "foreignNotional": 211.42567110309045}, {"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec05b15a-597e-48d6-70d3-b096b3d51047", "grossValue": 299920, "homeNotional": 0.09023234829686443, "foreignNotional": 33.82810737649447}, {"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "02f4917a-5107-8ffd-55b2-cab492fae255", "grossValue": 187450, "homeNotional": 0.05639521768554027, "foreignNotional": 21.142567110309045}, {"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 155, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a6aaebf-f2b0-d0ae-e794-701fc9e28d47", "grossValue": 5810950, "homeNotional": 1.7482517482517483, "foreignNotional": 655.4195804195804}, {"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 103, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5fd91ba-d904-d53d-7f1f-9b95059374af", "grossValue": 3861470, "homeNotional": 1.1617414843221294, "foreignNotional": 435.53688247236636}, {"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "3658f88a-417d-b1e2-8a02-fdd887a9a5cf", "grossValue": 1612070, "homeNotional": 0.4849988720956463, "foreignNotional": 181.8260771486578}, {"timestamp": "2020-08-12T02:39:45.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 607, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "e2e41475-2f81-56ba-8d77-510f8b0d5641", "grossValue": 22753395, "homeNotional": 6.846379427024588, "foreignNotional": 2566.3653282201667}]} 2020-08-12 05:39:45 DEBUG: message ignored 2020-08-12 05:39:46 DEBUG: check clearing time needed clearing_process_timer=2266.227936 2020-08-12 05:39:46 DEBUG: check init order needed init_order_process_timer=2366.228261 2020-08-12 05:39:47 DEBUG: check clearing time needed clearing_process_timer=2267.229426 2020-08-12 05:39:47 DEBUG: check init order needed init_order_process_timer=2367.229676 2020-08-12 05:39:48 DEBUG: check clearing time needed clearing_process_timer=2268.230838 2020-08-12 05:39:48 DEBUG: check init order needed init_order_process_timer=2368.231066 2020-08-12 05:39:49 DEBUG: check clearing time needed clearing_process_timer=2269.23222 2020-08-12 05:39:49 DEBUG: check init order needed init_order_process_timer=2369.232457 2020-08-12 05:39:50 DEBUG: check clearing time needed clearing_process_timer=2270.233654 2020-08-12 05:39:50 DEBUG: check init order needed init_order_process_timer=2370.233969 2020-08-12 05:39:51 DEBUG: check clearing time needed clearing_process_timer=2271.235193 2020-08-12 05:39:51 DEBUG: check init order needed init_order_process_timer=2371.235456 2020-08-12 05:39:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:39:51.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0fec0e18-0621-a54b-b636-3fe4f2e58238", "grossValue": 37485000, "homeNotional": 11.279043537108054, "foreignNotional": 4227.949469884954}]} 2020-08-12 05:39:51 DEBUG: message ignored 2020-08-12 05:39:52 DEBUG: check clearing time needed clearing_process_timer=2272.236667 2020-08-12 05:39:52 DEBUG: check init order needed init_order_process_timer=2372.236949 2020-08-12 05:39:53 DEBUG: check clearing time needed clearing_process_timer=2273.238237 2020-08-12 05:39:53 DEBUG: check init order needed init_order_process_timer=2373.238577 2020-08-12 05:39:54 DEBUG: check clearing time needed clearing_process_timer=2274.239826 2020-08-12 05:39:54 DEBUG: check init order needed init_order_process_timer=2374.240112 2020-08-12 05:39:55 DEBUG: check clearing time needed clearing_process_timer=2275.241299 2020-08-12 05:39:55 DEBUG: check init order needed init_order_process_timer=2375.241554 2020-08-12 05:39:56 DEBUG: check clearing time needed clearing_process_timer=2276.24276 2020-08-12 05:39:56 DEBUG: check init order needed init_order_process_timer=2376.243034 2020-08-12 05:39:57 DEBUG: check clearing time needed clearing_process_timer=2277.244211 2020-08-12 05:39:57 DEBUG: check init order needed init_order_process_timer=2377.244477 2020-08-12 05:39:58 DEBUG: check clearing time needed clearing_process_timer=2278.245826 2020-08-12 05:39:58 DEBUG: check init order needed init_order_process_timer=2378.246098 2020-08-12 05:39:59 DEBUG: check clearing time needed clearing_process_timer=2279.247429 2020-08-12 05:39:59 DEBUG: check init order needed init_order_process_timer=2379.247747 2020-08-12 05:40:00 DEBUG: check clearing time needed clearing_process_timer=2280.248954 2020-08-12 05:40:00 DEBUG: check init order needed init_order_process_timer=2380.249259 2020-08-12 05:40:01 DEBUG: check clearing time needed clearing_process_timer=2281.250485 2020-08-12 05:40:01 DEBUG: check init order needed init_order_process_timer=2381.250746 2020-08-12 05:40:02 DEBUG: check clearing time needed clearing_process_timer=2282.251758 2020-08-12 05:40:02 DEBUG: check init order needed init_order_process_timer=2382.252688 2020-08-12 05:40:03 DEBUG: check clearing time needed clearing_process_timer=2283.253916 2020-08-12 05:40:03 DEBUG: check init order needed init_order_process_timer=2383.254197 2020-08-12 05:40:04 DEBUG: check clearing time needed clearing_process_timer=2284.2545 2020-08-12 05:40:04 DEBUG: check init order needed init_order_process_timer=2384.254779 2020-08-12 05:40:05 DEBUG: check clearing time needed clearing_process_timer=2285.255961 2020-08-12 05:40:05 DEBUG: check init order needed init_order_process_timer=2385.256217 2020-08-12 05:40:06 DEBUG: check clearing time needed clearing_process_timer=2286.257386 2020-08-12 05:40:06 DEBUG: check init order needed init_order_process_timer=2386.257664 2020-08-12 05:40:07 DEBUG: check clearing time needed clearing_process_timer=2287.258842 2020-08-12 05:40:07 DEBUG: check init order needed init_order_process_timer=2387.259114 2020-08-12 05:40:08 DEBUG: check clearing time needed clearing_process_timer=2288.260294 2020-08-12 05:40:08 DEBUG: check init order needed init_order_process_timer=2388.260557 2020-08-12 05:40:09 DEBUG: check clearing time needed clearing_process_timer=2289.261731 2020-08-12 05:40:09 DEBUG: check init order needed init_order_process_timer=2389.26207 2020-08-12 05:40:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:09.586Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "31b88451-fd1f-30c4-a75f-aba5f996ce91", "grossValue": 187450, "homeNotional": 0.05637614161686774, "foreignNotional": 21.135415492163716}, {"timestamp": "2020-08-12T02:40:09.586Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "155ef20a-074e-82ef-0766-7e629ee1c9cc", "grossValue": 74980, "homeNotional": 0.022550456646747097, "foreignNotional": 8.454166196865486}]} 2020-08-12 05:40:09 DEBUG: message ignored 2020-08-12 05:40:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:09.731Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "9c84177c-ee39-e4d5-cc52-8340a9b7639e", "grossValue": 1125150, "homeNotional": 0.33825684970120645, "foreignNotional": 126.86323148043748}]} 2020-08-12 05:40:09 DEBUG: message ignored 2020-08-12 05:40:10 DEBUG: check clearing time needed clearing_process_timer=2290.263312 2020-08-12 05:40:10 DEBUG: check init order needed init_order_process_timer=2390.263696 2020-08-12 05:40:11 DEBUG: check clearing time needed clearing_process_timer=2291.264888 2020-08-12 05:40:11 DEBUG: check init order needed init_order_process_timer=2391.26518 2020-08-12 05:40:12 DEBUG: check clearing time needed clearing_process_timer=2292.266357 2020-08-12 05:40:12 DEBUG: check init order needed init_order_process_timer=2392.266651 2020-08-12 05:40:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:12.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "a8468c2c-0837-7791-e875-f0b29d577eb6", "grossValue": 1125300, "homeNotional": 0.33825684970120645, "foreignNotional": 126.88014432292253}, {"timestamp": "2020-08-12T02:40:12.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "726f9e1e-b017-c0d5-9ca5-05bd416fa0cf", "grossValue": 18755000, "homeNotional": 5.637614161686774, "foreignNotional": 2114.669072048709}]} 2020-08-12 05:40:12 DEBUG: message ignored 2020-08-12 05:40:13 DEBUG: check clearing time needed clearing_process_timer=2293.267862 2020-08-12 05:40:13 DEBUG: check init order needed init_order_process_timer=2393.268134 2020-08-12 05:40:14 DEBUG: check clearing time needed clearing_process_timer=2294.269305 2020-08-12 05:40:14 DEBUG: check init order needed init_order_process_timer=2394.269617 2020-08-12 05:40:15 DEBUG: check clearing time needed clearing_process_timer=2295.270819 2020-08-12 05:40:15 DEBUG: check init order needed init_order_process_timer=2395.271083 2020-08-12 05:40:16 DEBUG: check clearing time needed clearing_process_timer=2296.27225 2020-08-12 05:40:16 DEBUG: check init order needed init_order_process_timer=2396.27253 2020-08-12 05:40:17 DEBUG: check clearing time needed clearing_process_timer=2297.273098 2020-08-12 05:40:17 DEBUG: check init order needed init_order_process_timer=2397.273347 2020-08-12 05:40:18 DEBUG: check clearing time needed clearing_process_timer=2298.274533 2020-08-12 05:40:18 DEBUG: check init order needed init_order_process_timer=2398.274809 2020-08-12 05:40:19 DEBUG: check clearing time needed clearing_process_timer=2299.275985 2020-08-12 05:40:19 DEBUG: check init order needed init_order_process_timer=2399.276248 2020-08-12 05:40:20 DEBUG: check clearing time needed clearing_process_timer=2300.277422 2020-08-12 05:40:20 DEBUG: check init order needed init_order_process_timer=2400.277712 2020-08-12 05:40:21 DEBUG: check clearing time needed clearing_process_timer=2301.278884 2020-08-12 05:40:21 DEBUG: check init order needed init_order_process_timer=2401.279159 2020-08-12 05:40:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:21.626Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "d8a345fc-f354-899d-f02a-7f3b5522f52f", "grossValue": 187575, "homeNotional": 0.05637614161686774, "foreignNotional": 21.149509527567933}, {"timestamp": "2020-08-12T02:40:21.626Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5b040d9d-de47-62d5-922a-c9fd5d4dcf9f", "grossValue": 9566325, "homeNotional": 2.875183222460255, "foreignNotional": 1078.6249859059646}, {"timestamp": "2020-08-12T02:40:21.626Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1a6108b-8ff7-b663-7ca4-1894be921776", "grossValue": 1425570, "homeNotional": 0.42845867628819484, "foreignNotional": 160.7362724095163}]} 2020-08-12 05:40:21 DEBUG: message ignored 2020-08-12 05:40:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:21.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 161, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b7042ef-9367-20ab-c3ae-17b7620bf768", "grossValue": 6039915, "homeNotional": 1.8153117600631412, "foreignNotional": 681.0142067876875}, {"timestamp": "2020-08-12T02:40:21.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 131, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a08a9764-2015-256d-1380-ebccbd3df479", "grossValue": 4914465, "homeNotional": 1.4770549103619348, "foreignNotional": 554.1171496222798}]} 2020-08-12 05:40:21 DEBUG: message ignored 2020-08-12 05:40:22 DEBUG: check clearing time needed clearing_process_timer=2302.280379 2020-08-12 05:40:22 DEBUG: check init order needed init_order_process_timer=2402.280631 2020-08-12 05:40:23 DEBUG: check clearing time needed clearing_process_timer=2303.281793 2020-08-12 05:40:23 DEBUG: check init order needed init_order_process_timer=2403.282023 2020-08-12 05:40:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:23.280Z", "symbol": "ETHUSD", "side": "Buy", "size": 234, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f50eb06-51bb-8492-74c5-0b5cb29f2943", "grossValue": 8778510, "homeNotional": 2.6384034276694104, "foreignNotional": 989.7970458901792}, {"timestamp": "2020-08-12T02:40:23.280Z", "symbol": "ETHUSD", "side": "Buy", "size": 731, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "dbc9bdcf-4c22-67aa-31b7-6e49bbae3e5e", "grossValue": 27423465, "homeNotional": 8.242191904386063, "foreignNotional": 3092.058292930432}]} 2020-08-12 05:40:23 DEBUG: message ignored 2020-08-12 05:40:24 DEBUG: check clearing time needed clearing_process_timer=2304.283176 2020-08-12 05:40:24 DEBUG: check init order needed init_order_process_timer=2404.283437 2020-08-12 05:40:25 DEBUG: check clearing time needed clearing_process_timer=2305.284593 2020-08-12 05:40:25 DEBUG: check init order needed init_order_process_timer=2405.284825 2020-08-12 05:40:26 DEBUG: check clearing time needed clearing_process_timer=2306.285083 2020-08-12 05:40:26 DEBUG: check init order needed init_order_process_timer=2406.285361 2020-08-12 05:40:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:26.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 973, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c2a67896-5062-cd59-cdc6-f67910498e98", "grossValue": 36502095, "homeNotional": 10.970797158642462, "foreignNotional": 4115.69455406472}]} 2020-08-12 05:40:26 DEBUG: message ignored 2020-08-12 05:40:27 DEBUG: check clearing time needed clearing_process_timer=2307.286539 2020-08-12 05:40:27 DEBUG: check init order needed init_order_process_timer=2407.286818 2020-08-12 05:40:28 DEBUG: check clearing time needed clearing_process_timer=2308.287991 2020-08-12 05:40:28 DEBUG: check init order needed init_order_process_timer=2408.288243 2020-08-12 05:40:29 DEBUG: check clearing time needed clearing_process_timer=2309.289107 2020-08-12 05:40:29 DEBUG: check init order needed init_order_process_timer=2409.289349 2020-08-12 05:40:30 DEBUG: check clearing time needed clearing_process_timer=2310.290557 2020-08-12 05:40:30 DEBUG: check init order needed init_order_process_timer=2410.290822 2020-08-12 05:40:31 DEBUG: check clearing time needed clearing_process_timer=2311.291986 2020-08-12 05:40:31 DEBUG: check init order needed init_order_process_timer=2411.29227 2020-08-12 05:40:32 DEBUG: check clearing time needed clearing_process_timer=2312.293081 2020-08-12 05:40:32 DEBUG: check init order needed init_order_process_timer=2412.293349 2020-08-12 05:40:33 DEBUG: check clearing time needed clearing_process_timer=2313.2945 2020-08-12 05:40:33 DEBUG: check init order needed init_order_process_timer=2413.294785 2020-08-12 05:40:34 DEBUG: check clearing time needed clearing_process_timer=2314.296018 2020-08-12 05:40:34 DEBUG: check init order needed init_order_process_timer=2414.296333 2020-08-12 05:40:35 DEBUG: check clearing time needed clearing_process_timer=2315.29708 2020-08-12 05:40:35 DEBUG: check init order needed init_order_process_timer=2415.297351 2020-08-12 05:40:36 DEBUG: check clearing time needed clearing_process_timer=2316.298546 2020-08-12 05:40:36 DEBUG: check init order needed init_order_process_timer=2416.298826 2020-08-12 05:40:37 DEBUG: check clearing time needed clearing_process_timer=2317.300079 2020-08-12 05:40:37 DEBUG: check init order needed init_order_process_timer=2417.300393 2020-08-12 05:40:38 DEBUG: check clearing time needed clearing_process_timer=2318.30109 2020-08-12 05:40:38 DEBUG: check init order needed init_order_process_timer=2418.301374 2020-08-12 05:40:39 DEBUG: check clearing time needed clearing_process_timer=2319.302575 2020-08-12 05:40:39 DEBUG: check init order needed init_order_process_timer=2419.302849 2020-08-12 05:40:40 DEBUG: check clearing time needed clearing_process_timer=2320.304045 2020-08-12 05:40:40 DEBUG: check init order needed init_order_process_timer=2420.304314 2020-08-12 05:40:41 DEBUG: check clearing time needed clearing_process_timer=2321.305522 2020-08-12 05:40:41 DEBUG: check init order needed init_order_process_timer=2421.30581 2020-08-12 05:40:42 DEBUG: check clearing time needed clearing_process_timer=2322.306997 2020-08-12 05:40:42 DEBUG: check init order needed init_order_process_timer=2422.307252 2020-08-12 05:40:43 DEBUG: check clearing time needed clearing_process_timer=2323.308453 2020-08-12 05:40:43 DEBUG: check init order needed init_order_process_timer=2423.308725 2020-08-12 05:40:44 DEBUG: check clearing time needed clearing_process_timer=2324.309987 2020-08-12 05:40:44 DEBUG: check init order needed init_order_process_timer=2424.310335 2020-08-12 05:40:45 DEBUG: check clearing time needed clearing_process_timer=2325.31158 2020-08-12 05:40:45 DEBUG: check init order needed init_order_process_timer=2425.31193 2020-08-12 05:40:46 DEBUG: check clearing time needed clearing_process_timer=2326.3131 2020-08-12 05:40:46 DEBUG: check init order needed init_order_process_timer=2426.313419 2020-08-12 05:40:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:40:46.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 566, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "4b68ab73-2e4a-b6d6-05df-e5b1ef230b40", "grossValue": 21230660, "homeNotional": 6.383938642003158, "foreignNotional": 2394.6153846153848}]} 2020-08-12 05:40:46 DEBUG: message ignored 2020-08-12 05:40:47 DEBUG: check clearing time needed clearing_process_timer=2327.314655 2020-08-12 05:40:47 DEBUG: check init order needed init_order_process_timer=2427.314957 2020-08-12 05:40:48 DEBUG: check clearing time needed clearing_process_timer=2328.316229 2020-08-12 05:40:48 DEBUG: check init order needed init_order_process_timer=2428.316568 2020-08-12 05:40:49 DEBUG: check clearing time needed clearing_process_timer=2329.317813 2020-08-12 05:40:49 DEBUG: check init order needed init_order_process_timer=2429.318069 2020-08-12 05:40:50 DEBUG: check clearing time needed clearing_process_timer=2330.319285 2020-08-12 05:40:50 DEBUG: check init order needed init_order_process_timer=2430.319614 2020-08-12 05:40:51 DEBUG: check clearing time needed clearing_process_timer=2331.320857 2020-08-12 05:40:51 DEBUG: check init order needed init_order_process_timer=2431.321156 2020-08-12 05:40:52 DEBUG: check clearing time needed clearing_process_timer=2332.322328 2020-08-12 05:40:52 DEBUG: check init order needed init_order_process_timer=2432.322591 2020-08-12 05:40:53 DEBUG: check clearing time needed clearing_process_timer=2333.323817 2020-08-12 05:40:53 DEBUG: check init order needed init_order_process_timer=2433.324127 2020-08-12 05:40:54 DEBUG: check clearing time needed clearing_process_timer=2334.325331 2020-08-12 05:40:54 DEBUG: check init order needed init_order_process_timer=2434.325658 2020-08-12 05:40:55 DEBUG: check clearing time needed clearing_process_timer=2335.32685 2020-08-12 05:40:55 DEBUG: check init order needed init_order_process_timer=2435.327112 2020-08-12 05:40:56 DEBUG: check clearing time needed clearing_process_timer=2336.328304 2020-08-12 05:40:56 DEBUG: check init order needed init_order_process_timer=2436.328567 2020-08-12 05:40:57 DEBUG: check clearing time needed clearing_process_timer=2337.329797 2020-08-12 05:40:57 DEBUG: check init order needed init_order_process_timer=2437.330088 2020-08-12 05:40:58 DEBUG: check clearing time needed clearing_process_timer=2338.33128 2020-08-12 05:40:58 DEBUG: check init order needed init_order_process_timer=2438.331544 2020-08-12 05:40:59 DEBUG: check clearing time needed clearing_process_timer=2339.332743 2020-08-12 05:40:59 DEBUG: check init order needed init_order_process_timer=2439.333008 2020-08-12 05:41:00 DEBUG: check clearing time needed clearing_process_timer=2340.334257 2020-08-12 05:41:00 DEBUG: check init order needed init_order_process_timer=2440.334528 2020-08-12 05:41:01 DEBUG: check clearing time needed clearing_process_timer=2341.335719 2020-08-12 05:41:01 DEBUG: check init order needed init_order_process_timer=2441.335967 2020-08-12 05:41:02 DEBUG: check clearing time needed clearing_process_timer=2342.338346 2020-08-12 05:41:02 DEBUG: check init order needed init_order_process_timer=2442.343081 2020-08-12 05:41:03 DEBUG: check clearing time needed clearing_process_timer=2343.344319 2020-08-12 05:41:03 DEBUG: check init order needed init_order_process_timer=2443.344589 2020-08-12 05:41:04 DEBUG: check clearing time needed clearing_process_timer=2344.345775 2020-08-12 05:41:04 DEBUG: check init order needed init_order_process_timer=2444.346039 2020-08-12 05:41:05 DEBUG: check clearing time needed clearing_process_timer=2345.347234 2020-08-12 05:41:05 DEBUG: check init order needed init_order_process_timer=2445.347503 2020-08-12 05:41:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:05.898Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd695dd9-9c8f-28d5-dca5-056831244bf2", "grossValue": 3751000, "homeNotional": 1.1279043537108053, "foreignNotional": 423.0769230769231}]} 2020-08-12 05:41:05 DEBUG: message ignored 2020-08-12 05:41:06 DEBUG: check clearing time needed clearing_process_timer=2346.348701 2020-08-12 05:41:06 DEBUG: check init order needed init_order_process_timer=2446.34899 2020-08-12 05:41:07 DEBUG: check clearing time needed clearing_process_timer=2347.350239 2020-08-12 05:41:07 DEBUG: check init order needed init_order_process_timer=2447.350482 2020-08-12 05:41:08 DEBUG: check clearing time needed clearing_process_timer=2348.351652 2020-08-12 05:41:08 DEBUG: check init order needed init_order_process_timer=2448.351952 2020-08-12 05:41:09 DEBUG: check clearing time needed clearing_process_timer=2349.353142 2020-08-12 05:41:09 DEBUG: check init order needed init_order_process_timer=2449.353505 2020-08-12 05:41:10 DEBUG: check clearing time needed clearing_process_timer=2350.354719 2020-08-12 05:41:10 DEBUG: check init order needed init_order_process_timer=2450.354967 2020-08-12 05:41:11 DEBUG: check clearing time needed clearing_process_timer=2351.356201 2020-08-12 05:41:11 DEBUG: check init order needed init_order_process_timer=2451.356521 2020-08-12 05:41:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 4784, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed98ee7c-e5bd-2d93-901f-eef32871a33f", "grossValue": 179447840, "homeNotional": 53.95894428152493, "foreignNotional": 20240}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 4183, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b557553-847e-e32e-a4b8-2f1affadba47", "grossValue": 156904330, "homeNotional": 47.18023911572298, "foreignNotional": 17697.30769230769}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "664c0f1a-aaf3-9d48-1bb6-18275c8dceb1", "grossValue": 1425380, "homeNotional": 0.428603654410106, "foreignNotional": 160.76923076923077}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4868be3-13dc-4fe8-f31c-c23862ba9eea", "grossValue": 75020, "homeNotional": 0.022558087074216106, "foreignNotional": 8.461538461538462}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "9312d23a-2133-7bc4-6a05-a1e72bbbdeff", "grossValue": 1275340, "homeNotional": 0.3834874802616738, "foreignNotional": 143.84615384615384}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 121, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec40b754-2805-653f-559e-3700fab9522a", "grossValue": 4538710, "homeNotional": 1.3647642679900744, "foreignNotional": 511.9230769230769}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ca5c17b-d49b-086a-bcd7-17438cfd3fb0", "grossValue": 1575420, "homeNotional": 0.4737198285585382, "foreignNotional": 177.69230769230768}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "00bfafdf-a3f5-3292-6589-b09407d1a84e", "grossValue": 2588190, "homeNotional": 0.7782540040604556, "foreignNotional": 291.9230769230769}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 47, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec61c816-295b-6704-b5cd-19cb99dfbc5f", "grossValue": 1762970, "homeNotional": 0.5301150462440785, "foreignNotional": 198.84615384615384}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4feead76-1950-f632-441f-d88940735726", "grossValue": 1275340, "homeNotional": 0.3834874802616738, "foreignNotional": 143.84615384615384}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 47, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "968c71f7-8712-f922-cdda-b6f326736069", "grossValue": 1762970, "homeNotional": 0.5301150462440785, "foreignNotional": 198.84615384615384}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 225, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f89bdac1-20ad-db5d-d604-2d1c6d366713", "grossValue": 8439750, "homeNotional": 2.537784795849312, "foreignNotional": 951.9230769230769}, {"timestamp": "2020-08-12T02:41:12.296Z", "symbol": "ETHUSD", "side": "Sell", "size": 509, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "64d124f5-32d6-b5d6-22d5-856a7421abf9", "grossValue": 19092590, "homeNotional": 5.741033160387999, "foreignNotional": 2153.4615384615386}]} 2020-08-12 05:41:12 DEBUG: message ignored 2020-08-12 05:41:12 DEBUG: check clearing time needed clearing_process_timer=2352.357697 2020-08-12 05:41:12 DEBUG: check init order needed init_order_process_timer=2452.357937 2020-08-12 05:41:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:12.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "ff98084d-52ba-5ea4-a5cf-0276bc348ae3", "grossValue": 9376250, "homeNotional": 2.8197608842770134, "foreignNotional": 1057.5513196480938}, {"timestamp": "2020-08-12T02:41:12.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c81b2b36-fc6c-fee7-61fe-bc253e22fabc", "grossValue": 56257500, "homeNotional": 16.91856530566208, "foreignNotional": 6345.307917888563}]} 2020-08-12 05:41:12 DEBUG: message ignored 2020-08-12 05:41:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:12.534Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "8184ddba-a0af-1916-64c6-aa897c873123", "grossValue": 750000, "homeNotional": 0.22558087074216107, "foreignNotional": 84.5928265283104}, {"timestamp": "2020-08-12T02:41:12.534Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d75c14c-4676-031f-133a-87936c78dd83", "grossValue": 37500000, "homeNotional": 11.279043537108054, "foreignNotional": 4229.64132641552}]} 2020-08-12 05:41:12 DEBUG: message ignored 2020-08-12 05:41:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:12.887Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "13e6847e-522c-5591-d184-3bb37cb32e05", "grossValue": 1087355, "homeNotional": 0.32709226257613355, "foreignNotional": 122.64324385292127}, {"timestamp": "2020-08-12T02:41:12.887Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "3a23f964-6c0f-0d7d-6d63-4ad34ce4e48f", "grossValue": 299960, "homeNotional": 0.09023234829686443, "foreignNotional": 33.832618993909314}]} 2020-08-12 05:41:12 DEBUG: message ignored 2020-08-12 05:41:13 DEBUG: check clearing time needed clearing_process_timer=2353.359105 2020-08-12 05:41:13 DEBUG: check init order needed init_order_process_timer=2453.359373 2020-08-12 05:41:14 DEBUG: check clearing time needed clearing_process_timer=2354.360546 2020-08-12 05:41:14 DEBUG: check init order needed init_order_process_timer=2454.360834 2020-08-12 05:41:15 DEBUG: check clearing time needed clearing_process_timer=2355.362019 2020-08-12 05:41:15 DEBUG: check init order needed init_order_process_timer=2455.36232 2020-08-12 05:41:16 DEBUG: check clearing time needed clearing_process_timer=2356.363513 2020-08-12 05:41:16 DEBUG: check init order needed init_order_process_timer=2456.363814 2020-08-12 05:41:17 DEBUG: check clearing time needed clearing_process_timer=2357.365071 2020-08-12 05:41:17 DEBUG: check init order needed init_order_process_timer=2457.365358 2020-08-12 05:41:18 DEBUG: check clearing time needed clearing_process_timer=2358.366549 2020-08-12 05:41:18 DEBUG: check init order needed init_order_process_timer=2458.36684 2020-08-12 05:41:19 DEBUG: check clearing time needed clearing_process_timer=2359.368037 2020-08-12 05:41:19 DEBUG: check init order needed init_order_process_timer=2459.368309 2020-08-12 05:41:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:20.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "98648256-e211-bad4-417e-1611393f06da", "grossValue": 1087210, "homeNotional": 0.32709226257613355, "foreignNotional": 122.62688923979246}, {"timestamp": "2020-08-12T02:41:20.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 1077, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d7a19d6-6d86-3d5b-b4f1-cb342be5bb0a", "grossValue": 40376730, "homeNotional": 12.147529889465373, "foreignNotional": 4554.108955560569}, {"timestamp": "2020-08-12T02:41:20.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 1787, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2a17bb4-913c-803c-c2bf-4f36420988d8", "grossValue": 66994630, "homeNotional": 20.15565080081209, "foreignNotional": 7556.353485224453}, {"timestamp": "2020-08-12T02:41:20.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 57, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b256a6e-fb2b-9f63-ae6a-808a74f6b206", "grossValue": 2136930, "homeNotional": 0.642905481615159, "foreignNotional": 241.02526505752311}, {"timestamp": "2020-08-12T02:41:20.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 127, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "8cd9232d-7087-2237-c02e-68d63341c18f", "grossValue": 4761230, "homeNotional": 1.4324385292127229, "foreignNotional": 537.0212046018497}]} 2020-08-12 05:41:20 DEBUG: message ignored 2020-08-12 05:41:20 DEBUG: check clearing time needed clearing_process_timer=2360.369503 2020-08-12 05:41:20 DEBUG: check init order needed init_order_process_timer=2460.36979 2020-08-12 05:41:21 DEBUG: check clearing time needed clearing_process_timer=2361.370985 2020-08-12 05:41:21 DEBUG: check init order needed init_order_process_timer=2461.371267 2020-08-12 05:41:22 DEBUG: check clearing time needed clearing_process_timer=2362.372462 2020-08-12 05:41:22 DEBUG: check init order needed init_order_process_timer=2462.37275 2020-08-12 05:41:23 DEBUG: check clearing time needed clearing_process_timer=2363.373927 2020-08-12 05:41:23 DEBUG: check init order needed init_order_process_timer=2463.374241 2020-08-12 05:41:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:24.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "06a7369f-aa08-a206-005f-423261b2d0c0", "grossValue": 1086920, "homeNotional": 0.32709226257613355, "foreignNotional": 122.59418001353485}, {"timestamp": "2020-08-12T02:41:24.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "675ea931-2edb-15db-4d2c-a0c74322355c", "grossValue": 112440, "homeNotional": 0.03383713061132416, "foreignNotional": 12.682156553124296}, {"timestamp": "2020-08-12T02:41:24.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b135912-d963-85ca-0f8f-e6ea1cea932a", "grossValue": 7496000, "homeNotional": 2.2558087074216107, "foreignNotional": 845.4771035416197}, {"timestamp": "2020-08-12T02:41:24.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0af8cdaa-6c7f-1976-e09d-9ae0ffb8c801", "grossValue": 224880, "homeNotional": 0.06767426122264832, "foreignNotional": 25.36431310624859}, {"timestamp": "2020-08-12T02:41:24.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 269, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0cb5bbb9-8f0e-b45e-6ad8-99801fa12d04", "grossValue": 10082120, "homeNotional": 3.034062711482066, "foreignNotional": 1137.1667042634786}, {"timestamp": "2020-08-12T02:41:24.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 447, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "200f004f-41a6-5b69-77be-e392d93c892a", "grossValue": 16753560, "homeNotional": 5.0417324610872996, "foreignNotional": 1889.6413264155199}]} 2020-08-12 05:41:24 DEBUG: message ignored 2020-08-12 05:41:24 DEBUG: check clearing time needed clearing_process_timer=2364.375451 2020-08-12 05:41:24 DEBUG: check init order needed init_order_process_timer=2464.375811 2020-08-12 05:41:25 DEBUG: check clearing time needed clearing_process_timer=2365.37705 2020-08-12 05:41:25 DEBUG: check init order needed init_order_process_timer=2465.377342 2020-08-12 05:41:26 DEBUG: check clearing time needed clearing_process_timer=2366.378538 2020-08-12 05:41:26 DEBUG: check init order needed init_order_process_timer=2466.378832 2020-08-12 05:41:27 DEBUG: check clearing time needed clearing_process_timer=2367.380031 2020-08-12 05:41:27 DEBUG: check init order needed init_order_process_timer=2467.380296 2020-08-12 05:41:28 DEBUG: check clearing time needed clearing_process_timer=2368.381521 2020-08-12 05:41:28 DEBUG: check init order needed init_order_process_timer=2468.38181 2020-08-12 05:41:29 DEBUG: check clearing time needed clearing_process_timer=2369.383018 2020-08-12 05:41:29 DEBUG: check init order needed init_order_process_timer=2469.383272 2020-08-12 05:41:30 DEBUG: check clearing time needed clearing_process_timer=2370.384471 2020-08-12 05:41:30 DEBUG: check init order needed init_order_process_timer=2470.384783 2020-08-12 05:41:31 DEBUG: check clearing time needed clearing_process_timer=2371.385969 2020-08-12 05:41:31 DEBUG: check init order needed init_order_process_timer=2471.386224 2020-08-12 05:41:32 DEBUG: check clearing time needed clearing_process_timer=2372.387396 2020-08-12 05:41:32 DEBUG: check init order needed init_order_process_timer=2472.387646 2020-08-12 05:41:33 DEBUG: check clearing time needed clearing_process_timer=2373.388818 2020-08-12 05:41:33 DEBUG: check init order needed init_order_process_timer=2473.389127 2020-08-12 05:41:34 DEBUG: check clearing time needed clearing_process_timer=2374.390303 2020-08-12 05:41:34 DEBUG: check init order needed init_order_process_timer=2474.390564 2020-08-12 05:41:35 DEBUG: check clearing time needed clearing_process_timer=2375.391755 2020-08-12 05:41:35 DEBUG: check init order needed init_order_process_timer=2475.392027 2020-08-12 05:41:36 DEBUG: check clearing time needed clearing_process_timer=2376.393213 2020-08-12 05:41:36 DEBUG: check init order needed init_order_process_timer=2476.393492 2020-08-12 05:41:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:36.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "0c3e7334-93b9-80b1-fa40-16eb18dd2630", "grossValue": 1086775, "homeNotional": 0.3270553738581256, "foreignNotional": 122.56400135333259}, {"timestamp": "2020-08-12T02:41:36.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 17654, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "58b933a4-3938-1424-b85a-d468f1b84e53", "grossValue": 661583650, "homeNotional": 199.09777827901206, "foreignNotional": 74611.89241005977}, {"timestamp": "2020-08-12T02:41:36.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "3aca2046-eb40-1ef2-fbc2-dc5544a2d07f", "grossValue": 224850000, "homeNotional": 67.66662907409496, "foreignNotional": 25358.069245517087}, {"timestamp": "2020-08-12T02:41:36.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 112, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "cd82bf9c-a11a-7002-3d7c-5c5860881cff", "grossValue": 4197200, "homeNotional": 1.2631104093831058, "foreignNotional": 473.35062591631896}, {"timestamp": "2020-08-12T02:41:36.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f005394-25a9-f315-98f9-5704f4bd11c4", "grossValue": 2510825, "homeNotional": 0.7556106913273937, "foreignNotional": 283.1651065749408}, {"timestamp": "2020-08-12T02:41:36.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "cd586bfd-3c02-7c8f-2433-d028ddd3410e", "gros