2020-06-13 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 239.75, 'low': 236.5, 'close': 238.15, 'trades': 4941, 'volume': 7213357, 'vwap': 238.19, 'lastSize': 330, 'turnover': 171807799315, 'homeNotional': 68124.62785071047, 'foreignNotional': 16225950.349447256}, {'timestamp': datetime.datetime(2020, 6, 13, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.65, 'high': 236.7, 'low': 235.7, 'close': 236.5, 'trades': 1227, 'volume': 1244087, 'vwap': 236.19, 'lastSize': 270, 'turnover': 29383951900, 'homeNotional': 11715.664364273582, 'foreignNotional': 2767112.436088568}, {'timestamp': datetime.datetime(2020, 6, 13, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 236.9, 'low': 235.0, 'close': 236.65, 'trades': 2250, 'volume': 3462423, 'vwap': 236.02, 'lastSize': 215, 'turnover': 81718764710, 'homeNotional': 32592.92906733596, 'foreignNotional': 7692486.005974628}]
2020-06-13 18:00:20 INFO: prepare candles [CandleItem(low=236.5, high=239.75, open=236.5, close=238.15, color='GREEN'), CandleItem(low=235.7, high=236.7, open=236.65, close=236.5, color='RED'), CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN')]
2020-06-13 18:00:20 INFO: skip by colors first_candle=CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN') second_candle=CandleItem(low=235.7, high=236.7, open=236.65, close=236.5, color='RED') last_candle=CandleItem(low=236.5, high=239.75, open=236.5, close=238.15, color='GREEN')
2020-06-13 18:00:20 INFO: check need new order None
2020-06-13 18:00:20 INFO: init new order end
2020-06-13 18:00:20 INFO: 
2020-06-13 18:00:20 INFO: 
2020-06-13 18:00:20 INFO: 
2020-06-13 18:00:20 INFO: 
2020-06-13 18:02:00 INFO: 
2020-06-13 18:02:00 INFO: 
2020-06-13 18:02:00 INFO: 
2020-06-13 18:02:00 INFO: 
2020-06-13 18:02:00 INFO: clearing start
2020-06-13 18:02:00 INFO: clearing end
2020-06-13 18:02:00 INFO: 
2020-06-13 18:02:00 INFO: 
2020-06-13 18:02:00 INFO: 
2020-06-13 18:02:00 INFO: 
2020-06-13 19:00:20 INFO: 
2020-06-13 19:00:20 INFO: 
2020-06-13 19:00:20 INFO: 
2020-06-13 19:00:20 INFO: 
2020-06-13 19:00:20 INFO: init new order start
2020-06-13 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 238.3, 'low': 237.2, 'close': 237.35, 'trades': 1397, 'volume': 1282094, 'vwap': 237.8, 'lastSize': 1000, 'turnover': 30488107130, 'homeNotional': 12112.285396033061, 'foreignNotional': 2880296.722492109}, {'timestamp': datetime.datetime(2020, 6, 13, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 239.75, 'low': 236.5, 'close': 238.15, 'trades': 4941, 'volume': 7213357, 'vwap': 238.19, 'lastSize': 330, 'turnover': 171807799315, 'homeNotional': 68124.62785071047, 'foreignNotional': 16225950.349447256}, {'timestamp': datetime.datetime(2020, 6, 13, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.65, 'high': 236.7, 'low': 235.7, 'close': 236.5, 'trades': 1227, 'volume': 1244087, 'vwap': 236.19, 'lastSize': 270, 'turnover': 29383951900, 'homeNotional': 11715.664364273582, 'foreignNotional': 2767112.436088568}]
2020-06-13 19:00:20 INFO: prepare candles [CandleItem(low=237.2, high=238.3, open=238.15, close=237.35, color='RED'), CandleItem(low=236.5, high=239.75, open=236.5, close=238.15, color='GREEN'), CandleItem(low=235.7, high=236.7, open=236.65, close=236.5, color='RED')]
2020-06-13 19:00:20 INFO: skip by colors first_candle=CandleItem(low=235.7, high=236.7, open=236.65, close=236.5, color='RED') second_candle=CandleItem(low=236.5, high=239.75, open=236.5, close=238.15, color='GREEN') last_candle=CandleItem(low=237.2, high=238.3, open=238.15, close=237.35, color='RED')
2020-06-13 19:00:20 INFO: check need new order None
2020-06-13 19:00:20 INFO: init new order end
2020-06-13 19:00:20 INFO: 
2020-06-13 19:00:20 INFO: 
2020-06-13 19:00:20 INFO: 
2020-06-13 19:00:20 INFO: 
2020-06-13 19:02:00 INFO: 
2020-06-13 19:02:00 INFO: 
2020-06-13 19:02:00 INFO: 
2020-06-13 19:02:00 INFO: 
2020-06-13 19:02:00 INFO: clearing start
2020-06-13 19:02:00 INFO: clearing end
2020-06-13 19:02:00 INFO: 
2020-06-13 19:02:00 INFO: 
2020-06-13 19:02:00 INFO: 
2020-06-13 19:02:00 INFO: 
2020-06-13 20:00:20 INFO: 
2020-06-13 20:00:20 INFO: 
2020-06-13 20:00:20 INFO: 
2020-06-13 20:00:20 INFO: 
2020-06-13 20:00:20 INFO: init new order start
2020-06-13 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 237.8, 'low': 236.9, 'close': 237.3, 'trades': 1521, 'volume': 4524358, 'vwap': 237.46, 'lastSize': 100, 'turnover': 107432967285, 'homeNotional': 42705.37038968588, 'foreignNotional': 10140594.533762615}, {'timestamp': datetime.datetime(2020, 6, 13, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 238.3, 'low': 237.2, 'close': 237.35, 'trades': 1397, 'volume': 1282094, 'vwap': 237.8, 'lastSize': 1000, 'turnover': 30488107130, 'homeNotional': 12112.285396033061, 'foreignNotional': 2880296.722492109}, {'timestamp': datetime.datetime(2020, 6, 13, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 239.75, 'low': 236.5, 'close': 238.15, 'trades': 4941, 'volume': 7213357, 'vwap': 238.19, 'lastSize': 330, 'turnover': 171807799315, 'homeNotional': 68124.62785071047, 'foreignNotional': 16225950.349447256}]
2020-06-13 20:00:20 INFO: prepare candles [CandleItem(low=236.9, high=237.8, open=237.35, close=237.3, color='RED'), CandleItem(low=237.2, high=238.3, open=238.15, close=237.35, color='RED'), CandleItem(low=236.5, high=239.75, open=236.5, close=238.15, color='GREEN')]
2020-06-13 20:00:20 INFO: skip by colors first_candle=CandleItem(low=236.5, high=239.75, open=236.5, close=238.15, color='GREEN') second_candle=CandleItem(low=237.2, high=238.3, open=238.15, close=237.35, color='RED') last_candle=CandleItem(low=236.9, high=237.8, open=237.35, close=237.3, color='RED')
2020-06-13 20:00:20 INFO: check need new order None
2020-06-13 20:00:20 INFO: init new order end
2020-06-13 20:00:20 INFO: 
2020-06-13 20:00:20 INFO: 
2020-06-13 20:00:20 INFO: 
2020-06-13 20:00:20 INFO: 
2020-06-13 20:02:00 INFO: 
2020-06-13 20:02:00 INFO: 
2020-06-13 20:02:00 INFO: 
2020-06-13 20:02:00 INFO: 
2020-06-13 20:02:00 INFO: clearing start
2020-06-13 20:02:00 INFO: clearing end
2020-06-13 20:02:00 INFO: 
2020-06-13 20:02:00 INFO: 
2020-06-13 20:02:00 INFO: 
2020-06-13 20:02:00 INFO: 
2020-06-13 21:00:20 INFO: 
2020-06-13 21:00:20 INFO: 
2020-06-13 21:00:20 INFO: 
2020-06-13 21:00:20 INFO: 
2020-06-13 21:00:20 INFO: init new order start
2020-06-13 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 237.6, 'low': 237.1, 'close': 237.15, 'trades': 752, 'volume': 965073, 'vwap': 237.36, 'lastSize': 176, 'turnover': 22906929110, 'homeNotional': 9110.051146515547, 'foreignNotional': 2162357.8587085283}, {'timestamp': datetime.datetime(2020, 6, 13, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 237.8, 'low': 236.9, 'close': 237.3, 'trades': 1521, 'volume': 4524358, 'vwap': 237.46, 'lastSize': 100, 'turnover': 107432967285, 'homeNotional': 42705.37038968588, 'foreignNotional': 10140594.533762615}, {'timestamp': datetime.datetime(2020, 6, 13, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 238.3, 'low': 237.2, 'close': 237.35, 'trades': 1397, 'volume': 1282094, 'vwap': 237.8, 'lastSize': 1000, 'turnover': 30488107130, 'homeNotional': 12112.285396033061, 'foreignNotional': 2880296.722492109}]
2020-06-13 21:00:20 INFO: prepare candles [CandleItem(low=237.1, high=237.6, open=237.3, close=237.15, color='RED'), CandleItem(low=236.9, high=237.8, open=237.35, close=237.3, color='RED'), CandleItem(low=237.2, high=238.3, open=238.15, close=237.35, color='RED')]
2020-06-13 21:00:20 INFO: skip by colors first_candle=CandleItem(low=237.2, high=238.3, open=238.15, close=237.35, color='RED') second_candle=CandleItem(low=236.9, high=237.8, open=237.35, close=237.3, color='RED') last_candle=CandleItem(low=237.1, high=237.6, open=237.3, close=237.15, color='RED')
2020-06-13 21:00:20 INFO: check need new order None
2020-06-13 21:00:20 INFO: init new order end
2020-06-13 21:00:20 INFO: 
2020-06-13 21:00:20 INFO: 
2020-06-13 21:00:20 INFO: 
2020-06-13 21:00:20 INFO: 
2020-06-13 21:02:00 INFO: 
2020-06-13 21:02:00 INFO: 
2020-06-13 21:02:00 INFO: 
2020-06-13 21:02:00 INFO: 
2020-06-13 21:02:00 INFO: clearing start
2020-06-13 21:02:01 INFO: clearing end
2020-06-13 21:02:01 INFO: 
2020-06-13 21:02:01 INFO: 
2020-06-13 21:02:01 INFO: 
2020-06-13 21:02:01 INFO: 
2020-06-13 22:00:20 INFO: 
2020-06-13 22:00:20 INFO: 
2020-06-13 22:00:20 INFO: 
2020-06-13 22:00:20 INFO: 
2020-06-13 22:00:20 INFO: init new order start
2020-06-13 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 238.25, 'low': 237.15, 'close': 237.7, 'trades': 1112, 'volume': 1107323, 'vwap': 237.93, 'lastSize': 200, 'turnover': 26345779710, 'homeNotional': 10458.767676805579, 'foreignNotional': 2488383.9336607866}, {'timestamp': datetime.datetime(2020, 6, 13, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 237.6, 'low': 237.1, 'close': 237.15, 'trades': 752, 'volume': 965073, 'vwap': 237.36, 'lastSize': 176, 'turnover': 22906929110, 'homeNotional': 9110.051146515547, 'foreignNotional': 2162357.8587085283}, {'timestamp': datetime.datetime(2020, 6, 13, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 237.8, 'low': 236.9, 'close': 237.3, 'trades': 1521, 'volume': 4524358, 'vwap': 237.46, 'lastSize': 100, 'turnover': 107432967285, 'homeNotional': 42705.37038968588, 'foreignNotional': 10140594.533762615}]
2020-06-13 22:00:20 INFO: prepare candles [CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN'), CandleItem(low=237.1, high=237.6, open=237.3, close=237.15, color='RED'), CandleItem(low=236.9, high=237.8, open=237.35, close=237.3, color='RED')]
2020-06-13 22:00:20 INFO: last_candle=CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN')
2020-06-13 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-13 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN')
2020-06-13 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.1, high=237.6, open=237.3, close=237.15, color='RED')
2020-06-13 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.9, high=237.8, open=237.35, close=237.3, color='RED')
2020-06-13 22:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-13 22:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-13 22:00:20 INFO: place order: start candle=CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-13 22:00:20 INFO: place order: side_factor=-1 init_trigger_price=238.3 init_order_price=238.35 stop_price_offset=0.0 candle.size=1.0999999999999943 stop_price=237.15 take_price=244.94999999999996
2020-06-13 22:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('238.30000000000001136868377216160297393798828125') init_order_price=Decimal('238.349999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.0999999999999943 stop_price=Decimal('237.150000000000005684341886080801486968994140625') take_price=Decimal('244.949999999999960209606797434389591217041015625')
2020-06-13 22:00:20 INFO: place order: compute qty=696
2020-06-13 22:00:20 INFO: place order: save order to db e1b657ab37a648a8b136a07b4f5e4619; response=True
2020-06-13 22:00:20 INFO: process event {'orderID': '79247f25-4d8f-0de0-14e0-7b4a9ba5d63a', 'clOrdID': 'e1b657ab37a648a8b136a07b4f5e4619', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 238.35, 'displayQty': None, 'stopPx': 238.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-13T19:00:20.272Z', 'timestamp': '2020-06-13T19:00:20.272Z'}
2020-06-13 22:00:20 INFO: skip event e1b657ab37a648a8b136a07b4f5e4619 New
2020-06-13 22:00:20 INFO: post order to exchange resp={'orderID': '79247f25-4d8f-0de0-14e0-7b4a9ba5d63a', 'clOrdID': 'e1b657ab37a648a8b136a07b4f5e4619', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 238.35, 'displayQty': None, 'stopPx': 238.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 0, 20, 272000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 0, 20, 272000, tzinfo=tzutc())}
2020-06-13 22:00:20 INFO: place new init order {'qty': 696, 'init_price': Decimal('238.30000000000001136868377216160297393798828125'), 'stop_price': Decimal('237.150000000000005684341886080801486968994140625'), 'take_price': Decimal('244.949999999999960209606797434389591217041015625'), 'order_uid': 'e1b657ab37a648a8b136a07b4f5e4619', 'response': {'orderID': '79247f25-4d8f-0de0-14e0-7b4a9ba5d63a', 'clOrdID': 'e1b657ab37a648a8b136a07b4f5e4619', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 238.35, 'displayQty': None, 'stopPx': 238.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 0, 20, 272000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 0, 20, 272000, tzinfo=tzutc())}}
2020-06-13 22:00:20 INFO: init new order end
2020-06-13 22:00:20 INFO: 
2020-06-13 22:00:20 INFO: 
2020-06-13 22:00:20 INFO: 
2020-06-13 22:00:20 INFO: 
2020-06-13 22:02:00 INFO: 
2020-06-13 22:02:00 INFO: 
2020-06-13 22:02:00 INFO: 
2020-06-13 22:02:00 INFO: 
2020-06-13 22:02:00 INFO: clearing start
2020-06-13 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '79247f25-4d8f-0de0-14e0-7b4a9ba5d63a', 'clOrdID': 'e1b657ab37a648a8b136a07b4f5e4619', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 238.35, 'displayQty': None, 'stopPx': 238.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 0, 20, 272000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 0, 20, 272000, tzinfo=tzutc())}
2020-06-13 22:02:00 INFO: order time=2020-06-13 19:00:20.272000+00:00; delta from now UTC=0:01:40.179550 time_delta.total_seconds()=100.17955; time_diff_offset='3600'
2020-06-13 22:02:00 INFO: skip by time diff 2020-06-13 19:00:20.272000+00:00
2020-06-13 22:02:00 INFO: clearing end
2020-06-13 22:02:00 INFO: 
2020-06-13 22:02:00 INFO: 
2020-06-13 22:02:00 INFO: 
2020-06-13 22:02:00 INFO: 
2020-06-13 22:25:18 INFO: process event {'orderID': '79247f25-4d8f-0de0-14e0-7b4a9ba5d63a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-13T19:25:18.269Z', 'clOrdID': 'e1b657ab37a648a8b136a07b4f5e4619', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-13 22:25:18 INFO: skip event e1b657ab37a648a8b136a07b4f5e4619 
2020-06-13 22:25:18 INFO: process event {'orderID': '79247f25-4d8f-0de0-14e0-7b4a9ba5d63a', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 696, 'avgPx': 238.3, 'transactTime': '2020-06-13T19:25:18.269Z', 'clOrdID': 'e1b657ab37a648a8b136a07b4f5e4619', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-13T19:25:18.269Z'}
2020-06-13 22:25:18 INFO: add new event={'uid': 'e1b657ab37a648a8b136a07b4f5e4619', 'status': 'Filled'}
2020-06-13 22:25:19 INFO: 
2020-06-13 22:25:19 INFO: 
2020-06-13 22:25:19 INFO: 
2020-06-13 22:25:19 INFO: 
2020-06-13 22:25:19 INFO: process event start
2020-06-13 22:25:19 INFO: fetch new order event e1b657ab37a648a8b136a07b4f5e4619
2020-06-13 22:25:19 INFO: fetch orders by event init={'stop': '237.150000000000005684341886080801486968994140625', 'take': '244.949999999999960209606797434389591217041015625', 'qty': '696', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-13 22:25:19 INFO: process init order filled
2020-06-13 22:25:19 INFO: save profit orders to storage stop=70d36ff66fb945b189cbe82fbb9935e8 take=18a750beb1284ae5969dc9f9445987be
2020-06-13 22:25:19 INFO: place profit orders take_price=244.949999999999960209606797434389591217041015625, stop_price=237.150000000000005684341886080801486968994140625, qty=696, color=GREEN, ticker=ETHUSD 70d36ff66fb945b189cbe82fbb9935e8 18a750beb1284ae5969dc9f9445987be
2020-06-13 22:25:19 INFO: place stop order ETHUSD: qty=-696, stop_price=237.150000000000005684341886080801486968994140625, stop_uid=70d36ff66fb945b189cbe82fbb9935e8
2020-06-13 22:25:19 INFO: exchange resp for stop order={'orderID': '07898020-08c4-d6d9-2298-1bcb770cf4f8', 'clOrdID': '70d36ff66fb945b189cbe82fbb9935e8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 696, 'price': None, 'displayQty': None, 'stopPx': 237.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 25, 19, 201000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 25, 19, 201000, tzinfo=tzutc())}
2020-06-13 22:25:19 INFO: process event {'orderID': '07898020-08c4-d6d9-2298-1bcb770cf4f8', 'clOrdID': '70d36ff66fb945b189cbe82fbb9935e8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 696, 'price': None, 'displayQty': None, 'stopPx': 237.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-13T19:25:19.201Z', 'timestamp': '2020-06-13T19:25:19.201Z'}
2020-06-13 22:25:19 INFO: skip event 70d36ff66fb945b189cbe82fbb9935e8 New
2020-06-13 22:25:19 INFO: place limit order ETHUSD: qty=-696, price=244.949999999999960209606797434389591217041015625, take_uid=18a750beb1284ae5969dc9f9445987be
2020-06-13 22:25:19 INFO: exchange resp for take profit order={'orderID': 'c5be3d72-89ba-167f-35f5-77c0cb517f28', 'clOrdID': '18a750beb1284ae5969dc9f9445987be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 696, 'price': 244.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 25, 19, 237000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 25, 19, 237000, tzinfo=tzutc())}
2020-06-13 22:25:19 INFO: process event {'orderID': 'c5be3d72-89ba-167f-35f5-77c0cb517f28', 'clOrdID': '18a750beb1284ae5969dc9f9445987be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 696, 'price': 244.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-13T19:25:19.237Z', 'timestamp': '2020-06-13T19:25:19.237Z'}
2020-06-13 22:25:19 INFO: skip event 18a750beb1284ae5969dc9f9445987be New
2020-06-13 22:25:19 INFO: process event {'orderID': 'c5be3d72-89ba-167f-35f5-77c0cb517f28', 'workingIndicator': True, 'clOrdID': '18a750beb1284ae5969dc9f9445987be', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-13T19:25:19.237Z'}
2020-06-13 22:25:19 INFO: skip event 18a750beb1284ae5969dc9f9445987be 
2020-06-13 22:25:19 INFO: place profit orders={'stop': {'response': {'orderID': '07898020-08c4-d6d9-2298-1bcb770cf4f8', 'clOrdID': '70d36ff66fb945b189cbe82fbb9935e8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 696, 'price': None, 'displayQty': None, 'stopPx': 237.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 25, 19, 201000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 25, 19, 201000, tzinfo=tzutc())}, 'qty': Decimal('-696'), 'uid': '70d36ff66fb945b189cbe82fbb9935e8', 'price': Decimal('237.150000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': 'c5be3d72-89ba-167f-35f5-77c0cb517f28', 'clOrdID': '18a750beb1284ae5969dc9f9445987be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 696, 'price': 244.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 25, 19, 237000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 25, 19, 237000, tzinfo=tzutc())}, 'qty': Decimal('-696'), 'uid': '18a750beb1284ae5969dc9f9445987be', 'price': Decimal('244.949999999999960209606797434389591217041015625')}}
2020-06-13 22:25:19 INFO: rm init order from db e1b657ab37a648a8b136a07b4f5e4619
2020-06-13 22:25:19 INFO: end process event_processing_result='proceed init order'
2020-06-13 22:25:19 INFO: 
2020-06-13 22:25:19 INFO: 
2020-06-13 22:25:19 INFO: 
2020-06-13 22:25:19 INFO: 
2020-06-13 22:53:23 INFO: process event {'orderID': '07898020-08c4-d6d9-2298-1bcb770cf4f8', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-13T19:53:23.527Z', 'clOrdID': '70d36ff66fb945b189cbe82fbb9935e8', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-13 22:53:23 INFO: skip event 70d36ff66fb945b189cbe82fbb9935e8 
2020-06-13 22:53:23 INFO: process event {'orderID': '07898020-08c4-d6d9-2298-1bcb770cf4f8', 'price': 237.15, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 696, 'avgPx': 237.15, 'transactTime': '2020-06-13T19:53:23.527Z', 'clOrdID': '70d36ff66fb945b189cbe82fbb9935e8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-13T19:53:23.527Z'}
2020-06-13 22:53:23 INFO: add new event={'uid': '70d36ff66fb945b189cbe82fbb9935e8', 'status': 'Filled'}
2020-06-13 22:53:24 INFO: 
2020-06-13 22:53:24 INFO: 
2020-06-13 22:53:24 INFO: 
2020-06-13 22:53:24 INFO: 
2020-06-13 22:53:24 INFO: process event start
2020-06-13 22:53:24 INFO: fetch new order event 70d36ff66fb945b189cbe82fbb9935e8
2020-06-13 22:53:24 INFO: fetch orders by event init=None profit_pair=18a750beb1284ae5969dc9f9445987be
2020-06-13 22:53:24 INFO: process profit order filled
2020-06-13 22:53:26 INFO: process event {'orderID': 'c5be3d72-89ba-167f-35f5-77c0cb517f28', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-13T19:53:26.343Z', 'clOrdID': '18a750beb1284ae5969dc9f9445987be', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-13 22:53:26 INFO: skip event 18a750beb1284ae5969dc9f9445987be Canceled
2020-06-13 22:53:26 INFO: cancel order=18a750beb1284ae5969dc9f9445987be [{'orderID': 'c5be3d72-89ba-167f-35f5-77c0cb517f28', 'clOrdID': '18a750beb1284ae5969dc9f9445987be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 696, 'price': 244.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 19, 25, 19, 237000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 19, 53, 26, 343000, tzinfo=tzutc())}]
2020-06-13 22:53:26 INFO: end process event_processing_result='proceed profit order'
2020-06-13 22:53:26 INFO: 
2020-06-13 22:53:26 INFO: 
2020-06-13 22:53:26 INFO: 
2020-06-13 22:53:26 INFO: 
2020-06-13 23:00:20 INFO: 
2020-06-13 23:00:20 INFO: 
2020-06-13 23:00:20 INFO: 
2020-06-13 23:00:20 INFO: 
2020-06-13 23:00:20 INFO: init new order start
2020-06-13 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 239.15, 'low': 235.85, 'close': 236.9, 'trades': 3239, 'volume': 4060037, 'vwap': 237.68, 'lastSize': 2, 'turnover': 96497897530, 'homeNotional': 38337.15114414994, 'foreignNotional': 9111942.329861974}, {'timestamp': datetime.datetime(2020, 6, 13, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 238.25, 'low': 237.15, 'close': 237.7, 'trades': 1112, 'volume': 1107323, 'vwap': 237.93, 'lastSize': 200, 'turnover': 26345779710, 'homeNotional': 10458.767676805579, 'foreignNotional': 2488383.9336607866}, {'timestamp': datetime.datetime(2020, 6, 13, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 237.6, 'low': 237.1, 'close': 237.15, 'trades': 752, 'volume': 965073, 'vwap': 237.36, 'lastSize': 176, 'turnover': 22906929110, 'homeNotional': 9110.051146515547, 'foreignNotional': 2162357.8587085283}]
2020-06-13 23:00:21 INFO: prepare candles [CandleItem(low=235.85, high=239.15, open=237.7, close=236.9, color='RED'), CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN'), CandleItem(low=237.1, high=237.6, open=237.3, close=237.15, color='RED')]
2020-06-13 23:00:21 INFO: skip by colors first_candle=CandleItem(low=237.1, high=237.6, open=237.3, close=237.15, color='RED') second_candle=CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN') last_candle=CandleItem(low=235.85, high=239.15, open=237.7, close=236.9, color='RED')
2020-06-13 23:00:21 INFO: check need new order None
2020-06-13 23:00:21 INFO: init new order end
2020-06-13 23:00:21 INFO: 
2020-06-13 23:00:21 INFO: 
2020-06-13 23:00:21 INFO: 
2020-06-13 23:00:21 INFO: 
2020-06-13 23:02:00 INFO: 
2020-06-13 23:02:00 INFO: 
2020-06-13 23:02:00 INFO: 
2020-06-13 23:02:00 INFO: 
2020-06-13 23:02:00 INFO: clearing start
2020-06-13 23:02:00 INFO: clearing end
2020-06-13 23:02:00 INFO: 
2020-06-13 23:02:00 INFO: 
2020-06-13 23:02:00 INFO: 
2020-06-13 23:02:00 INFO: 
2020-06-14 00:00:20 INFO: 
2020-06-14 00:00:20 INFO: 
2020-06-14 00:00:20 INFO: 
2020-06-14 00:00:20 INFO: 
2020-06-14 00:00:20 INFO: init new order start
2020-06-14 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.9, 'high': 237.65, 'low': 236.0, 'close': 237.25, 'trades': 1803, 'volume': 1991041, 'vwap': 236.98, 'lastSize': 71, 'turnover': 47182035810, 'homeNotional': 18700.20592060525, 'foreignNotional': 4431424.625003808}, {'timestamp': datetime.datetime(2020, 6, 13, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 239.15, 'low': 235.85, 'close': 236.9, 'trades': 3239, 'volume': 4060037, 'vwap': 237.68, 'lastSize': 2, 'turnover': 96497897530, 'homeNotional': 38337.15114414994, 'foreignNotional': 9111942.329861974}, {'timestamp': datetime.datetime(2020, 6, 13, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 238.25, 'low': 237.15, 'close': 237.7, 'trades': 1112, 'volume': 1107323, 'vwap': 237.93, 'lastSize': 200, 'turnover': 26345779710, 'homeNotional': 10458.767676805579, 'foreignNotional': 2488383.9336607866}]
2020-06-14 00:00:20 INFO: prepare candles [CandleItem(low=236.0, high=237.65, open=236.9, close=237.25, color='GREEN'), CandleItem(low=235.85, high=239.15, open=237.7, close=236.9, color='RED'), CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN')]
2020-06-14 00:00:20 INFO: skip by colors first_candle=CandleItem(low=237.15, high=238.25, open=237.15, close=237.7, color='GREEN') second_candle=CandleItem(low=235.85, high=239.15, open=237.7, close=236.9, color='RED') last_candle=CandleItem(low=236.0, high=237.65, open=236.9, close=237.25, color='GREEN')
2020-06-14 00:00:20 INFO: check need new order None
2020-06-14 00:00:20 INFO: init new order end
2020-06-14 00:00:20 INFO: 
2020-06-14 00:00:20 INFO: 
2020-06-14 00:00:20 INFO: 
2020-06-14 00:00:20 INFO: 
2020-06-14 00:02:00 INFO: 
2020-06-14 00:02:00 INFO: 
2020-06-14 00:02:00 INFO: 
2020-06-14 00:02:00 INFO: 
2020-06-14 00:02:00 INFO: clearing start
2020-06-14 00:02:00 INFO: clearing end
2020-06-14 00:02:00 INFO: 
2020-06-14 00:02:00 INFO: 
2020-06-14 00:02:00 INFO: 
2020-06-14 00:02:00 INFO: 
2020-06-14 01:00:20 INFO: 
2020-06-14 01:00:20 INFO: 
2020-06-14 01:00:20 INFO: 
2020-06-14 01:00:20 INFO: 
2020-06-14 01:00:20 INFO: init new order start
2020-06-14 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.9, 'low': 237.05, 'close': 237.5, 'trades': 815, 'volume': 725257, 'vwap': 237.44, 'lastSize': 650, 'turnover': 17220498200, 'homeNotional': 6829.419423900233, 'foreignNotional': 1621577.3500488328}, {'timestamp': datetime.datetime(2020, 6, 13, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.9, 'high': 237.65, 'low': 236.0, 'close': 237.25, 'trades': 1803, 'volume': 1991041, 'vwap': 236.98, 'lastSize': 71, 'turnover': 47182035810, 'homeNotional': 18700.20592060525, 'foreignNotional': 4431424.625003808}, {'timestamp': datetime.datetime(2020, 6, 13, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 239.15, 'low': 235.85, 'close': 236.9, 'trades': 3239, 'volume': 4060037, 'vwap': 237.68, 'lastSize': 2, 'turnover': 96497897530, 'homeNotional': 38337.15114414994, 'foreignNotional': 9111942.329861974}]
2020-06-14 01:00:20 INFO: prepare candles [CandleItem(low=237.05, high=237.9, open=237.25, close=237.5, color='GREEN'), CandleItem(low=236.0, high=237.65, open=236.9, close=237.25, color='GREEN'), CandleItem(low=235.85, high=239.15, open=237.7, close=236.9, color='RED')]
2020-06-14 01:00:20 INFO: skip by colors first_candle=CandleItem(low=235.85, high=239.15, open=237.7, close=236.9, color='RED') second_candle=CandleItem(low=236.0, high=237.65, open=236.9, close=237.25, color='GREEN') last_candle=CandleItem(low=237.05, high=237.9, open=237.25, close=237.5, color='GREEN')
2020-06-14 01:00:20 INFO: check need new order None
2020-06-14 01:00:20 INFO: init new order end
2020-06-14 01:00:20 INFO: 
2020-06-14 01:00:20 INFO: 
2020-06-14 01:00:20 INFO: 
2020-06-14 01:00:20 INFO: 
2020-06-14 01:02:00 INFO: 
2020-06-14 01:02:00 INFO: 
2020-06-14 01:02:00 INFO: 
2020-06-14 01:02:00 INFO: 
2020-06-14 01:02:00 INFO: clearing start
2020-06-14 01:02:00 INFO: clearing end
2020-06-14 01:02:00 INFO: 
2020-06-14 01:02:00 INFO: 
2020-06-14 01:02:00 INFO: 
2020-06-14 01:02:00 INFO: 
2020-06-14 02:00:20 INFO: 
2020-06-14 02:00:20 INFO: 
2020-06-14 02:00:20 INFO: 
2020-06-14 02:00:20 INFO: 
2020-06-14 02:00:20 INFO: init new order start
2020-06-14 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 238.35, 'low': 237.45, 'close': 238.35, 'trades': 946, 'volume': 732650, 'vwap': 237.9, 'lastSize': 57, 'turnover': 17429605135, 'homeNotional': 6910.49056734311, 'foreignNotional': 1643993.2885564254}, {'timestamp': datetime.datetime(2020, 6, 13, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.9, 'low': 237.05, 'close': 237.5, 'trades': 815, 'volume': 725257, 'vwap': 237.44, 'lastSize': 650, 'turnover': 17220498200, 'homeNotional': 6829.419423900233, 'foreignNotional': 1621577.3500488328}, {'timestamp': datetime.datetime(2020, 6, 13, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.9, 'high': 237.65, 'low': 236.0, 'close': 237.25, 'trades': 1803, 'volume': 1991041, 'vwap': 236.98, 'lastSize': 71, 'turnover': 47182035810, 'homeNotional': 18700.20592060525, 'foreignNotional': 4431424.625003808}]
2020-06-14 02:00:20 INFO: prepare candles [CandleItem(low=237.45, high=238.35, open=237.5, close=238.35, color='GREEN'), CandleItem(low=237.05, high=237.9, open=237.25, close=237.5, color='GREEN'), CandleItem(low=236.0, high=237.65, open=236.9, close=237.25, color='GREEN')]
2020-06-14 02:00:20 INFO: skip by colors first_candle=CandleItem(low=236.0, high=237.65, open=236.9, close=237.25, color='GREEN') second_candle=CandleItem(low=237.05, high=237.9, open=237.25, close=237.5, color='GREEN') last_candle=CandleItem(low=237.45, high=238.35, open=237.5, close=238.35, color='GREEN')
2020-06-14 02:00:20 INFO: check need new order None
2020-06-14 02:00:20 INFO: init new order end
2020-06-14 02:00:20 INFO: 
2020-06-14 02:00:20 INFO: 
2020-06-14 02:00:20 INFO: 
2020-06-14 02:00:20 INFO: 
2020-06-14 02:02:00 INFO: 
2020-06-14 02:02:00 INFO: 
2020-06-14 02:02:00 INFO: 
2020-06-14 02:02:00 INFO: 
2020-06-14 02:02:00 INFO: clearing start
2020-06-14 02:02:00 INFO: clearing end
2020-06-14 02:02:00 INFO: 
2020-06-14 02:02:00 INFO: 
2020-06-14 02:02:00 INFO: 
2020-06-14 02:02:00 INFO: 
2020-06-14 03:00:20 INFO: 
2020-06-14 03:00:20 INFO: 
2020-06-14 03:00:20 INFO: 
2020-06-14 03:00:20 INFO: 
2020-06-14 03:00:20 INFO: init new order start
2020-06-14 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.35, 'high': 238.8, 'low': 238.2, 'close': 238.45, 'trades': 1210, 'volume': 1705412, 'vwap': 238.49, 'lastSize': 443, 'turnover': 40671002635, 'homeNotional': 16122.680514454114, 'foreignNotional': 3844968.871165569}, {'timestamp': datetime.datetime(2020, 6, 13, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 238.35, 'low': 237.45, 'close': 238.35, 'trades': 946, 'volume': 732650, 'vwap': 237.9, 'lastSize': 57, 'turnover': 17429605135, 'homeNotional': 6910.49056734311, 'foreignNotional': 1643993.2885564254}, {'timestamp': datetime.datetime(2020, 6, 13, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.9, 'low': 237.05, 'close': 237.5, 'trades': 815, 'volume': 725257, 'vwap': 237.44, 'lastSize': 650, 'turnover': 17220498200, 'homeNotional': 6829.419423900233, 'foreignNotional': 1621577.3500488328}]
2020-06-14 03:00:20 INFO: prepare candles [CandleItem(low=238.2, high=238.8, open=238.35, close=238.45, color='GREEN'), CandleItem(low=237.45, high=238.35, open=237.5, close=238.35, color='GREEN'), CandleItem(low=237.05, high=237.9, open=237.25, close=237.5, color='GREEN')]
2020-06-14 03:00:20 INFO: skip by colors first_candle=CandleItem(low=237.05, high=237.9, open=237.25, close=237.5, color='GREEN') second_candle=CandleItem(low=237.45, high=238.35, open=237.5, close=238.35, color='GREEN') last_candle=CandleItem(low=238.2, high=238.8, open=238.35, close=238.45, color='GREEN')
2020-06-14 03:00:20 INFO: check need new order None
2020-06-14 03:00:20 INFO: init new order end
2020-06-14 03:00:20 INFO: 
2020-06-14 03:00:20 INFO: 
2020-06-14 03:00:20 INFO: 
2020-06-14 03:00:20 INFO: 
2020-06-14 03:02:00 INFO: 
2020-06-14 03:02:00 INFO: 
2020-06-14 03:02:00 INFO: 
2020-06-14 03:02:00 INFO: 
2020-06-14 03:02:00 INFO: clearing start
2020-06-14 03:02:00 INFO: clearing end
2020-06-14 03:02:00 INFO: 
2020-06-14 03:02:00 INFO: 
2020-06-14 03:02:00 INFO: 
2020-06-14 03:02:00 INFO: 
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: init new order start
2020-06-14 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 238.75, 'low': 237.6, 'close': 238.0, 'trades': 1297, 'volume': 1535301, 'vwap': 238.22, 'lastSize': 900, 'turnover': 36572589970, 'homeNotional': 14529.469285710995, 'foreignNotional': 3461085.477547883}, {'timestamp': datetime.datetime(2020, 6, 14, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.35, 'high': 238.8, 'low': 238.2, 'close': 238.45, 'trades': 1210, 'volume': 1705412, 'vwap': 238.49, 'lastSize': 443, 'turnover': 40671002635, 'homeNotional': 16122.680514454114, 'foreignNotional': 3844968.871165569}, {'timestamp': datetime.datetime(2020, 6, 13, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 238.35, 'low': 237.45, 'close': 238.35, 'trades': 946, 'volume': 732650, 'vwap': 237.9, 'lastSize': 57, 'turnover': 17429605135, 'homeNotional': 6910.49056734311, 'foreignNotional': 1643993.2885564254}]
2020-06-14 04:00:20 INFO: prepare candles [CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED'), CandleItem(low=238.2, high=238.8, open=238.35, close=238.45, color='GREEN'), CandleItem(low=237.45, high=238.35, open=237.5, close=238.35, color='GREEN')]
2020-06-14 04:00:20 INFO: last_candle=CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED')
2020-06-14 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED')
2020-06-14 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.2, high=238.8, open=238.35, close=238.45, color='GREEN')
2020-06-14 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.45, high=238.35, open=237.5, close=238.35, color='GREEN')
2020-06-14 04:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-14 04:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-14 04:00:20 INFO: place order: start candle=CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-14 04:00:20 INFO: place order: side_factor=1 init_trigger_price=237.54999999999998 init_order_price=237.5 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=238.75 take_price=230.59999999999997
2020-06-14 04:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('237.549999999999982946974341757595539093017578125') init_order_price=Decimal('237.5') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('238.75') take_price=Decimal('230.59999999999996589394868351519107818603515625')
2020-06-14 04:00:20 INFO: place order: compute qty=-667
2020-06-14 04:00:20 INFO: place order: save order to db 5745066a355e430b979c805728ebabf0; response=True
2020-06-14 04:00:20 INFO: post order to exchange resp={'orderID': '5d2ebf2a-9f02-57fe-6c58-cb59782abc93', 'clOrdID': '5745066a355e430b979c805728ebabf0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 237.5, 'displayQty': None, 'stopPx': 237.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc())}
2020-06-14 04:00:20 INFO: place new init order {'qty': -667, 'init_price': Decimal('237.549999999999982946974341757595539093017578125'), 'stop_price': Decimal('238.75'), 'take_price': Decimal('230.59999999999996589394868351519107818603515625'), 'order_uid': '5745066a355e430b979c805728ebabf0', 'response': {'orderID': '5d2ebf2a-9f02-57fe-6c58-cb59782abc93', 'clOrdID': '5745066a355e430b979c805728ebabf0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 237.5, 'displayQty': None, 'stopPx': 237.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc())}}
2020-06-14 04:00:20 INFO: init new order end
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: 
2020-06-14 04:00:20 INFO: process event {'orderID': '5d2ebf2a-9f02-57fe-6c58-cb59782abc93', 'clOrdID': '5745066a355e430b979c805728ebabf0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 237.5, 'displayQty': None, 'stopPx': 237.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-14T01:00:20.524Z', 'timestamp': '2020-06-14T01:00:20.524Z'}
2020-06-14 04:00:20 INFO: skip event 5745066a355e430b979c805728ebabf0 New
2020-06-14 04:02:00 INFO: 
2020-06-14 04:02:00 INFO: 
2020-06-14 04:02:00 INFO: 
2020-06-14 04:02:00 INFO: 
2020-06-14 04:02:00 INFO: clearing start
2020-06-14 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '5d2ebf2a-9f02-57fe-6c58-cb59782abc93', 'clOrdID': '5745066a355e430b979c805728ebabf0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 237.5, 'displayQty': None, 'stopPx': 237.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc())}
2020-06-14 04:02:00 INFO: order time=2020-06-14 01:00:20.524000+00:00; delta from now UTC=0:01:40.207235 time_delta.total_seconds()=100.207235; time_diff_offset='3600'
2020-06-14 04:02:00 INFO: skip by time diff 2020-06-14 01:00:20.524000+00:00
2020-06-14 04:02:00 INFO: clearing end
2020-06-14 04:02:00 INFO: 
2020-06-14 04:02:00 INFO: 
2020-06-14 04:02:00 INFO: 
2020-06-14 04:02:00 INFO: 
2020-06-14 05:00:20 INFO: 
2020-06-14 05:00:20 INFO: 
2020-06-14 05:00:20 INFO: 
2020-06-14 05:00:20 INFO: 
2020-06-14 05:00:20 INFO: init new order start
2020-06-14 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.1, 'low': 237.65, 'close': 237.85, 'trades': 589, 'volume': 547777, 'vwap': 237.87, 'lastSize': 1087, 'turnover': 13029629230, 'homeNotional': 5173.695050443782, 'foreignNotional': 1230634.687551593}, {'timestamp': datetime.datetime(2020, 6, 14, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 238.75, 'low': 237.6, 'close': 238.0, 'trades': 1297, 'volume': 1535301, 'vwap': 238.22, 'lastSize': 900, 'turnover': 36572589970, 'homeNotional': 14529.469285710995, 'foreignNotional': 3461085.477547883}, {'timestamp': datetime.datetime(2020, 6, 14, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.35, 'high': 238.8, 'low': 238.2, 'close': 238.45, 'trades': 1210, 'volume': 1705412, 'vwap': 238.49, 'lastSize': 443, 'turnover': 40671002635, 'homeNotional': 16122.680514454114, 'foreignNotional': 3844968.871165569}]
2020-06-14 05:00:20 INFO: prepare candles [CandleItem(low=237.65, high=238.1, open=238.0, close=237.85, color='RED'), CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED'), CandleItem(low=238.2, high=238.8, open=238.35, close=238.45, color='GREEN')]
2020-06-14 05:00:20 INFO: skip by colors first_candle=CandleItem(low=238.2, high=238.8, open=238.35, close=238.45, color='GREEN') second_candle=CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED') last_candle=CandleItem(low=237.65, high=238.1, open=238.0, close=237.85, color='RED')
2020-06-14 05:00:20 INFO: check need new order None
2020-06-14 05:00:20 INFO: init new order end
2020-06-14 05:00:20 INFO: 
2020-06-14 05:00:20 INFO: 
2020-06-14 05:00:20 INFO: 
2020-06-14 05:00:20 INFO: 
2020-06-14 05:02:00 INFO: 
2020-06-14 05:02:00 INFO: 
2020-06-14 05:02:00 INFO: 
2020-06-14 05:02:00 INFO: 
2020-06-14 05:02:00 INFO: clearing start
2020-06-14 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '5d2ebf2a-9f02-57fe-6c58-cb59782abc93', 'clOrdID': '5745066a355e430b979c805728ebabf0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 237.5, 'displayQty': None, 'stopPx': 237.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc())}
2020-06-14 05:02:00 INFO: order time=2020-06-14 01:00:20.524000+00:00; delta from now UTC=1:01:39.630461 time_delta.total_seconds()=3699.630461; time_diff_offset='3600'
2020-06-14 05:02:00 INFO: clear order 5745066a355e430b979c805728ebabf0
2020-06-14 05:02:00 INFO: process event {'orderID': '5d2ebf2a-9f02-57fe-6c58-cb59782abc93', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-14T02:02:00.176Z', 'clOrdID': '5745066a355e430b979c805728ebabf0', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-14 05:02:00 INFO: skip event 5745066a355e430b979c805728ebabf0 Canceled
2020-06-14 05:02:00 INFO: cancel order resp=[{'orderID': '5d2ebf2a-9f02-57fe-6c58-cb59782abc93', 'clOrdID': '5745066a355e430b979c805728ebabf0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 237.5, 'displayQty': None, 'stopPx': 237.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 1, 0, 20, 524000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 2, 2, 0, 176000, tzinfo=tzutc())}]
2020-06-14 05:02:00 INFO: clearing end
2020-06-14 05:02:00 INFO: 
2020-06-14 05:02:00 INFO: 
2020-06-14 05:02:00 INFO: 
2020-06-14 05:02:00 INFO: 
2020-06-14 06:00:20 INFO: 
2020-06-14 06:00:20 INFO: 
2020-06-14 06:00:20 INFO: 
2020-06-14 06:00:20 INFO: 
2020-06-14 06:00:20 INFO: init new order start
2020-06-14 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 238.6, 'low': 237.85, 'close': 238.2, 'trades': 766, 'volume': 1192170, 'vwap': 238.25, 'lastSize': 20000, 'turnover': 28402991660, 'homeNotional': 11264.617668538052, 'foreignNotional': 2683752.491790694}, {'timestamp': datetime.datetime(2020, 6, 14, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.1, 'low': 237.65, 'close': 237.85, 'trades': 589, 'volume': 547777, 'vwap': 237.87, 'lastSize': 1087, 'turnover': 13029629230, 'homeNotional': 5173.695050443782, 'foreignNotional': 1230634.687551593}, {'timestamp': datetime.datetime(2020, 6, 14, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 238.75, 'low': 237.6, 'close': 238.0, 'trades': 1297, 'volume': 1535301, 'vwap': 238.22, 'lastSize': 900, 'turnover': 36572589970, 'homeNotional': 14529.469285710995, 'foreignNotional': 3461085.477547883}]
2020-06-14 06:00:20 INFO: prepare candles [CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN'), CandleItem(low=237.65, high=238.1, open=238.0, close=237.85, color='RED'), CandleItem(low=237.6, high=238.75, open=238.45, close=238.0, color='RED')]
2020-06-14 06:00:20 INFO: last_candle=CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN')
2020-06-14 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN')
2020-06-14 06:00:20 INFO: skip by CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN')
2020-06-14 06:00:20 INFO: skip by CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 06:00:20 INFO: not found applicable config for candle
2020-06-14 06:00:20 INFO: check need new order None
2020-06-14 06:00:20 INFO: init new order end
2020-06-14 06:00:20 INFO: 
2020-06-14 06:00:20 INFO: 
2020-06-14 06:00:20 INFO: 
2020-06-14 06:00:20 INFO: 
2020-06-14 06:02:00 INFO: 
2020-06-14 06:02:00 INFO: 
2020-06-14 06:02:00 INFO: 
2020-06-14 06:02:00 INFO: 
2020-06-14 06:02:00 INFO: clearing start
2020-06-14 06:02:00 INFO: clearing end
2020-06-14 06:02:00 INFO: 
2020-06-14 06:02:00 INFO: 
2020-06-14 06:02:00 INFO: 
2020-06-14 06:02:00 INFO: 
2020-06-14 06:20:56 ERROR: Error : Connection is already closed.
2020-06-14 06:20:56 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f50219b9a90>>: Connection is already closed.
2020-06-14 06:20:56 INFO: Websocket Closed
2020-06-14 06:20:56 WARNING: reconnect to socket
2020-06-14 06:20:56 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-14 06:20:56 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-14 06:20:56 INFO: Authenticating with API Key.
2020-06-14 06:20:57 INFO: Connected to WS.
2020-06-14 07:00:20 INFO: 
2020-06-14 07:00:20 INFO: 
2020-06-14 07:00:20 INFO: 
2020-06-14 07:00:20 INFO: 
2020-06-14 07:00:20 INFO: init new order start
2020-06-14 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 238.3, 'low': 237.6, 'close': 237.6, 'trades': 391, 'volume': 522075, 'vwap': 237.85, 'lastSize': 1, 'turnover': 12417152940, 'homeNotional': 4925.97953405347, 'foreignNotional': 1171607.0150225079}, {'timestamp': datetime.datetime(2020, 6, 14, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 238.6, 'low': 237.85, 'close': 238.2, 'trades': 766, 'volume': 1192170, 'vwap': 238.25, 'lastSize': 20000, 'turnover': 28402991660, 'homeNotional': 11264.617668538052, 'foreignNotional': 2683752.491790694}, {'timestamp': datetime.datetime(2020, 6, 14, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.1, 'low': 237.65, 'close': 237.85, 'trades': 589, 'volume': 547777, 'vwap': 237.87, 'lastSize': 1087, 'turnover': 13029629230, 'homeNotional': 5173.695050443782, 'foreignNotional': 1230634.687551593}]
2020-06-14 07:00:20 INFO: prepare candles [CandleItem(low=237.6, high=238.3, open=238.2, close=237.6, color='RED'), CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN'), CandleItem(low=237.65, high=238.1, open=238.0, close=237.85, color='RED')]
2020-06-14 07:00:20 INFO: skip by colors first_candle=CandleItem(low=237.65, high=238.1, open=238.0, close=237.85, color='RED') second_candle=CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN') last_candle=CandleItem(low=237.6, high=238.3, open=238.2, close=237.6, color='RED')
2020-06-14 07:00:20 INFO: check need new order None
2020-06-14 07:00:20 INFO: init new order end
2020-06-14 07:00:20 INFO: 
2020-06-14 07:00:20 INFO: 
2020-06-14 07:00:20 INFO: 
2020-06-14 07:00:20 INFO: 
2020-06-14 07:02:00 INFO: 
2020-06-14 07:02:00 INFO: 
2020-06-14 07:02:00 INFO: 
2020-06-14 07:02:00 INFO: 
2020-06-14 07:02:00 INFO: clearing start
2020-06-14 07:02:01 INFO: clearing end
2020-06-14 07:02:01 INFO: 
2020-06-14 07:02:01 INFO: 
2020-06-14 07:02:01 INFO: 
2020-06-14 07:02:01 INFO: 
2020-06-14 08:00:20 INFO: 
2020-06-14 08:00:20 INFO: 
2020-06-14 08:00:20 INFO: 
2020-06-14 08:00:20 INFO: 
2020-06-14 08:00:20 INFO: init new order start
2020-06-14 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 237.65, 'low': 237.1, 'close': 237.15, 'trades': 941, 'volume': 1592180, 'vwap': 237.39, 'lastSize': 231, 'turnover': 37795553300, 'homeNotional': 15017.545130700133, 'foreignNotional': 3564901.850445892}, {'timestamp': datetime.datetime(2020, 6, 14, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 238.3, 'low': 237.6, 'close': 237.6, 'trades': 391, 'volume': 522075, 'vwap': 237.85, 'lastSize': 1, 'turnover': 12417152940, 'homeNotional': 4925.97953405347, 'foreignNotional': 1171607.0150225079}, {'timestamp': datetime.datetime(2020, 6, 14, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 238.6, 'low': 237.85, 'close': 238.2, 'trades': 766, 'volume': 1192170, 'vwap': 238.25, 'lastSize': 20000, 'turnover': 28402991660, 'homeNotional': 11264.617668538052, 'foreignNotional': 2683752.491790694}]
2020-06-14 08:00:20 INFO: prepare candles [CandleItem(low=237.1, high=237.65, open=237.6, close=237.15, color='RED'), CandleItem(low=237.6, high=238.3, open=238.2, close=237.6, color='RED'), CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN')]
2020-06-14 08:00:20 INFO: skip by colors first_candle=CandleItem(low=237.85, high=238.6, open=237.85, close=238.2, color='GREEN') second_candle=CandleItem(low=237.6, high=238.3, open=238.2, close=237.6, color='RED') last_candle=CandleItem(low=237.1, high=237.65, open=237.6, close=237.15, color='RED')
2020-06-14 08:00:20 INFO: check need new order None
2020-06-14 08:00:20 INFO: init new order end
2020-06-14 08:00:20 INFO: 
2020-06-14 08:00:20 INFO: 
2020-06-14 08:00:20 INFO: 
2020-06-14 08:00:20 INFO: 
2020-06-14 08:02:00 INFO: 
2020-06-14 08:02:00 INFO: 
2020-06-14 08:02:00 INFO: 
2020-06-14 08:02:00 INFO: 
2020-06-14 08:02:00 INFO: clearing start
2020-06-14 08:02:00 INFO: clearing end
2020-06-14 08:02:00 INFO: 
2020-06-14 08:02:00 INFO: 
2020-06-14 08:02:00 INFO: 
2020-06-14 08:02:00 INFO: 
2020-06-14 09:00:20 INFO: 
2020-06-14 09:00:20 INFO: 
2020-06-14 09:00:20 INFO: 
2020-06-14 09:00:20 INFO: 
2020-06-14 09:00:20 INFO: init new order start
2020-06-14 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 237.45, 'low': 235.7, 'close': 236.6, 'trades': 2280, 'volume': 3914425, 'vwap': 236.44, 'lastSize': 396, 'turnover': 92550371050, 'homeNotional': 36885.89696602006, 'foreignNotional': 8721097.547159053}, {'timestamp': datetime.datetime(2020, 6, 14, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 237.65, 'low': 237.1, 'close': 237.15, 'trades': 941, 'volume': 1592180, 'vwap': 237.39, 'lastSize': 231, 'turnover': 37795553300, 'homeNotional': 15017.545130700133, 'foreignNotional': 3564901.850445892}, {'timestamp': datetime.datetime(2020, 6, 14, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 238.3, 'low': 237.6, 'close': 237.6, 'trades': 391, 'volume': 522075, 'vwap': 237.85, 'lastSize': 1, 'turnover': 12417152940, 'homeNotional': 4925.97953405347, 'foreignNotional': 1171607.0150225079}]
2020-06-14 09:00:20 INFO: prepare candles [CandleItem(low=235.7, high=237.45, open=237.15, close=236.6, color='RED'), CandleItem(low=237.1, high=237.65, open=237.6, close=237.15, color='RED'), CandleItem(low=237.6, high=238.3, open=238.2, close=237.6, color='RED')]
2020-06-14 09:00:20 INFO: skip by colors first_candle=CandleItem(low=237.6, high=238.3, open=238.2, close=237.6, color='RED') second_candle=CandleItem(low=237.1, high=237.65, open=237.6, close=237.15, color='RED') last_candle=CandleItem(low=235.7, high=237.45, open=237.15, close=236.6, color='RED')
2020-06-14 09:00:20 INFO: check need new order None
2020-06-14 09:00:20 INFO: init new order end
2020-06-14 09:00:20 INFO: 
2020-06-14 09:00:20 INFO: 
2020-06-14 09:00:20 INFO: 
2020-06-14 09:00:20 INFO: 
2020-06-14 09:02:00 INFO: 
2020-06-14 09:02:00 INFO: 
2020-06-14 09:02:00 INFO: 
2020-06-14 09:02:00 INFO: 
2020-06-14 09:02:00 INFO: clearing start
2020-06-14 09:02:00 INFO: clearing end
2020-06-14 09:02:00 INFO: 
2020-06-14 09:02:00 INFO: 
2020-06-14 09:02:00 INFO: 
2020-06-14 09:02:00 INFO: 
2020-06-14 09:34:35 ERROR: Error : Connection is already closed.
2020-06-14 09:34:35 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021958c70>>: Connection is already closed.
2020-06-14 09:34:35 INFO: Websocket Closed
2020-06-14 09:34:35 WARNING: reconnect to socket
2020-06-14 09:34:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-14 09:34:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-14 09:34:35 INFO: Authenticating with API Key.
2020-06-14 09:34:36 INFO: Connected to WS.
2020-06-14 10:00:20 INFO: 
2020-06-14 10:00:20 INFO: 
2020-06-14 10:00:20 INFO: 
2020-06-14 10:00:20 INFO: 
2020-06-14 10:00:20 INFO: init new order start
2020-06-14 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 236.7, 'low': 232.6, 'close': 234.2, 'trades': 4706, 'volume': 8086274, 'vwap': 234.58, 'lastSize': 45, 'turnover': 189681773925, 'homeNotional': 76054.61287505995, 'foreignNotional': 17840372.24379625}, {'timestamp': datetime.datetime(2020, 6, 14, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 237.45, 'low': 235.7, 'close': 236.6, 'trades': 2280, 'volume': 3914425, 'vwap': 236.44, 'lastSize': 396, 'turnover': 92550371050, 'homeNotional': 36885.89696602006, 'foreignNotional': 8721097.547159053}, {'timestamp': datetime.datetime(2020, 6, 14, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.6, 'high': 237.65, 'low': 237.1, 'close': 237.15, 'trades': 941, 'volume': 1592180, 'vwap': 237.39, 'lastSize': 231, 'turnover': 37795553300, 'homeNotional': 15017.545130700133, 'foreignNotional': 3564901.850445892}]
2020-06-14 10:00:20 INFO: prepare candles [CandleItem(low=232.6, high=236.7, open=236.6, close=234.2, color='RED'), CandleItem(low=235.7, high=237.45, open=237.15, close=236.6, color='RED'), CandleItem(low=237.1, high=237.65, open=237.6, close=237.15, color='RED')]
2020-06-14 10:00:20 INFO: skip by colors first_candle=CandleItem(low=237.1, high=237.65, open=237.6, close=237.15, color='RED') second_candle=CandleItem(low=235.7, high=237.45, open=237.15, close=236.6, color='RED') last_candle=CandleItem(low=232.6, high=236.7, open=236.6, close=234.2, color='RED')
2020-06-14 10:00:20 INFO: check need new order None
2020-06-14 10:00:20 INFO: init new order end
2020-06-14 10:00:20 INFO: 
2020-06-14 10:00:20 INFO: 
2020-06-14 10:00:20 INFO: 
2020-06-14 10:00:20 INFO: 
2020-06-14 10:02:00 INFO: 
2020-06-14 10:02:00 INFO: 
2020-06-14 10:02:00 INFO: 
2020-06-14 10:02:00 INFO: 
2020-06-14 10:02:00 INFO: clearing start
2020-06-14 10:02:00 INFO: clearing end
2020-06-14 10:02:00 INFO: 
2020-06-14 10:02:00 INFO: 
2020-06-14 10:02:00 INFO: 
2020-06-14 10:02:00 INFO: 
2020-06-14 11:00:20 INFO: 
2020-06-14 11:00:20 INFO: 
2020-06-14 11:00:20 INFO: 
2020-06-14 11:00:20 INFO: 
2020-06-14 11:00:20 INFO: init new order start
2020-06-14 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 235.15, 'low': 233.4, 'close': 235.0, 'trades': 2178, 'volume': 3795382, 'vwap': 234.47, 'lastSize': 1, 'turnover': 88987882045, 'homeNotional': 35663.31928885446, 'foreignNotional': 8361762.861581253}, {'timestamp': datetime.datetime(2020, 6, 14, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 236.7, 'low': 232.6, 'close': 234.2, 'trades': 4706, 'volume': 8086274, 'vwap': 234.58, 'lastSize': 45, 'turnover': 189681773925, 'homeNotional': 76054.61287505995, 'foreignNotional': 17840372.24379625}, {'timestamp': datetime.datetime(2020, 6, 14, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 237.45, 'low': 235.7, 'close': 236.6, 'trades': 2280, 'volume': 3914425, 'vwap': 236.44, 'lastSize': 396, 'turnover': 92550371050, 'homeNotional': 36885.89696602006, 'foreignNotional': 8721097.547159053}]
2020-06-14 11:00:20 INFO: prepare candles [CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN'), CandleItem(low=232.6, high=236.7, open=236.6, close=234.2, color='RED'), CandleItem(low=235.7, high=237.45, open=237.15, close=236.6, color='RED')]
2020-06-14 11:00:20 INFO: last_candle=CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN')
2020-06-14 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN')
2020-06-14 11:00:20 INFO: skip by CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN')
2020-06-14 11:00:20 INFO: skip by CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 11:00:20 INFO: not found applicable config for candle
2020-06-14 11:00:20 INFO: check need new order None
2020-06-14 11:00:20 INFO: init new order end
2020-06-14 11:00:20 INFO: 
2020-06-14 11:00:20 INFO: 
2020-06-14 11:00:20 INFO: 
2020-06-14 11:00:20 INFO: 
2020-06-14 11:02:00 INFO: 
2020-06-14 11:02:00 INFO: 
2020-06-14 11:02:00 INFO: 
2020-06-14 11:02:00 INFO: 
2020-06-14 11:02:00 INFO: clearing start
2020-06-14 11:02:00 INFO: clearing end
2020-06-14 11:02:00 INFO: 
2020-06-14 11:02:00 INFO: 
2020-06-14 11:02:00 INFO: 
2020-06-14 11:02:00 INFO: 
2020-06-14 12:00:20 INFO: 
2020-06-14 12:00:20 INFO: 
2020-06-14 12:00:20 INFO: 
2020-06-14 12:00:20 INFO: 
2020-06-14 12:00:20 INFO: init new order start
2020-06-14 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 236.95, 'low': 234.4, 'close': 236.55, 'trades': 3460, 'volume': 5646876, 'vwap': 236.03, 'lastSize': 66, 'turnover': 133281246320, 'homeNotional': 53195.13714094683, 'foreignNotional': 12555487.519322839}, {'timestamp': datetime.datetime(2020, 6, 14, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 235.15, 'low': 233.4, 'close': 235.0, 'trades': 2178, 'volume': 3795382, 'vwap': 234.47, 'lastSize': 1, 'turnover': 88987882045, 'homeNotional': 35663.31928885446, 'foreignNotional': 8361762.861581253}, {'timestamp': datetime.datetime(2020, 6, 14, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 236.7, 'low': 232.6, 'close': 234.2, 'trades': 4706, 'volume': 8086274, 'vwap': 234.58, 'lastSize': 45, 'turnover': 189681773925, 'homeNotional': 76054.61287505995, 'foreignNotional': 17840372.24379625}]
2020-06-14 12:00:20 INFO: prepare candles [CandleItem(low=234.4, high=236.95, open=235.0, close=236.55, color='GREEN'), CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN'), CandleItem(low=232.6, high=236.7, open=236.6, close=234.2, color='RED')]
2020-06-14 12:00:20 INFO: skip by colors first_candle=CandleItem(low=232.6, high=236.7, open=236.6, close=234.2, color='RED') second_candle=CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN') last_candle=CandleItem(low=234.4, high=236.95, open=235.0, close=236.55, color='GREEN')
2020-06-14 12:00:20 INFO: check need new order None
2020-06-14 12:00:20 INFO: init new order end
2020-06-14 12:00:20 INFO: 
2020-06-14 12:00:20 INFO: 
2020-06-14 12:00:20 INFO: 
2020-06-14 12:00:20 INFO: 
2020-06-14 12:02:00 INFO: 
2020-06-14 12:02:00 INFO: 
2020-06-14 12:02:00 INFO: 
2020-06-14 12:02:00 INFO: 
2020-06-14 12:02:00 INFO: clearing start
2020-06-14 12:02:00 INFO: clearing end
2020-06-14 12:02:00 INFO: 
2020-06-14 12:02:00 INFO: 
2020-06-14 12:02:00 INFO: 
2020-06-14 12:02:00 INFO: 
2020-06-14 13:00:20 INFO: 
2020-06-14 13:00:20 INFO: 
2020-06-14 13:00:20 INFO: 
2020-06-14 13:00:20 INFO: 
2020-06-14 13:00:20 INFO: init new order start
2020-06-14 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.55, 'high': 236.6, 'low': 235.95, 'close': 236.0, 'trades': 687, 'volume': 974133, 'vwap': 236.14, 'lastSize': 999, 'turnover': 23003093765, 'homeNotional': 9171.00161354075, 'foreignNotional': 2165633.3457904193}, {'timestamp': datetime.datetime(2020, 6, 14, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 236.95, 'low': 234.4, 'close': 236.55, 'trades': 3460, 'volume': 5646876, 'vwap': 236.03, 'lastSize': 66, 'turnover': 133281246320, 'homeNotional': 53195.13714094683, 'foreignNotional': 12555487.519322839}, {'timestamp': datetime.datetime(2020, 6, 14, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 235.15, 'low': 233.4, 'close': 235.0, 'trades': 2178, 'volume': 3795382, 'vwap': 234.47, 'lastSize': 1, 'turnover': 88987882045, 'homeNotional': 35663.31928885446, 'foreignNotional': 8361762.861581253}]
2020-06-14 13:00:20 INFO: prepare candles [CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED'), CandleItem(low=234.4, high=236.95, open=235.0, close=236.55, color='GREEN'), CandleItem(low=233.4, high=235.15, open=234.2, close=235.0, color='GREEN')]
2020-06-14 13:00:20 INFO: last_candle=CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED')
2020-06-14 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED')
2020-06-14 13:00:20 INFO: skip by CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED')
2020-06-14 13:00:20 INFO: skip by CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 13:00:20 INFO: not found applicable config for candle
2020-06-14 13:00:20 INFO: check need new order None
2020-06-14 13:00:20 INFO: init new order end
2020-06-14 13:00:20 INFO: 
2020-06-14 13:00:20 INFO: 
2020-06-14 13:00:20 INFO: 
2020-06-14 13:00:20 INFO: 
2020-06-14 13:02:00 INFO: 
2020-06-14 13:02:00 INFO: 
2020-06-14 13:02:00 INFO: 
2020-06-14 13:02:00 INFO: 
2020-06-14 13:02:00 INFO: clearing start
2020-06-14 13:02:00 INFO: clearing end
2020-06-14 13:02:00 INFO: 
2020-06-14 13:02:00 INFO: 
2020-06-14 13:02:00 INFO: 
2020-06-14 13:02:00 INFO: 
2020-06-14 14:00:20 INFO: 
2020-06-14 14:00:20 INFO: 
2020-06-14 14:00:20 INFO: 
2020-06-14 14:00:20 INFO: 
2020-06-14 14:00:20 INFO: init new order start
2020-06-14 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 236.3, 'low': 235.9, 'close': 236.25, 'trades': 656, 'volume': 939680, 'vwap': 236.19, 'lastSize': 1, 'turnover': 22193530855, 'homeNotional': 8851.1910327152, 'foreignNotional': 2090490.3023296637}, {'timestamp': datetime.datetime(2020, 6, 14, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.55, 'high': 236.6, 'low': 235.95, 'close': 236.0, 'trades': 687, 'volume': 974133, 'vwap': 236.14, 'lastSize': 999, 'turnover': 23003093765, 'homeNotional': 9171.00161354075, 'foreignNotional': 2165633.3457904193}, {'timestamp': datetime.datetime(2020, 6, 14, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 236.95, 'low': 234.4, 'close': 236.55, 'trades': 3460, 'volume': 5646876, 'vwap': 236.03, 'lastSize': 66, 'turnover': 133281246320, 'homeNotional': 53195.13714094683, 'foreignNotional': 12555487.519322839}]
2020-06-14 14:00:21 INFO: prepare candles [CandleItem(low=235.9, high=236.3, open=236.0, close=236.25, color='GREEN'), CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED'), CandleItem(low=234.4, high=236.95, open=235.0, close=236.55, color='GREEN')]
2020-06-14 14:00:21 INFO: skip by colors first_candle=CandleItem(low=234.4, high=236.95, open=235.0, close=236.55, color='GREEN') second_candle=CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED') last_candle=CandleItem(low=235.9, high=236.3, open=236.0, close=236.25, color='GREEN')
2020-06-14 14:00:21 INFO: check need new order None
2020-06-14 14:00:21 INFO: init new order end
2020-06-14 14:00:21 INFO: 
2020-06-14 14:00:21 INFO: 
2020-06-14 14:00:21 INFO: 
2020-06-14 14:00:21 INFO: 
2020-06-14 14:02:00 INFO: 
2020-06-14 14:02:00 INFO: 
2020-06-14 14:02:00 INFO: 
2020-06-14 14:02:00 INFO: 
2020-06-14 14:02:00 INFO: clearing start
2020-06-14 14:02:00 INFO: clearing end
2020-06-14 14:02:00 INFO: 
2020-06-14 14:02:00 INFO: 
2020-06-14 14:02:00 INFO: 
2020-06-14 14:02:00 INFO: 
2020-06-14 15:00:20 INFO: 
2020-06-14 15:00:20 INFO: 
2020-06-14 15:00:20 INFO: 
2020-06-14 15:00:20 INFO: 
2020-06-14 15:00:20 INFO: init new order start
2020-06-14 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 237.1, 'low': 236.0, 'close': 236.15, 'trades': 1320, 'volume': 1914786, 'vwap': 236.62, 'lastSize': 1191, 'turnover': 45306379300, 'homeNotional': 18055.18961458238, 'foreignNotional': 4272098.14080587}, {'timestamp': datetime.datetime(2020, 6, 14, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 236.3, 'low': 235.9, 'close': 236.25, 'trades': 656, 'volume': 939680, 'vwap': 236.19, 'lastSize': 1, 'turnover': 22193530855, 'homeNotional': 8851.1910327152, 'foreignNotional': 2090490.3023296637}, {'timestamp': datetime.datetime(2020, 6, 14, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.55, 'high': 236.6, 'low': 235.95, 'close': 236.0, 'trades': 687, 'volume': 974133, 'vwap': 236.14, 'lastSize': 999, 'turnover': 23003093765, 'homeNotional': 9171.00161354075, 'foreignNotional': 2165633.3457904193}]
2020-06-14 15:00:20 INFO: prepare candles [CandleItem(low=236.0, high=237.1, open=236.25, close=236.15, color='RED'), CandleItem(low=235.9, high=236.3, open=236.0, close=236.25, color='GREEN'), CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED')]
2020-06-14 15:00:20 INFO: skip by colors first_candle=CandleItem(low=235.95, high=236.6, open=236.55, close=236.0, color='RED') second_candle=CandleItem(low=235.9, high=236.3, open=236.0, close=236.25, color='GREEN') last_candle=CandleItem(low=236.0, high=237.1, open=236.25, close=236.15, color='RED')
2020-06-14 15:00:20 INFO: check need new order None
2020-06-14 15:00:20 INFO: init new order end
2020-06-14 15:00:20 INFO: 
2020-06-14 15:00:20 INFO: 
2020-06-14 15:00:20 INFO: 
2020-06-14 15:00:20 INFO: 
2020-06-14 15:02:00 INFO: 
2020-06-14 15:02:00 INFO: 
2020-06-14 15:02:00 INFO: 
2020-06-14 15:02:00 INFO: 
2020-06-14 15:02:00 INFO: clearing start
2020-06-14 15:02:00 INFO: clearing end
2020-06-14 15:02:00 INFO: 
2020-06-14 15:02:00 INFO: 
2020-06-14 15:02:00 INFO: 
2020-06-14 15:02:00 INFO: 
2020-06-14 16:00:20 INFO: 
2020-06-14 16:00:20 INFO: 
2020-06-14 16:00:20 INFO: 
2020-06-14 16:00:20 INFO: 
2020-06-14 16:00:20 INFO: init new order start
2020-06-14 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.6, 'low': 235.3, 'close': 236.05, 'trades': 1339, 'volume': 1739398, 'vwap': 235.9, 'lastSize': 3, 'turnover': 41031953460, 'homeNotional': 16370.062628502897, 'foreignNotional': 3861662.8199086688}, {'timestamp': datetime.datetime(2020, 6, 14, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 237.1, 'low': 236.0, 'close': 236.15, 'trades': 1320, 'volume': 1914786, 'vwap': 236.62, 'lastSize': 1191, 'turnover': 45306379300, 'homeNotional': 18055.18961458238, 'foreignNotional': 4272098.14080587}, {'timestamp': datetime.datetime(2020, 6, 14, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 236.3, 'low': 235.9, 'close': 236.25, 'trades': 656, 'volume': 939680, 'vwap': 236.19, 'lastSize': 1, 'turnover': 22193530855, 'homeNotional': 8851.1910327152, 'foreignNotional': 2090490.3023296637}]
2020-06-14 16:00:20 INFO: prepare candles [CandleItem(low=235.3, high=236.6, open=236.15, close=236.05, color='RED'), CandleItem(low=236.0, high=237.1, open=236.25, close=236.15, color='RED'), CandleItem(low=235.9, high=236.3, open=236.0, close=236.25, color='GREEN')]
2020-06-14 16:00:20 INFO: skip by colors first_candle=CandleItem(low=235.9, high=236.3, open=236.0, close=236.25, color='GREEN') second_candle=CandleItem(low=236.0, high=237.1, open=236.25, close=236.15, color='RED') last_candle=CandleItem(low=235.3, high=236.6, open=236.15, close=236.05, color='RED')
2020-06-14 16:00:20 INFO: check need new order None
2020-06-14 16:00:20 INFO: init new order end
2020-06-14 16:00:20 INFO: 
2020-06-14 16:00:20 INFO: 
2020-06-14 16:00:20 INFO: 
2020-06-14 16:00:20 INFO: 
2020-06-14 16:02:00 INFO: 
2020-06-14 16:02:00 INFO: 
2020-06-14 16:02:00 INFO: 
2020-06-14 16:02:00 INFO: 
2020-06-14 16:02:00 INFO: clearing start
2020-06-14 16:02:00 INFO: clearing end
2020-06-14 16:02:00 INFO: 
2020-06-14 16:02:00 INFO: 
2020-06-14 16:02:00 INFO: 
2020-06-14 16:02:00 INFO: 
2020-06-14 17:00:20 INFO: 
2020-06-14 17:00:20 INFO: 
2020-06-14 17:00:20 INFO: 
2020-06-14 17:00:20 INFO: 
2020-06-14 17:00:20 INFO: init new order start
2020-06-14 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.05, 'high': 236.05, 'low': 234.85, 'close': 235.65, 'trades': 1394, 'volume': 1268308, 'vwap': 235.38, 'lastSize': 5, 'turnover': 29852970790, 'homeNotional': 11906.23032823786, 'foreignNotional': 2802446.791113652}, {'timestamp': datetime.datetime(2020, 6, 14, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.6, 'low': 235.3, 'close': 236.05, 'trades': 1339, 'volume': 1739398, 'vwap': 235.9, 'lastSize': 3, 'turnover': 41031953460, 'homeNotional': 16370.062628502897, 'foreignNotional': 3861662.8199086688}, {'timestamp': datetime.datetime(2020, 6, 14, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 237.1, 'low': 236.0, 'close': 236.15, 'trades': 1320, 'volume': 1914786, 'vwap': 236.62, 'lastSize': 1191, 'turnover': 45306379300, 'homeNotional': 18055.18961458238, 'foreignNotional': 4272098.14080587}]
2020-06-14 17:00:20 INFO: prepare candles [CandleItem(low=234.85, high=236.05, open=236.05, close=235.65, color='RED'), CandleItem(low=235.3, high=236.6, open=236.15, close=236.05, color='RED'), CandleItem(low=236.0, high=237.1, open=236.25, close=236.15, color='RED')]
2020-06-14 17:00:20 INFO: skip by colors first_candle=CandleItem(low=236.0, high=237.1, open=236.25, close=236.15, color='RED') second_candle=CandleItem(low=235.3, high=236.6, open=236.15, close=236.05, color='RED') last_candle=CandleItem(low=234.85, high=236.05, open=236.05, close=235.65, color='RED')
2020-06-14 17:00:20 INFO: check need new order None
2020-06-14 17:00:20 INFO: init new order end
2020-06-14 17:00:20 INFO: 
2020-06-14 17:00:20 INFO: 
2020-06-14 17:00:20 INFO: 
2020-06-14 17:00:20 INFO: 
2020-06-14 17:02:00 INFO: 
2020-06-14 17:02:00 INFO: 
2020-06-14 17:02:00 INFO: 
2020-06-14 17:02:00 INFO: 
2020-06-14 17:02:00 INFO: clearing start
2020-06-14 17:02:00 INFO: clearing end
2020-06-14 17:02:00 INFO: 
2020-06-14 17:02:00 INFO: 
2020-06-14 17:02:00 INFO: 
2020-06-14 17:02:00 INFO: 
2020-06-14 18:00:20 INFO: 
2020-06-14 18:00:20 INFO: 
2020-06-14 18:00:20 INFO: 
2020-06-14 18:00:20 INFO: 
2020-06-14 18:00:20 INFO: init new order start
2020-06-14 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 235.85, 'low': 232.8, 'close': 234.2, 'trades': 3381, 'volume': 5527927, 'vwap': 233.96, 'lastSize': 50, 'turnover': 129329050135, 'homeNotional': 51709.318849142066, 'foreignNotional': 12097761.006595146}, {'timestamp': datetime.datetime(2020, 6, 14, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.05, 'high': 236.05, 'low': 234.85, 'close': 235.65, 'trades': 1394, 'volume': 1268308, 'vwap': 235.38, 'lastSize': 5, 'turnover': 29852970790, 'homeNotional': 11906.23032823786, 'foreignNotional': 2802446.791113652}, {'timestamp': datetime.datetime(2020, 6, 14, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.6, 'low': 235.3, 'close': 236.05, 'trades': 1339, 'volume': 1739398, 'vwap': 235.9, 'lastSize': 3, 'turnover': 41031953460, 'homeNotional': 16370.062628502897, 'foreignNotional': 3861662.8199086688}]
2020-06-14 18:00:20 INFO: prepare candles [CandleItem(low=232.8, high=235.85, open=235.65, close=234.2, color='RED'), CandleItem(low=234.85, high=236.05, open=236.05, close=235.65, color='RED'), CandleItem(low=235.3, high=236.6, open=236.15, close=236.05, color='RED')]
2020-06-14 18:00:20 INFO: skip by colors first_candle=CandleItem(low=235.3, high=236.6, open=236.15, close=236.05, color='RED') second_candle=CandleItem(low=234.85, high=236.05, open=236.05, close=235.65, color='RED') last_candle=CandleItem(low=232.8, high=235.85, open=235.65, close=234.2, color='RED')
2020-06-14 18:00:20 INFO: check need new order None
2020-06-14 18:00:20 INFO: init new order end
2020-06-14 18:00:20 INFO: 
2020-06-14 18:00:20 INFO: 
2020-06-14 18:00:20 INFO: 
2020-06-14 18:00:20 INFO: 
2020-06-14 18:02:00 INFO: 
2020-06-14 18:02:00 INFO: 
2020-06-14 18:02:00 INFO: 
2020-06-14 18:02:00 INFO: 
2020-06-14 18:02:00 INFO: clearing start
2020-06-14 18:02:00 INFO: clearing end
2020-06-14 18:02:00 INFO: 
2020-06-14 18:02:00 INFO: 
2020-06-14 18:02:00 INFO: 
2020-06-14 18:02:00 INFO: 
2020-06-14 19:00:20 INFO: 
2020-06-14 19:00:20 INFO: 
2020-06-14 19:00:20 INFO: 
2020-06-14 19:00:20 INFO: 
2020-06-14 19:00:20 INFO: init new order start
2020-06-14 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 235.7, 'low': 234.0, 'close': 235.35, 'trades': 1906, 'volume': 1633360, 'vwap': 234.88, 'lastSize': 100, 'turnover': 38363438570, 'homeNotional': 15320.360161562881, 'foreignNotional': 3598376.584820234}, {'timestamp': datetime.datetime(2020, 6, 14, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 235.85, 'low': 232.8, 'close': 234.2, 'trades': 3381, 'volume': 5527927, 'vwap': 233.96, 'lastSize': 50, 'turnover': 129329050135, 'homeNotional': 51709.318849142066, 'foreignNotional': 12097761.006595146}, {'timestamp': datetime.datetime(2020, 6, 14, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.05, 'high': 236.05, 'low': 234.85, 'close': 235.65, 'trades': 1394, 'volume': 1268308, 'vwap': 235.38, 'lastSize': 5, 'turnover': 29852970790, 'homeNotional': 11906.23032823786, 'foreignNotional': 2802446.791113652}]
2020-06-14 19:00:20 INFO: prepare candles [CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN'), CandleItem(low=232.8, high=235.85, open=235.65, close=234.2, color='RED'), CandleItem(low=234.85, high=236.05, open=236.05, close=235.65, color='RED')]
2020-06-14 19:00:20 INFO: last_candle=CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN')
2020-06-14 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN')
2020-06-14 19:00:20 INFO: skip by CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-14 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN')
2020-06-14 19:00:20 INFO: skip by CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-14 19:00:20 INFO: not found applicable config for candle
2020-06-14 19:00:20 INFO: check need new order None
2020-06-14 19:00:20 INFO: init new order end
2020-06-14 19:00:20 INFO: 
2020-06-14 19:00:20 INFO: 
2020-06-14 19:00:20 INFO: 
2020-06-14 19:00:20 INFO: 
2020-06-14 19:02:00 INFO: 
2020-06-14 19:02:00 INFO: 
2020-06-14 19:02:00 INFO: 
2020-06-14 19:02:00 INFO: 
2020-06-14 19:02:00 INFO: clearing start
2020-06-14 19:02:00 INFO: clearing end
2020-06-14 19:02:00 INFO: 
2020-06-14 19:02:00 INFO: 
2020-06-14 19:02:00 INFO: 
2020-06-14 19:02:00 INFO: 
2020-06-14 20:00:20 INFO: 
2020-06-14 20:00:20 INFO: 
2020-06-14 20:00:20 INFO: 
2020-06-14 20:00:20 INFO: 
2020-06-14 20:00:20 INFO: init new order start
2020-06-14 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.35, 'high': 235.55, 'low': 234.65, 'close': 234.8, 'trades': 1222, 'volume': 1578526, 'vwap': 235.16, 'lastSize': 1, 'turnover': 37119215975, 'homeNotional': 14844.774362631466, 'foreignNotional': 3490767.633412057}, {'timestamp': datetime.datetime(2020, 6, 14, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 235.7, 'low': 234.0, 'close': 235.35, 'trades': 1906, 'volume': 1633360, 'vwap': 234.88, 'lastSize': 100, 'turnover': 38363438570, 'homeNotional': 15320.360161562881, 'foreignNotional': 3598376.584820234}, {'timestamp': datetime.datetime(2020, 6, 14, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 235.85, 'low': 232.8, 'close': 234.2, 'trades': 3381, 'volume': 5527927, 'vwap': 233.96, 'lastSize': 50, 'turnover': 129329050135, 'homeNotional': 51709.318849142066, 'foreignNotional': 12097761.006595146}]
2020-06-14 20:00:20 INFO: prepare candles [CandleItem(low=234.65, high=235.55, open=235.35, close=234.8, color='RED'), CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN'), CandleItem(low=232.8, high=235.85, open=235.65, close=234.2, color='RED')]
2020-06-14 20:00:20 INFO: skip by colors first_candle=CandleItem(low=232.8, high=235.85, open=235.65, close=234.2, color='RED') second_candle=CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN') last_candle=CandleItem(low=234.65, high=235.55, open=235.35, close=234.8, color='RED')
2020-06-14 20:00:20 INFO: check need new order None
2020-06-14 20:00:20 INFO: init new order end
2020-06-14 20:00:20 INFO: 
2020-06-14 20:00:20 INFO: 
2020-06-14 20:00:20 INFO: 
2020-06-14 20:00:20 INFO: 
2020-06-14 20:02:00 INFO: 
2020-06-14 20:02:00 INFO: 
2020-06-14 20:02:00 INFO: 
2020-06-14 20:02:00 INFO: 
2020-06-14 20:02:00 INFO: clearing start
2020-06-14 20:02:00 INFO: clearing end
2020-06-14 20:02:00 INFO: 
2020-06-14 20:02:00 INFO: 
2020-06-14 20:02:00 INFO: 
2020-06-14 20:02:00 INFO: 
2020-06-14 21:00:20 INFO: 
2020-06-14 21:00:20 INFO: 
2020-06-14 21:00:20 INFO: 
2020-06-14 21:00:20 INFO: 
2020-06-14 21:00:20 INFO: init new order start
2020-06-14 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 235.4, 'low': 234.1, 'close': 235.0, 'trades': 1091, 'volume': 1028639, 'vwap': 234.85, 'lastSize': 100, 'turnover': 24157110255, 'homeNotional': 9662.82222965871, 'foreignNotional': 2269271.438477586}, {'timestamp': datetime.datetime(2020, 6, 14, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.35, 'high': 235.55, 'low': 234.65, 'close': 234.8, 'trades': 1222, 'volume': 1578526, 'vwap': 235.16, 'lastSize': 1, 'turnover': 37119215975, 'homeNotional': 14844.774362631466, 'foreignNotional': 3490767.633412057}, {'timestamp': datetime.datetime(2020, 6, 14, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 235.7, 'low': 234.0, 'close': 235.35, 'trades': 1906, 'volume': 1633360, 'vwap': 234.88, 'lastSize': 100, 'turnover': 38363438570, 'homeNotional': 15320.360161562881, 'foreignNotional': 3598376.584820234}]
2020-06-14 21:00:21 INFO: prepare candles [CandleItem(low=234.1, high=235.4, open=234.8, close=235.0, color='GREEN'), CandleItem(low=234.65, high=235.55, open=235.35, close=234.8, color='RED'), CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN')]
2020-06-14 21:00:21 INFO: skip by colors first_candle=CandleItem(low=234.0, high=235.7, open=234.2, close=235.35, color='GREEN') second_candle=CandleItem(low=234.65, high=235.55, open=235.35, close=234.8, color='RED') last_candle=CandleItem(low=234.1, high=235.4, open=234.8, close=235.0, color='GREEN')
2020-06-14 21:00:21 INFO: check need new order None
2020-06-14 21:00:21 INFO: init new order end
2020-06-14 21:00:21 INFO: 
2020-06-14 21:00:21 INFO: 
2020-06-14 21:00:21 INFO: 
2020-06-14 21:00:21 INFO: 
2020-06-14 21:02:00 INFO: 
2020-06-14 21:02:00 INFO: 
2020-06-14 21:02:00 INFO: 
2020-06-14 21:02:00 INFO: 
2020-06-14 21:02:00 INFO: clearing start
2020-06-14 21:02:00 INFO: clearing end
2020-06-14 21:02:00 INFO: 
2020-06-14 21:02:00 INFO: 
2020-06-14 21:02:00 INFO: 
2020-06-14 21:02:00 INFO: 
2020-06-14 22:00:20 INFO: 
2020-06-14 22:00:20 INFO: 
2020-06-14 22:00:20 INFO: 
2020-06-14 22:00:20 INFO: 
2020-06-14 22:00:20 INFO: init new order start
2020-06-14 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 235.1, 'low': 234.4, 'close': 235.0, 'trades': 676, 'volume': 542861, 'vwap': 234.84, 'lastSize': 1200, 'turnover': 12748157150, 'homeNotional': 5091.289909907162, 'foreignNotional': 1195602.1562977121}, {'timestamp': datetime.datetime(2020, 6, 14, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 235.4, 'low': 234.1, 'close': 235.0, 'trades': 1091, 'volume': 1028639, 'vwap': 234.85, 'lastSize': 100, 'turnover': 24157110255, 'homeNotional': 9662.82222965871, 'foreignNotional': 2269271.438477586}, {'timestamp': datetime.datetime(2020, 6, 14, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.35, 'high': 235.55, 'low': 234.65, 'close': 234.8, 'trades': 1222, 'volume': 1578526, 'vwap': 235.16, 'lastSize': 1, 'turnover': 37119215975, 'homeNotional': 14844.774362631466, 'foreignNotional': 3490767.633412057}]
2020-06-14 22:00:20 INFO: skip by found empty buckets
2020-06-14 22:00:20 INFO: check need new order None
2020-06-14 22:00:20 INFO: init new order end
2020-06-14 22:00:20 INFO: 
2020-06-14 22:00:20 INFO: 
2020-06-14 22:00:20 INFO: 
2020-06-14 22:00:20 INFO: 
2020-06-14 22:02:00 INFO: 
2020-06-14 22:02:00 INFO: 
2020-06-14 22:02:00 INFO: 
2020-06-14 22:02:00 INFO: 
2020-06-14 22:02:00 INFO: clearing start
2020-06-14 22:02:00 INFO: clearing end
2020-06-14 22:02:00 INFO: 
2020-06-14 22:02:00 INFO: 
2020-06-14 22:02:00 INFO: 
2020-06-14 22:02:00 INFO: 
2020-06-14 23:00:20 INFO: 
2020-06-14 23:00:20 INFO: 
2020-06-14 23:00:20 INFO: 
2020-06-14 23:00:20 INFO: 
2020-06-14 23:00:20 INFO: init new order start
2020-06-14 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 235.35, 'low': 234.75, 'close': 235.15, 'trades': 728, 'volume': 793484, 'vwap': 234.97, 'lastSize': 119, 'turnover': 18644301985, 'homeNotional': 7450.494796431021, 'foreignNotional': 1750625.5927410293}, {'timestamp': datetime.datetime(2020, 6, 14, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 235.1, 'low': 234.4, 'close': 235.0, 'trades': 676, 'volume': 542861, 'vwap': 234.84, 'lastSize': 1200, 'turnover': 12748157150, 'homeNotional': 5091.289909907162, 'foreignNotional': 1195602.1562977121}, {'timestamp': datetime.datetime(2020, 6, 14, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 235.4, 'low': 234.1, 'close': 235.0, 'trades': 1091, 'volume': 1028639, 'vwap': 234.85, 'lastSize': 100, 'turnover': 24157110255, 'homeNotional': 9662.82222965871, 'foreignNotional': 2269271.438477586}]
2020-06-14 23:00:20 INFO: skip by found empty buckets
2020-06-14 23:00:20 INFO: check need new order None
2020-06-14 23:00:20 INFO: init new order end
2020-06-14 23:00:20 INFO: 
2020-06-14 23:00:20 INFO: 
2020-06-14 23:00:20 INFO: 
2020-06-14 23:00:20 INFO: 
2020-06-14 23:02:00 INFO: 
2020-06-14 23:02:00 INFO: 
2020-06-14 23:02:00 INFO: 
2020-06-14 23:02:00 INFO: 
2020-06-14 23:02:00 INFO: clearing start
2020-06-14 23:02:00 INFO: clearing end
2020-06-14 23:02:00 INFO: 
2020-06-14 23:02:00 INFO: 
2020-06-14 23:02:00 INFO: 
2020-06-14 23:02:00 INFO: 
2020-06-15 00:00:20 INFO: 
2020-06-15 00:00:20 INFO: 
2020-06-15 00:00:20 INFO: 
2020-06-15 00:00:20 INFO: 
2020-06-15 00:00:20 INFO: init new order start
2020-06-15 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 235.3, 'low': 234.05, 'close': 234.1, 'trades': 838, 'volume': 837277, 'vwap': 234.56, 'lastSize': 100, 'turnover': 19638736340, 'homeNotional': 7861.68816663246, 'foreignNotional': 1843999.0034245474}, {'timestamp': datetime.datetime(2020, 6, 14, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 235.35, 'low': 234.75, 'close': 235.15, 'trades': 728, 'volume': 793484, 'vwap': 234.97, 'lastSize': 119, 'turnover': 18644301985, 'homeNotional': 7450.494796431021, 'foreignNotional': 1750625.5927410293}, {'timestamp': datetime.datetime(2020, 6, 14, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 235.1, 'low': 234.4, 'close': 235.0, 'trades': 676, 'volume': 542861, 'vwap': 234.84, 'lastSize': 1200, 'turnover': 12748157150, 'homeNotional': 5091.289909907162, 'foreignNotional': 1195602.1562977121}]
2020-06-15 00:00:21 INFO: skip by found empty buckets
2020-06-15 00:00:21 INFO: check need new order None
2020-06-15 00:00:21 INFO: init new order end
2020-06-15 00:00:21 INFO: 
2020-06-15 00:00:21 INFO: 
2020-06-15 00:00:21 INFO: 
2020-06-15 00:00:21 INFO: 
2020-06-15 00:02:00 INFO: 
2020-06-15 00:02:00 INFO: 
2020-06-15 00:02:00 INFO: 
2020-06-15 00:02:00 INFO: 
2020-06-15 00:02:00 INFO: clearing start
2020-06-15 00:02:00 INFO: clearing end
2020-06-15 00:02:00 INFO: 
2020-06-15 00:02:00 INFO: 
2020-06-15 00:02:00 INFO: 
2020-06-15 00:02:00 INFO: 
2020-06-15 01:00:20 INFO: 
2020-06-15 01:00:20 INFO: 
2020-06-15 01:00:20 INFO: 
2020-06-15 01:00:20 INFO: 
2020-06-15 01:00:20 INFO: init new order start
2020-06-15 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 234.35, 'low': 231.75, 'close': 233.05, 'trades': 3561, 'volume': 3614358, 'vwap': 232.86, 'lastSize': 222, 'turnover': 84160888360, 'homeNotional': 33765.62808593493, 'foreignNotional': 7862431.076127896}, {'timestamp': datetime.datetime(2020, 6, 14, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 235.3, 'low': 234.05, 'close': 234.1, 'trades': 838, 'volume': 837277, 'vwap': 234.56, 'lastSize': 100, 'turnover': 19638736340, 'homeNotional': 7861.68816663246, 'foreignNotional': 1843999.0034245474}, {'timestamp': datetime.datetime(2020, 6, 14, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.0, 'high': 235.35, 'low': 234.75, 'close': 235.15, 'trades': 728, 'volume': 793484, 'vwap': 234.97, 'lastSize': 119, 'turnover': 18644301985, 'homeNotional': 7450.494796431021, 'foreignNotional': 1750625.5927410293}]
2020-06-15 01:00:20 INFO: prepare candles [CandleItem(low=231.75, high=234.35, open=234.1, close=233.05, color='RED'), CandleItem(low=234.05, high=235.3, open=235.15, close=234.1, color='RED'), CandleItem(low=234.75, high=235.35, open=235.0, close=235.15, color='GREEN')]
2020-06-15 01:00:20 INFO: skip by colors first_candle=CandleItem(low=234.75, high=235.35, open=235.0, close=235.15, color='GREEN') second_candle=CandleItem(low=234.05, high=235.3, open=235.15, close=234.1, color='RED') last_candle=CandleItem(low=231.75, high=234.35, open=234.1, close=233.05, color='RED')
2020-06-15 01:00:20 INFO: check need new order None
2020-06-15 01:00:20 INFO: init new order end
2020-06-15 01:00:20 INFO: 
2020-06-15 01:00:20 INFO: 
2020-06-15 01:00:20 INFO: 
2020-06-15 01:00:20 INFO: 
2020-06-15 01:02:00 INFO: 
2020-06-15 01:02:00 INFO: 
2020-06-15 01:02:00 INFO: 
2020-06-15 01:02:00 INFO: 
2020-06-15 01:02:00 INFO: clearing start
2020-06-15 01:02:00 INFO: clearing end
2020-06-15 01:02:00 INFO: 
2020-06-15 01:02:00 INFO: 
2020-06-15 01:02:00 INFO: 
2020-06-15 01:02:00 INFO: 
2020-06-15 02:00:20 INFO: 
2020-06-15 02:00:20 INFO: 
2020-06-15 02:00:20 INFO: 
2020-06-15 02:00:20 INFO: 
2020-06-15 02:00:20 INFO: init new order start
2020-06-15 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 14, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 234.25, 'low': 230.1, 'close': 233.55, 'trades': 6263, 'volume': 8549044, 'vwap': 232.12, 'lastSize': 14, 'turnover': 198432051755, 'homeNotional': 79679.72203986086, 'foreignNotional': 18494903.004658557}, {'timestamp': datetime.datetime(2020, 6, 14, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 234.35, 'low': 231.75, 'close': 233.05, 'trades': 3561, 'volume': 3614358, 'vwap': 232.86, 'lastSize': 222, 'turnover': 84160888360, 'homeNotional': 33765.62808593493, 'foreignNotional': 7862431.076127896}, {'timestamp': datetime.datetime(2020, 6, 14, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 235.3, 'low': 234.05, 'close': 234.1, 'trades': 838, 'volume': 837277, 'vwap': 234.56, 'lastSize': 100, 'turnover': 19638736340, 'homeNotional': 7861.68816663246, 'foreignNotional': 1843999.0034245474}]
2020-06-15 02:00:20 INFO: prepare candles [CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN'), CandleItem(low=231.75, high=234.35, open=234.1, close=233.05, color='RED'), CandleItem(low=234.05, high=235.3, open=235.15, close=234.1, color='RED')]
2020-06-15 02:00:20 INFO: last_candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN')
2020-06-15 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN')
2020-06-15 02:00:20 INFO: skip by CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-15 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN')
2020-06-15 02:00:20 INFO: apply filter None to candle=CandleItem(low=231.75, high=234.35, open=234.1, close=233.05, color='RED')
2020-06-15 02:00:20 INFO: apply filter None to candle=CandleItem(low=234.05, high=235.3, open=235.15, close=234.1, color='RED')
2020-06-15 02:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-06-15 02:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-06-15 02:00:20 INFO: place order: start candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-15 02:00:20 INFO: place order: side_factor=-1 init_trigger_price=234.3 init_order_price=234.35 stop_price_offset=0.0 candle.size=4.150000000000006 stop_price=230.1 take_price=255.10000000000002
2020-06-15 02:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('234.30000000000001136868377216160297393798828125') init_order_price=Decimal('234.349999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=4.150000000000006 stop_price=Decimal('230.099999999999994315658113919198513031005859375') take_price=Decimal('255.1000000000000227373675443232059478759765625')
2020-06-15 02:00:20 INFO: place order: compute qty=190
2020-06-15 02:00:20 INFO: place order: save order to db e368e3531e104f3ea329a6a46e44ee3e; response=True
2020-06-15 02:00:20 INFO: process event {'orderID': '0762f1bc-ba97-4816-0c61-1d0e6cc57726', 'clOrdID': 'e368e3531e104f3ea329a6a46e44ee3e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 234.35, 'displayQty': None, 'stopPx': 234.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-14T23:00:20.854Z', 'timestamp': '2020-06-14T23:00:20.854Z'}
2020-06-15 02:00:20 INFO: skip event e368e3531e104f3ea329a6a46e44ee3e New
2020-06-15 02:00:20 INFO: post order to exchange resp={'orderID': '0762f1bc-ba97-4816-0c61-1d0e6cc57726', 'clOrdID': 'e368e3531e104f3ea329a6a46e44ee3e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 234.35, 'displayQty': None, 'stopPx': 234.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc())}
2020-06-15 02:00:20 INFO: place new init order {'qty': 190, 'init_price': Decimal('234.30000000000001136868377216160297393798828125'), 'stop_price': Decimal('230.099999999999994315658113919198513031005859375'), 'take_price': Decimal('255.1000000000000227373675443232059478759765625'), 'order_uid': 'e368e3531e104f3ea329a6a46e44ee3e', 'response': {'orderID': '0762f1bc-ba97-4816-0c61-1d0e6cc57726', 'clOrdID': 'e368e3531e104f3ea329a6a46e44ee3e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 234.35, 'displayQty': None, 'stopPx': 234.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc())}}
2020-06-15 02:00:20 INFO: init new order end
2020-06-15 02:00:20 INFO: 
2020-06-15 02:00:20 INFO: 
2020-06-15 02:00:20 INFO: 
2020-06-15 02:00:20 INFO: 
2020-06-15 02:02:00 INFO: 
2020-06-15 02:02:00 INFO: 
2020-06-15 02:02:00 INFO: 
2020-06-15 02:02:00 INFO: 
2020-06-15 02:02:00 INFO: clearing start
2020-06-15 02:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0762f1bc-ba97-4816-0c61-1d0e6cc57726', 'clOrdID': 'e368e3531e104f3ea329a6a46e44ee3e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 234.35, 'displayQty': None, 'stopPx': 234.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc())}
2020-06-15 02:02:01 INFO: order time=2020-06-14 23:00:20.854000+00:00; delta from now UTC=0:01:40.177538 time_delta.total_seconds()=100.177538; time_diff_offset='3600'
2020-06-15 02:02:01 INFO: skip by time diff 2020-06-14 23:00:20.854000+00:00
2020-06-15 02:02:01 INFO: clearing end
2020-06-15 02:02:01 INFO: 
2020-06-15 02:02:01 INFO: 
2020-06-15 02:02:01 INFO: 
2020-06-15 02:02:01 INFO: 
2020-06-15 03:00:20 INFO: 
2020-06-15 03:00:20 INFO: 
2020-06-15 03:00:20 INFO: 
2020-06-15 03:00:20 INFO: 
2020-06-15 03:00:20 INFO: init new order start
2020-06-15 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 233.75, 'low': 231.8, 'close': 231.85, 'trades': 1966, 'volume': 3345048, 'vwap': 232.72, 'lastSize': 5, 'turnover': 77844465350, 'homeNotional': 31273.052675341874, 'foreignNotional': 7277740.62673628}, {'timestamp': datetime.datetime(2020, 6, 14, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 234.25, 'low': 230.1, 'close': 233.55, 'trades': 6263, 'volume': 8549044, 'vwap': 232.12, 'lastSize': 14, 'turnover': 198432051755, 'homeNotional': 79679.72203986086, 'foreignNotional': 18494903.004658557}, {'timestamp': datetime.datetime(2020, 6, 14, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 234.35, 'low': 231.75, 'close': 233.05, 'trades': 3561, 'volume': 3614358, 'vwap': 232.86, 'lastSize': 222, 'turnover': 84160888360, 'homeNotional': 33765.62808593493, 'foreignNotional': 7862431.076127896}]
2020-06-15 03:00:20 INFO: prepare candles [CandleItem(low=231.8, high=233.75, open=233.55, close=231.85, color='RED'), CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN'), CandleItem(low=231.75, high=234.35, open=234.1, close=233.05, color='RED')]
2020-06-15 03:00:20 INFO: skip by colors first_candle=CandleItem(low=231.75, high=234.35, open=234.1, close=233.05, color='RED') second_candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN') last_candle=CandleItem(low=231.8, high=233.75, open=233.55, close=231.85, color='RED')
2020-06-15 03:00:20 INFO: check need new order None
2020-06-15 03:00:20 INFO: init new order end
2020-06-15 03:00:20 INFO: 
2020-06-15 03:00:20 INFO: 
2020-06-15 03:00:20 INFO: 
2020-06-15 03:00:20 INFO: 
2020-06-15 03:02:00 INFO: 
2020-06-15 03:02:00 INFO: 
2020-06-15 03:02:00 INFO: 
2020-06-15 03:02:00 INFO: 
2020-06-15 03:02:00 INFO: clearing start
2020-06-15 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0762f1bc-ba97-4816-0c61-1d0e6cc57726', 'clOrdID': 'e368e3531e104f3ea329a6a46e44ee3e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 234.35, 'displayQty': None, 'stopPx': 234.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 190, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc())}
2020-06-15 03:02:00 INFO: order time=2020-06-14 23:00:20.854000+00:00; delta from now UTC=1:01:39.490285 time_delta.total_seconds()=3699.490285; time_diff_offset='3600'
2020-06-15 03:02:00 INFO: clear order e368e3531e104f3ea329a6a46e44ee3e
2020-06-15 03:02:00 INFO: process event {'orderID': '0762f1bc-ba97-4816-0c61-1d0e6cc57726', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-15T00:02:00.365Z', 'clOrdID': 'e368e3531e104f3ea329a6a46e44ee3e', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-15 03:02:00 INFO: skip event e368e3531e104f3ea329a6a46e44ee3e Canceled
2020-06-15 03:02:00 INFO: cancel order resp=[{'orderID': '0762f1bc-ba97-4816-0c61-1d0e6cc57726', 'clOrdID': 'e368e3531e104f3ea329a6a46e44ee3e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 190, 'price': 234.35, 'displayQty': None, 'stopPx': 234.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 14, 23, 0, 20, 854000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 15, 0, 2, 0, 365000, tzinfo=tzutc())}]
2020-06-15 03:02:00 INFO: clearing end
2020-06-15 03:02:00 INFO: 
2020-06-15 03:02:00 INFO: 
2020-06-15 03:02:00 INFO: 
2020-06-15 03:02:00 INFO: 
2020-06-15 04:00:20 INFO: 
2020-06-15 04:00:20 INFO: 
2020-06-15 04:00:20 INFO: 
2020-06-15 04:00:20 INFO: 
2020-06-15 04:00:20 INFO: init new order start
2020-06-15 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.85, 'high': 232.35, 'low': 230.25, 'close': 231.3, 'trades': 3973, 'volume': 5770246, 'vwap': 231.21, 'lastSize': 75, 'turnover': 133410670350, 'homeNotional': 53816.23065666159, 'foreignNotional': 12442578.092456345}, {'timestamp': datetime.datetime(2020, 6, 15, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 233.75, 'low': 231.8, 'close': 231.85, 'trades': 1966, 'volume': 3345048, 'vwap': 232.72, 'lastSize': 5, 'turnover': 77844465350, 'homeNotional': 31273.052675341874, 'foreignNotional': 7277740.62673628}, {'timestamp': datetime.datetime(2020, 6, 14, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 234.25, 'low': 230.1, 'close': 233.55, 'trades': 6263, 'volume': 8549044, 'vwap': 232.12, 'lastSize': 14, 'turnover': 198432051755, 'homeNotional': 79679.72203986086, 'foreignNotional': 18494903.004658557}]
2020-06-15 04:00:20 INFO: prepare candles [CandleItem(low=230.25, high=232.35, open=231.85, close=231.3, color='RED'), CandleItem(low=231.8, high=233.75, open=233.55, close=231.85, color='RED'), CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN')]
2020-06-15 04:00:20 INFO: skip by colors first_candle=CandleItem(low=230.1, high=234.25, open=233.05, close=233.55, color='GREEN') second_candle=CandleItem(low=231.8, high=233.75, open=233.55, close=231.85, color='RED') last_candle=CandleItem(low=230.25, high=232.35, open=231.85, close=231.3, color='RED')
2020-06-15 04:00:20 INFO: check need new order None
2020-06-15 04:00:20 INFO: init new order end
2020-06-15 04:00:20 INFO: 
2020-06-15 04:00:20 INFO: 
2020-06-15 04:00:20 INFO: 
2020-06-15 04:00:20 INFO: 
2020-06-15 04:02:00 INFO: 
2020-06-15 04:02:00 INFO: 
2020-06-15 04:02:00 INFO: 
2020-06-15 04:02:00 INFO: 
2020-06-15 04:02:00 INFO: clearing start
2020-06-15 04:02:00 INFO: clearing end
2020-06-15 04:02:00 INFO: 
2020-06-15 04:02:00 INFO: 
2020-06-15 04:02:00 INFO: 
2020-06-15 04:02:00 INFO: 
2020-06-15 05:00:20 INFO: 
2020-06-15 05:00:20 INFO: 
2020-06-15 05:00:20 INFO: 
2020-06-15 05:00:20 INFO: 
2020-06-15 05:00:20 INFO: init new order start
2020-06-15 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.3, 'high': 231.5, 'low': 227.9, 'close': 228.35, 'trades': 5542, 'volume': 7180799, 'vwap': 229.48, 'lastSize': 3075, 'turnover': 164784133510, 'homeNotional': 66593.89870259118, 'foreignNotional': 15282014.887155084}, {'timestamp': datetime.datetime(2020, 6, 15, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.85, 'high': 232.35, 'low': 230.25, 'close': 231.3, 'trades': 3973, 'volume': 5770246, 'vwap': 231.21, 'lastSize': 75, 'turnover': 133410670350, 'homeNotional': 53816.23065666159, 'foreignNotional': 12442578.092456345}, {'timestamp': datetime.datetime(2020, 6, 15, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 233.75, 'low': 231.8, 'close': 231.85, 'trades': 1966, 'volume': 3345048, 'vwap': 232.72, 'lastSize': 5, 'turnover': 77844465350, 'homeNotional': 31273.052675341874, 'foreignNotional': 7277740.62673628}]
2020-06-15 05:00:21 INFO: prepare candles [CandleItem(low=227.9, high=231.5, open=231.3, close=228.35, color='RED'), CandleItem(low=230.25, high=232.35, open=231.85, close=231.3, color='RED'), CandleItem(low=231.8, high=233.75, open=233.55, close=231.85, color='RED')]
2020-06-15 05:00:21 INFO: skip by colors first_candle=CandleItem(low=231.8, high=233.75, open=233.55, close=231.85, color='RED') second_candle=CandleItem(low=230.25, high=232.35, open=231.85, close=231.3, color='RED') last_candle=CandleItem(low=227.9, high=231.5, open=231.3, close=228.35, color='RED')
2020-06-15 05:00:21 INFO: check need new order None
2020-06-15 05:00:21 INFO: init new order end
2020-06-15 05:00:21 INFO: 
2020-06-15 05:00:21 INFO: 
2020-06-15 05:00:21 INFO: 
2020-06-15 05:00:21 INFO: 
2020-06-15 05:02:00 INFO: 
2020-06-15 05:02:00 INFO: 
2020-06-15 05:02:00 INFO: 
2020-06-15 05:02:00 INFO: 
2020-06-15 05:02:00 INFO: clearing start
2020-06-15 05:02:00 INFO: clearing end
2020-06-15 05:02:00 INFO: 
2020-06-15 05:02:00 INFO: 
2020-06-15 05:02:00 INFO: 
2020-06-15 05:02:00 INFO: 
2020-06-15 06:00:20 INFO: 
2020-06-15 06:00:20 INFO: 
2020-06-15 06:00:20 INFO: 
2020-06-15 06:00:20 INFO: 
2020-06-15 06:00:20 INFO: init new order start
2020-06-15 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.35, 'high': 229.7, 'low': 227.5, 'close': 229.4, 'trades': 2297, 'volume': 2270468, 'vwap': 228.91, 'lastSize': 100, 'turnover': 51971439080, 'homeNotional': 20998.089770023584, 'foreignNotional': 4806511.74258282}, {'timestamp': datetime.datetime(2020, 6, 15, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.3, 'high': 231.5, 'low': 227.9, 'close': 228.35, 'trades': 5542, 'volume': 7180799, 'vwap': 229.48, 'lastSize': 3075, 'turnover': 164784133510, 'homeNotional': 66593.89870259118, 'foreignNotional': 15282014.887155084}, {'timestamp': datetime.datetime(2020, 6, 15, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.85, 'high': 232.35, 'low': 230.25, 'close': 231.3, 'trades': 3973, 'volume': 5770246, 'vwap': 231.21, 'lastSize': 75, 'turnover': 133410670350, 'homeNotional': 53816.23065666159, 'foreignNotional': 12442578.092456345}]
2020-06-15 06:00:20 INFO: prepare candles [CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN'), CandleItem(low=227.9, high=231.5, open=231.3, close=228.35, color='RED'), CandleItem(low=230.25, high=232.35, open=231.85, close=231.3, color='RED')]
2020-06-15 06:00:20 INFO: last_candle=CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN')
2020-06-15 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN')
2020-06-15 06:00:20 INFO: skip by CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-15 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN')
2020-06-15 06:00:20 INFO: skip by CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-15 06:00:20 INFO: not found applicable config for candle
2020-06-15 06:00:20 INFO: check need new order None
2020-06-15 06:00:20 INFO: init new order end
2020-06-15 06:00:20 INFO: 
2020-06-15 06:00:20 INFO: 
2020-06-15 06:00:20 INFO: 
2020-06-15 06:00:20 INFO: 
2020-06-15 06:02:00 INFO: 
2020-06-15 06:02:00 INFO: 
2020-06-15 06:02:00 INFO: 
2020-06-15 06:02:00 INFO: 
2020-06-15 06:02:00 INFO: clearing start
2020-06-15 06:02:00 INFO: clearing end
2020-06-15 06:02:00 INFO: 
2020-06-15 06:02:00 INFO: 
2020-06-15 06:02:00 INFO: 
2020-06-15 06:02:00 INFO: 
2020-06-15 07:00:20 INFO: 
2020-06-15 07:00:20 INFO: 
2020-06-15 07:00:20 INFO: 
2020-06-15 07:00:20 INFO: 
2020-06-15 07:00:20 INFO: init new order start
2020-06-15 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 229.35, 'low': 224.3, 'close': 225.35, 'trades': 7946, 'volume': 11427887, 'vwap': 226.33, 'lastSize': 12, 'turnover': 258639185870, 'homeNotional': 105100.8514512893, 'foreignNotional': 23786986.727715597}, {'timestamp': datetime.datetime(2020, 6, 15, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.35, 'high': 229.7, 'low': 227.5, 'close': 229.4, 'trades': 2297, 'volume': 2270468, 'vwap': 228.91, 'lastSize': 100, 'turnover': 51971439080, 'homeNotional': 20998.089770023584, 'foreignNotional': 4806511.74258282}, {'timestamp': datetime.datetime(2020, 6, 15, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.3, 'high': 231.5, 'low': 227.9, 'close': 228.35, 'trades': 5542, 'volume': 7180799, 'vwap': 229.48, 'lastSize': 3075, 'turnover': 164784133510, 'homeNotional': 66593.89870259118, 'foreignNotional': 15282014.887155084}]
2020-06-15 07:00:20 INFO: prepare candles [CandleItem(low=224.3, high=229.35, open=229.4, close=225.35, color='RED'), CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN'), CandleItem(low=227.9, high=231.5, open=231.3, close=228.35, color='RED')]
2020-06-15 07:00:20 INFO: skip by colors first_candle=CandleItem(low=227.9, high=231.5, open=231.3, close=228.35, color='RED') second_candle=CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN') last_candle=CandleItem(low=224.3, high=229.35, open=229.4, close=225.35, color='RED')
2020-06-15 07:00:20 INFO: check need new order None
2020-06-15 07:00:20 INFO: init new order end
2020-06-15 07:00:20 INFO: 
2020-06-15 07:00:20 INFO: 
2020-06-15 07:00:20 INFO: 
2020-06-15 07:00:20 INFO: 
2020-06-15 07:02:00 INFO: 
2020-06-15 07:02:00 INFO: 
2020-06-15 07:02:00 INFO: 
2020-06-15 07:02:00 INFO: 
2020-06-15 07:02:00 INFO: clearing start
2020-06-15 07:02:00 INFO: clearing end
2020-06-15 07:02:00 INFO: 
2020-06-15 07:02:00 INFO: 
2020-06-15 07:02:00 INFO: 
2020-06-15 07:02:00 INFO: 
2020-06-15 08:00:20 INFO: 
2020-06-15 08:00:20 INFO: 
2020-06-15 08:00:20 INFO: 
2020-06-15 08:00:20 INFO: 
2020-06-15 08:00:20 INFO: init new order start
2020-06-15 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 227.1, 'low': 224.0, 'close': 226.4, 'trades': 3461, 'volume': 4186907, 'vwap': 225.73, 'lastSize': 358, 'turnover': 94509824095, 'homeNotional': 38365.41858600758, 'foreignNotional': 8660185.54585116}, {'timestamp': datetime.datetime(2020, 6, 15, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 229.35, 'low': 224.3, 'close': 225.35, 'trades': 7946, 'volume': 11427887, 'vwap': 226.33, 'lastSize': 12, 'turnover': 258639185870, 'homeNotional': 105100.8514512893, 'foreignNotional': 23786986.727715597}, {'timestamp': datetime.datetime(2020, 6, 15, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.35, 'high': 229.7, 'low': 227.5, 'close': 229.4, 'trades': 2297, 'volume': 2270468, 'vwap': 228.91, 'lastSize': 100, 'turnover': 51971439080, 'homeNotional': 20998.089770023584, 'foreignNotional': 4806511.74258282}]
2020-06-15 08:00:21 INFO: prepare candles [CandleItem(low=224.0, high=227.1, open=225.35, close=226.4, color='GREEN'), CandleItem(low=224.3, high=229.35, open=229.4, close=225.35, color='RED'), CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN')]
2020-06-15 08:00:21 INFO: skip by colors first_candle=CandleItem(low=227.5, high=229.7, open=228.35, close=229.4, color='GREEN') second_candle=CandleItem(low=224.3, high=229.35, open=229.4, close=225.35, color='RED') last_candle=CandleItem(low=224.0, high=227.1, open=225.35, close=226.4, color='GREEN')
2020-06-15 08:00:21 INFO: check need new order None
2020-06-15 08:00:21 INFO: init new order end
2020-06-15 08:00:21 INFO: 
2020-06-15 08:00:21 INFO: 
2020-06-15 08:00:21 INFO: 
2020-06-15 08:00:21 INFO: 
2020-06-15 08:02:00 INFO: 
2020-06-15 08:02:00 INFO: 
2020-06-15 08:02:00 INFO: 
2020-06-15 08:02:00 INFO: 
2020-06-15 08:02:00 INFO: clearing start
2020-06-15 08:02:00 INFO: clearing end
2020-06-15 08:02:00 INFO: 
2020-06-15 08:02:00 INFO: 
2020-06-15 08:02:00 INFO: 
2020-06-15 08:02:00 INFO: 
2020-06-15 09:00:20 INFO: 
2020-06-15 09:00:21 INFO: 
2020-06-15 09:00:21 INFO: 
2020-06-15 09:00:21 INFO: 
2020-06-15 09:00:21 INFO: init new order start
2020-06-15 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.45, 'low': 220.3, 'close': 222.3, 'trades': 7717, 'volume': 8927596, 'vwap': 223.28, 'lastSize': 9333, 'turnover': 199330774315, 'homeNotional': 81095.46409242788, 'foreignNotional': 18107394.643797744}, {'timestamp': datetime.datetime(2020, 6, 15, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 227.1, 'low': 224.0, 'close': 226.4, 'trades': 3461, 'volume': 4186907, 'vwap': 225.73, 'lastSize': 358, 'turnover': 94509824095, 'homeNotional': 38365.41858600758, 'foreignNotional': 8660185.54585116}, {'timestamp': datetime.datetime(2020, 6, 15, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 229.35, 'low': 224.3, 'close': 225.35, 'trades': 7946, 'volume': 11427887, 'vwap': 226.33, 'lastSize': 12, 'turnover': 258639185870, 'homeNotional': 105100.8514512893, 'foreignNotional': 23786986.727715597}]
2020-06-15 09:00:21 INFO: prepare candles [CandleItem(low=220.3, high=226.45, open=226.4, close=222.3, color='RED'), CandleItem(low=224.0, high=227.1, open=225.35, close=226.4, color='GREEN'), CandleItem(low=224.3, high=229.35, open=229.4, close=225.35, color='RED')]
2020-06-15 09:00:21 INFO: skip by colors first_candle=CandleItem(low=224.3, high=229.35, open=229.4, close=225.35, color='RED') second_candle=CandleItem(low=224.0, high=227.1, open=225.35, close=226.4, color='GREEN') last_candle=CandleItem(low=220.3, high=226.45, open=226.4, close=222.3, color='RED')
2020-06-15 09:00:21 INFO: check need new order None
2020-06-15 09:00:21 INFO: init new order end
2020-06-15 09:00:21 INFO: 
2020-06-15 09:00:21 INFO: 
2020-06-15 09:00:21 INFO: 
2020-06-15 09:00:21 INFO: 
2020-06-15 09:02:00 INFO: 
2020-06-15 09:02:00 INFO: 
2020-06-15 09:02:00 INFO: 
2020-06-15 09:02:00 INFO: 
2020-06-15 09:02:00 INFO: clearing start
2020-06-15 09:02:00 INFO: clearing end
2020-06-15 09:02:00 INFO: 
2020-06-15 09:02:00 INFO: 
2020-06-15 09:02:00 INFO: 
2020-06-15 09:02:00 INFO: 
2020-06-15 10:00:20 INFO: 
2020-06-15 10:00:20 INFO: 
2020-06-15 10:00:20 INFO: 
2020-06-15 10:00:20 INFO: 
2020-06-15 10:00:20 INFO: init new order start
2020-06-15 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.3, 'high': 223.3, 'low': 218.05, 'close': 221.65, 'trades': 8490, 'volume': 13405881, 'vwap': 220.53, 'lastSize': 1, 'turnover': 295633936080, 'homeNotional': 120321.99830730024, 'foreignNotional': 26534696.491881445}, {'timestamp': datetime.datetime(2020, 6, 15, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.45, 'low': 220.3, 'close': 222.3, 'trades': 7717, 'volume': 8927596, 'vwap': 223.28, 'lastSize': 9333, 'turnover': 199330774315, 'homeNotional': 81095.46409242788, 'foreignNotional': 18107394.643797744}, {'timestamp': datetime.datetime(2020, 6, 15, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 225.35, 'high': 227.1, 'low': 224.0, 'close': 226.4, 'trades': 3461, 'volume': 4186907, 'vwap': 225.73, 'lastSize': 358, 'turnover': 94509824095, 'homeNotional': 38365.41858600758, 'foreignNotional': 8660185.54585116}]
2020-06-15 10:00:20 INFO: prepare candles [CandleItem(low=218.05, high=223.3, open=222.3, close=221.65, color='RED'), CandleItem(low=220.3, high=226.45, open=226.4, close=222.3, color='RED'), CandleItem(low=224.0, high=227.1, open=225.35, close=226.4, color='GREEN')]
2020-06-15 10:00:20 INFO: skip by colors first_candle=CandleItem(low=224.0, high=227.1, open=225.35, close=226.4, color='GREEN') second_candle=CandleItem(low=220.3, high=226.45, open=226.4, close=222.3, color='RED') last_candle=CandleItem(low=218.05, high=223.3, open=222.3, close=221.65, color='RED')
2020-06-15 10:00:20 INFO: check need new order None
2020-06-15 10:00:20 INFO: init new order end
2020-06-15 10:00:20 INFO: 
2020-06-15 10:00:20 INFO: 
2020-06-15 10:00:20 INFO: 
2020-06-15 10:00:20 INFO: 
2020-06-15 10:02:00 INFO: 
2020-06-15 10:02:00 INFO: 
2020-06-15 10:02:00 INFO: 
2020-06-15 10:02:00 INFO: 
2020-06-15 10:02:00 INFO: clearing start
2020-06-15 10:02:00 INFO: clearing end
2020-06-15 10:02:00 INFO: 
2020-06-15 10:02:00 INFO: 
2020-06-15 10:02:00 INFO: 
2020-06-15 10:02:00 INFO: 
2020-06-15 11:00:20 INFO: 
2020-06-15 11:00:20 INFO: 
2020-06-15 11:00:20 INFO: 
2020-06-15 11:00:20 INFO: 
2020-06-15 11:00:20 INFO: init new order start
2020-06-15 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.65, 'high': 224.45, 'low': 221.55, 'close': 224.0, 'trades': 4147, 'volume': 6408369, 'vwap': 222.92, 'lastSize': 311, 'turnover': 142851069930, 'homeNotional': 58040.40564193896, 'foreignNotional': 12938097.86790128}, {'timestamp': datetime.datetime(2020, 6, 15, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.3, 'high': 223.3, 'low': 218.05, 'close': 221.65, 'trades': 8490, 'volume': 13405881, 'vwap': 220.53, 'lastSize': 1, 'turnover': 295633936080, 'homeNotional': 120321.99830730024, 'foreignNotional': 26534696.491881445}, {'timestamp': datetime.datetime(2020, 6, 15, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.45, 'low': 220.3, 'close': 222.3, 'trades': 7717, 'volume': 8927596, 'vwap': 223.28, 'lastSize': 9333, 'turnover': 199330774315, 'homeNotional': 81095.46409242788, 'foreignNotional': 18107394.643797744}]
2020-06-15 11:00:21 INFO: prepare candles [CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN'), CandleItem(low=218.05, high=223.3, open=222.3, close=221.65, color='RED'), CandleItem(low=220.3, high=226.45, open=226.4, close=222.3, color='RED')]
2020-06-15 11:00:21 INFO: last_candle=CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN')
2020-06-15 11:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 11:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN')
2020-06-15 11:00:21 INFO: skip by CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-15 11:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 11:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN')
2020-06-15 11:00:21 INFO: skip by CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-15 11:00:21 INFO: not found applicable config for candle
2020-06-15 11:00:21 INFO: check need new order None
2020-06-15 11:00:21 INFO: init new order end
2020-06-15 11:00:21 INFO: 
2020-06-15 11:00:21 INFO: 
2020-06-15 11:00:21 INFO: 
2020-06-15 11:00:21 INFO: 
2020-06-15 11:02:00 INFO: 
2020-06-15 11:02:00 INFO: 
2020-06-15 11:02:00 INFO: 
2020-06-15 11:02:00 INFO: 
2020-06-15 11:02:00 INFO: clearing start
2020-06-15 11:02:00 INFO: clearing end
2020-06-15 11:02:00 INFO: 
2020-06-15 11:02:00 INFO: 
2020-06-15 11:02:00 INFO: 
2020-06-15 11:02:00 INFO: 
2020-06-15 12:00:20 INFO: 
2020-06-15 12:00:20 INFO: 
2020-06-15 12:00:20 INFO: 
2020-06-15 12:00:20 INFO: 
2020-06-15 12:00:20 INFO: init new order start
2020-06-15 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 224.5, 'low': 223.2, 'close': 223.95, 'trades': 2217, 'volume': 2895534, 'vwap': 223.85, 'lastSize': 493, 'turnover': 64813855495, 'homeNotional': 26361.04240642264, 'foreignNotional': 5900690.918772534}, {'timestamp': datetime.datetime(2020, 6, 15, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.65, 'high': 224.45, 'low': 221.55, 'close': 224.0, 'trades': 4147, 'volume': 6408369, 'vwap': 222.92, 'lastSize': 311, 'turnover': 142851069930, 'homeNotional': 58040.40564193896, 'foreignNotional': 12938097.86790128}, {'timestamp': datetime.datetime(2020, 6, 15, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.3, 'high': 223.3, 'low': 218.05, 'close': 221.65, 'trades': 8490, 'volume': 13405881, 'vwap': 220.53, 'lastSize': 1, 'turnover': 295633936080, 'homeNotional': 120321.99830730024, 'foreignNotional': 26534696.491881445}]
2020-06-15 12:00:20 INFO: prepare candles [CandleItem(low=223.2, high=224.5, open=224.0, close=223.95, color='RED'), CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN'), CandleItem(low=218.05, high=223.3, open=222.3, close=221.65, color='RED')]
2020-06-15 12:00:20 INFO: skip by colors first_candle=CandleItem(low=218.05, high=223.3, open=222.3, close=221.65, color='RED') second_candle=CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN') last_candle=CandleItem(low=223.2, high=224.5, open=224.0, close=223.95, color='RED')
2020-06-15 12:00:20 INFO: check need new order None
2020-06-15 12:00:20 INFO: init new order end
2020-06-15 12:00:20 INFO: 
2020-06-15 12:00:20 INFO: 
2020-06-15 12:00:20 INFO: 
2020-06-15 12:00:20 INFO: 
2020-06-15 12:02:00 INFO: 
2020-06-15 12:02:00 INFO: 
2020-06-15 12:02:00 INFO: 
2020-06-15 12:02:00 INFO: 
2020-06-15 12:02:00 INFO: clearing start
2020-06-15 12:02:00 INFO: clearing end
2020-06-15 12:02:00 INFO: 
2020-06-15 12:02:00 INFO: 
2020-06-15 12:02:00 INFO: 
2020-06-15 12:02:00 INFO: 
2020-06-15 13:00:20 INFO: 
2020-06-15 13:00:20 INFO: 
2020-06-15 13:00:20 INFO: 
2020-06-15 13:00:20 INFO: 
2020-06-15 13:00:20 INFO: init new order start
2020-06-15 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.95, 'high': 224.1, 'low': 222.8, 'close': 223.65, 'trades': 1932, 'volume': 2714227, 'vwap': 223.55, 'lastSize': 1378, 'turnover': 60675675435, 'homeNotional': 24753.26804686962, 'foreignNotional': 5533519.866565044}, {'timestamp': datetime.datetime(2020, 6, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 224.5, 'low': 223.2, 'close': 223.95, 'trades': 2217, 'volume': 2895534, 'vwap': 223.85, 'lastSize': 493, 'turnover': 64813855495, 'homeNotional': 26361.04240642264, 'foreignNotional': 5900690.918772534}, {'timestamp': datetime.datetime(2020, 6, 15, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.65, 'high': 224.45, 'low': 221.55, 'close': 224.0, 'trades': 4147, 'volume': 6408369, 'vwap': 222.92, 'lastSize': 311, 'turnover': 142851069930, 'homeNotional': 58040.40564193896, 'foreignNotional': 12938097.86790128}]
2020-06-15 13:00:20 INFO: prepare candles [CandleItem(low=222.8, high=224.1, open=223.95, close=223.65, color='RED'), CandleItem(low=223.2, high=224.5, open=224.0, close=223.95, color='RED'), CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN')]
2020-06-15 13:00:20 INFO: skip by colors first_candle=CandleItem(low=221.55, high=224.45, open=221.65, close=224.0, color='GREEN') second_candle=CandleItem(low=223.2, high=224.5, open=224.0, close=223.95, color='RED') last_candle=CandleItem(low=222.8, high=224.1, open=223.95, close=223.65, color='RED')
2020-06-15 13:00:20 INFO: check need new order None
2020-06-15 13:00:20 INFO: init new order end
2020-06-15 13:00:20 INFO: 
2020-06-15 13:00:20 INFO: 
2020-06-15 13:00:20 INFO: 
2020-06-15 13:00:20 INFO: 
2020-06-15 13:02:00 INFO: 
2020-06-15 13:02:00 INFO: 
2020-06-15 13:02:00 INFO: 
2020-06-15 13:02:00 INFO: 
2020-06-15 13:02:00 INFO: clearing start
2020-06-15 13:02:00 INFO: clearing end
2020-06-15 13:02:00 INFO: 
2020-06-15 13:02:00 INFO: 
2020-06-15 13:02:00 INFO: 
2020-06-15 13:02:00 INFO: 
2020-06-15 14:00:20 INFO: 
2020-06-15 14:00:20 INFO: 
2020-06-15 14:00:20 INFO: 
2020-06-15 14:00:20 INFO: 
2020-06-15 14:00:20 INFO: init new order start
2020-06-15 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.65, 'high': 224.1, 'low': 222.3, 'close': 222.5, 'trades': 1925, 'volume': 1912021, 'vwap': 223.35, 'lastSize': 1000, 'turnover': 42704050705, 'homeNotional': 17408.4889143167, 'foreignNotional': 3888112.0030228477}, {'timestamp': datetime.datetime(2020, 6, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.95, 'high': 224.1, 'low': 222.8, 'close': 223.65, 'trades': 1932, 'volume': 2714227, 'vwap': 223.55, 'lastSize': 1378, 'turnover': 60675675435, 'homeNotional': 24753.26804686962, 'foreignNotional': 5533519.866565044}, {'timestamp': datetime.datetime(2020, 6, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 224.5, 'low': 223.2, 'close': 223.95, 'trades': 2217, 'volume': 2895534, 'vwap': 223.85, 'lastSize': 493, 'turnover': 64813855495, 'homeNotional': 26361.04240642264, 'foreignNotional': 5900690.918772534}]
2020-06-15 14:00:20 INFO: prepare candles [CandleItem(low=222.3, high=224.1, open=223.65, close=222.5, color='RED'), CandleItem(low=222.8, high=224.1, open=223.95, close=223.65, color='RED'), CandleItem(low=223.2, high=224.5, open=224.0, close=223.95, color='RED')]
2020-06-15 14:00:20 INFO: skip by colors first_candle=CandleItem(low=223.2, high=224.5, open=224.0, close=223.95, color='RED') second_candle=CandleItem(low=222.8, high=224.1, open=223.95, close=223.65, color='RED') last_candle=CandleItem(low=222.3, high=224.1, open=223.65, close=222.5, color='RED')
2020-06-15 14:00:20 INFO: check need new order None
2020-06-15 14:00:20 INFO: init new order end
2020-06-15 14:00:20 INFO: 
2020-06-15 14:00:20 INFO: 
2020-06-15 14:00:20 INFO: 
2020-06-15 14:00:20 INFO: 
2020-06-15 14:02:00 INFO: 
2020-06-15 14:02:00 INFO: 
2020-06-15 14:02:00 INFO: 
2020-06-15 14:02:00 INFO: 
2020-06-15 14:02:00 INFO: clearing start
2020-06-15 14:02:00 INFO: clearing end
2020-06-15 14:02:00 INFO: 
2020-06-15 14:02:00 INFO: 
2020-06-15 14:02:00 INFO: 
2020-06-15 14:02:00 INFO: 
2020-06-15 15:00:20 INFO: 
2020-06-15 15:00:20 INFO: 
2020-06-15 15:00:20 INFO: 
2020-06-15 15:00:20 INFO: 
2020-06-15 15:00:20 INFO: init new order start
2020-06-15 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 223.9, 'low': 222.0, 'close': 223.25, 'trades': 2041, 'volume': 3223791, 'vwap': 222.92, 'lastSize': 272, 'turnover': 71863970200, 'homeNotional': 29327.710545038957, 'foreignNotional': 6537705.309788148}, {'timestamp': datetime.datetime(2020, 6, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.65, 'high': 224.1, 'low': 222.3, 'close': 222.5, 'trades': 1925, 'volume': 1912021, 'vwap': 223.35, 'lastSize': 1000, 'turnover': 42704050705, 'homeNotional': 17408.4889143167, 'foreignNotional': 3888112.0030228477}, {'timestamp': datetime.datetime(2020, 6, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.95, 'high': 224.1, 'low': 222.8, 'close': 223.65, 'trades': 1932, 'volume': 2714227, 'vwap': 223.55, 'lastSize': 1378, 'turnover': 60675675435, 'homeNotional': 24753.26804686962, 'foreignNotional': 5533519.866565044}]
2020-06-15 15:00:20 INFO: prepare candles [CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN'), CandleItem(low=222.3, high=224.1, open=223.65, close=222.5, color='RED'), CandleItem(low=222.8, high=224.1, open=223.95, close=223.65, color='RED')]
2020-06-15 15:00:20 INFO: last_candle=CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN')
2020-06-15 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN')
2020-06-15 15:00:20 INFO: skip by CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-15 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-15 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN')
2020-06-15 15:00:20 INFO: skip by CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-15 15:00:20 INFO: not found applicable config for candle
2020-06-15 15:00:20 INFO: check need new order None
2020-06-15 15:00:20 INFO: init new order end
2020-06-15 15:00:20 INFO: 
2020-06-15 15:00:20 INFO: 
2020-06-15 15:00:20 INFO: 
2020-06-15 15:00:20 INFO: 
2020-06-15 15:02:00 INFO: 
2020-06-15 15:02:00 INFO: 
2020-06-15 15:02:00 INFO: 
2020-06-15 15:02:00 INFO: 
2020-06-15 15:02:00 INFO: clearing start
2020-06-15 15:02:00 INFO: clearing end
2020-06-15 15:02:00 INFO: 
2020-06-15 15:02:00 INFO: 
2020-06-15 15:02:00 INFO: 
2020-06-15 15:02:00 INFO: 
2020-06-15 16:00:20 INFO: 
2020-06-15 16:00:20 INFO: 
2020-06-15 16:00:20 INFO: 
2020-06-15 16:00:20 INFO: 
2020-06-15 16:00:20 INFO: init new order start
2020-06-15 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 223.9, 'low': 222.3, 'close': 222.5, 'trades': 1532, 'volume': 1845560, 'vwap': 223.19, 'lastSize': 239, 'turnover': 41190931830, 'homeNotional': 16795.257494832033, 'foreignNotional': 3748532.953100114}, {'timestamp': datetime.datetime(2020, 6, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 223.9, 'low': 222.0, 'close': 223.25, 'trades': 2041, 'volume': 3223791, 'vwap': 222.92, 'lastSize': 272, 'turnover': 71863970200, 'homeNotional': 29327.710545038957, 'foreignNotional': 6537705.309788148}, {'timestamp': datetime.datetime(2020, 6, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.65, 'high': 224.1, 'low': 222.3, 'close': 222.5, 'trades': 1925, 'volume': 1912021, 'vwap': 223.35, 'lastSize': 1000, 'turnover': 42704050705, 'homeNotional': 17408.4889143167, 'foreignNotional': 3888112.0030228477}]
2020-06-15 16:00:20 INFO: prepare candles [CandleItem(low=222.3, high=223.9, open=223.25, close=222.5, color='RED'), CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN'), CandleItem(low=222.3, high=224.1, open=223.65, close=222.5, color='RED')]
2020-06-15 16:00:20 INFO: skip by colors first_candle=CandleItem(low=222.3, high=224.1, open=223.65, close=222.5, color='RED') second_candle=CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN') last_candle=CandleItem(low=222.3, high=223.9, open=223.25, close=222.5, color='RED')
2020-06-15 16:00:20 INFO: check need new order None
2020-06-15 16:00:20 INFO: init new order end
2020-06-15 16:00:20 INFO: 
2020-06-15 16:00:20 INFO: 
2020-06-15 16:00:20 INFO: 
2020-06-15 16:00:20 INFO: 
2020-06-15 16:02:00 INFO: 
2020-06-15 16:02:00 INFO: 
2020-06-15 16:02:00 INFO: 
2020-06-15 16:02:00 INFO: 
2020-06-15 16:02:00 INFO: clearing start
2020-06-15 16:02:00 INFO: clearing end
2020-06-15 16:02:00 INFO: 
2020-06-15 16:02:00 INFO: 
2020-06-15 16:02:00 INFO: 
2020-06-15 16:02:00 INFO: 
2020-06-15 17:00:20 INFO: 
2020-06-15 17:00:20 INFO: 
2020-06-15 17:00:20 INFO: 
2020-06-15 17:00:20 INFO: 
2020-06-15 17:00:20 INFO: init new order start
2020-06-15 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 224.05, 'low': 220.5, 'close': 223.8, 'trades': 4451, 'volume': 5506134, 'vwap': 222.18, 'lastSize': 60, 'turnover': 122331924925, 'homeNotional': 50074.1626365486, 'foreignNotional': 11125360.271086043}, {'timestamp': datetime.datetime(2020, 6, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 223.9, 'low': 222.3, 'close': 222.5, 'trades': 1532, 'volume': 1845560, 'vwap': 223.19, 'lastSize': 239, 'turnover': 41190931830, 'homeNotional': 16795.257494832033, 'foreignNotional': 3748532.953100114}, {'timestamp': datetime.datetime(2020, 6, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 223.9, 'low': 222.0, 'close': 223.25, 'trades': 2041, 'volume': 3223791, 'vwap': 222.92, 'lastSize': 272, 'turnover': 71863970200, 'homeNotional': 29327.710545038957, 'foreignNotional': 6537705.309788148}]
2020-06-15 17:00:20 INFO: prepare candles [CandleItem(low=220.5, high=224.05, open=222.5, close=223.8, color='GREEN'), CandleItem(low=222.3, high=223.9, open=223.25, close=222.5, color='RED'), CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN')]
2020-06-15 17:00:20 INFO: skip by colors first_candle=CandleItem(low=222.0, high=223.9, open=222.5, close=223.25, color='GREEN') second_candle=CandleItem(low=222.3, high=223.9, open=223.25, close=222.5, color='RED') last_candle=CandleItem(low=220.5, high=224.05, open=222.5, close=223.8, color='GREEN')
2020-06-15 17:00:20 INFO: check need new order None
2020-06-15 17:00:20 INFO: init new order end
2020-06-15 17:00:20 INFO: 
2020-06-15 17:00:20 INFO: 
2020-06-15 17:00:20 INFO: 
2020-06-15 17:00:20 INFO: 
2020-06-15 17:02:00 INFO: 
2020-06-15 17:02:00 INFO: 
2020-06-15 17:02:00 INFO: 
2020-06-15 17:02:00 INFO: 
2020-06-15 17:02:00 INFO: clearing start
2020-06-15 17:02:00 INFO: clearing end
2020-06-15 17:02:00 INFO: 
2020-06-15 17:02:00 INFO: 
2020-06-15 17:02:00 INFO: 
2020-06-15 17:02:00 INFO: 
2020-06-15 18:00:20 INFO: 
2020-06-15 18:00:20 INFO: 
2020-06-15 18:00:20 INFO: 
2020-06-15 18:00:20 INFO: 
2020-06-15 18:00:20 INFO: init new order start
2020-06-15 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 225.4, 'low': 223.8, 'close': 224.25, 'trades': 3335, 'volume': 4061660, 'vwap': 224.58, 'lastSize': 1, 'turnover': 91214194215, 'homeNotional': 37384.86481944351, 'foreignNotional': 8395668.70030473}, {'timestamp': datetime.datetime(2020, 6, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 224.05, 'low': 220.5, 'close': 223.8, 'trades': 4451, 'volume': 5506134, 'vwap': 222.18, 'lastSize': 60, 'turnover': 122331924925, 'homeNotional': 50074.1626365486, 'foreignNotional': 11125360.271086043}, {'timestamp': datetime.datetime(2020, 6, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 223.9, 'low': 222.3, 'close': 222.5, 'trades': 1532, 'volume': 1845560, 'vwap': 223.19, 'lastSize': 239, 'turnover': 41190931830, 'homeNotional': 16795.257494832033, 'foreignNotional': 3748532.953100114}]
2020-06-15 18:00:20 INFO: prepare candles [CandleItem(low=223.8, high=225.4, open=223.8, close=224.25, color='GREEN'), CandleItem(low=220.5, high=224.05, open=222.5, close=223.8, color='GREEN'), CandleItem(low=222.3, high=223.9, open=223.25, close=222.5, color='RED')]
2020-06-15 18:00:20 INFO: skip by colors first_candle=CandleItem(low=222.3, high=223.9, open=223.25, close=222.5, color='RED') second_candle=CandleItem(low=220.5, high=224.05, open=222.5, close=223.8, color='GREEN') last_candle=CandleItem(low=223.8, high=225.4, open=223.8, close=224.25, color='GREEN')
2020-06-15 18:00:20 INFO: check need new order None
2020-06-15 18:00:20 INFO: init new order end
2020-06-15 18:00:20 INFO: 
2020-06-15 18:00:20 INFO: 
2020-06-15 18:00:20 INFO: 
2020-06-15 18:00:20 INFO: 
2020-06-15 18:02:00 INFO: 
2020-06-15 18:02:00 INFO: 
2020-06-15 18:02:00 INFO: 
2020-06-15 18:02:00 INFO: 
2020-06-15 18:02:00 INFO: clearing start
2020-06-15 18:02:00 INFO: clearing end
2020-06-15 18:02:00 INFO: 
2020-06-15 18:02:00 INFO: 
2020-06-15 18:02:00 INFO: 
2020-06-15 18:02:00 INFO: 
2020-06-15 19:00:20 INFO: 
2020-06-15 19:00:20 INFO: 
2020-06-15 19:00:20 INFO: 
2020-06-15 19:00:20 INFO: 
2020-06-15 19:00:20 INFO: init new order start
2020-06-15 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.25, 'high': 226.45, 'low': 224.25, 'close': 226.25, 'trades': 3057, 'volume': 3096836, 'vwap': 225.79, 'lastSize': 1780, 'turnover': 69921778575, 'homeNotional': 28702.332315457126, 'foreignNotional': 6480581.697119212}, {'timestamp': datetime.datetime(2020, 6, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 225.4, 'low': 223.8, 'close': 224.25, 'trades': 3335, 'volume': 4061660, 'vwap': 224.58, 'lastSize': 1, 'turnover': 91214194215, 'homeNotional': 37384.86481944351, 'foreignNotional': 8395668.70030473}, {'timestamp': datetime.datetime(2020, 6, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 224.05, 'low': 220.5, 'close': 223.8, 'trades': 4451, 'volume': 5506134, 'vwap': 222.18, 'lastSize': 60, 'turnover': 122331924925, 'homeNotional': 50074.1626365486, 'foreignNotional': 11125360.271086043}]
2020-06-15 19:00:20 INFO: prepare candles [CandleItem(low=224.25, high=226.45, open=224.25, close=226.25, color='GREEN'), CandleItem(low=223.8, high=225.4, open=223.8, close=224.25, color='GREEN'), CandleItem(low=220.5, high=224.05, open=222.5, close=223.8, color='GREEN')]
2020-06-15 19:00:20 INFO: skip by colors first_candle=CandleItem(low=220.5, high=224.05, open=222.5, close=223.8, color='GREEN') second_candle=CandleItem(low=223.8, high=225.4, open=223.8, close=224.25, color='GREEN') last_candle=CandleItem(low=224.25, high=226.45, open=224.25, close=226.25, color='GREEN')
2020-06-15 19:00:20 INFO: check need new order None
2020-06-15 19:00:20 INFO: init new order end
2020-06-15 19:00:20 INFO: 
2020-06-15 19:00:20 INFO: 
2020-06-15 19:00:20 INFO: 
2020-06-15 19:00:20 INFO: 
2020-06-15 19:02:00 INFO: 
2020-06-15 19:02:00 INFO: 
2020-06-15 19:02:00 INFO: 
2020-06-15 19:02:00 INFO: 
2020-06-15 19:02:00 INFO: clearing start
2020-06-15 19:02:00 INFO: clearing end
2020-06-15 19:02:00 INFO: 
2020-06-15 19:02:00 INFO: 
2020-06-15 19:02:00 INFO: 
2020-06-15 19:02:00 INFO: 
2020-06-15 20:00:20 INFO: 
2020-06-15 20:00:20 INFO: 
2020-06-15 20:00:20 INFO: 
2020-06-15 20:00:20 INFO: 
2020-06-15 20:00:20 INFO: init new order start
2020-06-15 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.25, 'high': 229.3, 'low': 225.45, 'close': 227.6, 'trades': 6006, 'volume': 7811241, 'vwap': 227.68, 'lastSize': 517, 'turnover': 177840563155, 'homeNotional': 73030.48562605659, 'foreignNotional': 16627195.069909642}, {'timestamp': datetime.datetime(2020, 6, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.25, 'high': 226.45, 'low': 224.25, 'close': 226.25, 'trades': 3057, 'volume': 3096836, 'vwap': 225.79, 'lastSize': 1780, 'turnover': 69921778575, 'homeNotional': 28702.332315457126, 'foreignNotional': 6480581.697119212}, {'timestamp': datetime.datetime(2020, 6, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 225.4, 'low': 223.8, 'close': 224.25, 'trades': 3335, 'volume': 4061660, 'vwap': 224.58, 'lastSize': 1, 'turnover': 91214194215, 'homeNotional': 37384.86481944351, 'foreignNotional': 8395668.70030473}]
2020-06-15 20:00:20 INFO: prepare candles [CandleItem(low=225.45, high=229.3, open=226.25, close=227.6, color='GREEN'), CandleItem(low=224.25, high=226.45, open=224.25, close=226.25, color='GREEN'), CandleItem(low=223.8, high=225.4, open=223.8, close=224.25, color='GREEN')]
2020-06-15 20:00:20 INFO: skip by colors first_candle=CandleItem(low=223.8, high=225.4, open=223.8, close=224.25, color='GREEN') second_candle=CandleItem(low=224.25, high=226.45, open=224.25, close=226.25, color='GREEN') last_candle=CandleItem(low=225.45, high=229.3, open=226.25, close=227.6, color='GREEN')
2020-06-15 20:00:20 INFO: check need new order None
2020-06-15 20:00:20 INFO: init new order end
2020-06-15 20:00:20 INFO: 
2020-06-15 20:00:20 INFO: 
2020-06-15 20:00:20 INFO: 
2020-06-15 20:00:20 INFO: 
2020-06-15 20:02:00 INFO: 
2020-06-15 20:02:00 INFO: 
2020-06-15 20:02:00 INFO: 
2020-06-15 20:02:00 INFO: 
2020-06-15 20:02:00 INFO: clearing start
2020-06-15 20:02:00 INFO: clearing end
2020-06-15 20:02:00 INFO: 
2020-06-15 20:02:00 INFO: 
2020-06-15 20:02:00 INFO: 
2020-06-15 20:02:00 INFO: 
2020-06-15 21:00:20 INFO: 
2020-06-15 21:00:20 INFO: 
2020-06-15 21:00:20 INFO: 
2020-06-15 21:00:20 INFO: 
2020-06-15 21:00:20 INFO: init new order start
2020-06-15 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.6, 'high': 228.2, 'low': 227.5, 'close': 227.7, 'trades': 1725, 'volume': 3062706, 'vwap': 227.95, 'lastSize': 146, 'turnover': 69814077850, 'homeNotional': 28674.358105259864, 'foreignNotional': 6536297.25685265}, {'timestamp': datetime.datetime(2020, 6, 15, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.25, 'high': 229.3, 'low': 225.45, 'close': 227.6, 'trades': 6006, 'volume': 7811241, 'vwap': 227.68, 'lastSize': 517, 'turnover': 177840563155, 'homeNotional': 73030.48562605659, 'foreignNotional': 16627195.069909642}, {'timestamp': datetime.datetime(2020, 6, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 224.25, 'high': 226.45, 'low': 224.25, 'close': 226.25, 'trades': 3057, 'volume': 3096836, 'vwap': 225.79, 'lastSize': 1780, 'turnover': 69921778575, 'homeNotional': 28702.332315457126, 'foreignNotional': 6480581.697119212}]
2020-06-15 21:00:20 INFO: prepare candles [CandleItem(low=227.5, high=228.2, open=227.6, close=227.7, color='GREEN'), CandleItem(low=225.45, high=229.3, open=226.25, close=227.6, color='GREEN'), CandleItem(low=224.25, high=226.45, open=224.25, close=226.25, color='GREEN')]
2020-06-15 21:00:20 INFO: skip by colors first_candle=CandleItem(low=224.25, high=226.45, open=224.25, close=226.25, color='GREEN') second_candle=CandleItem(low=225.45, high=229.3, open=226.25, close=227.6, color='GREEN') last_candle=CandleItem(low=227.5, high=228.2, open=227.6, close=227.7, color='GREEN')
2020-06-15 21:00:20 INFO: check need new order None
2020-06-15 21:00:20 INFO: init new order end
2020-06-15 21:00:20 INFO: 
2020-06-15 21:00:20 INFO: 
2020-06-15 21:00:20 INFO: 
2020-06-15 21:00:20 INFO: 
2020-06-15 21:02:00 INFO: 
2020-06-15 21:02:00 INFO: 
2020-06-15 21:02:00 INFO: 
2020-06-15 21:02:00 INFO: 
2020-06-15 21:02:00 INFO: clearing start
2020-06-15 21:02:00 INFO: clearing end
2020-06-15 21:02:00 INFO: 
2020-06-15 21:02:00 INFO: 
2020-06-15 21:02:00 INFO: 
2020-06-15 21:02:00 INFO: 
2020-06-15 21:36:08 INFO: Websocket Closed
2020-06-15 21:36:08 WARNING: reconnect to socket
2020-06-15 21:36:08 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-15 21:36:08 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-15 21:36:08 INFO: Authenticating with API Key.
2020-06-15 21:36:09 INFO: Connected to WS.
2020-06-15 22:00:20 INFO: 
2020-06-15 22:00:20 INFO: 
2020-06-15 22:00:20 INFO: 
2020-06-15 22:00:20 INFO: 
2020-06-15 22:00:20 INFO: init new order start
2020-06-15 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 232.35, 'low': 227.75, 'close': 232.1, 'trades': 7614, 'volume': 9617029, 'vwap': 230.55, 'lastSize': 4, 'turnover': 221715281320, 'homeNotional': 90385.39193900285, 'foreignNotional': 20838006.731075663}, {'timestamp': datetime.datetime(2020, 6, 15, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.6, 'high': 228.2, 'low': 227.5, 'close': 227.7, 'trades': 1725, 'volume': 3062706, 'vwap': 227.95, 'lastSize': 146, 'turnover': 69814077850, 'homeNotional': 28674.358105259864, 'foreignNotional': 6536297.25685265}, {'timestamp': datetime.datetime(2020, 6, 15, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.25, 'high': 229.3, 'low': 225.45, 'close': 227.6, 'trades': 6006, 'volume': 7811241, 'vwap': 227.68, 'lastSize': 517, 'turnover': 177840563155, 'homeNotional': 73030.48562605659, 'foreignNotional': 16627195.069909642}]
2020-06-15 22:00:20 INFO: prepare candles [CandleItem(low=227.75, high=232.35, open=227.7, close=232.1, color='GREEN'), CandleItem(low=227.5, high=228.2, open=227.6, close=227.7, color='GREEN'), CandleItem(low=225.45, high=229.3, open=226.25, close=227.6, color='GREEN')]
2020-06-15 22:00:20 INFO: skip by colors first_candle=CandleItem(low=225.45, high=229.3, open=226.25, close=227.6, color='GREEN') second_candle=CandleItem(low=227.5, high=228.2, open=227.6, close=227.7, color='GREEN') last_candle=CandleItem(low=227.75, high=232.35, open=227.7, close=232.1, color='GREEN')
2020-06-15 22:00:20 INFO: check need new order None
2020-06-15 22:00:20 INFO: init new order end
2020-06-15 22:00:20 INFO: 
2020-06-15 22:00:20 INFO: 
2020-06-15 22:00:20 INFO: 
2020-06-15 22:00:20 INFO: 
2020-06-15 22:02:00 INFO: 
2020-06-15 22:02:00 INFO: 
2020-06-15 22:02:00 INFO: 
2020-06-15 22:02:00 INFO: 
2020-06-15 22:02:00 INFO: clearing start
2020-06-15 22:02:00 INFO: clearing end
2020-06-15 22:02:00 INFO: 
2020-06-15 22:02:00 INFO: 
2020-06-15 22:02:00 INFO: 
2020-06-15 22:02:00 INFO: 
2020-06-15 23:00:20 INFO: 
2020-06-15 23:00:20 INFO: 
2020-06-15 23:00:20 INFO: 
2020-06-15 23:00:20 INFO: 
2020-06-15 23:00:20 INFO: init new order start
2020-06-15 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 234.0, 'low': 231.75, 'close': 232.55, 'trades': 4177, 'volume': 5458994, 'vwap': 232.84, 'lastSize': 200, 'turnover': 127103985415, 'homeNotional': 51467.92437281535, 'foreignNotional': 11983530.697198154}, {'timestamp': datetime.datetime(2020, 6, 15, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 232.35, 'low': 227.75, 'close': 232.1, 'trades': 7614, 'volume': 9617029, 'vwap': 230.55, 'lastSize': 4, 'turnover': 221715281320, 'homeNotional': 90385.39193900285, 'foreignNotional': 20838006.731075663}, {'timestamp': datetime.datetime(2020, 6, 15, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.6, 'high': 228.2, 'low': 227.5, 'close': 227.7, 'trades': 1725, 'volume': 3062706, 'vwap': 227.95, 'lastSize': 146, 'turnover': 69814077850, 'homeNotional': 28674.358105259864, 'foreignNotional': 6536297.25685265}]
2020-06-15 23:00:20 INFO: prepare candles [CandleItem(low=231.75, high=234.0, open=232.1, close=232.55, color='GREEN'), CandleItem(low=227.75, high=232.35, open=227.7, close=232.1, color='GREEN'), CandleItem(low=227.5, high=228.2, open=227.6, close=227.7, color='GREEN')]
2020-06-15 23:00:20 INFO: skip by colors first_candle=CandleItem(low=227.5, high=228.2, open=227.6, close=227.7, color='GREEN') second_candle=CandleItem(low=227.75, high=232.35, open=227.7, close=232.1, color='GREEN') last_candle=CandleItem(low=231.75, high=234.0, open=232.1, close=232.55, color='GREEN')
2020-06-15 23:00:20 INFO: check need new order None
2020-06-15 23:00:20 INFO: init new order end
2020-06-15 23:00:20 INFO: 
2020-06-15 23:00:20 INFO: 
2020-06-15 23:00:20 INFO: 
2020-06-15 23:00:20 INFO: 
2020-06-15 23:02:00 INFO: 
2020-06-15 23:02:00 INFO: 
2020-06-15 23:02:00 INFO: 
2020-06-15 23:02:00 INFO: 
2020-06-15 23:02:00 INFO: clearing start
2020-06-15 23:02:00 INFO: clearing end
2020-06-15 23:02:00 INFO: 
2020-06-15 23:02:00 INFO: 
2020-06-15 23:02:00 INFO: 
2020-06-15 23:02:00 INFO: 
2020-06-16 00:00:20 INFO: 
2020-06-16 00:00:20 INFO: 
2020-06-16 00:00:20 INFO: 
2020-06-16 00:00:20 INFO: 
2020-06-16 00:00:20 INFO: init new order start
2020-06-16 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.55, 'high': 233.55, 'low': 232.0, 'close': 233.15, 'trades': 2619, 'volume': 2443560, 'vwap': 232.82, 'lastSize': 1, 'turnover': 56889316125, 'homeNotional': 23061.499107757314, 'foreignNotional': 5369037.6173177445}, {'timestamp': datetime.datetime(2020, 6, 15, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 234.0, 'low': 231.75, 'close': 232.55, 'trades': 4177, 'volume': 5458994, 'vwap': 232.84, 'lastSize': 200, 'turnover': 127103985415, 'homeNotional': 51467.92437281535, 'foreignNotional': 11983530.697198154}, {'timestamp': datetime.datetime(2020, 6, 15, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 232.35, 'low': 227.75, 'close': 232.1, 'trades': 7614, 'volume': 9617029, 'vwap': 230.55, 'lastSize': 4, 'turnover': 221715281320, 'homeNotional': 90385.39193900285, 'foreignNotional': 20838006.731075663}]
2020-06-16 00:00:20 INFO: prepare candles [CandleItem(low=232.0, high=233.55, open=232.55, close=233.15, color='GREEN'), CandleItem(low=231.75, high=234.0, open=232.1, close=232.55, color='GREEN'), CandleItem(low=227.75, high=232.35, open=227.7, close=232.1, color='GREEN')]
2020-06-16 00:00:20 INFO: skip by colors first_candle=CandleItem(low=227.75, high=232.35, open=227.7, close=232.1, color='GREEN') second_candle=CandleItem(low=231.75, high=234.0, open=232.1, close=232.55, color='GREEN') last_candle=CandleItem(low=232.0, high=233.55, open=232.55, close=233.15, color='GREEN')
2020-06-16 00:00:20 INFO: check need new order None
2020-06-16 00:00:20 INFO: init new order end
2020-06-16 00:00:20 INFO: 
2020-06-16 00:00:20 INFO: 
2020-06-16 00:00:20 INFO: 
2020-06-16 00:00:20 INFO: 
2020-06-16 00:02:00 INFO: 
2020-06-16 00:02:00 INFO: 
2020-06-16 00:02:00 INFO: 
2020-06-16 00:02:00 INFO: 
2020-06-16 00:02:00 INFO: clearing start
2020-06-16 00:02:00 INFO: clearing end
2020-06-16 00:02:00 INFO: 
2020-06-16 00:02:00 INFO: 
2020-06-16 00:02:00 INFO: 
2020-06-16 00:02:00 INFO: 
2020-06-16 01:00:20 INFO: 
2020-06-16 01:00:20 INFO: 
2020-06-16 01:00:20 INFO: 
2020-06-16 01:00:20 INFO: 
2020-06-16 01:00:20 INFO: init new order start
2020-06-16 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.8, 'low': 231.85, 'close': 232.25, 'trades': 3016, 'volume': 3217226, 'vwap': 233.02, 'lastSize': 1837, 'turnover': 74966571445, 'homeNotional': 30486.736344664554, 'foreignNotional': 7103926.942995804}, {'timestamp': datetime.datetime(2020, 6, 15, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.55, 'high': 233.55, 'low': 232.0, 'close': 233.15, 'trades': 2619, 'volume': 2443560, 'vwap': 232.82, 'lastSize': 1, 'turnover': 56889316125, 'homeNotional': 23061.499107757314, 'foreignNotional': 5369037.6173177445}, {'timestamp': datetime.datetime(2020, 6, 15, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 234.0, 'low': 231.75, 'close': 232.55, 'trades': 4177, 'volume': 5458994, 'vwap': 232.84, 'lastSize': 200, 'turnover': 127103985415, 'homeNotional': 51467.92437281535, 'foreignNotional': 11983530.697198154}]
2020-06-16 01:00:20 INFO: prepare candles [CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED'), CandleItem(low=232.0, high=233.55, open=232.55, close=233.15, color='GREEN'), CandleItem(low=231.75, high=234.0, open=232.1, close=232.55, color='GREEN')]
2020-06-16 01:00:20 INFO: last_candle=CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED')
2020-06-16 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED')
2020-06-16 01:00:20 INFO: skip by CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-16 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED')
2020-06-16 01:00:20 INFO: skip by CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-16 01:00:20 INFO: not found applicable config for candle
2020-06-16 01:00:20 INFO: check need new order None
2020-06-16 01:00:20 INFO: init new order end
2020-06-16 01:00:20 INFO: 
2020-06-16 01:00:20 INFO: 
2020-06-16 01:00:20 INFO: 
2020-06-16 01:00:20 INFO: 
2020-06-16 01:02:00 INFO: 
2020-06-16 01:02:00 INFO: 
2020-06-16 01:02:00 INFO: 
2020-06-16 01:02:00 INFO: 
2020-06-16 01:02:00 INFO: clearing start
2020-06-16 01:02:00 INFO: clearing end
2020-06-16 01:02:00 INFO: 
2020-06-16 01:02:00 INFO: 
2020-06-16 01:02:00 INFO: 
2020-06-16 01:02:00 INFO: 
2020-06-16 02:00:20 INFO: 
2020-06-16 02:00:20 INFO: 
2020-06-16 02:00:20 INFO: 
2020-06-16 02:00:20 INFO: 
2020-06-16 02:00:20 INFO: init new order start
2020-06-16 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 15, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 233.1, 'low': 230.0, 'close': 231.25, 'trades': 3598, 'volume': 3589880, 'vwap': 231.54, 'lastSize': 293, 'turnover': 83117961320, 'homeNotional': 33860.93148531964, 'foreignNotional': 7840000.882214989}, {'timestamp': datetime.datetime(2020, 6, 15, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.8, 'low': 231.85, 'close': 232.25, 'trades': 3016, 'volume': 3217226, 'vwap': 233.02, 'lastSize': 1837, 'turnover': 74966571445, 'homeNotional': 30486.736344664554, 'foreignNotional': 7103926.942995804}, {'timestamp': datetime.datetime(2020, 6, 15, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.55, 'high': 233.55, 'low': 232.0, 'close': 233.15, 'trades': 2619, 'volume': 2443560, 'vwap': 232.82, 'lastSize': 1, 'turnover': 56889316125, 'homeNotional': 23061.499107757314, 'foreignNotional': 5369037.6173177445}]
2020-06-16 02:00:20 INFO: prepare candles [CandleItem(low=230.0, high=233.1, open=232.25, close=231.25, color='RED'), CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED'), CandleItem(low=232.0, high=233.55, open=232.55, close=233.15, color='GREEN')]
2020-06-16 02:00:20 INFO: skip by colors first_candle=CandleItem(low=232.0, high=233.55, open=232.55, close=233.15, color='GREEN') second_candle=CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED') last_candle=CandleItem(low=230.0, high=233.1, open=232.25, close=231.25, color='RED')
2020-06-16 02:00:20 INFO: check need new order None
2020-06-16 02:00:20 INFO: init new order end
2020-06-16 02:00:20 INFO: 
2020-06-16 02:00:20 INFO: 
2020-06-16 02:00:20 INFO: 
2020-06-16 02:00:20 INFO: 
2020-06-16 02:02:00 INFO: 
2020-06-16 02:02:00 INFO: 
2020-06-16 02:02:00 INFO: 
2020-06-16 02:02:00 INFO: 
2020-06-16 02:02:00 INFO: clearing start
2020-06-16 02:02:00 INFO: clearing end
2020-06-16 02:02:00 INFO: 
2020-06-16 02:02:00 INFO: 
2020-06-16 02:02:00 INFO: 
2020-06-16 02:02:00 INFO: 
2020-06-16 03:00:20 INFO: 
2020-06-16 03:00:20 INFO: 
2020-06-16 03:00:20 INFO: 
2020-06-16 03:00:20 INFO: 
2020-06-16 03:00:20 INFO: init new order start
2020-06-16 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.25, 'high': 231.85, 'low': 231.0, 'close': 231.2, 'trades': 1505, 'volume': 1238216, 'vwap': 231.46, 'lastSize': 140, 'turnover': 28658966585, 'homeNotional': 11691.788560809438, 'foreignNotional': 2706109.0387914386}, {'timestamp': datetime.datetime(2020, 6, 15, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 233.1, 'low': 230.0, 'close': 231.25, 'trades': 3598, 'volume': 3589880, 'vwap': 231.54, 'lastSize': 293, 'turnover': 83117961320, 'homeNotional': 33860.93148531964, 'foreignNotional': 7840000.882214989}, {'timestamp': datetime.datetime(2020, 6, 15, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.8, 'low': 231.85, 'close': 232.25, 'trades': 3016, 'volume': 3217226, 'vwap': 233.02, 'lastSize': 1837, 'turnover': 74966571445, 'homeNotional': 30486.736344664554, 'foreignNotional': 7103926.942995804}]
2020-06-16 03:00:20 INFO: prepare candles [CandleItem(low=231.0, high=231.85, open=231.25, close=231.2, color='RED'), CandleItem(low=230.0, high=233.1, open=232.25, close=231.25, color='RED'), CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED')]
2020-06-16 03:00:20 INFO: skip by colors first_candle=CandleItem(low=231.85, high=233.8, open=233.15, close=232.25, color='RED') second_candle=CandleItem(low=230.0, high=233.1, open=232.25, close=231.25, color='RED') last_candle=CandleItem(low=231.0, high=231.85, open=231.25, close=231.2, color='RED')
2020-06-16 03:00:20 INFO: check need new order None
2020-06-16 03:00:20 INFO: init new order end
2020-06-16 03:00:20 INFO: 
2020-06-16 03:00:20 INFO: 
2020-06-16 03:00:20 INFO: 
2020-06-16 03:00:20 INFO: 
2020-06-16 03:02:00 INFO: 
2020-06-16 03:02:00 INFO: 
2020-06-16 03:02:00 INFO: 
2020-06-16 03:02:00 INFO: 
2020-06-16 03:02:00 INFO: clearing start
2020-06-16 03:02:00 INFO: clearing end
2020-06-16 03:02:00 INFO: 
2020-06-16 03:02:00 INFO: 
2020-06-16 03:02:00 INFO: 
2020-06-16 03:02:00 INFO: 
2020-06-16 04:00:20 INFO: 
2020-06-16 04:00:20 INFO: 
2020-06-16 04:00:20 INFO: 
2020-06-16 04:00:20 INFO: 
2020-06-16 04:00:20 INFO: init new order start
2020-06-16 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 229.2, 'close': 230.0, 'trades': 3109, 'volume': 3190124, 'vwap': 230.37, 'lastSize': 1000, 'turnover': 73490282545, 'homeNotional': 30004.882786573864, 'foreignNotional': 6912204.117213622}, {'timestamp': datetime.datetime(2020, 6, 16, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.25, 'high': 231.85, 'low': 231.0, 'close': 231.2, 'trades': 1505, 'volume': 1238216, 'vwap': 231.46, 'lastSize': 140, 'turnover': 28658966585, 'homeNotional': 11691.788560809438, 'foreignNotional': 2706109.0387914386}, {'timestamp': datetime.datetime(2020, 6, 15, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 233.1, 'low': 230.0, 'close': 231.25, 'trades': 3598, 'volume': 3589880, 'vwap': 231.54, 'lastSize': 293, 'turnover': 83117961320, 'homeNotional': 33860.93148531964, 'foreignNotional': 7840000.882214989}]
2020-06-16 04:00:20 INFO: prepare candles [CandleItem(low=229.2, high=231.65, open=231.2, close=230.0, color='RED'), CandleItem(low=231.0, high=231.85, open=231.25, close=231.2, color='RED'), CandleItem(low=230.0, high=233.1, open=232.25, close=231.25, color='RED')]
2020-06-16 04:00:20 INFO: skip by colors first_candle=CandleItem(low=230.0, high=233.1, open=232.25, close=231.25, color='RED') second_candle=CandleItem(low=231.0, high=231.85, open=231.25, close=231.2, color='RED') last_candle=CandleItem(low=229.2, high=231.65, open=231.2, close=230.0, color='RED')
2020-06-16 04:00:20 INFO: check need new order None
2020-06-16 04:00:20 INFO: init new order end
2020-06-16 04:00:20 INFO: 
2020-06-16 04:00:20 INFO: 
2020-06-16 04:00:20 INFO: 
2020-06-16 04:00:20 INFO: 
2020-06-16 04:02:00 INFO: 
2020-06-16 04:02:00 INFO: 
2020-06-16 04:02:00 INFO: 
2020-06-16 04:02:00 INFO: 
2020-06-16 04:02:00 INFO: clearing start
2020-06-16 04:02:00 INFO: clearing end
2020-06-16 04:02:00 INFO: 
2020-06-16 04:02:00 INFO: 
2020-06-16 04:02:00 INFO: 
2020-06-16 04:02:00 INFO: 
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:20 INFO: init new order start
2020-06-16 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 230.65, 'low': 229.65, 'close': 230.1, 'trades': 1090, 'volume': 1096897, 'vwap': 230.27, 'lastSize': 3, 'turnover': 25257518000, 'homeNotional': 10323.326270465355, 'foreignNotional': 2377086.247046729}, {'timestamp': datetime.datetime(2020, 6, 16, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 229.2, 'close': 230.0, 'trades': 3109, 'volume': 3190124, 'vwap': 230.37, 'lastSize': 1000, 'turnover': 73490282545, 'homeNotional': 30004.882786573864, 'foreignNotional': 6912204.117213622}, {'timestamp': datetime.datetime(2020, 6, 16, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.25, 'high': 231.85, 'low': 231.0, 'close': 231.2, 'trades': 1505, 'volume': 1238216, 'vwap': 231.46, 'lastSize': 140, 'turnover': 28658966585, 'homeNotional': 11691.788560809438, 'foreignNotional': 2706109.0387914386}]
2020-06-16 05:00:20 INFO: prepare candles [CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN'), CandleItem(low=229.2, high=231.65, open=231.2, close=230.0, color='RED'), CandleItem(low=231.0, high=231.85, open=231.25, close=231.2, color='RED')]
2020-06-16 05:00:20 INFO: last_candle=CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN')
2020-06-16 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN')
2020-06-16 05:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.2, high=231.65, open=231.2, close=230.0, color='RED')
2020-06-16 05:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.0, high=231.85, open=231.25, close=231.2, color='RED')
2020-06-16 05:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 05:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 05:00:20 INFO: place order: start candle=CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-16 05:00:20 INFO: place order: side_factor=-1 init_trigger_price=230.70000000000002 init_order_price=230.75 stop_price_offset=0.0 candle.size=1.0 stop_price=229.65 take_price=236.75
2020-06-16 05:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('230.700000000000017053025658242404460906982421875') init_order_price=Decimal('230.75') stop_price_offset=0.0 candle.size=1.0 stop_price=Decimal('229.650000000000005684341886080801486968994140625') take_price=Decimal('236.75')
2020-06-16 05:00:20 INFO: place order: compute qty=762
2020-06-16 05:00:20 INFO: place order: save order to db d20d99fe851b40b786041551c9d0d690; response=True
2020-06-16 05:00:20 INFO: post order to exchange resp={'orderID': 'e6a22701-a9eb-9bf1-8d07-3949ca2aaba0', 'clOrdID': 'd20d99fe851b40b786041551c9d0d690', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 230.75, 'displayQty': None, 'stopPx': 230.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 0, 20, 665000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 0, 20, 665000, tzinfo=tzutc())}
2020-06-16 05:00:20 INFO: place new init order {'qty': 762, 'init_price': Decimal('230.700000000000017053025658242404460906982421875'), 'stop_price': Decimal('229.650000000000005684341886080801486968994140625'), 'take_price': Decimal('236.75'), 'order_uid': 'd20d99fe851b40b786041551c9d0d690', 'response': {'orderID': 'e6a22701-a9eb-9bf1-8d07-3949ca2aaba0', 'clOrdID': 'd20d99fe851b40b786041551c9d0d690', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 230.75, 'displayQty': None, 'stopPx': 230.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 0, 20, 665000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 0, 20, 665000, tzinfo=tzutc())}}
2020-06-16 05:00:20 INFO: init new order end
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:20 INFO: 
2020-06-16 05:00:21 INFO: process event {'orderID': 'e6a22701-a9eb-9bf1-8d07-3949ca2aaba0', 'clOrdID': 'd20d99fe851b40b786041551c9d0d690', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 230.75, 'displayQty': None, 'stopPx': 230.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-16T02:00:20.665Z', 'timestamp': '2020-06-16T02:00:20.665Z'}
2020-06-16 05:00:21 INFO: skip event d20d99fe851b40b786041551c9d0d690 New
2020-06-16 05:02:00 INFO: 
2020-06-16 05:02:00 INFO: 
2020-06-16 05:02:00 INFO: 
2020-06-16 05:02:00 INFO: 
2020-06-16 05:02:00 INFO: clearing start
2020-06-16 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e6a22701-a9eb-9bf1-8d07-3949ca2aaba0', 'clOrdID': 'd20d99fe851b40b786041551c9d0d690', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 230.75, 'displayQty': None, 'stopPx': 230.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 0, 20, 665000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 0, 20, 665000, tzinfo=tzutc())}
2020-06-16 05:02:00 INFO: order time=2020-06-16 02:00:20.665000+00:00; delta from now UTC=0:01:40.172971 time_delta.total_seconds()=100.172971; time_diff_offset='3600'
2020-06-16 05:02:00 INFO: skip by time diff 2020-06-16 02:00:20.665000+00:00
2020-06-16 05:02:00 INFO: clearing end
2020-06-16 05:02:00 INFO: 
2020-06-16 05:02:00 INFO: 
2020-06-16 05:02:00 INFO: 
2020-06-16 05:02:00 INFO: 
2020-06-16 05:54:13 INFO: process event {'orderID': 'e6a22701-a9eb-9bf1-8d07-3949ca2aaba0', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-16T02:54:13.346Z', 'clOrdID': 'd20d99fe851b40b786041551c9d0d690', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 05:54:13 INFO: skip event d20d99fe851b40b786041551c9d0d690 
2020-06-16 05:54:13 INFO: process event {'orderID': 'e6a22701-a9eb-9bf1-8d07-3949ca2aaba0', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 762, 'avgPx': 230.7, 'transactTime': '2020-06-16T02:54:13.346Z', 'clOrdID': 'd20d99fe851b40b786041551c9d0d690', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T02:54:13.346Z'}
2020-06-16 05:54:13 INFO: add new event={'uid': 'd20d99fe851b40b786041551c9d0d690', 'status': 'Filled'}
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: process event start
2020-06-16 05:54:13 INFO: fetch new order event d20d99fe851b40b786041551c9d0d690
2020-06-16 05:54:13 INFO: fetch orders by event init={'stop': '229.650000000000005684341886080801486968994140625', 'take': '236.75', 'qty': '762', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-16 05:54:13 INFO: process init order filled
2020-06-16 05:54:13 INFO: save profit orders to storage stop=72e1f61e10554bdaa0fa51c0d5a8bca5 take=887916426a484007be31294e552ef67a
2020-06-16 05:54:13 INFO: place profit orders take_price=236.75, stop_price=229.650000000000005684341886080801486968994140625, qty=762, color=GREEN, ticker=ETHUSD 72e1f61e10554bdaa0fa51c0d5a8bca5 887916426a484007be31294e552ef67a
2020-06-16 05:54:13 INFO: place stop order ETHUSD: qty=-762, stop_price=229.650000000000005684341886080801486968994140625, stop_uid=72e1f61e10554bdaa0fa51c0d5a8bca5
2020-06-16 05:54:13 INFO: process event {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-16T02:54:13.653Z', 'timestamp': '2020-06-16T02:54:13.653Z'}
2020-06-16 05:54:13 INFO: skip event 72e1f61e10554bdaa0fa51c0d5a8bca5 New
2020-06-16 05:54:13 INFO: exchange resp for stop order={'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 05:54:13 INFO: place limit order ETHUSD: qty=-762, price=236.75, take_uid=887916426a484007be31294e552ef67a
2020-06-16 05:54:13 INFO: process event {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-16T02:54:13.695Z', 'timestamp': '2020-06-16T02:54:13.695Z'}
2020-06-16 05:54:13 INFO: skip event 887916426a484007be31294e552ef67a New
2020-06-16 05:54:13 INFO: exchange resp for take profit order={'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 05:54:13 INFO: place profit orders={'stop': {'response': {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}, 'qty': Decimal('-762'), 'uid': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'price': Decimal('229.650000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}, 'qty': Decimal('-762'), 'uid': '887916426a484007be31294e552ef67a', 'price': Decimal('236.75')}}
2020-06-16 05:54:13 INFO: rm init order from db d20d99fe851b40b786041551c9d0d690
2020-06-16 05:54:13 INFO: end process event_processing_result='proceed init order'
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: 
2020-06-16 05:54:13 INFO: process event {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'workingIndicator': True, 'clOrdID': '887916426a484007be31294e552ef67a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T02:54:13.695Z'}
2020-06-16 05:54:13 INFO: skip event 887916426a484007be31294e552ef67a 
2020-06-16 06:00:20 INFO: 
2020-06-16 06:00:20 INFO: 
2020-06-16 06:00:20 INFO: 
2020-06-16 06:00:20 INFO: 
2020-06-16 06:00:20 INFO: init new order start
2020-06-16 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.1, 'high': 231.2, 'low': 229.1, 'close': 230.95, 'trades': 1654, 'volume': 1679540, 'vwap': 230.03, 'lastSize': 100, 'turnover': 38634393835, 'homeNotional': 15825.195689461436, 'foreignNotional': 3640286.089146974}, {'timestamp': datetime.datetime(2020, 6, 16, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 230.65, 'low': 229.65, 'close': 230.1, 'trades': 1090, 'volume': 1096897, 'vwap': 230.27, 'lastSize': 3, 'turnover': 25257518000, 'homeNotional': 10323.326270465355, 'foreignNotional': 2377086.247046729}, {'timestamp': datetime.datetime(2020, 6, 16, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 229.2, 'close': 230.0, 'trades': 3109, 'volume': 3190124, 'vwap': 230.37, 'lastSize': 1000, 'turnover': 73490282545, 'homeNotional': 30004.882786573864, 'foreignNotional': 6912204.117213622}]
2020-06-16 06:00:20 INFO: prepare candles [CandleItem(low=229.1, high=231.2, open=230.1, close=230.95, color='GREEN'), CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN'), CandleItem(low=229.2, high=231.65, open=231.2, close=230.0, color='RED')]
2020-06-16 06:00:20 INFO: skip by colors first_candle=CandleItem(low=229.2, high=231.65, open=231.2, close=230.0, color='RED') second_candle=CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN') last_candle=CandleItem(low=229.1, high=231.2, open=230.1, close=230.95, color='GREEN')
2020-06-16 06:00:20 INFO: check need new order None
2020-06-16 06:00:20 INFO: init new order end
2020-06-16 06:00:20 INFO: 
2020-06-16 06:00:20 INFO: 
2020-06-16 06:00:20 INFO: 
2020-06-16 06:00:20 INFO: 
2020-06-16 06:02:00 INFO: 
2020-06-16 06:02:00 INFO: 
2020-06-16 06:02:00 INFO: 
2020-06-16 06:02:00 INFO: 
2020-06-16 06:02:00 INFO: clearing start
2020-06-16 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 06:02:00 INFO: skip by not found init order into storage
2020-06-16 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 06:02:00 INFO: skip by not found init order into storage
2020-06-16 06:02:00 INFO: clearing end
2020-06-16 06:02:00 INFO: 
2020-06-16 06:02:00 INFO: 
2020-06-16 06:02:00 INFO: 
2020-06-16 06:02:00 INFO: 
2020-06-16 07:00:20 INFO: 
2020-06-16 07:00:20 INFO: 
2020-06-16 07:00:20 INFO: 
2020-06-16 07:00:20 INFO: 
2020-06-16 07:00:20 INFO: init new order start
2020-06-16 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.95, 'high': 234.75, 'low': 230.9, 'close': 233.6, 'trades': 5262, 'volume': 5262557, 'vwap': 232.97, 'lastSize': 298, 'turnover': 122599450060, 'homeNotional': 50240.00252853829, 'foreignNotional': 11704318.515293894}, {'timestamp': datetime.datetime(2020, 6, 16, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.1, 'high': 231.2, 'low': 229.1, 'close': 230.95, 'trades': 1654, 'volume': 1679540, 'vwap': 230.03, 'lastSize': 100, 'turnover': 38634393835, 'homeNotional': 15825.195689461436, 'foreignNotional': 3640286.089146974}, {'timestamp': datetime.datetime(2020, 6, 16, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 230.65, 'low': 229.65, 'close': 230.1, 'trades': 1090, 'volume': 1096897, 'vwap': 230.27, 'lastSize': 3, 'turnover': 25257518000, 'homeNotional': 10323.326270465355, 'foreignNotional': 2377086.247046729}]
2020-06-16 07:00:20 INFO: prepare candles [CandleItem(low=230.9, high=234.75, open=230.95, close=233.6, color='GREEN'), CandleItem(low=229.1, high=231.2, open=230.1, close=230.95, color='GREEN'), CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN')]
2020-06-16 07:00:20 INFO: skip by colors first_candle=CandleItem(low=229.65, high=230.65, open=230.0, close=230.1, color='GREEN') second_candle=CandleItem(low=229.1, high=231.2, open=230.1, close=230.95, color='GREEN') last_candle=CandleItem(low=230.9, high=234.75, open=230.95, close=233.6, color='GREEN')
2020-06-16 07:00:20 INFO: check need new order None
2020-06-16 07:00:20 INFO: init new order end
2020-06-16 07:00:20 INFO: 
2020-06-16 07:00:20 INFO: 
2020-06-16 07:00:20 INFO: 
2020-06-16 07:00:20 INFO: 
2020-06-16 07:02:00 INFO: 
2020-06-16 07:02:00 INFO: 
2020-06-16 07:02:00 INFO: 
2020-06-16 07:02:00 INFO: 
2020-06-16 07:02:00 INFO: clearing start
2020-06-16 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 07:02:00 INFO: skip by not found init order into storage
2020-06-16 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 07:02:00 INFO: skip by not found init order into storage
2020-06-16 07:02:00 INFO: clearing end
2020-06-16 07:02:00 INFO: 
2020-06-16 07:02:00 INFO: 
2020-06-16 07:02:00 INFO: 
2020-06-16 07:02:00 INFO: 
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:20 INFO: init new order start
2020-06-16 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.85, 'low': 232.6, 'close': 233.2, 'trades': 1403, 'volume': 1729547, 'vwap': 233.11, 'lastSize': 50, 'turnover': 40317258950, 'homeNotional': 16518.830079421947, 'foreignNotional': 3850692.722822572}, {'timestamp': datetime.datetime(2020, 6, 16, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.95, 'high': 234.75, 'low': 230.9, 'close': 233.6, 'trades': 5262, 'volume': 5262557, 'vwap': 232.97, 'lastSize': 298, 'turnover': 122599450060, 'homeNotional': 50240.00252853829, 'foreignNotional': 11704318.515293894}, {'timestamp': datetime.datetime(2020, 6, 16, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.1, 'high': 231.2, 'low': 229.1, 'close': 230.95, 'trades': 1654, 'volume': 1679540, 'vwap': 230.03, 'lastSize': 100, 'turnover': 38634393835, 'homeNotional': 15825.195689461436, 'foreignNotional': 3640286.089146974}]
2020-06-16 08:00:20 INFO: prepare candles [CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED'), CandleItem(low=230.9, high=234.75, open=230.95, close=233.6, color='GREEN'), CandleItem(low=229.1, high=231.2, open=230.1, close=230.95, color='GREEN')]
2020-06-16 08:00:20 INFO: last_candle=CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED')
2020-06-16 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED')
2020-06-16 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.9, high=234.75, open=230.95, close=233.6, color='GREEN')
2020-06-16 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.1, high=231.2, open=230.1, close=230.95, color='GREEN')
2020-06-16 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 08:00:20 INFO: place order: start candle=CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-16 08:00:20 INFO: place order: side_factor=1 init_trigger_price=232.54999999999998 init_order_price=232.5 stop_price_offset=0.0 candle.size=1.25 stop_price=233.85 take_price=225.0
2020-06-16 08:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('232.549999999999982946974341757595539093017578125') init_order_price=Decimal('232.5') stop_price_offset=0.0 candle.size=1.25 stop_price=Decimal('233.849999999999994315658113919198513031005859375') take_price=Decimal('225')
2020-06-16 08:00:20 INFO: place order: compute qty=-615
2020-06-16 08:00:20 INFO: place order: save order to db cd7f9243058d4a1b9886c8e0c53444e2; response=True
2020-06-16 08:00:20 INFO: post order to exchange resp={'orderID': '2c624eb4-68cc-e10e-766b-ff0f0411fc07', 'clOrdID': 'cd7f9243058d4a1b9886c8e0c53444e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.5, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc())}
2020-06-16 08:00:20 INFO: place new init order {'qty': -615, 'init_price': Decimal('232.549999999999982946974341757595539093017578125'), 'stop_price': Decimal('233.849999999999994315658113919198513031005859375'), 'take_price': Decimal('225'), 'order_uid': 'cd7f9243058d4a1b9886c8e0c53444e2', 'response': {'orderID': '2c624eb4-68cc-e10e-766b-ff0f0411fc07', 'clOrdID': 'cd7f9243058d4a1b9886c8e0c53444e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.5, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc())}}
2020-06-16 08:00:20 INFO: init new order end
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:20 INFO: 
2020-06-16 08:00:21 INFO: process event {'orderID': '2c624eb4-68cc-e10e-766b-ff0f0411fc07', 'clOrdID': 'cd7f9243058d4a1b9886c8e0c53444e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.5, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-16T05:00:20.950Z', 'timestamp': '2020-06-16T05:00:20.950Z'}
2020-06-16 08:00:21 INFO: skip event cd7f9243058d4a1b9886c8e0c53444e2 New
2020-06-16 08:02:00 INFO: 
2020-06-16 08:02:00 INFO: 
2020-06-16 08:02:00 INFO: 
2020-06-16 08:02:00 INFO: 
2020-06-16 08:02:00 INFO: clearing start
2020-06-16 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 08:02:00 INFO: skip by not found init order into storage
2020-06-16 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 08:02:00 INFO: skip by not found init order into storage
2020-06-16 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2c624eb4-68cc-e10e-766b-ff0f0411fc07', 'clOrdID': 'cd7f9243058d4a1b9886c8e0c53444e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.5, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc())}
2020-06-16 08:02:00 INFO: order time=2020-06-16 05:00:20.950000+00:00; delta from now UTC=0:01:39.186157 time_delta.total_seconds()=99.186157; time_diff_offset='3600'
2020-06-16 08:02:00 INFO: skip by time diff 2020-06-16 05:00:20.950000+00:00
2020-06-16 08:02:00 INFO: clearing end
2020-06-16 08:02:00 INFO: 
2020-06-16 08:02:00 INFO: 
2020-06-16 08:02:00 INFO: 
2020-06-16 08:02:00 INFO: 
2020-06-16 09:00:20 INFO: 
2020-06-16 09:00:20 INFO: 
2020-06-16 09:00:20 INFO: 
2020-06-16 09:00:20 INFO: 
2020-06-16 09:00:20 INFO: init new order start
2020-06-16 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 233.45, 'low': 232.75, 'close': 233.15, 'trades': 1230, 'volume': 1934684, 'vwap': 233.04, 'lastSize': 580, 'turnover': 45085775880, 'homeNotional': 18455.286204582608, 'foreignNotional': 4300812.885910527}, {'timestamp': datetime.datetime(2020, 6, 16, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.85, 'low': 232.6, 'close': 233.2, 'trades': 1403, 'volume': 1729547, 'vwap': 233.11, 'lastSize': 50, 'turnover': 40317258950, 'homeNotional': 16518.830079421947, 'foreignNotional': 3850692.722822572}, {'timestamp': datetime.datetime(2020, 6, 16, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.95, 'high': 234.75, 'low': 230.9, 'close': 233.6, 'trades': 5262, 'volume': 5262557, 'vwap': 232.97, 'lastSize': 298, 'turnover': 122599450060, 'homeNotional': 50240.00252853829, 'foreignNotional': 11704318.515293894}]
2020-06-16 09:00:20 INFO: prepare candles [CandleItem(low=232.75, high=233.45, open=233.2, close=233.15, color='RED'), CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED'), CandleItem(low=230.9, high=234.75, open=230.95, close=233.6, color='GREEN')]
2020-06-16 09:00:20 INFO: skip by colors first_candle=CandleItem(low=230.9, high=234.75, open=230.95, close=233.6, color='GREEN') second_candle=CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED') last_candle=CandleItem(low=232.75, high=233.45, open=233.2, close=233.15, color='RED')
2020-06-16 09:00:20 INFO: check need new order None
2020-06-16 09:00:20 INFO: init new order end
2020-06-16 09:00:20 INFO: 
2020-06-16 09:00:20 INFO: 
2020-06-16 09:00:20 INFO: 
2020-06-16 09:00:20 INFO: 
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: clearing start
2020-06-16 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 09:02:00 INFO: skip by not found init order into storage
2020-06-16 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 09:02:00 INFO: skip by not found init order into storage
2020-06-16 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2c624eb4-68cc-e10e-766b-ff0f0411fc07', 'clOrdID': 'cd7f9243058d4a1b9886c8e0c53444e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.5, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc())}
2020-06-16 09:02:00 INFO: order time=2020-06-16 05:00:20.950000+00:00; delta from now UTC=1:01:39.591837 time_delta.total_seconds()=3699.591837; time_diff_offset='3600'
2020-06-16 09:02:00 INFO: clear order cd7f9243058d4a1b9886c8e0c53444e2
2020-06-16 09:02:00 INFO: cancel order resp=[{'orderID': '2c624eb4-68cc-e10e-766b-ff0f0411fc07', 'clOrdID': 'cd7f9243058d4a1b9886c8e0c53444e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.5, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 5, 0, 20, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 6, 2, 0, 625000, tzinfo=tzutc())}]
2020-06-16 09:02:00 INFO: clearing end
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: 
2020-06-16 09:02:00 INFO: process event {'orderID': '2c624eb4-68cc-e10e-766b-ff0f0411fc07', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-16T06:02:00.625Z', 'clOrdID': 'cd7f9243058d4a1b9886c8e0c53444e2', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 09:02:00 INFO: skip event cd7f9243058d4a1b9886c8e0c53444e2 Canceled
2020-06-16 10:00:20 INFO: 
2020-06-16 10:00:20 INFO: 
2020-06-16 10:00:20 INFO: 
2020-06-16 10:00:20 INFO: 
2020-06-16 10:00:20 INFO: init new order start
2020-06-16 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.25, 'low': 231.65, 'close': 232.35, 'trades': 2567, 'volume': 3662944, 'vwap': 232.49, 'lastSize': 6800, 'turnover': 85158246485, 'homeNotional': 34829.17568287691, 'foreignNotional': 8097322.069402739}, {'timestamp': datetime.datetime(2020, 6, 16, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 233.45, 'low': 232.75, 'close': 233.15, 'trades': 1230, 'volume': 1934684, 'vwap': 233.04, 'lastSize': 580, 'turnover': 45085775880, 'homeNotional': 18455.286204582608, 'foreignNotional': 4300812.885910527}, {'timestamp': datetime.datetime(2020, 6, 16, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.85, 'low': 232.6, 'close': 233.2, 'trades': 1403, 'volume': 1729547, 'vwap': 233.11, 'lastSize': 50, 'turnover': 40317258950, 'homeNotional': 16518.830079421947, 'foreignNotional': 3850692.722822572}]
2020-06-16 10:00:20 INFO: prepare candles [CandleItem(low=231.65, high=233.25, open=233.15, close=232.35, color='RED'), CandleItem(low=232.75, high=233.45, open=233.2, close=233.15, color='RED'), CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED')]
2020-06-16 10:00:20 INFO: skip by colors first_candle=CandleItem(low=232.6, high=233.85, open=233.6, close=233.2, color='RED') second_candle=CandleItem(low=232.75, high=233.45, open=233.2, close=233.15, color='RED') last_candle=CandleItem(low=231.65, high=233.25, open=233.15, close=232.35, color='RED')
2020-06-16 10:00:20 INFO: check need new order None
2020-06-16 10:00:20 INFO: init new order end
2020-06-16 10:00:20 INFO: 
2020-06-16 10:00:20 INFO: 
2020-06-16 10:00:20 INFO: 
2020-06-16 10:00:20 INFO: 
2020-06-16 10:02:00 INFO: 
2020-06-16 10:02:00 INFO: 
2020-06-16 10:02:00 INFO: 
2020-06-16 10:02:00 INFO: 
2020-06-16 10:02:00 INFO: clearing start
2020-06-16 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 10:02:00 INFO: skip by not found init order into storage
2020-06-16 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 10:02:00 INFO: skip by not found init order into storage
2020-06-16 10:02:00 INFO: clearing end
2020-06-16 10:02:00 INFO: 
2020-06-16 10:02:00 INFO: 
2020-06-16 10:02:00 INFO: 
2020-06-16 10:02:00 INFO: 
2020-06-16 11:00:20 INFO: 
2020-06-16 11:00:20 INFO: 
2020-06-16 11:00:20 INFO: 
2020-06-16 11:00:20 INFO: 
2020-06-16 11:00:20 INFO: init new order start
2020-06-16 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 233.5, 'low': 232.15, 'close': 233.25, 'trades': 1613, 'volume': 1633340, 'vwap': 232.73, 'lastSize': 700, 'turnover': 38011681685, 'homeNotional': 15496.307057430406, 'foreignNotional': 3606363.093820586}, {'timestamp': datetime.datetime(2020, 6, 16, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.25, 'low': 231.65, 'close': 232.35, 'trades': 2567, 'volume': 3662944, 'vwap': 232.49, 'lastSize': 6800, 'turnover': 85158246485, 'homeNotional': 34829.17568287691, 'foreignNotional': 8097322.069402739}, {'timestamp': datetime.datetime(2020, 6, 16, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 233.45, 'low': 232.75, 'close': 233.15, 'trades': 1230, 'volume': 1934684, 'vwap': 233.04, 'lastSize': 580, 'turnover': 45085775880, 'homeNotional': 18455.286204582608, 'foreignNotional': 4300812.885910527}]
2020-06-16 11:00:20 INFO: prepare candles [CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN'), CandleItem(low=231.65, high=233.25, open=233.15, close=232.35, color='RED'), CandleItem(low=232.75, high=233.45, open=233.2, close=233.15, color='RED')]
2020-06-16 11:00:20 INFO: last_candle=CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN')
2020-06-16 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN')
2020-06-16 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.65, high=233.25, open=233.15, close=232.35, color='RED')
2020-06-16 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.75, high=233.45, open=233.2, close=233.15, color='RED')
2020-06-16 11:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 11:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 11:00:20 INFO: place order: start candle=CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-16 11:00:20 INFO: place order: side_factor=-1 init_trigger_price=233.55 init_order_price=233.6 stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=232.15 take_price=241.69999999999996
2020-06-16 11:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('233.55000000000001136868377216160297393798828125') init_order_price=Decimal('233.599999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=Decimal('232.150000000000005684341886080801486968994140625') take_price=Decimal('241.699999999999960209606797434389591217041015625')
2020-06-16 11:00:20 INFO: place order: compute qty=571
2020-06-16 11:00:20 INFO: place order: save order to db b4a500ed7a6a442c85821faa862f4c8a; response=True
2020-06-16 11:00:20 INFO: process event {'orderID': '6fea8c3c-fcdc-2c22-2337-34e6a2099abe', 'clOrdID': 'b4a500ed7a6a442c85821faa862f4c8a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 233.6, 'displayQty': None, 'stopPx': 233.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-16T08:00:20.259Z', 'timestamp': '2020-06-16T08:00:20.259Z'}
2020-06-16 11:00:20 INFO: skip event b4a500ed7a6a442c85821faa862f4c8a New
2020-06-16 11:00:20 INFO: post order to exchange resp={'orderID': '6fea8c3c-fcdc-2c22-2337-34e6a2099abe', 'clOrdID': 'b4a500ed7a6a442c85821faa862f4c8a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 233.6, 'displayQty': None, 'stopPx': 233.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc())}
2020-06-16 11:00:20 INFO: place new init order {'qty': 571, 'init_price': Decimal('233.55000000000001136868377216160297393798828125'), 'stop_price': Decimal('232.150000000000005684341886080801486968994140625'), 'take_price': Decimal('241.699999999999960209606797434389591217041015625'), 'order_uid': 'b4a500ed7a6a442c85821faa862f4c8a', 'response': {'orderID': '6fea8c3c-fcdc-2c22-2337-34e6a2099abe', 'clOrdID': 'b4a500ed7a6a442c85821faa862f4c8a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 233.6, 'displayQty': None, 'stopPx': 233.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc())}}
2020-06-16 11:00:20 INFO: init new order end
2020-06-16 11:00:20 INFO: 
2020-06-16 11:00:20 INFO: 
2020-06-16 11:00:20 INFO: 
2020-06-16 11:00:20 INFO: 
2020-06-16 11:02:00 INFO: 
2020-06-16 11:02:00 INFO: 
2020-06-16 11:02:00 INFO: 
2020-06-16 11:02:00 INFO: 
2020-06-16 11:02:00 INFO: clearing start
2020-06-16 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 11:02:00 INFO: skip by not found init order into storage
2020-06-16 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 11:02:00 INFO: skip by not found init order into storage
2020-06-16 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6fea8c3c-fcdc-2c22-2337-34e6a2099abe', 'clOrdID': 'b4a500ed7a6a442c85821faa862f4c8a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 233.6, 'displayQty': None, 'stopPx': 233.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc())}
2020-06-16 11:02:00 INFO: order time=2020-06-16 08:00:20.259000+00:00; delta from now UTC=0:01:40.171584 time_delta.total_seconds()=100.171584; time_diff_offset='3600'
2020-06-16 11:02:00 INFO: skip by time diff 2020-06-16 08:00:20.259000+00:00
2020-06-16 11:02:00 INFO: clearing end
2020-06-16 11:02:00 INFO: 
2020-06-16 11:02:00 INFO: 
2020-06-16 11:02:00 INFO: 
2020-06-16 11:02:00 INFO: 
2020-06-16 12:00:20 INFO: 
2020-06-16 12:00:20 INFO: 
2020-06-16 12:00:20 INFO: 
2020-06-16 12:00:20 INFO: 
2020-06-16 12:00:20 INFO: init new order start
2020-06-16 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.25, 'high': 233.45, 'low': 232.3, 'close': 233.1, 'trades': 1505, 'volume': 1605433, 'vwap': 232.83, 'lastSize': 2, 'turnover': 37378571805, 'homeNotional': 15221.365645061824, 'foreignNotional': 3543925.4600080852}, {'timestamp': datetime.datetime(2020, 6, 16, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 233.5, 'low': 232.15, 'close': 233.25, 'trades': 1613, 'volume': 1633340, 'vwap': 232.73, 'lastSize': 700, 'turnover': 38011681685, 'homeNotional': 15496.307057430406, 'foreignNotional': 3606363.093820586}, {'timestamp': datetime.datetime(2020, 6, 16, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.25, 'low': 231.65, 'close': 232.35, 'trades': 2567, 'volume': 3662944, 'vwap': 232.49, 'lastSize': 6800, 'turnover': 85158246485, 'homeNotional': 34829.17568287691, 'foreignNotional': 8097322.069402739}]
2020-06-16 12:00:20 INFO: prepare candles [CandleItem(low=232.3, high=233.45, open=233.25, close=233.1, color='RED'), CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN'), CandleItem(low=231.65, high=233.25, open=233.15, close=232.35, color='RED')]
2020-06-16 12:00:20 INFO: skip by colors first_candle=CandleItem(low=231.65, high=233.25, open=233.15, close=232.35, color='RED') second_candle=CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN') last_candle=CandleItem(low=232.3, high=233.45, open=233.25, close=233.1, color='RED')
2020-06-16 12:00:20 INFO: check need new order None
2020-06-16 12:00:20 INFO: init new order end
2020-06-16 12:00:20 INFO: 
2020-06-16 12:00:20 INFO: 
2020-06-16 12:00:20 INFO: 
2020-06-16 12:00:20 INFO: 
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: clearing start
2020-06-16 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 12:02:00 INFO: skip by not found init order into storage
2020-06-16 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 12:02:00 INFO: skip by not found init order into storage
2020-06-16 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6fea8c3c-fcdc-2c22-2337-34e6a2099abe', 'clOrdID': 'b4a500ed7a6a442c85821faa862f4c8a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 233.6, 'displayQty': None, 'stopPx': 233.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc())}
2020-06-16 12:02:00 INFO: order time=2020-06-16 08:00:20.259000+00:00; delta from now UTC=1:01:40.556286 time_delta.total_seconds()=3700.556286; time_diff_offset='3600'
2020-06-16 12:02:00 INFO: clear order b4a500ed7a6a442c85821faa862f4c8a
2020-06-16 12:02:00 INFO: cancel order resp=[{'orderID': '6fea8c3c-fcdc-2c22-2337-34e6a2099abe', 'clOrdID': 'b4a500ed7a6a442c85821faa862f4c8a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 233.6, 'displayQty': None, 'stopPx': 233.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 8, 0, 20, 259000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 9, 2, 0, 836000, tzinfo=tzutc())}]
2020-06-16 12:02:00 INFO: clearing end
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: 
2020-06-16 12:02:00 INFO: process event {'orderID': '6fea8c3c-fcdc-2c22-2337-34e6a2099abe', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-16T09:02:00.836Z', 'clOrdID': 'b4a500ed7a6a442c85821faa862f4c8a', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 12:02:00 INFO: skip event b4a500ed7a6a442c85821faa862f4c8a Canceled
2020-06-16 13:00:20 INFO: 
2020-06-16 13:00:20 INFO: 
2020-06-16 13:00:20 INFO: 
2020-06-16 13:00:20 INFO: 
2020-06-16 13:00:20 INFO: init new order start
2020-06-16 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 235.65, 'low': 233.05, 'close': 234.1, 'trades': 3912, 'volume': 4549554, 'vwap': 234.71, 'lastSize': 1, 'turnover': 106780565110, 'homeNotional': 43307.68271380885, 'foreignNotional': 10164579.488380421}, {'timestamp': datetime.datetime(2020, 6, 16, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.25, 'high': 233.45, 'low': 232.3, 'close': 233.1, 'trades': 1505, 'volume': 1605433, 'vwap': 232.83, 'lastSize': 2, 'turnover': 37378571805, 'homeNotional': 15221.365645061824, 'foreignNotional': 3543925.4600080852}, {'timestamp': datetime.datetime(2020, 6, 16, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 233.5, 'low': 232.15, 'close': 233.25, 'trades': 1613, 'volume': 1633340, 'vwap': 232.73, 'lastSize': 700, 'turnover': 38011681685, 'homeNotional': 15496.307057430406, 'foreignNotional': 3606363.093820586}]
2020-06-16 13:00:21 INFO: prepare candles [CandleItem(low=233.05, high=235.65, open=233.1, close=234.1, color='GREEN'), CandleItem(low=232.3, high=233.45, open=233.25, close=233.1, color='RED'), CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN')]
2020-06-16 13:00:21 INFO: skip by colors first_candle=CandleItem(low=232.15, high=233.5, open=232.35, close=233.25, color='GREEN') second_candle=CandleItem(low=232.3, high=233.45, open=233.25, close=233.1, color='RED') last_candle=CandleItem(low=233.05, high=235.65, open=233.1, close=234.1, color='GREEN')
2020-06-16 13:00:21 INFO: check need new order None
2020-06-16 13:00:21 INFO: init new order end
2020-06-16 13:00:21 INFO: 
2020-06-16 13:00:21 INFO: 
2020-06-16 13:00:21 INFO: 
2020-06-16 13:00:21 INFO: 
2020-06-16 13:02:00 INFO: 
2020-06-16 13:02:00 INFO: 
2020-06-16 13:02:00 INFO: 
2020-06-16 13:02:00 INFO: 
2020-06-16 13:02:00 INFO: clearing start
2020-06-16 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 13:02:00 INFO: skip by not found init order into storage
2020-06-16 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 13:02:00 INFO: skip by not found init order into storage
2020-06-16 13:02:00 INFO: clearing end
2020-06-16 13:02:00 INFO: 
2020-06-16 13:02:00 INFO: 
2020-06-16 13:02:00 INFO: 
2020-06-16 13:02:00 INFO: 
2020-06-16 14:00:20 INFO: 
2020-06-16 14:00:20 INFO: 
2020-06-16 14:00:20 INFO: 
2020-06-16 14:00:20 INFO: 
2020-06-16 14:00:20 INFO: init new order start
2020-06-16 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 235.7, 'low': 233.85, 'close': 235.4, 'trades': 2320, 'volume': 2679035, 'vwap': 234.86, 'lastSize': 4, 'turnover': 62918808230, 'homeNotional': 25505.810217602197, 'foreignNotional': 5990214.418915948}, {'timestamp': datetime.datetime(2020, 6, 16, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 235.65, 'low': 233.05, 'close': 234.1, 'trades': 3912, 'volume': 4549554, 'vwap': 234.71, 'lastSize': 1, 'turnover': 106780565110, 'homeNotional': 43307.68271380885, 'foreignNotional': 10164579.488380421}, {'timestamp': datetime.datetime(2020, 6, 16, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.25, 'high': 233.45, 'low': 232.3, 'close': 233.1, 'trades': 1505, 'volume': 1605433, 'vwap': 232.83, 'lastSize': 2, 'turnover': 37378571805, 'homeNotional': 15221.365645061824, 'foreignNotional': 3543925.4600080852}]
2020-06-16 14:00:20 INFO: prepare candles [CandleItem(low=233.85, high=235.7, open=234.1, close=235.4, color='GREEN'), CandleItem(low=233.05, high=235.65, open=233.1, close=234.1, color='GREEN'), CandleItem(low=232.3, high=233.45, open=233.25, close=233.1, color='RED')]
2020-06-16 14:00:20 INFO: skip by colors first_candle=CandleItem(low=232.3, high=233.45, open=233.25, close=233.1, color='RED') second_candle=CandleItem(low=233.05, high=235.65, open=233.1, close=234.1, color='GREEN') last_candle=CandleItem(low=233.85, high=235.7, open=234.1, close=235.4, color='GREEN')
2020-06-16 14:00:20 INFO: check need new order None
2020-06-16 14:00:20 INFO: init new order end
2020-06-16 14:00:20 INFO: 
2020-06-16 14:00:20 INFO: 
2020-06-16 14:00:20 INFO: 
2020-06-16 14:00:20 INFO: 
2020-06-16 14:02:00 INFO: 
2020-06-16 14:02:00 INFO: 
2020-06-16 14:02:00 INFO: 
2020-06-16 14:02:00 INFO: 
2020-06-16 14:02:00 INFO: clearing start
2020-06-16 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 14:02:00 INFO: skip by not found init order into storage
2020-06-16 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 14:02:00 INFO: skip by not found init order into storage
2020-06-16 14:02:00 INFO: clearing end
2020-06-16 14:02:00 INFO: 
2020-06-16 14:02:00 INFO: 
2020-06-16 14:02:00 INFO: 
2020-06-16 14:02:00 INFO: 
2020-06-16 15:00:20 INFO: 
2020-06-16 15:00:20 INFO: 
2020-06-16 15:00:20 INFO: 
2020-06-16 15:00:20 INFO: 
2020-06-16 15:00:20 INFO: init new order start
2020-06-16 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.4, 'high': 235.75, 'low': 234.55, 'close': 234.55, 'trades': 1761, 'volume': 2764672, 'vwap': 235.0, 'lastSize': 200, 'turnover': 64967190455, 'homeNotional': 26294.304579232616, 'foreignNotional': 6178920.35280787}, {'timestamp': datetime.datetime(2020, 6, 16, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 235.7, 'low': 233.85, 'close': 235.4, 'trades': 2320, 'volume': 2679035, 'vwap': 234.86, 'lastSize': 4, 'turnover': 62918808230, 'homeNotional': 25505.810217602197, 'foreignNotional': 5990214.418915948}, {'timestamp': datetime.datetime(2020, 6, 16, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 235.65, 'low': 233.05, 'close': 234.1, 'trades': 3912, 'volume': 4549554, 'vwap': 234.71, 'lastSize': 1, 'turnover': 106780565110, 'homeNotional': 43307.68271380885, 'foreignNotional': 10164579.488380421}]
2020-06-16 15:00:20 INFO: prepare candles [CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED'), CandleItem(low=233.85, high=235.7, open=234.1, close=235.4, color='GREEN'), CandleItem(low=233.05, high=235.65, open=233.1, close=234.1, color='GREEN')]
2020-06-16 15:00:20 INFO: last_candle=CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED')
2020-06-16 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED')
2020-06-16 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.85, high=235.7, open=234.1, close=235.4, color='GREEN')
2020-06-16 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.05, high=235.65, open=233.1, close=234.1, color='GREEN')
2020-06-16 15:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 15:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 15:00:20 INFO: place order: start candle=CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-16 15:00:20 INFO: place order: side_factor=1 init_trigger_price=234.5 init_order_price=234.45000000000002 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=235.75 take_price=227.25000000000009
2020-06-16 15:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('234.5') init_order_price=Decimal('234.450000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('235.75') take_price=Decimal('227.250000000000085265128291212022304534912109375')
2020-06-16 15:00:20 INFO: place order: compute qty=-640
2020-06-16 15:00:20 INFO: place order: save order to db 44ffa06421064d28a1c59a0ca91f8c40; response=True
2020-06-16 15:00:21 INFO: post order to exchange resp={'orderID': 'd8315402-dce3-e558-706a-3d4795212aba', 'clOrdID': '44ffa06421064d28a1c59a0ca91f8c40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.45, 'displayQty': None, 'stopPx': 234.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 21, 180000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 21, 180000, tzinfo=tzutc())}
2020-06-16 15:00:21 INFO: place new init order {'qty': -640, 'init_price': Decimal('234.5'), 'stop_price': Decimal('235.75'), 'take_price': Decimal('227.250000000000085265128291212022304534912109375'), 'order_uid': '44ffa06421064d28a1c59a0ca91f8c40', 'response': {'orderID': 'd8315402-dce3-e558-706a-3d4795212aba', 'clOrdID': '44ffa06421064d28a1c59a0ca91f8c40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.45, 'displayQty': None, 'stopPx': 234.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 21, 180000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 21, 180000, tzinfo=tzutc())}}
2020-06-16 15:00:21 INFO: init new order end
2020-06-16 15:00:21 INFO: 
2020-06-16 15:00:21 INFO: 
2020-06-16 15:00:21 INFO: 
2020-06-16 15:00:21 INFO: 
2020-06-16 15:00:21 INFO: process event {'orderID': 'd8315402-dce3-e558-706a-3d4795212aba', 'clOrdID': '44ffa06421064d28a1c59a0ca91f8c40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 234.45, 'displayQty': None, 'stopPx': 234.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-16T12:00:21.180Z', 'timestamp': '2020-06-16T12:00:21.180Z'}
2020-06-16 15:00:21 INFO: skip event 44ffa06421064d28a1c59a0ca91f8c40 New
2020-06-16 15:00:21 INFO: process event {'orderID': 'd8315402-dce3-e558-706a-3d4795212aba', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-16T12:00:21.192Z', 'clOrdID': '44ffa06421064d28a1c59a0ca91f8c40', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 15:00:21 INFO: skip event 44ffa06421064d28a1c59a0ca91f8c40 
2020-06-16 15:00:21 INFO: process event {'orderID': 'd8315402-dce3-e558-706a-3d4795212aba', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 234.45, 'transactTime': '2020-06-16T12:00:21.192Z', 'clOrdID': '44ffa06421064d28a1c59a0ca91f8c40', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T12:00:21.192Z'}
2020-06-16 15:00:21 INFO: add new event={'uid': '44ffa06421064d28a1c59a0ca91f8c40', 'status': 'Filled'}
2020-06-16 15:00:22 INFO: 
2020-06-16 15:00:22 INFO: 
2020-06-16 15:00:22 INFO: 
2020-06-16 15:00:22 INFO: 
2020-06-16 15:00:22 INFO: process event start
2020-06-16 15:00:22 INFO: fetch new order event 44ffa06421064d28a1c59a0ca91f8c40
2020-06-16 15:00:22 INFO: fetch orders by event init={'stop': '235.75', 'take': '227.250000000000085265128291212022304534912109375', 'qty': '640', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-16 15:00:22 INFO: process init order filled
2020-06-16 15:00:22 INFO: save profit orders to storage stop=9351b7e21bd74dbcb934c732d8720cff take=6e93f56d2cc74e81bfacbb015c83aef8
2020-06-16 15:00:22 INFO: place profit orders take_price=227.250000000000085265128291212022304534912109375, stop_price=235.75, qty=640, color=RED, ticker=ETHUSD 9351b7e21bd74dbcb934c732d8720cff 6e93f56d2cc74e81bfacbb015c83aef8
2020-06-16 15:00:22 INFO: place stop order ETHUSD: qty=640, stop_price=235.75, stop_uid=9351b7e21bd74dbcb934c732d8720cff
2020-06-16 15:00:22 INFO: process event {'orderID': '6ba7dcfa-98a3-61ca-7bdd-4b1f5e05ed77', 'clOrdID': '9351b7e21bd74dbcb934c732d8720cff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 235.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-16T12:00:22.395Z', 'timestamp': '2020-06-16T12:00:22.395Z'}
2020-06-16 15:00:22 INFO: skip event 9351b7e21bd74dbcb934c732d8720cff New
2020-06-16 15:00:22 INFO: exchange resp for stop order={'orderID': '6ba7dcfa-98a3-61ca-7bdd-4b1f5e05ed77', 'clOrdID': '9351b7e21bd74dbcb934c732d8720cff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 235.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 22, 395000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 22, 395000, tzinfo=tzutc())}
2020-06-16 15:00:22 INFO: place limit order ETHUSD: qty=640, price=227.250000000000085265128291212022304534912109375, take_uid=6e93f56d2cc74e81bfacbb015c83aef8
2020-06-16 15:00:22 INFO: process event {'orderID': 'd25691dd-229a-90ba-788e-0c02d57f2a00', 'clOrdID': '6e93f56d2cc74e81bfacbb015c83aef8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-16T12:00:22.602Z', 'timestamp': '2020-06-16T12:00:22.602Z'}
2020-06-16 15:00:22 INFO: skip event 6e93f56d2cc74e81bfacbb015c83aef8 New
2020-06-16 15:00:22 INFO: process event {'orderID': 'd25691dd-229a-90ba-788e-0c02d57f2a00', 'workingIndicator': True, 'clOrdID': '6e93f56d2cc74e81bfacbb015c83aef8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T12:00:22.602Z'}
2020-06-16 15:00:22 INFO: skip event 6e93f56d2cc74e81bfacbb015c83aef8 
2020-06-16 15:00:22 INFO: exchange resp for take profit order={'orderID': 'd25691dd-229a-90ba-788e-0c02d57f2a00', 'clOrdID': '6e93f56d2cc74e81bfacbb015c83aef8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 22, 602000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 22, 602000, tzinfo=tzutc())}
2020-06-16 15:00:22 INFO: place profit orders={'stop': {'response': {'orderID': '6ba7dcfa-98a3-61ca-7bdd-4b1f5e05ed77', 'clOrdID': '9351b7e21bd74dbcb934c732d8720cff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 235.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 22, 395000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 22, 395000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': '9351b7e21bd74dbcb934c732d8720cff', 'price': Decimal('235.75')}, 'take': {'response': {'orderID': 'd25691dd-229a-90ba-788e-0c02d57f2a00', 'clOrdID': '6e93f56d2cc74e81bfacbb015c83aef8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 22, 602000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 22, 602000, tzinfo=tzutc())}, 'qty': Decimal('640'), 'uid': '6e93f56d2cc74e81bfacbb015c83aef8', 'price': Decimal('227.250000000000085265128291212022304534912109375')}}
2020-06-16 15:00:22 INFO: rm init order from db 44ffa06421064d28a1c59a0ca91f8c40
2020-06-16 15:00:22 INFO: end process event_processing_result='proceed init order'
2020-06-16 15:00:22 INFO: 
2020-06-16 15:00:22 INFO: 
2020-06-16 15:00:22 INFO: 
2020-06-16 15:00:22 INFO: 
2020-06-16 15:02:00 INFO: 
2020-06-16 15:02:00 INFO: 
2020-06-16 15:02:00 INFO: 
2020-06-16 15:02:00 INFO: 
2020-06-16 15:02:00 INFO: clearing start
2020-06-16 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 15:02:00 INFO: skip by not found init order into storage
2020-06-16 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 15:02:00 INFO: skip by not found init order into storage
2020-06-16 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6ba7dcfa-98a3-61ca-7bdd-4b1f5e05ed77', 'clOrdID': '9351b7e21bd74dbcb934c732d8720cff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': None, 'displayQty': None, 'stopPx': 235.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 22, 395000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 22, 395000, tzinfo=tzutc())}
2020-06-16 15:02:00 INFO: skip by not found init order into storage
2020-06-16 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd25691dd-229a-90ba-788e-0c02d57f2a00', 'clOrdID': '6e93f56d2cc74e81bfacbb015c83aef8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 22, 602000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 0, 22, 602000, tzinfo=tzutc())}
2020-06-16 15:02:00 INFO: skip by not found init order into storage
2020-06-16 15:02:00 INFO: clearing end
2020-06-16 15:02:00 INFO: 
2020-06-16 15:02:00 INFO: 
2020-06-16 15:02:00 INFO: 
2020-06-16 15:02:00 INFO: 
2020-06-16 15:54:33 INFO: process event {'orderID': '6ba7dcfa-98a3-61ca-7bdd-4b1f5e05ed77', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-16T12:54:33.137Z', 'clOrdID': '9351b7e21bd74dbcb934c732d8720cff', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 15:54:33 INFO: skip event 9351b7e21bd74dbcb934c732d8720cff 
2020-06-16 15:54:33 INFO: process event {'orderID': '6ba7dcfa-98a3-61ca-7bdd-4b1f5e05ed77', 'price': 235.8, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 640, 'avgPx': 235.8, 'transactTime': '2020-06-16T12:54:33.137Z', 'clOrdID': '9351b7e21bd74dbcb934c732d8720cff', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T12:54:33.137Z'}
2020-06-16 15:54:33 INFO: add new event={'uid': '9351b7e21bd74dbcb934c732d8720cff', 'status': 'Filled'}
2020-06-16 15:54:33 INFO: 
2020-06-16 15:54:33 INFO: 
2020-06-16 15:54:33 INFO: 
2020-06-16 15:54:33 INFO: 
2020-06-16 15:54:33 INFO: process event start
2020-06-16 15:54:33 INFO: fetch new order event 9351b7e21bd74dbcb934c732d8720cff
2020-06-16 15:54:33 INFO: fetch orders by event init=None profit_pair=6e93f56d2cc74e81bfacbb015c83aef8
2020-06-16 15:54:33 INFO: process profit order filled
2020-06-16 15:54:33 INFO: process event {'orderID': 'd25691dd-229a-90ba-788e-0c02d57f2a00', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-16T12:54:33.657Z', 'clOrdID': '6e93f56d2cc74e81bfacbb015c83aef8', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 15:54:33 INFO: skip event 6e93f56d2cc74e81bfacbb015c83aef8 Canceled
2020-06-16 15:54:33 INFO: cancel order=6e93f56d2cc74e81bfacbb015c83aef8 [{'orderID': 'd25691dd-229a-90ba-788e-0c02d57f2a00', 'clOrdID': '6e93f56d2cc74e81bfacbb015c83aef8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 12, 0, 22, 602000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 12, 54, 33, 657000, tzinfo=tzutc())}]
2020-06-16 15:54:33 INFO: end process event_processing_result='proceed profit order'
2020-06-16 15:54:33 INFO: 
2020-06-16 15:54:33 INFO: 
2020-06-16 15:54:33 INFO: 
2020-06-16 15:54:33 INFO: 
2020-06-16 16:00:20 INFO: 
2020-06-16 16:00:20 INFO: 
2020-06-16 16:00:20 INFO: 
2020-06-16 16:00:20 INFO: 
2020-06-16 16:00:20 INFO: init new order start
2020-06-16 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 236.2, 'low': 233.45, 'close': 235.95, 'trades': 3005, 'volume': 3516135, 'vwap': 234.82, 'lastSize': 1000, 'turnover': 82565371265, 'homeNotional': 33478.15835189097, 'foreignNotional': 7861355.577939577}, {'timestamp': datetime.datetime(2020, 6, 16, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.4, 'high': 235.75, 'low': 234.55, 'close': 234.55, 'trades': 1761, 'volume': 2764672, 'vwap': 235.0, 'lastSize': 200, 'turnover': 64967190455, 'homeNotional': 26294.304579232616, 'foreignNotional': 6178920.35280787}, {'timestamp': datetime.datetime(2020, 6, 16, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 235.7, 'low': 233.85, 'close': 235.4, 'trades': 2320, 'volume': 2679035, 'vwap': 234.86, 'lastSize': 4, 'turnover': 62918808230, 'homeNotional': 25505.810217602197, 'foreignNotional': 5990214.418915948}]
2020-06-16 16:00:20 INFO: prepare candles [CandleItem(low=233.45, high=236.2, open=234.55, close=235.95, color='GREEN'), CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED'), CandleItem(low=233.85, high=235.7, open=234.1, close=235.4, color='GREEN')]
2020-06-16 16:00:20 INFO: skip by colors first_candle=CandleItem(low=233.85, high=235.7, open=234.1, close=235.4, color='GREEN') second_candle=CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED') last_candle=CandleItem(low=233.45, high=236.2, open=234.55, close=235.95, color='GREEN')
2020-06-16 16:00:20 INFO: check need new order None
2020-06-16 16:00:20 INFO: init new order end
2020-06-16 16:00:20 INFO: 
2020-06-16 16:00:20 INFO: 
2020-06-16 16:00:20 INFO: 
2020-06-16 16:00:20 INFO: 
2020-06-16 16:02:00 INFO: 
2020-06-16 16:02:00 INFO: 
2020-06-16 16:02:00 INFO: 
2020-06-16 16:02:00 INFO: 
2020-06-16 16:02:00 INFO: clearing start
2020-06-16 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 16:02:00 INFO: skip by not found init order into storage
2020-06-16 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 16:02:00 INFO: skip by not found init order into storage
2020-06-16 16:02:00 INFO: clearing end
2020-06-16 16:02:00 INFO: 
2020-06-16 16:02:00 INFO: 
2020-06-16 16:02:00 INFO: 
2020-06-16 16:02:00 INFO: 
2020-06-16 17:00:20 INFO: 
2020-06-16 17:00:20 INFO: 
2020-06-16 17:00:20 INFO: 
2020-06-16 17:00:20 INFO: 
2020-06-16 17:00:20 INFO: init new order start
2020-06-16 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.95, 'high': 236.0, 'low': 234.15, 'close': 234.9, 'trades': 2410, 'volume': 2899216, 'vwap': 234.91, 'lastSize': 1000, 'turnover': 68105152860, 'homeNotional': 27642.37596667115, 'foreignNotional': 6493471.327223288}, {'timestamp': datetime.datetime(2020, 6, 16, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 236.2, 'low': 233.45, 'close': 235.95, 'trades': 3005, 'volume': 3516135, 'vwap': 234.82, 'lastSize': 1000, 'turnover': 82565371265, 'homeNotional': 33478.15835189097, 'foreignNotional': 7861355.577939577}, {'timestamp': datetime.datetime(2020, 6, 16, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.4, 'high': 235.75, 'low': 234.55, 'close': 234.55, 'trades': 1761, 'volume': 2764672, 'vwap': 235.0, 'lastSize': 200, 'turnover': 64967190455, 'homeNotional': 26294.304579232616, 'foreignNotional': 6178920.35280787}]
2020-06-16 17:00:20 INFO: prepare candles [CandleItem(low=234.15, high=236.0, open=235.95, close=234.9, color='RED'), CandleItem(low=233.45, high=236.2, open=234.55, close=235.95, color='GREEN'), CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED')]
2020-06-16 17:00:20 INFO: skip by colors first_candle=CandleItem(low=234.55, high=235.75, open=235.4, close=234.55, color='RED') second_candle=CandleItem(low=233.45, high=236.2, open=234.55, close=235.95, color='GREEN') last_candle=CandleItem(low=234.15, high=236.0, open=235.95, close=234.9, color='RED')
2020-06-16 17:00:20 INFO: check need new order None
2020-06-16 17:00:20 INFO: init new order end
2020-06-16 17:00:20 INFO: 
2020-06-16 17:00:20 INFO: 
2020-06-16 17:00:20 INFO: 
2020-06-16 17:00:20 INFO: 
2020-06-16 17:02:00 INFO: 
2020-06-16 17:02:00 INFO: 
2020-06-16 17:02:00 INFO: 
2020-06-16 17:02:00 INFO: 
2020-06-16 17:02:00 INFO: clearing start
2020-06-16 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 17:02:00 INFO: skip by not found init order into storage
2020-06-16 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 17:02:00 INFO: skip by not found init order into storage
2020-06-16 17:02:00 INFO: clearing end
2020-06-16 17:02:00 INFO: 
2020-06-16 17:02:00 INFO: 
2020-06-16 17:02:00 INFO: 
2020-06-16 17:02:00 INFO: 
2020-06-16 18:00:20 INFO: 
2020-06-16 18:00:20 INFO: 
2020-06-16 18:00:20 INFO: 
2020-06-16 18:00:20 INFO: 
2020-06-16 18:00:20 INFO: init new order start
2020-06-16 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 234.85, 'low': 232.5, 'close': 232.65, 'trades': 2596, 'volume': 2818383, 'vwap': 233.48, 'lastSize': 176, 'turnover': 65803277080, 'homeNotional': 26734.566199175053, 'foreignNotional': 6241997.831169906}, {'timestamp': datetime.datetime(2020, 6, 16, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.95, 'high': 236.0, 'low': 234.15, 'close': 234.9, 'trades': 2410, 'volume': 2899216, 'vwap': 234.91, 'lastSize': 1000, 'turnover': 68105152860, 'homeNotional': 27642.37596667115, 'foreignNotional': 6493471.327223288}, {'timestamp': datetime.datetime(2020, 6, 16, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 236.2, 'low': 233.45, 'close': 235.95, 'trades': 3005, 'volume': 3516135, 'vwap': 234.82, 'lastSize': 1000, 'turnover': 82565371265, 'homeNotional': 33478.15835189097, 'foreignNotional': 7861355.577939577}]
2020-06-16 18:00:21 INFO: prepare candles [CandleItem(low=232.5, high=234.85, open=234.9, close=232.65, color='RED'), CandleItem(low=234.15, high=236.0, open=235.95, close=234.9, color='RED'), CandleItem(low=233.45, high=236.2, open=234.55, close=235.95, color='GREEN')]
2020-06-16 18:00:21 INFO: skip by colors first_candle=CandleItem(low=233.45, high=236.2, open=234.55, close=235.95, color='GREEN') second_candle=CandleItem(low=234.15, high=236.0, open=235.95, close=234.9, color='RED') last_candle=CandleItem(low=232.5, high=234.85, open=234.9, close=232.65, color='RED')
2020-06-16 18:00:21 INFO: check need new order None
2020-06-16 18:00:21 INFO: init new order end
2020-06-16 18:00:21 INFO: 
2020-06-16 18:00:21 INFO: 
2020-06-16 18:00:21 INFO: 
2020-06-16 18:00:21 INFO: 
2020-06-16 18:02:00 INFO: 
2020-06-16 18:02:00 INFO: 
2020-06-16 18:02:00 INFO: 
2020-06-16 18:02:00 INFO: 
2020-06-16 18:02:00 INFO: clearing start
2020-06-16 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 18:02:00 INFO: skip by not found init order into storage
2020-06-16 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 18:02:00 INFO: skip by not found init order into storage
2020-06-16 18:02:00 INFO: clearing end
2020-06-16 18:02:00 INFO: 
2020-06-16 18:02:00 INFO: 
2020-06-16 18:02:00 INFO: 
2020-06-16 18:02:00 INFO: 
2020-06-16 19:00:20 INFO: 
2020-06-16 19:00:20 INFO: 
2020-06-16 19:00:20 INFO: 
2020-06-16 19:00:20 INFO: 
2020-06-16 19:00:20 INFO: init new order start
2020-06-16 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.65, 'high': 233.55, 'low': 231.7, 'close': 233.0, 'trades': 2397, 'volume': 3486102, 'vwap': 232.74, 'lastSize': 130, 'turnover': 81135332465, 'homeNotional': 32903.70540254814, 'foreignNotional': 7658013.548043377}, {'timestamp': datetime.datetime(2020, 6, 16, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 234.85, 'low': 232.5, 'close': 232.65, 'trades': 2596, 'volume': 2818383, 'vwap': 233.48, 'lastSize': 176, 'turnover': 65803277080, 'homeNotional': 26734.566199175053, 'foreignNotional': 6241997.831169906}, {'timestamp': datetime.datetime(2020, 6, 16, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.95, 'high': 236.0, 'low': 234.15, 'close': 234.9, 'trades': 2410, 'volume': 2899216, 'vwap': 234.91, 'lastSize': 1000, 'turnover': 68105152860, 'homeNotional': 27642.37596667115, 'foreignNotional': 6493471.327223288}]
2020-06-16 19:00:20 INFO: prepare candles [CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN'), CandleItem(low=232.5, high=234.85, open=234.9, close=232.65, color='RED'), CandleItem(low=234.15, high=236.0, open=235.95, close=234.9, color='RED')]
2020-06-16 19:00:20 INFO: last_candle=CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN')
2020-06-16 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN')
2020-06-16 19:00:20 INFO: skip by CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-16 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN')
2020-06-16 19:00:20 INFO: skip by CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-16 19:00:20 INFO: not found applicable config for candle
2020-06-16 19:00:20 INFO: check need new order None
2020-06-16 19:00:20 INFO: init new order end
2020-06-16 19:00:20 INFO: 
2020-06-16 19:00:20 INFO: 
2020-06-16 19:00:20 INFO: 
2020-06-16 19:00:20 INFO: 
2020-06-16 19:02:00 INFO: 
2020-06-16 19:02:00 INFO: 
2020-06-16 19:02:00 INFO: 
2020-06-16 19:02:00 INFO: 
2020-06-16 19:02:00 INFO: clearing start
2020-06-16 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 19:02:00 INFO: skip by not found init order into storage
2020-06-16 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 19:02:00 INFO: skip by not found init order into storage
2020-06-16 19:02:00 INFO: clearing end
2020-06-16 19:02:00 INFO: 
2020-06-16 19:02:00 INFO: 
2020-06-16 19:02:00 INFO: 
2020-06-16 19:02:00 INFO: 
2020-06-16 20:00:20 INFO: 
2020-06-16 20:00:20 INFO: 
2020-06-16 20:00:20 INFO: 
2020-06-16 20:00:20 INFO: 
2020-06-16 20:00:20 INFO: init new order start
2020-06-16 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.0, 'high': 234.2, 'low': 232.7, 'close': 233.8, 'trades': 1647, 'volume': 2325420, 'vwap': 233.71, 'lastSize': 1, 'turnover': 54345562270, 'homeNotional': 22043.643959664703, 'foreignNotional': 5151663.721195548}, {'timestamp': datetime.datetime(2020, 6, 16, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.65, 'high': 233.55, 'low': 231.7, 'close': 233.0, 'trades': 2397, 'volume': 3486102, 'vwap': 232.74, 'lastSize': 130, 'turnover': 81135332465, 'homeNotional': 32903.70540254814, 'foreignNotional': 7658013.548043377}, {'timestamp': datetime.datetime(2020, 6, 16, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 234.85, 'low': 232.5, 'close': 232.65, 'trades': 2596, 'volume': 2818383, 'vwap': 233.48, 'lastSize': 176, 'turnover': 65803277080, 'homeNotional': 26734.566199175053, 'foreignNotional': 6241997.831169906}]
2020-06-16 20:00:21 INFO: prepare candles [CandleItem(low=232.7, high=234.2, open=233.0, close=233.8, color='GREEN'), CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN'), CandleItem(low=232.5, high=234.85, open=234.9, close=232.65, color='RED')]
2020-06-16 20:00:21 INFO: skip by colors first_candle=CandleItem(low=232.5, high=234.85, open=234.9, close=232.65, color='RED') second_candle=CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN') last_candle=CandleItem(low=232.7, high=234.2, open=233.0, close=233.8, color='GREEN')
2020-06-16 20:00:21 INFO: check need new order None
2020-06-16 20:00:21 INFO: init new order end
2020-06-16 20:00:21 INFO: 
2020-06-16 20:00:21 INFO: 
2020-06-16 20:00:21 INFO: 
2020-06-16 20:00:21 INFO: 
2020-06-16 20:02:00 INFO: 
2020-06-16 20:02:00 INFO: 
2020-06-16 20:02:00 INFO: 
2020-06-16 20:02:00 INFO: 
2020-06-16 20:02:00 INFO: clearing start
2020-06-16 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 20:02:00 INFO: skip by not found init order into storage
2020-06-16 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 20:02:00 INFO: skip by not found init order into storage
2020-06-16 20:02:00 INFO: clearing end
2020-06-16 20:02:00 INFO: 
2020-06-16 20:02:00 INFO: 
2020-06-16 20:02:00 INFO: 
2020-06-16 20:02:00 INFO: 
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: init new order start
2020-06-16 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 234.0, 'low': 233.0, 'close': 233.55, 'trades': 1016, 'volume': 991141, 'vwap': 233.4, 'lastSize': 150, 'turnover': 23133227430, 'homeNotional': 9390.316840048361, 'foreignNotional': 2191702.538497617}, {'timestamp': datetime.datetime(2020, 6, 16, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.0, 'high': 234.2, 'low': 232.7, 'close': 233.8, 'trades': 1647, 'volume': 2325420, 'vwap': 233.71, 'lastSize': 1, 'turnover': 54345562270, 'homeNotional': 22043.643959664703, 'foreignNotional': 5151663.721195548}, {'timestamp': datetime.datetime(2020, 6, 16, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.65, 'high': 233.55, 'low': 231.7, 'close': 233.0, 'trades': 2397, 'volume': 3486102, 'vwap': 232.74, 'lastSize': 130, 'turnover': 81135332465, 'homeNotional': 32903.70540254814, 'foreignNotional': 7658013.548043377}]
2020-06-16 21:00:20 INFO: prepare candles [CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED'), CandleItem(low=232.7, high=234.2, open=233.0, close=233.8, color='GREEN'), CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN')]
2020-06-16 21:00:20 INFO: last_candle=CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED')
2020-06-16 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-16 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED')
2020-06-16 21:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.7, high=234.2, open=233.0, close=233.8, color='GREEN')
2020-06-16 21:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.7, high=233.55, open=232.65, close=233.0, color='GREEN')
2020-06-16 21:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 21:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-16 21:00:20 INFO: place order: start candle=CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-16 21:00:20 INFO: place order: side_factor=1 init_trigger_price=232.95 init_order_price=232.9 stop_price_offset=0.0 candle.size=1.0 stop_price=234.0 take_price=226.9
2020-06-16 21:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('232.94999999999998863131622783839702606201171875') init_order_price=Decimal('232.900000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.0 stop_price=Decimal('234') take_price=Decimal('226.900000000000005684341886080801486968994140625')
2020-06-16 21:00:20 INFO: place order: compute qty=-762
2020-06-16 21:00:20 INFO: place order: save order to db 03653dbdab944fd493ae9d44659a9544; response=True
2020-06-16 21:00:20 INFO: post order to exchange resp={'orderID': '22874702-70be-c211-1d48-db695eabd7a4', 'clOrdID': '03653dbdab944fd493ae9d44659a9544', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.9, 'displayQty': None, 'stopPx': 232.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 0, 20, 804000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 0, 20, 804000, tzinfo=tzutc())}
2020-06-16 21:00:20 INFO: place new init order {'qty': -762, 'init_price': Decimal('232.94999999999998863131622783839702606201171875'), 'stop_price': Decimal('234'), 'take_price': Decimal('226.900000000000005684341886080801486968994140625'), 'order_uid': '03653dbdab944fd493ae9d44659a9544', 'response': {'orderID': '22874702-70be-c211-1d48-db695eabd7a4', 'clOrdID': '03653dbdab944fd493ae9d44659a9544', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.9, 'displayQty': None, 'stopPx': 232.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 0, 20, 804000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 0, 20, 804000, tzinfo=tzutc())}}
2020-06-16 21:00:20 INFO: init new order end
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: 
2020-06-16 21:00:20 INFO: process event {'orderID': '22874702-70be-c211-1d48-db695eabd7a4', 'clOrdID': '03653dbdab944fd493ae9d44659a9544', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.9, 'displayQty': None, 'stopPx': 232.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-16T18:00:20.804Z', 'timestamp': '2020-06-16T18:00:20.804Z'}
2020-06-16 21:00:20 INFO: skip event 03653dbdab944fd493ae9d44659a9544 New
2020-06-16 21:02:00 INFO: 
2020-06-16 21:02:00 INFO: 
2020-06-16 21:02:00 INFO: 
2020-06-16 21:02:00 INFO: 
2020-06-16 21:02:00 INFO: clearing start
2020-06-16 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 21:02:00 INFO: skip by not found init order into storage
2020-06-16 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 21:02:00 INFO: skip by not found init order into storage
2020-06-16 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '22874702-70be-c211-1d48-db695eabd7a4', 'clOrdID': '03653dbdab944fd493ae9d44659a9544', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 232.9, 'displayQty': None, 'stopPx': 232.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 0, 20, 804000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 0, 20, 804000, tzinfo=tzutc())}
2020-06-16 21:02:00 INFO: order time=2020-06-16 18:00:20.804000+00:00; delta from now UTC=0:01:40.180049 time_delta.total_seconds()=100.180049; time_diff_offset='3600'
2020-06-16 21:02:00 INFO: skip by time diff 2020-06-16 18:00:20.804000+00:00
2020-06-16 21:02:00 INFO: clearing end
2020-06-16 21:02:00 INFO: 
2020-06-16 21:02:00 INFO: 
2020-06-16 21:02:00 INFO: 
2020-06-16 21:02:00 INFO: 
2020-06-16 21:09:04 INFO: process event {'orderID': '22874702-70be-c211-1d48-db695eabd7a4', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-16T18:09:04.184Z', 'clOrdID': '03653dbdab944fd493ae9d44659a9544', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 21:09:04 INFO: skip event 03653dbdab944fd493ae9d44659a9544 
2020-06-16 21:09:04 INFO: process event {'orderID': '22874702-70be-c211-1d48-db695eabd7a4', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 762, 'avgPx': 232.95, 'transactTime': '2020-06-16T18:09:04.184Z', 'clOrdID': '03653dbdab944fd493ae9d44659a9544', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T18:09:04.184Z'}
2020-06-16 21:09:04 INFO: add new event={'uid': '03653dbdab944fd493ae9d44659a9544', 'status': 'Filled'}
2020-06-16 21:09:04 INFO: 
2020-06-16 21:09:04 INFO: 
2020-06-16 21:09:04 INFO: 
2020-06-16 21:09:04 INFO: 
2020-06-16 21:09:04 INFO: process event start
2020-06-16 21:09:04 INFO: fetch new order event 03653dbdab944fd493ae9d44659a9544
2020-06-16 21:09:04 INFO: fetch orders by event init={'stop': '234', 'take': '226.900000000000005684341886080801486968994140625', 'qty': '762', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-16 21:09:04 INFO: process init order filled
2020-06-16 21:09:04 INFO: save profit orders to storage stop=daceabbb132a4a54bafa3a7a03cec575 take=744cc2cd4282467486951467b7db4827
2020-06-16 21:09:04 INFO: place profit orders take_price=226.900000000000005684341886080801486968994140625, stop_price=234, qty=762, color=RED, ticker=ETHUSD daceabbb132a4a54bafa3a7a03cec575 744cc2cd4282467486951467b7db4827
2020-06-16 21:09:04 INFO: place stop order ETHUSD: qty=762, stop_price=234, stop_uid=daceabbb132a4a54bafa3a7a03cec575
2020-06-16 21:09:04 INFO: process event {'orderID': 'b65010b9-122e-d239-cb67-873f17fefd1e', 'clOrdID': 'daceabbb132a4a54bafa3a7a03cec575', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 234, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-16T18:09:04.625Z', 'timestamp': '2020-06-16T18:09:04.625Z'}
2020-06-16 21:09:04 INFO: skip event daceabbb132a4a54bafa3a7a03cec575 New
2020-06-16 21:09:04 INFO: exchange resp for stop order={'orderID': 'b65010b9-122e-d239-cb67-873f17fefd1e', 'clOrdID': 'daceabbb132a4a54bafa3a7a03cec575', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 234.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 9, 4, 625000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 9, 4, 625000, tzinfo=tzutc())}
2020-06-16 21:09:04 INFO: place limit order ETHUSD: qty=762, price=226.900000000000005684341886080801486968994140625, take_uid=744cc2cd4282467486951467b7db4827
2020-06-16 21:09:04 INFO: process event {'orderID': '9ebbc1e0-d8fc-ba40-0747-13aba2614eff', 'clOrdID': '744cc2cd4282467486951467b7db4827', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-16T18:09:04.660Z', 'timestamp': '2020-06-16T18:09:04.660Z'}
2020-06-16 21:09:04 INFO: skip event 744cc2cd4282467486951467b7db4827 New
2020-06-16 21:09:04 INFO: process event {'orderID': '9ebbc1e0-d8fc-ba40-0747-13aba2614eff', 'workingIndicator': True, 'clOrdID': '744cc2cd4282467486951467b7db4827', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T18:09:04.660Z'}
2020-06-16 21:09:04 INFO: skip event 744cc2cd4282467486951467b7db4827 
2020-06-16 21:09:04 INFO: exchange resp for take profit order={'orderID': '9ebbc1e0-d8fc-ba40-0747-13aba2614eff', 'clOrdID': '744cc2cd4282467486951467b7db4827', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 9, 4, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 9, 4, 660000, tzinfo=tzutc())}
2020-06-16 21:09:04 INFO: place profit orders={'stop': {'response': {'orderID': 'b65010b9-122e-d239-cb67-873f17fefd1e', 'clOrdID': 'daceabbb132a4a54bafa3a7a03cec575', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 234.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 9, 4, 625000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 9, 4, 625000, tzinfo=tzutc())}, 'qty': Decimal('762'), 'uid': 'daceabbb132a4a54bafa3a7a03cec575', 'price': Decimal('234')}, 'take': {'response': {'orderID': '9ebbc1e0-d8fc-ba40-0747-13aba2614eff', 'clOrdID': '744cc2cd4282467486951467b7db4827', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 9, 4, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 9, 4, 660000, tzinfo=tzutc())}, 'qty': Decimal('762'), 'uid': '744cc2cd4282467486951467b7db4827', 'price': Decimal('226.900000000000005684341886080801486968994140625')}}
2020-06-16 21:09:04 INFO: rm init order from db 03653dbdab944fd493ae9d44659a9544
2020-06-16 21:09:04 INFO: end process event_processing_result='proceed init order'
2020-06-16 21:09:04 INFO: 
2020-06-16 21:09:04 INFO: 
2020-06-16 21:09:04 INFO: 
2020-06-16 21:09:04 INFO: 
2020-06-16 21:30:00 INFO: process event {'orderID': 'b65010b9-122e-d239-cb67-873f17fefd1e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-16T18:30:00.796Z', 'clOrdID': 'daceabbb132a4a54bafa3a7a03cec575', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 21:30:00 INFO: skip event daceabbb132a4a54bafa3a7a03cec575 
2020-06-16 21:30:00 INFO: process event {'orderID': 'b65010b9-122e-d239-cb67-873f17fefd1e', 'price': 234, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 762, 'avgPx': 234, 'transactTime': '2020-06-16T18:30:00.796Z', 'clOrdID': 'daceabbb132a4a54bafa3a7a03cec575', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-16T18:30:00.796Z'}
2020-06-16 21:30:00 INFO: add new event={'uid': 'daceabbb132a4a54bafa3a7a03cec575', 'status': 'Filled'}
2020-06-16 21:30:01 INFO: 
2020-06-16 21:30:01 INFO: 
2020-06-16 21:30:01 INFO: 
2020-06-16 21:30:01 INFO: 
2020-06-16 21:30:01 INFO: process event start
2020-06-16 21:30:01 INFO: fetch new order event daceabbb132a4a54bafa3a7a03cec575
2020-06-16 21:30:01 INFO: fetch orders by event init=None profit_pair=744cc2cd4282467486951467b7db4827
2020-06-16 21:30:01 INFO: process profit order filled
2020-06-16 21:30:01 INFO: process event {'orderID': '9ebbc1e0-d8fc-ba40-0747-13aba2614eff', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-16T18:30:01.371Z', 'clOrdID': '744cc2cd4282467486951467b7db4827', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-16 21:30:01 INFO: skip event 744cc2cd4282467486951467b7db4827 Canceled
2020-06-16 21:30:01 INFO: cancel order=744cc2cd4282467486951467b7db4827 [{'orderID': '9ebbc1e0-d8fc-ba40-0747-13aba2614eff', 'clOrdID': '744cc2cd4282467486951467b7db4827', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 762, 'price': 226.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 18, 9, 4, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 18, 30, 1, 371000, tzinfo=tzutc())}]
2020-06-16 21:30:01 INFO: end process event_processing_result='proceed profit order'
2020-06-16 21:30:01 INFO: 
2020-06-16 21:30:01 INFO: 
2020-06-16 21:30:01 INFO: 
2020-06-16 21:30:01 INFO: 
2020-06-16 22:00:20 INFO: 
2020-06-16 22:00:20 INFO: 
2020-06-16 22:00:20 INFO: 
2020-06-16 22:00:20 INFO: 
2020-06-16 22:00:20 INFO: init new order start
2020-06-16 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 234.05, 'low': 232.95, 'close': 234.05, 'trades': 1190, 'volume': 760155, 'vwap': 233.54, 'lastSize': 60, 'turnover': 17752609625, 'homeNotional': 7208.3960074398465, 'foreignNotional': 1683447.3281837783}, {'timestamp': datetime.datetime(2020, 6, 16, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 234.0, 'low': 233.0, 'close': 233.55, 'trades': 1016, 'volume': 991141, 'vwap': 233.4, 'lastSize': 150, 'turnover': 23133227430, 'homeNotional': 9390.316840048361, 'foreignNotional': 2191702.538497617}, {'timestamp': datetime.datetime(2020, 6, 16, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.0, 'high': 234.2, 'low': 232.7, 'close': 233.8, 'trades': 1647, 'volume': 2325420, 'vwap': 233.71, 'lastSize': 1, 'turnover': 54345562270, 'homeNotional': 22043.643959664703, 'foreignNotional': 5151663.721195548}]
2020-06-16 22:00:20 INFO: prepare candles [CandleItem(low=232.95, high=234.05, open=233.55, close=234.05, color='GREEN'), CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED'), CandleItem(low=232.7, high=234.2, open=233.0, close=233.8, color='GREEN')]
2020-06-16 22:00:20 INFO: skip by colors first_candle=CandleItem(low=232.7, high=234.2, open=233.0, close=233.8, color='GREEN') second_candle=CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED') last_candle=CandleItem(low=232.95, high=234.05, open=233.55, close=234.05, color='GREEN')
2020-06-16 22:00:20 INFO: check need new order None
2020-06-16 22:00:20 INFO: init new order end
2020-06-16 22:00:20 INFO: 
2020-06-16 22:00:20 INFO: 
2020-06-16 22:00:20 INFO: 
2020-06-16 22:00:20 INFO: 
2020-06-16 22:02:00 INFO: 
2020-06-16 22:02:00 INFO: 
2020-06-16 22:02:00 INFO: 
2020-06-16 22:02:00 INFO: 
2020-06-16 22:02:00 INFO: clearing start
2020-06-16 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 22:02:00 INFO: skip by not found init order into storage
2020-06-16 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 22:02:00 INFO: skip by not found init order into storage
2020-06-16 22:02:00 INFO: clearing end
2020-06-16 22:02:00 INFO: 
2020-06-16 22:02:00 INFO: 
2020-06-16 22:02:00 INFO: 
2020-06-16 22:02:00 INFO: 
2020-06-16 23:00:20 INFO: 
2020-06-16 23:00:20 INFO: 
2020-06-16 23:00:20 INFO: 
2020-06-16 23:00:20 INFO: 
2020-06-16 23:00:20 INFO: init new order start
2020-06-16 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 234.1, 'low': 233.3, 'close': 233.75, 'trades': 1116, 'volume': 826141, 'vwap': 233.63, 'lastSize': 3, 'turnover': 19300425340, 'homeNotional': 7844.379506591887, 'foreignNotional': 1832615.6227458974}, {'timestamp': datetime.datetime(2020, 6, 16, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 234.05, 'low': 232.95, 'close': 234.05, 'trades': 1190, 'volume': 760155, 'vwap': 233.54, 'lastSize': 60, 'turnover': 17752609625, 'homeNotional': 7208.3960074398465, 'foreignNotional': 1683447.3281837783}, {'timestamp': datetime.datetime(2020, 6, 16, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 234.0, 'low': 233.0, 'close': 233.55, 'trades': 1016, 'volume': 991141, 'vwap': 233.4, 'lastSize': 150, 'turnover': 23133227430, 'homeNotional': 9390.316840048361, 'foreignNotional': 2191702.538497617}]
2020-06-16 23:00:20 INFO: prepare candles [CandleItem(low=233.3, high=234.1, open=234.05, close=233.75, color='RED'), CandleItem(low=232.95, high=234.05, open=233.55, close=234.05, color='GREEN'), CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED')]
2020-06-16 23:00:20 INFO: skip by colors first_candle=CandleItem(low=233.0, high=234.0, open=233.8, close=233.55, color='RED') second_candle=CandleItem(low=232.95, high=234.05, open=233.55, close=234.05, color='GREEN') last_candle=CandleItem(low=233.3, high=234.1, open=234.05, close=233.75, color='RED')
2020-06-16 23:00:20 INFO: check need new order None
2020-06-16 23:00:20 INFO: init new order end
2020-06-16 23:00:20 INFO: 
2020-06-16 23:00:20 INFO: 
2020-06-16 23:00:20 INFO: 
2020-06-16 23:00:20 INFO: 
2020-06-16 23:02:00 INFO: 
2020-06-16 23:02:00 INFO: 
2020-06-16 23:02:00 INFO: 
2020-06-16 23:02:00 INFO: 
2020-06-16 23:02:00 INFO: clearing start
2020-06-16 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-16 23:02:00 INFO: skip by not found init order into storage
2020-06-16 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-16 23:02:00 INFO: skip by not found init order into storage
2020-06-16 23:02:00 INFO: clearing end
2020-06-16 23:02:00 INFO: 
2020-06-16 23:02:00 INFO: 
2020-06-16 23:02:00 INFO: 
2020-06-16 23:02:00 INFO: 
2020-06-16 23:50:26 ERROR: Error : Connection is already closed.
2020-06-16 23:50:26 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021934b80>>: Connection is already closed.
2020-06-16 23:50:26 INFO: Websocket Closed
2020-06-16 23:50:26 WARNING: reconnect to socket
2020-06-16 23:50:26 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-16 23:50:26 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-16 23:50:26 INFO: Authenticating with API Key.
2020-06-16 23:50:27 INFO: Connected to WS.
2020-06-17 00:00:20 INFO: 
2020-06-17 00:00:20 INFO: 
2020-06-17 00:00:20 INFO: 
2020-06-17 00:00:20 INFO: 
2020-06-17 00:00:20 INFO: init new order start
2020-06-17 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.75, 'high': 234.2, 'low': 233.75, 'close': 233.9, 'trades': 753, 'volume': 1165048, 'vwap': 233.94, 'lastSize': 252, 'turnover': 27254577215, 'homeNotional': 11062.33545532217, 'foreignNotional': 2587870.725241782}, {'timestamp': datetime.datetime(2020, 6, 16, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 234.1, 'low': 233.3, 'close': 233.75, 'trades': 1116, 'volume': 826141, 'vwap': 233.63, 'lastSize': 3, 'turnover': 19300425340, 'homeNotional': 7844.379506591887, 'foreignNotional': 1832615.6227458974}, {'timestamp': datetime.datetime(2020, 6, 16, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 234.05, 'low': 232.95, 'close': 234.05, 'trades': 1190, 'volume': 760155, 'vwap': 233.54, 'lastSize': 60, 'turnover': 17752609625, 'homeNotional': 7208.3960074398465, 'foreignNotional': 1683447.3281837783}]
2020-06-17 00:00:20 INFO: prepare candles [CandleItem(low=233.75, high=234.2, open=233.75, close=233.9, color='GREEN'), CandleItem(low=233.3, high=234.1, open=234.05, close=233.75, color='RED'), CandleItem(low=232.95, high=234.05, open=233.55, close=234.05, color='GREEN')]
2020-06-17 00:00:20 INFO: skip by colors first_candle=CandleItem(low=232.95, high=234.05, open=233.55, close=234.05, color='GREEN') second_candle=CandleItem(low=233.3, high=234.1, open=234.05, close=233.75, color='RED') last_candle=CandleItem(low=233.75, high=234.2, open=233.75, close=233.9, color='GREEN')
2020-06-17 00:00:20 INFO: check need new order None
2020-06-17 00:00:20 INFO: init new order end
2020-06-17 00:00:20 INFO: 
2020-06-17 00:00:20 INFO: 
2020-06-17 00:00:20 INFO: 
2020-06-17 00:00:20 INFO: 
2020-06-17 00:02:00 INFO: 
2020-06-17 00:02:00 INFO: 
2020-06-17 00:02:00 INFO: 
2020-06-17 00:02:00 INFO: 
2020-06-17 00:02:00 INFO: clearing start
2020-06-17 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 00:02:00 INFO: skip by not found init order into storage
2020-06-17 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 00:02:00 INFO: skip by not found init order into storage
2020-06-17 00:02:00 INFO: clearing end
2020-06-17 00:02:00 INFO: 
2020-06-17 00:02:00 INFO: 
2020-06-17 00:02:00 INFO: 
2020-06-17 00:02:00 INFO: 
2020-06-17 01:00:20 INFO: 
2020-06-17 01:00:20 INFO: 
2020-06-17 01:00:20 INFO: 
2020-06-17 01:00:20 INFO: 
2020-06-17 01:00:20 INFO: init new order start
2020-06-17 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.9, 'high': 235.65, 'low': 233.9, 'close': 234.9, 'trades': 1834, 'volume': 1633803, 'vwap': 235.08, 'lastSize': 3121, 'turnover': 38407391090, 'homeNotional': 15546.313936316541, 'foreignNotional': 3654629.1596172834}, {'timestamp': datetime.datetime(2020, 6, 16, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.75, 'high': 234.2, 'low': 233.75, 'close': 233.9, 'trades': 753, 'volume': 1165048, 'vwap': 233.94, 'lastSize': 252, 'turnover': 27254577215, 'homeNotional': 11062.33545532217, 'foreignNotional': 2587870.725241782}, {'timestamp': datetime.datetime(2020, 6, 16, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 234.1, 'low': 233.3, 'close': 233.75, 'trades': 1116, 'volume': 826141, 'vwap': 233.63, 'lastSize': 3, 'turnover': 19300425340, 'homeNotional': 7844.379506591887, 'foreignNotional': 1832615.6227458974}]
2020-06-17 01:00:20 INFO: prepare candles [CandleItem(low=233.9, high=235.65, open=233.9, close=234.9, color='GREEN'), CandleItem(low=233.75, high=234.2, open=233.75, close=233.9, color='GREEN'), CandleItem(low=233.3, high=234.1, open=234.05, close=233.75, color='RED')]
2020-06-17 01:00:20 INFO: skip by colors first_candle=CandleItem(low=233.3, high=234.1, open=234.05, close=233.75, color='RED') second_candle=CandleItem(low=233.75, high=234.2, open=233.75, close=233.9, color='GREEN') last_candle=CandleItem(low=233.9, high=235.65, open=233.9, close=234.9, color='GREEN')
2020-06-17 01:00:20 INFO: check need new order None
2020-06-17 01:00:20 INFO: init new order end
2020-06-17 01:00:20 INFO: 
2020-06-17 01:00:20 INFO: 
2020-06-17 01:00:20 INFO: 
2020-06-17 01:00:20 INFO: 
2020-06-17 01:02:00 INFO: 
2020-06-17 01:02:00 INFO: 
2020-06-17 01:02:00 INFO: 
2020-06-17 01:02:00 INFO: 
2020-06-17 01:02:00 INFO: clearing start
2020-06-17 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 01:02:00 INFO: skip by not found init order into storage
2020-06-17 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 01:02:00 INFO: skip by not found init order into storage
2020-06-17 01:02:00 INFO: clearing end
2020-06-17 01:02:00 INFO: 
2020-06-17 01:02:00 INFO: 
2020-06-17 01:02:00 INFO: 
2020-06-17 01:02:00 INFO: 
2020-06-17 02:00:20 INFO: 
2020-06-17 02:00:20 INFO: 
2020-06-17 02:00:20 INFO: 
2020-06-17 02:00:20 INFO: 
2020-06-17 02:00:20 INFO: init new order start
2020-06-17 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 16, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 235.6, 'low': 234.15, 'close': 235.3, 'trades': 1400, 'volume': 1459539, 'vwap': 234.79, 'lastSize': 400, 'turnover': 34268498805, 'homeNotional': 13876.0213492175, 'foreignNotional': 3257952.877721984}, {'timestamp': datetime.datetime(2020, 6, 16, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.9, 'high': 235.65, 'low': 233.9, 'close': 234.9, 'trades': 1834, 'volume': 1633803, 'vwap': 235.08, 'lastSize': 3121, 'turnover': 38407391090, 'homeNotional': 15546.313936316541, 'foreignNotional': 3654629.1596172834}, {'timestamp': datetime.datetime(2020, 6, 16, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.75, 'high': 234.2, 'low': 233.75, 'close': 233.9, 'trades': 753, 'volume': 1165048, 'vwap': 233.94, 'lastSize': 252, 'turnover': 27254577215, 'homeNotional': 11062.33545532217, 'foreignNotional': 2587870.725241782}]
2020-06-17 02:00:21 INFO: prepare candles [CandleItem(low=234.15, high=235.6, open=234.9, close=235.3, color='GREEN'), CandleItem(low=233.9, high=235.65, open=233.9, close=234.9, color='GREEN'), CandleItem(low=233.75, high=234.2, open=233.75, close=233.9, color='GREEN')]
2020-06-17 02:00:21 INFO: skip by colors first_candle=CandleItem(low=233.75, high=234.2, open=233.75, close=233.9, color='GREEN') second_candle=CandleItem(low=233.9, high=235.65, open=233.9, close=234.9, color='GREEN') last_candle=CandleItem(low=234.15, high=235.6, open=234.9, close=235.3, color='GREEN')
2020-06-17 02:00:21 INFO: check need new order None
2020-06-17 02:00:21 INFO: init new order end
2020-06-17 02:00:21 INFO: 
2020-06-17 02:00:21 INFO: 
2020-06-17 02:00:21 INFO: 
2020-06-17 02:00:21 INFO: 
2020-06-17 02:02:00 INFO: 
2020-06-17 02:02:00 INFO: 
2020-06-17 02:02:00 INFO: 
2020-06-17 02:02:00 INFO: 
2020-06-17 02:02:00 INFO: clearing start
2020-06-17 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 02:02:00 INFO: skip by not found init order into storage
2020-06-17 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 02:02:00 INFO: skip by not found init order into storage
2020-06-17 02:02:00 INFO: clearing end
2020-06-17 02:02:00 INFO: 
2020-06-17 02:02:00 INFO: 
2020-06-17 02:02:00 INFO: 
2020-06-17 02:02:00 INFO: 
2020-06-17 02:29:01 ERROR: Error : Connection is already closed.
2020-06-17 02:29:01 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021a06d60>>: Connection is already closed.
2020-06-17 02:29:01 INFO: Websocket Closed
2020-06-17 02:29:02 WARNING: reconnect to socket
2020-06-17 02:29:02 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-17 02:29:02 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-17 02:29:02 INFO: Authenticating with API Key.
2020-06-17 02:29:03 INFO: Connected to WS.
2020-06-17 03:00:20 INFO: 
2020-06-17 03:00:20 INFO: 
2020-06-17 03:00:20 INFO: 
2020-06-17 03:00:20 INFO: 
2020-06-17 03:00:20 INFO: init new order start
2020-06-17 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.3, 'high': 235.7, 'low': 234.65, 'close': 235.55, 'trades': 1387, 'volume': 1127171, 'vwap': 235.22, 'lastSize': 648, 'turnover': 26512494315, 'homeNotional': 10728.436878687247, 'foreignNotional': 2523466.866445483}, {'timestamp': datetime.datetime(2020, 6, 16, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 235.6, 'low': 234.15, 'close': 235.3, 'trades': 1400, 'volume': 1459539, 'vwap': 234.79, 'lastSize': 400, 'turnover': 34268498805, 'homeNotional': 13876.0213492175, 'foreignNotional': 3257952.877721984}, {'timestamp': datetime.datetime(2020, 6, 16, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.9, 'high': 235.65, 'low': 233.9, 'close': 234.9, 'trades': 1834, 'volume': 1633803, 'vwap': 235.08, 'lastSize': 3121, 'turnover': 38407391090, 'homeNotional': 15546.313936316541, 'foreignNotional': 3654629.1596172834}]
2020-06-17 03:00:20 INFO: prepare candles [CandleItem(low=234.65, high=235.7, open=235.3, close=235.55, color='GREEN'), CandleItem(low=234.15, high=235.6, open=234.9, close=235.3, color='GREEN'), CandleItem(low=233.9, high=235.65, open=233.9, close=234.9, color='GREEN')]
2020-06-17 03:00:20 INFO: skip by colors first_candle=CandleItem(low=233.9, high=235.65, open=233.9, close=234.9, color='GREEN') second_candle=CandleItem(low=234.15, high=235.6, open=234.9, close=235.3, color='GREEN') last_candle=CandleItem(low=234.65, high=235.7, open=235.3, close=235.55, color='GREEN')
2020-06-17 03:00:20 INFO: check need new order None
2020-06-17 03:00:20 INFO: init new order end
2020-06-17 03:00:20 INFO: 
2020-06-17 03:00:20 INFO: 
2020-06-17 03:00:20 INFO: 
2020-06-17 03:00:20 INFO: 
2020-06-17 03:02:00 INFO: 
2020-06-17 03:02:00 INFO: 
2020-06-17 03:02:00 INFO: 
2020-06-17 03:02:00 INFO: 
2020-06-17 03:02:00 INFO: clearing start
2020-06-17 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 03:02:00 INFO: skip by not found init order into storage
2020-06-17 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 03:02:00 INFO: skip by not found init order into storage
2020-06-17 03:02:00 INFO: clearing end
2020-06-17 03:02:00 INFO: 
2020-06-17 03:02:00 INFO: 
2020-06-17 03:02:00 INFO: 
2020-06-17 03:02:00 INFO: 
2020-06-17 04:00:20 INFO: 
2020-06-17 04:00:20 INFO: 
2020-06-17 04:00:20 INFO: 
2020-06-17 04:00:20 INFO: 
2020-06-17 04:00:20 INFO: init new order start
2020-06-17 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.55, 'high': 235.9, 'low': 234.0, 'close': 234.05, 'trades': 2303, 'volume': 3700264, 'vwap': 235.03, 'lastSize': 8, 'turnover': 86964994335, 'homeNotional': 35202.09194587279, 'foreignNotional': 8273364.100569503}, {'timestamp': datetime.datetime(2020, 6, 17, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.3, 'high': 235.7, 'low': 234.65, 'close': 235.55, 'trades': 1387, 'volume': 1127171, 'vwap': 235.22, 'lastSize': 648, 'turnover': 26512494315, 'homeNotional': 10728.436878687247, 'foreignNotional': 2523466.866445483}, {'timestamp': datetime.datetime(2020, 6, 16, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 235.6, 'low': 234.15, 'close': 235.3, 'trades': 1400, 'volume': 1459539, 'vwap': 234.79, 'lastSize': 400, 'turnover': 34268498805, 'homeNotional': 13876.0213492175, 'foreignNotional': 3257952.877721984}]
2020-06-17 04:00:20 INFO: prepare candles [CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED'), CandleItem(low=234.65, high=235.7, open=235.3, close=235.55, color='GREEN'), CandleItem(low=234.15, high=235.6, open=234.9, close=235.3, color='GREEN')]
2020-06-17 04:00:20 INFO: last_candle=CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED')
2020-06-17 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED')
2020-06-17 04:00:20 INFO: skip by CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED')
2020-06-17 04:00:20 INFO: skip by CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 04:00:20 INFO: not found applicable config for candle
2020-06-17 04:00:20 INFO: check need new order None
2020-06-17 04:00:20 INFO: init new order end
2020-06-17 04:00:20 INFO: 
2020-06-17 04:00:20 INFO: 
2020-06-17 04:00:20 INFO: 
2020-06-17 04:00:20 INFO: 
2020-06-17 04:02:00 INFO: 
2020-06-17 04:02:00 INFO: 
2020-06-17 04:02:00 INFO: 
2020-06-17 04:02:00 INFO: 
2020-06-17 04:02:00 INFO: clearing start
2020-06-17 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 04:02:01 INFO: skip by not found init order into storage
2020-06-17 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 04:02:01 INFO: skip by not found init order into storage
2020-06-17 04:02:01 INFO: clearing end
2020-06-17 04:02:01 INFO: 
2020-06-17 04:02:01 INFO: 
2020-06-17 04:02:01 INFO: 
2020-06-17 04:02:01 INFO: 
2020-06-17 05:00:20 INFO: 
2020-06-17 05:00:20 INFO: 
2020-06-17 05:00:20 INFO: 
2020-06-17 05:00:20 INFO: 
2020-06-17 05:00:20 INFO: init new order start
2020-06-17 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 234.5, 'low': 232.75, 'close': 232.9, 'trades': 1804, 'volume': 2388911, 'vwap': 233.48, 'lastSize': 4000, 'turnover': 55775914660, 'homeNotional': 22617.82924090154, 'foreignNotional': 5280783.652680399}, {'timestamp': datetime.datetime(2020, 6, 17, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.55, 'high': 235.9, 'low': 234.0, 'close': 234.05, 'trades': 2303, 'volume': 3700264, 'vwap': 235.03, 'lastSize': 8, 'turnover': 86964994335, 'homeNotional': 35202.09194587279, 'foreignNotional': 8273364.100569503}, {'timestamp': datetime.datetime(2020, 6, 17, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.3, 'high': 235.7, 'low': 234.65, 'close': 235.55, 'trades': 1387, 'volume': 1127171, 'vwap': 235.22, 'lastSize': 648, 'turnover': 26512494315, 'homeNotional': 10728.436878687247, 'foreignNotional': 2523466.866445483}]
2020-06-17 05:00:20 INFO: prepare candles [CandleItem(low=232.75, high=234.5, open=234.05, close=232.9, color='RED'), CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED'), CandleItem(low=234.65, high=235.7, open=235.3, close=235.55, color='GREEN')]
2020-06-17 05:00:20 INFO: skip by colors first_candle=CandleItem(low=234.65, high=235.7, open=235.3, close=235.55, color='GREEN') second_candle=CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED') last_candle=CandleItem(low=232.75, high=234.5, open=234.05, close=232.9, color='RED')
2020-06-17 05:00:20 INFO: check need new order None
2020-06-17 05:00:20 INFO: init new order end
2020-06-17 05:00:20 INFO: 
2020-06-17 05:00:20 INFO: 
2020-06-17 05:00:20 INFO: 
2020-06-17 05:00:20 INFO: 
2020-06-17 05:02:00 INFO: 
2020-06-17 05:02:00 INFO: 
2020-06-17 05:02:00 INFO: 
2020-06-17 05:02:00 INFO: 
2020-06-17 05:02:00 INFO: clearing start
2020-06-17 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 05:02:00 INFO: skip by not found init order into storage
2020-06-17 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 05:02:00 INFO: skip by not found init order into storage
2020-06-17 05:02:00 INFO: clearing end
2020-06-17 05:02:00 INFO: 
2020-06-17 05:02:00 INFO: 
2020-06-17 05:02:00 INFO: 
2020-06-17 05:02:00 INFO: 
2020-06-17 06:00:20 INFO: 
2020-06-17 06:00:20 INFO: 
2020-06-17 06:00:20 INFO: 
2020-06-17 06:00:20 INFO: 
2020-06-17 06:00:20 INFO: init new order start
2020-06-17 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.9, 'high': 233.9, 'low': 232.25, 'close': 232.6, 'trades': 1533, 'volume': 1520908, 'vwap': 232.97, 'lastSize': 5, 'turnover': 35431808370, 'homeNotional': 14377.572216694181, 'foreignNotional': 3349478.9460146576}, {'timestamp': datetime.datetime(2020, 6, 17, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 234.5, 'low': 232.75, 'close': 232.9, 'trades': 1804, 'volume': 2388911, 'vwap': 233.48, 'lastSize': 4000, 'turnover': 55775914660, 'homeNotional': 22617.82924090154, 'foreignNotional': 5280783.652680399}, {'timestamp': datetime.datetime(2020, 6, 17, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.55, 'high': 235.9, 'low': 234.0, 'close': 234.05, 'trades': 2303, 'volume': 3700264, 'vwap': 235.03, 'lastSize': 8, 'turnover': 86964994335, 'homeNotional': 35202.09194587279, 'foreignNotional': 8273364.100569503}]
2020-06-17 06:00:21 INFO: prepare candles [CandleItem(low=232.25, high=233.9, open=232.9, close=232.6, color='RED'), CandleItem(low=232.75, high=234.5, open=234.05, close=232.9, color='RED'), CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED')]
2020-06-17 06:00:21 INFO: skip by colors first_candle=CandleItem(low=234.0, high=235.9, open=235.55, close=234.05, color='RED') second_candle=CandleItem(low=232.75, high=234.5, open=234.05, close=232.9, color='RED') last_candle=CandleItem(low=232.25, high=233.9, open=232.9, close=232.6, color='RED')
2020-06-17 06:00:21 INFO: check need new order None
2020-06-17 06:00:21 INFO: init new order end
2020-06-17 06:00:21 INFO: 
2020-06-17 06:00:21 INFO: 
2020-06-17 06:00:21 INFO: 
2020-06-17 06:00:21 INFO: 
2020-06-17 06:02:00 INFO: 
2020-06-17 06:02:00 INFO: 
2020-06-17 06:02:00 INFO: 
2020-06-17 06:02:00 INFO: 
2020-06-17 06:02:00 INFO: clearing start
2020-06-17 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 06:02:00 INFO: skip by not found init order into storage
2020-06-17 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 06:02:00 INFO: skip by not found init order into storage
2020-06-17 06:02:00 INFO: clearing end
2020-06-17 06:02:00 INFO: 
2020-06-17 06:02:00 INFO: 
2020-06-17 06:02:00 INFO: 
2020-06-17 06:02:00 INFO: 
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:20 INFO: init new order start
2020-06-17 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.6, 'high': 233.3, 'low': 232.25, 'close': 232.95, 'trades': 1114, 'volume': 1572513, 'vwap': 232.79, 'lastSize': 274, 'turnover': 36605963225, 'homeNotional': 14850.494957175839, 'foreignNotional': 3456998.91205111}, {'timestamp': datetime.datetime(2020, 6, 17, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.9, 'high': 233.9, 'low': 232.25, 'close': 232.6, 'trades': 1533, 'volume': 1520908, 'vwap': 232.97, 'lastSize': 5, 'turnover': 35431808370, 'homeNotional': 14377.572216694181, 'foreignNotional': 3349478.9460146576}, {'timestamp': datetime.datetime(2020, 6, 17, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 234.5, 'low': 232.75, 'close': 232.9, 'trades': 1804, 'volume': 2388911, 'vwap': 233.48, 'lastSize': 4000, 'turnover': 55775914660, 'homeNotional': 22617.82924090154, 'foreignNotional': 5280783.652680399}]
2020-06-17 07:00:20 INFO: prepare candles [CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN'), CandleItem(low=232.25, high=233.9, open=232.9, close=232.6, color='RED'), CandleItem(low=232.75, high=234.5, open=234.05, close=232.9, color='RED')]
2020-06-17 07:00:20 INFO: last_candle=CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN')
2020-06-17 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN')
2020-06-17 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.25, high=233.9, open=232.9, close=232.6, color='RED')
2020-06-17 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.75, high=234.5, open=234.05, close=232.9, color='RED')
2020-06-17 07:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-17 07:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-17 07:00:20 INFO: place order: start candle=CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-17 07:00:20 INFO: place order: side_factor=-1 init_trigger_price=233.35000000000002 init_order_price=233.4 stop_price_offset=0.0 candle.size=1.0500000000000114 stop_price=232.25 take_price=239.70000000000007
2020-06-17 07:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('233.3500000000000227373675443232059478759765625') init_order_price=Decimal('233.400000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.0500000000000114 stop_price=Decimal('232.25') take_price=Decimal('239.700000000000073896444519050419330596923828125')
2020-06-17 07:00:20 INFO: place order: compute qty=727
2020-06-17 07:00:20 INFO: place order: save order to db 7834cf8a1d924541a18be9c3d4fbc069; response=True
2020-06-17 07:00:20 INFO: post order to exchange resp={'orderID': '98bc5aef-8cb4-651c-8ce7-72fc56d5c6ba', 'clOrdID': '7834cf8a1d924541a18be9c3d4fbc069', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 233.4, 'displayQty': None, 'stopPx': 233.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 0, 20, 810000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 0, 20, 810000, tzinfo=tzutc())}
2020-06-17 07:00:20 INFO: place new init order {'qty': 727, 'init_price': Decimal('233.3500000000000227373675443232059478759765625'), 'stop_price': Decimal('232.25'), 'take_price': Decimal('239.700000000000073896444519050419330596923828125'), 'order_uid': '7834cf8a1d924541a18be9c3d4fbc069', 'response': {'orderID': '98bc5aef-8cb4-651c-8ce7-72fc56d5c6ba', 'clOrdID': '7834cf8a1d924541a18be9c3d4fbc069', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 233.4, 'displayQty': None, 'stopPx': 233.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 0, 20, 810000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 0, 20, 810000, tzinfo=tzutc())}}
2020-06-17 07:00:20 INFO: init new order end
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:20 INFO: 
2020-06-17 07:00:21 INFO: process event {'orderID': '98bc5aef-8cb4-651c-8ce7-72fc56d5c6ba', 'clOrdID': '7834cf8a1d924541a18be9c3d4fbc069', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 233.4, 'displayQty': None, 'stopPx': 233.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-17T04:00:20.810Z', 'timestamp': '2020-06-17T04:00:20.810Z'}
2020-06-17 07:00:21 INFO: skip event 7834cf8a1d924541a18be9c3d4fbc069 New
2020-06-17 07:02:00 INFO: 
2020-06-17 07:02:00 INFO: 
2020-06-17 07:02:00 INFO: 
2020-06-17 07:02:00 INFO: 
2020-06-17 07:02:00 INFO: clearing start
2020-06-17 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 07:02:00 INFO: skip by not found init order into storage
2020-06-17 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 07:02:00 INFO: skip by not found init order into storage
2020-06-17 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '98bc5aef-8cb4-651c-8ce7-72fc56d5c6ba', 'clOrdID': '7834cf8a1d924541a18be9c3d4fbc069', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 233.4, 'displayQty': None, 'stopPx': 233.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 0, 20, 810000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 0, 20, 810000, tzinfo=tzutc())}
2020-06-17 07:02:00 INFO: order time=2020-06-17 04:00:20.810000+00:00; delta from now UTC=0:01:40.179653 time_delta.total_seconds()=100.179653; time_diff_offset='3600'
2020-06-17 07:02:00 INFO: skip by time diff 2020-06-17 04:00:20.810000+00:00
2020-06-17 07:02:00 INFO: clearing end
2020-06-17 07:02:00 INFO: 
2020-06-17 07:02:00 INFO: 
2020-06-17 07:02:00 INFO: 
2020-06-17 07:02:00 INFO: 
2020-06-17 07:10:11 INFO: process event {'orderID': '98bc5aef-8cb4-651c-8ce7-72fc56d5c6ba', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-17T04:10:11.748Z', 'clOrdID': '7834cf8a1d924541a18be9c3d4fbc069', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-17 07:10:11 INFO: skip event 7834cf8a1d924541a18be9c3d4fbc069 
2020-06-17 07:10:11 INFO: process event {'orderID': '98bc5aef-8cb4-651c-8ce7-72fc56d5c6ba', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 727, 'avgPx': 233.35, 'transactTime': '2020-06-17T04:10:11.748Z', 'clOrdID': '7834cf8a1d924541a18be9c3d4fbc069', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-17T04:10:11.748Z'}
2020-06-17 07:10:11 INFO: add new event={'uid': '7834cf8a1d924541a18be9c3d4fbc069', 'status': 'Filled'}
2020-06-17 07:10:12 INFO: 
2020-06-17 07:10:12 INFO: 
2020-06-17 07:10:12 INFO: 
2020-06-17 07:10:12 INFO: 
2020-06-17 07:10:12 INFO: process event start
2020-06-17 07:10:12 INFO: fetch new order event 7834cf8a1d924541a18be9c3d4fbc069
2020-06-17 07:10:12 INFO: fetch orders by event init={'stop': '232.25', 'take': '239.700000000000073896444519050419330596923828125', 'qty': '727', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-17 07:10:12 INFO: process init order filled
2020-06-17 07:10:12 INFO: save profit orders to storage stop=f056296f9d1e4c59b4b21985af706342 take=169724327fd84440affd1115c0867fe5
2020-06-17 07:10:12 INFO: place profit orders take_price=239.700000000000073896444519050419330596923828125, stop_price=232.25, qty=727, color=GREEN, ticker=ETHUSD f056296f9d1e4c59b4b21985af706342 169724327fd84440affd1115c0867fe5
2020-06-17 07:10:12 INFO: place stop order ETHUSD: qty=-727, stop_price=232.25, stop_uid=f056296f9d1e4c59b4b21985af706342
2020-06-17 07:10:12 INFO: process event {'orderID': '51516e09-55c2-5b0a-e50e-a574f07a84ad', 'clOrdID': 'f056296f9d1e4c59b4b21985af706342', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-17T04:10:12.753Z', 'timestamp': '2020-06-17T04:10:12.753Z'}
2020-06-17 07:10:12 INFO: skip event f056296f9d1e4c59b4b21985af706342 New
2020-06-17 07:10:12 INFO: exchange resp for stop order={'orderID': '51516e09-55c2-5b0a-e50e-a574f07a84ad', 'clOrdID': 'f056296f9d1e4c59b4b21985af706342', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 10, 12, 753000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 10, 12, 753000, tzinfo=tzutc())}
2020-06-17 07:10:12 INFO: place limit order ETHUSD: qty=-727, price=239.700000000000073896444519050419330596923828125, take_uid=169724327fd84440affd1115c0867fe5
2020-06-17 07:10:12 INFO: process event {'orderID': 'b6d2ed32-88ca-cb46-5fb4-fd55508fb4bc', 'clOrdID': '169724327fd84440affd1115c0867fe5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 239.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-17T04:10:12.790Z', 'timestamp': '2020-06-17T04:10:12.790Z'}
2020-06-17 07:10:12 INFO: skip event 169724327fd84440affd1115c0867fe5 New
2020-06-17 07:10:12 INFO: process event {'orderID': 'b6d2ed32-88ca-cb46-5fb4-fd55508fb4bc', 'workingIndicator': True, 'clOrdID': '169724327fd84440affd1115c0867fe5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-17T04:10:12.790Z'}
2020-06-17 07:10:12 INFO: skip event 169724327fd84440affd1115c0867fe5 
2020-06-17 07:10:12 INFO: exchange resp for take profit order={'orderID': 'b6d2ed32-88ca-cb46-5fb4-fd55508fb4bc', 'clOrdID': '169724327fd84440affd1115c0867fe5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 239.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 10, 12, 790000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 10, 12, 790000, tzinfo=tzutc())}
2020-06-17 07:10:12 INFO: place profit orders={'stop': {'response': {'orderID': '51516e09-55c2-5b0a-e50e-a574f07a84ad', 'clOrdID': 'f056296f9d1e4c59b4b21985af706342', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 10, 12, 753000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 10, 12, 753000, tzinfo=tzutc())}, 'qty': Decimal('-727'), 'uid': 'f056296f9d1e4c59b4b21985af706342', 'price': Decimal('232.25')}, 'take': {'response': {'orderID': 'b6d2ed32-88ca-cb46-5fb4-fd55508fb4bc', 'clOrdID': '169724327fd84440affd1115c0867fe5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 239.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 10, 12, 790000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 10, 12, 790000, tzinfo=tzutc())}, 'qty': Decimal('-727'), 'uid': '169724327fd84440affd1115c0867fe5', 'price': Decimal('239.700000000000073896444519050419330596923828125')}}
2020-06-17 07:10:12 INFO: rm init order from db 7834cf8a1d924541a18be9c3d4fbc069
2020-06-17 07:10:12 INFO: end process event_processing_result='proceed init order'
2020-06-17 07:10:12 INFO: 
2020-06-17 07:10:12 INFO: 
2020-06-17 07:10:12 INFO: 
2020-06-17 07:10:12 INFO: 
2020-06-17 08:00:20 INFO: 
2020-06-17 08:00:20 INFO: 
2020-06-17 08:00:20 INFO: 
2020-06-17 08:00:20 INFO: 
2020-06-17 08:00:20 INFO: init new order start
2020-06-17 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.5, 'low': 232.6, 'close': 233.15, 'trades': 758, 'volume': 728880, 'vwap': 233.18, 'lastSize': 50, 'turnover': 16995724470, 'homeNotional': 6893.33124948108, 'foreignNotional': 1607359.797844703}, {'timestamp': datetime.datetime(2020, 6, 17, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.6, 'high': 233.3, 'low': 232.25, 'close': 232.95, 'trades': 1114, 'volume': 1572513, 'vwap': 232.79, 'lastSize': 274, 'turnover': 36605963225, 'homeNotional': 14850.494957175839, 'foreignNotional': 3456998.91205111}, {'timestamp': datetime.datetime(2020, 6, 17, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.9, 'high': 233.9, 'low': 232.25, 'close': 232.6, 'trades': 1533, 'volume': 1520908, 'vwap': 232.97, 'lastSize': 5, 'turnover': 35431808370, 'homeNotional': 14377.572216694181, 'foreignNotional': 3349478.9460146576}]
2020-06-17 08:00:20 INFO: prepare candles [CandleItem(low=232.6, high=233.5, open=232.95, close=233.15, color='GREEN'), CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN'), CandleItem(low=232.25, high=233.9, open=232.9, close=232.6, color='RED')]
2020-06-17 08:00:20 INFO: skip by colors first_candle=CandleItem(low=232.25, high=233.9, open=232.9, close=232.6, color='RED') second_candle=CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN') last_candle=CandleItem(low=232.6, high=233.5, open=232.95, close=233.15, color='GREEN')
2020-06-17 08:00:20 INFO: check need new order None
2020-06-17 08:00:20 INFO: init new order end
2020-06-17 08:00:20 INFO: 
2020-06-17 08:00:20 INFO: 
2020-06-17 08:00:20 INFO: 
2020-06-17 08:00:20 INFO: 
2020-06-17 08:02:00 INFO: 
2020-06-17 08:02:00 INFO: 
2020-06-17 08:02:00 INFO: 
2020-06-17 08:02:00 INFO: 
2020-06-17 08:02:00 INFO: clearing start
2020-06-17 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 08:02:00 INFO: skip by not found init order into storage
2020-06-17 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 08:02:00 INFO: skip by not found init order into storage
2020-06-17 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '51516e09-55c2-5b0a-e50e-a574f07a84ad', 'clOrdID': 'f056296f9d1e4c59b4b21985af706342', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 10, 12, 753000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 10, 12, 753000, tzinfo=tzutc())}
2020-06-17 08:02:00 INFO: skip by not found init order into storage
2020-06-17 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b6d2ed32-88ca-cb46-5fb4-fd55508fb4bc', 'clOrdID': '169724327fd84440affd1115c0867fe5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 239.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 10, 12, 790000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 4, 10, 12, 790000, tzinfo=tzutc())}
2020-06-17 08:02:00 INFO: skip by not found init order into storage
2020-06-17 08:02:00 INFO: clearing end
2020-06-17 08:02:00 INFO: 
2020-06-17 08:02:00 INFO: 
2020-06-17 08:02:00 INFO: 
2020-06-17 08:02:00 INFO: 
2020-06-17 08:51:45 INFO: process event {'orderID': '51516e09-55c2-5b0a-e50e-a574f07a84ad', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-17T05:51:45.297Z', 'clOrdID': 'f056296f9d1e4c59b4b21985af706342', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-17 08:51:45 INFO: skip event f056296f9d1e4c59b4b21985af706342 
2020-06-17 08:51:45 INFO: process event {'orderID': '51516e09-55c2-5b0a-e50e-a574f07a84ad', 'price': 232.3, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 727, 'avgPx': 232.3, 'transactTime': '2020-06-17T05:51:45.297Z', 'clOrdID': 'f056296f9d1e4c59b4b21985af706342', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-17T05:51:45.297Z'}
2020-06-17 08:51:45 INFO: add new event={'uid': 'f056296f9d1e4c59b4b21985af706342', 'status': 'Filled'}
2020-06-17 08:51:45 INFO: 
2020-06-17 08:51:45 INFO: 
2020-06-17 08:51:45 INFO: 
2020-06-17 08:51:45 INFO: 
2020-06-17 08:51:45 INFO: process event start
2020-06-17 08:51:45 INFO: fetch new order event f056296f9d1e4c59b4b21985af706342
2020-06-17 08:51:45 INFO: fetch orders by event init=None profit_pair=169724327fd84440affd1115c0867fe5
2020-06-17 08:51:45 INFO: process profit order filled
2020-06-17 08:51:45 INFO: process event {'orderID': 'b6d2ed32-88ca-cb46-5fb4-fd55508fb4bc', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-17T05:51:45.674Z', 'clOrdID': '169724327fd84440affd1115c0867fe5', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-17 08:51:45 INFO: cancel order=169724327fd84440affd1115c0867fe5 [{'orderID': 'b6d2ed32-88ca-cb46-5fb4-fd55508fb4bc', 'clOrdID': '169724327fd84440affd1115c0867fe5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 239.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 17, 4, 10, 12, 790000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 5, 51, 45, 674000, tzinfo=tzutc())}]
2020-06-17 08:51:45 INFO: skip event 169724327fd84440affd1115c0867fe5 Canceled
2020-06-17 08:51:45 INFO: end process event_processing_result='proceed profit order'
2020-06-17 08:51:45 INFO: 
2020-06-17 08:51:45 INFO: 
2020-06-17 08:51:45 INFO: 
2020-06-17 08:51:45 INFO: 
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:20 INFO: init new order start
2020-06-17 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.5, 'low': 232.25, 'close': 232.7, 'trades': 1754, 'volume': 3091921, 'vwap': 232.9, 'lastSize': 6255, 'turnover': 72009726780, 'homeNotional': 29212.85646310299, 'foreignNotional': 6803580.350578378}, {'timestamp': datetime.datetime(2020, 6, 17, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.5, 'low': 232.6, 'close': 233.15, 'trades': 758, 'volume': 728880, 'vwap': 233.18, 'lastSize': 50, 'turnover': 16995724470, 'homeNotional': 6893.33124948108, 'foreignNotional': 1607359.797844703}, {'timestamp': datetime.datetime(2020, 6, 17, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.6, 'high': 233.3, 'low': 232.25, 'close': 232.95, 'trades': 1114, 'volume': 1572513, 'vwap': 232.79, 'lastSize': 274, 'turnover': 36605963225, 'homeNotional': 14850.494957175839, 'foreignNotional': 3456998.91205111}]
2020-06-17 09:00:20 INFO: prepare candles [CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED'), CandleItem(low=232.6, high=233.5, open=232.95, close=233.15, color='GREEN'), CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN')]
2020-06-17 09:00:20 INFO: last_candle=CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED')
2020-06-17 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED')
2020-06-17 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.6, high=233.5, open=232.95, close=233.15, color='GREEN')
2020-06-17 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.25, high=233.3, open=232.6, close=232.95, color='GREEN')
2020-06-17 09:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-17 09:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-17 09:00:20 INFO: place order: start candle=CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-17 09:00:20 INFO: place order: side_factor=1 init_trigger_price=232.2 init_order_price=232.15 stop_price_offset=0.0 candle.size=1.25 stop_price=233.5 take_price=224.65
2020-06-17 09:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('232.19999999999998863131622783839702606201171875') init_order_price=Decimal('232.150000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.25 stop_price=Decimal('233.5') take_price=Decimal('224.650000000000005684341886080801486968994140625')
2020-06-17 09:00:20 INFO: place order: compute qty=-615
2020-06-17 09:00:20 INFO: place order: save order to db cf15deb603b14ee99b101b727f8eeae1; response=True
2020-06-17 09:00:20 INFO: post order to exchange resp={'orderID': 'd133de87-189c-0413-bb65-49594f17abb9', 'clOrdID': 'cf15deb603b14ee99b101b727f8eeae1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.15, 'displayQty': None, 'stopPx': 232.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc())}
2020-06-17 09:00:20 INFO: place new init order {'qty': -615, 'init_price': Decimal('232.19999999999998863131622783839702606201171875'), 'stop_price': Decimal('233.5'), 'take_price': Decimal('224.650000000000005684341886080801486968994140625'), 'order_uid': 'cf15deb603b14ee99b101b727f8eeae1', 'response': {'orderID': 'd133de87-189c-0413-bb65-49594f17abb9', 'clOrdID': 'cf15deb603b14ee99b101b727f8eeae1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.15, 'displayQty': None, 'stopPx': 232.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc())}}
2020-06-17 09:00:20 INFO: init new order end
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:20 INFO: 
2020-06-17 09:00:21 INFO: process event {'orderID': 'd133de87-189c-0413-bb65-49594f17abb9', 'clOrdID': 'cf15deb603b14ee99b101b727f8eeae1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.15, 'displayQty': None, 'stopPx': 232.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-17T06:00:20.644Z', 'timestamp': '2020-06-17T06:00:20.644Z'}
2020-06-17 09:00:21 INFO: skip event cf15deb603b14ee99b101b727f8eeae1 New
2020-06-17 09:02:00 INFO: 
2020-06-17 09:02:00 INFO: 
2020-06-17 09:02:00 INFO: 
2020-06-17 09:02:00 INFO: 
2020-06-17 09:02:00 INFO: clearing start
2020-06-17 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 09:02:00 INFO: skip by not found init order into storage
2020-06-17 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 09:02:00 INFO: skip by not found init order into storage
2020-06-17 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd133de87-189c-0413-bb65-49594f17abb9', 'clOrdID': 'cf15deb603b14ee99b101b727f8eeae1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.15, 'displayQty': None, 'stopPx': 232.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc())}
2020-06-17 09:02:00 INFO: order time=2020-06-17 06:00:20.644000+00:00; delta from now UTC=0:01:40.183575 time_delta.total_seconds()=100.183575; time_diff_offset='3600'
2020-06-17 09:02:00 INFO: skip by time diff 2020-06-17 06:00:20.644000+00:00
2020-06-17 09:02:00 INFO: clearing end
2020-06-17 09:02:00 INFO: 
2020-06-17 09:02:00 INFO: 
2020-06-17 09:02:00 INFO: 
2020-06-17 09:02:00 INFO: 
2020-06-17 10:00:20 INFO: 
2020-06-17 10:00:20 INFO: 
2020-06-17 10:00:20 INFO: 
2020-06-17 10:00:20 INFO: 
2020-06-17 10:00:20 INFO: init new order start
2020-06-17 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.7, 'high': 235.3, 'low': 232.35, 'close': 234.6, 'trades': 2781, 'volume': 4449505, 'vwap': 234.31, 'lastSize': 10, 'turnover': 104252292850, 'homeNotional': 42139.942356428845, 'foreignNotional': 9873473.18673613}, {'timestamp': datetime.datetime(2020, 6, 17, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.5, 'low': 232.25, 'close': 232.7, 'trades': 1754, 'volume': 3091921, 'vwap': 232.9, 'lastSize': 6255, 'turnover': 72009726780, 'homeNotional': 29212.85646310299, 'foreignNotional': 6803580.350578378}, {'timestamp': datetime.datetime(2020, 6, 17, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.5, 'low': 232.6, 'close': 233.15, 'trades': 758, 'volume': 728880, 'vwap': 233.18, 'lastSize': 50, 'turnover': 16995724470, 'homeNotional': 6893.33124948108, 'foreignNotional': 1607359.797844703}]
2020-06-17 10:00:20 INFO: prepare candles [CandleItem(low=232.35, high=235.3, open=232.7, close=234.6, color='GREEN'), CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED'), CandleItem(low=232.6, high=233.5, open=232.95, close=233.15, color='GREEN')]
2020-06-17 10:00:20 INFO: skip by colors first_candle=CandleItem(low=232.6, high=233.5, open=232.95, close=233.15, color='GREEN') second_candle=CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED') last_candle=CandleItem(low=232.35, high=235.3, open=232.7, close=234.6, color='GREEN')
2020-06-17 10:00:20 INFO: check need new order None
2020-06-17 10:00:20 INFO: init new order end
2020-06-17 10:00:20 INFO: 
2020-06-17 10:00:20 INFO: 
2020-06-17 10:00:20 INFO: 
2020-06-17 10:00:20 INFO: 
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:00 INFO: clearing start
2020-06-17 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 10:02:00 INFO: skip by not found init order into storage
2020-06-17 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 10:02:00 INFO: skip by not found init order into storage
2020-06-17 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd133de87-189c-0413-bb65-49594f17abb9', 'clOrdID': 'cf15deb603b14ee99b101b727f8eeae1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.15, 'displayQty': None, 'stopPx': 232.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc())}
2020-06-17 10:02:00 INFO: order time=2020-06-17 06:00:20.644000+00:00; delta from now UTC=1:01:40.136952 time_delta.total_seconds()=3700.136952; time_diff_offset='3600'
2020-06-17 10:02:00 INFO: clear order cf15deb603b14ee99b101b727f8eeae1
2020-06-17 10:02:00 INFO: cancel order resp=[{'orderID': 'd133de87-189c-0413-bb65-49594f17abb9', 'clOrdID': 'cf15deb603b14ee99b101b727f8eeae1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 232.15, 'displayQty': None, 'stopPx': 232.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 6, 0, 20, 644000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 7, 2, 0, 806000, tzinfo=tzutc())}]
2020-06-17 10:02:00 INFO: clearing end
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:00 INFO: 
2020-06-17 10:02:01 INFO: process event {'orderID': 'd133de87-189c-0413-bb65-49594f17abb9', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-17T07:02:00.806Z', 'clOrdID': 'cf15deb603b14ee99b101b727f8eeae1', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-17 10:02:01 INFO: skip event cf15deb603b14ee99b101b727f8eeae1 Canceled
2020-06-17 10:35:15 ERROR: Error : Connection is already closed.
2020-06-17 10:35:15 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f502193ae20>>: Connection is already closed.
2020-06-17 10:35:15 INFO: Websocket Closed
2020-06-17 10:35:16 WARNING: reconnect to socket
2020-06-17 10:35:16 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-17 10:35:16 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-17 10:35:16 INFO: Authenticating with API Key.
2020-06-17 10:35:17 INFO: Connected to WS.
2020-06-17 11:00:20 INFO: 
2020-06-17 11:00:20 INFO: 
2020-06-17 11:00:20 INFO: 
2020-06-17 11:00:20 INFO: 
2020-06-17 11:00:20 INFO: init new order start
2020-06-17 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.6, 'high': 235.55, 'low': 234.2, 'close': 234.95, 'trades': 1719, 'volume': 3912846, 'vwap': 235.03, 'lastSize': 350, 'turnover': 91961682265, 'homeNotional': 37133.03223515011, 'foreignNotional': 8727205.709635263}, {'timestamp': datetime.datetime(2020, 6, 17, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.7, 'high': 235.3, 'low': 232.35, 'close': 234.6, 'trades': 2781, 'volume': 4449505, 'vwap': 234.31, 'lastSize': 10, 'turnover': 104252292850, 'homeNotional': 42139.942356428845, 'foreignNotional': 9873473.18673613}, {'timestamp': datetime.datetime(2020, 6, 17, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.5, 'low': 232.25, 'close': 232.7, 'trades': 1754, 'volume': 3091921, 'vwap': 232.9, 'lastSize': 6255, 'turnover': 72009726780, 'homeNotional': 29212.85646310299, 'foreignNotional': 6803580.350578378}]
2020-06-17 11:00:20 INFO: prepare candles [CandleItem(low=234.2, high=235.55, open=234.6, close=234.95, color='GREEN'), CandleItem(low=232.35, high=235.3, open=232.7, close=234.6, color='GREEN'), CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED')]
2020-06-17 11:00:20 INFO: skip by colors first_candle=CandleItem(low=232.25, high=233.5, open=233.15, close=232.7, color='RED') second_candle=CandleItem(low=232.35, high=235.3, open=232.7, close=234.6, color='GREEN') last_candle=CandleItem(low=234.2, high=235.55, open=234.6, close=234.95, color='GREEN')
2020-06-17 11:00:20 INFO: check need new order None
2020-06-17 11:00:20 INFO: init new order end
2020-06-17 11:00:20 INFO: 
2020-06-17 11:00:20 INFO: 
2020-06-17 11:00:20 INFO: 
2020-06-17 11:00:20 INFO: 
2020-06-17 11:02:00 INFO: 
2020-06-17 11:02:00 INFO: 
2020-06-17 11:02:00 INFO: 
2020-06-17 11:02:00 INFO: 
2020-06-17 11:02:00 INFO: clearing start
2020-06-17 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 11:02:00 INFO: skip by not found init order into storage
2020-06-17 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 11:02:00 INFO: skip by not found init order into storage
2020-06-17 11:02:00 INFO: clearing end
2020-06-17 11:02:00 INFO: 
2020-06-17 11:02:00 INFO: 
2020-06-17 11:02:00 INFO: 
2020-06-17 11:02:00 INFO: 
2020-06-17 12:00:20 INFO: 
2020-06-17 12:00:20 INFO: 
2020-06-17 12:00:20 INFO: 
2020-06-17 12:00:20 INFO: 
2020-06-17 12:00:20 INFO: init new order start
2020-06-17 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.95, 'high': 235.15, 'low': 234.25, 'close': 234.3, 'trades': 1010, 'volume': 1433064, 'vwap': 234.67, 'lastSize': 100, 'turnover': 33628757920, 'homeNotional': 13610.070579319106, 'foreignNotional': 3193786.164283096}, {'timestamp': datetime.datetime(2020, 6, 17, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.6, 'high': 235.55, 'low': 234.2, 'close': 234.95, 'trades': 1719, 'volume': 3912846, 'vwap': 235.03, 'lastSize': 350, 'turnover': 91961682265, 'homeNotional': 37133.03223515011, 'foreignNotional': 8727205.709635263}, {'timestamp': datetime.datetime(2020, 6, 17, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.7, 'high': 235.3, 'low': 232.35, 'close': 234.6, 'trades': 2781, 'volume': 4449505, 'vwap': 234.31, 'lastSize': 10, 'turnover': 104252292850, 'homeNotional': 42139.942356428845, 'foreignNotional': 9873473.18673613}]
2020-06-17 12:00:20 INFO: prepare candles [CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED'), CandleItem(low=234.2, high=235.55, open=234.6, close=234.95, color='GREEN'), CandleItem(low=232.35, high=235.3, open=232.7, close=234.6, color='GREEN')]
2020-06-17 12:00:20 INFO: last_candle=CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED')
2020-06-17 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED')
2020-06-17 12:00:20 INFO: skip by CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED')
2020-06-17 12:00:20 INFO: skip by CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 12:00:20 INFO: not found applicable config for candle
2020-06-17 12:00:20 INFO: check need new order None
2020-06-17 12:00:20 INFO: init new order end
2020-06-17 12:00:20 INFO: 
2020-06-17 12:00:20 INFO: 
2020-06-17 12:00:20 INFO: 
2020-06-17 12:00:20 INFO: 
2020-06-17 12:02:00 INFO: 
2020-06-17 12:02:00 INFO: 
2020-06-17 12:02:00 INFO: 
2020-06-17 12:02:00 INFO: 
2020-06-17 12:02:00 INFO: clearing start
2020-06-17 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 12:02:00 INFO: skip by not found init order into storage
2020-06-17 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 12:02:00 INFO: skip by not found init order into storage
2020-06-17 12:02:00 INFO: clearing end
2020-06-17 12:02:00 INFO: 
2020-06-17 12:02:00 INFO: 
2020-06-17 12:02:00 INFO: 
2020-06-17 12:02:00 INFO: 
2020-06-17 13:00:20 INFO: 
2020-06-17 13:00:20 INFO: 
2020-06-17 13:00:20 INFO: 
2020-06-17 13:00:20 INFO: 
2020-06-17 13:00:20 INFO: init new order start
2020-06-17 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.3, 'high': 234.45, 'low': 233.55, 'close': 233.55, 'trades': 872, 'volume': 746126, 'vwap': 234.07, 'lastSize': 1, 'turnover': 17463969485, 'homeNotional': 7075.525758024054, 'foreignNotional': 1656111.7969330216}, {'timestamp': datetime.datetime(2020, 6, 17, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.95, 'high': 235.15, 'low': 234.25, 'close': 234.3, 'trades': 1010, 'volume': 1433064, 'vwap': 234.67, 'lastSize': 100, 'turnover': 33628757920, 'homeNotional': 13610.070579319106, 'foreignNotional': 3193786.164283096}, {'timestamp': datetime.datetime(2020, 6, 17, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.6, 'high': 235.55, 'low': 234.2, 'close': 234.95, 'trades': 1719, 'volume': 3912846, 'vwap': 235.03, 'lastSize': 350, 'turnover': 91961682265, 'homeNotional': 37133.03223515011, 'foreignNotional': 8727205.709635263}]
2020-06-17 13:00:20 INFO: prepare candles [CandleItem(low=233.55, high=234.45, open=234.3, close=233.55, color='RED'), CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED'), CandleItem(low=234.2, high=235.55, open=234.6, close=234.95, color='GREEN')]
2020-06-17 13:00:20 INFO: skip by colors first_candle=CandleItem(low=234.2, high=235.55, open=234.6, close=234.95, color='GREEN') second_candle=CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED') last_candle=CandleItem(low=233.55, high=234.45, open=234.3, close=233.55, color='RED')
2020-06-17 13:00:20 INFO: check need new order None
2020-06-17 13:00:20 INFO: init new order end
2020-06-17 13:00:20 INFO: 
2020-06-17 13:00:20 INFO: 
2020-06-17 13:00:20 INFO: 
2020-06-17 13:00:20 INFO: 
2020-06-17 13:02:00 INFO: 
2020-06-17 13:02:00 INFO: 
2020-06-17 13:02:00 INFO: 
2020-06-17 13:02:00 INFO: 
2020-06-17 13:02:00 INFO: clearing start
2020-06-17 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 13:02:00 INFO: skip by not found init order into storage
2020-06-17 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 13:02:00 INFO: skip by not found init order into storage
2020-06-17 13:02:00 INFO: clearing end
2020-06-17 13:02:00 INFO: 
2020-06-17 13:02:00 INFO: 
2020-06-17 13:02:00 INFO: 
2020-06-17 13:02:00 INFO: 
2020-06-17 14:00:20 INFO: 
2020-06-17 14:00:20 INFO: 
2020-06-17 14:00:20 INFO: 
2020-06-17 14:00:20 INFO: 
2020-06-17 14:00:20 INFO: init new order start
2020-06-17 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 234.1, 'low': 233.55, 'close': 233.7, 'trades': 499, 'volume': 570518, 'vwap': 233.78, 'lastSize': 2000, 'turnover': 13337473950, 'homeNotional': 5407.0816083595, 'foreignNotional': 1264058.7910755936}, {'timestamp': datetime.datetime(2020, 6, 17, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.3, 'high': 234.45, 'low': 233.55, 'close': 233.55, 'trades': 872, 'volume': 746126, 'vwap': 234.07, 'lastSize': 1, 'turnover': 17463969485, 'homeNotional': 7075.525758024054, 'foreignNotional': 1656111.7969330216}, {'timestamp': datetime.datetime(2020, 6, 17, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.95, 'high': 235.15, 'low': 234.25, 'close': 234.3, 'trades': 1010, 'volume': 1433064, 'vwap': 234.67, 'lastSize': 100, 'turnover': 33628757920, 'homeNotional': 13610.070579319106, 'foreignNotional': 3193786.164283096}]
2020-06-17 14:00:20 INFO: prepare candles [CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN'), CandleItem(low=233.55, high=234.45, open=234.3, close=233.55, color='RED'), CandleItem(low=234.25, high=235.15, open=234.95, close=234.3, color='RED')]
2020-06-17 14:00:20 INFO: last_candle=CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN')
2020-06-17 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN')
2020-06-17 14:00:20 INFO: skip by CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN')
2020-06-17 14:00:20 INFO: skip by CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 14:00:20 INFO: not found applicable config for candle
2020-06-17 14:00:20 INFO: check need new order None
2020-06-17 14:00:20 INFO: init new order end
2020-06-17 14:00:20 INFO: 
2020-06-17 14:00:20 INFO: 
2020-06-17 14:00:20 INFO: 
2020-06-17 14:00:20 INFO: 
2020-06-17 14:02:00 INFO: 
2020-06-17 14:02:00 INFO: 
2020-06-17 14:02:00 INFO: 
2020-06-17 14:02:00 INFO: 
2020-06-17 14:02:00 INFO: clearing start
2020-06-17 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 14:02:00 INFO: skip by not found init order into storage
2020-06-17 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 14:02:00 INFO: skip by not found init order into storage
2020-06-17 14:02:00 INFO: clearing end
2020-06-17 14:02:00 INFO: 
2020-06-17 14:02:00 INFO: 
2020-06-17 14:02:00 INFO: 
2020-06-17 14:02:00 INFO: 
2020-06-17 15:00:20 INFO: 
2020-06-17 15:00:20 INFO: 
2020-06-17 15:00:20 INFO: 
2020-06-17 15:00:20 INFO: 
2020-06-17 15:00:20 INFO: init new order start
2020-06-17 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 234.55, 'low': 233.25, 'close': 233.8, 'trades': 1244, 'volume': 1457797, 'vwap': 233.93, 'lastSize': 4500, 'turnover': 34100866910, 'homeNotional': 13821.954895247647, 'foreignNotional': 3233245.100211908}, {'timestamp': datetime.datetime(2020, 6, 17, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 234.1, 'low': 233.55, 'close': 233.7, 'trades': 499, 'volume': 570518, 'vwap': 233.78, 'lastSize': 2000, 'turnover': 13337473950, 'homeNotional': 5407.0816083595, 'foreignNotional': 1264058.7910755936}, {'timestamp': datetime.datetime(2020, 6, 17, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.3, 'high': 234.45, 'low': 233.55, 'close': 233.55, 'trades': 872, 'volume': 746126, 'vwap': 234.07, 'lastSize': 1, 'turnover': 17463969485, 'homeNotional': 7075.525758024054, 'foreignNotional': 1656111.7969330216}]
2020-06-17 15:00:20 INFO: prepare candles [CandleItem(low=233.25, high=234.55, open=233.7, close=233.8, color='GREEN'), CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN'), CandleItem(low=233.55, high=234.45, open=234.3, close=233.55, color='RED')]
2020-06-17 15:00:20 INFO: skip by colors first_candle=CandleItem(low=233.55, high=234.45, open=234.3, close=233.55, color='RED') second_candle=CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN') last_candle=CandleItem(low=233.25, high=234.55, open=233.7, close=233.8, color='GREEN')
2020-06-17 15:00:20 INFO: check need new order None
2020-06-17 15:00:20 INFO: init new order end
2020-06-17 15:00:20 INFO: 
2020-06-17 15:00:20 INFO: 
2020-06-17 15:00:20 INFO: 
2020-06-17 15:00:20 INFO: 
2020-06-17 15:02:00 INFO: 
2020-06-17 15:02:00 INFO: 
2020-06-17 15:02:00 INFO: 
2020-06-17 15:02:00 INFO: 
2020-06-17 15:02:00 INFO: clearing start
2020-06-17 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 15:02:00 INFO: skip by not found init order into storage
2020-06-17 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 15:02:00 INFO: skip by not found init order into storage
2020-06-17 15:02:00 INFO: clearing end
2020-06-17 15:02:00 INFO: 
2020-06-17 15:02:00 INFO: 
2020-06-17 15:02:00 INFO: 
2020-06-17 15:02:00 INFO: 
2020-06-17 16:00:20 INFO: 
2020-06-17 16:00:20 INFO: 
2020-06-17 16:00:20 INFO: 
2020-06-17 16:00:20 INFO: 
2020-06-17 16:00:20 INFO: init new order start
2020-06-17 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 234.6, 'low': 233.75, 'close': 234.35, 'trades': 805, 'volume': 1233878, 'vwap': 234.33, 'lastSize': 933, 'turnover': 28913062715, 'homeNotional': 11712.194548490022, 'foreignNotional': 2744482.6415521777}, {'timestamp': datetime.datetime(2020, 6, 17, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 234.55, 'low': 233.25, 'close': 233.8, 'trades': 1244, 'volume': 1457797, 'vwap': 233.93, 'lastSize': 4500, 'turnover': 34100866910, 'homeNotional': 13821.954895247647, 'foreignNotional': 3233245.100211908}, {'timestamp': datetime.datetime(2020, 6, 17, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.55, 'high': 234.1, 'low': 233.55, 'close': 233.7, 'trades': 499, 'volume': 570518, 'vwap': 233.78, 'lastSize': 2000, 'turnover': 13337473950, 'homeNotional': 5407.0816083595, 'foreignNotional': 1264058.7910755936}]
2020-06-17 16:00:20 INFO: prepare candles [CandleItem(low=233.75, high=234.6, open=233.8, close=234.35, color='GREEN'), CandleItem(low=233.25, high=234.55, open=233.7, close=233.8, color='GREEN'), CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN')]
2020-06-17 16:00:20 INFO: skip by colors first_candle=CandleItem(low=233.55, high=234.1, open=233.55, close=233.7, color='GREEN') second_candle=CandleItem(low=233.25, high=234.55, open=233.7, close=233.8, color='GREEN') last_candle=CandleItem(low=233.75, high=234.6, open=233.8, close=234.35, color='GREEN')
2020-06-17 16:00:20 INFO: check need new order None
2020-06-17 16:00:20 INFO: init new order end
2020-06-17 16:00:20 INFO: 
2020-06-17 16:00:20 INFO: 
2020-06-17 16:00:20 INFO: 
2020-06-17 16:00:20 INFO: 
2020-06-17 16:02:00 INFO: 
2020-06-17 16:02:00 INFO: 
2020-06-17 16:02:00 INFO: 
2020-06-17 16:02:00 INFO: 
2020-06-17 16:02:00 INFO: clearing start
2020-06-17 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc())}
2020-06-17 16:02:00 INFO: skip by not found init order into storage
2020-06-17 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'clOrdID': '887916426a484007be31294e552ef67a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': 236.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 762, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 16, 2, 54, 13, 695000, tzinfo=tzutc())}
2020-06-17 16:02:00 INFO: skip by not found init order into storage
2020-06-17 16:02:00 INFO: clearing end
2020-06-17 16:02:00 INFO: 
2020-06-17 16:02:00 INFO: 
2020-06-17 16:02:00 INFO: 
2020-06-17 16:02:00 INFO: 
2020-06-17 16:17:58 INFO: process event {'orderID': '6849bedf-da8b-4b2f-4964-fa13397338ec', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 762, 'avgPx': 236.75, 'timestamp': '2020-06-17T13:17:58.775Z', 'clOrdID': '887916426a484007be31294e552ef67a', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-17 16:17:58 INFO: add new event={'uid': '887916426a484007be31294e552ef67a', 'status': 'Filled'}
2020-06-17 16:17:59 INFO: 
2020-06-17 16:17:59 INFO: 
2020-06-17 16:17:59 INFO: 
2020-06-17 16:17:59 INFO: 
2020-06-17 16:17:59 INFO: process event start
2020-06-17 16:17:59 INFO: fetch new order event 887916426a484007be31294e552ef67a
2020-06-17 16:17:59 INFO: fetch orders by event init=None profit_pair=72e1f61e10554bdaa0fa51c0d5a8bca5
2020-06-17 16:17:59 INFO: process profit order filled
2020-06-17 16:18:01 INFO: process event {'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-06-17T13:18:01.668Z', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-17 16:18:01 INFO: skip event 72e1f61e10554bdaa0fa51c0d5a8bca5 Canceled
2020-06-17 16:18:01 INFO: cancel order=72e1f61e10554bdaa0fa51c0d5a8bca5 [{'orderID': '9c414842-ff68-142b-b59b-98106643a566', 'clOrdID': '72e1f61e10554bdaa0fa51c0d5a8bca5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 762, 'price': None, 'displayQty': None, 'stopPx': 229.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 16, 2, 54, 13, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 13, 18, 1, 668000, tzinfo=tzutc())}]
2020-06-17 16:18:01 INFO: end process event_processing_result='proceed profit order'
2020-06-17 16:18:01 INFO: 
2020-06-17 16:18:01 INFO: 
2020-06-17 16:18:01 INFO: 
2020-06-17 16:18:01 INFO: 
2020-06-17 17:00:20 INFO: 
2020-06-17 17:00:20 INFO: 
2020-06-17 17:00:20 INFO: 
2020-06-17 17:00:20 INFO: 
2020-06-17 17:00:20 INFO: init new order start
2020-06-17 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.35, 'high': 237.95, 'low': 233.0, 'close': 233.3, 'trades': 8060, 'volume': 12701293, 'vwap': 235.87, 'lastSize': 190, 'turnover': 299581532010, 'homeNotional': 120696.97760105318, 'foreignNotional': 28469020.109834507}, {'timestamp': datetime.datetime(2020, 6, 17, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 234.6, 'low': 233.75, 'close': 234.35, 'trades': 805, 'volume': 1233878, 'vwap': 234.33, 'lastSize': 933, 'turnover': 28913062715, 'homeNotional': 11712.194548490022, 'foreignNotional': 2744482.6415521777}, {'timestamp': datetime.datetime(2020, 6, 17, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 234.55, 'low': 233.25, 'close': 233.8, 'trades': 1244, 'volume': 1457797, 'vwap': 233.93, 'lastSize': 4500, 'turnover': 34100866910, 'homeNotional': 13821.954895247647, 'foreignNotional': 3233245.100211908}]
2020-06-17 17:00:20 INFO: prepare candles [CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED'), CandleItem(low=233.75, high=234.6, open=233.8, close=234.35, color='GREEN'), CandleItem(low=233.25, high=234.55, open=233.7, close=233.8, color='GREEN')]
2020-06-17 17:00:20 INFO: last_candle=CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED')
2020-06-17 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED')
2020-06-17 17:00:20 INFO: skip by CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED')
2020-06-17 17:00:20 INFO: skip by CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 17:00:20 INFO: not found applicable config for candle
2020-06-17 17:00:20 INFO: check need new order None
2020-06-17 17:00:20 INFO: init new order end
2020-06-17 17:00:20 INFO: 
2020-06-17 17:00:20 INFO: 
2020-06-17 17:00:20 INFO: 
2020-06-17 17:00:20 INFO: 
2020-06-17 17:02:00 INFO: 
2020-06-17 17:02:00 INFO: 
2020-06-17 17:02:00 INFO: 
2020-06-17 17:02:00 INFO: 
2020-06-17 17:02:00 INFO: clearing start
2020-06-17 17:02:00 INFO: clearing end
2020-06-17 17:02:00 INFO: 
2020-06-17 17:02:00 INFO: 
2020-06-17 17:02:00 INFO: 
2020-06-17 17:02:00 INFO: 
2020-06-17 18:00:20 INFO: 
2020-06-17 18:00:20 INFO: 
2020-06-17 18:00:20 INFO: 
2020-06-17 18:00:20 INFO: 
2020-06-17 18:00:20 INFO: init new order start
2020-06-17 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.8, 'low': 230.6, 'close': 231.9, 'trades': 6144, 'volume': 8804509, 'vwap': 231.88, 'lastSize': 30, 'turnover': 204158764415, 'homeNotional': 82837.43402785502, 'foreignNotional': 19208392.778366458}, {'timestamp': datetime.datetime(2020, 6, 17, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.35, 'high': 237.95, 'low': 233.0, 'close': 233.3, 'trades': 8060, 'volume': 12701293, 'vwap': 235.87, 'lastSize': 190, 'turnover': 299581532010, 'homeNotional': 120696.97760105318, 'foreignNotional': 28469020.109834507}, {'timestamp': datetime.datetime(2020, 6, 17, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.8, 'high': 234.6, 'low': 233.75, 'close': 234.35, 'trades': 805, 'volume': 1233878, 'vwap': 234.33, 'lastSize': 933, 'turnover': 28913062715, 'homeNotional': 11712.194548490022, 'foreignNotional': 2744482.6415521777}]
2020-06-17 18:00:20 INFO: prepare candles [CandleItem(low=230.6, high=233.8, open=233.3, close=231.9, color='RED'), CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED'), CandleItem(low=233.75, high=234.6, open=233.8, close=234.35, color='GREEN')]
2020-06-17 18:00:20 INFO: skip by colors first_candle=CandleItem(low=233.75, high=234.6, open=233.8, close=234.35, color='GREEN') second_candle=CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED') last_candle=CandleItem(low=230.6, high=233.8, open=233.3, close=231.9, color='RED')
2020-06-17 18:00:20 INFO: check need new order None
2020-06-17 18:00:20 INFO: init new order end
2020-06-17 18:00:20 INFO: 
2020-06-17 18:00:20 INFO: 
2020-06-17 18:00:20 INFO: 
2020-06-17 18:00:20 INFO: 
2020-06-17 18:02:00 INFO: 
2020-06-17 18:02:00 INFO: 
2020-06-17 18:02:00 INFO: 
2020-06-17 18:02:00 INFO: 
2020-06-17 18:02:00 INFO: clearing start
2020-06-17 18:02:00 INFO: clearing end
2020-06-17 18:02:00 INFO: 
2020-06-17 18:02:00 INFO: 
2020-06-17 18:02:00 INFO: 
2020-06-17 18:02:00 INFO: 
2020-06-17 19:00:20 INFO: 
2020-06-17 19:00:20 INFO: 
2020-06-17 19:00:20 INFO: 
2020-06-17 19:00:20 INFO: 
2020-06-17 19:00:20 INFO: init new order start
2020-06-17 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.95, 'low': 231.25, 'close': 231.45, 'trades': 2118, 'volume': 2163424, 'vwap': 232.09, 'lastSize': 20, 'turnover': 50209692300, 'homeNotional': 20343.190712027837, 'foreignNotional': 4721344.18449237}, {'timestamp': datetime.datetime(2020, 6, 17, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.8, 'low': 230.6, 'close': 231.9, 'trades': 6144, 'volume': 8804509, 'vwap': 231.88, 'lastSize': 30, 'turnover': 204158764415, 'homeNotional': 82837.43402785502, 'foreignNotional': 19208392.778366458}, {'timestamp': datetime.datetime(2020, 6, 17, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.35, 'high': 237.95, 'low': 233.0, 'close': 233.3, 'trades': 8060, 'volume': 12701293, 'vwap': 235.87, 'lastSize': 190, 'turnover': 299581532010, 'homeNotional': 120696.97760105318, 'foreignNotional': 28469020.109834507}]
2020-06-17 19:00:20 INFO: prepare candles [CandleItem(low=231.25, high=232.95, open=231.9, close=231.45, color='RED'), CandleItem(low=230.6, high=233.8, open=233.3, close=231.9, color='RED'), CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED')]
2020-06-17 19:00:20 INFO: skip by colors first_candle=CandleItem(low=233.0, high=237.95, open=234.35, close=233.3, color='RED') second_candle=CandleItem(low=230.6, high=233.8, open=233.3, close=231.9, color='RED') last_candle=CandleItem(low=231.25, high=232.95, open=231.9, close=231.45, color='RED')
2020-06-17 19:00:20 INFO: check need new order None
2020-06-17 19:00:20 INFO: init new order end
2020-06-17 19:00:20 INFO: 
2020-06-17 19:00:20 INFO: 
2020-06-17 19:00:20 INFO: 
2020-06-17 19:00:20 INFO: 
2020-06-17 19:02:00 INFO: 
2020-06-17 19:02:00 INFO: 
2020-06-17 19:02:00 INFO: 
2020-06-17 19:02:00 INFO: 
2020-06-17 19:02:00 INFO: clearing start
2020-06-17 19:02:00 INFO: clearing end
2020-06-17 19:02:00 INFO: 
2020-06-17 19:02:00 INFO: 
2020-06-17 19:02:00 INFO: 
2020-06-17 19:02:00 INFO: 
2020-06-17 20:00:20 INFO: 
2020-06-17 20:00:20 INFO: 
2020-06-17 20:00:20 INFO: 
2020-06-17 20:00:20 INFO: 
2020-06-17 20:00:20 INFO: init new order start
2020-06-17 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.45, 'high': 232.1, 'low': 230.0, 'close': 230.75, 'trades': 3583, 'volume': 3617870, 'vwap': 230.9, 'lastSize': 200, 'turnover': 83536381410, 'homeNotional': 33910.40330885198, 'foreignNotional': 7829905.080886425}, {'timestamp': datetime.datetime(2020, 6, 17, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.95, 'low': 231.25, 'close': 231.45, 'trades': 2118, 'volume': 2163424, 'vwap': 232.09, 'lastSize': 20, 'turnover': 50209692300, 'homeNotional': 20343.190712027837, 'foreignNotional': 4721344.18449237}, {'timestamp': datetime.datetime(2020, 6, 17, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.8, 'low': 230.6, 'close': 231.9, 'trades': 6144, 'volume': 8804509, 'vwap': 231.88, 'lastSize': 30, 'turnover': 204158764415, 'homeNotional': 82837.43402785502, 'foreignNotional': 19208392.778366458}]
2020-06-17 20:00:21 INFO: prepare candles [CandleItem(low=230.0, high=232.1, open=231.45, close=230.75, color='RED'), CandleItem(low=231.25, high=232.95, open=231.9, close=231.45, color='RED'), CandleItem(low=230.6, high=233.8, open=233.3, close=231.9, color='RED')]
2020-06-17 20:00:21 INFO: skip by colors first_candle=CandleItem(low=230.6, high=233.8, open=233.3, close=231.9, color='RED') second_candle=CandleItem(low=231.25, high=232.95, open=231.9, close=231.45, color='RED') last_candle=CandleItem(low=230.0, high=232.1, open=231.45, close=230.75, color='RED')
2020-06-17 20:00:21 INFO: check need new order None
2020-06-17 20:00:21 INFO: init new order end
2020-06-17 20:00:21 INFO: 
2020-06-17 20:00:21 INFO: 
2020-06-17 20:00:21 INFO: 
2020-06-17 20:00:21 INFO: 
2020-06-17 20:02:00 INFO: 
2020-06-17 20:02:00 INFO: 
2020-06-17 20:02:00 INFO: 
2020-06-17 20:02:00 INFO: 
2020-06-17 20:02:00 INFO: clearing start
2020-06-17 20:02:00 INFO: clearing end
2020-06-17 20:02:00 INFO: 
2020-06-17 20:02:00 INFO: 
2020-06-17 20:02:00 INFO: 
2020-06-17 20:02:00 INFO: 
2020-06-17 21:00:20 INFO: 
2020-06-17 21:00:20 INFO: 
2020-06-17 21:00:20 INFO: 
2020-06-17 21:00:20 INFO: 
2020-06-17 21:00:20 INFO: init new order start
2020-06-17 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.75, 'high': 232.15, 'low': 230.5, 'close': 231.8, 'trades': 1601, 'volume': 1923261, 'vwap': 231.59, 'lastSize': 250, 'turnover': 44540653260, 'homeNotional': 18062.34828580381, 'foreignNotional': 4183057.573078125}, {'timestamp': datetime.datetime(2020, 6, 17, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.45, 'high': 232.1, 'low': 230.0, 'close': 230.75, 'trades': 3583, 'volume': 3617870, 'vwap': 230.9, 'lastSize': 200, 'turnover': 83536381410, 'homeNotional': 33910.40330885198, 'foreignNotional': 7829905.080886425}, {'timestamp': datetime.datetime(2020, 6, 17, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.95, 'low': 231.25, 'close': 231.45, 'trades': 2118, 'volume': 2163424, 'vwap': 232.09, 'lastSize': 20, 'turnover': 50209692300, 'homeNotional': 20343.190712027837, 'foreignNotional': 4721344.18449237}]
2020-06-17 21:00:20 INFO: prepare candles [CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN'), CandleItem(low=230.0, high=232.1, open=231.45, close=230.75, color='RED'), CandleItem(low=231.25, high=232.95, open=231.9, close=231.45, color='RED')]
2020-06-17 21:00:20 INFO: last_candle=CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN')
2020-06-17 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN')
2020-06-17 21:00:20 INFO: skip by CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-17 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN')
2020-06-17 21:00:20 INFO: skip by CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-17 21:00:20 INFO: not found applicable config for candle
2020-06-17 21:00:20 INFO: check need new order None
2020-06-17 21:00:20 INFO: init new order end
2020-06-17 21:00:20 INFO: 
2020-06-17 21:00:20 INFO: 
2020-06-17 21:00:20 INFO: 
2020-06-17 21:00:20 INFO: 
2020-06-17 21:02:00 INFO: 
2020-06-17 21:02:00 INFO: 
2020-06-17 21:02:00 INFO: 
2020-06-17 21:02:00 INFO: 
2020-06-17 21:02:00 INFO: clearing start
2020-06-17 21:02:00 INFO: clearing end
2020-06-17 21:02:00 INFO: 
2020-06-17 21:02:00 INFO: 
2020-06-17 21:02:00 INFO: 
2020-06-17 21:02:00 INFO: 
2020-06-17 22:00:20 INFO: 
2020-06-17 22:00:20 INFO: 
2020-06-17 22:00:20 INFO: 
2020-06-17 22:00:20 INFO: 
2020-06-17 22:00:20 INFO: init new order start
2020-06-17 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.45, 'low': 231.5, 'close': 231.7, 'trades': 1281, 'volume': 1133791, 'vwap': 232.0, 'lastSize': 2500, 'turnover': 26303454125, 'homeNotional': 10656.079134994725, 'foreignNotional': 2472165.019819683}, {'timestamp': datetime.datetime(2020, 6, 17, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.75, 'high': 232.15, 'low': 230.5, 'close': 231.8, 'trades': 1601, 'volume': 1923261, 'vwap': 231.59, 'lastSize': 250, 'turnover': 44540653260, 'homeNotional': 18062.34828580381, 'foreignNotional': 4183057.573078125}, {'timestamp': datetime.datetime(2020, 6, 17, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.45, 'high': 232.1, 'low': 230.0, 'close': 230.75, 'trades': 3583, 'volume': 3617870, 'vwap': 230.9, 'lastSize': 200, 'turnover': 83536381410, 'homeNotional': 33910.40330885198, 'foreignNotional': 7829905.080886425}]
2020-06-17 22:00:20 INFO: prepare candles [CandleItem(low=231.5, high=232.45, open=231.8, close=231.7, color='RED'), CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN'), CandleItem(low=230.0, high=232.1, open=231.45, close=230.75, color='RED')]
2020-06-17 22:00:20 INFO: skip by colors first_candle=CandleItem(low=230.0, high=232.1, open=231.45, close=230.75, color='RED') second_candle=CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN') last_candle=CandleItem(low=231.5, high=232.45, open=231.8, close=231.7, color='RED')
2020-06-17 22:00:20 INFO: check need new order None
2020-06-17 22:00:20 INFO: init new order end
2020-06-17 22:00:20 INFO: 
2020-06-17 22:00:20 INFO: 
2020-06-17 22:00:20 INFO: 
2020-06-17 22:00:20 INFO: 
2020-06-17 22:02:00 INFO: 
2020-06-17 22:02:00 INFO: 
2020-06-17 22:02:00 INFO: 
2020-06-17 22:02:00 INFO: 
2020-06-17 22:02:00 INFO: clearing start
2020-06-17 22:02:00 INFO: clearing end
2020-06-17 22:02:00 INFO: 
2020-06-17 22:02:00 INFO: 
2020-06-17 22:02:00 INFO: 
2020-06-17 22:02:00 INFO: 
2020-06-17 23:00:20 INFO: 
2020-06-17 23:00:20 INFO: 
2020-06-17 23:00:20 INFO: 
2020-06-17 23:00:20 INFO: 
2020-06-17 23:00:20 INFO: init new order start
2020-06-17 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 231.85, 'low': 229.35, 'close': 229.35, 'trades': 2315, 'volume': 2157021, 'vwap': 230.34, 'lastSize': 1514, 'turnover': 49684569015, 'homeNotional': 20177.98999446965, 'foreignNotional': 4647802.135455179}, {'timestamp': datetime.datetime(2020, 6, 17, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.45, 'low': 231.5, 'close': 231.7, 'trades': 1281, 'volume': 1133791, 'vwap': 232.0, 'lastSize': 2500, 'turnover': 26303454125, 'homeNotional': 10656.079134994725, 'foreignNotional': 2472165.019819683}, {'timestamp': datetime.datetime(2020, 6, 17, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.75, 'high': 232.15, 'low': 230.5, 'close': 231.8, 'trades': 1601, 'volume': 1923261, 'vwap': 231.59, 'lastSize': 250, 'turnover': 44540653260, 'homeNotional': 18062.34828580381, 'foreignNotional': 4183057.573078125}]
2020-06-17 23:00:20 INFO: prepare candles [CandleItem(low=229.35, high=231.85, open=231.7, close=229.35, color='RED'), CandleItem(low=231.5, high=232.45, open=231.8, close=231.7, color='RED'), CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN')]
2020-06-17 23:00:20 INFO: skip by colors first_candle=CandleItem(low=230.5, high=232.15, open=230.75, close=231.8, color='GREEN') second_candle=CandleItem(low=231.5, high=232.45, open=231.8, close=231.7, color='RED') last_candle=CandleItem(low=229.35, high=231.85, open=231.7, close=229.35, color='RED')
2020-06-17 23:00:20 INFO: check need new order None
2020-06-17 23:00:20 INFO: init new order end
2020-06-17 23:00:20 INFO: 
2020-06-17 23:00:20 INFO: 
2020-06-17 23:00:20 INFO: 
2020-06-17 23:00:20 INFO: 
2020-06-17 23:02:00 INFO: 
2020-06-17 23:02:00 INFO: 
2020-06-17 23:02:00 INFO: 
2020-06-17 23:02:00 INFO: 
2020-06-17 23:02:00 INFO: clearing start
2020-06-17 23:02:00 INFO: clearing end
2020-06-17 23:02:00 INFO: 
2020-06-17 23:02:00 INFO: 
2020-06-17 23:02:00 INFO: 
2020-06-17 23:02:00 INFO: 
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: init new order start
2020-06-18 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 231.35, 'low': 227.5, 'close': 231.15, 'trades': 5139, 'volume': 6311412, 'vwap': 229.41, 'lastSize': 275, 'turnover': 144787231865, 'homeNotional': 58718.84002685817, 'foreignNotional': 13470643.111657627}, {'timestamp': datetime.datetime(2020, 6, 17, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 231.85, 'low': 229.35, 'close': 229.35, 'trades': 2315, 'volume': 2157021, 'vwap': 230.34, 'lastSize': 1514, 'turnover': 49684569015, 'homeNotional': 20177.98999446965, 'foreignNotional': 4647802.135455179}, {'timestamp': datetime.datetime(2020, 6, 17, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.45, 'low': 231.5, 'close': 231.7, 'trades': 1281, 'volume': 1133791, 'vwap': 232.0, 'lastSize': 2500, 'turnover': 26303454125, 'homeNotional': 10656.079134994725, 'foreignNotional': 2472165.019819683}]
2020-06-18 00:00:20 INFO: prepare candles [CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN'), CandleItem(low=229.35, high=231.85, open=231.7, close=229.35, color='RED'), CandleItem(low=231.5, high=232.45, open=231.8, close=231.7, color='RED')]
2020-06-18 00:00:20 INFO: last_candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN')
2020-06-18 00:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN')
2020-06-18 00:00:20 INFO: skip by CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-18 00:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN')
2020-06-18 00:00:20 INFO: apply filter None to candle=CandleItem(low=229.35, high=231.85, open=231.7, close=229.35, color='RED')
2020-06-18 00:00:20 INFO: apply filter None to candle=CandleItem(low=231.5, high=232.45, open=231.8, close=231.7, color='RED')
2020-06-18 00:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-06-18 00:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-06-18 00:00:20 INFO: place order: start candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-18 00:00:20 INFO: place order: side_factor=-1 init_trigger_price=231.4 init_order_price=231.45 stop_price_offset=0.0 candle.size=3.8499999999999943 stop_price=227.5 take_price=250.69999999999996
2020-06-18 00:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('231.400000000000005684341886080801486968994140625') init_order_price=Decimal('231.44999999999998863131622783839702606201171875') stop_price_offset=0.0 candle.size=3.8499999999999943 stop_price=Decimal('227.5') take_price=Decimal('250.699999999999960209606797434389591217041015625')
2020-06-18 00:00:20 INFO: place order: compute qty=205
2020-06-18 00:00:20 INFO: place order: save order to db dce9383f5aa94504b8d9819911620492; response=True
2020-06-18 00:00:20 INFO: post order to exchange resp={'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 0, 20, 826000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 0, 20, 826000, tzinfo=tzutc())}
2020-06-18 00:00:20 INFO: place new init order {'qty': 205, 'init_price': Decimal('231.400000000000005684341886080801486968994140625'), 'stop_price': Decimal('227.5'), 'take_price': Decimal('250.699999999999960209606797434389591217041015625'), 'order_uid': 'dce9383f5aa94504b8d9819911620492', 'response': {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 0, 20, 826000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 0, 20, 826000, tzinfo=tzutc())}}
2020-06-18 00:00:20 INFO: init new order end
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: 
2020-06-18 00:00:20 INFO: process event {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-17T21:00:20.826Z', 'timestamp': '2020-06-17T21:00:20.826Z'}
2020-06-18 00:00:20 INFO: skip event dce9383f5aa94504b8d9819911620492 New
2020-06-18 00:02:00 INFO: 
2020-06-18 00:02:00 INFO: 
2020-06-18 00:02:00 INFO: 
2020-06-18 00:02:00 INFO: 
2020-06-18 00:02:00 INFO: clearing start
2020-06-18 00:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 0, 20, 826000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 0, 20, 826000, tzinfo=tzutc())}
2020-06-18 00:02:01 INFO: order time=2020-06-17 21:00:20.826000+00:00; delta from now UTC=0:01:40.182481 time_delta.total_seconds()=100.182481; time_diff_offset='3600'
2020-06-18 00:02:01 INFO: skip by time diff 2020-06-17 21:00:20.826000+00:00
2020-06-18 00:02:01 INFO: clearing end
2020-06-18 00:02:01 INFO: 
2020-06-18 00:02:01 INFO: 
2020-06-18 00:02:01 INFO: 
2020-06-18 00:02:01 INFO: 
2020-06-18 00:06:45 INFO: process event {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-17T21:06:45.635Z', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-18 00:06:45 INFO: skip event dce9383f5aa94504b8d9819911620492 
2020-06-18 00:06:45 INFO: process event {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'workingIndicator': True, 'transactTime': '2020-06-17T21:06:45.635Z', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-17T21:06:45.635Z'}
2020-06-18 00:06:45 INFO: skip event dce9383f5aa94504b8d9819911620492 
2020-06-18 00:06:50 INFO: process event {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'ordStatus': 'PartiallyFilled', 'leavesQty': 204, 'cumQty': 1, 'avgPx': 231.45, 'timestamp': '2020-06-17T21:06:50.605Z', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-18 00:06:50 INFO: skip event dce9383f5aa94504b8d9819911620492 PartiallyFilled
2020-06-18 01:00:20 INFO: 
2020-06-18 01:00:20 INFO: 
2020-06-18 01:00:20 INFO: 
2020-06-18 01:00:20 INFO: 
2020-06-18 01:00:20 INFO: init new order start
2020-06-18 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.15, 'high': 233.1, 'low': 231.1, 'close': 232.15, 'trades': 2781, 'volume': 3017487, 'vwap': 232.36, 'lastSize': 150, 'turnover': 70113431280, 'homeNotional': 28426.36443194742, 'foreignNotional': 6605092.482880454}, {'timestamp': datetime.datetime(2020, 6, 17, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 231.35, 'low': 227.5, 'close': 231.15, 'trades': 5139, 'volume': 6311412, 'vwap': 229.41, 'lastSize': 275, 'turnover': 144787231865, 'homeNotional': 58718.84002685817, 'foreignNotional': 13470643.111657627}, {'timestamp': datetime.datetime(2020, 6, 17, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 231.85, 'low': 229.35, 'close': 229.35, 'trades': 2315, 'volume': 2157021, 'vwap': 230.34, 'lastSize': 1514, 'turnover': 49684569015, 'homeNotional': 20177.98999446965, 'foreignNotional': 4647802.135455179}]
2020-06-18 01:00:20 INFO: prepare candles [CandleItem(low=231.1, high=233.1, open=231.15, close=232.15, color='GREEN'), CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN'), CandleItem(low=229.35, high=231.85, open=231.7, close=229.35, color='RED')]
2020-06-18 01:00:20 INFO: skip by colors first_candle=CandleItem(low=229.35, high=231.85, open=231.7, close=229.35, color='RED') second_candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN') last_candle=CandleItem(low=231.1, high=233.1, open=231.15, close=232.15, color='GREEN')
2020-06-18 01:00:20 INFO: check need new order None
2020-06-18 01:00:20 INFO: init new order end
2020-06-18 01:00:20 INFO: 
2020-06-18 01:00:20 INFO: 
2020-06-18 01:00:20 INFO: 
2020-06-18 01:00:20 INFO: 
2020-06-18 01:02:00 INFO: 
2020-06-18 01:02:00 INFO: 
2020-06-18 01:02:00 INFO: 
2020-06-18 01:02:00 INFO: 
2020-06-18 01:02:00 INFO: clearing start
2020-06-18 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 01:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 01:02:00 INFO: clearing end
2020-06-18 01:02:00 INFO: 
2020-06-18 01:02:00 INFO: 
2020-06-18 01:02:00 INFO: 
2020-06-18 01:02:00 INFO: 
2020-06-18 02:00:20 INFO: 
2020-06-18 02:00:20 INFO: 
2020-06-18 02:00:20 INFO: 
2020-06-18 02:00:20 INFO: 
2020-06-18 02:00:20 INFO: init new order start
2020-06-18 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 17, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.15, 'high': 232.75, 'low': 231.65, 'close': 232.45, 'trades': 1547, 'volume': 1297738, 'vwap': 232.29, 'lastSize': 110, 'turnover': 30145081155, 'homeNotional': 12230.067142380309, 'foreignNotional': 2840921.25169077}, {'timestamp': datetime.datetime(2020, 6, 17, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.15, 'high': 233.1, 'low': 231.1, 'close': 232.15, 'trades': 2781, 'volume': 3017487, 'vwap': 232.36, 'lastSize': 150, 'turnover': 70113431280, 'homeNotional': 28426.36443194742, 'foreignNotional': 6605092.482880454}, {'timestamp': datetime.datetime(2020, 6, 17, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 231.35, 'low': 227.5, 'close': 231.15, 'trades': 5139, 'volume': 6311412, 'vwap': 229.41, 'lastSize': 275, 'turnover': 144787231865, 'homeNotional': 58718.84002685817, 'foreignNotional': 13470643.111657627}]
2020-06-18 02:00:20 INFO: prepare candles [CandleItem(low=231.65, high=232.75, open=232.15, close=232.45, color='GREEN'), CandleItem(low=231.1, high=233.1, open=231.15, close=232.15, color='GREEN'), CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN')]
2020-06-18 02:00:20 INFO: skip by colors first_candle=CandleItem(low=227.5, high=231.35, open=229.35, close=231.15, color='GREEN') second_candle=CandleItem(low=231.1, high=233.1, open=231.15, close=232.15, color='GREEN') last_candle=CandleItem(low=231.65, high=232.75, open=232.15, close=232.45, color='GREEN')
2020-06-18 02:00:20 INFO: check need new order None
2020-06-18 02:00:20 INFO: init new order end
2020-06-18 02:00:20 INFO: 
2020-06-18 02:00:20 INFO: 
2020-06-18 02:00:20 INFO: 
2020-06-18 02:00:20 INFO: 
2020-06-18 02:02:00 INFO: 
2020-06-18 02:02:00 INFO: 
2020-06-18 02:02:00 INFO: 
2020-06-18 02:02:00 INFO: 
2020-06-18 02:02:00 INFO: clearing start
2020-06-18 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 02:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 02:02:00 INFO: clearing end
2020-06-18 02:02:00 INFO: 
2020-06-18 02:02:00 INFO: 
2020-06-18 02:02:00 INFO: 
2020-06-18 02:02:00 INFO: 
2020-06-18 03:00:20 INFO: 
2020-06-18 03:00:20 INFO: 
2020-06-18 03:00:20 INFO: 
2020-06-18 03:00:20 INFO: 
2020-06-18 03:00:20 INFO: init new order start
2020-06-18 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 234.4, 'low': 232.45, 'close': 233.75, 'trades': 2874, 'volume': 2487268, 'vwap': 233.69, 'lastSize': 100, 'turnover': 58123967995, 'homeNotional': 23484.765210892703, 'foreignNotional': 5488065.775236315}, {'timestamp': datetime.datetime(2020, 6, 17, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.15, 'high': 232.75, 'low': 231.65, 'close': 232.45, 'trades': 1547, 'volume': 1297738, 'vwap': 232.29, 'lastSize': 110, 'turnover': 30145081155, 'homeNotional': 12230.067142380309, 'foreignNotional': 2840921.25169077}, {'timestamp': datetime.datetime(2020, 6, 17, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.15, 'high': 233.1, 'low': 231.1, 'close': 232.15, 'trades': 2781, 'volume': 3017487, 'vwap': 232.36, 'lastSize': 150, 'turnover': 70113431280, 'homeNotional': 28426.36443194742, 'foreignNotional': 6605092.482880454}]
2020-06-18 03:00:20 INFO: prepare candles [CandleItem(low=232.45, high=234.4, open=232.45, close=233.75, color='GREEN'), CandleItem(low=231.65, high=232.75, open=232.15, close=232.45, color='GREEN'), CandleItem(low=231.1, high=233.1, open=231.15, close=232.15, color='GREEN')]
2020-06-18 03:00:20 INFO: skip by colors first_candle=CandleItem(low=231.1, high=233.1, open=231.15, close=232.15, color='GREEN') second_candle=CandleItem(low=231.65, high=232.75, open=232.15, close=232.45, color='GREEN') last_candle=CandleItem(low=232.45, high=234.4, open=232.45, close=233.75, color='GREEN')
2020-06-18 03:00:20 INFO: check need new order None
2020-06-18 03:00:20 INFO: init new order end
2020-06-18 03:00:20 INFO: 
2020-06-18 03:00:20 INFO: 
2020-06-18 03:00:20 INFO: 
2020-06-18 03:00:20 INFO: 
2020-06-18 03:02:00 INFO: 
2020-06-18 03:02:00 INFO: 
2020-06-18 03:02:00 INFO: 
2020-06-18 03:02:00 INFO: 
2020-06-18 03:02:00 INFO: clearing start
2020-06-18 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 03:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 03:02:00 INFO: clearing end
2020-06-18 03:02:00 INFO: 
2020-06-18 03:02:00 INFO: 
2020-06-18 03:02:00 INFO: 
2020-06-18 03:02:00 INFO: 
2020-06-18 04:00:20 INFO: 
2020-06-18 04:00:20 INFO: 
2020-06-18 04:00:20 INFO: 
2020-06-18 04:00:20 INFO: 
2020-06-18 04:00:20 INFO: init new order start
2020-06-18 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.75, 'high': 233.8, 'low': 233.0, 'close': 233.35, 'trades': 1185, 'volume': 1292490, 'vwap': 233.34, 'lastSize': 1, 'turnover': 30158652265, 'homeNotional': 12183.803548101938, 'foreignNotional': 2842943.834370852}, {'timestamp': datetime.datetime(2020, 6, 18, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 234.4, 'low': 232.45, 'close': 233.75, 'trades': 2874, 'volume': 2487268, 'vwap': 233.69, 'lastSize': 100, 'turnover': 58123967995, 'homeNotional': 23484.765210892703, 'foreignNotional': 5488065.775236315}, {'timestamp': datetime.datetime(2020, 6, 17, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.15, 'high': 232.75, 'low': 231.65, 'close': 232.45, 'trades': 1547, 'volume': 1297738, 'vwap': 232.29, 'lastSize': 110, 'turnover': 30145081155, 'homeNotional': 12230.067142380309, 'foreignNotional': 2840921.25169077}]
2020-06-18 04:00:20 INFO: prepare candles [CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED'), CandleItem(low=232.45, high=234.4, open=232.45, close=233.75, color='GREEN'), CandleItem(low=231.65, high=232.75, open=232.15, close=232.45, color='GREEN')]
2020-06-18 04:00:20 INFO: last_candle=CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED')
2020-06-18 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED')
2020-06-18 04:00:20 INFO: skip by CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-18 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED')
2020-06-18 04:00:20 INFO: skip by CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-18 04:00:20 INFO: not found applicable config for candle
2020-06-18 04:00:20 INFO: check need new order None
2020-06-18 04:00:20 INFO: init new order end
2020-06-18 04:00:20 INFO: 
2020-06-18 04:00:20 INFO: 
2020-06-18 04:00:20 INFO: 
2020-06-18 04:00:20 INFO: 
2020-06-18 04:02:00 INFO: 
2020-06-18 04:02:00 INFO: 
2020-06-18 04:02:00 INFO: 
2020-06-18 04:02:00 INFO: 
2020-06-18 04:02:00 INFO: clearing start
2020-06-18 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 04:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 04:02:00 INFO: clearing end
2020-06-18 04:02:00 INFO: 
2020-06-18 04:02:00 INFO: 
2020-06-18 04:02:00 INFO: 
2020-06-18 04:02:00 INFO: 
2020-06-18 05:00:20 INFO: 
2020-06-18 05:00:20 INFO: 
2020-06-18 05:00:20 INFO: 
2020-06-18 05:00:20 INFO: 
2020-06-18 05:00:20 INFO: init new order start
2020-06-18 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.75, 'low': 233.3, 'close': 233.6, 'trades': 1645, 'volume': 2524441, 'vwap': 234.06, 'lastSize': 1, 'turnover': 59085252080, 'homeNotional': 23800.346681652558, 'foreignNotional': 5570548.577502201}, {'timestamp': datetime.datetime(2020, 6, 18, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.75, 'high': 233.8, 'low': 233.0, 'close': 233.35, 'trades': 1185, 'volume': 1292490, 'vwap': 233.34, 'lastSize': 1, 'turnover': 30158652265, 'homeNotional': 12183.803548101938, 'foreignNotional': 2842943.834370852}, {'timestamp': datetime.datetime(2020, 6, 18, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 234.4, 'low': 232.45, 'close': 233.75, 'trades': 2874, 'volume': 2487268, 'vwap': 233.69, 'lastSize': 100, 'turnover': 58123967995, 'homeNotional': 23484.765210892703, 'foreignNotional': 5488065.775236315}]
2020-06-18 05:00:21 INFO: prepare candles [CandleItem(low=233.3, high=234.75, open=233.35, close=233.6, color='GREEN'), CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED'), CandleItem(low=232.45, high=234.4, open=232.45, close=233.75, color='GREEN')]
2020-06-18 05:00:21 INFO: skip by colors first_candle=CandleItem(low=232.45, high=234.4, open=232.45, close=233.75, color='GREEN') second_candle=CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED') last_candle=CandleItem(low=233.3, high=234.75, open=233.35, close=233.6, color='GREEN')
2020-06-18 05:00:21 INFO: check need new order None
2020-06-18 05:00:21 INFO: init new order end
2020-06-18 05:00:21 INFO: 
2020-06-18 05:00:21 INFO: 
2020-06-18 05:00:21 INFO: 
2020-06-18 05:00:21 INFO: 
2020-06-18 05:02:00 INFO: 
2020-06-18 05:02:00 INFO: 
2020-06-18 05:02:00 INFO: 
2020-06-18 05:02:00 INFO: 
2020-06-18 05:02:00 INFO: clearing start
2020-06-18 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 05:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 05:02:00 INFO: clearing end
2020-06-18 05:02:00 INFO: 
2020-06-18 05:02:00 INFO: 
2020-06-18 05:02:00 INFO: 
2020-06-18 05:02:00 INFO: 
2020-06-18 06:00:20 INFO: 
2020-06-18 06:00:20 INFO: 
2020-06-18 06:00:20 INFO: 
2020-06-18 06:00:20 INFO: 
2020-06-18 06:00:20 INFO: init new order start
2020-06-18 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.75, 'low': 233.1, 'close': 233.2, 'trades': 935, 'volume': 788408, 'vwap': 233.38, 'lastSize': 2014, 'turnover': 18399133985, 'homeNotional': 7414.302720689429, 'foreignNotional': 1730281.890978246}, {'timestamp': datetime.datetime(2020, 6, 18, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.75, 'low': 233.3, 'close': 233.6, 'trades': 1645, 'volume': 2524441, 'vwap': 234.06, 'lastSize': 1, 'turnover': 59085252080, 'homeNotional': 23800.346681652558, 'foreignNotional': 5570548.577502201}, {'timestamp': datetime.datetime(2020, 6, 18, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.75, 'high': 233.8, 'low': 233.0, 'close': 233.35, 'trades': 1185, 'volume': 1292490, 'vwap': 233.34, 'lastSize': 1, 'turnover': 30158652265, 'homeNotional': 12183.803548101938, 'foreignNotional': 2842943.834370852}]
2020-06-18 06:00:20 INFO: prepare candles [CandleItem(low=233.1, high=233.75, open=233.6, close=233.2, color='RED'), CandleItem(low=233.3, high=234.75, open=233.35, close=233.6, color='GREEN'), CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED')]
2020-06-18 06:00:20 INFO: skip by colors first_candle=CandleItem(low=233.0, high=233.8, open=233.75, close=233.35, color='RED') second_candle=CandleItem(low=233.3, high=234.75, open=233.35, close=233.6, color='GREEN') last_candle=CandleItem(low=233.1, high=233.75, open=233.6, close=233.2, color='RED')
2020-06-18 06:00:20 INFO: check need new order None
2020-06-18 06:00:20 INFO: init new order end
2020-06-18 06:00:20 INFO: 
2020-06-18 06:00:20 INFO: 
2020-06-18 06:00:20 INFO: 
2020-06-18 06:00:20 INFO: 
2020-06-18 06:02:00 INFO: 
2020-06-18 06:02:00 INFO: 
2020-06-18 06:02:00 INFO: 
2020-06-18 06:02:00 INFO: 
2020-06-18 06:02:00 INFO: clearing start
2020-06-18 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 06:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 06:02:00 INFO: clearing end
2020-06-18 06:02:00 INFO: 
2020-06-18 06:02:00 INFO: 
2020-06-18 06:02:00 INFO: 
2020-06-18 06:02:00 INFO: 
2020-06-18 07:00:20 INFO: 
2020-06-18 07:00:20 INFO: 
2020-06-18 07:00:20 INFO: 
2020-06-18 07:00:20 INFO: 
2020-06-18 07:00:20 INFO: init new order start
2020-06-18 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 233.8, 'low': 233.2, 'close': 233.45, 'trades': 782, 'volume': 724135, 'vwap': 233.56, 'lastSize': 100, 'turnover': 16912816985, 'homeNotional': 6817.050928826569, 'foreignNotional': 1592183.258678192}, {'timestamp': datetime.datetime(2020, 6, 18, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.75, 'low': 233.1, 'close': 233.2, 'trades': 935, 'volume': 788408, 'vwap': 233.38, 'lastSize': 2014, 'turnover': 18399133985, 'homeNotional': 7414.302720689429, 'foreignNotional': 1730281.890978246}, {'timestamp': datetime.datetime(2020, 6, 18, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.75, 'low': 233.3, 'close': 233.6, 'trades': 1645, 'volume': 2524441, 'vwap': 234.06, 'lastSize': 1, 'turnover': 59085252080, 'homeNotional': 23800.346681652558, 'foreignNotional': 5570548.577502201}]
2020-06-18 07:00:20 INFO: prepare candles [CandleItem(low=233.2, high=233.8, open=233.2, close=233.45, color='GREEN'), CandleItem(low=233.1, high=233.75, open=233.6, close=233.2, color='RED'), CandleItem(low=233.3, high=234.75, open=233.35, close=233.6, color='GREEN')]
2020-06-18 07:00:20 INFO: skip by colors first_candle=CandleItem(low=233.3, high=234.75, open=233.35, close=233.6, color='GREEN') second_candle=CandleItem(low=233.1, high=233.75, open=233.6, close=233.2, color='RED') last_candle=CandleItem(low=233.2, high=233.8, open=233.2, close=233.45, color='GREEN')
2020-06-18 07:00:20 INFO: check need new order None
2020-06-18 07:00:20 INFO: init new order end
2020-06-18 07:00:20 INFO: 
2020-06-18 07:00:20 INFO: 
2020-06-18 07:00:20 INFO: 
2020-06-18 07:00:20 INFO: 
2020-06-18 07:02:00 INFO: 
2020-06-18 07:02:00 INFO: 
2020-06-18 07:02:00 INFO: 
2020-06-18 07:02:00 INFO: 
2020-06-18 07:02:00 INFO: clearing start
2020-06-18 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 07:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 07:02:00 INFO: clearing end
2020-06-18 07:02:00 INFO: 
2020-06-18 07:02:00 INFO: 
2020-06-18 07:02:00 INFO: 
2020-06-18 07:02:00 INFO: 
2020-06-18 08:00:20 INFO: 
2020-06-18 08:00:20 INFO: 
2020-06-18 08:00:20 INFO: 
2020-06-18 08:00:20 INFO: 
2020-06-18 08:00:20 INFO: init new order start
2020-06-18 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.45, 'high': 233.8, 'low': 232.75, 'close': 232.75, 'trades': 1202, 'volume': 2931023, 'vwap': 233.21, 'lastSize': 979, 'turnover': 68353720430, 'homeNotional': 27581.094473193723, 'foreignNotional': 6432125.969828821}, {'timestamp': datetime.datetime(2020, 6, 18, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 233.8, 'low': 233.2, 'close': 233.45, 'trades': 782, 'volume': 724135, 'vwap': 233.56, 'lastSize': 100, 'turnover': 16912816985, 'homeNotional': 6817.050928826569, 'foreignNotional': 1592183.258678192}, {'timestamp': datetime.datetime(2020, 6, 18, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.75, 'low': 233.1, 'close': 233.2, 'trades': 935, 'volume': 788408, 'vwap': 233.38, 'lastSize': 2014, 'turnover': 18399133985, 'homeNotional': 7414.302720689429, 'foreignNotional': 1730281.890978246}]
2020-06-18 08:00:20 INFO: prepare candles [CandleItem(low=232.75, high=233.8, open=233.45, close=232.75, color='RED'), CandleItem(low=233.2, high=233.8, open=233.2, close=233.45, color='GREEN'), CandleItem(low=233.1, high=233.75, open=233.6, close=233.2, color='RED')]
2020-06-18 08:00:20 INFO: skip by colors first_candle=CandleItem(low=233.1, high=233.75, open=233.6, close=233.2, color='RED') second_candle=CandleItem(low=233.2, high=233.8, open=233.2, close=233.45, color='GREEN') last_candle=CandleItem(low=232.75, high=233.8, open=233.45, close=232.75, color='RED')
2020-06-18 08:00:20 INFO: check need new order None
2020-06-18 08:00:20 INFO: init new order end
2020-06-18 08:00:20 INFO: 
2020-06-18 08:00:20 INFO: 
2020-06-18 08:00:20 INFO: 
2020-06-18 08:00:20 INFO: 
2020-06-18 08:02:00 INFO: 
2020-06-18 08:02:00 INFO: 
2020-06-18 08:02:00 INFO: 
2020-06-18 08:02:00 INFO: 
2020-06-18 08:02:00 INFO: clearing start
2020-06-18 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 08:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 08:02:00 INFO: clearing end
2020-06-18 08:02:00 INFO: 
2020-06-18 08:02:00 INFO: 
2020-06-18 08:02:00 INFO: 
2020-06-18 08:02:00 INFO: 
2020-06-18 09:00:20 INFO: 
2020-06-18 09:00:20 INFO: 
2020-06-18 09:00:20 INFO: 
2020-06-18 09:00:20 INFO: 
2020-06-18 09:00:20 INFO: init new order start
2020-06-18 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.75, 'high': 233.2, 'low': 232.5, 'close': 233.15, 'trades': 1146, 'volume': 1794136, 'vwap': 232.92, 'lastSize': 18, 'turnover': 41788036445, 'homeNotional': 16879.87463810684, 'foreignNotional': 3931569.8607023335}, {'timestamp': datetime.datetime(2020, 6, 18, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.45, 'high': 233.8, 'low': 232.75, 'close': 232.75, 'trades': 1202, 'volume': 2931023, 'vwap': 233.21, 'lastSize': 979, 'turnover': 68353720430, 'homeNotional': 27581.094473193723, 'foreignNotional': 6432125.969828821}, {'timestamp': datetime.datetime(2020, 6, 18, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 233.8, 'low': 233.2, 'close': 233.45, 'trades': 782, 'volume': 724135, 'vwap': 233.56, 'lastSize': 100, 'turnover': 16912816985, 'homeNotional': 6817.050928826569, 'foreignNotional': 1592183.258678192}]
2020-06-18 09:00:21 INFO: prepare candles [CandleItem(low=232.5, high=233.2, open=232.75, close=233.15, color='GREEN'), CandleItem(low=232.75, high=233.8, open=233.45, close=232.75, color='RED'), CandleItem(low=233.2, high=233.8, open=233.2, close=233.45, color='GREEN')]
2020-06-18 09:00:21 INFO: skip by colors first_candle=CandleItem(low=233.2, high=233.8, open=233.2, close=233.45, color='GREEN') second_candle=CandleItem(low=232.75, high=233.8, open=233.45, close=232.75, color='RED') last_candle=CandleItem(low=232.5, high=233.2, open=232.75, close=233.15, color='GREEN')
2020-06-18 09:00:21 INFO: check need new order None
2020-06-18 09:00:21 INFO: init new order end
2020-06-18 09:00:21 INFO: 
2020-06-18 09:00:21 INFO: 
2020-06-18 09:00:21 INFO: 
2020-06-18 09:00:21 INFO: 
2020-06-18 09:02:00 INFO: 
2020-06-18 09:02:00 INFO: 
2020-06-18 09:02:00 INFO: 
2020-06-18 09:02:00 INFO: 
2020-06-18 09:02:00 INFO: clearing start
2020-06-18 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 09:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 09:02:00 INFO: clearing end
2020-06-18 09:02:00 INFO: 
2020-06-18 09:02:00 INFO: 
2020-06-18 09:02:00 INFO: 
2020-06-18 09:02:00 INFO: 
2020-06-18 09:19:17 ERROR: Error : Connection is already closed.
2020-06-18 09:19:17 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f50219f4160>>: Connection is already closed.
2020-06-18 09:19:17 INFO: Websocket Closed
2020-06-18 09:19:17 WARNING: reconnect to socket
2020-06-18 09:19:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-18 09:19:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-18 09:19:17 INFO: Authenticating with API Key.
2020-06-18 09:19:18 INFO: Connected to WS.
2020-06-18 10:00:20 INFO: 
2020-06-18 10:00:20 INFO: 
2020-06-18 10:00:20 INFO: 
2020-06-18 10:00:20 INFO: 
2020-06-18 10:00:20 INFO: init new order start
2020-06-18 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.8, 'low': 232.65, 'close': 233.3, 'trades': 1108, 'volume': 1592041, 'vwap': 233.37, 'lastSize': 68, 'turnover': 37153427690, 'homeNotional': 15005.365760313814, 'foreignNotional': 3501803.0872864206}, {'timestamp': datetime.datetime(2020, 6, 18, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.75, 'high': 233.2, 'low': 232.5, 'close': 233.15, 'trades': 1146, 'volume': 1794136, 'vwap': 232.92, 'lastSize': 18, 'turnover': 41788036445, 'homeNotional': 16879.87463810684, 'foreignNotional': 3931569.8607023335}, {'timestamp': datetime.datetime(2020, 6, 18, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.45, 'high': 233.8, 'low': 232.75, 'close': 232.75, 'trades': 1202, 'volume': 2931023, 'vwap': 233.21, 'lastSize': 979, 'turnover': 68353720430, 'homeNotional': 27581.094473193723, 'foreignNotional': 6432125.969828821}]
2020-06-18 10:00:20 INFO: prepare candles [CandleItem(low=232.65, high=233.8, open=233.15, close=233.3, color='GREEN'), CandleItem(low=232.5, high=233.2, open=232.75, close=233.15, color='GREEN'), CandleItem(low=232.75, high=233.8, open=233.45, close=232.75, color='RED')]
2020-06-18 10:00:20 INFO: skip by colors first_candle=CandleItem(low=232.75, high=233.8, open=233.45, close=232.75, color='RED') second_candle=CandleItem(low=232.5, high=233.2, open=232.75, close=233.15, color='GREEN') last_candle=CandleItem(low=232.65, high=233.8, open=233.15, close=233.3, color='GREEN')
2020-06-18 10:00:20 INFO: check need new order None
2020-06-18 10:00:20 INFO: init new order end
2020-06-18 10:00:20 INFO: 
2020-06-18 10:00:20 INFO: 
2020-06-18 10:00:20 INFO: 
2020-06-18 10:00:20 INFO: 
2020-06-18 10:02:00 INFO: 
2020-06-18 10:02:00 INFO: 
2020-06-18 10:02:00 INFO: 
2020-06-18 10:02:00 INFO: 
2020-06-18 10:02:00 INFO: clearing start
2020-06-18 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 10:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 10:02:00 INFO: clearing end
2020-06-18 10:02:00 INFO: 
2020-06-18 10:02:00 INFO: 
2020-06-18 10:02:00 INFO: 
2020-06-18 10:02:00 INFO: 
2020-06-18 11:00:20 INFO: 
2020-06-18 11:00:20 INFO: 
2020-06-18 11:00:20 INFO: 
2020-06-18 11:00:20 INFO: 
2020-06-18 11:00:20 INFO: init new order start
2020-06-18 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 234.1, 'low': 233.25, 'close': 233.6, 'trades': 1129, 'volume': 1668338, 'vwap': 233.69, 'lastSize': 1600, 'turnover': 38986560025, 'homeNotional': 15739.053913214424, 'foreignNotional': 3677982.450183171}, {'timestamp': datetime.datetime(2020, 6, 18, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.8, 'low': 232.65, 'close': 233.3, 'trades': 1108, 'volume': 1592041, 'vwap': 233.37, 'lastSize': 68, 'turnover': 37153427690, 'homeNotional': 15005.365760313814, 'foreignNotional': 3501803.0872864206}, {'timestamp': datetime.datetime(2020, 6, 18, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.75, 'high': 233.2, 'low': 232.5, 'close': 233.15, 'trades': 1146, 'volume': 1794136, 'vwap': 232.92, 'lastSize': 18, 'turnover': 41788036445, 'homeNotional': 16879.87463810684, 'foreignNotional': 3931569.8607023335}]
2020-06-18 11:00:20 INFO: prepare candles [CandleItem(low=233.25, high=234.1, open=233.3, close=233.6, color='GREEN'), CandleItem(low=232.65, high=233.8, open=233.15, close=233.3, color='GREEN'), CandleItem(low=232.5, high=233.2, open=232.75, close=233.15, color='GREEN')]
2020-06-18 11:00:20 INFO: skip by colors first_candle=CandleItem(low=232.5, high=233.2, open=232.75, close=233.15, color='GREEN') second_candle=CandleItem(low=232.65, high=233.8, open=233.15, close=233.3, color='GREEN') last_candle=CandleItem(low=233.25, high=234.1, open=233.3, close=233.6, color='GREEN')
2020-06-18 11:00:20 INFO: check need new order None
2020-06-18 11:00:20 INFO: init new order end
2020-06-18 11:00:20 INFO: 
2020-06-18 11:00:20 INFO: 
2020-06-18 11:00:20 INFO: 
2020-06-18 11:00:20 INFO: 
2020-06-18 11:02:00 INFO: 
2020-06-18 11:02:00 INFO: 
2020-06-18 11:02:00 INFO: 
2020-06-18 11:02:00 INFO: 
2020-06-18 11:02:00 INFO: clearing start
2020-06-18 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 11:02:01 INFO: skip by order status PartiallyFilled
2020-06-18 11:02:01 INFO: clearing end
2020-06-18 11:02:01 INFO: 
2020-06-18 11:02:01 INFO: 
2020-06-18 11:02:01 INFO: 
2020-06-18 11:02:01 INFO: 
2020-06-18 11:55:16 ERROR: Error : Connection is already closed.
2020-06-18 11:55:16 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f50219f0100>>: Connection is already closed.
2020-06-18 11:55:16 INFO: Websocket Closed
2020-06-18 11:55:17 WARNING: reconnect to socket
2020-06-18 11:55:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-18 11:55:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-18 11:55:17 INFO: Authenticating with API Key.
2020-06-18 11:55:18 INFO: Connected to WS.
2020-06-18 12:00:20 INFO: 
2020-06-18 12:00:20 INFO: 
2020-06-18 12:00:20 INFO: 
2020-06-18 12:00:20 INFO: 
2020-06-18 12:00:20 INFO: init new order start
2020-06-18 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.9, 'low': 233.35, 'close': 233.35, 'trades': 684, 'volume': 468408, 'vwap': 233.65, 'lastSize': 500, 'turnover': 10943992235, 'homeNotional': 4419.213105509651, 'foreignNotional': 1032515.3518240126}, {'timestamp': datetime.datetime(2020, 6, 18, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 234.1, 'low': 233.25, 'close': 233.6, 'trades': 1129, 'volume': 1668338, 'vwap': 233.69, 'lastSize': 1600, 'turnover': 38986560025, 'homeNotional': 15739.053913214424, 'foreignNotional': 3677982.450183171}, {'timestamp': datetime.datetime(2020, 6, 18, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.8, 'low': 232.65, 'close': 233.3, 'trades': 1108, 'volume': 1592041, 'vwap': 233.37, 'lastSize': 68, 'turnover': 37153427690, 'homeNotional': 15005.365760313814, 'foreignNotional': 3501803.0872864206}]
2020-06-18 12:00:20 INFO: prepare candles [CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED'), CandleItem(low=233.25, high=234.1, open=233.3, close=233.6, color='GREEN'), CandleItem(low=232.65, high=233.8, open=233.15, close=233.3, color='GREEN')]
2020-06-18 12:00:20 INFO: last_candle=CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED')
2020-06-18 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED')
2020-06-18 12:00:20 INFO: skip by CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-18 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED')
2020-06-18 12:00:20 INFO: skip by CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-18 12:00:20 INFO: not found applicable config for candle
2020-06-18 12:00:20 INFO: check need new order None
2020-06-18 12:00:20 INFO: init new order end
2020-06-18 12:00:20 INFO: 
2020-06-18 12:00:20 INFO: 
2020-06-18 12:00:20 INFO: 
2020-06-18 12:00:20 INFO: 
2020-06-18 12:02:00 INFO: 
2020-06-18 12:02:00 INFO: 
2020-06-18 12:02:00 INFO: 
2020-06-18 12:02:00 INFO: 
2020-06-18 12:02:00 INFO: clearing start
2020-06-18 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 12:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 12:02:00 INFO: clearing end
2020-06-18 12:02:00 INFO: 
2020-06-18 12:02:00 INFO: 
2020-06-18 12:02:00 INFO: 
2020-06-18 12:02:00 INFO: 
2020-06-18 12:33:59 ERROR: Error : Connection is already closed.
2020-06-18 12:33:59 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021a14970>>: Connection is already closed.
2020-06-18 12:33:59 INFO: Websocket Closed
2020-06-18 12:34:00 WARNING: reconnect to socket
2020-06-18 12:34:00 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-18 12:34:00 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-18 12:34:00 INFO: Authenticating with API Key.
2020-06-18 12:34:01 INFO: Connected to WS.
2020-06-18 12:44:45 ERROR: Error : Connection is already closed.
2020-06-18 12:44:45 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f502193ad00>>: Connection is already closed.
2020-06-18 12:44:45 INFO: Websocket Closed
2020-06-18 12:44:46 WARNING: reconnect to socket
2020-06-18 12:44:46 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-18 12:44:46 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-18 12:44:46 INFO: Authenticating with API Key.
2020-06-18 12:44:47 INFO: Connected to WS.
2020-06-18 13:00:20 INFO: 
2020-06-18 13:00:20 INFO: 
2020-06-18 13:00:20 INFO: 
2020-06-18 13:00:20 INFO: 
2020-06-18 13:00:20 INFO: init new order start
2020-06-18 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.15, 'low': 232.65, 'close': 232.8, 'trades': 1974, 'volume': 2447342, 'vwap': 233.39, 'lastSize': 238, 'turnover': 57116855120, 'homeNotional': 23099.22227470753, 'foreignNotional': 5390991.261028652}, {'timestamp': datetime.datetime(2020, 6, 18, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.9, 'low': 233.35, 'close': 233.35, 'trades': 684, 'volume': 468408, 'vwap': 233.65, 'lastSize': 500, 'turnover': 10943992235, 'homeNotional': 4419.213105509651, 'foreignNotional': 1032515.3518240126}, {'timestamp': datetime.datetime(2020, 6, 18, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 234.1, 'low': 233.25, 'close': 233.6, 'trades': 1129, 'volume': 1668338, 'vwap': 233.69, 'lastSize': 1600, 'turnover': 38986560025, 'homeNotional': 15739.053913214424, 'foreignNotional': 3677982.450183171}]
2020-06-18 13:00:20 INFO: prepare candles [CandleItem(low=232.65, high=234.15, open=233.35, close=232.8, color='RED'), CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED'), CandleItem(low=233.25, high=234.1, open=233.3, close=233.6, color='GREEN')]
2020-06-18 13:00:20 INFO: skip by colors first_candle=CandleItem(low=233.25, high=234.1, open=233.3, close=233.6, color='GREEN') second_candle=CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED') last_candle=CandleItem(low=232.65, high=234.15, open=233.35, close=232.8, color='RED')
2020-06-18 13:00:20 INFO: check need new order None
2020-06-18 13:00:20 INFO: init new order end
2020-06-18 13:00:20 INFO: 
2020-06-18 13:00:20 INFO: 
2020-06-18 13:00:20 INFO: 
2020-06-18 13:00:20 INFO: 
2020-06-18 13:02:00 INFO: 
2020-06-18 13:02:00 INFO: 
2020-06-18 13:02:00 INFO: 
2020-06-18 13:02:00 INFO: 
2020-06-18 13:02:00 INFO: clearing start
2020-06-18 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 13:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 13:02:00 INFO: clearing end
2020-06-18 13:02:00 INFO: 
2020-06-18 13:02:00 INFO: 
2020-06-18 13:02:00 INFO: 
2020-06-18 13:02:00 INFO: 
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: init new order start
2020-06-18 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.8, 'high': 233.55, 'low': 232.25, 'close': 233.5, 'trades': 1934, 'volume': 2947160, 'vwap': 232.97, 'lastSize': 1, 'turnover': 68659119775, 'homeNotional': 27755.87265631447, 'foreignNotional': 6466215.3873834135}, {'timestamp': datetime.datetime(2020, 6, 18, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.15, 'low': 232.65, 'close': 232.8, 'trades': 1974, 'volume': 2447342, 'vwap': 233.39, 'lastSize': 238, 'turnover': 57116855120, 'homeNotional': 23099.22227470753, 'foreignNotional': 5390991.261028652}, {'timestamp': datetime.datetime(2020, 6, 18, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 233.9, 'low': 233.35, 'close': 233.35, 'trades': 684, 'volume': 468408, 'vwap': 233.65, 'lastSize': 500, 'turnover': 10943992235, 'homeNotional': 4419.213105509651, 'foreignNotional': 1032515.3518240126}]
2020-06-18 14:00:20 INFO: prepare candles [CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN'), CandleItem(low=232.65, high=234.15, open=233.35, close=232.8, color='RED'), CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED')]
2020-06-18 14:00:20 INFO: last_candle=CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN')
2020-06-18 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN')
2020-06-18 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.65, high=234.15, open=233.35, close=232.8, color='RED')
2020-06-18 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.35, high=233.9, open=233.6, close=233.35, color='RED')
2020-06-18 14:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-18 14:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-18 14:00:20 INFO: place order: start candle=CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-18 14:00:20 INFO: place order: side_factor=-1 init_trigger_price=233.60000000000002 init_order_price=233.65 stop_price_offset=0.0 candle.size=1.3000000000000114 stop_price=232.25 take_price=241.45000000000007
2020-06-18 14:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('233.6000000000000227373675443232059478759765625') init_order_price=Decimal('233.650000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.3000000000000114 stop_price=Decimal('232.25') take_price=Decimal('241.450000000000073896444519050419330596923828125')
2020-06-18 14:00:20 INFO: place order: compute qty=593
2020-06-18 14:00:20 INFO: place order: save order to db bf500c6db62a43a281608f854a4f9c87; response=True
2020-06-18 14:00:20 INFO: post order to exchange resp={'orderID': '22983634-d1e4-76dc-18d1-d9e958265d76', 'clOrdID': 'bf500c6db62a43a281608f854a4f9c87', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 593, 'price': 233.65, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 20, 274000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 20, 274000, tzinfo=tzutc())}
2020-06-18 14:00:20 INFO: place new init order {'qty': 593, 'init_price': Decimal('233.6000000000000227373675443232059478759765625'), 'stop_price': Decimal('232.25'), 'take_price': Decimal('241.450000000000073896444519050419330596923828125'), 'order_uid': 'bf500c6db62a43a281608f854a4f9c87', 'response': {'orderID': '22983634-d1e4-76dc-18d1-d9e958265d76', 'clOrdID': 'bf500c6db62a43a281608f854a4f9c87', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 593, 'price': 233.65, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 20, 274000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 20, 274000, tzinfo=tzutc())}}
2020-06-18 14:00:20 INFO: init new order end
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: 
2020-06-18 14:00:20 INFO: process event {'orderID': '22983634-d1e4-76dc-18d1-d9e958265d76', 'clOrdID': 'bf500c6db62a43a281608f854a4f9c87', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 593, 'price': 233.65, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-18T11:00:20.274Z', 'timestamp': '2020-06-18T11:00:20.274Z'}
2020-06-18 14:00:20 INFO: skip event bf500c6db62a43a281608f854a4f9c87 New
2020-06-18 14:00:25 INFO: process event {'orderID': '22983634-d1e4-76dc-18d1-d9e958265d76', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-18T11:00:25.310Z', 'clOrdID': 'bf500c6db62a43a281608f854a4f9c87', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-18 14:00:25 INFO: skip event bf500c6db62a43a281608f854a4f9c87 
2020-06-18 14:00:25 INFO: process event {'orderID': '22983634-d1e4-76dc-18d1-d9e958265d76', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 593, 'avgPx': 233.65, 'transactTime': '2020-06-18T11:00:25.310Z', 'clOrdID': 'bf500c6db62a43a281608f854a4f9c87', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-18T11:00:25.310Z'}
2020-06-18 14:00:25 INFO: add new event={'uid': 'bf500c6db62a43a281608f854a4f9c87', 'status': 'Filled'}
2020-06-18 14:00:26 INFO: 
2020-06-18 14:00:26 INFO: 
2020-06-18 14:00:26 INFO: 
2020-06-18 14:00:26 INFO: 
2020-06-18 14:00:26 INFO: process event start
2020-06-18 14:00:26 INFO: fetch new order event bf500c6db62a43a281608f854a4f9c87
2020-06-18 14:00:26 INFO: fetch orders by event init={'stop': '232.25', 'take': '241.450000000000073896444519050419330596923828125', 'qty': '593', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-18 14:00:26 INFO: process init order filled
2020-06-18 14:00:26 INFO: save profit orders to storage stop=6f2923d474804be6b7ca87ea74f82e74 take=902c428c45fe40dabbc733184afe1531
2020-06-18 14:00:26 INFO: place profit orders take_price=241.450000000000073896444519050419330596923828125, stop_price=232.25, qty=593, color=GREEN, ticker=ETHUSD 6f2923d474804be6b7ca87ea74f82e74 902c428c45fe40dabbc733184afe1531
2020-06-18 14:00:26 INFO: place stop order ETHUSD: qty=-593, stop_price=232.25, stop_uid=6f2923d474804be6b7ca87ea74f82e74
2020-06-18 14:00:26 INFO: exchange resp for stop order={'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc())}
2020-06-18 14:00:26 INFO: place limit order ETHUSD: qty=-593, price=241.450000000000073896444519050419330596923828125, take_uid=902c428c45fe40dabbc733184afe1531
2020-06-18 14:00:26 INFO: process event {'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-18T11:00:26.321Z', 'timestamp': '2020-06-18T11:00:26.321Z'}
2020-06-18 14:00:26 INFO: skip event 6f2923d474804be6b7ca87ea74f82e74 New
2020-06-18 14:00:26 INFO: process event {'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': 241.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-18T11:00:26.357Z', 'timestamp': '2020-06-18T11:00:26.357Z'}
2020-06-18 14:00:26 INFO: skip event 902c428c45fe40dabbc733184afe1531 New
2020-06-18 14:00:26 INFO: process event {'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'workingIndicator': True, 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-18T11:00:26.357Z'}
2020-06-18 14:00:26 INFO: skip event 902c428c45fe40dabbc733184afe1531 
2020-06-18 14:00:26 INFO: exchange resp for take profit order={'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': 241.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc())}
2020-06-18 14:00:26 INFO: place profit orders={'stop': {'response': {'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc())}, 'qty': Decimal('-593'), 'uid': '6f2923d474804be6b7ca87ea74f82e74', 'price': Decimal('232.25')}, 'take': {'response': {'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': 241.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc())}, 'qty': Decimal('-593'), 'uid': '902c428c45fe40dabbc733184afe1531', 'price': Decimal('241.450000000000073896444519050419330596923828125')}}
2020-06-18 14:00:26 INFO: rm init order from db bf500c6db62a43a281608f854a4f9c87
2020-06-18 14:00:26 INFO: end process event_processing_result='proceed init order'
2020-06-18 14:00:26 INFO: 
2020-06-18 14:00:26 INFO: 
2020-06-18 14:00:26 INFO: 
2020-06-18 14:00:26 INFO: 
2020-06-18 14:02:00 INFO: 
2020-06-18 14:02:00 INFO: 
2020-06-18 14:02:00 INFO: 
2020-06-18 14:02:00 INFO: 
2020-06-18 14:02:00 INFO: clearing start
2020-06-18 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 14:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc())}
2020-06-18 14:02:00 INFO: skip by not found init order into storage
2020-06-18 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': 241.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc())}
2020-06-18 14:02:00 INFO: skip by not found init order into storage
2020-06-18 14:02:00 INFO: clearing end
2020-06-18 14:02:00 INFO: 
2020-06-18 14:02:00 INFO: 
2020-06-18 14:02:00 INFO: 
2020-06-18 14:02:00 INFO: 
2020-06-18 15:00:20 INFO: 
2020-06-18 15:00:20 INFO: 
2020-06-18 15:00:20 INFO: 
2020-06-18 15:00:20 INFO: 
2020-06-18 15:00:20 INFO: init new order start
2020-06-18 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.5, 'high': 233.7, 'low': 233.05, 'close': 233.1, 'trades': 863, 'volume': 1321931, 'vwap': 233.36, 'lastSize': 3985, 'turnover': 30848440710, 'homeNotional': 12473.097076921042, 'foreignNotional': 2910710.39820225}, {'timestamp': datetime.datetime(2020, 6, 18, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.8, 'high': 233.55, 'low': 232.25, 'close': 233.5, 'trades': 1934, 'volume': 2947160, 'vwap': 232.97, 'lastSize': 1, 'turnover': 68659119775, 'homeNotional': 27755.87265631447, 'foreignNotional': 6466215.3873834135}, {'timestamp': datetime.datetime(2020, 6, 18, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.15, 'low': 232.65, 'close': 232.8, 'trades': 1974, 'volume': 2447342, 'vwap': 233.39, 'lastSize': 238, 'turnover': 57116855120, 'homeNotional': 23099.22227470753, 'foreignNotional': 5390991.261028652}]
2020-06-18 15:00:20 INFO: prepare candles [CandleItem(low=233.05, high=233.7, open=233.5, close=233.1, color='RED'), CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN'), CandleItem(low=232.65, high=234.15, open=233.35, close=232.8, color='RED')]
2020-06-18 15:00:20 INFO: skip by colors first_candle=CandleItem(low=232.65, high=234.15, open=233.35, close=232.8, color='RED') second_candle=CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN') last_candle=CandleItem(low=233.05, high=233.7, open=233.5, close=233.1, color='RED')
2020-06-18 15:00:20 INFO: check need new order None
2020-06-18 15:00:20 INFO: init new order end
2020-06-18 15:00:20 INFO: 
2020-06-18 15:00:20 INFO: 
2020-06-18 15:00:20 INFO: 
2020-06-18 15:00:20 INFO: 
2020-06-18 15:02:00 INFO: 
2020-06-18 15:02:00 INFO: 
2020-06-18 15:02:00 INFO: 
2020-06-18 15:02:00 INFO: 
2020-06-18 15:02:00 INFO: clearing start
2020-06-18 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 15:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc())}
2020-06-18 15:02:00 INFO: skip by not found init order into storage
2020-06-18 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': 241.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc())}
2020-06-18 15:02:00 INFO: skip by not found init order into storage
2020-06-18 15:02:00 INFO: clearing end
2020-06-18 15:02:00 INFO: 
2020-06-18 15:02:00 INFO: 
2020-06-18 15:02:00 INFO: 
2020-06-18 15:02:00 INFO: 
2020-06-18 16:00:20 INFO: 
2020-06-18 16:00:20 INFO: 
2020-06-18 16:00:20 INFO: 
2020-06-18 16:00:20 INFO: 
2020-06-18 16:00:20 INFO: init new order start
2020-06-18 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.45, 'low': 233.0, 'close': 233.05, 'trades': 751, 'volume': 709836, 'vwap': 233.21, 'lastSize': 1, 'turnover': 16553685655, 'homeNotional': 6688.917182904845, 'foreignNotional': 1559884.97593428}, {'timestamp': datetime.datetime(2020, 6, 18, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.5, 'high': 233.7, 'low': 233.05, 'close': 233.1, 'trades': 863, 'volume': 1321931, 'vwap': 233.36, 'lastSize': 3985, 'turnover': 30848440710, 'homeNotional': 12473.097076921042, 'foreignNotional': 2910710.39820225}, {'timestamp': datetime.datetime(2020, 6, 18, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.8, 'high': 233.55, 'low': 232.25, 'close': 233.5, 'trades': 1934, 'volume': 2947160, 'vwap': 232.97, 'lastSize': 1, 'turnover': 68659119775, 'homeNotional': 27755.87265631447, 'foreignNotional': 6466215.3873834135}]
2020-06-18 16:00:20 INFO: prepare candles [CandleItem(low=233.0, high=233.45, open=233.1, close=233.05, color='RED'), CandleItem(low=233.05, high=233.7, open=233.5, close=233.1, color='RED'), CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN')]
2020-06-18 16:00:20 INFO: skip by colors first_candle=CandleItem(low=232.25, high=233.55, open=232.8, close=233.5, color='GREEN') second_candle=CandleItem(low=233.05, high=233.7, open=233.5, close=233.1, color='RED') last_candle=CandleItem(low=233.0, high=233.45, open=233.1, close=233.05, color='RED')
2020-06-18 16:00:20 INFO: check need new order None
2020-06-18 16:00:20 INFO: init new order end
2020-06-18 16:00:20 INFO: 
2020-06-18 16:00:20 INFO: 
2020-06-18 16:00:20 INFO: 
2020-06-18 16:00:20 INFO: 
2020-06-18 16:02:00 INFO: 
2020-06-18 16:02:00 INFO: 
2020-06-18 16:02:00 INFO: 
2020-06-18 16:02:00 INFO: 
2020-06-18 16:02:00 INFO: clearing start
2020-06-18 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 205, 'price': 231.45, 'displayQty': None, 'stopPx': 231.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'PartiallyFilled', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 204, 'simpleCumQty': None, 'cumQty': 1, 'avgPx': 231.45, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 17, 21, 6, 45, 635000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 17, 21, 6, 50, 605000, tzinfo=tzutc())}
2020-06-18 16:02:00 INFO: skip by order status PartiallyFilled
2020-06-18 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': None, 'displayQty': None, 'stopPx': 232.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 321000, tzinfo=tzutc())}
2020-06-18 16:02:00 INFO: skip by not found init order into storage
2020-06-18 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': 241.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 593, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc())}
2020-06-18 16:02:00 INFO: skip by not found init order into storage
2020-06-18 16:02:00 INFO: clearing end
2020-06-18 16:02:00 INFO: 
2020-06-18 16:02:00 INFO: 
2020-06-18 16:02:00 INFO: 
2020-06-18 16:02:00 INFO: 
2020-06-18 16:17:08 INFO: process event {'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-18T13:17:08.949Z', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-18 16:17:08 INFO: skip event 6f2923d474804be6b7ca87ea74f82e74 
2020-06-18 16:17:08 INFO: process event {'orderID': 'b18a84b4-fcdc-415e-d71c-7d9ee2097086', 'price': 232.1, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 593, 'avgPx': 232.1, 'transactTime': '2020-06-18T13:17:08.949Z', 'clOrdID': '6f2923d474804be6b7ca87ea74f82e74', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-18T13:17:08.949Z'}
2020-06-18 16:17:08 INFO: add new event={'uid': '6f2923d474804be6b7ca87ea74f82e74', 'status': 'Filled'}
2020-06-18 16:17:09 INFO: 
2020-06-18 16:17:09 INFO: 
2020-06-18 16:17:09 INFO: 
2020-06-18 16:17:09 INFO: 
2020-06-18 16:17:09 INFO: process event start
2020-06-18 16:17:09 INFO: fetch new order event 6f2923d474804be6b7ca87ea74f82e74
2020-06-18 16:17:09 INFO: fetch orders by event init=None profit_pair=902c428c45fe40dabbc733184afe1531
2020-06-18 16:17:09 INFO: process profit order filled
2020-06-18 16:17:09 INFO: process event {'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-18T13:17:09.518Z', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-18 16:17:09 INFO: skip event 902c428c45fe40dabbc733184afe1531 Canceled
2020-06-18 16:17:09 INFO: cancel order=902c428c45fe40dabbc733184afe1531 [{'orderID': 'e94e326d-826e-3b3f-4c2a-cc5c1a1e57f3', 'clOrdID': '902c428c45fe40dabbc733184afe1531', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 593, 'price': 241.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 11, 0, 26, 357000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 17, 9, 518000, tzinfo=tzutc())}]
2020-06-18 16:17:09 INFO: end process event_processing_result='proceed profit order'
2020-06-18 16:17:09 INFO: 
2020-06-18 16:17:09 INFO: 
2020-06-18 16:17:09 INFO: 
2020-06-18 16:17:09 INFO: 
2020-06-18 16:39:03 INFO: process event {'orderID': 'e0dadcea-eba6-8975-8da7-adc9e817424a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 205, 'timestamp': '2020-06-18T13:39:03.228Z', 'clOrdID': 'dce9383f5aa94504b8d9819911620492', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-18 16:39:03 INFO: add new event={'uid': 'dce9383f5aa94504b8d9819911620492', 'status': 'Filled'}
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: process event start
2020-06-18 16:39:04 INFO: fetch new order event dce9383f5aa94504b8d9819911620492
2020-06-18 16:39:04 INFO: fetch orders by event init={'stop': '227.5', 'take': '250.699999999999960209606797434389591217041015625', 'qty': '205', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-18 16:39:04 INFO: process init order filled
2020-06-18 16:39:04 INFO: save profit orders to storage stop=d806a68673864faa86bd5343395636bf take=bf7adc686c8f4feaa8089d6b6a8fe01f
2020-06-18 16:39:04 INFO: place profit orders take_price=250.699999999999960209606797434389591217041015625, stop_price=227.5, qty=205, color=GREEN, ticker=ETHUSD d806a68673864faa86bd5343395636bf bf7adc686c8f4feaa8089d6b6a8fe01f
2020-06-18 16:39:04 INFO: place stop order ETHUSD: qty=-205, stop_price=227.5, stop_uid=d806a68673864faa86bd5343395636bf
2020-06-18 16:39:04 INFO: exchange resp for stop order={'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 16:39:04 INFO: place limit order ETHUSD: qty=-205, price=250.699999999999960209606797434389591217041015625, take_uid=bf7adc686c8f4feaa8089d6b6a8fe01f
2020-06-18 16:39:04 INFO: process event {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-18T13:39:04.176Z', 'timestamp': '2020-06-18T13:39:04.176Z'}
2020-06-18 16:39:04 INFO: skip event d806a68673864faa86bd5343395636bf New
2020-06-18 16:39:04 INFO: process event {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-18T13:39:04.209Z', 'timestamp': '2020-06-18T13:39:04.209Z'}
2020-06-18 16:39:04 INFO: exchange resp for take profit order={'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 16:39:04 INFO: place profit orders={'stop': {'response': {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}, 'qty': Decimal('-205'), 'uid': 'd806a68673864faa86bd5343395636bf', 'price': Decimal('227.5')}, 'take': {'response': {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}, 'qty': Decimal('-205'), 'uid': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'price': Decimal('250.699999999999960209606797434389591217041015625')}}
2020-06-18 16:39:04 INFO: skip event bf7adc686c8f4feaa8089d6b6a8fe01f New
2020-06-18 16:39:04 INFO: rm init order from db dce9383f5aa94504b8d9819911620492
2020-06-18 16:39:04 INFO: end process event_processing_result='proceed init order'
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: 
2020-06-18 16:39:04 INFO: process event {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'workingIndicator': True, 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-18T13:39:04.209Z'}
2020-06-18 16:39:04 INFO: skip event bf7adc686c8f4feaa8089d6b6a8fe01f 
2020-06-18 17:00:20 INFO: 
2020-06-18 17:00:20 INFO: 
2020-06-18 17:00:20 INFO: 
2020-06-18 17:00:20 INFO: 
2020-06-18 17:00:20 INFO: init new order start
2020-06-18 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 233.1, 'low': 231.35, 'close': 231.8, 'trades': 2434, 'volume': 2463650, 'vwap': 232.17, 'lastSize': 50, 'turnover': 57197405070, 'homeNotional': 23163.094718524153, 'foreignNotional': 5377673.880635572}, {'timestamp': datetime.datetime(2020, 6, 18, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.45, 'low': 233.0, 'close': 233.05, 'trades': 751, 'volume': 709836, 'vwap': 233.21, 'lastSize': 1, 'turnover': 16553685655, 'homeNotional': 6688.917182904845, 'foreignNotional': 1559884.97593428}, {'timestamp': datetime.datetime(2020, 6, 18, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.5, 'high': 233.7, 'low': 233.05, 'close': 233.1, 'trades': 863, 'volume': 1321931, 'vwap': 233.36, 'lastSize': 3985, 'turnover': 30848440710, 'homeNotional': 12473.097076921042, 'foreignNotional': 2910710.39820225}]
2020-06-18 17:00:20 INFO: prepare candles [CandleItem(low=231.35, high=233.1, open=233.05, close=231.8, color='RED'), CandleItem(low=233.0, high=233.45, open=233.1, close=233.05, color='RED'), CandleItem(low=233.05, high=233.7, open=233.5, close=233.1, color='RED')]
2020-06-18 17:00:20 INFO: skip by colors first_candle=CandleItem(low=233.05, high=233.7, open=233.5, close=233.1, color='RED') second_candle=CandleItem(low=233.0, high=233.45, open=233.1, close=233.05, color='RED') last_candle=CandleItem(low=231.35, high=233.1, open=233.05, close=231.8, color='RED')
2020-06-18 17:00:20 INFO: check need new order None
2020-06-18 17:00:20 INFO: init new order end
2020-06-18 17:00:20 INFO: 
2020-06-18 17:00:20 INFO: 
2020-06-18 17:00:20 INFO: 
2020-06-18 17:00:20 INFO: 
2020-06-18 17:02:00 INFO: 
2020-06-18 17:02:00 INFO: 
2020-06-18 17:02:00 INFO: 
2020-06-18 17:02:00 INFO: 
2020-06-18 17:02:00 INFO: clearing start
2020-06-18 17:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 17:02:01 INFO: skip by not found init order into storage
2020-06-18 17:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 17:02:01 INFO: skip by not found init order into storage
2020-06-18 17:02:01 INFO: clearing end
2020-06-18 17:02:01 INFO: 
2020-06-18 17:02:01 INFO: 
2020-06-18 17:02:01 INFO: 
2020-06-18 17:02:01 INFO: 
2020-06-18 18:00:20 INFO: 
2020-06-18 18:00:20 INFO: 
2020-06-18 18:00:20 INFO: 
2020-06-18 18:00:20 INFO: 
2020-06-18 18:00:20 INFO: init new order start
2020-06-18 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.5, 'low': 229.8, 'close': 232.4, 'trades': 3697, 'volume': 4657805, 'vwap': 231.12, 'lastSize': 4914, 'turnover': 107647107435, 'homeNotional': 43761.84021803406, 'foreignNotional': 10113881.203859221}, {'timestamp': datetime.datetime(2020, 6, 18, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 233.1, 'low': 231.35, 'close': 231.8, 'trades': 2434, 'volume': 2463650, 'vwap': 232.17, 'lastSize': 50, 'turnover': 57197405070, 'homeNotional': 23163.094718524153, 'foreignNotional': 5377673.880635572}, {'timestamp': datetime.datetime(2020, 6, 18, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.45, 'low': 233.0, 'close': 233.05, 'trades': 751, 'volume': 709836, 'vwap': 233.21, 'lastSize': 1, 'turnover': 16553685655, 'homeNotional': 6688.917182904845, 'foreignNotional': 1559884.97593428}]
2020-06-18 18:00:20 INFO: prepare candles [CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN'), CandleItem(low=231.35, high=233.1, open=233.05, close=231.8, color='RED'), CandleItem(low=233.0, high=233.45, open=233.1, close=233.05, color='RED')]
2020-06-18 18:00:20 INFO: last_candle=CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN')
2020-06-18 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN')
2020-06-18 18:00:20 INFO: skip by CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-18 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN')
2020-06-18 18:00:20 INFO: skip by CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-18 18:00:20 INFO: not found applicable config for candle
2020-06-18 18:00:20 INFO: check need new order None
2020-06-18 18:00:20 INFO: init new order end
2020-06-18 18:00:20 INFO: 
2020-06-18 18:00:20 INFO: 
2020-06-18 18:00:20 INFO: 
2020-06-18 18:00:20 INFO: 
2020-06-18 18:02:00 INFO: 
2020-06-18 18:02:00 INFO: 
2020-06-18 18:02:00 INFO: 
2020-06-18 18:02:00 INFO: 
2020-06-18 18:02:00 INFO: clearing start
2020-06-18 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 18:02:00 INFO: skip by not found init order into storage
2020-06-18 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 18:02:00 INFO: skip by not found init order into storage
2020-06-18 18:02:00 INFO: clearing end
2020-06-18 18:02:00 INFO: 
2020-06-18 18:02:00 INFO: 
2020-06-18 18:02:00 INFO: 
2020-06-18 18:02:00 INFO: 
2020-06-18 19:00:20 INFO: 
2020-06-18 19:00:20 INFO: 
2020-06-18 19:00:20 INFO: 
2020-06-18 19:00:20 INFO: 
2020-06-18 19:00:20 INFO: init new order start
2020-06-18 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.4, 'high': 232.45, 'low': 231.0, 'close': 231.2, 'trades': 1522, 'volume': 1299309, 'vwap': 231.65, 'lastSize': 194, 'turnover': 30098337480, 'homeNotional': 12220.437365232234, 'foreignNotional': 2830860.2117707976}, {'timestamp': datetime.datetime(2020, 6, 18, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.5, 'low': 229.8, 'close': 232.4, 'trades': 3697, 'volume': 4657805, 'vwap': 231.12, 'lastSize': 4914, 'turnover': 107647107435, 'homeNotional': 43761.84021803406, 'foreignNotional': 10113881.203859221}, {'timestamp': datetime.datetime(2020, 6, 18, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 233.1, 'low': 231.35, 'close': 231.8, 'trades': 2434, 'volume': 2463650, 'vwap': 232.17, 'lastSize': 50, 'turnover': 57197405070, 'homeNotional': 23163.094718524153, 'foreignNotional': 5377673.880635572}]
2020-06-18 19:00:20 INFO: prepare candles [CandleItem(low=231.0, high=232.45, open=232.4, close=231.2, color='RED'), CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN'), CandleItem(low=231.35, high=233.1, open=233.05, close=231.8, color='RED')]
2020-06-18 19:00:20 INFO: skip by colors first_candle=CandleItem(low=231.35, high=233.1, open=233.05, close=231.8, color='RED') second_candle=CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN') last_candle=CandleItem(low=231.0, high=232.45, open=232.4, close=231.2, color='RED')
2020-06-18 19:00:20 INFO: check need new order None
2020-06-18 19:00:20 INFO: init new order end
2020-06-18 19:00:20 INFO: 
2020-06-18 19:00:20 INFO: 
2020-06-18 19:00:20 INFO: 
2020-06-18 19:00:20 INFO: 
2020-06-18 19:02:00 INFO: 
2020-06-18 19:02:00 INFO: 
2020-06-18 19:02:00 INFO: 
2020-06-18 19:02:00 INFO: 
2020-06-18 19:02:00 INFO: clearing start
2020-06-18 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 19:02:00 INFO: skip by not found init order into storage
2020-06-18 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 19:02:00 INFO: skip by not found init order into storage
2020-06-18 19:02:00 INFO: clearing end
2020-06-18 19:02:00 INFO: 
2020-06-18 19:02:00 INFO: 
2020-06-18 19:02:00 INFO: 
2020-06-18 19:02:00 INFO: 
2020-06-18 20:00:20 INFO: 
2020-06-18 20:00:20 INFO: 
2020-06-18 20:00:20 INFO: 
2020-06-18 20:00:20 INFO: 
2020-06-18 20:00:20 INFO: init new order start
2020-06-18 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 230.9, 'close': 231.6, 'trades': 1196, 'volume': 1411127, 'vwap': 231.39, 'lastSize': 1, 'turnover': 32651378055, 'homeNotional': 13246.99962177869, 'foreignNotional': 3065159.944879893}, {'timestamp': datetime.datetime(2020, 6, 18, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.4, 'high': 232.45, 'low': 231.0, 'close': 231.2, 'trades': 1522, 'volume': 1299309, 'vwap': 231.65, 'lastSize': 194, 'turnover': 30098337480, 'homeNotional': 12220.437365232234, 'foreignNotional': 2830860.2117707976}, {'timestamp': datetime.datetime(2020, 6, 18, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.5, 'low': 229.8, 'close': 232.4, 'trades': 3697, 'volume': 4657805, 'vwap': 231.12, 'lastSize': 4914, 'turnover': 107647107435, 'homeNotional': 43761.84021803406, 'foreignNotional': 10113881.203859221}]
2020-06-18 20:00:20 INFO: prepare candles [CandleItem(low=230.9, high=231.65, open=231.2, close=231.6, color='GREEN'), CandleItem(low=231.0, high=232.45, open=232.4, close=231.2, color='RED'), CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN')]
2020-06-18 20:00:20 INFO: skip by colors first_candle=CandleItem(low=229.8, high=232.5, open=231.8, close=232.4, color='GREEN') second_candle=CandleItem(low=231.0, high=232.45, open=232.4, close=231.2, color='RED') last_candle=CandleItem(low=230.9, high=231.65, open=231.2, close=231.6, color='GREEN')
2020-06-18 20:00:20 INFO: check need new order None
2020-06-18 20:00:20 INFO: init new order end
2020-06-18 20:00:20 INFO: 
2020-06-18 20:00:20 INFO: 
2020-06-18 20:00:20 INFO: 
2020-06-18 20:00:20 INFO: 
2020-06-18 20:02:00 INFO: 
2020-06-18 20:02:00 INFO: 
2020-06-18 20:02:00 INFO: 
2020-06-18 20:02:00 INFO: 
2020-06-18 20:02:00 INFO: clearing start
2020-06-18 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 20:02:00 INFO: skip by not found init order into storage
2020-06-18 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 20:02:00 INFO: skip by not found init order into storage
2020-06-18 20:02:00 INFO: clearing end
2020-06-18 20:02:00 INFO: 
2020-06-18 20:02:00 INFO: 
2020-06-18 20:02:00 INFO: 
2020-06-18 20:02:00 INFO: 
2020-06-18 21:00:20 INFO: 
2020-06-18 21:00:20 INFO: 
2020-06-18 21:00:20 INFO: 
2020-06-18 21:00:20 INFO: 
2020-06-18 21:00:20 INFO: init new order start
2020-06-18 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.6, 'high': 232.05, 'low': 231.05, 'close': 231.65, 'trades': 1373, 'volume': 1553267, 'vwap': 231.56, 'lastSize': 150, 'turnover': 35967189400, 'homeNotional': 14597.902109429526, 'foreignNotional': 3380269.043316364}, {'timestamp': datetime.datetime(2020, 6, 18, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 230.9, 'close': 231.6, 'trades': 1196, 'volume': 1411127, 'vwap': 231.39, 'lastSize': 1, 'turnover': 32651378055, 'homeNotional': 13246.99962177869, 'foreignNotional': 3065159.944879893}, {'timestamp': datetime.datetime(2020, 6, 18, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.4, 'high': 232.45, 'low': 231.0, 'close': 231.2, 'trades': 1522, 'volume': 1299309, 'vwap': 231.65, 'lastSize': 194, 'turnover': 30098337480, 'homeNotional': 12220.437365232234, 'foreignNotional': 2830860.2117707976}]
2020-06-18 21:00:20 INFO: prepare candles [CandleItem(low=231.05, high=232.05, open=231.6, close=231.65, color='GREEN'), CandleItem(low=230.9, high=231.65, open=231.2, close=231.6, color='GREEN'), CandleItem(low=231.0, high=232.45, open=232.4, close=231.2, color='RED')]
2020-06-18 21:00:20 INFO: skip by colors first_candle=CandleItem(low=231.0, high=232.45, open=232.4, close=231.2, color='RED') second_candle=CandleItem(low=230.9, high=231.65, open=231.2, close=231.6, color='GREEN') last_candle=CandleItem(low=231.05, high=232.05, open=231.6, close=231.65, color='GREEN')
2020-06-18 21:00:20 INFO: check need new order None
2020-06-18 21:00:20 INFO: init new order end
2020-06-18 21:00:20 INFO: 
2020-06-18 21:00:20 INFO: 
2020-06-18 21:00:20 INFO: 
2020-06-18 21:00:20 INFO: 
2020-06-18 21:02:00 INFO: 
2020-06-18 21:02:00 INFO: 
2020-06-18 21:02:00 INFO: 
2020-06-18 21:02:00 INFO: 
2020-06-18 21:02:00 INFO: clearing start
2020-06-18 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 21:02:00 INFO: skip by not found init order into storage
2020-06-18 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 21:02:00 INFO: skip by not found init order into storage
2020-06-18 21:02:00 INFO: clearing end
2020-06-18 21:02:00 INFO: 
2020-06-18 21:02:00 INFO: 
2020-06-18 21:02:00 INFO: 
2020-06-18 21:02:00 INFO: 
2020-06-18 22:00:20 INFO: 
2020-06-18 22:00:20 INFO: 
2020-06-18 22:00:20 INFO: 
2020-06-18 22:00:20 INFO: 
2020-06-18 22:00:20 INFO: init new order start
2020-06-18 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 231.7, 'low': 230.65, 'close': 231.2, 'trades': 1510, 'volume': 2111940, 'vwap': 231.23, 'lastSize': 600, 'turnover': 48834203205, 'homeNotional': 19838.39420645627, 'foreignNotional': 4587217.453421001}, {'timestamp': datetime.datetime(2020, 6, 18, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.6, 'high': 232.05, 'low': 231.05, 'close': 231.65, 'trades': 1373, 'volume': 1553267, 'vwap': 231.56, 'lastSize': 150, 'turnover': 35967189400, 'homeNotional': 14597.902109429526, 'foreignNotional': 3380269.043316364}, {'timestamp': datetime.datetime(2020, 6, 18, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 230.9, 'close': 231.6, 'trades': 1196, 'volume': 1411127, 'vwap': 231.39, 'lastSize': 1, 'turnover': 32651378055, 'homeNotional': 13246.99962177869, 'foreignNotional': 3065159.944879893}]
2020-06-18 22:00:20 INFO: prepare candles [CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED'), CandleItem(low=231.05, high=232.05, open=231.6, close=231.65, color='GREEN'), CandleItem(low=230.9, high=231.65, open=231.2, close=231.6, color='GREEN')]
2020-06-18 22:00:20 INFO: last_candle=CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED')
2020-06-18 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-18 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED')
2020-06-18 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.05, high=232.05, open=231.6, close=231.65, color='GREEN')
2020-06-18 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.9, high=231.65, open=231.2, close=231.6, color='GREEN')
2020-06-18 22:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-18 22:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-18 22:00:20 INFO: place order: start candle=CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-18 22:00:20 INFO: place order: side_factor=1 init_trigger_price=230.6 init_order_price=230.55 stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=231.7 take_price=224.2500000000001
2020-06-18 22:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('230.599999999999994315658113919198513031005859375') init_order_price=Decimal('230.55000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=Decimal('231.69999999999998863131622783839702606201171875') take_price=Decimal('224.2500000000001136868377216160297393798828125')
2020-06-18 22:00:20 INFO: place order: compute qty=-727
2020-06-18 22:00:20 INFO: place order: save order to db 2a9269363a144a29923482db2bb646cc; response=True
2020-06-18 22:00:21 INFO: post order to exchange resp={'orderID': '2cb197f4-bd6a-69b0-b939-0af521bd9d84', 'clOrdID': '2a9269363a144a29923482db2bb646cc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 230.55, 'displayQty': None, 'stopPx': 230.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 0, 21, 124000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 0, 21, 124000, tzinfo=tzutc())}
2020-06-18 22:00:21 INFO: place new init order {'qty': -727, 'init_price': Decimal('230.599999999999994315658113919198513031005859375'), 'stop_price': Decimal('231.69999999999998863131622783839702606201171875'), 'take_price': Decimal('224.2500000000001136868377216160297393798828125'), 'order_uid': '2a9269363a144a29923482db2bb646cc', 'response': {'orderID': '2cb197f4-bd6a-69b0-b939-0af521bd9d84', 'clOrdID': '2a9269363a144a29923482db2bb646cc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 230.55, 'displayQty': None, 'stopPx': 230.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 0, 21, 124000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 0, 21, 124000, tzinfo=tzutc())}}
2020-06-18 22:00:21 INFO: init new order end
2020-06-18 22:00:21 INFO: 
2020-06-18 22:00:21 INFO: 
2020-06-18 22:00:21 INFO: 
2020-06-18 22:00:21 INFO: 
2020-06-18 22:00:21 INFO: process event {'orderID': '2cb197f4-bd6a-69b0-b939-0af521bd9d84', 'clOrdID': '2a9269363a144a29923482db2bb646cc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 230.55, 'displayQty': None, 'stopPx': 230.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-18T19:00:21.124Z', 'timestamp': '2020-06-18T19:00:21.124Z'}
2020-06-18 22:00:21 INFO: skip event 2a9269363a144a29923482db2bb646cc New
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:00 INFO: clearing start
2020-06-18 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 22:02:00 INFO: skip by not found init order into storage
2020-06-18 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 22:02:00 INFO: skip by not found init order into storage
2020-06-18 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2cb197f4-bd6a-69b0-b939-0af521bd9d84', 'clOrdID': '2a9269363a144a29923482db2bb646cc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 727, 'price': 230.55, 'displayQty': None, 'stopPx': 230.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 0, 21, 124000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 0, 21, 124000, tzinfo=tzutc())}
2020-06-18 22:02:00 INFO: order time=2020-06-18 19:00:21.124000+00:00; delta from now UTC=0:01:39.205831 time_delta.total_seconds()=99.205831; time_diff_offset='3600'
2020-06-18 22:02:00 INFO: skip by time diff 2020-06-18 19:00:21.124000+00:00
2020-06-18 22:02:00 INFO: clearing end
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:00 INFO: 
2020-06-18 22:02:16 INFO: process event {'orderID': '2cb197f4-bd6a-69b0-b939-0af521bd9d84', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-18T19:02:15.775Z', 'clOrdID': '2a9269363a144a29923482db2bb646cc', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-18 22:02:16 INFO: skip event 2a9269363a144a29923482db2bb646cc 
2020-06-18 22:02:16 INFO: process event {'orderID': '2cb197f4-bd6a-69b0-b939-0af521bd9d84', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 727, 'avgPx': 230.6, 'transactTime': '2020-06-18T19:02:15.775Z', 'clOrdID': '2a9269363a144a29923482db2bb646cc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-18T19:02:15.775Z'}
2020-06-18 22:02:16 INFO: add new event={'uid': '2a9269363a144a29923482db2bb646cc', 'status': 'Filled'}
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: process event start
2020-06-18 22:02:17 INFO: fetch new order event 2a9269363a144a29923482db2bb646cc
2020-06-18 22:02:17 INFO: fetch orders by event init={'stop': '231.69999999999998863131622783839702606201171875', 'take': '224.2500000000001136868377216160297393798828125', 'qty': '727', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-18 22:02:17 INFO: process init order filled
2020-06-18 22:02:17 INFO: save profit orders to storage stop=71a4f25bd3a64347ba3bb863c51b2c13 take=14beca46a54a4ad384fe7af81e140939
2020-06-18 22:02:17 INFO: place profit orders take_price=224.2500000000001136868377216160297393798828125, stop_price=231.69999999999998863131622783839702606201171875, qty=727, color=RED, ticker=ETHUSD 71a4f25bd3a64347ba3bb863c51b2c13 14beca46a54a4ad384fe7af81e140939
2020-06-18 22:02:17 INFO: place stop order ETHUSD: qty=727, stop_price=231.69999999999998863131622783839702606201171875, stop_uid=71a4f25bd3a64347ba3bb863c51b2c13
2020-06-18 22:02:17 INFO: exchange resp for stop order={'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 231.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc())}
2020-06-18 22:02:17 INFO: process event {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 231.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-18T19:02:17.384Z', 'timestamp': '2020-06-18T19:02:17.384Z'}
2020-06-18 22:02:17 INFO: skip event 71a4f25bd3a64347ba3bb863c51b2c13 New
2020-06-18 22:02:17 INFO: place limit order ETHUSD: qty=727, price=224.2500000000001136868377216160297393798828125, take_uid=14beca46a54a4ad384fe7af81e140939
2020-06-18 22:02:17 INFO: exchange resp for take profit order={'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc())}
2020-06-18 22:02:17 INFO: place profit orders={'stop': {'response': {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 231.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc())}, 'qty': Decimal('727'), 'uid': '71a4f25bd3a64347ba3bb863c51b2c13', 'price': Decimal('231.69999999999998863131622783839702606201171875')}, 'take': {'response': {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc())}, 'qty': Decimal('727'), 'uid': '14beca46a54a4ad384fe7af81e140939', 'price': Decimal('224.2500000000001136868377216160297393798828125')}}
2020-06-18 22:02:17 INFO: rm init order from db 2a9269363a144a29923482db2bb646cc
2020-06-18 22:02:17 INFO: end process event_processing_result='proceed init order'
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: 
2020-06-18 22:02:17 INFO: process event {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-18T19:02:17.429Z', 'timestamp': '2020-06-18T19:02:17.429Z'}
2020-06-18 22:02:17 INFO: skip event 14beca46a54a4ad384fe7af81e140939 New
2020-06-18 22:02:17 INFO: process event {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'workingIndicator': True, 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-18T19:02:17.429Z'}
2020-06-18 22:02:17 INFO: skip event 14beca46a54a4ad384fe7af81e140939 
2020-06-18 23:00:20 INFO: 
2020-06-18 23:00:20 INFO: 
2020-06-18 23:00:20 INFO: 
2020-06-18 23:00:20 INFO: 
2020-06-18 23:00:20 INFO: init new order start
2020-06-18 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.45, 'low': 229.8, 'close': 231.1, 'trades': 2305, 'volume': 2647079, 'vwap': 230.8, 'lastSize': 608, 'turnover': 61092177670, 'homeNotional': 24839.747101993868, 'foreignNotional': 5732801.975115901}, {'timestamp': datetime.datetime(2020, 6, 18, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 231.7, 'low': 230.65, 'close': 231.2, 'trades': 1510, 'volume': 2111940, 'vwap': 231.23, 'lastSize': 600, 'turnover': 48834203205, 'homeNotional': 19838.39420645627, 'foreignNotional': 4587217.453421001}, {'timestamp': datetime.datetime(2020, 6, 18, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.6, 'high': 232.05, 'low': 231.05, 'close': 231.65, 'trades': 1373, 'volume': 1553267, 'vwap': 231.56, 'lastSize': 150, 'turnover': 35967189400, 'homeNotional': 14597.902109429526, 'foreignNotional': 3380269.043316364}]
2020-06-18 23:00:20 INFO: prepare candles [CandleItem(low=229.8, high=231.45, open=231.2, close=231.1, color='RED'), CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED'), CandleItem(low=231.05, high=232.05, open=231.6, close=231.65, color='GREEN')]
2020-06-18 23:00:20 INFO: skip by colors first_candle=CandleItem(low=231.05, high=232.05, open=231.6, close=231.65, color='GREEN') second_candle=CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED') last_candle=CandleItem(low=229.8, high=231.45, open=231.2, close=231.1, color='RED')
2020-06-18 23:00:20 INFO: check need new order None
2020-06-18 23:00:20 INFO: init new order end
2020-06-18 23:00:20 INFO: 
2020-06-18 23:00:20 INFO: 
2020-06-18 23:00:20 INFO: 
2020-06-18 23:00:20 INFO: 
2020-06-18 23:02:00 INFO: 
2020-06-18 23:02:00 INFO: 
2020-06-18 23:02:00 INFO: 
2020-06-18 23:02:00 INFO: 
2020-06-18 23:02:00 INFO: clearing start
2020-06-18 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-18 23:02:00 INFO: skip by not found init order into storage
2020-06-18 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-18 23:02:00 INFO: skip by not found init order into storage
2020-06-18 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 231.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc())}
2020-06-18 23:02:00 INFO: skip by not found init order into storage
2020-06-18 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc())}
2020-06-18 23:02:00 INFO: skip by not found init order into storage
2020-06-18 23:02:00 INFO: clearing end
2020-06-18 23:02:00 INFO: 
2020-06-18 23:02:00 INFO: 
2020-06-18 23:02:00 INFO: 
2020-06-18 23:02:00 INFO: 
2020-06-19 00:00:20 INFO: 
2020-06-19 00:00:20 INFO: 
2020-06-19 00:00:20 INFO: 
2020-06-19 00:00:20 INFO: 
2020-06-19 00:00:20 INFO: init new order start
2020-06-19 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.1, 'high': 231.1, 'low': 227.55, 'close': 228.7, 'trades': 5973, 'volume': 8607644, 'vwap': 228.95, 'lastSize': 100, 'turnover': 197064361825, 'homeNotional': 80540.72884727256, 'foreignNotional': 18439156.98968699}, {'timestamp': datetime.datetime(2020, 6, 18, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.45, 'low': 229.8, 'close': 231.1, 'trades': 2305, 'volume': 2647079, 'vwap': 230.8, 'lastSize': 608, 'turnover': 61092177670, 'homeNotional': 24839.747101993868, 'foreignNotional': 5732801.975115901}, {'timestamp': datetime.datetime(2020, 6, 18, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 231.7, 'low': 230.65, 'close': 231.2, 'trades': 1510, 'volume': 2111940, 'vwap': 231.23, 'lastSize': 600, 'turnover': 48834203205, 'homeNotional': 19838.39420645627, 'foreignNotional': 4587217.453421001}]
2020-06-19 00:00:21 INFO: prepare candles [CandleItem(low=227.55, high=231.1, open=231.1, close=228.7, color='RED'), CandleItem(low=229.8, high=231.45, open=231.2, close=231.1, color='RED'), CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED')]
2020-06-19 00:00:21 INFO: skip by colors first_candle=CandleItem(low=230.65, high=231.7, open=231.65, close=231.2, color='RED') second_candle=CandleItem(low=229.8, high=231.45, open=231.2, close=231.1, color='RED') last_candle=CandleItem(low=227.55, high=231.1, open=231.1, close=228.7, color='RED')
2020-06-19 00:00:21 INFO: check need new order None
2020-06-19 00:00:21 INFO: init new order end
2020-06-19 00:00:21 INFO: 
2020-06-19 00:00:21 INFO: 
2020-06-19 00:00:21 INFO: 
2020-06-19 00:00:21 INFO: 
2020-06-19 00:02:00 INFO: 
2020-06-19 00:02:00 INFO: 
2020-06-19 00:02:00 INFO: 
2020-06-19 00:02:00 INFO: 
2020-06-19 00:02:00 INFO: clearing start
2020-06-19 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-19 00:02:00 INFO: skip by not found init order into storage
2020-06-19 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-19 00:02:00 INFO: skip by not found init order into storage
2020-06-19 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 231.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc())}
2020-06-19 00:02:00 INFO: skip by not found init order into storage
2020-06-19 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc())}
2020-06-19 00:02:00 INFO: skip by not found init order into storage
2020-06-19 00:02:00 INFO: clearing end
2020-06-19 00:02:00 INFO: 
2020-06-19 00:02:00 INFO: 
2020-06-19 00:02:00 INFO: 
2020-06-19 00:02:00 INFO: 
2020-06-19 01:00:20 INFO: 
2020-06-19 01:00:20 INFO: 
2020-06-19 01:00:20 INFO: 
2020-06-19 01:00:20 INFO: 
2020-06-19 01:00:20 INFO: init new order start
2020-06-19 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.7, 'high': 230.35, 'low': 227.6, 'close': 229.9, 'trades': 3722, 'volume': 4157437, 'vwap': 228.78, 'lastSize': 500, 'turnover': 95113832030, 'homeNotional': 38785.19840136645, 'foreignNotional': 8873363.62412924}, {'timestamp': datetime.datetime(2020, 6, 18, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.1, 'high': 231.1, 'low': 227.55, 'close': 228.7, 'trades': 5973, 'volume': 8607644, 'vwap': 228.95, 'lastSize': 100, 'turnover': 197064361825, 'homeNotional': 80540.72884727256, 'foreignNotional': 18439156.98968699}, {'timestamp': datetime.datetime(2020, 6, 18, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.45, 'low': 229.8, 'close': 231.1, 'trades': 2305, 'volume': 2647079, 'vwap': 230.8, 'lastSize': 608, 'turnover': 61092177670, 'homeNotional': 24839.747101993868, 'foreignNotional': 5732801.975115901}]
2020-06-19 01:00:20 INFO: prepare candles [CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN'), CandleItem(low=227.55, high=231.1, open=231.1, close=228.7, color='RED'), CandleItem(low=229.8, high=231.45, open=231.2, close=231.1, color='RED')]
2020-06-19 01:00:20 INFO: last_candle=CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN')
2020-06-19 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN')
2020-06-19 01:00:20 INFO: skip by CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN')
2020-06-19 01:00:20 INFO: skip by CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 01:00:20 INFO: not found applicable config for candle
2020-06-19 01:00:20 INFO: check need new order None
2020-06-19 01:00:20 INFO: init new order end
2020-06-19 01:00:20 INFO: 
2020-06-19 01:00:20 INFO: 
2020-06-19 01:00:20 INFO: 
2020-06-19 01:00:20 INFO: 
2020-06-19 01:02:00 INFO: 
2020-06-19 01:02:00 INFO: 
2020-06-19 01:02:00 INFO: 
2020-06-19 01:02:00 INFO: 
2020-06-19 01:02:00 INFO: clearing start
2020-06-19 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-19 01:02:00 INFO: skip by not found init order into storage
2020-06-19 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-19 01:02:00 INFO: skip by not found init order into storage
2020-06-19 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 231.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc())}
2020-06-19 01:02:00 INFO: skip by not found init order into storage
2020-06-19 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc())}
2020-06-19 01:02:00 INFO: skip by not found init order into storage
2020-06-19 01:02:00 INFO: clearing end
2020-06-19 01:02:01 INFO: 
2020-06-19 01:02:01 INFO: 
2020-06-19 01:02:01 INFO: 
2020-06-19 01:02:01 INFO: 
2020-06-19 02:00:20 INFO: 
2020-06-19 02:00:20 INFO: 
2020-06-19 02:00:20 INFO: 
2020-06-19 02:00:20 INFO: 
2020-06-19 02:00:20 INFO: init new order start
2020-06-19 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 18, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.9, 'low': 229.45, 'close': 230.4, 'trades': 1905, 'volume': 1866200, 'vwap': 230.15, 'lastSize': 19, 'turnover': 42949200180, 'homeNotional': 17485.656872910215, 'foreignNotional': 4024197.680415816}, {'timestamp': datetime.datetime(2020, 6, 18, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.7, 'high': 230.35, 'low': 227.6, 'close': 229.9, 'trades': 3722, 'volume': 4157437, 'vwap': 228.78, 'lastSize': 500, 'turnover': 95113832030, 'homeNotional': 38785.19840136645, 'foreignNotional': 8873363.62412924}, {'timestamp': datetime.datetime(2020, 6, 18, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.1, 'high': 231.1, 'low': 227.55, 'close': 228.7, 'trades': 5973, 'volume': 8607644, 'vwap': 228.95, 'lastSize': 100, 'turnover': 197064361825, 'homeNotional': 80540.72884727256, 'foreignNotional': 18439156.98968699}]
2020-06-19 02:00:20 INFO: prepare candles [CandleItem(low=229.45, high=230.9, open=229.9, close=230.4, color='GREEN'), CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN'), CandleItem(low=227.55, high=231.1, open=231.1, close=228.7, color='RED')]
2020-06-19 02:00:20 INFO: skip by colors first_candle=CandleItem(low=227.55, high=231.1, open=231.1, close=228.7, color='RED') second_candle=CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN') last_candle=CandleItem(low=229.45, high=230.9, open=229.9, close=230.4, color='GREEN')
2020-06-19 02:00:20 INFO: check need new order None
2020-06-19 02:00:20 INFO: init new order end
2020-06-19 02:00:20 INFO: 
2020-06-19 02:00:20 INFO: 
2020-06-19 02:00:20 INFO: 
2020-06-19 02:00:20 INFO: 
2020-06-19 02:02:00 INFO: 
2020-06-19 02:02:00 INFO: 
2020-06-19 02:02:00 INFO: 
2020-06-19 02:02:00 INFO: 
2020-06-19 02:02:00 INFO: clearing start
2020-06-19 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-19 02:02:00 INFO: skip by not found init order into storage
2020-06-19 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-19 02:02:00 INFO: skip by not found init order into storage
2020-06-19 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': None, 'displayQty': None, 'stopPx': 231.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 384000, tzinfo=tzutc())}
2020-06-19 02:02:00 INFO: skip by not found init order into storage
2020-06-19 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc())}
2020-06-19 02:02:00 INFO: skip by not found init order into storage
2020-06-19 02:02:00 INFO: clearing end
2020-06-19 02:02:00 INFO: 
2020-06-19 02:02:00 INFO: 
2020-06-19 02:02:00 INFO: 
2020-06-19 02:02:00 INFO: 
2020-06-19 02:31:04 INFO: process event {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-18T23:31:04.095Z', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-19 02:31:04 INFO: skip event 71a4f25bd3a64347ba3bb863c51b2c13 
2020-06-19 02:31:04 INFO: process event {'orderID': 'fde72e49-55cc-484d-4758-d05b4f38e8d3', 'price': 231.5, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 727, 'avgPx': 231.5, 'transactTime': '2020-06-18T23:31:04.095Z', 'clOrdID': '71a4f25bd3a64347ba3bb863c51b2c13', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-18T23:31:04.095Z'}
2020-06-19 02:31:04 INFO: add new event={'uid': '71a4f25bd3a64347ba3bb863c51b2c13', 'status': 'Filled'}
2020-06-19 02:31:04 INFO: 
2020-06-19 02:31:04 INFO: 
2020-06-19 02:31:04 INFO: 
2020-06-19 02:31:04 INFO: 
2020-06-19 02:31:04 INFO: process event start
2020-06-19 02:31:04 INFO: fetch new order event 71a4f25bd3a64347ba3bb863c51b2c13
2020-06-19 02:31:04 INFO: fetch orders by event init=None profit_pair=14beca46a54a4ad384fe7af81e140939
2020-06-19 02:31:04 INFO: process profit order filled
2020-06-19 02:31:04 INFO: process event {'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-18T23:31:04.679Z', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-19 02:31:04 INFO: skip event 14beca46a54a4ad384fe7af81e140939 Canceled
2020-06-19 02:31:04 INFO: cancel order=14beca46a54a4ad384fe7af81e140939 [{'orderID': '99855dd4-06a2-f6c2-916a-b1ced01f93c4', 'clOrdID': '14beca46a54a4ad384fe7af81e140939', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 224.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 19, 2, 17, 429000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 23, 31, 4, 679000, tzinfo=tzutc())}]
2020-06-19 02:31:04 INFO: end process event_processing_result='proceed profit order'
2020-06-19 02:31:04 INFO: 
2020-06-19 02:31:04 INFO: 
2020-06-19 02:31:04 INFO: 
2020-06-19 02:31:04 INFO: 
2020-06-19 03:00:20 INFO: 
2020-06-19 03:00:20 INFO: 
2020-06-19 03:00:20 INFO: 
2020-06-19 03:00:20 INFO: 
2020-06-19 03:00:20 INFO: init new order start
2020-06-19 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 232.9, 'low': 230.15, 'close': 231.5, 'trades': 4165, 'volume': 5273581, 'vwap': 231.87, 'lastSize': 4253, 'turnover': 122276238505, 'homeNotional': 49557.13196846205, 'foreignNotional': 11490623.47082522}, {'timestamp': datetime.datetime(2020, 6, 18, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.9, 'low': 229.45, 'close': 230.4, 'trades': 1905, 'volume': 1866200, 'vwap': 230.15, 'lastSize': 19, 'turnover': 42949200180, 'homeNotional': 17485.656872910215, 'foreignNotional': 4024197.680415816}, {'timestamp': datetime.datetime(2020, 6, 18, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.7, 'high': 230.35, 'low': 227.6, 'close': 229.9, 'trades': 3722, 'volume': 4157437, 'vwap': 228.78, 'lastSize': 500, 'turnover': 95113832030, 'homeNotional': 38785.19840136645, 'foreignNotional': 8873363.62412924}]
2020-06-19 03:00:20 INFO: prepare candles [CandleItem(low=230.15, high=232.9, open=230.4, close=231.5, color='GREEN'), CandleItem(low=229.45, high=230.9, open=229.9, close=230.4, color='GREEN'), CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN')]
2020-06-19 03:00:20 INFO: skip by colors first_candle=CandleItem(low=227.6, high=230.35, open=228.7, close=229.9, color='GREEN') second_candle=CandleItem(low=229.45, high=230.9, open=229.9, close=230.4, color='GREEN') last_candle=CandleItem(low=230.15, high=232.9, open=230.4, close=231.5, color='GREEN')
2020-06-19 03:00:20 INFO: check need new order None
2020-06-19 03:00:20 INFO: init new order end
2020-06-19 03:00:20 INFO: 
2020-06-19 03:00:20 INFO: 
2020-06-19 03:00:20 INFO: 
2020-06-19 03:00:20 INFO: 
2020-06-19 03:02:00 INFO: 
2020-06-19 03:02:00 INFO: 
2020-06-19 03:02:00 INFO: 
2020-06-19 03:02:00 INFO: 
2020-06-19 03:02:00 INFO: clearing start
2020-06-19 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-19 03:02:00 INFO: skip by not found init order into storage
2020-06-19 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-19 03:02:00 INFO: skip by not found init order into storage
2020-06-19 03:02:00 INFO: clearing end
2020-06-19 03:02:00 INFO: 
2020-06-19 03:02:00 INFO: 
2020-06-19 03:02:00 INFO: 
2020-06-19 03:02:00 INFO: 
2020-06-19 04:00:20 INFO: 
2020-06-19 04:00:20 INFO: 
2020-06-19 04:00:20 INFO: 
2020-06-19 04:00:20 INFO: 
2020-06-19 04:00:20 INFO: init new order start
2020-06-19 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.5, 'high': 231.5, 'low': 229.4, 'close': 230.35, 'trades': 2224, 'volume': 1835371, 'vwap': 230.68, 'lastSize': 5311, 'turnover': 42336693500, 'homeNotional': 17181.770103240906, 'foreignNotional': 3963349.146304533}, {'timestamp': datetime.datetime(2020, 6, 19, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 232.9, 'low': 230.15, 'close': 231.5, 'trades': 4165, 'volume': 5273581, 'vwap': 231.87, 'lastSize': 4253, 'turnover': 122276238505, 'homeNotional': 49557.13196846205, 'foreignNotional': 11490623.47082522}, {'timestamp': datetime.datetime(2020, 6, 18, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.9, 'low': 229.45, 'close': 230.4, 'trades': 1905, 'volume': 1866200, 'vwap': 230.15, 'lastSize': 19, 'turnover': 42949200180, 'homeNotional': 17485.656872910215, 'foreignNotional': 4024197.680415816}]
2020-06-19 04:00:21 INFO: prepare candles [CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED'), CandleItem(low=230.15, high=232.9, open=230.4, close=231.5, color='GREEN'), CandleItem(low=229.45, high=230.9, open=229.9, close=230.4, color='GREEN')]
2020-06-19 04:00:21 INFO: last_candle=CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED')
2020-06-19 04:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 04:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED')
2020-06-19 04:00:21 INFO: skip by CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 04:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 04:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED')
2020-06-19 04:00:21 INFO: skip by CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 04:00:21 INFO: not found applicable config for candle
2020-06-19 04:00:21 INFO: check need new order None
2020-06-19 04:00:21 INFO: init new order end
2020-06-19 04:00:21 INFO: 
2020-06-19 04:00:21 INFO: 
2020-06-19 04:00:21 INFO: 
2020-06-19 04:00:21 INFO: 
2020-06-19 04:02:00 INFO: 
2020-06-19 04:02:00 INFO: 
2020-06-19 04:02:00 INFO: 
2020-06-19 04:02:00 INFO: 
2020-06-19 04:02:00 INFO: clearing start
2020-06-19 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-19 04:02:00 INFO: skip by not found init order into storage
2020-06-19 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-19 04:02:00 INFO: skip by not found init order into storage
2020-06-19 04:02:00 INFO: clearing end
2020-06-19 04:02:00 INFO: 
2020-06-19 04:02:00 INFO: 
2020-06-19 04:02:00 INFO: 
2020-06-19 04:02:00 INFO: 
2020-06-19 05:00:20 INFO: 
2020-06-19 05:00:20 INFO: 
2020-06-19 05:00:20 INFO: 
2020-06-19 05:00:20 INFO: 
2020-06-19 05:00:20 INFO: init new order start
2020-06-19 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.35, 'high': 230.55, 'low': 227.75, 'close': 228.25, 'trades': 2883, 'volume': 4085074, 'vwap': 228.71, 'lastSize': 6448, 'turnover': 93427450410, 'homeNotional': 38101.035111860554, 'foreignNotional': 8713912.234777544}, {'timestamp': datetime.datetime(2020, 6, 19, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.5, 'high': 231.5, 'low': 229.4, 'close': 230.35, 'trades': 2224, 'volume': 1835371, 'vwap': 230.68, 'lastSize': 5311, 'turnover': 42336693500, 'homeNotional': 17181.770103240906, 'foreignNotional': 3963349.146304533}, {'timestamp': datetime.datetime(2020, 6, 19, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 232.9, 'low': 230.15, 'close': 231.5, 'trades': 4165, 'volume': 5273581, 'vwap': 231.87, 'lastSize': 4253, 'turnover': 122276238505, 'homeNotional': 49557.13196846205, 'foreignNotional': 11490623.47082522}]
2020-06-19 05:00:20 INFO: prepare candles [CandleItem(low=227.75, high=230.55, open=230.35, close=228.25, color='RED'), CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED'), CandleItem(low=230.15, high=232.9, open=230.4, close=231.5, color='GREEN')]
2020-06-19 05:00:20 INFO: skip by colors first_candle=CandleItem(low=230.15, high=232.9, open=230.4, close=231.5, color='GREEN') second_candle=CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED') last_candle=CandleItem(low=227.75, high=230.55, open=230.35, close=228.25, color='RED')
2020-06-19 05:00:20 INFO: check need new order None
2020-06-19 05:00:20 INFO: init new order end
2020-06-19 05:00:20 INFO: 
2020-06-19 05:00:20 INFO: 
2020-06-19 05:00:20 INFO: 
2020-06-19 05:00:20 INFO: 
2020-06-19 05:02:00 INFO: 
2020-06-19 05:02:00 INFO: 
2020-06-19 05:02:00 INFO: 
2020-06-19 05:02:00 INFO: 
2020-06-19 05:02:00 INFO: clearing start
2020-06-19 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': None, 'displayQty': None, 'stopPx': 227.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 176000, tzinfo=tzutc())}
2020-06-19 05:02:00 INFO: skip by not found init order into storage
2020-06-19 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 205, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc())}
2020-06-19 05:02:00 INFO: skip by not found init order into storage
2020-06-19 05:02:00 INFO: clearing end
2020-06-19 05:02:00 INFO: 
2020-06-19 05:02:00 INFO: 
2020-06-19 05:02:00 INFO: 
2020-06-19 05:02:00 INFO: 
2020-06-19 05:11:23 INFO: process event {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-19T02:11:23.355Z', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-19 05:11:23 INFO: skip event d806a68673864faa86bd5343395636bf 
2020-06-19 05:11:23 INFO: process event {'orderID': 'faec117b-b39a-e52b-068b-59165d404453', 'price': 227.3, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 205, 'avgPx': 227.3, 'transactTime': '2020-06-19T02:11:23.355Z', 'clOrdID': 'd806a68673864faa86bd5343395636bf', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-19T02:11:23.355Z'}
2020-06-19 05:11:23 INFO: add new event={'uid': 'd806a68673864faa86bd5343395636bf', 'status': 'Filled'}
2020-06-19 05:11:24 INFO: 
2020-06-19 05:11:24 INFO: 
2020-06-19 05:11:24 INFO: 
2020-06-19 05:11:24 INFO: 
2020-06-19 05:11:24 INFO: process event start
2020-06-19 05:11:24 INFO: fetch new order event d806a68673864faa86bd5343395636bf
2020-06-19 05:11:24 INFO: fetch orders by event init=None profit_pair=bf7adc686c8f4feaa8089d6b6a8fe01f
2020-06-19 05:11:24 INFO: process profit order filled
2020-06-19 05:11:24 INFO: process event {'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-19T02:11:24.473Z', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-19 05:11:24 INFO: skip event bf7adc686c8f4feaa8089d6b6a8fe01f Canceled
2020-06-19 05:11:24 INFO: cancel order=bf7adc686c8f4feaa8089d6b6a8fe01f [{'orderID': 'd5a1ce4a-1be9-0ac9-e266-4c3fa6329427', 'clOrdID': 'bf7adc686c8f4feaa8089d6b6a8fe01f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 205, 'price': 250.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 18, 13, 39, 4, 209000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 2, 11, 24, 473000, tzinfo=tzutc())}]
2020-06-19 05:11:24 INFO: end process event_processing_result='proceed profit order'
2020-06-19 05:11:24 INFO: 
2020-06-19 05:11:24 INFO: 
2020-06-19 05:11:24 INFO: 
2020-06-19 05:11:24 INFO: 
2020-06-19 06:00:20 INFO: 
2020-06-19 06:00:20 INFO: 
2020-06-19 06:00:20 INFO: 
2020-06-19 06:00:20 INFO: 
2020-06-19 06:00:20 INFO: init new order start
2020-06-19 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 230.15, 'low': 226.0, 'close': 226.8, 'trades': 5198, 'volume': 5942607, 'vwap': 227.68, 'lastSize': 1, 'turnover': 135299838515, 'homeNotional': 55298.434098695565, 'foreignNotional': 12590250.290224459}, {'timestamp': datetime.datetime(2020, 6, 19, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.35, 'high': 230.55, 'low': 227.75, 'close': 228.25, 'trades': 2883, 'volume': 4085074, 'vwap': 228.71, 'lastSize': 6448, 'turnover': 93427450410, 'homeNotional': 38101.035111860554, 'foreignNotional': 8713912.234777544}, {'timestamp': datetime.datetime(2020, 6, 19, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.5, 'high': 231.5, 'low': 229.4, 'close': 230.35, 'trades': 2224, 'volume': 1835371, 'vwap': 230.68, 'lastSize': 5311, 'turnover': 42336693500, 'homeNotional': 17181.770103240906, 'foreignNotional': 3963349.146304533}]
2020-06-19 06:00:21 INFO: prepare candles [CandleItem(low=226.0, high=230.15, open=228.25, close=226.8, color='RED'), CandleItem(low=227.75, high=230.55, open=230.35, close=228.25, color='RED'), CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED')]
2020-06-19 06:00:21 INFO: skip by colors first_candle=CandleItem(low=229.4, high=231.5, open=231.5, close=230.35, color='RED') second_candle=CandleItem(low=227.75, high=230.55, open=230.35, close=228.25, color='RED') last_candle=CandleItem(low=226.0, high=230.15, open=228.25, close=226.8, color='RED')
2020-06-19 06:00:21 INFO: check need new order None
2020-06-19 06:00:21 INFO: init new order end
2020-06-19 06:00:21 INFO: 
2020-06-19 06:00:21 INFO: 
2020-06-19 06:00:21 INFO: 
2020-06-19 06:00:21 INFO: 
2020-06-19 06:02:00 INFO: 
2020-06-19 06:02:00 INFO: 
2020-06-19 06:02:00 INFO: 
2020-06-19 06:02:00 INFO: 
2020-06-19 06:02:00 INFO: clearing start
2020-06-19 06:02:00 INFO: clearing end
2020-06-19 06:02:00 INFO: 
2020-06-19 06:02:00 INFO: 
2020-06-19 06:02:00 INFO: 
2020-06-19 06:02:00 INFO: 
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: init new order start
2020-06-19 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.55, 'low': 226.4, 'close': 227.35, 'trades': 2530, 'volume': 3136153, 'vwap': 227.06, 'lastSize': 38, 'turnover': 71208638105, 'homeNotional': 29084.56053817267, 'foreignNotional': 6603869.118728111}, {'timestamp': datetime.datetime(2020, 6, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 230.15, 'low': 226.0, 'close': 226.8, 'trades': 5198, 'volume': 5942607, 'vwap': 227.68, 'lastSize': 1, 'turnover': 135299838515, 'homeNotional': 55298.434098695565, 'foreignNotional': 12590250.290224459}, {'timestamp': datetime.datetime(2020, 6, 19, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.35, 'high': 230.55, 'low': 227.75, 'close': 228.25, 'trades': 2883, 'volume': 4085074, 'vwap': 228.71, 'lastSize': 6448, 'turnover': 93427450410, 'homeNotional': 38101.035111860554, 'foreignNotional': 8713912.234777544}]
2020-06-19 07:00:20 INFO: prepare candles [CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN'), CandleItem(low=226.0, high=230.15, open=228.25, close=226.8, color='RED'), CandleItem(low=227.75, high=230.55, open=230.35, close=228.25, color='RED')]
2020-06-19 07:00:20 INFO: last_candle=CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN')
2020-06-19 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN')
2020-06-19 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.0, high=230.15, open=228.25, close=226.8, color='RED')
2020-06-19 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.75, high=230.55, open=230.35, close=228.25, color='RED')
2020-06-19 07:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-19 07:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-19 07:00:20 INFO: place order: start candle=CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-19 07:00:20 INFO: place order: side_factor=-1 init_trigger_price=227.60000000000002 init_order_price=227.65 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=226.4 take_price=234.55000000000004
2020-06-19 07:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('227.6000000000000227373675443232059478759765625') init_order_price=Decimal('227.650000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('226.400000000000005684341886080801486968994140625') take_price=Decimal('234.550000000000039790393202565610408782958984375')
2020-06-19 07:00:20 INFO: place order: compute qty=667
2020-06-19 07:00:20 INFO: place order: save order to db a9fc4eeb2af84d1b9eb7c39db507c16e; response=True
2020-06-19 07:00:20 INFO: post order to exchange resp={'orderID': '6e6dcad5-1674-e9d2-ee68-2a0a42fe3442', 'clOrdID': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.65, 'displayQty': None, 'stopPx': 227.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 0, 20, 904000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 0, 20, 904000, tzinfo=tzutc())}
2020-06-19 07:00:20 INFO: place new init order {'qty': 667, 'init_price': Decimal('227.6000000000000227373675443232059478759765625'), 'stop_price': Decimal('226.400000000000005684341886080801486968994140625'), 'take_price': Decimal('234.550000000000039790393202565610408782958984375'), 'order_uid': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'response': {'orderID': '6e6dcad5-1674-e9d2-ee68-2a0a42fe3442', 'clOrdID': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.65, 'displayQty': None, 'stopPx': 227.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 0, 20, 904000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 0, 20, 904000, tzinfo=tzutc())}}
2020-06-19 07:00:20 INFO: init new order end
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: 
2020-06-19 07:00:20 INFO: process event {'orderID': '6e6dcad5-1674-e9d2-ee68-2a0a42fe3442', 'clOrdID': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.65, 'displayQty': None, 'stopPx': 227.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-19T04:00:20.904Z', 'timestamp': '2020-06-19T04:00:20.904Z'}
2020-06-19 07:00:20 INFO: skip event a9fc4eeb2af84d1b9eb7c39db507c16e New
2020-06-19 07:02:00 INFO: 
2020-06-19 07:02:00 INFO: 
2020-06-19 07:02:00 INFO: 
2020-06-19 07:02:00 INFO: 
2020-06-19 07:02:00 INFO: clearing start
2020-06-19 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6e6dcad5-1674-e9d2-ee68-2a0a42fe3442', 'clOrdID': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 227.65, 'displayQty': None, 'stopPx': 227.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 0, 20, 904000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 0, 20, 904000, tzinfo=tzutc())}
2020-06-19 07:02:00 INFO: order time=2020-06-19 04:00:20.904000+00:00; delta from now UTC=0:01:39.174498 time_delta.total_seconds()=99.174498; time_diff_offset='3600'
2020-06-19 07:02:00 INFO: skip by time diff 2020-06-19 04:00:20.904000+00:00
2020-06-19 07:02:00 INFO: clearing end
2020-06-19 07:02:00 INFO: 
2020-06-19 07:02:00 INFO: 
2020-06-19 07:02:00 INFO: 
2020-06-19 07:02:00 INFO: 
2020-06-19 07:06:40 INFO: process event {'orderID': '6e6dcad5-1674-e9d2-ee68-2a0a42fe3442', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-19T04:06:40.357Z', 'clOrdID': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-19 07:06:40 INFO: skip event a9fc4eeb2af84d1b9eb7c39db507c16e 
2020-06-19 07:06:40 INFO: process event {'orderID': '6e6dcad5-1674-e9d2-ee68-2a0a42fe3442', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 667, 'avgPx': 227.6, 'transactTime': '2020-06-19T04:06:40.357Z', 'clOrdID': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-19T04:06:40.357Z'}
2020-06-19 07:06:40 INFO: add new event={'uid': 'a9fc4eeb2af84d1b9eb7c39db507c16e', 'status': 'Filled'}
2020-06-19 07:06:40 INFO: 
2020-06-19 07:06:40 INFO: 
2020-06-19 07:06:40 INFO: 
2020-06-19 07:06:40 INFO: 
2020-06-19 07:06:40 INFO: process event start
2020-06-19 07:06:40 INFO: fetch new order event a9fc4eeb2af84d1b9eb7c39db507c16e
2020-06-19 07:06:40 INFO: fetch orders by event init={'stop': '226.400000000000005684341886080801486968994140625', 'take': '234.550000000000039790393202565610408782958984375', 'qty': '667', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-19 07:06:40 INFO: process init order filled
2020-06-19 07:06:40 INFO: save profit orders to storage stop=d760c35e11e24c949a9b092f2bf14d2b take=65fad350e2ed43a48bb102775ce706ce
2020-06-19 07:06:40 INFO: place profit orders take_price=234.550000000000039790393202565610408782958984375, stop_price=226.400000000000005684341886080801486968994140625, qty=667, color=GREEN, ticker=ETHUSD d760c35e11e24c949a9b092f2bf14d2b 65fad350e2ed43a48bb102775ce706ce
2020-06-19 07:06:40 INFO: place stop order ETHUSD: qty=-667, stop_price=226.400000000000005684341886080801486968994140625, stop_uid=d760c35e11e24c949a9b092f2bf14d2b
2020-06-19 07:06:41 INFO: exchange resp for stop order={'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 07:06:41 INFO: place limit order ETHUSD: qty=-667, price=234.550000000000039790393202565610408782958984375, take_uid=65fad350e2ed43a48bb102775ce706ce
2020-06-19 07:06:41 INFO: exchange resp for take profit order={'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 07:06:41 INFO: place profit orders={'stop': {'response': {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}, 'qty': Decimal('-667'), 'uid': 'd760c35e11e24c949a9b092f2bf14d2b', 'price': Decimal('226.400000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}, 'qty': Decimal('-667'), 'uid': '65fad350e2ed43a48bb102775ce706ce', 'price': Decimal('234.550000000000039790393202565610408782958984375')}}
2020-06-19 07:06:41 INFO: rm init order from db a9fc4eeb2af84d1b9eb7c39db507c16e
2020-06-19 07:06:41 INFO: end process event_processing_result='proceed init order'
2020-06-19 07:06:41 INFO: 
2020-06-19 07:06:41 INFO: 
2020-06-19 07:06:41 INFO: 
2020-06-19 07:06:41 INFO: 
2020-06-19 07:06:41 INFO: process event {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-19T04:06:41.215Z', 'timestamp': '2020-06-19T04:06:41.215Z'}
2020-06-19 07:06:41 INFO: skip event d760c35e11e24c949a9b092f2bf14d2b New
2020-06-19 07:06:42 INFO: process event {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-19T04:06:41.608Z', 'timestamp': '2020-06-19T04:06:41.608Z'}
2020-06-19 07:06:42 INFO: skip event 65fad350e2ed43a48bb102775ce706ce New
2020-06-19 07:06:42 INFO: process event {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'workingIndicator': True, 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-19T04:06:41.608Z'}
2020-06-19 07:06:42 INFO: skip event 65fad350e2ed43a48bb102775ce706ce 
2020-06-19 08:00:20 INFO: 
2020-06-19 08:00:20 INFO: 
2020-06-19 08:00:20 INFO: 
2020-06-19 08:00:20 INFO: 
2020-06-19 08:00:20 INFO: init new order start
2020-06-19 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 228.3, 'low': 226.8, 'close': 228.05, 'trades': 1422, 'volume': 1687234, 'vwap': 227.8, 'lastSize': 200, 'turnover': 38433730795, 'homeNotional': 15662.78034659226, 'foreignNotional': 3567857.238770566}, {'timestamp': datetime.datetime(2020, 6, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.55, 'low': 226.4, 'close': 227.35, 'trades': 2530, 'volume': 3136153, 'vwap': 227.06, 'lastSize': 38, 'turnover': 71208638105, 'homeNotional': 29084.56053817267, 'foreignNotional': 6603869.118728111}, {'timestamp': datetime.datetime(2020, 6, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 230.15, 'low': 226.0, 'close': 226.8, 'trades': 5198, 'volume': 5942607, 'vwap': 227.68, 'lastSize': 1, 'turnover': 135299838515, 'homeNotional': 55298.434098695565, 'foreignNotional': 12590250.290224459}]
2020-06-19 08:00:20 INFO: prepare candles [CandleItem(low=226.8, high=228.3, open=227.35, close=228.05, color='GREEN'), CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN'), CandleItem(low=226.0, high=230.15, open=228.25, close=226.8, color='RED')]
2020-06-19 08:00:20 INFO: skip by colors first_candle=CandleItem(low=226.0, high=230.15, open=228.25, close=226.8, color='RED') second_candle=CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN') last_candle=CandleItem(low=226.8, high=228.3, open=227.35, close=228.05, color='GREEN')
2020-06-19 08:00:20 INFO: check need new order None
2020-06-19 08:00:20 INFO: init new order end
2020-06-19 08:00:20 INFO: 
2020-06-19 08:00:20 INFO: 
2020-06-19 08:00:20 INFO: 
2020-06-19 08:00:20 INFO: 
2020-06-19 08:02:00 INFO: 
2020-06-19 08:02:00 INFO: 
2020-06-19 08:02:00 INFO: 
2020-06-19 08:02:00 INFO: 
2020-06-19 08:02:00 INFO: clearing start
2020-06-19 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 08:02:00 INFO: skip by not found init order into storage
2020-06-19 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 08:02:00 INFO: skip by not found init order into storage
2020-06-19 08:02:00 INFO: clearing end
2020-06-19 08:02:00 INFO: 
2020-06-19 08:02:00 INFO: 
2020-06-19 08:02:00 INFO: 
2020-06-19 08:02:00 INFO: 
2020-06-19 09:00:20 INFO: 
2020-06-19 09:00:20 INFO: 
2020-06-19 09:00:20 INFO: 
2020-06-19 09:00:20 INFO: 
2020-06-19 09:00:20 INFO: init new order start
2020-06-19 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.05, 'high': 228.8, 'low': 227.5, 'close': 228.8, 'trades': 1229, 'volume': 1871519, 'vwap': 228.21, 'lastSize': 4000, 'turnover': 42709348170, 'homeNotional': 17404.431478079532, 'foreignNotional': 3971811.827350399}, {'timestamp': datetime.datetime(2020, 6, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 228.3, 'low': 226.8, 'close': 228.05, 'trades': 1422, 'volume': 1687234, 'vwap': 227.8, 'lastSize': 200, 'turnover': 38433730795, 'homeNotional': 15662.78034659226, 'foreignNotional': 3567857.238770566}, {'timestamp': datetime.datetime(2020, 6, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.55, 'low': 226.4, 'close': 227.35, 'trades': 2530, 'volume': 3136153, 'vwap': 227.06, 'lastSize': 38, 'turnover': 71208638105, 'homeNotional': 29084.56053817267, 'foreignNotional': 6603869.118728111}]
2020-06-19 09:00:20 INFO: prepare candles [CandleItem(low=227.5, high=228.8, open=228.05, close=228.8, color='GREEN'), CandleItem(low=226.8, high=228.3, open=227.35, close=228.05, color='GREEN'), CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN')]
2020-06-19 09:00:20 INFO: skip by colors first_candle=CandleItem(low=226.4, high=227.55, open=226.8, close=227.35, color='GREEN') second_candle=CandleItem(low=226.8, high=228.3, open=227.35, close=228.05, color='GREEN') last_candle=CandleItem(low=227.5, high=228.8, open=228.05, close=228.8, color='GREEN')
2020-06-19 09:00:20 INFO: check need new order None
2020-06-19 09:00:20 INFO: init new order end
2020-06-19 09:00:20 INFO: 
2020-06-19 09:00:20 INFO: 
2020-06-19 09:00:20 INFO: 
2020-06-19 09:00:20 INFO: 
2020-06-19 09:02:00 INFO: 
2020-06-19 09:02:00 INFO: 
2020-06-19 09:02:00 INFO: 
2020-06-19 09:02:00 INFO: 
2020-06-19 09:02:00 INFO: clearing start
2020-06-19 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 09:02:00 INFO: skip by not found init order into storage
2020-06-19 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 09:02:00 INFO: skip by not found init order into storage
2020-06-19 09:02:00 INFO: clearing end
2020-06-19 09:02:00 INFO: 
2020-06-19 09:02:00 INFO: 
2020-06-19 09:02:00 INFO: 
2020-06-19 09:02:00 INFO: 
2020-06-19 09:39:30 ERROR: Error : Connection is already closed.
2020-06-19 09:39:30 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021a0ffd0>>: Connection is already closed.
2020-06-19 09:39:30 INFO: Websocket Closed
2020-06-19 09:39:31 WARNING: reconnect to socket
2020-06-19 09:39:31 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-19 09:39:31 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-19 09:39:31 INFO: Authenticating with API Key.
2020-06-19 09:39:32 INFO: Connected to WS.
2020-06-19 10:00:20 INFO: 
2020-06-19 10:00:20 INFO: 
2020-06-19 10:00:20 INFO: 
2020-06-19 10:00:20 INFO: 
2020-06-19 10:00:20 INFO: init new order start
2020-06-19 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.8, 'high': 229.3, 'low': 228.4, 'close': 228.5, 'trades': 1356, 'volume': 2000720, 'vwap': 228.89, 'lastSize': 1000, 'turnover': 45792807670, 'homeNotional': 18623.76045969921, 'foreignNotional': 4262638.728089336}, {'timestamp': datetime.datetime(2020, 6, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.05, 'high': 228.8, 'low': 227.5, 'close': 228.8, 'trades': 1229, 'volume': 1871519, 'vwap': 228.21, 'lastSize': 4000, 'turnover': 42709348170, 'homeNotional': 17404.431478079532, 'foreignNotional': 3971811.827350399}, {'timestamp': datetime.datetime(2020, 6, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 228.3, 'low': 226.8, 'close': 228.05, 'trades': 1422, 'volume': 1687234, 'vwap': 227.8, 'lastSize': 200, 'turnover': 38433730795, 'homeNotional': 15662.78034659226, 'foreignNotional': 3567857.238770566}]
2020-06-19 10:00:21 INFO: prepare candles [CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED'), CandleItem(low=227.5, high=228.8, open=228.05, close=228.8, color='GREEN'), CandleItem(low=226.8, high=228.3, open=227.35, close=228.05, color='GREEN')]
2020-06-19 10:00:21 INFO: last_candle=CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED')
2020-06-19 10:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 10:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED')
2020-06-19 10:00:21 INFO: skip by CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 10:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 10:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED')
2020-06-19 10:00:21 INFO: skip by CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 10:00:21 INFO: not found applicable config for candle
2020-06-19 10:00:21 INFO: check need new order None
2020-06-19 10:00:21 INFO: init new order end
2020-06-19 10:00:21 INFO: 
2020-06-19 10:00:21 INFO: 
2020-06-19 10:00:21 INFO: 
2020-06-19 10:00:21 INFO: 
2020-06-19 10:02:00 INFO: 
2020-06-19 10:02:00 INFO: 
2020-06-19 10:02:00 INFO: 
2020-06-19 10:02:00 INFO: 
2020-06-19 10:02:00 INFO: clearing start
2020-06-19 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 10:02:00 INFO: skip by not found init order into storage
2020-06-19 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 10:02:00 INFO: skip by not found init order into storage
2020-06-19 10:02:00 INFO: clearing end
2020-06-19 10:02:00 INFO: 
2020-06-19 10:02:00 INFO: 
2020-06-19 10:02:00 INFO: 
2020-06-19 10:02:00 INFO: 
2020-06-19 11:00:20 INFO: 
2020-06-19 11:00:20 INFO: 
2020-06-19 11:00:20 INFO: 
2020-06-19 11:00:20 INFO: 
2020-06-19 11:00:20 INFO: init new order start
2020-06-19 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.5, 'low': 227.45, 'close': 228.2, 'trades': 1610, 'volume': 3056730, 'vwap': 227.96, 'lastSize': 1000, 'turnover': 69680925835, 'homeNotional': 28356.010560542923, 'foreignNotional': 6464016.500924318}, {'timestamp': datetime.datetime(2020, 6, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.8, 'high': 229.3, 'low': 228.4, 'close': 228.5, 'trades': 1356, 'volume': 2000720, 'vwap': 228.89, 'lastSize': 1000, 'turnover': 45792807670, 'homeNotional': 18623.76045969921, 'foreignNotional': 4262638.728089336}, {'timestamp': datetime.datetime(2020, 6, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.05, 'high': 228.8, 'low': 227.5, 'close': 228.8, 'trades': 1229, 'volume': 1871519, 'vwap': 228.21, 'lastSize': 4000, 'turnover': 42709348170, 'homeNotional': 17404.431478079532, 'foreignNotional': 3971811.827350399}]
2020-06-19 11:00:20 INFO: prepare candles [CandleItem(low=227.45, high=228.5, open=228.5, close=228.2, color='RED'), CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED'), CandleItem(low=227.5, high=228.8, open=228.05, close=228.8, color='GREEN')]
2020-06-19 11:00:20 INFO: skip by colors first_candle=CandleItem(low=227.5, high=228.8, open=228.05, close=228.8, color='GREEN') second_candle=CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED') last_candle=CandleItem(low=227.45, high=228.5, open=228.5, close=228.2, color='RED')
2020-06-19 11:00:20 INFO: check need new order None
2020-06-19 11:00:20 INFO: init new order end
2020-06-19 11:00:20 INFO: 
2020-06-19 11:00:20 INFO: 
2020-06-19 11:00:20 INFO: 
2020-06-19 11:00:20 INFO: 
2020-06-19 11:02:00 INFO: 
2020-06-19 11:02:00 INFO: 
2020-06-19 11:02:00 INFO: 
2020-06-19 11:02:00 INFO: 
2020-06-19 11:02:00 INFO: clearing start
2020-06-19 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 11:02:00 INFO: skip by not found init order into storage
2020-06-19 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 11:02:00 INFO: skip by not found init order into storage
2020-06-19 11:02:00 INFO: clearing end
2020-06-19 11:02:00 INFO: 
2020-06-19 11:02:00 INFO: 
2020-06-19 11:02:00 INFO: 
2020-06-19 11:02:00 INFO: 
2020-06-19 12:00:20 INFO: 
2020-06-19 12:00:20 INFO: 
2020-06-19 12:00:20 INFO: 
2020-06-19 12:00:20 INFO: 
2020-06-19 12:00:20 INFO: init new order start
2020-06-19 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.2, 'high': 229.0, 'low': 227.5, 'close': 228.75, 'trades': 1370, 'volume': 1699942, 'vwap': 228.56, 'lastSize': 5000, 'turnover': 38853218255, 'homeNotional': 15792.304044472367, 'foreignNotional': 3609435.8316925936}, {'timestamp': datetime.datetime(2020, 6, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.5, 'low': 227.45, 'close': 228.2, 'trades': 1610, 'volume': 3056730, 'vwap': 227.96, 'lastSize': 1000, 'turnover': 69680925835, 'homeNotional': 28356.010560542923, 'foreignNotional': 6464016.500924318}, {'timestamp': datetime.datetime(2020, 6, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.8, 'high': 229.3, 'low': 228.4, 'close': 228.5, 'trades': 1356, 'volume': 2000720, 'vwap': 228.89, 'lastSize': 1000, 'turnover': 45792807670, 'homeNotional': 18623.76045969921, 'foreignNotional': 4262638.728089336}]
2020-06-19 12:00:20 INFO: prepare candles [CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN'), CandleItem(low=227.45, high=228.5, open=228.5, close=228.2, color='RED'), CandleItem(low=228.4, high=229.3, open=228.8, close=228.5, color='RED')]
2020-06-19 12:00:20 INFO: last_candle=CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN')
2020-06-19 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN')
2020-06-19 12:00:20 INFO: skip by CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN')
2020-06-19 12:00:20 INFO: skip by CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 12:00:20 INFO: not found applicable config for candle
2020-06-19 12:00:20 INFO: check need new order None
2020-06-19 12:00:20 INFO: init new order end
2020-06-19 12:00:20 INFO: 
2020-06-19 12:00:20 INFO: 
2020-06-19 12:00:20 INFO: 
2020-06-19 12:00:20 INFO: 
2020-06-19 12:02:00 INFO: 
2020-06-19 12:02:00 INFO: 
2020-06-19 12:02:00 INFO: 
2020-06-19 12:02:00 INFO: 
2020-06-19 12:02:00 INFO: clearing start
2020-06-19 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 12:02:00 INFO: skip by not found init order into storage
2020-06-19 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 12:02:00 INFO: skip by not found init order into storage
2020-06-19 12:02:00 INFO: clearing end
2020-06-19 12:02:00 INFO: 
2020-06-19 12:02:00 INFO: 
2020-06-19 12:02:00 INFO: 
2020-06-19 12:02:00 INFO: 
2020-06-19 13:00:20 INFO: 
2020-06-19 13:00:20 INFO: 
2020-06-19 13:00:20 INFO: 
2020-06-19 13:00:20 INFO: 
2020-06-19 13:00:20 INFO: init new order start
2020-06-19 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.75, 'high': 231.8, 'low': 228.75, 'close': 229.8, 'trades': 4681, 'volume': 6102243, 'vwap': 230.55, 'lastSize': 50, 'turnover': 140681751585, 'homeNotional': 57232.46459985294, 'foreignNotional': 13194541.443238046}, {'timestamp': datetime.datetime(2020, 6, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.2, 'high': 229.0, 'low': 227.5, 'close': 228.75, 'trades': 1370, 'volume': 1699942, 'vwap': 228.56, 'lastSize': 5000, 'turnover': 38853218255, 'homeNotional': 15792.304044472367, 'foreignNotional': 3609435.8316925936}, {'timestamp': datetime.datetime(2020, 6, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.5, 'low': 227.45, 'close': 228.2, 'trades': 1610, 'volume': 3056730, 'vwap': 227.96, 'lastSize': 1000, 'turnover': 69680925835, 'homeNotional': 28356.010560542923, 'foreignNotional': 6464016.500924318}]
2020-06-19 13:00:21 INFO: prepare candles [CandleItem(low=228.75, high=231.8, open=228.75, close=229.8, color='GREEN'), CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN'), CandleItem(low=227.45, high=228.5, open=228.5, close=228.2, color='RED')]
2020-06-19 13:00:21 INFO: skip by colors first_candle=CandleItem(low=227.45, high=228.5, open=228.5, close=228.2, color='RED') second_candle=CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN') last_candle=CandleItem(low=228.75, high=231.8, open=228.75, close=229.8, color='GREEN')
2020-06-19 13:00:21 INFO: check need new order None
2020-06-19 13:00:21 INFO: init new order end
2020-06-19 13:00:21 INFO: 
2020-06-19 13:00:21 INFO: 
2020-06-19 13:00:21 INFO: 
2020-06-19 13:00:21 INFO: 
2020-06-19 13:02:00 INFO: 
2020-06-19 13:02:00 INFO: 
2020-06-19 13:02:00 INFO: 
2020-06-19 13:02:00 INFO: 
2020-06-19 13:02:00 INFO: clearing start
2020-06-19 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 13:02:00 INFO: skip by not found init order into storage
2020-06-19 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 13:02:00 INFO: skip by not found init order into storage
2020-06-19 13:02:00 INFO: clearing end
2020-06-19 13:02:00 INFO: 
2020-06-19 13:02:00 INFO: 
2020-06-19 13:02:00 INFO: 
2020-06-19 13:02:00 INFO: 
2020-06-19 14:00:20 INFO: 
2020-06-19 14:00:20 INFO: 
2020-06-19 14:00:20 INFO: 
2020-06-19 14:00:20 INFO: 
2020-06-19 14:00:20 INFO: init new order start
2020-06-19 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 230.45, 'low': 229.5, 'close': 230.3, 'trades': 1779, 'volume': 1175420, 'vwap': 230.09, 'lastSize': 95, 'turnover': 27044696180, 'homeNotional': 11007.031065515748, 'foreignNotional': 2532558.436278146}, {'timestamp': datetime.datetime(2020, 6, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.75, 'high': 231.8, 'low': 228.75, 'close': 229.8, 'trades': 4681, 'volume': 6102243, 'vwap': 230.55, 'lastSize': 50, 'turnover': 140681751585, 'homeNotional': 57232.46459985294, 'foreignNotional': 13194541.443238046}, {'timestamp': datetime.datetime(2020, 6, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.2, 'high': 229.0, 'low': 227.5, 'close': 228.75, 'trades': 1370, 'volume': 1699942, 'vwap': 228.56, 'lastSize': 5000, 'turnover': 38853218255, 'homeNotional': 15792.304044472367, 'foreignNotional': 3609435.8316925936}]
2020-06-19 14:00:20 INFO: prepare candles [CandleItem(low=229.5, high=230.45, open=229.8, close=230.3, color='GREEN'), CandleItem(low=228.75, high=231.8, open=228.75, close=229.8, color='GREEN'), CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN')]
2020-06-19 14:00:20 INFO: skip by colors first_candle=CandleItem(low=227.5, high=229.0, open=228.2, close=228.75, color='GREEN') second_candle=CandleItem(low=228.75, high=231.8, open=228.75, close=229.8, color='GREEN') last_candle=CandleItem(low=229.5, high=230.45, open=229.8, close=230.3, color='GREEN')
2020-06-19 14:00:20 INFO: check need new order None
2020-06-19 14:00:20 INFO: init new order end
2020-06-19 14:00:20 INFO: 
2020-06-19 14:00:20 INFO: 
2020-06-19 14:00:20 INFO: 
2020-06-19 14:00:20 INFO: 
2020-06-19 14:02:00 INFO: 
2020-06-19 14:02:00 INFO: 
2020-06-19 14:02:00 INFO: 
2020-06-19 14:02:00 INFO: 
2020-06-19 14:02:00 INFO: clearing start
2020-06-19 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 14:02:00 INFO: skip by not found init order into storage
2020-06-19 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 14:02:00 INFO: skip by not found init order into storage
2020-06-19 14:02:00 INFO: clearing end
2020-06-19 14:02:00 INFO: 
2020-06-19 14:02:00 INFO: 
2020-06-19 14:02:00 INFO: 
2020-06-19 14:02:00 INFO: 
2020-06-19 15:00:20 INFO: 
2020-06-19 15:00:20 INFO: 
2020-06-19 15:00:20 INFO: 
2020-06-19 15:00:20 INFO: 
2020-06-19 15:00:20 INFO: init new order start
2020-06-19 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.3, 'high': 230.8, 'low': 229.85, 'close': 230.2, 'trades': 1487, 'volume': 1980273, 'vwap': 230.32, 'lastSize': 434, 'turnover': 45609410755, 'homeNotional': 18576.860989206336, 'foreignNotional': 4278604.231754574}, {'timestamp': datetime.datetime(2020, 6, 19, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 230.45, 'low': 229.5, 'close': 230.3, 'trades': 1779, 'volume': 1175420, 'vwap': 230.09, 'lastSize': 95, 'turnover': 27044696180, 'homeNotional': 11007.031065515748, 'foreignNotional': 2532558.436278146}, {'timestamp': datetime.datetime(2020, 6, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.75, 'high': 231.8, 'low': 228.75, 'close': 229.8, 'trades': 4681, 'volume': 6102243, 'vwap': 230.55, 'lastSize': 50, 'turnover': 140681751585, 'homeNotional': 57232.46459985294, 'foreignNotional': 13194541.443238046}]
2020-06-19 15:00:20 INFO: prepare candles [CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED'), CandleItem(low=229.5, high=230.45, open=229.8, close=230.3, color='GREEN'), CandleItem(low=228.75, high=231.8, open=228.75, close=229.8, color='GREEN')]
2020-06-19 15:00:20 INFO: last_candle=CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED')
2020-06-19 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED')
2020-06-19 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.5, high=230.45, open=229.8, close=230.3, color='GREEN')
2020-06-19 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.75, high=231.8, open=228.75, close=229.8, color='GREEN')
2020-06-19 15:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-19 15:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-19 15:00:20 INFO: place order: start candle=CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-19 15:00:20 INFO: place order: side_factor=1 init_trigger_price=229.79999999999998 init_order_price=229.75 stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=230.8 take_price=224.0499999999999
2020-06-19 15:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('229.799999999999982946974341757595539093017578125') init_order_price=Decimal('229.75') stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=Decimal('230.80000000000001136868377216160297393798828125') take_price=Decimal('224.04999999999989768184605054557323455810546875')
2020-06-19 15:00:20 INFO: place order: compute qty=-800
2020-06-19 15:00:20 INFO: place order: save order to db 0ba840057a0145fcb5a21a9c35096c59; response=True
2020-06-19 15:00:21 INFO: process event {'orderID': '6ca016c5-7dde-cd8d-1fe1-42e8cb100fb3', 'clOrdID': '0ba840057a0145fcb5a21a9c35096c59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 229.75, 'displayQty': None, 'stopPx': 229.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-19T12:00:21.197Z', 'timestamp': '2020-06-19T12:00:21.197Z'}
2020-06-19 15:00:21 INFO: skip event 0ba840057a0145fcb5a21a9c35096c59 New
2020-06-19 15:00:21 INFO: post order to exchange resp={'orderID': '6ca016c5-7dde-cd8d-1fe1-42e8cb100fb3', 'clOrdID': '0ba840057a0145fcb5a21a9c35096c59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 229.75, 'displayQty': None, 'stopPx': 229.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc())}
2020-06-19 15:00:21 INFO: place new init order {'qty': -800, 'init_price': Decimal('229.799999999999982946974341757595539093017578125'), 'stop_price': Decimal('230.80000000000001136868377216160297393798828125'), 'take_price': Decimal('224.04999999999989768184605054557323455810546875'), 'order_uid': '0ba840057a0145fcb5a21a9c35096c59', 'response': {'orderID': '6ca016c5-7dde-cd8d-1fe1-42e8cb100fb3', 'clOrdID': '0ba840057a0145fcb5a21a9c35096c59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 229.75, 'displayQty': None, 'stopPx': 229.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc())}}
2020-06-19 15:00:21 INFO: init new order end
2020-06-19 15:00:21 INFO: 
2020-06-19 15:00:21 INFO: 
2020-06-19 15:00:21 INFO: 
2020-06-19 15:00:21 INFO: 
2020-06-19 15:02:00 INFO: 
2020-06-19 15:02:00 INFO: 
2020-06-19 15:02:00 INFO: 
2020-06-19 15:02:00 INFO: 
2020-06-19 15:02:00 INFO: clearing start
2020-06-19 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 15:02:00 INFO: skip by not found init order into storage
2020-06-19 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 15:02:00 INFO: skip by not found init order into storage
2020-06-19 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6ca016c5-7dde-cd8d-1fe1-42e8cb100fb3', 'clOrdID': '0ba840057a0145fcb5a21a9c35096c59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 229.75, 'displayQty': None, 'stopPx': 229.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc())}
2020-06-19 15:02:00 INFO: order time=2020-06-19 12:00:21.197000+00:00; delta from now UTC=0:01:39.179813 time_delta.total_seconds()=99.179813; time_diff_offset='3600'
2020-06-19 15:02:00 INFO: skip by time diff 2020-06-19 12:00:21.197000+00:00
2020-06-19 15:02:00 INFO: clearing end
2020-06-19 15:02:00 INFO: 
2020-06-19 15:02:00 INFO: 
2020-06-19 15:02:00 INFO: 
2020-06-19 15:02:00 INFO: 
2020-06-19 16:00:20 INFO: 
2020-06-19 16:00:20 INFO: 
2020-06-19 16:00:20 INFO: 
2020-06-19 16:00:20 INFO: 
2020-06-19 16:00:20 INFO: init new order start
2020-06-19 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 232.25, 'low': 230.25, 'close': 230.8, 'trades': 4010, 'volume': 5467365, 'vwap': 231.37, 'lastSize': 9, 'turnover': 126494732295, 'homeNotional': 51393.64553855908, 'foreignNotional': 11890629.378717579}, {'timestamp': datetime.datetime(2020, 6, 19, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.3, 'high': 230.8, 'low': 229.85, 'close': 230.2, 'trades': 1487, 'volume': 1980273, 'vwap': 230.32, 'lastSize': 434, 'turnover': 45609410755, 'homeNotional': 18576.860989206336, 'foreignNotional': 4278604.231754574}, {'timestamp': datetime.datetime(2020, 6, 19, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 230.45, 'low': 229.5, 'close': 230.3, 'trades': 1779, 'volume': 1175420, 'vwap': 230.09, 'lastSize': 95, 'turnover': 27044696180, 'homeNotional': 11007.031065515748, 'foreignNotional': 2532558.436278146}]
2020-06-19 16:00:20 INFO: prepare candles [CandleItem(low=230.25, high=232.25, open=230.2, close=230.8, color='GREEN'), CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED'), CandleItem(low=229.5, high=230.45, open=229.8, close=230.3, color='GREEN')]
2020-06-19 16:00:20 INFO: skip by colors first_candle=CandleItem(low=229.5, high=230.45, open=229.8, close=230.3, color='GREEN') second_candle=CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED') last_candle=CandleItem(low=230.25, high=232.25, open=230.2, close=230.8, color='GREEN')
2020-06-19 16:00:20 INFO: check need new order None
2020-06-19 16:00:20 INFO: init new order end
2020-06-19 16:00:20 INFO: 
2020-06-19 16:00:20 INFO: 
2020-06-19 16:00:20 INFO: 
2020-06-19 16:00:20 INFO: 
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: clearing start
2020-06-19 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 16:02:00 INFO: skip by not found init order into storage
2020-06-19 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 16:02:00 INFO: skip by not found init order into storage
2020-06-19 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6ca016c5-7dde-cd8d-1fe1-42e8cb100fb3', 'clOrdID': '0ba840057a0145fcb5a21a9c35096c59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 229.75, 'displayQty': None, 'stopPx': 229.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc())}
2020-06-19 16:02:00 INFO: order time=2020-06-19 12:00:21.197000+00:00; delta from now UTC=1:01:39.528740 time_delta.total_seconds()=3699.52874; time_diff_offset='3600'
2020-06-19 16:02:00 INFO: clear order 0ba840057a0145fcb5a21a9c35096c59
2020-06-19 16:02:00 INFO: cancel order resp=[{'orderID': '6ca016c5-7dde-cd8d-1fe1-42e8cb100fb3', 'clOrdID': '0ba840057a0145fcb5a21a9c35096c59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 229.75, 'displayQty': None, 'stopPx': 229.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 12, 0, 21, 197000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 13, 2, 0, 751000, tzinfo=tzutc())}]
2020-06-19 16:02:00 INFO: clearing end
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: 
2020-06-19 16:02:00 INFO: process event {'orderID': '6ca016c5-7dde-cd8d-1fe1-42e8cb100fb3', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-19T13:02:00.751Z', 'clOrdID': '0ba840057a0145fcb5a21a9c35096c59', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-19 16:02:00 INFO: skip event 0ba840057a0145fcb5a21a9c35096c59 Canceled
2020-06-19 17:00:20 INFO: 
2020-06-19 17:00:20 INFO: 
2020-06-19 17:00:20 INFO: 
2020-06-19 17:00:20 INFO: 
2020-06-19 17:00:20 INFO: init new order start
2020-06-19 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.8, 'high': 231.45, 'low': 230.65, 'close': 231.2, 'trades': 1263, 'volume': 2185363, 'vwap': 231.03, 'lastSize': 53, 'turnover': 50488237715, 'homeNotional': 20491.85979657539, 'foreignNotional': 4734219.6897049965}, {'timestamp': datetime.datetime(2020, 6, 19, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 232.25, 'low': 230.25, 'close': 230.8, 'trades': 4010, 'volume': 5467365, 'vwap': 231.37, 'lastSize': 9, 'turnover': 126494732295, 'homeNotional': 51393.64553855908, 'foreignNotional': 11890629.378717579}, {'timestamp': datetime.datetime(2020, 6, 19, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.3, 'high': 230.8, 'low': 229.85, 'close': 230.2, 'trades': 1487, 'volume': 1980273, 'vwap': 230.32, 'lastSize': 434, 'turnover': 45609410755, 'homeNotional': 18576.860989206336, 'foreignNotional': 4278604.231754574}]
2020-06-19 17:00:20 INFO: prepare candles [CandleItem(low=230.65, high=231.45, open=230.8, close=231.2, color='GREEN'), CandleItem(low=230.25, high=232.25, open=230.2, close=230.8, color='GREEN'), CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED')]
2020-06-19 17:00:20 INFO: skip by colors first_candle=CandleItem(low=229.85, high=230.8, open=230.3, close=230.2, color='RED') second_candle=CandleItem(low=230.25, high=232.25, open=230.2, close=230.8, color='GREEN') last_candle=CandleItem(low=230.65, high=231.45, open=230.8, close=231.2, color='GREEN')
2020-06-19 17:00:20 INFO: check need new order None
2020-06-19 17:00:20 INFO: init new order end
2020-06-19 17:00:20 INFO: 
2020-06-19 17:00:20 INFO: 
2020-06-19 17:00:20 INFO: 
2020-06-19 17:00:20 INFO: 
2020-06-19 17:02:00 INFO: 
2020-06-19 17:02:00 INFO: 
2020-06-19 17:02:00 INFO: 
2020-06-19 17:02:00 INFO: 
2020-06-19 17:02:00 INFO: clearing start
2020-06-19 17:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 17:02:01 INFO: skip by not found init order into storage
2020-06-19 17:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 17:02:01 INFO: skip by not found init order into storage
2020-06-19 17:02:01 INFO: clearing end
2020-06-19 17:02:01 INFO: 
2020-06-19 17:02:01 INFO: 
2020-06-19 17:02:01 INFO: 
2020-06-19 17:02:01 INFO: 
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: init new order start
2020-06-19 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 230.45, 'close': 230.6, 'trades': 1662, 'volume': 1519327, 'vwap': 230.94, 'lastSize': 17, 'turnover': 35086036430, 'homeNotional': 14239.870850458856, 'foreignNotional': 3288437.1033671508}, {'timestamp': datetime.datetime(2020, 6, 19, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.8, 'high': 231.45, 'low': 230.65, 'close': 231.2, 'trades': 1263, 'volume': 2185363, 'vwap': 231.03, 'lastSize': 53, 'turnover': 50488237715, 'homeNotional': 20491.85979657539, 'foreignNotional': 4734219.6897049965}, {'timestamp': datetime.datetime(2020, 6, 19, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 232.25, 'low': 230.25, 'close': 230.8, 'trades': 4010, 'volume': 5467365, 'vwap': 231.37, 'lastSize': 9, 'turnover': 126494732295, 'homeNotional': 51393.64553855908, 'foreignNotional': 11890629.378717579}]
2020-06-19 18:00:20 INFO: prepare candles [CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED'), CandleItem(low=230.65, high=231.45, open=230.8, close=231.2, color='GREEN'), CandleItem(low=230.25, high=232.25, open=230.2, close=230.8, color='GREEN')]
2020-06-19 18:00:20 INFO: last_candle=CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED')
2020-06-19 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED')
2020-06-19 18:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.65, high=231.45, open=230.8, close=231.2, color='GREEN')
2020-06-19 18:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=230.25, high=232.25, open=230.2, close=230.8, color='GREEN')
2020-06-19 18:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-19 18:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-19 18:00:20 INFO: place order: start candle=CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-19 18:00:20 INFO: place order: side_factor=1 init_trigger_price=230.39999999999998 init_order_price=230.35 stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=231.65 take_price=223.1499999999999
2020-06-19 18:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('230.3999999999999772626324556767940521240234375') init_order_price=Decimal('230.349999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=Decimal('231.650000000000005684341886080801486968994140625') take_price=Decimal('223.149999999999891997504164464771747589111328125')
2020-06-19 18:00:20 INFO: place order: compute qty=-640
2020-06-19 18:00:20 INFO: place order: save order to db 3c6eed4c054d409384ffe8f14fe69ab2; response=True
2020-06-19 18:00:20 INFO: process event {'orderID': '1d173d59-c330-d73d-4995-867f34aad8d0', 'clOrdID': '3c6eed4c054d409384ffe8f14fe69ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 230.35, 'displayQty': None, 'stopPx': 230.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-19T15:00:20.279Z', 'timestamp': '2020-06-19T15:00:20.279Z'}
2020-06-19 18:00:20 INFO: post order to exchange resp={'orderID': '1d173d59-c330-d73d-4995-867f34aad8d0', 'clOrdID': '3c6eed4c054d409384ffe8f14fe69ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 230.35, 'displayQty': None, 'stopPx': 230.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc())}
2020-06-19 18:00:20 INFO: place new init order {'qty': -640, 'init_price': Decimal('230.3999999999999772626324556767940521240234375'), 'stop_price': Decimal('231.650000000000005684341886080801486968994140625'), 'take_price': Decimal('223.149999999999891997504164464771747589111328125'), 'order_uid': '3c6eed4c054d409384ffe8f14fe69ab2', 'response': {'orderID': '1d173d59-c330-d73d-4995-867f34aad8d0', 'clOrdID': '3c6eed4c054d409384ffe8f14fe69ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 230.35, 'displayQty': None, 'stopPx': 230.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc())}}
2020-06-19 18:00:20 INFO: init new order end
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: 
2020-06-19 18:00:20 INFO: skip event 3c6eed4c054d409384ffe8f14fe69ab2 New
2020-06-19 18:02:00 INFO: 
2020-06-19 18:02:00 INFO: 
2020-06-19 18:02:00 INFO: 
2020-06-19 18:02:00 INFO: 
2020-06-19 18:02:00 INFO: clearing start
2020-06-19 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 18:02:00 INFO: skip by not found init order into storage
2020-06-19 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 18:02:00 INFO: skip by not found init order into storage
2020-06-19 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1d173d59-c330-d73d-4995-867f34aad8d0', 'clOrdID': '3c6eed4c054d409384ffe8f14fe69ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 230.35, 'displayQty': None, 'stopPx': 230.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc())}
2020-06-19 18:02:00 INFO: order time=2020-06-19 15:00:20.279000+00:00; delta from now UTC=0:01:40.183038 time_delta.total_seconds()=100.183038; time_diff_offset='3600'
2020-06-19 18:02:00 INFO: skip by time diff 2020-06-19 15:00:20.279000+00:00
2020-06-19 18:02:00 INFO: clearing end
2020-06-19 18:02:00 INFO: 
2020-06-19 18:02:00 INFO: 
2020-06-19 18:02:00 INFO: 
2020-06-19 18:02:00 INFO: 
2020-06-19 19:00:20 INFO: 
2020-06-19 19:00:20 INFO: 
2020-06-19 19:00:20 INFO: 
2020-06-19 19:00:20 INFO: 
2020-06-19 19:00:20 INFO: init new order start
2020-06-19 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 231.0, 'low': 230.5, 'close': 231.0, 'trades': 1290, 'volume': 1235631, 'vwap': 230.79, 'lastSize': 5000, 'turnover': 28516653725, 'homeNotional': 11570.14445650729, 'foreignNotional': 2670229.886039487}, {'timestamp': datetime.datetime(2020, 6, 19, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 230.45, 'close': 230.6, 'trades': 1662, 'volume': 1519327, 'vwap': 230.94, 'lastSize': 17, 'turnover': 35086036430, 'homeNotional': 14239.870850458856, 'foreignNotional': 3288437.1033671508}, {'timestamp': datetime.datetime(2020, 6, 19, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.8, 'high': 231.45, 'low': 230.65, 'close': 231.2, 'trades': 1263, 'volume': 2185363, 'vwap': 231.03, 'lastSize': 53, 'turnover': 50488237715, 'homeNotional': 20491.85979657539, 'foreignNotional': 4734219.6897049965}]
2020-06-19 19:00:20 INFO: prepare candles [CandleItem(low=230.5, high=231.0, open=230.6, close=231.0, color='GREEN'), CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED'), CandleItem(low=230.65, high=231.45, open=230.8, close=231.2, color='GREEN')]
2020-06-19 19:00:20 INFO: skip by colors first_candle=CandleItem(low=230.65, high=231.45, open=230.8, close=231.2, color='GREEN') second_candle=CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED') last_candle=CandleItem(low=230.5, high=231.0, open=230.6, close=231.0, color='GREEN')
2020-06-19 19:00:20 INFO: check need new order None
2020-06-19 19:00:20 INFO: init new order end
2020-06-19 19:00:20 INFO: 
2020-06-19 19:00:20 INFO: 
2020-06-19 19:00:20 INFO: 
2020-06-19 19:00:20 INFO: 
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: clearing start
2020-06-19 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 19:02:00 INFO: skip by not found init order into storage
2020-06-19 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 19:02:00 INFO: skip by not found init order into storage
2020-06-19 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1d173d59-c330-d73d-4995-867f34aad8d0', 'clOrdID': '3c6eed4c054d409384ffe8f14fe69ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 230.35, 'displayQty': None, 'stopPx': 230.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc())}
2020-06-19 19:02:00 INFO: order time=2020-06-19 15:00:20.279000+00:00; delta from now UTC=1:01:40.514416 time_delta.total_seconds()=3700.514416; time_diff_offset='3600'
2020-06-19 19:02:00 INFO: clear order 3c6eed4c054d409384ffe8f14fe69ab2
2020-06-19 19:02:00 INFO: cancel order resp=[{'orderID': '1d173d59-c330-d73d-4995-867f34aad8d0', 'clOrdID': '3c6eed4c054d409384ffe8f14fe69ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 230.35, 'displayQty': None, 'stopPx': 230.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 19, 15, 0, 20, 279000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 16, 2, 0, 812000, tzinfo=tzutc())}]
2020-06-19 19:02:00 INFO: clearing end
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: 
2020-06-19 19:02:00 INFO: process event {'orderID': '1d173d59-c330-d73d-4995-867f34aad8d0', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-19T16:02:00.812Z', 'clOrdID': '3c6eed4c054d409384ffe8f14fe69ab2', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-19 19:02:00 INFO: skip event 3c6eed4c054d409384ffe8f14fe69ab2 Canceled
2020-06-19 20:00:20 INFO: 
2020-06-19 20:00:20 INFO: 
2020-06-19 20:00:20 INFO: 
2020-06-19 20:00:20 INFO: 
2020-06-19 20:00:20 INFO: init new order start
2020-06-19 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.0, 'high': 231.3, 'low': 228.65, 'close': 229.7, 'trades': 2756, 'volume': 3280454, 'vwap': 229.54, 'lastSize': 1, 'turnover': 75299037730, 'homeNotional': 30623.45433573214, 'foreignNotional': 7029291.6758401375}, {'timestamp': datetime.datetime(2020, 6, 19, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 231.0, 'low': 230.5, 'close': 231.0, 'trades': 1290, 'volume': 1235631, 'vwap': 230.79, 'lastSize': 5000, 'turnover': 28516653725, 'homeNotional': 11570.14445650729, 'foreignNotional': 2670229.886039487}, {'timestamp': datetime.datetime(2020, 6, 19, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.65, 'low': 230.45, 'close': 230.6, 'trades': 1662, 'volume': 1519327, 'vwap': 230.94, 'lastSize': 17, 'turnover': 35086036430, 'homeNotional': 14239.870850458856, 'foreignNotional': 3288437.1033671508}]
2020-06-19 20:00:21 INFO: prepare candles [CandleItem(low=228.65, high=231.3, open=231.0, close=229.7, color='RED'), CandleItem(low=230.5, high=231.0, open=230.6, close=231.0, color='GREEN'), CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED')]
2020-06-19 20:00:21 INFO: skip by colors first_candle=CandleItem(low=230.45, high=231.65, open=231.2, close=230.6, color='RED') second_candle=CandleItem(low=230.5, high=231.0, open=230.6, close=231.0, color='GREEN') last_candle=CandleItem(low=228.65, high=231.3, open=231.0, close=229.7, color='RED')
2020-06-19 20:00:21 INFO: check need new order None
2020-06-19 20:00:21 INFO: init new order end
2020-06-19 20:00:21 INFO: 
2020-06-19 20:00:21 INFO: 
2020-06-19 20:00:21 INFO: 
2020-06-19 20:00:21 INFO: 
2020-06-19 20:02:00 INFO: 
2020-06-19 20:02:00 INFO: 
2020-06-19 20:02:00 INFO: 
2020-06-19 20:02:00 INFO: 
2020-06-19 20:02:00 INFO: clearing start
2020-06-19 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 20:02:00 INFO: skip by not found init order into storage
2020-06-19 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 20:02:00 INFO: skip by not found init order into storage
2020-06-19 20:02:00 INFO: clearing end
2020-06-19 20:02:00 INFO: 
2020-06-19 20:02:00 INFO: 
2020-06-19 20:02:00 INFO: 
2020-06-19 20:02:00 INFO: 
2020-06-19 21:00:20 INFO: 
2020-06-19 21:00:20 INFO: 
2020-06-19 21:00:20 INFO: 
2020-06-19 21:00:20 INFO: 
2020-06-19 21:00:20 INFO: init new order start
2020-06-19 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.7, 'high': 229.85, 'low': 228.5, 'close': 228.65, 'trades': 1431, 'volume': 1525900, 'vwap': 229.16, 'lastSize': 105, 'turnover': 34966775230, 'homeNotional': 14217.51131549809, 'foreignNotional': 3258022.986597871}, {'timestamp': datetime.datetime(2020, 6, 19, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.0, 'high': 231.3, 'low': 228.65, 'close': 229.7, 'trades': 2756, 'volume': 3280454, 'vwap': 229.54, 'lastSize': 1, 'turnover': 75299037730, 'homeNotional': 30623.45433573214, 'foreignNotional': 7029291.6758401375}, {'timestamp': datetime.datetime(2020, 6, 19, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 231.0, 'low': 230.5, 'close': 231.0, 'trades': 1290, 'volume': 1235631, 'vwap': 230.79, 'lastSize': 5000, 'turnover': 28516653725, 'homeNotional': 11570.14445650729, 'foreignNotional': 2670229.886039487}]
2020-06-19 21:00:20 INFO: prepare candles [CandleItem(low=228.5, high=229.85, open=229.7, close=228.65, color='RED'), CandleItem(low=228.65, high=231.3, open=231.0, close=229.7, color='RED'), CandleItem(low=230.5, high=231.0, open=230.6, close=231.0, color='GREEN')]
2020-06-19 21:00:20 INFO: skip by colors first_candle=CandleItem(low=230.5, high=231.0, open=230.6, close=231.0, color='GREEN') second_candle=CandleItem(low=228.65, high=231.3, open=231.0, close=229.7, color='RED') last_candle=CandleItem(low=228.5, high=229.85, open=229.7, close=228.65, color='RED')
2020-06-19 21:00:20 INFO: check need new order None
2020-06-19 21:00:20 INFO: init new order end
2020-06-19 21:00:20 INFO: 
2020-06-19 21:00:20 INFO: 
2020-06-19 21:00:20 INFO: 
2020-06-19 21:00:20 INFO: 
2020-06-19 21:02:00 INFO: 
2020-06-19 21:02:00 INFO: 
2020-06-19 21:02:00 INFO: 
2020-06-19 21:02:00 INFO: 
2020-06-19 21:02:00 INFO: clearing start
2020-06-19 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 21:02:00 INFO: skip by not found init order into storage
2020-06-19 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 21:02:00 INFO: skip by not found init order into storage
2020-06-19 21:02:00 INFO: clearing end
2020-06-19 21:02:00 INFO: 
2020-06-19 21:02:00 INFO: 
2020-06-19 21:02:00 INFO: 
2020-06-19 21:02:00 INFO: 
2020-06-19 22:00:20 INFO: 
2020-06-19 22:00:20 INFO: 
2020-06-19 22:00:20 INFO: 
2020-06-19 22:00:20 INFO: 
2020-06-19 22:00:20 INFO: init new order start
2020-06-19 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.65, 'high': 229.3, 'low': 227.9, 'close': 229.0, 'trades': 1774, 'volume': 1480517, 'vwap': 228.54, 'lastSize': 147, 'turnover': 33835325460, 'homeNotional': 13761.711608310761, 'foreignNotional': 3145069.395788254}, {'timestamp': datetime.datetime(2020, 6, 19, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.7, 'high': 229.85, 'low': 228.5, 'close': 228.65, 'trades': 1431, 'volume': 1525900, 'vwap': 229.16, 'lastSize': 105, 'turnover': 34966775230, 'homeNotional': 14217.51131549809, 'foreignNotional': 3258022.986597871}, {'timestamp': datetime.datetime(2020, 6, 19, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.0, 'high': 231.3, 'low': 228.65, 'close': 229.7, 'trades': 2756, 'volume': 3280454, 'vwap': 229.54, 'lastSize': 1, 'turnover': 75299037730, 'homeNotional': 30623.45433573214, 'foreignNotional': 7029291.6758401375}]
2020-06-19 22:00:20 INFO: prepare candles [CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN'), CandleItem(low=228.5, high=229.85, open=229.7, close=228.65, color='RED'), CandleItem(low=228.65, high=231.3, open=231.0, close=229.7, color='RED')]
2020-06-19 22:00:20 INFO: last_candle=CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN')
2020-06-19 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN')
2020-06-19 22:00:20 INFO: skip by CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-19 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN')
2020-06-19 22:00:20 INFO: skip by CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-19 22:00:20 INFO: not found applicable config for candle
2020-06-19 22:00:20 INFO: check need new order None
2020-06-19 22:00:20 INFO: init new order end
2020-06-19 22:00:20 INFO: 
2020-06-19 22:00:20 INFO: 
2020-06-19 22:00:20 INFO: 
2020-06-19 22:00:20 INFO: 
2020-06-19 22:02:00 INFO: 
2020-06-19 22:02:00 INFO: 
2020-06-19 22:02:00 INFO: 
2020-06-19 22:02:00 INFO: 
2020-06-19 22:02:00 INFO: clearing start
2020-06-19 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 22:02:00 INFO: skip by not found init order into storage
2020-06-19 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 22:02:00 INFO: skip by not found init order into storage
2020-06-19 22:02:00 INFO: clearing end
2020-06-19 22:02:00 INFO: 
2020-06-19 22:02:00 INFO: 
2020-06-19 22:02:00 INFO: 
2020-06-19 22:02:00 INFO: 
2020-06-19 22:08:42 ERROR: Error : Connection is already closed.
2020-06-19 22:08:42 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f50253a7670>>: Connection is already closed.
2020-06-19 22:08:42 INFO: Websocket Closed
2020-06-19 22:08:43 WARNING: reconnect to socket
2020-06-19 22:08:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-19 22:08:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-19 22:08:43 INFO: Authenticating with API Key.
2020-06-19 22:08:44 INFO: Connected to WS.
2020-06-19 23:00:21 INFO: 
2020-06-19 23:00:21 INFO: 
2020-06-19 23:00:21 INFO: 
2020-06-19 23:00:21 INFO: 
2020-06-19 23:00:21 INFO: init new order start
2020-06-19 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 229.4, 'low': 228.7, 'close': 228.9, 'trades': 769, 'volume': 746944, 'vwap': 229.1, 'lastSize': 2, 'turnover': 17112315615, 'homeNotional': 6960.353986393382, 'foreignNotional': 1594602.6712466348}, {'timestamp': datetime.datetime(2020, 6, 19, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.65, 'high': 229.3, 'low': 227.9, 'close': 229.0, 'trades': 1774, 'volume': 1480517, 'vwap': 228.54, 'lastSize': 147, 'turnover': 33835325460, 'homeNotional': 13761.711608310761, 'foreignNotional': 3145069.395788254}, {'timestamp': datetime.datetime(2020, 6, 19, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.7, 'high': 229.85, 'low': 228.5, 'close': 228.65, 'trades': 1431, 'volume': 1525900, 'vwap': 229.16, 'lastSize': 105, 'turnover': 34966775230, 'homeNotional': 14217.51131549809, 'foreignNotional': 3258022.986597871}]
2020-06-19 23:00:21 INFO: prepare candles [CandleItem(low=228.7, high=229.4, open=229.0, close=228.9, color='RED'), CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN'), CandleItem(low=228.5, high=229.85, open=229.7, close=228.65, color='RED')]
2020-06-19 23:00:21 INFO: skip by colors first_candle=CandleItem(low=228.5, high=229.85, open=229.7, close=228.65, color='RED') second_candle=CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN') last_candle=CandleItem(low=228.7, high=229.4, open=229.0, close=228.9, color='RED')
2020-06-19 23:00:21 INFO: check need new order None
2020-06-19 23:00:21 INFO: init new order end
2020-06-19 23:00:21 INFO: 
2020-06-19 23:00:21 INFO: 
2020-06-19 23:00:21 INFO: 
2020-06-19 23:00:21 INFO: 
2020-06-19 23:02:00 INFO: 
2020-06-19 23:02:00 INFO: 
2020-06-19 23:02:00 INFO: 
2020-06-19 23:02:00 INFO: 
2020-06-19 23:02:00 INFO: clearing start
2020-06-19 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-19 23:02:00 INFO: skip by not found init order into storage
2020-06-19 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-19 23:02:00 INFO: skip by not found init order into storage
2020-06-19 23:02:00 INFO: clearing end
2020-06-19 23:02:00 INFO: 
2020-06-19 23:02:00 INFO: 
2020-06-19 23:02:00 INFO: 
2020-06-19 23:02:00 INFO: 
2020-06-20 00:00:20 INFO: 
2020-06-20 00:00:20 INFO: 
2020-06-20 00:00:20 INFO: 
2020-06-20 00:00:20 INFO: 
2020-06-20 00:00:20 INFO: init new order start
2020-06-20 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.45, 'low': 228.05, 'close': 229.45, 'trades': 1359, 'volume': 1372135, 'vwap': 228.66, 'lastSize': 2940, 'turnover': 31374800600, 'homeNotional': 12736.976631804624, 'foreignNotional': 2912401.6425579484}, {'timestamp': datetime.datetime(2020, 6, 19, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 229.4, 'low': 228.7, 'close': 228.9, 'trades': 769, 'volume': 746944, 'vwap': 229.1, 'lastSize': 2, 'turnover': 17112315615, 'homeNotional': 6960.353986393382, 'foreignNotional': 1594602.6712466348}, {'timestamp': datetime.datetime(2020, 6, 19, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.65, 'high': 229.3, 'low': 227.9, 'close': 229.0, 'trades': 1774, 'volume': 1480517, 'vwap': 228.54, 'lastSize': 147, 'turnover': 33835325460, 'homeNotional': 13761.711608310761, 'foreignNotional': 3145069.395788254}]
2020-06-20 00:00:20 INFO: prepare candles [CandleItem(low=228.05, high=229.45, open=228.9, close=229.45, color='GREEN'), CandleItem(low=228.7, high=229.4, open=229.0, close=228.9, color='RED'), CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN')]
2020-06-20 00:00:20 INFO: skip by colors first_candle=CandleItem(low=227.9, high=229.3, open=228.65, close=229.0, color='GREEN') second_candle=CandleItem(low=228.7, high=229.4, open=229.0, close=228.9, color='RED') last_candle=CandleItem(low=228.05, high=229.45, open=228.9, close=229.45, color='GREEN')
2020-06-20 00:00:20 INFO: check need new order None
2020-06-20 00:00:20 INFO: init new order end
2020-06-20 00:00:20 INFO: 
2020-06-20 00:00:20 INFO: 
2020-06-20 00:00:20 INFO: 
2020-06-20 00:00:20 INFO: 
2020-06-20 00:02:00 INFO: 
2020-06-20 00:02:00 INFO: 
2020-06-20 00:02:00 INFO: 
2020-06-20 00:02:00 INFO: 
2020-06-20 00:02:00 INFO: clearing start
2020-06-20 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 00:02:00 INFO: skip by not found init order into storage
2020-06-20 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 00:02:00 INFO: skip by not found init order into storage
2020-06-20 00:02:00 INFO: clearing end
2020-06-20 00:02:00 INFO: 
2020-06-20 00:02:00 INFO: 
2020-06-20 00:02:00 INFO: 
2020-06-20 00:02:00 INFO: 
2020-06-20 01:00:20 INFO: 
2020-06-20 01:00:20 INFO: 
2020-06-20 01:00:20 INFO: 
2020-06-20 01:00:20 INFO: 
2020-06-20 01:00:20 INFO: init new order start
2020-06-20 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.45, 'high': 229.65, 'low': 228.7, 'close': 229.65, 'trades': 834, 'volume': 1030787, 'vwap': 229.42, 'lastSize': 1000, 'turnover': 23647421075, 'homeNotional': 9598.929257928163, 'foreignNotional': 2202106.527599949}, {'timestamp': datetime.datetime(2020, 6, 19, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.45, 'low': 228.05, 'close': 229.45, 'trades': 1359, 'volume': 1372135, 'vwap': 228.66, 'lastSize': 2940, 'turnover': 31374800600, 'homeNotional': 12736.976631804624, 'foreignNotional': 2912401.6425579484}, {'timestamp': datetime.datetime(2020, 6, 19, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 229.4, 'low': 228.7, 'close': 228.9, 'trades': 769, 'volume': 746944, 'vwap': 229.1, 'lastSize': 2, 'turnover': 17112315615, 'homeNotional': 6960.353986393382, 'foreignNotional': 1594602.6712466348}]
2020-06-20 01:00:20 INFO: prepare candles [CandleItem(low=228.7, high=229.65, open=229.45, close=229.65, color='GREEN'), CandleItem(low=228.05, high=229.45, open=228.9, close=229.45, color='GREEN'), CandleItem(low=228.7, high=229.4, open=229.0, close=228.9, color='RED')]
2020-06-20 01:00:20 INFO: skip by colors first_candle=CandleItem(low=228.7, high=229.4, open=229.0, close=228.9, color='RED') second_candle=CandleItem(low=228.05, high=229.45, open=228.9, close=229.45, color='GREEN') last_candle=CandleItem(low=228.7, high=229.65, open=229.45, close=229.65, color='GREEN')
2020-06-20 01:00:20 INFO: check need new order None
2020-06-20 01:00:20 INFO: init new order end
2020-06-20 01:00:20 INFO: 
2020-06-20 01:00:20 INFO: 
2020-06-20 01:00:20 INFO: 
2020-06-20 01:00:20 INFO: 
2020-06-20 01:02:00 INFO: 
2020-06-20 01:02:00 INFO: 
2020-06-20 01:02:00 INFO: 
2020-06-20 01:02:00 INFO: 
2020-06-20 01:02:00 INFO: clearing start
2020-06-20 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 01:02:00 INFO: skip by not found init order into storage
2020-06-20 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 01:02:00 INFO: skip by not found init order into storage
2020-06-20 01:02:00 INFO: clearing end
2020-06-20 01:02:00 INFO: 
2020-06-20 01:02:00 INFO: 
2020-06-20 01:02:00 INFO: 
2020-06-20 01:02:00 INFO: 
2020-06-20 02:00:20 INFO: 
2020-06-20 02:00:20 INFO: 
2020-06-20 02:00:20 INFO: 
2020-06-20 02:00:20 INFO: 
2020-06-20 02:00:20 INFO: init new order start
2020-06-20 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 19, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.4, 'low': 229.35, 'close': 229.75, 'trades': 1696, 'volume': 1043658, 'vwap': 229.9, 'lastSize': 17, 'turnover': 23992951840, 'homeNotional': 9729.709757167151, 'foreignNotional': 2236792.90598962}, {'timestamp': datetime.datetime(2020, 6, 19, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.45, 'high': 229.65, 'low': 228.7, 'close': 229.65, 'trades': 834, 'volume': 1030787, 'vwap': 229.42, 'lastSize': 1000, 'turnover': 23647421075, 'homeNotional': 9598.929257928163, 'foreignNotional': 2202106.527599949}, {'timestamp': datetime.datetime(2020, 6, 19, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.45, 'low': 228.05, 'close': 229.45, 'trades': 1359, 'volume': 1372135, 'vwap': 228.66, 'lastSize': 2940, 'turnover': 31374800600, 'homeNotional': 12736.976631804624, 'foreignNotional': 2912401.6425579484}]
2020-06-20 02:00:21 INFO: prepare candles [CandleItem(low=229.35, high=230.4, open=229.65, close=229.75, color='GREEN'), CandleItem(low=228.7, high=229.65, open=229.45, close=229.65, color='GREEN'), CandleItem(low=228.05, high=229.45, open=228.9, close=229.45, color='GREEN')]
2020-06-20 02:00:21 INFO: skip by colors first_candle=CandleItem(low=228.05, high=229.45, open=228.9, close=229.45, color='GREEN') second_candle=CandleItem(low=228.7, high=229.65, open=229.45, close=229.65, color='GREEN') last_candle=CandleItem(low=229.35, high=230.4, open=229.65, close=229.75, color='GREEN')
2020-06-20 02:00:21 INFO: check need new order None
2020-06-20 02:00:21 INFO: init new order end
2020-06-20 02:00:21 INFO: 
2020-06-20 02:00:21 INFO: 
2020-06-20 02:00:21 INFO: 
2020-06-20 02:00:21 INFO: 
2020-06-20 02:02:00 INFO: 
2020-06-20 02:02:00 INFO: 
2020-06-20 02:02:00 INFO: 
2020-06-20 02:02:00 INFO: 
2020-06-20 02:02:00 INFO: clearing start
2020-06-20 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 02:02:00 INFO: skip by not found init order into storage
2020-06-20 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 02:02:00 INFO: skip by not found init order into storage
2020-06-20 02:02:00 INFO: clearing end
2020-06-20 02:02:00 INFO: 
2020-06-20 02:02:00 INFO: 
2020-06-20 02:02:00 INFO: 
2020-06-20 02:02:00 INFO: 
2020-06-20 02:19:02 ERROR: Error : Connection is already closed.
2020-06-20 02:19:02 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021a01e50>>: Connection is already closed.
2020-06-20 02:19:02 INFO: Websocket Closed
2020-06-20 02:19:03 WARNING: reconnect to socket
2020-06-20 02:19:03 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-20 02:19:03 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-20 02:19:03 INFO: Authenticating with API Key.
2020-06-20 02:19:04 INFO: Connected to WS.
2020-06-20 03:00:20 INFO: 
2020-06-20 03:00:20 INFO: 
2020-06-20 03:00:20 INFO: 
2020-06-20 03:00:20 INFO: 
2020-06-20 03:00:20 INFO: init new order start
2020-06-20 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.75, 'high': 229.95, 'low': 227.75, 'close': 228.85, 'trades': 1783, 'volume': 1703916, 'vwap': 228.88, 'lastSize': 1, 'turnover': 38999015375, 'homeNotional': 15815.083299305941, 'foreignNotional': 3619744.952552323}, {'timestamp': datetime.datetime(2020, 6, 19, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.4, 'low': 229.35, 'close': 229.75, 'trades': 1696, 'volume': 1043658, 'vwap': 229.9, 'lastSize': 17, 'turnover': 23992951840, 'homeNotional': 9729.709757167151, 'foreignNotional': 2236792.90598962}, {'timestamp': datetime.datetime(2020, 6, 19, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.45, 'high': 229.65, 'low': 228.7, 'close': 229.65, 'trades': 834, 'volume': 1030787, 'vwap': 229.42, 'lastSize': 1000, 'turnover': 23647421075, 'homeNotional': 9598.929257928163, 'foreignNotional': 2202106.527599949}]
2020-06-20 03:00:20 INFO: prepare candles [CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED'), CandleItem(low=229.35, high=230.4, open=229.65, close=229.75, color='GREEN'), CandleItem(low=228.7, high=229.65, open=229.45, close=229.65, color='GREEN')]
2020-06-20 03:00:20 INFO: last_candle=CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED')
2020-06-20 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED')
2020-06-20 03:00:20 INFO: skip by CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED')
2020-06-20 03:00:20 INFO: skip by CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 03:00:20 INFO: not found applicable config for candle
2020-06-20 03:00:20 INFO: check need new order None
2020-06-20 03:00:20 INFO: init new order end
2020-06-20 03:00:20 INFO: 
2020-06-20 03:00:20 INFO: 
2020-06-20 03:00:20 INFO: 
2020-06-20 03:00:20 INFO: 
2020-06-20 03:02:00 INFO: 
2020-06-20 03:02:00 INFO: 
2020-06-20 03:02:00 INFO: 
2020-06-20 03:02:00 INFO: 
2020-06-20 03:02:00 INFO: clearing start
2020-06-20 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 03:02:00 INFO: skip by not found init order into storage
2020-06-20 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 03:02:00 INFO: skip by not found init order into storage
2020-06-20 03:02:00 INFO: clearing end
2020-06-20 03:02:00 INFO: 
2020-06-20 03:02:00 INFO: 
2020-06-20 03:02:00 INFO: 
2020-06-20 03:02:00 INFO: 
2020-06-20 04:00:20 INFO: 
2020-06-20 04:00:20 INFO: 
2020-06-20 04:00:20 INFO: 
2020-06-20 04:00:20 INFO: 
2020-06-20 04:00:20 INFO: init new order start
2020-06-20 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.85, 'high': 229.45, 'low': 228.55, 'close': 229.0, 'trades': 1246, 'volume': 824473, 'vwap': 228.97, 'lastSize': 83, 'turnover': 18877782740, 'homeNotional': 7673.071521864782, 'foreignNotional': 1756887.992132201}, {'timestamp': datetime.datetime(2020, 6, 20, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.75, 'high': 229.95, 'low': 227.75, 'close': 228.85, 'trades': 1783, 'volume': 1703916, 'vwap': 228.88, 'lastSize': 1, 'turnover': 38999015375, 'homeNotional': 15815.083299305941, 'foreignNotional': 3619744.952552323}, {'timestamp': datetime.datetime(2020, 6, 19, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.4, 'low': 229.35, 'close': 229.75, 'trades': 1696, 'volume': 1043658, 'vwap': 229.9, 'lastSize': 17, 'turnover': 23992951840, 'homeNotional': 9729.709757167151, 'foreignNotional': 2236792.90598962}]
2020-06-20 04:00:20 INFO: prepare candles [CandleItem(low=228.55, high=229.45, open=228.85, close=229.0, color='GREEN'), CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED'), CandleItem(low=229.35, high=230.4, open=229.65, close=229.75, color='GREEN')]
2020-06-20 04:00:20 INFO: skip by colors first_candle=CandleItem(low=229.35, high=230.4, open=229.65, close=229.75, color='GREEN') second_candle=CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED') last_candle=CandleItem(low=228.55, high=229.45, open=228.85, close=229.0, color='GREEN')
2020-06-20 04:00:20 INFO: check need new order None
2020-06-20 04:00:20 INFO: init new order end
2020-06-20 04:00:20 INFO: 
2020-06-20 04:00:20 INFO: 
2020-06-20 04:00:20 INFO: 
2020-06-20 04:00:20 INFO: 
2020-06-20 04:02:00 INFO: 
2020-06-20 04:02:00 INFO: 
2020-06-20 04:02:00 INFO: 
2020-06-20 04:02:00 INFO: 
2020-06-20 04:02:00 INFO: clearing start
2020-06-20 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 04:02:00 INFO: skip by not found init order into storage
2020-06-20 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 04:02:00 INFO: skip by not found init order into storage
2020-06-20 04:02:00 INFO: clearing end
2020-06-20 04:02:00 INFO: 
2020-06-20 04:02:00 INFO: 
2020-06-20 04:02:00 INFO: 
2020-06-20 04:02:00 INFO: 
2020-06-20 04:14:55 ERROR: Error : Connection is already closed.
2020-06-20 04:14:55 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021a01520>>: Connection is already closed.
2020-06-20 04:14:55 INFO: Websocket Closed
2020-06-20 04:14:56 WARNING: reconnect to socket
2020-06-20 04:14:56 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-20 04:14:56 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-20 04:14:56 INFO: Authenticating with API Key.
2020-06-20 04:14:57 INFO: Connected to WS.
2020-06-20 05:00:20 INFO: 
2020-06-20 05:00:20 INFO: 
2020-06-20 05:00:20 INFO: 
2020-06-20 05:00:20 INFO: 
2020-06-20 05:00:20 INFO: init new order start
2020-06-20 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 230.0, 'low': 228.75, 'close': 229.8, 'trades': 1014, 'volume': 769601, 'vwap': 229.54, 'lastSize': 3400, 'turnover': 17664849860, 'homeNotional': 7163.092995086902, 'foreignNotional': 1644166.6233438903}, {'timestamp': datetime.datetime(2020, 6, 20, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.85, 'high': 229.45, 'low': 228.55, 'close': 229.0, 'trades': 1246, 'volume': 824473, 'vwap': 228.97, 'lastSize': 83, 'turnover': 18877782740, 'homeNotional': 7673.071521864782, 'foreignNotional': 1756887.992132201}, {'timestamp': datetime.datetime(2020, 6, 20, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.75, 'high': 229.95, 'low': 227.75, 'close': 228.85, 'trades': 1783, 'volume': 1703916, 'vwap': 228.88, 'lastSize': 1, 'turnover': 38999015375, 'homeNotional': 15815.083299305941, 'foreignNotional': 3619744.952552323}]
2020-06-20 05:00:20 INFO: prepare candles [CandleItem(low=228.75, high=230.0, open=229.0, close=229.8, color='GREEN'), CandleItem(low=228.55, high=229.45, open=228.85, close=229.0, color='GREEN'), CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED')]
2020-06-20 05:00:20 INFO: skip by colors first_candle=CandleItem(low=227.75, high=229.95, open=229.75, close=228.85, color='RED') second_candle=CandleItem(low=228.55, high=229.45, open=228.85, close=229.0, color='GREEN') last_candle=CandleItem(low=228.75, high=230.0, open=229.0, close=229.8, color='GREEN')
2020-06-20 05:00:20 INFO: check need new order None
2020-06-20 05:00:20 INFO: init new order end
2020-06-20 05:00:20 INFO: 
2020-06-20 05:00:20 INFO: 
2020-06-20 05:00:20 INFO: 
2020-06-20 05:00:20 INFO: 
2020-06-20 05:02:00 INFO: 
2020-06-20 05:02:00 INFO: 
2020-06-20 05:02:00 INFO: 
2020-06-20 05:02:00 INFO: 
2020-06-20 05:02:00 INFO: clearing start
2020-06-20 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 05:02:00 INFO: skip by not found init order into storage
2020-06-20 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 05:02:00 INFO: skip by not found init order into storage
2020-06-20 05:02:00 INFO: clearing end
2020-06-20 05:02:00 INFO: 
2020-06-20 05:02:00 INFO: 
2020-06-20 05:02:00 INFO: 
2020-06-20 05:02:00 INFO: 
2020-06-20 05:39:34 ERROR: Error : Connection is already closed.
2020-06-20 05:39:34 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021a02790>>: Connection is already closed.
2020-06-20 05:39:34 INFO: Websocket Closed
2020-06-20 05:39:35 WARNING: reconnect to socket
2020-06-20 05:39:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-20 05:39:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-20 05:39:35 INFO: Authenticating with API Key.
2020-06-20 05:39:36 INFO: Connected to WS.
2020-06-20 06:00:20 INFO: 
2020-06-20 06:00:20 INFO: 
2020-06-20 06:00:20 INFO: 
2020-06-20 06:00:20 INFO: 
2020-06-20 06:00:20 INFO: init new order start
2020-06-20 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 229.95, 'low': 229.35, 'close': 229.75, 'trades': 598, 'volume': 510032, 'vwap': 229.63, 'lastSize': 300, 'turnover': 11711581550, 'homeNotional': 4748.660149827697, 'foreignNotional': 1090408.6568442779}, {'timestamp': datetime.datetime(2020, 6, 20, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 230.0, 'low': 228.75, 'close': 229.8, 'trades': 1014, 'volume': 769601, 'vwap': 229.54, 'lastSize': 3400, 'turnover': 17664849860, 'homeNotional': 7163.092995086902, 'foreignNotional': 1644166.6233438903}, {'timestamp': datetime.datetime(2020, 6, 20, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.85, 'high': 229.45, 'low': 228.55, 'close': 229.0, 'trades': 1246, 'volume': 824473, 'vwap': 228.97, 'lastSize': 83, 'turnover': 18877782740, 'homeNotional': 7673.071521864782, 'foreignNotional': 1756887.992132201}]
2020-06-20 06:00:20 INFO: prepare candles [CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED'), CandleItem(low=228.75, high=230.0, open=229.0, close=229.8, color='GREEN'), CandleItem(low=228.55, high=229.45, open=228.85, close=229.0, color='GREEN')]
2020-06-20 06:00:20 INFO: last_candle=CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED')
2020-06-20 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED')
2020-06-20 06:00:20 INFO: skip by CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED')
2020-06-20 06:00:20 INFO: skip by CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 06:00:20 INFO: not found applicable config for candle
2020-06-20 06:00:20 INFO: check need new order None
2020-06-20 06:00:20 INFO: init new order end
2020-06-20 06:00:20 INFO: 
2020-06-20 06:00:20 INFO: 
2020-06-20 06:00:20 INFO: 
2020-06-20 06:00:20 INFO: 
2020-06-20 06:02:00 INFO: 
2020-06-20 06:02:00 INFO: 
2020-06-20 06:02:00 INFO: 
2020-06-20 06:02:00 INFO: 
2020-06-20 06:02:00 INFO: clearing start
2020-06-20 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 06:02:00 INFO: skip by not found init order into storage
2020-06-20 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 06:02:00 INFO: skip by not found init order into storage
2020-06-20 06:02:00 INFO: clearing end
2020-06-20 06:02:00 INFO: 
2020-06-20 06:02:00 INFO: 
2020-06-20 06:02:00 INFO: 
2020-06-20 06:02:00 INFO: 
2020-06-20 07:00:20 INFO: 
2020-06-20 07:00:20 INFO: 
2020-06-20 07:00:20 INFO: 
2020-06-20 07:00:20 INFO: 
2020-06-20 07:00:20 INFO: init new order start
2020-06-20 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.75, 'high': 230.65, 'low': 229.75, 'close': 230.2, 'trades': 1108, 'volume': 1000932, 'vwap': 230.2, 'lastSize': 262, 'turnover': 23040966295, 'homeNotional': 9336.476353616876, 'foreignNotional': 2149213.40800374}, {'timestamp': datetime.datetime(2020, 6, 20, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 229.95, 'low': 229.35, 'close': 229.75, 'trades': 598, 'volume': 510032, 'vwap': 229.63, 'lastSize': 300, 'turnover': 11711581550, 'homeNotional': 4748.660149827697, 'foreignNotional': 1090408.6568442779}, {'timestamp': datetime.datetime(2020, 6, 20, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 230.0, 'low': 228.75, 'close': 229.8, 'trades': 1014, 'volume': 769601, 'vwap': 229.54, 'lastSize': 3400, 'turnover': 17664849860, 'homeNotional': 7163.092995086902, 'foreignNotional': 1644166.6233438903}]
2020-06-20 07:00:21 INFO: prepare candles [CandleItem(low=229.75, high=230.65, open=229.75, close=230.2, color='GREEN'), CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED'), CandleItem(low=228.75, high=230.0, open=229.0, close=229.8, color='GREEN')]
2020-06-20 07:00:21 INFO: skip by colors first_candle=CandleItem(low=228.75, high=230.0, open=229.0, close=229.8, color='GREEN') second_candle=CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED') last_candle=CandleItem(low=229.75, high=230.65, open=229.75, close=230.2, color='GREEN')
2020-06-20 07:00:21 INFO: check need new order None
2020-06-20 07:00:21 INFO: init new order end
2020-06-20 07:00:21 INFO: 
2020-06-20 07:00:21 INFO: 
2020-06-20 07:00:21 INFO: 
2020-06-20 07:00:21 INFO: 
2020-06-20 07:02:00 INFO: 
2020-06-20 07:02:00 INFO: 
2020-06-20 07:02:00 INFO: 
2020-06-20 07:02:00 INFO: 
2020-06-20 07:02:00 INFO: clearing start
2020-06-20 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 07:02:00 INFO: skip by not found init order into storage
2020-06-20 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 07:02:00 INFO: skip by not found init order into storage
2020-06-20 07:02:00 INFO: clearing end
2020-06-20 07:02:00 INFO: 
2020-06-20 07:02:00 INFO: 
2020-06-20 07:02:00 INFO: 
2020-06-20 07:02:00 INFO: 
2020-06-20 08:00:20 INFO: 
2020-06-20 08:00:20 INFO: 
2020-06-20 08:00:20 INFO: 
2020-06-20 08:00:20 INFO: 
2020-06-20 08:00:20 INFO: init new order start
2020-06-20 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 228.95, 'close': 230.0, 'trades': 1569, 'volume': 2030725, 'vwap': 229.7, 'lastSize': 21, 'turnover': 46645589250, 'homeNotional': 18899.677403603822, 'foreignNotional': 4341244.9040261675}, {'timestamp': datetime.datetime(2020, 6, 20, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.75, 'high': 230.65, 'low': 229.75, 'close': 230.2, 'trades': 1108, 'volume': 1000932, 'vwap': 230.2, 'lastSize': 262, 'turnover': 23040966295, 'homeNotional': 9336.476353616876, 'foreignNotional': 2149213.40800374}, {'timestamp': datetime.datetime(2020, 6, 20, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 229.95, 'low': 229.35, 'close': 229.75, 'trades': 598, 'volume': 510032, 'vwap': 229.63, 'lastSize': 300, 'turnover': 11711581550, 'homeNotional': 4748.660149827697, 'foreignNotional': 1090408.6568442779}]
2020-06-20 08:00:20 INFO: prepare candles [CandleItem(low=228.95, high=230.4, open=230.2, close=230.0, color='RED'), CandleItem(low=229.75, high=230.65, open=229.75, close=230.2, color='GREEN'), CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED')]
2020-06-20 08:00:20 INFO: skip by colors first_candle=CandleItem(low=229.35, high=229.95, open=229.8, close=229.75, color='RED') second_candle=CandleItem(low=229.75, high=230.65, open=229.75, close=230.2, color='GREEN') last_candle=CandleItem(low=228.95, high=230.4, open=230.2, close=230.0, color='RED')
2020-06-20 08:00:20 INFO: check need new order None
2020-06-20 08:00:20 INFO: init new order end
2020-06-20 08:00:20 INFO: 
2020-06-20 08:00:20 INFO: 
2020-06-20 08:00:20 INFO: 
2020-06-20 08:00:20 INFO: 
2020-06-20 08:02:00 INFO: 
2020-06-20 08:02:00 INFO: 
2020-06-20 08:02:00 INFO: 
2020-06-20 08:02:00 INFO: 
2020-06-20 08:02:00 INFO: clearing start
2020-06-20 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 08:02:00 INFO: skip by not found init order into storage
2020-06-20 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 08:02:00 INFO: skip by not found init order into storage
2020-06-20 08:02:00 INFO: clearing end
2020-06-20 08:02:00 INFO: 
2020-06-20 08:02:00 INFO: 
2020-06-20 08:02:00 INFO: 
2020-06-20 08:02:00 INFO: 
2020-06-20 09:00:20 INFO: 
2020-06-20 09:00:20 INFO: 
2020-06-20 09:00:20 INFO: 
2020-06-20 09:00:20 INFO: 
2020-06-20 09:00:20 INFO: init new order start
2020-06-20 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 230.15, 'low': 229.8, 'close': 229.85, 'trades': 820, 'volume': 1010348, 'vwap': 229.98, 'lastSize': 843, 'turnover': 23235638625, 'homeNotional': 9400.465516056001, 'foreignNotional': 2161887.087707017}, {'timestamp': datetime.datetime(2020, 6, 20, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 228.95, 'close': 230.0, 'trades': 1569, 'volume': 2030725, 'vwap': 229.7, 'lastSize': 21, 'turnover': 46645589250, 'homeNotional': 18899.677403603822, 'foreignNotional': 4341244.9040261675}, {'timestamp': datetime.datetime(2020, 6, 20, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.75, 'high': 230.65, 'low': 229.75, 'close': 230.2, 'trades': 1108, 'volume': 1000932, 'vwap': 230.2, 'lastSize': 262, 'turnover': 23040966295, 'homeNotional': 9336.476353616876, 'foreignNotional': 2149213.40800374}]
2020-06-20 09:00:20 INFO: prepare candles [CandleItem(low=229.8, high=230.15, open=230.0, close=229.85, color='RED'), CandleItem(low=228.95, high=230.4, open=230.2, close=230.0, color='RED'), CandleItem(low=229.75, high=230.65, open=229.75, close=230.2, color='GREEN')]
2020-06-20 09:00:20 INFO: skip by colors first_candle=CandleItem(low=229.75, high=230.65, open=229.75, close=230.2, color='GREEN') second_candle=CandleItem(low=228.95, high=230.4, open=230.2, close=230.0, color='RED') last_candle=CandleItem(low=229.8, high=230.15, open=230.0, close=229.85, color='RED')
2020-06-20 09:00:20 INFO: check need new order None
2020-06-20 09:00:20 INFO: init new order end
2020-06-20 09:00:20 INFO: 
2020-06-20 09:00:20 INFO: 
2020-06-20 09:00:20 INFO: 
2020-06-20 09:00:20 INFO: 
2020-06-20 09:02:00 INFO: 
2020-06-20 09:02:00 INFO: 
2020-06-20 09:02:00 INFO: 
2020-06-20 09:02:00 INFO: 
2020-06-20 09:02:00 INFO: clearing start
2020-06-20 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 09:02:00 INFO: skip by not found init order into storage
2020-06-20 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 09:02:00 INFO: skip by not found init order into storage
2020-06-20 09:02:00 INFO: clearing end
2020-06-20 09:02:00 INFO: 
2020-06-20 09:02:00 INFO: 
2020-06-20 09:02:00 INFO: 
2020-06-20 09:02:00 INFO: 
2020-06-20 10:00:20 INFO: 
2020-06-20 10:00:20 INFO: 
2020-06-20 10:00:20 INFO: 
2020-06-20 10:00:20 INFO: 
2020-06-20 10:00:20 INFO: init new order start
2020-06-20 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 230.25, 'low': 229.75, 'close': 229.9, 'trades': 747, 'volume': 530958, 'vwap': 229.96, 'lastSize': 1, 'turnover': 12209605875, 'homeNotional': 4943.262923920766, 'foreignNotional': 1136724.8679714133}, {'timestamp': datetime.datetime(2020, 6, 20, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 230.15, 'low': 229.8, 'close': 229.85, 'trades': 820, 'volume': 1010348, 'vwap': 229.98, 'lastSize': 843, 'turnover': 23235638625, 'homeNotional': 9400.465516056001, 'foreignNotional': 2161887.087707017}, {'timestamp': datetime.datetime(2020, 6, 20, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 228.95, 'close': 230.0, 'trades': 1569, 'volume': 2030725, 'vwap': 229.7, 'lastSize': 21, 'turnover': 46645589250, 'homeNotional': 18899.677403603822, 'foreignNotional': 4341244.9040261675}]
2020-06-20 10:00:20 INFO: prepare candles [CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN'), CandleItem(low=229.8, high=230.15, open=230.0, close=229.85, color='RED'), CandleItem(low=228.95, high=230.4, open=230.2, close=230.0, color='RED')]
2020-06-20 10:00:20 INFO: last_candle=CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN')
2020-06-20 10:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 10:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN')
2020-06-20 10:00:20 INFO: skip by CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 10:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 10:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN')
2020-06-20 10:00:20 INFO: skip by CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 10:00:20 INFO: not found applicable config for candle
2020-06-20 10:00:20 INFO: check need new order None
2020-06-20 10:00:20 INFO: init new order end
2020-06-20 10:00:20 INFO: 
2020-06-20 10:00:20 INFO: 
2020-06-20 10:00:20 INFO: 
2020-06-20 10:00:20 INFO: 
2020-06-20 10:02:00 INFO: 
2020-06-20 10:02:00 INFO: 
2020-06-20 10:02:00 INFO: 
2020-06-20 10:02:00 INFO: 
2020-06-20 10:02:00 INFO: clearing start
2020-06-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 10:02:00 INFO: skip by not found init order into storage
2020-06-20 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 10:02:00 INFO: skip by not found init order into storage
2020-06-20 10:02:00 INFO: clearing end
2020-06-20 10:02:00 INFO: 
2020-06-20 10:02:00 INFO: 
2020-06-20 10:02:00 INFO: 
2020-06-20 10:02:00 INFO: 
2020-06-20 11:00:20 INFO: 
2020-06-20 11:00:20 INFO: 
2020-06-20 11:00:20 INFO: 
2020-06-20 11:00:20 INFO: 
2020-06-20 11:00:20 INFO: init new order start
2020-06-20 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.0, 'low': 229.6, 'close': 229.95, 'trades': 798, 'volume': 806274, 'vwap': 229.82, 'lastSize': 30, 'turnover': 18529604565, 'homeNotional': 7501.0980926756065, 'foreignNotional': 1723885.2937370162}, {'timestamp': datetime.datetime(2020, 6, 20, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 230.25, 'low': 229.75, 'close': 229.9, 'trades': 747, 'volume': 530958, 'vwap': 229.96, 'lastSize': 1, 'turnover': 12209605875, 'homeNotional': 4943.262923920766, 'foreignNotional': 1136724.8679714133}, {'timestamp': datetime.datetime(2020, 6, 20, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 230.15, 'low': 229.8, 'close': 229.85, 'trades': 820, 'volume': 1010348, 'vwap': 229.98, 'lastSize': 843, 'turnover': 23235638625, 'homeNotional': 9400.465516056001, 'foreignNotional': 2161887.087707017}]
2020-06-20 11:00:20 INFO: prepare candles [CandleItem(low=229.6, high=230.0, open=229.9, close=229.95, color='GREEN'), CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN'), CandleItem(low=229.8, high=230.15, open=230.0, close=229.85, color='RED')]
2020-06-20 11:00:20 INFO: skip by colors first_candle=CandleItem(low=229.8, high=230.15, open=230.0, close=229.85, color='RED') second_candle=CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN') last_candle=CandleItem(low=229.6, high=230.0, open=229.9, close=229.95, color='GREEN')
2020-06-20 11:00:20 INFO: check need new order None
2020-06-20 11:00:20 INFO: init new order end
2020-06-20 11:00:20 INFO: 
2020-06-20 11:00:20 INFO: 
2020-06-20 11:00:20 INFO: 
2020-06-20 11:00:20 INFO: 
2020-06-20 11:02:00 INFO: 
2020-06-20 11:02:00 INFO: 
2020-06-20 11:02:00 INFO: 
2020-06-20 11:02:00 INFO: 
2020-06-20 11:02:00 INFO: clearing start
2020-06-20 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 11:02:00 INFO: skip by not found init order into storage
2020-06-20 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 11:02:00 INFO: skip by not found init order into storage
2020-06-20 11:02:00 INFO: clearing end
2020-06-20 11:02:00 INFO: 
2020-06-20 11:02:00 INFO: 
2020-06-20 11:02:00 INFO: 
2020-06-20 11:02:00 INFO: 
2020-06-20 12:00:20 INFO: 
2020-06-20 12:00:20 INFO: 
2020-06-20 12:00:20 INFO: 
2020-06-20 12:00:20 INFO: 
2020-06-20 12:00:20 INFO: init new order start
2020-06-20 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 229.9, 'low': 228.4, 'close': 228.5, 'trades': 1774, 'volume': 2420978, 'vwap': 228.84, 'lastSize': 680, 'turnover': 55401186370, 'homeNotional': 22473.941518553936, 'foreignNotional': 5142897.126321528}, {'timestamp': datetime.datetime(2020, 6, 20, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.0, 'low': 229.6, 'close': 229.95, 'trades': 798, 'volume': 806274, 'vwap': 229.82, 'lastSize': 30, 'turnover': 18529604565, 'homeNotional': 7501.0980926756065, 'foreignNotional': 1723885.2937370162}, {'timestamp': datetime.datetime(2020, 6, 20, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 230.25, 'low': 229.75, 'close': 229.9, 'trades': 747, 'volume': 530958, 'vwap': 229.96, 'lastSize': 1, 'turnover': 12209605875, 'homeNotional': 4943.262923920766, 'foreignNotional': 1136724.8679714133}]
2020-06-20 12:00:20 INFO: prepare candles [CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED'), CandleItem(low=229.6, high=230.0, open=229.9, close=229.95, color='GREEN'), CandleItem(low=229.75, high=230.25, open=229.85, close=229.9, color='GREEN')]
2020-06-20 12:00:20 INFO: last_candle=CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED')
2020-06-20 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED')
2020-06-20 12:00:20 INFO: skip by CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED')
2020-06-20 12:00:20 INFO: skip by CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 12:00:20 INFO: not found applicable config for candle
2020-06-20 12:00:20 INFO: check need new order None
2020-06-20 12:00:20 INFO: init new order end
2020-06-20 12:00:20 INFO: 
2020-06-20 12:00:20 INFO: 
2020-06-20 12:00:20 INFO: 
2020-06-20 12:00:20 INFO: 
2020-06-20 12:02:00 INFO: 
2020-06-20 12:02:00 INFO: 
2020-06-20 12:02:00 INFO: 
2020-06-20 12:02:00 INFO: 
2020-06-20 12:02:00 INFO: clearing start
2020-06-20 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 12:02:00 INFO: skip by not found init order into storage
2020-06-20 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 12:02:00 INFO: skip by not found init order into storage
2020-06-20 12:02:00 INFO: clearing end
2020-06-20 12:02:00 INFO: 
2020-06-20 12:02:00 INFO: 
2020-06-20 12:02:00 INFO: 
2020-06-20 12:02:00 INFO: 
2020-06-20 13:00:20 INFO: 
2020-06-20 13:00:20 INFO: 
2020-06-20 13:00:20 INFO: 
2020-06-20 13:00:20 INFO: 
2020-06-20 13:00:20 INFO: init new order start
2020-06-20 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.9, 'low': 228.1, 'close': 228.4, 'trades': 1779, 'volume': 1767583, 'vwap': 228.46, 'lastSize': 230, 'turnover': 40380491165, 'homeNotional': 16397.319975667757, 'foreignNotional': 3745975.0687043807}, {'timestamp': datetime.datetime(2020, 6, 20, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 229.9, 'low': 228.4, 'close': 228.5, 'trades': 1774, 'volume': 2420978, 'vwap': 228.84, 'lastSize': 680, 'turnover': 55401186370, 'homeNotional': 22473.941518553936, 'foreignNotional': 5142897.126321528}, {'timestamp': datetime.datetime(2020, 6, 20, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.0, 'low': 229.6, 'close': 229.95, 'trades': 798, 'volume': 806274, 'vwap': 229.82, 'lastSize': 30, 'turnover': 18529604565, 'homeNotional': 7501.0980926756065, 'foreignNotional': 1723885.2937370162}]
2020-06-20 13:00:20 INFO: prepare candles [CandleItem(low=228.1, high=228.9, open=228.5, close=228.4, color='RED'), CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED'), CandleItem(low=229.6, high=230.0, open=229.9, close=229.95, color='GREEN')]
2020-06-20 13:00:20 INFO: skip by colors first_candle=CandleItem(low=229.6, high=230.0, open=229.9, close=229.95, color='GREEN') second_candle=CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED') last_candle=CandleItem(low=228.1, high=228.9, open=228.5, close=228.4, color='RED')
2020-06-20 13:00:20 INFO: check need new order None
2020-06-20 13:00:20 INFO: init new order end
2020-06-20 13:00:20 INFO: 
2020-06-20 13:00:20 INFO: 
2020-06-20 13:00:20 INFO: 
2020-06-20 13:00:20 INFO: 
2020-06-20 13:02:00 INFO: 
2020-06-20 13:02:00 INFO: 
2020-06-20 13:02:00 INFO: 
2020-06-20 13:02:00 INFO: 
2020-06-20 13:02:00 INFO: clearing start
2020-06-20 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 13:02:00 INFO: skip by not found init order into storage
2020-06-20 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 13:02:00 INFO: skip by not found init order into storage
2020-06-20 13:02:00 INFO: clearing end
2020-06-20 13:02:00 INFO: 
2020-06-20 13:02:00 INFO: 
2020-06-20 13:02:00 INFO: 
2020-06-20 13:02:00 INFO: 
2020-06-20 14:00:20 INFO: 
2020-06-20 14:00:20 INFO: 
2020-06-20 14:00:20 INFO: 
2020-06-20 14:00:20 INFO: 
2020-06-20 14:00:20 INFO: init new order start
2020-06-20 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 228.7, 'low': 228.0, 'close': 228.6, 'trades': 1000, 'volume': 1062700, 'vwap': 228.37, 'lastSize': 1, 'turnover': 24268177790, 'homeNotional': 9863.444775045196, 'foreignNotional': 2252450.5604175343}, {'timestamp': datetime.datetime(2020, 6, 20, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.9, 'low': 228.1, 'close': 228.4, 'trades': 1779, 'volume': 1767583, 'vwap': 228.46, 'lastSize': 230, 'turnover': 40380491165, 'homeNotional': 16397.319975667757, 'foreignNotional': 3745975.0687043807}, {'timestamp': datetime.datetime(2020, 6, 20, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 229.9, 'low': 228.4, 'close': 228.5, 'trades': 1774, 'volume': 2420978, 'vwap': 228.84, 'lastSize': 680, 'turnover': 55401186370, 'homeNotional': 22473.941518553936, 'foreignNotional': 5142897.126321528}]
2020-06-20 14:00:20 INFO: prepare candles [CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN'), CandleItem(low=228.1, high=228.9, open=228.5, close=228.4, color='RED'), CandleItem(low=228.4, high=229.9, open=229.95, close=228.5, color='RED')]
2020-06-20 14:00:20 INFO: last_candle=CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN')
2020-06-20 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN')
2020-06-20 14:00:20 INFO: skip by CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN')
2020-06-20 14:00:20 INFO: skip by CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 14:00:20 INFO: not found applicable config for candle
2020-06-20 14:00:20 INFO: check need new order None
2020-06-20 14:00:20 INFO: init new order end
2020-06-20 14:00:20 INFO: 
2020-06-20 14:00:20 INFO: 
2020-06-20 14:00:20 INFO: 
2020-06-20 14:00:20 INFO: 
2020-06-20 14:02:01 INFO: 
2020-06-20 14:02:01 INFO: 
2020-06-20 14:02:01 INFO: 
2020-06-20 14:02:01 INFO: 
2020-06-20 14:02:01 INFO: clearing start
2020-06-20 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 226.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 215000, tzinfo=tzutc())}
2020-06-20 14:02:01 INFO: skip by not found init order into storage
2020-06-20 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc())}
2020-06-20 14:02:01 INFO: skip by not found init order into storage
2020-06-20 14:02:01 INFO: clearing end
2020-06-20 14:02:01 INFO: 
2020-06-20 14:02:01 INFO: 
2020-06-20 14:02:01 INFO: 
2020-06-20 14:02:01 INFO: 
2020-06-20 14:15:54 INFO: process event {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-20T11:15:54.977Z', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-20 14:15:55 INFO: skip event d760c35e11e24c949a9b092f2bf14d2b 
2020-06-20 14:15:55 INFO: process event {'orderID': '4302b30b-5a37-3dec-bfe8-9e3be30411d9', 'price': 225.2, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 667, 'avgPx': 225.2, 'transactTime': '2020-06-20T11:15:54.977Z', 'clOrdID': 'd760c35e11e24c949a9b092f2bf14d2b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-20T11:15:54.977Z'}
2020-06-20 14:15:55 INFO: add new event={'uid': 'd760c35e11e24c949a9b092f2bf14d2b', 'status': 'Filled'}
2020-06-20 14:15:55 INFO: 
2020-06-20 14:15:55 INFO: 
2020-06-20 14:15:55 INFO: 
2020-06-20 14:15:55 INFO: 
2020-06-20 14:15:55 INFO: process event start
2020-06-20 14:15:55 INFO: fetch new order event d760c35e11e24c949a9b092f2bf14d2b
2020-06-20 14:15:55 INFO: fetch orders by event init=None profit_pair=65fad350e2ed43a48bb102775ce706ce
2020-06-20 14:15:55 INFO: process profit order filled
2020-06-20 14:15:56 INFO: process event {'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-20T11:15:56.960Z', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-20 14:15:56 INFO: skip event 65fad350e2ed43a48bb102775ce706ce Canceled
2020-06-20 14:15:56 INFO: cancel order=65fad350e2ed43a48bb102775ce706ce [{'orderID': 'a68525e2-5d62-aae6-c54f-4bbb94e6e183', 'clOrdID': '65fad350e2ed43a48bb102775ce706ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 234.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 19, 4, 6, 41, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 11, 15, 56, 960000, tzinfo=tzutc())}]
2020-06-20 14:15:56 INFO: end process event_processing_result='proceed profit order'
2020-06-20 14:15:56 INFO: 
2020-06-20 14:15:56 INFO: 
2020-06-20 14:15:56 INFO: 
2020-06-20 14:15:56 INFO: 
2020-06-20 15:00:20 INFO: 
2020-06-20 15:00:20 INFO: 
2020-06-20 15:00:20 INFO: 
2020-06-20 15:00:20 INFO: 
2020-06-20 15:00:20 INFO: init new order start
2020-06-20 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.6, 'high': 228.9, 'low': 225.0, 'close': 228.9, 'trades': 7502, 'volume': 12560261, 'vwap': 226.6, 'lastSize': 1, 'turnover': 284612358460, 'homeNotional': 116082.26197371837, 'foreignNotional': 26304368.260094453}, {'timestamp': datetime.datetime(2020, 6, 20, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 228.7, 'low': 228.0, 'close': 228.6, 'trades': 1000, 'volume': 1062700, 'vwap': 228.37, 'lastSize': 1, 'turnover': 24268177790, 'homeNotional': 9863.444775045196, 'foreignNotional': 2252450.5604175343}, {'timestamp': datetime.datetime(2020, 6, 20, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.5, 'high': 228.9, 'low': 228.1, 'close': 228.4, 'trades': 1779, 'volume': 1767583, 'vwap': 228.46, 'lastSize': 230, 'turnover': 40380491165, 'homeNotional': 16397.319975667757, 'foreignNotional': 3745975.0687043807}]
2020-06-20 15:00:20 INFO: prepare candles [CandleItem(low=225.0, high=228.9, open=228.6, close=228.9, color='GREEN'), CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN'), CandleItem(low=228.1, high=228.9, open=228.5, close=228.4, color='RED')]
2020-06-20 15:00:20 INFO: skip by colors first_candle=CandleItem(low=228.1, high=228.9, open=228.5, close=228.4, color='RED') second_candle=CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN') last_candle=CandleItem(low=225.0, high=228.9, open=228.6, close=228.9, color='GREEN')
2020-06-20 15:00:20 INFO: check need new order None
2020-06-20 15:00:20 INFO: init new order end
2020-06-20 15:00:20 INFO: 
2020-06-20 15:00:20 INFO: 
2020-06-20 15:00:20 INFO: 
2020-06-20 15:00:20 INFO: 
2020-06-20 15:02:00 INFO: 
2020-06-20 15:02:00 INFO: 
2020-06-20 15:02:00 INFO: 
2020-06-20 15:02:00 INFO: 
2020-06-20 15:02:00 INFO: clearing start
2020-06-20 15:02:00 INFO: clearing end
2020-06-20 15:02:00 INFO: 
2020-06-20 15:02:00 INFO: 
2020-06-20 15:02:00 INFO: 
2020-06-20 15:02:00 INFO: 
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: init new order start
2020-06-20 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.05, 'low': 227.8, 'close': 228.0, 'trades': 1880, 'volume': 1794369, 'vwap': 228.58, 'lastSize': 1, 'turnover': 41014820075, 'homeNotional': 16701.921321427486, 'foreignNotional': 3817647.3981631366}, {'timestamp': datetime.datetime(2020, 6, 20, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.6, 'high': 228.9, 'low': 225.0, 'close': 228.9, 'trades': 7502, 'volume': 12560261, 'vwap': 226.6, 'lastSize': 1, 'turnover': 284612358460, 'homeNotional': 116082.26197371837, 'foreignNotional': 26304368.260094453}, {'timestamp': datetime.datetime(2020, 6, 20, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 228.7, 'low': 228.0, 'close': 228.6, 'trades': 1000, 'volume': 1062700, 'vwap': 228.37, 'lastSize': 1, 'turnover': 24268177790, 'homeNotional': 9863.444775045196, 'foreignNotional': 2252450.5604175343}]
2020-06-20 16:00:20 INFO: prepare candles [CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED'), CandleItem(low=225.0, high=228.9, open=228.6, close=228.9, color='GREEN'), CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN')]
2020-06-20 16:00:20 INFO: last_candle=CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED')
2020-06-20 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED')
2020-06-20 16:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.0, high=228.9, open=228.6, close=228.9, color='GREEN')
2020-06-20 16:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.0, high=228.7, open=228.4, close=228.6, color='GREEN')
2020-06-20 16:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-20 16:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-20 16:00:20 INFO: place order: start candle=CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-20 16:00:20 INFO: place order: side_factor=1 init_trigger_price=227.75 init_order_price=227.70000000000002 stop_price_offset=0.0 candle.size=1.25 stop_price=229.05 take_price=220.20000000000002
2020-06-20 16:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('227.75') init_order_price=Decimal('227.700000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.25 stop_price=Decimal('229.05000000000001136868377216160297393798828125') take_price=Decimal('220.200000000000017053025658242404460906982421875')
2020-06-20 16:00:20 INFO: place order: compute qty=-615
2020-06-20 16:00:20 INFO: place order: save order to db 1638d008479c45eaaa046532ff4d7311; response=True
2020-06-20 16:00:20 INFO: post order to exchange resp={'orderID': 'c9c511e2-e3e4-8761-42cf-e56f7d0ff1eb', 'clOrdID': '1638d008479c45eaaa046532ff4d7311', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 227.7, 'displayQty': None, 'stopPx': 227.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 0, 20, 632000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 0, 20, 632000, tzinfo=tzutc())}
2020-06-20 16:00:20 INFO: place new init order {'qty': -615, 'init_price': Decimal('227.75'), 'stop_price': Decimal('229.05000000000001136868377216160297393798828125'), 'take_price': Decimal('220.200000000000017053025658242404460906982421875'), 'order_uid': '1638d008479c45eaaa046532ff4d7311', 'response': {'orderID': 'c9c511e2-e3e4-8761-42cf-e56f7d0ff1eb', 'clOrdID': '1638d008479c45eaaa046532ff4d7311', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 227.7, 'displayQty': None, 'stopPx': 227.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 0, 20, 632000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 0, 20, 632000, tzinfo=tzutc())}}
2020-06-20 16:00:20 INFO: init new order end
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: 
2020-06-20 16:00:20 INFO: process event {'orderID': 'c9c511e2-e3e4-8761-42cf-e56f7d0ff1eb', 'clOrdID': '1638d008479c45eaaa046532ff4d7311', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 227.7, 'displayQty': None, 'stopPx': 227.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-20T13:00:20.632Z', 'timestamp': '2020-06-20T13:00:20.632Z'}
2020-06-20 16:00:20 INFO: skip event 1638d008479c45eaaa046532ff4d7311 New
2020-06-20 16:02:00 INFO: 
2020-06-20 16:02:00 INFO: 
2020-06-20 16:02:00 INFO: 
2020-06-20 16:02:00 INFO: 
2020-06-20 16:02:00 INFO: clearing start
2020-06-20 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c9c511e2-e3e4-8761-42cf-e56f7d0ff1eb', 'clOrdID': '1638d008479c45eaaa046532ff4d7311', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 615, 'price': 227.7, 'displayQty': None, 'stopPx': 227.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 0, 20, 632000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 0, 20, 632000, tzinfo=tzutc())}
2020-06-20 16:02:00 INFO: order time=2020-06-20 13:00:20.632000+00:00; delta from now UTC=0:01:40.215645 time_delta.total_seconds()=100.215645; time_diff_offset='3600'
2020-06-20 16:02:00 INFO: skip by time diff 2020-06-20 13:00:20.632000+00:00
2020-06-20 16:02:00 INFO: clearing end
2020-06-20 16:02:00 INFO: 
2020-06-20 16:02:00 INFO: 
2020-06-20 16:02:00 INFO: 
2020-06-20 16:02:00 INFO: 
2020-06-20 16:26:00 INFO: process event {'orderID': 'c9c511e2-e3e4-8761-42cf-e56f7d0ff1eb', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-20T13:26:00.324Z', 'clOrdID': '1638d008479c45eaaa046532ff4d7311', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-20 16:26:00 INFO: skip event 1638d008479c45eaaa046532ff4d7311 
2020-06-20 16:26:00 INFO: process event {'orderID': 'c9c511e2-e3e4-8761-42cf-e56f7d0ff1eb', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 615, 'avgPx': 227.7, 'transactTime': '2020-06-20T13:26:00.324Z', 'clOrdID': '1638d008479c45eaaa046532ff4d7311', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-20T13:26:00.324Z'}
2020-06-20 16:26:00 INFO: add new event={'uid': '1638d008479c45eaaa046532ff4d7311', 'status': 'Filled'}
2020-06-20 16:26:00 INFO: 
2020-06-20 16:26:00 INFO: 
2020-06-20 16:26:00 INFO: 
2020-06-20 16:26:00 INFO: 
2020-06-20 16:26:00 INFO: process event start
2020-06-20 16:26:00 INFO: fetch new order event 1638d008479c45eaaa046532ff4d7311
2020-06-20 16:26:00 INFO: fetch orders by event init={'stop': '229.05000000000001136868377216160297393798828125', 'take': '220.200000000000017053025658242404460906982421875', 'qty': '615', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-20 16:26:00 INFO: process init order filled
2020-06-20 16:26:00 INFO: save profit orders to storage stop=9dcc91e8a29e490a90a5806d5b8c6970 take=ac5ff00515184677b127ce80e9e8c13c
2020-06-20 16:26:00 INFO: place profit orders take_price=220.200000000000017053025658242404460906982421875, stop_price=229.05000000000001136868377216160297393798828125, qty=615, color=RED, ticker=ETHUSD 9dcc91e8a29e490a90a5806d5b8c6970 ac5ff00515184677b127ce80e9e8c13c
2020-06-20 16:26:00 INFO: place stop order ETHUSD: qty=615, stop_price=229.05000000000001136868377216160297393798828125, stop_uid=9dcc91e8a29e490a90a5806d5b8c6970
2020-06-20 16:26:00 INFO: exchange resp for stop order={'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 16:26:00 INFO: place limit order ETHUSD: qty=615, price=220.200000000000017053025658242404460906982421875, take_uid=ac5ff00515184677b127ce80e9e8c13c
2020-06-20 16:26:01 INFO: exchange resp for take profit order={'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 16:26:01 INFO: place profit orders={'stop': {'response': {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}, 'qty': Decimal('615'), 'uid': '9dcc91e8a29e490a90a5806d5b8c6970', 'price': Decimal('229.05000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}, 'qty': Decimal('615'), 'uid': 'ac5ff00515184677b127ce80e9e8c13c', 'price': Decimal('220.200000000000017053025658242404460906982421875')}}
2020-06-20 16:26:01 INFO: rm init order from db 1638d008479c45eaaa046532ff4d7311
2020-06-20 16:26:01 INFO: end process event_processing_result='proceed init order'
2020-06-20 16:26:01 INFO: 
2020-06-20 16:26:01 INFO: 
2020-06-20 16:26:01 INFO: 
2020-06-20 16:26:01 INFO: 
2020-06-20 16:26:01 INFO: process event {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-20T13:26:00.951Z', 'timestamp': '2020-06-20T13:26:00.951Z'}
2020-06-20 16:26:01 INFO: skip event 9dcc91e8a29e490a90a5806d5b8c6970 New
2020-06-20 16:26:01 INFO: process event {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-20T13:26:00.994Z', 'timestamp': '2020-06-20T13:26:00.994Z'}
2020-06-20 16:26:01 INFO: skip event ac5ff00515184677b127ce80e9e8c13c New
2020-06-20 16:26:01 INFO: process event {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'workingIndicator': True, 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-20T13:26:00.994Z'}
2020-06-20 16:26:01 INFO: skip event ac5ff00515184677b127ce80e9e8c13c 
2020-06-20 17:00:20 INFO: 
2020-06-20 17:00:20 INFO: 
2020-06-20 17:00:20 INFO: 
2020-06-20 17:00:20 INFO: 
2020-06-20 17:00:20 INFO: init new order start
2020-06-20 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 228.25, 'low': 227.2, 'close': 227.55, 'trades': 1713, 'volume': 1835185, 'vwap': 227.68, 'lastSize': 1, 'turnover': 41782518900, 'homeNotional': 17046.01903312808, 'foreignNotional': 3880951.1316420566}, {'timestamp': datetime.datetime(2020, 6, 20, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.05, 'low': 227.8, 'close': 228.0, 'trades': 1880, 'volume': 1794369, 'vwap': 228.58, 'lastSize': 1, 'turnover': 41014820075, 'homeNotional': 16701.921321427486, 'foreignNotional': 3817647.3981631366}, {'timestamp': datetime.datetime(2020, 6, 20, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.6, 'high': 228.9, 'low': 225.0, 'close': 228.9, 'trades': 7502, 'volume': 12560261, 'vwap': 226.6, 'lastSize': 1, 'turnover': 284612358460, 'homeNotional': 116082.26197371837, 'foreignNotional': 26304368.260094453}]
2020-06-20 17:00:20 INFO: prepare candles [CandleItem(low=227.2, high=228.25, open=228.0, close=227.55, color='RED'), CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED'), CandleItem(low=225.0, high=228.9, open=228.6, close=228.9, color='GREEN')]
2020-06-20 17:00:20 INFO: skip by colors first_candle=CandleItem(low=225.0, high=228.9, open=228.6, close=228.9, color='GREEN') second_candle=CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED') last_candle=CandleItem(low=227.2, high=228.25, open=228.0, close=227.55, color='RED')
2020-06-20 17:00:20 INFO: check need new order None
2020-06-20 17:00:20 INFO: init new order end
2020-06-20 17:00:20 INFO: 
2020-06-20 17:00:20 INFO: 
2020-06-20 17:00:20 INFO: 
2020-06-20 17:00:20 INFO: 
2020-06-20 17:02:00 INFO: 
2020-06-20 17:02:00 INFO: 
2020-06-20 17:02:00 INFO: 
2020-06-20 17:02:00 INFO: 
2020-06-20 17:02:00 INFO: clearing start
2020-06-20 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 17:02:00 INFO: skip by not found init order into storage
2020-06-20 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 17:02:00 INFO: skip by not found init order into storage
2020-06-20 17:02:00 INFO: clearing end
2020-06-20 17:02:00 INFO: 
2020-06-20 17:02:00 INFO: 
2020-06-20 17:02:00 INFO: 
2020-06-20 17:02:00 INFO: 
2020-06-20 18:00:20 INFO: 
2020-06-20 18:00:20 INFO: 
2020-06-20 18:00:20 INFO: 
2020-06-20 18:00:20 INFO: 
2020-06-20 18:00:20 INFO: init new order start
2020-06-20 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 227.75, 'low': 226.7, 'close': 226.95, 'trades': 1404, 'volume': 2070202, 'vwap': 227.34, 'lastSize': 30, 'turnover': 47063688400, 'homeNotional': 19221.026606578173, 'foreignNotional': 4369683.423170213}, {'timestamp': datetime.datetime(2020, 6, 20, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 228.25, 'low': 227.2, 'close': 227.55, 'trades': 1713, 'volume': 1835185, 'vwap': 227.68, 'lastSize': 1, 'turnover': 41782518900, 'homeNotional': 17046.01903312808, 'foreignNotional': 3880951.1316420566}, {'timestamp': datetime.datetime(2020, 6, 20, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.05, 'low': 227.8, 'close': 228.0, 'trades': 1880, 'volume': 1794369, 'vwap': 228.58, 'lastSize': 1, 'turnover': 41014820075, 'homeNotional': 16701.921321427486, 'foreignNotional': 3817647.3981631366}]
2020-06-20 18:00:20 INFO: prepare candles [CandleItem(low=226.7, high=227.75, open=227.55, close=226.95, color='RED'), CandleItem(low=227.2, high=228.25, open=228.0, close=227.55, color='RED'), CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED')]
2020-06-20 18:00:20 INFO: skip by colors first_candle=CandleItem(low=227.8, high=229.05, open=228.9, close=228.0, color='RED') second_candle=CandleItem(low=227.2, high=228.25, open=228.0, close=227.55, color='RED') last_candle=CandleItem(low=226.7, high=227.75, open=227.55, close=226.95, color='RED')
2020-06-20 18:00:20 INFO: check need new order None
2020-06-20 18:00:20 INFO: init new order end
2020-06-20 18:00:20 INFO: 
2020-06-20 18:00:20 INFO: 
2020-06-20 18:00:20 INFO: 
2020-06-20 18:00:20 INFO: 
2020-06-20 18:02:00 INFO: 
2020-06-20 18:02:00 INFO: 
2020-06-20 18:02:00 INFO: 
2020-06-20 18:02:00 INFO: 
2020-06-20 18:02:00 INFO: clearing start
2020-06-20 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 18:02:01 INFO: skip by not found init order into storage
2020-06-20 18:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 18:02:01 INFO: skip by not found init order into storage
2020-06-20 18:02:01 INFO: clearing end
2020-06-20 18:02:01 INFO: 
2020-06-20 18:02:01 INFO: 
2020-06-20 18:02:01 INFO: 
2020-06-20 18:02:01 INFO: 
2020-06-20 19:00:20 INFO: 
2020-06-20 19:00:20 INFO: 
2020-06-20 19:00:20 INFO: 
2020-06-20 19:00:20 INFO: 
2020-06-20 19:00:20 INFO: init new order start
2020-06-20 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.95, 'high': 227.05, 'low': 225.65, 'close': 226.5, 'trades': 2825, 'volume': 3648773, 'vwap': 226.37, 'lastSize': 475, 'turnover': 82596026380, 'homeNotional': 33788.32739966075, 'foreignNotional': 7648555.896391601}, {'timestamp': datetime.datetime(2020, 6, 20, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 227.75, 'low': 226.7, 'close': 226.95, 'trades': 1404, 'volume': 2070202, 'vwap': 227.34, 'lastSize': 30, 'turnover': 47063688400, 'homeNotional': 19221.026606578173, 'foreignNotional': 4369683.423170213}, {'timestamp': datetime.datetime(2020, 6, 20, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 228.25, 'low': 227.2, 'close': 227.55, 'trades': 1713, 'volume': 1835185, 'vwap': 227.68, 'lastSize': 1, 'turnover': 41782518900, 'homeNotional': 17046.01903312808, 'foreignNotional': 3880951.1316420566}]
2020-06-20 19:00:20 INFO: prepare candles [CandleItem(low=225.65, high=227.05, open=226.95, close=226.5, color='RED'), CandleItem(low=226.7, high=227.75, open=227.55, close=226.95, color='RED'), CandleItem(low=227.2, high=228.25, open=228.0, close=227.55, color='RED')]
2020-06-20 19:00:20 INFO: skip by colors first_candle=CandleItem(low=227.2, high=228.25, open=228.0, close=227.55, color='RED') second_candle=CandleItem(low=226.7, high=227.75, open=227.55, close=226.95, color='RED') last_candle=CandleItem(low=225.65, high=227.05, open=226.95, close=226.5, color='RED')
2020-06-20 19:00:20 INFO: check need new order None
2020-06-20 19:00:20 INFO: init new order end
2020-06-20 19:00:20 INFO: 
2020-06-20 19:00:20 INFO: 
2020-06-20 19:00:20 INFO: 
2020-06-20 19:00:20 INFO: 
2020-06-20 19:02:00 INFO: 
2020-06-20 19:02:00 INFO: 
2020-06-20 19:02:00 INFO: 
2020-06-20 19:02:00 INFO: 
2020-06-20 19:02:00 INFO: clearing start
2020-06-20 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 19:02:00 INFO: skip by not found init order into storage
2020-06-20 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 19:02:00 INFO: skip by not found init order into storage
2020-06-20 19:02:00 INFO: clearing end
2020-06-20 19:02:00 INFO: 
2020-06-20 19:02:00 INFO: 
2020-06-20 19:02:00 INFO: 
2020-06-20 19:02:00 INFO: 
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: init new order start
2020-06-20 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 227.25, 'low': 226.05, 'close': 226.65, 'trades': 1551, 'volume': 1810576, 'vwap': 226.81, 'lastSize': 5, 'turnover': 41064014330, 'homeNotional': 16772.796692001742, 'foreignNotional': 3804089.3132935665}, {'timestamp': datetime.datetime(2020, 6, 20, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.95, 'high': 227.05, 'low': 225.65, 'close': 226.5, 'trades': 2825, 'volume': 3648773, 'vwap': 226.37, 'lastSize': 475, 'turnover': 82596026380, 'homeNotional': 33788.32739966075, 'foreignNotional': 7648555.896391601}, {'timestamp': datetime.datetime(2020, 6, 20, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 227.75, 'low': 226.7, 'close': 226.95, 'trades': 1404, 'volume': 2070202, 'vwap': 227.34, 'lastSize': 30, 'turnover': 47063688400, 'homeNotional': 19221.026606578173, 'foreignNotional': 4369683.423170213}]
2020-06-20 20:00:20 INFO: prepare candles [CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN'), CandleItem(low=225.65, high=227.05, open=226.95, close=226.5, color='RED'), CandleItem(low=226.7, high=227.75, open=227.55, close=226.95, color='RED')]
2020-06-20 20:00:20 INFO: last_candle=CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN')
2020-06-20 20:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN')
2020-06-20 20:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.65, high=227.05, open=226.95, close=226.5, color='RED')
2020-06-20 20:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.7, high=227.75, open=227.55, close=226.95, color='RED')
2020-06-20 20:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-20 20:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-20 20:00:20 INFO: place order: start candle=CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-20 20:00:20 INFO: place order: side_factor=-1 init_trigger_price=227.3 init_order_price=227.35 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=226.05 take_price=234.54999999999993
2020-06-20 20:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('227.30000000000001136868377216160297393798828125') init_order_price=Decimal('227.349999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('226.05000000000001136868377216160297393798828125') take_price=Decimal('234.549999999999926103555480949580669403076171875')
2020-06-20 20:00:20 INFO: place order: compute qty=640
2020-06-20 20:00:20 INFO: place order: save order to db 2fc3cd2460d441e3aaa37ef709c1cfcf; response=True
2020-06-20 20:00:20 INFO: post order to exchange resp={'orderID': '96325198-70e7-5f6a-e400-e366d1de1c1f', 'clOrdID': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.35, 'displayQty': None, 'stopPx': 227.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc())}
2020-06-20 20:00:20 INFO: place new init order {'qty': 640, 'init_price': Decimal('227.30000000000001136868377216160297393798828125'), 'stop_price': Decimal('226.05000000000001136868377216160297393798828125'), 'take_price': Decimal('234.549999999999926103555480949580669403076171875'), 'order_uid': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'response': {'orderID': '96325198-70e7-5f6a-e400-e366d1de1c1f', 'clOrdID': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.35, 'displayQty': None, 'stopPx': 227.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc())}}
2020-06-20 20:00:20 INFO: init new order end
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: 
2020-06-20 20:00:20 INFO: process event {'orderID': '96325198-70e7-5f6a-e400-e366d1de1c1f', 'clOrdID': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.35, 'displayQty': None, 'stopPx': 227.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-20T17:00:20.660Z', 'timestamp': '2020-06-20T17:00:20.660Z'}
2020-06-20 20:00:20 INFO: skip event 2fc3cd2460d441e3aaa37ef709c1cfcf New
2020-06-20 20:02:00 INFO: 
2020-06-20 20:02:00 INFO: 
2020-06-20 20:02:00 INFO: 
2020-06-20 20:02:00 INFO: 
2020-06-20 20:02:00 INFO: clearing start
2020-06-20 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 20:02:00 INFO: skip by not found init order into storage
2020-06-20 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 20:02:00 INFO: skip by not found init order into storage
2020-06-20 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '96325198-70e7-5f6a-e400-e366d1de1c1f', 'clOrdID': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.35, 'displayQty': None, 'stopPx': 227.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc())}
2020-06-20 20:02:00 INFO: order time=2020-06-20 17:00:20.660000+00:00; delta from now UTC=0:01:40.192196 time_delta.total_seconds()=100.192196; time_diff_offset='3600'
2020-06-20 20:02:00 INFO: skip by time diff 2020-06-20 17:00:20.660000+00:00
2020-06-20 20:02:00 INFO: clearing end
2020-06-20 20:02:00 INFO: 
2020-06-20 20:02:00 INFO: 
2020-06-20 20:02:00 INFO: 
2020-06-20 20:02:00 INFO: 
2020-06-20 21:00:20 INFO: 
2020-06-20 21:00:20 INFO: 
2020-06-20 21:00:20 INFO: 
2020-06-20 21:00:20 INFO: 
2020-06-20 21:00:20 INFO: init new order start
2020-06-20 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.15, 'low': 226.5, 'close': 226.8, 'trades': 906, 'volume': 737703, 'vwap': 226.76, 'lastSize': 1, 'turnover': 16728097035, 'homeNotional': 6835.511570753786, 'foreignNotional': 1550015.6393230823}, {'timestamp': datetime.datetime(2020, 6, 20, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 227.25, 'low': 226.05, 'close': 226.65, 'trades': 1551, 'volume': 1810576, 'vwap': 226.81, 'lastSize': 5, 'turnover': 41064014330, 'homeNotional': 16772.796692001742, 'foreignNotional': 3804089.3132935665}, {'timestamp': datetime.datetime(2020, 6, 20, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.95, 'high': 227.05, 'low': 225.65, 'close': 226.5, 'trades': 2825, 'volume': 3648773, 'vwap': 226.37, 'lastSize': 475, 'turnover': 82596026380, 'homeNotional': 33788.32739966075, 'foreignNotional': 7648555.896391601}]
2020-06-20 21:00:20 INFO: prepare candles [CandleItem(low=226.5, high=227.15, open=226.65, close=226.8, color='GREEN'), CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN'), CandleItem(low=225.65, high=227.05, open=226.95, close=226.5, color='RED')]
2020-06-20 21:00:20 INFO: skip by colors first_candle=CandleItem(low=225.65, high=227.05, open=226.95, close=226.5, color='RED') second_candle=CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN') last_candle=CandleItem(low=226.5, high=227.15, open=226.65, close=226.8, color='GREEN')
2020-06-20 21:00:20 INFO: check need new order None
2020-06-20 21:00:20 INFO: init new order end
2020-06-20 21:00:20 INFO: 
2020-06-20 21:00:20 INFO: 
2020-06-20 21:00:20 INFO: 
2020-06-20 21:00:20 INFO: 
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: clearing start
2020-06-20 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 21:02:00 INFO: skip by not found init order into storage
2020-06-20 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 21:02:00 INFO: skip by not found init order into storage
2020-06-20 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '96325198-70e7-5f6a-e400-e366d1de1c1f', 'clOrdID': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.35, 'displayQty': None, 'stopPx': 227.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc())}
2020-06-20 21:02:00 INFO: order time=2020-06-20 17:00:20.660000+00:00; delta from now UTC=1:01:39.799428 time_delta.total_seconds()=3699.799428; time_diff_offset='3600'
2020-06-20 21:02:00 INFO: clear order 2fc3cd2460d441e3aaa37ef709c1cfcf
2020-06-20 21:02:00 INFO: cancel order resp=[{'orderID': '96325198-70e7-5f6a-e400-e366d1de1c1f', 'clOrdID': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 640, 'price': 227.35, 'displayQty': None, 'stopPx': 227.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 20, 17, 0, 20, 660000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 18, 2, 0, 630000, tzinfo=tzutc())}]
2020-06-20 21:02:00 INFO: clearing end
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: 
2020-06-20 21:02:00 INFO: process event {'orderID': '96325198-70e7-5f6a-e400-e366d1de1c1f', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-20T18:02:00.630Z', 'clOrdID': '2fc3cd2460d441e3aaa37ef709c1cfcf', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-20 21:02:00 INFO: skip event 2fc3cd2460d441e3aaa37ef709c1cfcf Canceled
2020-06-20 22:00:20 INFO: 
2020-06-20 22:00:20 INFO: 
2020-06-20 22:00:20 INFO: 
2020-06-20 22:00:20 INFO: 
2020-06-20 22:00:20 INFO: init new order start
2020-06-20 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.5, 'low': 226.7, 'close': 227.45, 'trades': 964, 'volume': 1205847, 'vwap': 227.13, 'lastSize': 1164, 'turnover': 27388349230, 'homeNotional': 11195.796386525244, 'foreignNotional': 2542899.024678941}, {'timestamp': datetime.datetime(2020, 6, 20, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.15, 'low': 226.5, 'close': 226.8, 'trades': 906, 'volume': 737703, 'vwap': 226.76, 'lastSize': 1, 'turnover': 16728097035, 'homeNotional': 6835.511570753786, 'foreignNotional': 1550015.6393230823}, {'timestamp': datetime.datetime(2020, 6, 20, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 227.25, 'low': 226.05, 'close': 226.65, 'trades': 1551, 'volume': 1810576, 'vwap': 226.81, 'lastSize': 5, 'turnover': 41064014330, 'homeNotional': 16772.796692001742, 'foreignNotional': 3804089.3132935665}]
2020-06-20 22:00:21 INFO: prepare candles [CandleItem(low=226.7, high=227.5, open=226.8, close=227.45, color='GREEN'), CandleItem(low=226.5, high=227.15, open=226.65, close=226.8, color='GREEN'), CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN')]
2020-06-20 22:00:21 INFO: skip by colors first_candle=CandleItem(low=226.05, high=227.25, open=226.5, close=226.65, color='GREEN') second_candle=CandleItem(low=226.5, high=227.15, open=226.65, close=226.8, color='GREEN') last_candle=CandleItem(low=226.7, high=227.5, open=226.8, close=227.45, color='GREEN')
2020-06-20 22:00:21 INFO: check need new order None
2020-06-20 22:00:21 INFO: init new order end
2020-06-20 22:00:21 INFO: 
2020-06-20 22:00:21 INFO: 
2020-06-20 22:00:21 INFO: 
2020-06-20 22:00:21 INFO: 
2020-06-20 22:02:00 INFO: 
2020-06-20 22:02:00 INFO: 
2020-06-20 22:02:00 INFO: 
2020-06-20 22:02:00 INFO: 
2020-06-20 22:02:00 INFO: clearing start
2020-06-20 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 22:02:00 INFO: skip by not found init order into storage
2020-06-20 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 22:02:00 INFO: skip by not found init order into storage
2020-06-20 22:02:00 INFO: clearing end
2020-06-20 22:02:00 INFO: 
2020-06-20 22:02:00 INFO: 
2020-06-20 22:02:00 INFO: 
2020-06-20 22:02:00 INFO: 
2020-06-20 22:19:14 ERROR: Error : Connection is already closed.
2020-06-20 22:19:14 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5021a02490>>: Connection is already closed.
2020-06-20 22:19:14 INFO: Websocket Closed
2020-06-20 22:19:14 WARNING: reconnect to socket
2020-06-20 22:19:14 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-20 22:19:14 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-20 22:19:14 INFO: Authenticating with API Key.
2020-06-20 22:19:15 INFO: Connected to WS.
2020-06-20 23:00:20 INFO: 
2020-06-20 23:00:20 INFO: 
2020-06-20 23:00:20 INFO: 
2020-06-20 23:00:20 INFO: 
2020-06-20 23:00:20 INFO: init new order start
2020-06-20 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.45, 'high': 227.65, 'low': 226.75, 'close': 226.8, 'trades': 640, 'volume': 508479, 'vwap': 227.23, 'lastSize': 1, 'turnover': 11554065225, 'homeNotional': 4730.72212681026, 'foreignNotional': 1074953.7347785346}, {'timestamp': datetime.datetime(2020, 6, 20, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.5, 'low': 226.7, 'close': 227.45, 'trades': 964, 'volume': 1205847, 'vwap': 227.13, 'lastSize': 1164, 'turnover': 27388349230, 'homeNotional': 11195.796386525244, 'foreignNotional': 2542899.024678941}, {'timestamp': datetime.datetime(2020, 6, 20, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 227.15, 'low': 226.5, 'close': 226.8, 'trades': 906, 'volume': 737703, 'vwap': 226.76, 'lastSize': 1, 'turnover': 16728097035, 'homeNotional': 6835.511570753786, 'foreignNotional': 1550015.6393230823}]
2020-06-20 23:00:20 INFO: prepare candles [CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED'), CandleItem(low=226.7, high=227.5, open=226.8, close=227.45, color='GREEN'), CandleItem(low=226.5, high=227.15, open=226.65, close=226.8, color='GREEN')]
2020-06-20 23:00:20 INFO: last_candle=CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED')
2020-06-20 23:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED')
2020-06-20 23:00:20 INFO: skip by CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 23:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-20 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED')
2020-06-20 23:00:20 INFO: skip by CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-20 23:00:20 INFO: not found applicable config for candle
2020-06-20 23:00:20 INFO: check need new order None
2020-06-20 23:00:20 INFO: init new order end
2020-06-20 23:00:20 INFO: 
2020-06-20 23:00:20 INFO: 
2020-06-20 23:00:20 INFO: 
2020-06-20 23:00:20 INFO: 
2020-06-20 23:02:00 INFO: 
2020-06-20 23:02:00 INFO: 
2020-06-20 23:02:00 INFO: 
2020-06-20 23:02:00 INFO: 
2020-06-20 23:02:00 INFO: clearing start
2020-06-20 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-20 23:02:00 INFO: skip by not found init order into storage
2020-06-20 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-20 23:02:00 INFO: skip by not found init order into storage
2020-06-20 23:02:00 INFO: clearing end
2020-06-20 23:02:00 INFO: 
2020-06-20 23:02:00 INFO: 
2020-06-20 23:02:00 INFO: 
2020-06-20 23:02:00 INFO: 
2020-06-21 00:00:20 INFO: 
2020-06-21 00:00:20 INFO: 
2020-06-21 00:00:20 INFO: 
2020-06-21 00:00:20 INFO: 
2020-06-21 00:00:20 INFO: init new order start
2020-06-21 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.75, 'low': 226.8, 'close': 227.65, 'trades': 1108, 'volume': 931904, 'vwap': 227.36, 'lastSize': 232, 'turnover': 21187739490, 'homeNotional': 8672.309796400417, 'foreignNotional': 1971736.000610467}, {'timestamp': datetime.datetime(2020, 6, 20, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.45, 'high': 227.65, 'low': 226.75, 'close': 226.8, 'trades': 640, 'volume': 508479, 'vwap': 227.23, 'lastSize': 1, 'turnover': 11554065225, 'homeNotional': 4730.72212681026, 'foreignNotional': 1074953.7347785346}, {'timestamp': datetime.datetime(2020, 6, 20, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.5, 'low': 226.7, 'close': 227.45, 'trades': 964, 'volume': 1205847, 'vwap': 227.13, 'lastSize': 1164, 'turnover': 27388349230, 'homeNotional': 11195.796386525244, 'foreignNotional': 2542899.024678941}]
2020-06-21 00:00:20 INFO: prepare candles [CandleItem(low=226.8, high=227.75, open=226.8, close=227.65, color='GREEN'), CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED'), CandleItem(low=226.7, high=227.5, open=226.8, close=227.45, color='GREEN')]
2020-06-21 00:00:20 INFO: skip by colors first_candle=CandleItem(low=226.7, high=227.5, open=226.8, close=227.45, color='GREEN') second_candle=CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED') last_candle=CandleItem(low=226.8, high=227.75, open=226.8, close=227.65, color='GREEN')
2020-06-21 00:00:20 INFO: check need new order None
2020-06-21 00:00:20 INFO: init new order end
2020-06-21 00:00:20 INFO: 
2020-06-21 00:00:20 INFO: 
2020-06-21 00:00:20 INFO: 
2020-06-21 00:00:20 INFO: 
2020-06-21 00:02:00 INFO: 
2020-06-21 00:02:00 INFO: 
2020-06-21 00:02:00 INFO: 
2020-06-21 00:02:00 INFO: 
2020-06-21 00:02:00 INFO: clearing start
2020-06-21 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-21 00:02:00 INFO: skip by not found init order into storage
2020-06-21 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-21 00:02:00 INFO: skip by not found init order into storage
2020-06-21 00:02:00 INFO: clearing end
2020-06-21 00:02:00 INFO: 
2020-06-21 00:02:00 INFO: 
2020-06-21 00:02:00 INFO: 
2020-06-21 00:02:00 INFO: 
2020-06-21 01:00:20 INFO: 
2020-06-21 01:00:20 INFO: 
2020-06-21 01:00:20 INFO: 
2020-06-21 01:00:20 INFO: 
2020-06-21 01:00:20 INFO: init new order start
2020-06-21 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.65, 'high': 228.25, 'low': 227.6, 'close': 227.85, 'trades': 1070, 'volume': 1020772, 'vwap': 227.97, 'lastSize': 150, 'turnover': 23269977250, 'homeNotional': 9523.751727658366, 'foreignNotional': 2171077.9293371807}, {'timestamp': datetime.datetime(2020, 6, 20, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.75, 'low': 226.8, 'close': 227.65, 'trades': 1108, 'volume': 931904, 'vwap': 227.36, 'lastSize': 232, 'turnover': 21187739490, 'homeNotional': 8672.309796400417, 'foreignNotional': 1971736.000610467}, {'timestamp': datetime.datetime(2020, 6, 20, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.45, 'high': 227.65, 'low': 226.75, 'close': 226.8, 'trades': 640, 'volume': 508479, 'vwap': 227.23, 'lastSize': 1, 'turnover': 11554065225, 'homeNotional': 4730.72212681026, 'foreignNotional': 1074953.7347785346}]
2020-06-21 01:00:20 INFO: prepare candles [CandleItem(low=227.6, high=228.25, open=227.65, close=227.85, color='GREEN'), CandleItem(low=226.8, high=227.75, open=226.8, close=227.65, color='GREEN'), CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED')]
2020-06-21 01:00:20 INFO: skip by colors first_candle=CandleItem(low=226.75, high=227.65, open=227.45, close=226.8, color='RED') second_candle=CandleItem(low=226.8, high=227.75, open=226.8, close=227.65, color='GREEN') last_candle=CandleItem(low=227.6, high=228.25, open=227.65, close=227.85, color='GREEN')
2020-06-21 01:00:20 INFO: check need new order None
2020-06-21 01:00:20 INFO: init new order end
2020-06-21 01:00:20 INFO: 
2020-06-21 01:00:20 INFO: 
2020-06-21 01:00:20 INFO: 
2020-06-21 01:00:20 INFO: 
2020-06-21 01:02:00 INFO: 
2020-06-21 01:02:00 INFO: 
2020-06-21 01:02:00 INFO: 
2020-06-21 01:02:00 INFO: 
2020-06-21 01:02:00 INFO: clearing start
2020-06-21 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': None, 'displayQty': None, 'stopPx': 229.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 951000, tzinfo=tzutc())}
2020-06-21 01:02:00 INFO: skip by not found init order into storage
2020-06-21 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 615, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc())}
2020-06-21 01:02:00 INFO: skip by not found init order into storage
2020-06-21 01:02:00 INFO: clearing end
2020-06-21 01:02:00 INFO: 
2020-06-21 01:02:00 INFO: 
2020-06-21 01:02:00 INFO: 
2020-06-21 01:02:00 INFO: 
2020-06-21 01:14:17 INFO: process event {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-20T22:14:17.344Z', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-21 01:14:17 INFO: skip event 9dcc91e8a29e490a90a5806d5b8c6970 
2020-06-21 01:14:17 INFO: process event {'orderID': '27e8264c-7673-61f5-a398-bd5fa664f01e', 'price': 229.05, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 615, 'avgPx': 229.05, 'transactTime': '2020-06-20T22:14:17.344Z', 'clOrdID': '9dcc91e8a29e490a90a5806d5b8c6970', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-20T22:14:17.344Z'}
2020-06-21 01:14:17 INFO: add new event={'uid': '9dcc91e8a29e490a90a5806d5b8c6970', 'status': 'Filled'}
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: process event start
2020-06-21 01:14:17 INFO: fetch new order event 9dcc91e8a29e490a90a5806d5b8c6970
2020-06-21 01:14:17 INFO: fetch orders by event init=None profit_pair=ac5ff00515184677b127ce80e9e8c13c
2020-06-21 01:14:17 INFO: process profit order filled
2020-06-21 01:14:17 INFO: cancel order=ac5ff00515184677b127ce80e9e8c13c [{'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 615, 'price': 220.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 20, 13, 26, 0, 994000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 20, 22, 14, 17, 575000, tzinfo=tzutc())}]
2020-06-21 01:14:17 INFO: end process event_processing_result='proceed profit order'
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: 
2020-06-21 01:14:17 INFO: process event {'orderID': '8224ca90-760c-6d17-e732-623d9c15695a', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-20T22:14:17.575Z', 'clOrdID': 'ac5ff00515184677b127ce80e9e8c13c', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-21 01:14:17 INFO: skip event ac5ff00515184677b127ce80e9e8c13c Canceled
2020-06-21 02:00:20 INFO: 
2020-06-21 02:00:20 INFO: 
2020-06-21 02:00:20 INFO: 
2020-06-21 02:00:20 INFO: 
2020-06-21 02:00:20 INFO: init new order start
2020-06-21 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 20, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 229.8, 'low': 227.85, 'close': 229.5, 'trades': 4083, 'volume': 6578292, 'vwap': 229.13, 'lastSize': 200, 'turnover': 150728164305, 'homeNotional': 61618.077413028965, 'foreignNotional': 14118566.11054359}, {'timestamp': datetime.datetime(2020, 6, 20, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.65, 'high': 228.25, 'low': 227.6, 'close': 227.85, 'trades': 1070, 'volume': 1020772, 'vwap': 227.97, 'lastSize': 150, 'turnover': 23269977250, 'homeNotional': 9523.751727658366, 'foreignNotional': 2171077.9293371807}, {'timestamp': datetime.datetime(2020, 6, 20, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.8, 'high': 227.75, 'low': 226.8, 'close': 227.65, 'trades': 1108, 'volume': 931904, 'vwap': 227.36, 'lastSize': 232, 'turnover': 21187739490, 'homeNotional': 8672.309796400417, 'foreignNotional': 1971736.000610467}]
2020-06-21 02:00:20 INFO: prepare candles [CandleItem(low=227.85, high=229.8, open=227.85, close=229.5, color='GREEN'), CandleItem(low=227.6, high=228.25, open=227.65, close=227.85, color='GREEN'), CandleItem(low=226.8, high=227.75, open=226.8, close=227.65, color='GREEN')]
2020-06-21 02:00:20 INFO: skip by colors first_candle=CandleItem(low=226.8, high=227.75, open=226.8, close=227.65, color='GREEN') second_candle=CandleItem(low=227.6, high=228.25, open=227.65, close=227.85, color='GREEN') last_candle=CandleItem(low=227.85, high=229.8, open=227.85, close=229.5, color='GREEN')
2020-06-21 02:00:20 INFO: check need new order None
2020-06-21 02:00:20 INFO: init new order end
2020-06-21 02:00:20 INFO: 
2020-06-21 02:00:20 INFO: 
2020-06-21 02:00:20 INFO: 
2020-06-21 02:00:20 INFO: 
2020-06-21 02:02:00 INFO: 
2020-06-21 02:02:00 INFO: 
2020-06-21 02:02:00 INFO: 
2020-06-21 02:02:00 INFO: 
2020-06-21 02:02:00 INFO: clearing start
2020-06-21 02:02:00 INFO: clearing end
2020-06-21 02:02:00 INFO: 
2020-06-21 02:02:00 INFO: 
2020-06-21 02:02:00 INFO: 
2020-06-21 02:02:00 INFO: 
2020-06-21 03:00:20 INFO: 
2020-06-21 03:00:20 INFO: 
2020-06-21 03:00:20 INFO: 
2020-06-21 03:00:20 INFO: 
2020-06-21 03:00:20 INFO: init new order start
2020-06-21 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.5, 'high': 229.65, 'low': 228.9, 'close': 229.05, 'trades': 1006, 'volume': 1282655, 'vwap': 229.23, 'lastSize': 100, 'turnover': 29402032930, 'homeNotional': 12006.807023785306, 'foreignNotional': 2752296.825906266}, {'timestamp': datetime.datetime(2020, 6, 20, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 229.8, 'low': 227.85, 'close': 229.5, 'trades': 4083, 'volume': 6578292, 'vwap': 229.13, 'lastSize': 200, 'turnover': 150728164305, 'homeNotional': 61618.077413028965, 'foreignNotional': 14118566.11054359}, {'timestamp': datetime.datetime(2020, 6, 20, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.65, 'high': 228.25, 'low': 227.6, 'close': 227.85, 'trades': 1070, 'volume': 1020772, 'vwap': 227.97, 'lastSize': 150, 'turnover': 23269977250, 'homeNotional': 9523.751727658366, 'foreignNotional': 2171077.9293371807}]
2020-06-21 03:00:20 INFO: prepare candles [CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED'), CandleItem(low=227.85, high=229.8, open=227.85, close=229.5, color='GREEN'), CandleItem(low=227.6, high=228.25, open=227.65, close=227.85, color='GREEN')]
2020-06-21 03:00:20 INFO: last_candle=CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED')
2020-06-21 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-21 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED')
2020-06-21 03:00:20 INFO: skip by CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-21 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-21 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED')
2020-06-21 03:00:20 INFO: skip by CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-21 03:00:20 INFO: not found applicable config for candle
2020-06-21 03:00:20 INFO: check need new order None
2020-06-21 03:00:20 INFO: init new order end
2020-06-21 03:00:20 INFO: 
2020-06-21 03:00:20 INFO: 
2020-06-21 03:00:20 INFO: 
2020-06-21 03:00:20 INFO: 
2020-06-21 03:02:00 INFO: 
2020-06-21 03:02:00 INFO: 
2020-06-21 03:02:00 INFO: 
2020-06-21 03:02:00 INFO: 
2020-06-21 03:02:00 INFO: clearing start
2020-06-21 03:02:00 INFO: clearing end
2020-06-21 03:02:00 INFO: 
2020-06-21 03:02:00 INFO: 
2020-06-21 03:02:00 INFO: 
2020-06-21 03:02:00 INFO: 
2020-06-21 04:00:20 INFO: 
2020-06-21 04:00:20 INFO: 
2020-06-21 04:00:20 INFO: 
2020-06-21 04:00:20 INFO: 
2020-06-21 04:00:20 INFO: init new order start
2020-06-21 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 229.5, 'low': 228.7, 'close': 229.25, 'trades': 1148, 'volume': 974782, 'vwap': 229.18, 'lastSize': 15, 'turnover': 22339953365, 'homeNotional': 9126.589264205128, 'foreignNotional': 2091623.208590966}, {'timestamp': datetime.datetime(2020, 6, 21, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.5, 'high': 229.65, 'low': 228.9, 'close': 229.05, 'trades': 1006, 'volume': 1282655, 'vwap': 229.23, 'lastSize': 100, 'turnover': 29402032930, 'homeNotional': 12006.807023785306, 'foreignNotional': 2752296.825906266}, {'timestamp': datetime.datetime(2020, 6, 20, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 229.8, 'low': 227.85, 'close': 229.5, 'trades': 4083, 'volume': 6578292, 'vwap': 229.13, 'lastSize': 200, 'turnover': 150728164305, 'homeNotional': 61618.077413028965, 'foreignNotional': 14118566.11054359}]
2020-06-21 04:00:20 INFO: prepare candles [CandleItem(low=228.7, high=229.5, open=229.05, close=229.25, color='GREEN'), CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED'), CandleItem(low=227.85, high=229.8, open=227.85, close=229.5, color='GREEN')]
2020-06-21 04:00:20 INFO: skip by colors first_candle=CandleItem(low=227.85, high=229.8, open=227.85, close=229.5, color='GREEN') second_candle=CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED') last_candle=CandleItem(low=228.7, high=229.5, open=229.05, close=229.25, color='GREEN')
2020-06-21 04:00:20 INFO: check need new order None
2020-06-21 04:00:20 INFO: init new order end
2020-06-21 04:00:20 INFO: 
2020-06-21 04:00:20 INFO: 
2020-06-21 04:00:20 INFO: 
2020-06-21 04:00:20 INFO: 
2020-06-21 04:02:00 INFO: 
2020-06-21 04:02:00 INFO: 
2020-06-21 04:02:00 INFO: 
2020-06-21 04:02:00 INFO: 
2020-06-21 04:02:00 INFO: clearing start
2020-06-21 04:02:00 INFO: clearing end
2020-06-21 04:02:00 INFO: 
2020-06-21 04:02:00 INFO: 
2020-06-21 04:02:00 INFO: 
2020-06-21 04:02:00 INFO: 
2020-06-21 05:00:20 INFO: 
2020-06-21 05:00:20 INFO: 
2020-06-21 05:00:20 INFO: 
2020-06-21 05:00:20 INFO: 
2020-06-21 05:00:20 INFO: init new order start
2020-06-21 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 229.5, 'low': 229.1, 'close': 229.35, 'trades': 739, 'volume': 855103, 'vwap': 229.35, 'lastSize': 400, 'turnover': 19611745790, 'homeNotional': 8010.754919020735, 'foreignNotional': 1837262.9761132302}, {'timestamp': datetime.datetime(2020, 6, 21, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 229.5, 'low': 228.7, 'close': 229.25, 'trades': 1148, 'volume': 974782, 'vwap': 229.18, 'lastSize': 15, 'turnover': 22339953365, 'homeNotional': 9126.589264205128, 'foreignNotional': 2091623.208590966}, {'timestamp': datetime.datetime(2020, 6, 21, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.5, 'high': 229.65, 'low': 228.9, 'close': 229.05, 'trades': 1006, 'volume': 1282655, 'vwap': 229.23, 'lastSize': 100, 'turnover': 29402032930, 'homeNotional': 12006.807023785306, 'foreignNotional': 2752296.825906266}]
2020-06-21 05:00:20 INFO: prepare candles [CandleItem(low=229.1, high=229.5, open=229.25, close=229.35, color='GREEN'), CandleItem(low=228.7, high=229.5, open=229.05, close=229.25, color='GREEN'), CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED')]
2020-06-21 05:00:20 INFO: skip by colors first_candle=CandleItem(low=228.9, high=229.65, open=229.5, close=229.05, color='RED') second_candle=CandleItem(low=228.7, high=229.5, open=229.05, close=229.25, color='GREEN') last_candle=CandleItem(low=229.1, high=229.5, open=229.25, close=229.35, color='GREEN')
2020-06-21 05:00:20 INFO: check need new order None
2020-06-21 05:00:20 INFO: init new order end
2020-06-21 05:00:20 INFO: 
2020-06-21 05:00:20 INFO: 
2020-06-21 05:00:20 INFO: 
2020-06-21 05:00:20 INFO: 
2020-06-21 05:02:00 INFO: 
2020-06-21 05:02:00 INFO: 
2020-06-21 05:02:00 INFO: 
2020-06-21 05:02:00 INFO: 
2020-06-21 05:02:00 INFO: clearing start
2020-06-21 05:02:00 INFO: clearing end
2020-06-21 05:02:00 INFO: 
2020-06-21 05:02:00 INFO: 
2020-06-21 05:02:00 INFO: 
2020-06-21 05:02:00 INFO: 
2020-06-21 06:00:20 INFO: 
2020-06-21 06:00:20 INFO: 
2020-06-21 06:00:20 INFO: 
2020-06-21 06:00:20 INFO: 
2020-06-21 06:00:20 INFO: init new order start
2020-06-21 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 230.4, 'low': 229.35, 'close': 229.95, 'trades': 2807, 'volume': 4030162, 'vwap': 230.07, 'lastSize': 5, 'turnover': 92719638355, 'homeNotional': 37820.13435179739, 'foreignNotional': 8701064.14205636}, {'timestamp': datetime.datetime(2020, 6, 21, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 229.5, 'low': 229.1, 'close': 229.35, 'trades': 739, 'volume': 855103, 'vwap': 229.35, 'lastSize': 400, 'turnover': 19611745790, 'homeNotional': 8010.754919020735, 'foreignNotional': 1837262.9761132302}, {'timestamp': datetime.datetime(2020, 6, 21, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 229.5, 'low': 228.7, 'close': 229.25, 'trades': 1148, 'volume': 974782, 'vwap': 229.18, 'lastSize': 15, 'turnover': 22339953365, 'homeNotional': 9126.589264205128, 'foreignNotional': 2091623.208590966}]
2020-06-21 06:00:20 INFO: prepare candles [CandleItem(low=229.35, high=230.4, open=229.35, close=229.95, color='GREEN'), CandleItem(low=229.1, high=229.5, open=229.25, close=229.35, color='GREEN'), CandleItem(low=228.7, high=229.5, open=229.05, close=229.25, color='GREEN')]
2020-06-21 06:00:20 INFO: skip by colors first_candle=CandleItem(low=228.7, high=229.5, open=229.05, close=229.25, color='GREEN') second_candle=CandleItem(low=229.1, high=229.5, open=229.25, close=229.35, color='GREEN') last_candle=CandleItem(low=229.35, high=230.4, open=229.35, close=229.95, color='GREEN')
2020-06-21 06:00:20 INFO: check need new order None
2020-06-21 06:00:20 INFO: init new order end
2020-06-21 06:00:20 INFO: 
2020-06-21 06:00:20 INFO: 
2020-06-21 06:00:20 INFO: 
2020-06-21 06:00:20 INFO: 
2020-06-21 06:02:00 INFO: 
2020-06-21 06:02:00 INFO: 
2020-06-21 06:02:00 INFO: 
2020-06-21 06:02:00 INFO: 
2020-06-21 06:02:00 INFO: clearing start
2020-06-21 06:02:00 INFO: clearing end
2020-06-21 06:02:00 INFO: 
2020-06-21 06:02:00 INFO: 
2020-06-21 06:02:00 INFO: 
2020-06-21 06:02:00 INFO: 
2020-06-21 07:00:20 INFO: 
2020-06-21 07:00:20 INFO: 
2020-06-21 07:00:20 INFO: 
2020-06-21 07:00:20 INFO: 
2020-06-21 07:00:20 INFO: init new order start
2020-06-21 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 230.2, 'low': 229.65, 'close': 229.9, 'trades': 931, 'volume': 1080313, 'vwap': 229.89, 'lastSize': 250, 'turnover': 24834240980, 'homeNotional': 10119.22619253721, 'foreignNotional': 2326208.7044645213}, {'timestamp': datetime.datetime(2020, 6, 21, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 230.4, 'low': 229.35, 'close': 229.95, 'trades': 2807, 'volume': 4030162, 'vwap': 230.07, 'lastSize': 5, 'turnover': 92719638355, 'homeNotional': 37820.13435179739, 'foreignNotional': 8701064.14205636}, {'timestamp': datetime.datetime(2020, 6, 21, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 229.5, 'low': 229.1, 'close': 229.35, 'trades': 739, 'volume': 855103, 'vwap': 229.35, 'lastSize': 400, 'turnover': 19611745790, 'homeNotional': 8010.754919020735, 'foreignNotional': 1837262.9761132302}]
2020-06-21 07:00:20 INFO: prepare candles [CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED'), CandleItem(low=229.35, high=230.4, open=229.35, close=229.95, color='GREEN'), CandleItem(low=229.1, high=229.5, open=229.25, close=229.35, color='GREEN')]
2020-06-21 07:00:20 INFO: last_candle=CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED')
2020-06-21 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-21 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED')
2020-06-21 07:00:20 INFO: skip by CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-21 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-21 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED')
2020-06-21 07:00:20 INFO: skip by CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-21 07:00:20 INFO: not found applicable config for candle
2020-06-21 07:00:20 INFO: check need new order None
2020-06-21 07:00:20 INFO: init new order end
2020-06-21 07:00:20 INFO: 
2020-06-21 07:00:20 INFO: 
2020-06-21 07:00:20 INFO: 
2020-06-21 07:00:20 INFO: 
2020-06-21 07:02:01 INFO: 
2020-06-21 07:02:01 INFO: 
2020-06-21 07:02:01 INFO: 
2020-06-21 07:02:01 INFO: 
2020-06-21 07:02:01 INFO: clearing start
2020-06-21 07:02:01 INFO: clearing end
2020-06-21 07:02:01 INFO: 
2020-06-21 07:02:01 INFO: 
2020-06-21 07:02:01 INFO: 
2020-06-21 07:02:01 INFO: 
2020-06-21 08:00:20 INFO: 
2020-06-21 08:00:20 INFO: 
2020-06-21 08:00:20 INFO: 
2020-06-21 08:00:20 INFO: 
2020-06-21 08:00:20 INFO: init new order start
2020-06-21 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.2, 'low': 229.6, 'close': 229.6, 'trades': 898, 'volume': 904702, 'vwap': 229.92, 'lastSize': 154, 'turnover': 20800321985, 'homeNotional': 8478.20530849654, 'foreignNotional': 1949254.1348957566}, {'timestamp': datetime.datetime(2020, 6, 21, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 230.2, 'low': 229.65, 'close': 229.9, 'trades': 931, 'volume': 1080313, 'vwap': 229.89, 'lastSize': 250, 'turnover': 24834240980, 'homeNotional': 10119.22619253721, 'foreignNotional': 2326208.7044645213}, {'timestamp': datetime.datetime(2020, 6, 21, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 230.4, 'low': 229.35, 'close': 229.95, 'trades': 2807, 'volume': 4030162, 'vwap': 230.07, 'lastSize': 5, 'turnover': 92719638355, 'homeNotional': 37820.13435179739, 'foreignNotional': 8701064.14205636}]
2020-06-21 08:00:20 INFO: prepare candles [CandleItem(low=229.6, high=230.2, open=229.9, close=229.6, color='RED'), CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED'), CandleItem(low=229.35, high=230.4, open=229.35, close=229.95, color='GREEN')]
2020-06-21 08:00:20 INFO: skip by colors first_candle=CandleItem(low=229.35, high=230.4, open=229.35, close=229.95, color='GREEN') second_candle=CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED') last_candle=CandleItem(low=229.6, high=230.2, open=229.9, close=229.6, color='RED')
2020-06-21 08:00:20 INFO: check need new order None
2020-06-21 08:00:20 INFO: init new order end
2020-06-21 08:00:20 INFO: 
2020-06-21 08:00:20 INFO: 
2020-06-21 08:00:20 INFO: 
2020-06-21 08:00:20 INFO: 
2020-06-21 08:02:00 INFO: 
2020-06-21 08:02:00 INFO: 
2020-06-21 08:02:00 INFO: 
2020-06-21 08:02:00 INFO: 
2020-06-21 08:02:00 INFO: clearing start
2020-06-21 08:02:00 INFO: clearing end
2020-06-21 08:02:00 INFO: 
2020-06-21 08:02:00 INFO: 
2020-06-21 08:02:00 INFO: 
2020-06-21 08:02:00 INFO: 
2020-06-21 09:00:20 INFO: 
2020-06-21 09:00:20 INFO: 
2020-06-21 09:00:20 INFO: 
2020-06-21 09:00:20 INFO: 
2020-06-21 09:00:20 INFO: init new order start
2020-06-21 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.6, 'high': 232.1, 'low': 229.6, 'close': 231.05, 'trades': 4196, 'volume': 8103821, 'vwap': 230.89, 'lastSize': 926, 'turnover': 187102043710, 'homeNotional': 75991.59690167382, 'foreignNotional': 17545047.183227398}, {'timestamp': datetime.datetime(2020, 6, 21, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.2, 'low': 229.6, 'close': 229.6, 'trades': 898, 'volume': 904702, 'vwap': 229.92, 'lastSize': 154, 'turnover': 20800321985, 'homeNotional': 8478.20530849654, 'foreignNotional': 1949254.1348957566}, {'timestamp': datetime.datetime(2020, 6, 21, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 230.2, 'low': 229.65, 'close': 229.9, 'trades': 931, 'volume': 1080313, 'vwap': 229.89, 'lastSize': 250, 'turnover': 24834240980, 'homeNotional': 10119.22619253721, 'foreignNotional': 2326208.7044645213}]
2020-06-21 09:00:20 INFO: prepare candles [CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN'), CandleItem(low=229.6, high=230.2, open=229.9, close=229.6, color='RED'), CandleItem(low=229.65, high=230.2, open=229.95, close=229.9, color='RED')]
2020-06-21 09:00:20 INFO: last_candle=CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN')
2020-06-21 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-21 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN')
2020-06-21 09:00:20 INFO: skip by CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-21 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-21 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN')
2020-06-21 09:00:20 INFO: skip by CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-21 09:00:20 INFO: not found applicable config for candle
2020-06-21 09:00:20 INFO: check need new order None
2020-06-21 09:00:20 INFO: init new order end
2020-06-21 09:00:20 INFO: 
2020-06-21 09:00:20 INFO: 
2020-06-21 09:00:20 INFO: 
2020-06-21 09:00:20 INFO: 
2020-06-21 09:02:00 INFO: 
2020-06-21 09:02:00 INFO: 
2020-06-21 09:02:00 INFO: 
2020-06-21 09:02:00 INFO: 
2020-06-21 09:02:00 INFO: clearing start
2020-06-21 09:02:00 INFO: clearing end
2020-06-21 09:02:00 INFO: 
2020-06-21 09:02:00 INFO: 
2020-06-21 09:02:00 INFO: 
2020-06-21 09:02:00 INFO: 
2020-06-21 10:00:20 INFO: 
2020-06-21 10:00:20 INFO: 
2020-06-21 10:00:20 INFO: 
2020-06-21 10:00:20 INFO: 
2020-06-21 10:00:20 INFO: init new order start
2020-06-21 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.05, 'high': 231.65, 'low': 230.55, 'close': 230.6, 'trades': 1365, 'volume': 1570876, 'vwap': 231.07, 'lastSize': 1075, 'turnover': 36297754295, 'homeNotional': 14747.006255787317, 'foreignNotional': 3407550.1121240743}, {'timestamp': datetime.datetime(2020, 6, 21, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.6, 'high': 232.1, 'low': 229.6, 'close': 231.05, 'trades': 4196, 'volume': 8103821, 'vwap': 230.89, 'lastSize': 926, 'turnover': 187102043710, 'homeNotional': 75991.59690167382, 'foreignNotional': 17545047.183227398}, {'timestamp': datetime.datetime(2020, 6, 21, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.2, 'low': 229.6, 'close': 229.6, 'trades': 898, 'volume': 904702, 'vwap': 229.92, 'lastSize': 154, 'turnover': 20800321985, 'homeNotional': 8478.20530849654, 'foreignNotional': 1949254.1348957566}]
2020-06-21 10:00:20 INFO: prepare candles [CandleItem(low=230.55, high=231.65, open=231.05, close=230.6, color='RED'), CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN'), CandleItem(low=229.6, high=230.2, open=229.9, close=229.6, color='RED')]
2020-06-21 10:00:20 INFO: skip by colors first_candle=CandleItem(low=229.6, high=230.2, open=229.9, close=229.6, color='RED') second_candle=CandleItem(low=229.6, high=232.1, open=229.6, close=231.05, color='GREEN') last_candle=CandleItem(low=230.55, high=231.65, open=231.05, close=230.6, color='RED')
2020-06-21 10:00:20 INFO: check need new order None
2020-06-21 10:00:20 INFO: init new order end
2020-06-21 10:00:20 INFO: 
2020-06-21 10:00:20 INFO: 
2020-06-21 10:00:20 INFO: 
2020-06-21 10:00:20 INFO: 
2020-06-21 10:02:00 INFO: 
2020-06-21 10:02:00 INFO: 
2020-06-21 10:02:00 INFO: 
2020-06-21 10:02:00 INFO: 
2020-06-21 10:02:00 INFO: clearing start
2020-06-21 10:02:00 INFO: clearing end
2020-06-21 10:02:00 INFO: 
2020-06-21 10:02:00 INFO: 
2020-06-21 10:02:00 INFO: 
2020-06-21 10:02:00 INFO: 
2020-06-21 11:00:20 INFO: 
2020-06-21 11:00:20 INFO: 
2020-06-21 11:00:20 INFO: 
2020-06-21 11:00:20 INFO: 
2020-06-21 11:00:20 INFO: init new order start
2020-06-21 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 230.9, 'low': 230.6, 'close': 230.6, 'trades': 711, 'volume': 938761, 'vwap': 230.73, 'lastSize': 193, 'turnover': 21659531920, 'homeNotional': 8799.021978466715, 'foreignNotional': 2030151.5767365547}, {'timestamp': datetime.datetime(2020, 6, 21, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.05, 'high': 231.65, 'low': 230.55, 'close': 230.6, 'trades': 1365, 'volume': 1570876, 'vwap': 231.07, 'lastSize': 1075, 'turnover': 36297754295, 'homeNotional': 14747.006255787317, 'foreignNotional': 3407550.1121240743}, {'timestamp': datetime.datetime(2020, 6, 21, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.6, 'high': 232.1, 'low': 229.6, 'close': 231.05, 'trades': 4196, 'volume': 8103821, 'vwap': 230.89, 'lastSize': 926, 'turnover': 187102043710, 'homeNotional': 75991.59690167382, 'foreignNotional': 17545047.183227398}]
2020-06-21 11:00:20 INFO: skip by found empty buckets
2020-06-21 11:00:20 INFO: check need new order None
2020-06-21 11:00:20 INFO: init new order end
2020-06-21 11:00:20 INFO: 
2020-06-21 11:00:20 INFO: 
2020-06-21 11:00:20 INFO: 
2020-06-21 11:00:20 INFO: 
2020-06-21 11:02:00 INFO: 
2020-06-21 11:02:00 INFO: 
2020-06-21 11:02:00 INFO: 
2020-06-21 11:02:00 INFO: 
2020-06-21 11:02:00 INFO: clearing start
2020-06-21 11:02:00 INFO: clearing end
2020-06-21 11:02:00 INFO: 
2020-06-21 11:02:00 INFO: 
2020-06-21 11:02:00 INFO: 
2020-06-21 11:02:00 INFO: 
2020-06-21 12:00:20 INFO: 
2020-06-21 12:00:20 INFO: 
2020-06-21 12:00:20 INFO: 
2020-06-21 12:00:20 INFO: 
2020-06-21 12:00:20 INFO: init new order start
2020-06-21 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 230.7, 'low': 230.45, 'close': 230.5, 'trades': 497, 'volume': 869118, 'vwap': 230.61, 'lastSize': 1, 'turnover': 20042651975, 'homeNotional': 8136.077022728581, 'foreignNotional': 1876253.4805374674}, {'timestamp': datetime.datetime(2020, 6, 21, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 230.9, 'low': 230.6, 'close': 230.6, 'trades': 711, 'volume': 938761, 'vwap': 230.73, 'lastSize': 193, 'turnover': 21659531920, 'homeNotional': 8799.021978466715, 'foreignNotional': 2030151.5767365547}, {'timestamp': datetime.datetime(2020, 6, 21, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.05, 'high': 231.65, 'low': 230.55, 'close': 230.6, 'trades': 1365, 'volume': 1570876, 'vwap': 231.07, 'lastSize': 1075, 'turnover': 36297754295, 'homeNotional': 14747.006255787317, 'foreignNotional': 3407550.1121240743}]
2020-06-21 12:00:20 INFO: skip by found empty buckets
2020-06-21 12:00:20 INFO: check need new order None
2020-06-21 12:00:20 INFO: init new order end
2020-06-21 12:00:20 INFO: 
2020-06-21 12:00:20 INFO: 
2020-06-21 12:00:20 INFO: 
2020-06-21 12:00:20 INFO: 
2020-06-21 12:02:00 INFO: 
2020-06-21 12:02:00 INFO: 
2020-06-21 12:02:00 INFO: 
2020-06-21 12:02:00 INFO: 
2020-06-21 12:02:00 INFO: clearing start
2020-06-21 12:02:00 INFO: clearing end
2020-06-21 12:02:00 INFO: 
2020-06-21 12:02:00 INFO: 
2020-06-21 12:02:00 INFO: 
2020-06-21 12:02:00 INFO: 
2020-06-21 13:00:20 INFO: 
2020-06-21 13:00:20 INFO: 
2020-06-21 13:00:20 INFO: 
2020-06-21 13:00:20 INFO: 
2020-06-21 13:00:20 INFO: init new order start
2020-06-21 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 231.1, 'low': 230.45, 'close': 230.75, 'trades': 1003, 'volume': 964155, 'vwap': 230.75, 'lastSize': 186, 'turnover': 22247285540, 'homeNotional': 9029.787947896644, 'foreignNotional': 2083568.7152162225}, {'timestamp': datetime.datetime(2020, 6, 21, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 230.7, 'low': 230.45, 'close': 230.5, 'trades': 497, 'volume': 869118, 'vwap': 230.61, 'lastSize': 1, 'turnover': 20042651975, 'homeNotional': 8136.077022728581, 'foreignNotional': 1876253.4805374674}, {'timestamp': datetime.datetime(2020, 6, 21, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 230.9, 'low': 230.6, 'close': 230.6, 'trades': 711, 'volume': 938761, 'vwap': 230.73, 'lastSize': 193, 'turnover': 21659531920, 'homeNotional': 8799.021978466715, 'foreignNotional': 2030151.5767365547}]
2020-06-21 13:00:20 INFO: skip by found empty buckets
2020-06-21 13:00:20 INFO: check need new order None
2020-06-21 13:00:20 INFO: init new order end
2020-06-21 13:00:20 INFO: 
2020-06-21 13:00:20 INFO: 
2020-06-21 13:00:20 INFO: 
2020-06-21 13:00:20 INFO: 
2020-06-21 13:02:00 INFO: 
2020-06-21 13:02:00 INFO: 
2020-06-21 13:02:00 INFO: 
2020-06-21 13:02:00 INFO: 
2020-06-21 13:02:00 INFO: clearing start
2020-06-21 13:02:00 INFO: clearing end
2020-06-21 13:02:00 INFO: 
2020-06-21 13:02:00 INFO: 
2020-06-21 13:02:00 INFO: 
2020-06-21 13:02:00 INFO: 
2020-06-21 14:00:20 INFO: 
2020-06-21 14:00:20 INFO: 
2020-06-21 14:00:20 INFO: 
2020-06-21 14:00:20 INFO: 
2020-06-21 14:00:20 INFO: init new order start
2020-06-21 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.75, 'high': 230.75, 'low': 229.65, 'close': 229.95, 'trades': 1481, 'volume': 1504613, 'vwap': 229.99, 'lastSize': 2050, 'turnover': 34603767775, 'homeNotional': 14062.465384680612, 'foreignNotional': 3234150.731667043}, {'timestamp': datetime.datetime(2020, 6, 21, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 231.1, 'low': 230.45, 'close': 230.75, 'trades': 1003, 'volume': 964155, 'vwap': 230.75, 'lastSize': 186, 'turnover': 22247285540, 'homeNotional': 9029.787947896644, 'foreignNotional': 2083568.7152162225}, {'timestamp': datetime.datetime(2020, 6, 21, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 230.7, 'low': 230.45, 'close': 230.5, 'trades': 497, 'volume': 869118, 'vwap': 230.61, 'lastSize': 1, 'turnover': 20042651975, 'homeNotional': 8136.077022728581, 'foreignNotional': 1876253.4805374674}]
2020-06-21 14:00:20 INFO: prepare candles [CandleItem(low=229.65, high=230.75, open=230.75, close=229.95, color='RED'), CandleItem(low=230.45, high=231.1, open=230.5, close=230.75, color='GREEN'), CandleItem(low=230.45, high=230.7, open=230.6, close=230.5, color='RED')]
2020-06-21 14:00:20 INFO: skip by colors first_candle=CandleItem(low=230.45, high=230.7, open=230.6, close=230.5, color='RED') second_candle=CandleItem(low=230.45, high=231.1, open=230.5, close=230.75, color='GREEN') last_candle=CandleItem(low=229.65, high=230.75, open=230.75, close=229.95, color='RED')
2020-06-21 14:00:20 INFO: check need new order None
2020-06-21 14:00:20 INFO: init new order end
2020-06-21 14:00:20 INFO: 
2020-06-21 14:00:20 INFO: 
2020-06-21 14:00:20 INFO: 
2020-06-21 14:00:20 INFO: 
2020-06-21 14:02:00 INFO: 
2020-06-21 14:02:00 INFO: 
2020-06-21 14:02:00 INFO: 
2020-06-21 14:02:00 INFO: 
2020-06-21 14:02:00 INFO: clearing start
2020-06-21 14:02:00 INFO: clearing end
2020-06-21 14:02:00 INFO: 
2020-06-21 14:02:00 INFO: 
2020-06-21 14:02:00 INFO: 
2020-06-21 14:02:00 INFO: 
2020-06-21 15:00:20 INFO: 
2020-06-21 15:00:20 INFO: 
2020-06-21 15:00:20 INFO: 
2020-06-21 15:00:20 INFO: 
2020-06-21 15:00:20 INFO: init new order start
2020-06-21 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 230.35, 'low': 229.7, 'close': 230.25, 'trades': 725, 'volume': 857399, 'vwap': 230.05, 'lastSize': 369, 'turnover': 19724237745, 'homeNotional': 8014.374209904337, 'foreignNotional': 1843686.1328948853}, {'timestamp': datetime.datetime(2020, 6, 21, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.75, 'high': 230.75, 'low': 229.65, 'close': 229.95, 'trades': 1481, 'volume': 1504613, 'vwap': 229.99, 'lastSize': 2050, 'turnover': 34603767775, 'homeNotional': 14062.465384680612, 'foreignNotional': 3234150.731667043}, {'timestamp': datetime.datetime(2020, 6, 21, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 231.1, 'low': 230.45, 'close': 230.75, 'trades': 1003, 'volume': 964155, 'vwap': 230.75, 'lastSize': 186, 'turnover': 22247285540, 'homeNotional': 9029.787947896644, 'foreignNotional': 2083568.7152162225}]
2020-06-21 15:00:20 INFO: prepare candles [CandleItem(low=229.7, high=230.35, open=229.95, close=230.25, color='GREEN'), CandleItem(low=229.65, high=230.75, open=230.75, close=229.95, color='RED'), CandleItem(low=230.45, high=231.1, open=230.5, close=230.75, color='GREEN')]
2020-06-21 15:00:20 INFO: skip by colors first_candle=CandleItem(low=230.45, high=231.1, open=230.5, close=230.75, color='GREEN') second_candle=CandleItem(low=229.65, high=230.75, open=230.75, close=229.95, color='RED') last_candle=CandleItem(low=229.7, high=230.35, open=229.95, close=230.25, color='GREEN')
2020-06-21 15:00:20 INFO: check need new order None
2020-06-21 15:00:20 INFO: init new order end
2020-06-21 15:00:20 INFO: 
2020-06-21 15:00:20 INFO: 
2020-06-21 15:00:20 INFO: 
2020-06-21 15:00:20 INFO: 
2020-06-21 15:02:00 INFO: 
2020-06-21 15:02:00 INFO: 
2020-06-21 15:02:00 INFO: 
2020-06-21 15:02:00 INFO: 
2020-06-21 15:02:00 INFO: clearing start
2020-06-21 15:02:00 INFO: clearing end
2020-06-21 15:02:00 INFO: 
2020-06-21 15:02:00 INFO: 
2020-06-21 15:02:00 INFO: 
2020-06-21 15:02:00 INFO: 
2020-06-21 16:00:20 INFO: 
2020-06-21 16:00:20 INFO: 
2020-06-21 16:00:20 INFO: 
2020-06-21 16:00:20 INFO: 
2020-06-21 16:00:20 INFO: init new order start
2020-06-21 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 230.3, 'low': 229.65, 'close': 229.65, 'trades': 678, 'volume': 959079, 'vwap': 229.94, 'lastSize': 1, 'turnover': 22052341570, 'homeNotional': 8965.40630826395, 'foreignNotional': 2061438.808373824}, {'timestamp': datetime.datetime(2020, 6, 21, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 230.35, 'low': 229.7, 'close': 230.25, 'trades': 725, 'volume': 857399, 'vwap': 230.05, 'lastSize': 369, 'turnover': 19724237745, 'homeNotional': 8014.374209904337, 'foreignNotional': 1843686.1328948853}, {'timestamp': datetime.datetime(2020, 6, 21, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.75, 'high': 230.75, 'low': 229.65, 'close': 229.95, 'trades': 1481, 'volume': 1504613, 'vwap': 229.99, 'lastSize': 2050, 'turnover': 34603767775, 'homeNotional': 14062.465384680612, 'foreignNotional': 3234150.731667043}]
2020-06-21 16:00:20 INFO: prepare candles [CandleItem(low=229.65, high=230.3, open=230.25, close=229.65, color='RED'), CandleItem(low=229.7, high=230.35, open=229.95, close=230.25, color='GREEN'), CandleItem(low=229.65, high=230.75, open=230.75, close=229.95, color='RED')]
2020-06-21 16:00:20 INFO: skip by colors first_candle=CandleItem(low=229.65, high=230.75, open=230.75, close=229.95, color='RED') second_candle=CandleItem(low=229.7, high=230.35, open=229.95, close=230.25, color='GREEN') last_candle=CandleItem(low=229.65, high=230.3, open=230.25, close=229.65, color='RED')
2020-06-21 16:00:20 INFO: check need new order None
2020-06-21 16:00:20 INFO: init new order end
2020-06-21 16:00:20 INFO: 
2020-06-21 16:00:20 INFO: 
2020-06-21 16:00:20 INFO: 
2020-06-21 16:00:20 INFO: 
2020-06-21 16:02:00 INFO: 
2020-06-21 16:02:00 INFO: 
2020-06-21 16:02:00 INFO: 
2020-06-21 16:02:00 INFO: 
2020-06-21 16:02:00 INFO: clearing start
2020-06-21 16:02:00 INFO: clearing end
2020-06-21 16:02:00 INFO: 
2020-06-21 16:02:00 INFO: 
2020-06-21 16:02:00 INFO: 
2020-06-21 16:02:00 INFO: 
2020-06-21 16:58:21 ERROR: Error : Connection is already closed.
2020-06-21 16:58:21 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f50219f0880>>: Connection is already closed.
2020-06-21 16:58:21 INFO: Websocket Closed
2020-06-21 16:58:21 WARNING: reconnect to socket
2020-06-21 16:58:21 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-21 16:58:21 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-21 16:58:21 INFO: Authenticating with API Key.
2020-06-21 16:58:22 INFO: Connected to WS.
2020-06-21 17:00:20 INFO: 
2020-06-21 17:00:20 INFO: 
2020-06-21 17:00:20 INFO: 
2020-06-21 17:00:20 INFO: 
2020-06-21 17:00:20 INFO: init new order start
2020-06-21 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 229.7, 'low': 229.0, 'close': 229.55, 'trades': 1106, 'volume': 1481910, 'vwap': 229.32, 'lastSize': 2, 'turnover': 33982206000, 'homeNotional': 13834.634251720949, 'foreignNotional': 3172470.90184233}, {'timestamp': datetime.datetime(2020, 6, 21, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 230.3, 'low': 229.65, 'close': 229.65, 'trades': 678, 'volume': 959079, 'vwap': 229.94, 'lastSize': 1, 'turnover': 22052341570, 'homeNotional': 8965.40630826395, 'foreignNotional': 2061438.808373824}, {'timestamp': datetime.datetime(2020, 6, 21, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.95, 'high': 230.35, 'low': 229.7, 'close': 230.25, 'trades': 725, 'volume': 857399, 'vwap': 230.05, 'lastSize': 369, 'turnover': 19724237745, 'homeNotional': 8014.374209904337, 'foreignNotional': 1843686.1328948853}]
2020-06-21 17:00:20 INFO: prepare candles [CandleItem(low=229.0, high=229.7, open=229.65, close=229.55, color='RED'), CandleItem(low=229.65, high=230.3, open=230.25, close=229.65, color='RED'), CandleItem(low=229.7, high=230.35, open=229.95, close=230.25, color='GREEN')]
2020-06-21 17:00:20 INFO: skip by colors first_candle=CandleItem(low=229.7, high=230.35, open=229.95, close=230.25, color='GREEN') second_candle=CandleItem(low=229.65, high=230.3, open=230.25, close=229.65, color='RED') last_candle=CandleItem(low=229.0, high=229.7, open=229.65, close=229.55, color='RED')
2020-06-21 17:00:20 INFO: check need new order None
2020-06-21 17:00:20 INFO: init new order end
2020-06-21 17:00:20 INFO: 
2020-06-21 17:00:20 INFO: 
2020-06-21 17:00:20 INFO: 
2020-06-21 17:00:20 INFO: 
2020-06-21 17:02:00 INFO: 
2020-06-21 17:02:00 INFO: 
2020-06-21 17:02:00 INFO: 
2020-06-21 17:02:00 INFO: 
2020-06-21 17:02:00 INFO: clearing start
2020-06-21 17:02:00 INFO: clearing end
2020-06-21 17:02:00 INFO: 
2020-06-21 17:02:00 INFO: 
2020-06-21 17:02:00 INFO: 
2020-06-21 17:02:00 INFO: 
2020-06-21 18:00:20 INFO: 
2020-06-21 18:00:20 INFO: 
2020-06-21 18:00:20 INFO: 
2020-06-21 18:00:20 INFO: 
2020-06-21 18:00:20 INFO: init new order start
2020-06-21 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.55, 'high': 229.75, 'low': 229.1, 'close': 229.55, 'trades': 752, 'volume': 993410, 'vwap': 229.44, 'lastSize': 180, 'turnover': 22792693585, 'homeNotional': 9282.097590872747, 'foreignNotional': 2129675.140522092}, {'timestamp': datetime.datetime(2020, 6, 21, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 229.7, 'low': 229.0, 'close': 229.55, 'trades': 1106, 'volume': 1481910, 'vwap': 229.32, 'lastSize': 2, 'turnover': 33982206000, 'homeNotional': 13834.634251720949, 'foreignNotional': 3172470.90184233}, {'timestamp': datetime.datetime(2020, 6, 21, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 230.3, 'low': 229.65, 'close': 229.65, 'trades': 678, 'volume': 959079, 'vwap': 229.94, 'lastSize': 1, 'turnover': 22052341570, 'homeNotional': 8965.40630826395, 'foreignNotional': 2061438.808373824}]
2020-06-21 18:00:20 INFO: skip by found empty buckets
2020-06-21 18:00:20 INFO: check need new order None
2020-06-21 18:00:20 INFO: init new order end
2020-06-21 18:00:20 INFO: 
2020-06-21 18:00:20 INFO: 
2020-06-21 18:00:20 INFO: 
2020-06-21 18:00:20 INFO: 
2020-06-21 18:02:00 INFO: 
2020-06-21 18:02:00 INFO: 
2020-06-21 18:02:00 INFO: 
2020-06-21 18:02:00 INFO: 
2020-06-21 18:02:00 INFO: clearing start
2020-06-21 18:02:00 INFO: clearing end
2020-06-21 18:02:00 INFO: 
2020-06-21 18:02:00 INFO: 
2020-06-21 18:02:00 INFO: 
2020-06-21 18:02:00 INFO: 
2020-06-21 19:00:20 INFO: 
2020-06-21 19:00:20 INFO: 
2020-06-21 19:00:20 INFO: 
2020-06-21 19:00:20 INFO: 
2020-06-21 19:00:20 INFO: init new order start
2020-06-21 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.55, 'high': 231.0, 'low': 229.3, 'close': 230.65, 'trades': 1914, 'volume': 1469416, 'vwap': 230.29, 'lastSize': 558, 'turnover': 33838902865, 'homeNotional': 13762.076984017342, 'foreignNotional': 3169253.280387939}, {'timestamp': datetime.datetime(2020, 6, 21, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.55, 'high': 229.75, 'low': 229.1, 'close': 229.55, 'trades': 752, 'volume': 993410, 'vwap': 229.44, 'lastSize': 180, 'turnover': 22792693585, 'homeNotional': 9282.097590872747, 'foreignNotional': 2129675.140522092}, {'timestamp': datetime.datetime(2020, 6, 21, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 229.7, 'low': 229.0, 'close': 229.55, 'trades': 1106, 'volume': 1481910, 'vwap': 229.32, 'lastSize': 2, 'turnover': 33982206000, 'homeNotional': 13834.634251720949, 'foreignNotional': 3172470.90184233}]
2020-06-21 19:00:21 INFO: skip by found empty buckets
2020-06-21 19:00:21 INFO: check need new order None
2020-06-21 19:00:21 INFO: init new order end
2020-06-21 19:00:21 INFO: 
2020-06-21 19:00:21 INFO: 
2020-06-21 19:00:21 INFO: 
2020-06-21 19:00:21 INFO: 
2020-06-21 19:02:00 INFO: 
2020-06-21 19:02:00 INFO: 
2020-06-21 19:02:00 INFO: 
2020-06-21 19:02:00 INFO: 
2020-06-21 19:02:00 INFO: clearing start
2020-06-21 19:02:00 INFO: clearing end
2020-06-21 19:02:00 INFO: 
2020-06-21 19:02:00 INFO: 
2020-06-21 19:02:00 INFO: 
2020-06-21 19:02:00 INFO: 
2020-06-21 20:00:20 INFO: 
2020-06-21 20:00:20 INFO: 
2020-06-21 20:00:20 INFO: 
2020-06-21 20:00:20 INFO: 
2020-06-21 20:00:20 INFO: init new order start
2020-06-21 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.65, 'high': 230.9, 'low': 229.85, 'close': 230.15, 'trades': 1344, 'volume': 1068271, 'vwap': 230.24, 'lastSize': 5000, 'turnover': 24594995385, 'homeNotional': 9991.139265197837, 'foreignNotional': 2300280.040026775}, {'timestamp': datetime.datetime(2020, 6, 21, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.55, 'high': 231.0, 'low': 229.3, 'close': 230.65, 'trades': 1914, 'volume': 1469416, 'vwap': 230.29, 'lastSize': 558, 'turnover': 33838902865, 'homeNotional': 13762.076984017342, 'foreignNotional': 3169253.280387939}, {'timestamp': datetime.datetime(2020, 6, 21, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.55, 'high': 229.75, 'low': 229.1, 'close': 229.55, 'trades': 752, 'volume': 993410, 'vwap': 229.44, 'lastSize': 180, 'turnover': 22792693585, 'homeNotional': 9282.097590872747, 'foreignNotional': 2129675.140522092}]
2020-06-21 20:00:20 INFO: skip by found empty buckets
2020-06-21 20:00:20 INFO: check need new order None
2020-06-21 20:00:20 INFO: init new order end
2020-06-21 20:00:20 INFO: 
2020-06-21 20:00:20 INFO: 
2020-06-21 20:00:20 INFO: 
2020-06-21 20:00:20 INFO: 
2020-06-21 20:02:00 INFO: 
2020-06-21 20:02:00 INFO: 
2020-06-21 20:02:00 INFO: 
2020-06-21 20:02:00 INFO: 
2020-06-21 20:02:00 INFO: clearing start
2020-06-21 20:02:00 INFO: clearing end
2020-06-21 20:02:00 INFO: 
2020-06-21 20:02:00 INFO: 
2020-06-21 20:02:00 INFO: 
2020-06-21 20:02:00 INFO: 
2020-06-21 21:00:20 INFO: 
2020-06-21 21:00:20 INFO: 
2020-06-21 21:00:20 INFO: 
2020-06-21 21:00:20 INFO: 
2020-06-21 21:00:20 INFO: init new order start
2020-06-21 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 230.2, 'low': 229.6, 'close': 229.8, 'trades': 1063, 'volume': 954701, 'vwap': 229.84, 'lastSize': 500, 'turnover': 21942438570, 'homeNotional': 8922.651801293823, 'foreignNotional': 2050744.4504398422}, {'timestamp': datetime.datetime(2020, 6, 21, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.65, 'high': 230.9, 'low': 229.85, 'close': 230.15, 'trades': 1344, 'volume': 1068271, 'vwap': 230.24, 'lastSize': 5000, 'turnover': 24594995385, 'homeNotional': 9991.139265197837, 'foreignNotional': 2300280.040026775}, {'timestamp': datetime.datetime(2020, 6, 21, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.55, 'high': 231.0, 'low': 229.3, 'close': 230.65, 'trades': 1914, 'volume': 1469416, 'vwap': 230.29, 'lastSize': 558, 'turnover': 33838902865, 'homeNotional': 13762.076984017342, 'foreignNotional': 3169253.280387939}]
2020-06-21 21:00:20 INFO: prepare candles [CandleItem(low=229.6, high=230.2, open=230.15, close=229.8, color='RED'), CandleItem(low=229.85, high=230.9, open=230.65, close=230.15, color='RED'), CandleItem(low=229.3, high=231.0, open=229.55, close=230.65, color='GREEN')]
2020-06-21 21:00:20 INFO: skip by colors first_candle=CandleItem(low=229.3, high=231.0, open=229.55, close=230.65, color='GREEN') second_candle=CandleItem(low=229.85, high=230.9, open=230.65, close=230.15, color='RED') last_candle=CandleItem(low=229.6, high=230.2, open=230.15, close=229.8, color='RED')
2020-06-21 21:00:20 INFO: check need new order None
2020-06-21 21:00:20 INFO: init new order end
2020-06-21 21:00:20 INFO: 
2020-06-21 21:00:20 INFO: 
2020-06-21 21:00:20 INFO: 
2020-06-21 21:00:20 INFO: 
2020-06-21 21:02:00 INFO: 
2020-06-21 21:02:00 INFO: 
2020-06-21 21:02:00 INFO: 
2020-06-21 21:02:00 INFO: 
2020-06-21 21:02:00 INFO: clearing start
2020-06-21 21:02:00 INFO: clearing end
2020-06-21 21:02:00 INFO: 
2020-06-21 21:02:00 INFO: 
2020-06-21 21:02:00 INFO: 
2020-06-21 21:02:00 INFO: 
2020-06-21 22:00:20 INFO: 
2020-06-21 22:00:20 INFO: 
2020-06-21 22:00:20 INFO: 
2020-06-21 22:00:20 INFO: 
2020-06-21 22:00:20 INFO: init new order start
2020-06-21 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 230.0, 'low': 229.1, 'close': 229.2, 'trades': 1465, 'volume': 889738, 'vwap': 229.5, 'lastSize': 1, 'turnover': 20419383145, 'homeNotional': 8292.811800422422, 'foreignNotional': 1903192.711165501}, {'timestamp': datetime.datetime(2020, 6, 21, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 230.2, 'low': 229.6, 'close': 229.8, 'trades': 1063, 'volume': 954701, 'vwap': 229.84, 'lastSize': 500, 'turnover': 21942438570, 'homeNotional': 8922.651801293823, 'foreignNotional': 2050744.4504398422}, {'timestamp': datetime.datetime(2020, 6, 21, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.65, 'high': 230.9, 'low': 229.85, 'close': 230.15, 'trades': 1344, 'volume': 1068271, 'vwap': 230.24, 'lastSize': 5000, 'turnover': 24594995385, 'homeNotional': 9991.139265197837, 'foreignNotional': 2300280.040026775}]
2020-06-21 22:00:20 INFO: prepare candles [CandleItem(low=229.1, high=230.0, open=229.8, close=229.2, color='RED'), CandleItem(low=229.6, high=230.2, open=230.15, close=229.8, color='RED'), CandleItem(low=229.85, high=230.9, open=230.65, close=230.15, color='RED')]
2020-06-21 22:00:20 INFO: skip by colors first_candle=CandleItem(low=229.85, high=230.9, open=230.65, close=230.15, color='RED') second_candle=CandleItem(low=229.6, high=230.2, open=230.15, close=229.8, color='RED') last_candle=CandleItem(low=229.1, high=230.0, open=229.8, close=229.2, color='RED')
2020-06-21 22:00:20 INFO: check need new order None
2020-06-21 22:00:20 INFO: init new order end
2020-06-21 22:00:20 INFO: 
2020-06-21 22:00:20 INFO: 
2020-06-21 22:00:20 INFO: 
2020-06-21 22:00:20 INFO: 
2020-06-21 22:02:00 INFO: 
2020-06-21 22:02:00 INFO: 
2020-06-21 22:02:00 INFO: 
2020-06-21 22:02:00 INFO: 
2020-06-21 22:02:00 INFO: clearing start
2020-06-21 22:02:00 INFO: clearing end
2020-06-21 22:02:00 INFO: 
2020-06-21 22:02:00 INFO: 
2020-06-21 22:02:00 INFO: 
2020-06-21 22:02:00 INFO: 
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: init new order start
2020-06-21 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 230.1, 'low': 228.75, 'close': 229.7, 'trades': 1741, 'volume': 1393112, 'vwap': 229.62, 'lastSize': 124, 'turnover': 31988120235, 'homeNotional': 12989.880303503522, 'foreignNotional': 2982694.1283871504}, {'timestamp': datetime.datetime(2020, 6, 21, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 230.0, 'low': 229.1, 'close': 229.2, 'trades': 1465, 'volume': 889738, 'vwap': 229.5, 'lastSize': 1, 'turnover': 20419383145, 'homeNotional': 8292.811800422422, 'foreignNotional': 1903192.711165501}, {'timestamp': datetime.datetime(2020, 6, 21, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 230.2, 'low': 229.6, 'close': 229.8, 'trades': 1063, 'volume': 954701, 'vwap': 229.84, 'lastSize': 500, 'turnover': 21942438570, 'homeNotional': 8922.651801293823, 'foreignNotional': 2050744.4504398422}]
2020-06-21 23:00:20 INFO: prepare candles [CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN'), CandleItem(low=229.1, high=230.0, open=229.8, close=229.2, color='RED'), CandleItem(low=229.6, high=230.2, open=230.15, close=229.8, color='RED')]
2020-06-21 23:00:20 INFO: last_candle=CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN')
2020-06-21 23:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-21 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN')
2020-06-21 23:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.1, high=230.0, open=229.8, close=229.2, color='RED')
2020-06-21 23:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=229.6, high=230.2, open=230.15, close=229.8, color='RED')
2020-06-21 23:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-21 23:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-21 23:00:20 INFO: place order: start candle=CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-06-21 23:00:20 INFO: place order: side_factor=-1 init_trigger_price=230.15 init_order_price=230.2 stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=228.75 take_price=238.29999999999995
2020-06-21 23:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('230.150000000000005684341886080801486968994140625') init_order_price=Decimal('230.19999999999998863131622783839702606201171875') stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=Decimal('228.75') take_price=Decimal('238.299999999999954525264911353588104248046875')
2020-06-21 23:00:20 INFO: place order: compute qty=571
2020-06-21 23:00:20 INFO: place order: save order to db 715084490a7c47968791c08da8634fe3; response=True
2020-06-21 23:00:20 INFO: post order to exchange resp={'orderID': 'c214417d-06a2-10fc-934b-37a970fcbfe5', 'clOrdID': '715084490a7c47968791c08da8634fe3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 230.2, 'displayQty': None, 'stopPx': 230.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc())}
2020-06-21 23:00:20 INFO: place new init order {'qty': 571, 'init_price': Decimal('230.150000000000005684341886080801486968994140625'), 'stop_price': Decimal('228.75'), 'take_price': Decimal('238.299999999999954525264911353588104248046875'), 'order_uid': '715084490a7c47968791c08da8634fe3', 'response': {'orderID': 'c214417d-06a2-10fc-934b-37a970fcbfe5', 'clOrdID': '715084490a7c47968791c08da8634fe3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 230.2, 'displayQty': None, 'stopPx': 230.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc())}}
2020-06-21 23:00:20 INFO: init new order end
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: 
2020-06-21 23:00:20 INFO: process event {'orderID': 'c214417d-06a2-10fc-934b-37a970fcbfe5', 'clOrdID': '715084490a7c47968791c08da8634fe3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 230.2, 'displayQty': None, 'stopPx': 230.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-21T20:00:20.680Z', 'timestamp': '2020-06-21T20:00:20.680Z'}
2020-06-21 23:00:20 INFO: skip event 715084490a7c47968791c08da8634fe3 New
2020-06-21 23:02:00 INFO: 
2020-06-21 23:02:00 INFO: 
2020-06-21 23:02:00 INFO: 
2020-06-21 23:02:00 INFO: 
2020-06-21 23:02:00 INFO: clearing start
2020-06-21 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c214417d-06a2-10fc-934b-37a970fcbfe5', 'clOrdID': '715084490a7c47968791c08da8634fe3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 230.2, 'displayQty': None, 'stopPx': 230.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc())}
2020-06-21 23:02:00 INFO: order time=2020-06-21 20:00:20.680000+00:00; delta from now UTC=0:01:40.185550 time_delta.total_seconds()=100.18555; time_diff_offset='3600'
2020-06-21 23:02:00 INFO: skip by time diff 2020-06-21 20:00:20.680000+00:00
2020-06-21 23:02:00 INFO: clearing end
2020-06-21 23:02:00 INFO: 
2020-06-21 23:02:00 INFO: 
2020-06-21 23:02:00 INFO: 
2020-06-21 23:02:00 INFO: 
2020-06-21 23:14:44 ERROR: Error : Connection is already closed.
2020-06-21 23:14:44 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f502193ae20>>: Connection is already closed.
2020-06-21 23:14:44 INFO: Websocket Closed
2020-06-21 23:14:44 WARNING: reconnect to socket
2020-06-21 23:14:44 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-21 23:14:44 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-21 23:14:44 INFO: Authenticating with API Key.
2020-06-21 23:14:45 INFO: Connected to WS.
2020-06-22 00:00:20 INFO: 
2020-06-22 00:00:20 INFO: 
2020-06-22 00:00:20 INFO: 
2020-06-22 00:00:20 INFO: 
2020-06-22 00:00:20 INFO: init new order start
2020-06-22 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.7, 'high': 229.75, 'low': 228.7, 'close': 229.25, 'trades': 1358, 'volume': 1649107, 'vwap': 229.26, 'lastSize': 5200, 'turnover': 37807341130, 'homeNotional': 15371.051136931686, 'foreignNotional': 3523967.391281423}, {'timestamp': datetime.datetime(2020, 6, 21, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 230.1, 'low': 228.75, 'close': 229.7, 'trades': 1741, 'volume': 1393112, 'vwap': 229.62, 'lastSize': 124, 'turnover': 31988120235, 'homeNotional': 12989.880303503522, 'foreignNotional': 2982694.1283871504}, {'timestamp': datetime.datetime(2020, 6, 21, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.8, 'high': 230.0, 'low': 229.1, 'close': 229.2, 'trades': 1465, 'volume': 889738, 'vwap': 229.5, 'lastSize': 1, 'turnover': 20419383145, 'homeNotional': 8292.811800422422, 'foreignNotional': 1903192.711165501}]
2020-06-22 00:00:20 INFO: prepare candles [CandleItem(low=228.7, high=229.75, open=229.7, close=229.25, color='RED'), CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN'), CandleItem(low=229.1, high=230.0, open=229.8, close=229.2, color='RED')]
2020-06-22 00:00:20 INFO: skip by colors first_candle=CandleItem(low=229.1, high=230.0, open=229.8, close=229.2, color='RED') second_candle=CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN') last_candle=CandleItem(low=228.7, high=229.75, open=229.7, close=229.25, color='RED')
2020-06-22 00:00:20 INFO: check need new order None
2020-06-22 00:00:20 INFO: init new order end
2020-06-22 00:00:20 INFO: 
2020-06-22 00:00:20 INFO: 
2020-06-22 00:00:20 INFO: 
2020-06-22 00:00:20 INFO: 
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: clearing start
2020-06-22 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c214417d-06a2-10fc-934b-37a970fcbfe5', 'clOrdID': '715084490a7c47968791c08da8634fe3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 230.2, 'displayQty': None, 'stopPx': 230.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc())}
2020-06-22 00:02:00 INFO: order time=2020-06-21 20:00:20.680000+00:00; delta from now UTC=1:01:39.795236 time_delta.total_seconds()=3699.795236; time_diff_offset='3600'
2020-06-22 00:02:00 INFO: clear order 715084490a7c47968791c08da8634fe3
2020-06-22 00:02:00 INFO: cancel order resp=[{'orderID': 'c214417d-06a2-10fc-934b-37a970fcbfe5', 'clOrdID': '715084490a7c47968791c08da8634fe3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 230.2, 'displayQty': None, 'stopPx': 230.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 21, 20, 0, 20, 680000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 21, 21, 2, 0, 673000, tzinfo=tzutc())}]
2020-06-22 00:02:00 INFO: clearing end
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: 
2020-06-22 00:02:00 INFO: process event {'orderID': 'c214417d-06a2-10fc-934b-37a970fcbfe5', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-21T21:02:00.673Z', 'clOrdID': '715084490a7c47968791c08da8634fe3', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-22 00:02:00 INFO: skip event 715084490a7c47968791c08da8634fe3 Canceled
2020-06-22 00:39:05 ERROR: Error : Connection is already closed.
2020-06-22 00:39:05 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f50219faf40>>: Connection is already closed.
2020-06-22 00:39:05 INFO: Websocket Closed
2020-06-22 00:39:06 WARNING: reconnect to socket
2020-06-22 00:39:06 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-22 00:39:06 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-22 00:39:06 INFO: Authenticating with API Key.
2020-06-22 00:39:07 INFO: Connected to WS.
2020-06-22 01:00:20 INFO: 
2020-06-22 01:00:20 INFO: 
2020-06-22 01:00:20 INFO: 
2020-06-22 01:00:20 INFO: 
2020-06-22 01:00:20 INFO: init new order start
2020-06-22 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 229.7, 'low': 229.05, 'close': 229.4, 'trades': 1004, 'volume': 980579, 'vwap': 229.39, 'lastSize': 1032, 'turnover': 22492678035, 'homeNotional': 9140.54025495978, 'foreignNotional': 2096672.640543137}, {'timestamp': datetime.datetime(2020, 6, 21, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.7, 'high': 229.75, 'low': 228.7, 'close': 229.25, 'trades': 1358, 'volume': 1649107, 'vwap': 229.26, 'lastSize': 5200, 'turnover': 37807341130, 'homeNotional': 15371.051136931686, 'foreignNotional': 3523967.391281423}, {'timestamp': datetime.datetime(2020, 6, 21, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 230.1, 'low': 228.75, 'close': 229.7, 'trades': 1741, 'volume': 1393112, 'vwap': 229.62, 'lastSize': 124, 'turnover': 31988120235, 'homeNotional': 12989.880303503522, 'foreignNotional': 2982694.1283871504}]
2020-06-22 01:00:21 INFO: prepare candles [CandleItem(low=229.05, high=229.7, open=229.25, close=229.4, color='GREEN'), CandleItem(low=228.7, high=229.75, open=229.7, close=229.25, color='RED'), CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN')]
2020-06-22 01:00:21 INFO: skip by colors first_candle=CandleItem(low=228.75, high=230.1, open=229.2, close=229.7, color='GREEN') second_candle=CandleItem(low=228.7, high=229.75, open=229.7, close=229.25, color='RED') last_candle=CandleItem(low=229.05, high=229.7, open=229.25, close=229.4, color='GREEN')
2020-06-22 01:00:21 INFO: check need new order None
2020-06-22 01:00:21 INFO: init new order end
2020-06-22 01:00:21 INFO: 
2020-06-22 01:00:21 INFO: 
2020-06-22 01:00:21 INFO: 
2020-06-22 01:00:21 INFO: 
2020-06-22 01:02:00 INFO: 
2020-06-22 01:02:00 INFO: 
2020-06-22 01:02:00 INFO: 
2020-06-22 01:02:00 INFO: 
2020-06-22 01:02:00 INFO: clearing start
2020-06-22 01:02:00 INFO: clearing end
2020-06-22 01:02:00 INFO: 
2020-06-22 01:02:00 INFO: 
2020-06-22 01:02:00 INFO: 
2020-06-22 01:02:00 INFO: 
2020-06-22 02:00:20 INFO: 
2020-06-22 02:00:20 INFO: 
2020-06-22 02:00:20 INFO: 
2020-06-22 02:00:20 INFO: 
2020-06-22 02:00:20 INFO: init new order start
2020-06-22 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 21, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 229.35, 'low': 226.15, 'close': 227.9, 'trades': 4487, 'volume': 7086966, 'vwap': 227.53, 'lastSize': 58, 'turnover': 161246451655, 'homeNotional': 65890.88140579569, 'foreignNotional': 14991869.655525928}, {'timestamp': datetime.datetime(2020, 6, 21, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 229.7, 'low': 229.05, 'close': 229.4, 'trades': 1004, 'volume': 980579, 'vwap': 229.39, 'lastSize': 1032, 'turnover': 22492678035, 'homeNotional': 9140.54025495978, 'foreignNotional': 2096672.640543137}, {'timestamp': datetime.datetime(2020, 6, 21, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.7, 'high': 229.75, 'low': 228.7, 'close': 229.25, 'trades': 1358, 'volume': 1649107, 'vwap': 229.26, 'lastSize': 5200, 'turnover': 37807341130, 'homeNotional': 15371.051136931686, 'foreignNotional': 3523967.391281423}]
2020-06-22 02:00:20 INFO: prepare candles [CandleItem(low=226.15, high=229.35, open=229.4, close=227.9, color='RED'), CandleItem(low=229.05, high=229.7, open=229.25, close=229.4, color='GREEN'), CandleItem(low=228.7, high=229.75, open=229.7, close=229.25, color='RED')]
2020-06-22 02:00:20 INFO: skip by colors first_candle=CandleItem(low=228.7, high=229.75, open=229.7, close=229.25, color='RED') second_candle=CandleItem(low=229.05, high=229.7, open=229.25, close=229.4, color='GREEN') last_candle=CandleItem(low=226.15, high=229.35, open=229.4, close=227.9, color='RED')
2020-06-22 02:00:20 INFO: check need new order None
2020-06-22 02:00:20 INFO: init new order end
2020-06-22 02:00:20 INFO: 
2020-06-22 02:00:20 INFO: 
2020-06-22 02:00:20 INFO: 
2020-06-22 02:00:20 INFO: 
2020-06-22 02:02:00 INFO: 
2020-06-22 02:02:00 INFO: 
2020-06-22 02:02:00 INFO: 
2020-06-22 02:02:00 INFO: 
2020-06-22 02:02:00 INFO: clearing start
2020-06-22 02:02:00 INFO: clearing end
2020-06-22 02:02:00 INFO: 
2020-06-22 02:02:00 INFO: 
2020-06-22 02:02:00 INFO: 
2020-06-22 02:02:00 INFO: 
2020-06-22 03:00:20 INFO: 
2020-06-22 03:00:20 INFO: 
2020-06-22 03:00:20 INFO: 
2020-06-22 03:00:20 INFO: 
2020-06-22 03:00:20 INFO: init new order start
2020-06-22 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.9, 'high': 227.95, 'low': 227.2, 'close': 227.7, 'trades': 1497, 'volume': 1753784, 'vwap': 227.59, 'lastSize': 1098, 'turnover': 39912681485, 'homeNotional': 16294.17417997343, 'foreignNotional': 3708235.626102289}, {'timestamp': datetime.datetime(2020, 6, 21, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 229.35, 'low': 226.15, 'close': 227.9, 'trades': 4487, 'volume': 7086966, 'vwap': 227.53, 'lastSize': 58, 'turnover': 161246451655, 'homeNotional': 65890.88140579569, 'foreignNotional': 14991869.655525928}, {'timestamp': datetime.datetime(2020, 6, 21, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 229.7, 'low': 229.05, 'close': 229.4, 'trades': 1004, 'volume': 980579, 'vwap': 229.39, 'lastSize': 1032, 'turnover': 22492678035, 'homeNotional': 9140.54025495978, 'foreignNotional': 2096672.640543137}]
2020-06-22 03:00:20 INFO: prepare candles [CandleItem(low=227.2, high=227.95, open=227.9, close=227.7, color='RED'), CandleItem(low=226.15, high=229.35, open=229.4, close=227.9, color='RED'), CandleItem(low=229.05, high=229.7, open=229.25, close=229.4, color='GREEN')]
2020-06-22 03:00:20 INFO: skip by colors first_candle=CandleItem(low=229.05, high=229.7, open=229.25, close=229.4, color='GREEN') second_candle=CandleItem(low=226.15, high=229.35, open=229.4, close=227.9, color='RED') last_candle=CandleItem(low=227.2, high=227.95, open=227.9, close=227.7, color='RED')
2020-06-22 03:00:20 INFO: check need new order None
2020-06-22 03:00:20 INFO: init new order end
2020-06-22 03:00:20 INFO: 
2020-06-22 03:00:20 INFO: 
2020-06-22 03:00:20 INFO: 
2020-06-22 03:00:20 INFO: 
2020-06-22 03:02:00 INFO: 
2020-06-22 03:02:00 INFO: 
2020-06-22 03:02:00 INFO: 
2020-06-22 03:02:00 INFO: 
2020-06-22 03:02:00 INFO: clearing start
2020-06-22 03:02:01 INFO: clearing end
2020-06-22 03:02:01 INFO: 
2020-06-22 03:02:01 INFO: 
2020-06-22 03:02:01 INFO: 
2020-06-22 03:02:01 INFO: 
2020-06-22 04:00:20 INFO: 
2020-06-22 04:00:20 INFO: 
2020-06-22 04:00:20 INFO: 
2020-06-22 04:00:20 INFO: 
2020-06-22 04:00:20 INFO: init new order start
2020-06-22 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 228.65, 'low': 227.2, 'close': 228.4, 'trades': 1477, 'volume': 2024223, 'vwap': 228.11, 'lastSize': 10432, 'turnover': 46173056215, 'homeNotional': 18826.0610054624, 'foreignNotional': 4294287.384483493}, {'timestamp': datetime.datetime(2020, 6, 22, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.9, 'high': 227.95, 'low': 227.2, 'close': 227.7, 'trades': 1497, 'volume': 1753784, 'vwap': 227.59, 'lastSize': 1098, 'turnover': 39912681485, 'homeNotional': 16294.17417997343, 'foreignNotional': 3708235.626102289}, {'timestamp': datetime.datetime(2020, 6, 21, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 229.4, 'high': 229.35, 'low': 226.15, 'close': 227.9, 'trades': 4487, 'volume': 7086966, 'vwap': 227.53, 'lastSize': 58, 'turnover': 161246451655, 'homeNotional': 65890.88140579569, 'foreignNotional': 14991869.655525928}]
2020-06-22 04:00:20 INFO: prepare candles [CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN'), CandleItem(low=227.2, high=227.95, open=227.9, close=227.7, color='RED'), CandleItem(low=226.15, high=229.35, open=229.4, close=227.9, color='RED')]
2020-06-22 04:00:20 INFO: last_candle=CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN')
2020-06-22 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN')
2020-06-22 04:00:20 INFO: skip by CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN')
2020-06-22 04:00:20 INFO: skip by CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 04:00:20 INFO: not found applicable config for candle
2020-06-22 04:00:20 INFO: check need new order None
2020-06-22 04:00:20 INFO: init new order end
2020-06-22 04:00:20 INFO: 
2020-06-22 04:00:20 INFO: 
2020-06-22 04:00:20 INFO: 
2020-06-22 04:00:20 INFO: 
2020-06-22 04:02:00 INFO: 
2020-06-22 04:02:00 INFO: 
2020-06-22 04:02:00 INFO: 
2020-06-22 04:02:00 INFO: 
2020-06-22 04:02:00 INFO: clearing start
2020-06-22 04:02:00 INFO: clearing end
2020-06-22 04:02:00 INFO: 
2020-06-22 04:02:00 INFO: 
2020-06-22 04:02:00 INFO: 
2020-06-22 04:02:00 INFO: 
2020-06-22 05:00:20 INFO: 
2020-06-22 05:00:20 INFO: 
2020-06-22 05:00:20 INFO: 
2020-06-22 05:00:20 INFO: 
2020-06-22 05:00:20 INFO: init new order start
2020-06-22 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 233.6, 'low': 228.35, 'close': 233.15, 'trades': 4823, 'volume': 5405157, 'vwap': 231.24, 'lastSize': 1, 'turnover': 124988214790, 'homeNotional': 50522.2629827996, 'foreignNotional': 11682842.027098566}, {'timestamp': datetime.datetime(2020, 6, 22, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 228.65, 'low': 227.2, 'close': 228.4, 'trades': 1477, 'volume': 2024223, 'vwap': 228.11, 'lastSize': 10432, 'turnover': 46173056215, 'homeNotional': 18826.0610054624, 'foreignNotional': 4294287.384483493}, {'timestamp': datetime.datetime(2020, 6, 22, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.9, 'high': 227.95, 'low': 227.2, 'close': 227.7, 'trades': 1497, 'volume': 1753784, 'vwap': 227.59, 'lastSize': 1098, 'turnover': 39912681485, 'homeNotional': 16294.17417997343, 'foreignNotional': 3708235.626102289}]
2020-06-22 05:00:20 INFO: prepare candles [CandleItem(low=228.35, high=233.6, open=228.4, close=233.15, color='GREEN'), CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN'), CandleItem(low=227.2, high=227.95, open=227.9, close=227.7, color='RED')]
2020-06-22 05:00:20 INFO: skip by colors first_candle=CandleItem(low=227.2, high=227.95, open=227.9, close=227.7, color='RED') second_candle=CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN') last_candle=CandleItem(low=228.35, high=233.6, open=228.4, close=233.15, color='GREEN')
2020-06-22 05:00:20 INFO: check need new order None
2020-06-22 05:00:20 INFO: init new order end
2020-06-22 05:00:20 INFO: 
2020-06-22 05:00:20 INFO: 
2020-06-22 05:00:20 INFO: 
2020-06-22 05:00:20 INFO: 
2020-06-22 05:02:00 INFO: 
2020-06-22 05:02:00 INFO: 
2020-06-22 05:02:00 INFO: 
2020-06-22 05:02:00 INFO: 
2020-06-22 05:02:00 INFO: clearing start
2020-06-22 05:02:00 INFO: clearing end
2020-06-22 05:02:00 INFO: 
2020-06-22 05:02:00 INFO: 
2020-06-22 05:02:00 INFO: 
2020-06-22 05:02:00 INFO: 
2020-06-22 06:00:20 INFO: 
2020-06-22 06:00:20 INFO: 
2020-06-22 06:00:20 INFO: 
2020-06-22 06:00:20 INFO: 
2020-06-22 06:00:20 INFO: init new order start
2020-06-22 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.85, 'low': 232.8, 'close': 233.6, 'trades': 3165, 'volume': 4513391, 'vwap': 233.34, 'lastSize': 60, 'turnover': 105311183000, 'homeNotional': 42295.49541656459, 'foreignNotional': 9868835.16610857}, {'timestamp': datetime.datetime(2020, 6, 22, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 233.6, 'low': 228.35, 'close': 233.15, 'trades': 4823, 'volume': 5405157, 'vwap': 231.24, 'lastSize': 1, 'turnover': 124988214790, 'homeNotional': 50522.2629827996, 'foreignNotional': 11682842.027098566}, {'timestamp': datetime.datetime(2020, 6, 22, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 228.65, 'low': 227.2, 'close': 228.4, 'trades': 1477, 'volume': 2024223, 'vwap': 228.11, 'lastSize': 10432, 'turnover': 46173056215, 'homeNotional': 18826.0610054624, 'foreignNotional': 4294287.384483493}]
2020-06-22 06:00:20 INFO: prepare candles [CandleItem(low=232.8, high=233.85, open=233.15, close=233.6, color='GREEN'), CandleItem(low=228.35, high=233.6, open=228.4, close=233.15, color='GREEN'), CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN')]
2020-06-22 06:00:20 INFO: skip by colors first_candle=CandleItem(low=227.2, high=228.65, open=227.7, close=228.4, color='GREEN') second_candle=CandleItem(low=228.35, high=233.6, open=228.4, close=233.15, color='GREEN') last_candle=CandleItem(low=232.8, high=233.85, open=233.15, close=233.6, color='GREEN')
2020-06-22 06:00:20 INFO: check need new order None
2020-06-22 06:00:20 INFO: init new order end
2020-06-22 06:00:20 INFO: 
2020-06-22 06:00:20 INFO: 
2020-06-22 06:00:20 INFO: 
2020-06-22 06:00:20 INFO: 
2020-06-22 06:02:00 INFO: 
2020-06-22 06:02:00 INFO: 
2020-06-22 06:02:00 INFO: 
2020-06-22 06:02:00 INFO: 
2020-06-22 06:02:00 INFO: clearing start
2020-06-22 06:02:00 INFO: clearing end
2020-06-22 06:02:00 INFO: 
2020-06-22 06:02:00 INFO: 
2020-06-22 06:02:00 INFO: 
2020-06-22 06:02:00 INFO: 
2020-06-22 07:00:20 INFO: 
2020-06-22 07:00:20 INFO: 
2020-06-22 07:00:20 INFO: 
2020-06-22 07:00:20 INFO: 
2020-06-22 07:00:20 INFO: init new order start
2020-06-22 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 234.65, 'low': 233.65, 'close': 234.4, 'trades': 2868, 'volume': 5015370, 'vwap': 234.1, 'lastSize': 385, 'turnover': 117408336195, 'homeNotional': 47013.0179009563, 'foreignNotional': 11005613.514333505}, {'timestamp': datetime.datetime(2020, 6, 22, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.85, 'low': 232.8, 'close': 233.6, 'trades': 3165, 'volume': 4513391, 'vwap': 233.34, 'lastSize': 60, 'turnover': 105311183000, 'homeNotional': 42295.49541656459, 'foreignNotional': 9868835.16610857}, {'timestamp': datetime.datetime(2020, 6, 22, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 233.6, 'low': 228.35, 'close': 233.15, 'trades': 4823, 'volume': 5405157, 'vwap': 231.24, 'lastSize': 1, 'turnover': 124988214790, 'homeNotional': 50522.2629827996, 'foreignNotional': 11682842.027098566}]
2020-06-22 07:00:20 INFO: prepare candles [CandleItem(low=233.65, high=234.65, open=233.6, close=234.4, color='GREEN'), CandleItem(low=232.8, high=233.85, open=233.15, close=233.6, color='GREEN'), CandleItem(low=228.35, high=233.6, open=228.4, close=233.15, color='GREEN')]
2020-06-22 07:00:20 INFO: skip by colors first_candle=CandleItem(low=228.35, high=233.6, open=228.4, close=233.15, color='GREEN') second_candle=CandleItem(low=232.8, high=233.85, open=233.15, close=233.6, color='GREEN') last_candle=CandleItem(low=233.65, high=234.65, open=233.6, close=234.4, color='GREEN')
2020-06-22 07:00:20 INFO: check need new order None
2020-06-22 07:00:20 INFO: init new order end
2020-06-22 07:00:20 INFO: 
2020-06-22 07:00:20 INFO: 
2020-06-22 07:00:20 INFO: 
2020-06-22 07:00:20 INFO: 
2020-06-22 07:02:00 INFO: 
2020-06-22 07:02:00 INFO: 
2020-06-22 07:02:00 INFO: 
2020-06-22 07:02:00 INFO: 
2020-06-22 07:02:00 INFO: clearing start
2020-06-22 07:02:00 INFO: clearing end
2020-06-22 07:02:00 INFO: 
2020-06-22 07:02:00 INFO: 
2020-06-22 07:02:00 INFO: 
2020-06-22 07:02:00 INFO: 
2020-06-22 08:00:20 INFO: 
2020-06-22 08:00:20 INFO: 
2020-06-22 08:00:20 INFO: 
2020-06-22 08:00:20 INFO: 
2020-06-22 08:00:20 INFO: init new order start
2020-06-22 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.4, 'high': 235.7, 'low': 234.4, 'close': 235.05, 'trades': 3999, 'volume': 5078505, 'vwap': 235.07, 'lastSize': 1, 'turnover': 119377031020, 'homeNotional': 47670.963552546105, 'foreignNotional': 11205700.791242076}, {'timestamp': datetime.datetime(2020, 6, 22, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 234.65, 'low': 233.65, 'close': 234.4, 'trades': 2868, 'volume': 5015370, 'vwap': 234.1, 'lastSize': 385, 'turnover': 117408336195, 'homeNotional': 47013.0179009563, 'foreignNotional': 11005613.514333505}, {'timestamp': datetime.datetime(2020, 6, 22, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.85, 'low': 232.8, 'close': 233.6, 'trades': 3165, 'volume': 4513391, 'vwap': 233.34, 'lastSize': 60, 'turnover': 105311183000, 'homeNotional': 42295.49541656459, 'foreignNotional': 9868835.16610857}]
2020-06-22 08:00:20 INFO: prepare candles [CandleItem(low=234.4, high=235.7, open=234.4, close=235.05, color='GREEN'), CandleItem(low=233.65, high=234.65, open=233.6, close=234.4, color='GREEN'), CandleItem(low=232.8, high=233.85, open=233.15, close=233.6, color='GREEN')]
2020-06-22 08:00:20 INFO: skip by colors first_candle=CandleItem(low=232.8, high=233.85, open=233.15, close=233.6, color='GREEN') second_candle=CandleItem(low=233.65, high=234.65, open=233.6, close=234.4, color='GREEN') last_candle=CandleItem(low=234.4, high=235.7, open=234.4, close=235.05, color='GREEN')
2020-06-22 08:00:20 INFO: check need new order None
2020-06-22 08:00:20 INFO: init new order end
2020-06-22 08:00:20 INFO: 
2020-06-22 08:00:20 INFO: 
2020-06-22 08:00:20 INFO: 
2020-06-22 08:00:20 INFO: 
2020-06-22 08:02:00 INFO: 
2020-06-22 08:02:00 INFO: 
2020-06-22 08:02:00 INFO: 
2020-06-22 08:02:00 INFO: 
2020-06-22 08:02:00 INFO: clearing start
2020-06-22 08:02:00 INFO: clearing end
2020-06-22 08:02:00 INFO: 
2020-06-22 08:02:00 INFO: 
2020-06-22 08:02:00 INFO: 
2020-06-22 08:02:00 INFO: 
2020-06-22 09:00:20 INFO: 
2020-06-22 09:00:20 INFO: 
2020-06-22 09:00:20 INFO: 
2020-06-22 09:00:20 INFO: 
2020-06-22 09:00:20 INFO: init new order start
2020-06-22 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.05, 'high': 236.2, 'low': 234.45, 'close': 234.55, 'trades': 3319, 'volume': 3754243, 'vwap': 235.54, 'lastSize': 145, 'turnover': 88426170825, 'homeNotional': 35376.8131314791, 'foreignNotional': 8332542.863962133}, {'timestamp': datetime.datetime(2020, 6, 22, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.4, 'high': 235.7, 'low': 234.4, 'close': 235.05, 'trades': 3999, 'volume': 5078505, 'vwap': 235.07, 'lastSize': 1, 'turnover': 119377031020, 'homeNotional': 47670.963552546105, 'foreignNotional': 11205700.791242076}, {'timestamp': datetime.datetime(2020, 6, 22, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.6, 'high': 234.65, 'low': 233.65, 'close': 234.4, 'trades': 2868, 'volume': 5015370, 'vwap': 234.1, 'lastSize': 385, 'turnover': 117408336195, 'homeNotional': 47013.0179009563, 'foreignNotional': 11005613.514333505}]
2020-06-22 09:00:20 INFO: prepare candles [CandleItem(low=234.45, high=236.2, open=235.05, close=234.55, color='RED'), CandleItem(low=234.4, high=235.7, open=234.4, close=235.05, color='GREEN'), CandleItem(low=233.65, high=234.65, open=233.6, close=234.4, color='GREEN')]
2020-06-22 09:00:20 INFO: last_candle=CandleItem(low=234.45, high=236.2, open=235.05, close=234.55, color='RED')
2020-06-22 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.45, high=236.2, open=235.05, close=234.55, color='RED')
2020-06-22 09:00:20 INFO: skip by CandleItem(low=234.45, high=236.2, open=235.05, close=234.55, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.45, high=236.2, open=235.05, close=234.55, color='RED')
2020-06-22 09:00:20 INFO: skip by CandleItem(low=234.45, high=236.2, open=235.05, close=234.55, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 09:00:20 INFO: not found applicable config for candle
2020-06-22 09:00:20 INFO: check need new order None
2020-06-22 09:00:20 INFO: init new order end
2020-06-22 09:00:20 INFO: 
2020-06-22 09:00:20 INFO: 
2020-06-22 09:00:20 INFO: 
2020-06-22 09:00:20 INFO: 
2020-06-22 09:02:00 INFO: 
2020-06-22 09:02:00 INFO: 
2020-06-22 09:02:00 INFO: 
2020-06-22 09:02:00 INFO: 
2020-06-22 09:02:00 INFO: clearing start
2020-06-22 09:02:00 INFO: clearing end
2020-06-22 09:02:00 INFO: 
2020-06-22 09:02:00 INFO: 
2020-06-22 09:02:00 INFO: 
2020-06-22 09:02:00 INFO: 
2020-06-22 10:00:20 INFO: 
2020-06-22 10:00:20 INFO: 
2020-06-22 10:00:20 INFO: 
2020-06-22 10:00:20 INFO: 
2020-06-22 10:00:20 INFO: init new order start
2020-06-22 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 235.0, 'low': 234.05, 'close': 234.55, 'trades': 1847, 'volume': 1908927, 'vwap': 234.51, 'lastSize': 90, 'turnover': 44766028010, 'homeNotional': 17963.985129359713, 'foreignNotional': 4212716.260704823}, {'timestamp': datetime.datetime(2020, 6, 22, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.05, 'high': 236.2, 'low': 234.45, 'close': 234.55, 'trades': 3319, 'volume': 3754243, 'vwap': 235.54, 'lastSize': 145, 'turnover': 88426170825, 'homeNotional': 35376.8131314791, 'foreignNotional': 8332542.863962133}, {'timestamp': datetime.datetime(2020, 6, 22, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.4, 'high': 235.7, 'low': 234.4, 'close': 235.05, 'trades': 3999, 'volume': 5078505, 'vwap': 235.07, 'lastSize': 1, 'turnover': 119377031020, 'homeNotional': 47670.963552546105, 'foreignNotional': 11205700.791242076}]
2020-06-22 10:00:21 INFO: skip by found empty buckets
2020-06-22 10:00:21 INFO: check need new order None
2020-06-22 10:00:21 INFO: init new order end
2020-06-22 10:00:21 INFO: 
2020-06-22 10:00:21 INFO: 
2020-06-22 10:00:21 INFO: 
2020-06-22 10:00:21 INFO: 
2020-06-22 10:02:00 INFO: 
2020-06-22 10:02:00 INFO: 
2020-06-22 10:02:00 INFO: 
2020-06-22 10:02:00 INFO: 
2020-06-22 10:02:00 INFO: clearing start
2020-06-22 10:02:00 INFO: clearing end
2020-06-22 10:02:00 INFO: 
2020-06-22 10:02:00 INFO: 
2020-06-22 10:02:00 INFO: 
2020-06-22 10:02:00 INFO: 
2020-06-22 10:46:02 WARNING: handle interrupt sig 2 False
Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 107, in from_url
    return cls.from_spec(spec_dict, spec_url, http_client, config)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 133, in from_spec
    swagger_spec = Spec.from_dict(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py", line 232, in from_dict
    spec.build()
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py", line 244, in build
    self._validate_spec()
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py", line 237, in _validate_spec
    self.resolver = validator20.validate_spec(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py", line 159, in validate_spec
    swagger_resolver = validate_json(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/common.py", line 24, in wrapper
    return method(*args, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py", line 196, in validate_json
    schema = read_file(schema_path)
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/common.py", line 45, in read_file
    return read_url(get_uri_from_file_path(file_path))
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/common.py", line 51, in read_url
    return safe_load(fh.read().decode('utf-8'))
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/__init__.py", line 162, in safe_load
    return load(stream, SafeLoader)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/__init__.py", line 114, in load
    return loader.get_single_data()
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/constructor.py", line 41, in get_single_data
    node = self.get_single_node()
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 36, in get_single_node
    document = self.compose_document()
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 55, in compose_document
    node = self.compose_node(None, None)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 84, in compose_node
    node = self.compose_mapping_node(anchor)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 133, in compose_mapping_node
    item_value = self.compose_node(node, item_key)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 84, in compose_node
    node = self.compose_mapping_node(anchor)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 133, in compose_mapping_node
    item_value = self.compose_node(node, item_key)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 84, in compose_node
    node = self.compose_mapping_node(anchor)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/composer.py", line 127, in compose_mapping_node
    while not self.check_event(MappingEndEvent):
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/parser.py", line 98, in check_event
    self.current_event = self.state()
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/parser.py", line 540, in parse_flow_mapping_first_key
    return self.parse_flow_mapping_key(first=True)
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/parser.py", line 556, in parse_flow_mapping_key
    return self.parse_flow_node()
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/parser.py", line 268, in parse_flow_node
    return self.parse_node()
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/parser.py", line 334, in parse_node
    event = ScalarEvent(anchor, tag, implicit, token.value,
  File "/home/crypto/venv/lib/python3.8/site-packages/yaml/events.py", line 65, in __init__
    def __init__(self, anchor, tag, implicit, value,
KeyboardInterrupt
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-06-22 10:46:18 INFO: 
2020-06-22 10:46:18 INFO: 
2020-06-22 10:46:18 INFO: 
2020-06-22 10:46:18 INFO: 
2020-06-22 10:46:18 INFO: start trader process
2020-06-22 10:46:18 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-22 10:46:18 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-22 10:46:18 INFO: Authenticating with API Key.
2020-06-22 10:46:19 INFO: Connected to WS.
2020-06-22 11:00:20 INFO: 
2020-06-22 11:00:20 INFO: 
2020-06-22 11:00:20 INFO: 
2020-06-22 11:00:20 INFO: 
2020-06-22 11:00:20 INFO: init new order start
2020-06-22 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 235.7, 'low': 234.55, 'close': 235.15, 'trades': 2144, 'volume': 2616339, 'vwap': 235.24, 'lastSize': 28, 'turnover': 61546695595, 'homeNotional': 24642.899309803997, 'foreignNotional': 5796994.017107076}, {'timestamp': datetime.datetime(2020, 6, 22, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 235.0, 'low': 234.05, 'close': 234.55, 'trades': 1847, 'volume': 1908927, 'vwap': 234.51, 'lastSize': 90, 'turnover': 44766028010, 'homeNotional': 17963.985129359713, 'foreignNotional': 4212716.260704823}, {'timestamp': datetime.datetime(2020, 6, 22, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.05, 'high': 236.2, 'low': 234.45, 'close': 234.55, 'trades': 3319, 'volume': 3754243, 'vwap': 235.54, 'lastSize': 145, 'turnover': 88426170825, 'homeNotional': 35376.8131314791, 'foreignNotional': 8332542.863962133}]
2020-06-22 11:00:20 INFO: skip by found empty buckets
2020-06-22 11:00:20 INFO: check need new order None
2020-06-22 11:00:20 INFO: init new order end
2020-06-22 11:00:20 INFO: 
2020-06-22 11:00:20 INFO: 
2020-06-22 11:00:20 INFO: 
2020-06-22 11:00:20 INFO: 
2020-06-22 11:02:00 INFO: 
2020-06-22 11:02:00 INFO: 
2020-06-22 11:02:00 INFO: 
2020-06-22 11:02:00 INFO: 
2020-06-22 11:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-06-22 11:02:00 INFO: clearing end
2020-06-22 11:02:00 INFO: 
2020-06-22 11:02:00 INFO: 
2020-06-22 11:02:00 INFO: 
2020-06-22 11:02:00 INFO: 
2020-06-22 11:21:14 WARNING: handle interrupt sig 2 False
2020-06-22 11:21:14 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-06-22 11:21:23 INFO: 
2020-06-22 11:21:23 INFO: 
2020-06-22 11:21:23 INFO: 
2020-06-22 11:21:23 INFO: 
2020-06-22 11:21:23 INFO: start trader process
2020-06-22 11:21:23 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-06-22 11:21:23 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-06-22 11:21:23 INFO: Authenticating with API Key.
2020-06-22 11:21:24 INFO: Connected to WS.
2020-06-22 12:00:20 INFO: 
2020-06-22 12:00:20 INFO: 
2020-06-22 12:00:20 INFO: 
2020-06-22 12:00:20 INFO: 
2020-06-22 12:00:20 INFO: init new order start
2020-06-22 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 236.15, 'low': 235.15, 'close': 236.15, 'trades': 1762, 'volume': 2374117, 'vwap': 235.57, 'lastSize': 500, 'turnover': 55924859735, 'homeNotional': 22350.081005251686, 'foreignNotional': 5264801.592662385}, {'timestamp': datetime.datetime(2020, 6, 22, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 235.7, 'low': 234.55, 'close': 235.15, 'trades': 2144, 'volume': 2616339, 'vwap': 235.24, 'lastSize': 28, 'turnover': 61546695595, 'homeNotional': 24642.899309803997, 'foreignNotional': 5796994.017107076}, {'timestamp': datetime.datetime(2020, 6, 22, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 235.0, 'low': 234.05, 'close': 234.55, 'trades': 1847, 'volume': 1908927, 'vwap': 234.51, 'lastSize': 90, 'turnover': 44766028010, 'homeNotional': 17963.985129359713, 'foreignNotional': 4212716.260704823}]
2020-06-22 12:00:21 INFO: skip by found empty buckets
2020-06-22 12:00:21 INFO: check need new order None
2020-06-22 12:00:21 INFO: init new order end
2020-06-22 12:00:21 INFO: 
2020-06-22 12:00:21 INFO: 
2020-06-22 12:00:21 INFO: 
2020-06-22 12:00:21 INFO: 
2020-06-22 12:02:00 INFO: 
2020-06-22 12:02:00 INFO: 
2020-06-22 12:02:00 INFO: 
2020-06-22 12:02:00 INFO: 
2020-06-22 12:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-06-22 12:02:00 INFO: clearing end
2020-06-22 12:02:00 INFO: 
2020-06-22 12:02:00 INFO: 
2020-06-22 12:02:00 INFO: 
2020-06-22 12:02:00 INFO: 
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: init new order start
2020-06-22 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.5, 'low': 235.3, 'close': 235.4, 'trades': 1491, 'volume': 1634918, 'vwap': 235.94, 'lastSize': 50, 'turnover': 38573404330, 'homeNotional': 15406.285459836912, 'foreignNotional': 3634883.262206203}, {'timestamp': datetime.datetime(2020, 6, 22, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 236.15, 'low': 235.15, 'close': 236.15, 'trades': 1762, 'volume': 2374117, 'vwap': 235.57, 'lastSize': 500, 'turnover': 55924859735, 'homeNotional': 22350.081005251686, 'foreignNotional': 5264801.592662385}, {'timestamp': datetime.datetime(2020, 6, 22, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 235.7, 'low': 234.55, 'close': 235.15, 'trades': 2144, 'volume': 2616339, 'vwap': 235.24, 'lastSize': 28, 'turnover': 61546695595, 'homeNotional': 24642.899309803997, 'foreignNotional': 5796994.017107076}]
2020-06-22 13:00:20 INFO: prepare candles [CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED'), CandleItem(low=235.15, high=236.15, open=235.15, close=236.15, color='GREEN'), CandleItem(low=234.55, high=235.7, open=234.55, close=235.15, color='GREEN')]
2020-06-22 13:00:20 INFO: last_candle=CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED')
2020-06-22 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED')
2020-06-22 13:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.15, high=236.15, open=235.15, close=236.15, color='GREEN')
2020-06-22 13:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.55, high=235.7, open=234.55, close=235.15, color='GREEN')
2020-06-22 13:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-22 13:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-22 13:00:20 INFO: place order: start candle=CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-22 13:00:20 INFO: place order: side_factor=1 init_trigger_price=235.25 init_order_price=235.20000000000002 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=236.5 take_price=228.00000000000009
2020-06-22 13:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('235.25') init_order_price=Decimal('235.200000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('236.5') take_price=Decimal('228.000000000000085265128291212022304534912109375')
2020-06-22 13:00:20 INFO: place order: compute qty=-640
2020-06-22 13:00:20 INFO: place order: save order to db 34b3688bb82d40e9a1319f8e5625aee0; response=True
2020-06-22 13:00:20 INFO: post order to exchange resp={'orderID': '22a6ab42-0a52-08fb-c18c-e39bd8d8b62d', 'clOrdID': '34b3688bb82d40e9a1319f8e5625aee0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 235.2, 'displayQty': None, 'stopPx': 235.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc())}
2020-06-22 13:00:20 INFO: place new init order {'qty': -640, 'init_price': Decimal('235.25'), 'stop_price': Decimal('236.5'), 'take_price': Decimal('228.000000000000085265128291212022304534912109375'), 'order_uid': '34b3688bb82d40e9a1319f8e5625aee0', 'response': {'orderID': '22a6ab42-0a52-08fb-c18c-e39bd8d8b62d', 'clOrdID': '34b3688bb82d40e9a1319f8e5625aee0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 235.2, 'displayQty': None, 'stopPx': 235.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc())}}
2020-06-22 13:00:20 INFO: init new order end
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: 
2020-06-22 13:00:20 INFO: process event {'orderID': '22a6ab42-0a52-08fb-c18c-e39bd8d8b62d', 'clOrdID': '34b3688bb82d40e9a1319f8e5625aee0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 235.2, 'displayQty': None, 'stopPx': 235.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-22T10:00:20.661Z', 'timestamp': '2020-06-22T10:00:20.661Z'}
2020-06-22 13:00:20 INFO: skip event 34b3688bb82d40e9a1319f8e5625aee0 New
2020-06-22 13:02:00 INFO: 
2020-06-22 13:02:00 INFO: 
2020-06-22 13:02:00 INFO: 
2020-06-22 13:02:00 INFO: 
2020-06-22 13:02:00 INFO: clearing start
2020-06-22 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '22a6ab42-0a52-08fb-c18c-e39bd8d8b62d', 'clOrdID': '34b3688bb82d40e9a1319f8e5625aee0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 235.2, 'displayQty': None, 'stopPx': 235.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc())}
2020-06-22 13:02:00 INFO: order time=2020-06-22 10:00:20.661000+00:00; delta from now UTC=0:01:40.167165 time_delta.total_seconds()=100.167165; time_diff_offset='3600'
2020-06-22 13:02:00 INFO: skip by time diff 2020-06-22 10:00:20.661000+00:00
2020-06-22 13:02:00 INFO: clearing end
2020-06-22 13:02:00 INFO: 
2020-06-22 13:02:00 INFO: 
2020-06-22 13:02:00 INFO: 
2020-06-22 13:02:00 INFO: 
2020-06-22 14:00:20 INFO: 
2020-06-22 14:00:20 INFO: 
2020-06-22 14:00:20 INFO: 
2020-06-22 14:00:20 INFO: 
2020-06-22 14:00:20 INFO: init new order start
2020-06-22 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.4, 'high': 235.95, 'low': 235.4, 'close': 235.75, 'trades': 910, 'volume': 1483829, 'vwap': 235.63, 'lastSize': 1000, 'turnover': 34962391720, 'homeNotional': 13980.216656986158, 'foreignNotional': 3294058.8432064163}, {'timestamp': datetime.datetime(2020, 6, 22, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.5, 'low': 235.3, 'close': 235.4, 'trades': 1491, 'volume': 1634918, 'vwap': 235.94, 'lastSize': 50, 'turnover': 38573404330, 'homeNotional': 15406.285459836912, 'foreignNotional': 3634883.262206203}, {'timestamp': datetime.datetime(2020, 6, 22, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 236.15, 'low': 235.15, 'close': 236.15, 'trades': 1762, 'volume': 2374117, 'vwap': 235.57, 'lastSize': 500, 'turnover': 55924859735, 'homeNotional': 22350.081005251686, 'foreignNotional': 5264801.592662385}]
2020-06-22 14:00:21 INFO: prepare candles [CandleItem(low=235.4, high=235.95, open=235.4, close=235.75, color='GREEN'), CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED'), CandleItem(low=235.15, high=236.15, open=235.15, close=236.15, color='GREEN')]
2020-06-22 14:00:21 INFO: skip by colors first_candle=CandleItem(low=235.15, high=236.15, open=235.15, close=236.15, color='GREEN') second_candle=CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED') last_candle=CandleItem(low=235.4, high=235.95, open=235.4, close=235.75, color='GREEN')
2020-06-22 14:00:21 INFO: check need new order None
2020-06-22 14:00:21 INFO: init new order end
2020-06-22 14:00:21 INFO: 
2020-06-22 14:00:21 INFO: 
2020-06-22 14:00:21 INFO: 
2020-06-22 14:00:21 INFO: 
2020-06-22 14:02:00 INFO: 
2020-06-22 14:02:00 INFO: 
2020-06-22 14:02:00 INFO: 
2020-06-22 14:02:00 INFO: 
2020-06-22 14:02:00 INFO: clearing start
2020-06-22 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '22a6ab42-0a52-08fb-c18c-e39bd8d8b62d', 'clOrdID': '34b3688bb82d40e9a1319f8e5625aee0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 235.2, 'displayQty': None, 'stopPx': 235.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 640, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc())}
2020-06-22 14:02:00 INFO: order time=2020-06-22 10:00:20.661000+00:00; delta from now UTC=1:01:39.616256 time_delta.total_seconds()=3699.616256; time_diff_offset='3600'
2020-06-22 14:02:00 INFO: clear order 34b3688bb82d40e9a1319f8e5625aee0
2020-06-22 14:02:00 INFO: cancel order resp=[{'orderID': '22a6ab42-0a52-08fb-c18c-e39bd8d8b62d', 'clOrdID': '34b3688bb82d40e9a1319f8e5625aee0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 640, 'price': 235.2, 'displayQty': None, 'stopPx': 235.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 10, 0, 20, 661000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 11, 2, 0, 297000, tzinfo=tzutc())}]
2020-06-22 14:02:00 INFO: process event {'orderID': '22a6ab42-0a52-08fb-c18c-e39bd8d8b62d', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-22T11:02:00.297Z', 'clOrdID': '34b3688bb82d40e9a1319f8e5625aee0', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-22 14:02:00 INFO: skip event 34b3688bb82d40e9a1319f8e5625aee0 Canceled
2020-06-22 14:02:00 INFO: clearing end
2020-06-22 14:02:00 INFO: 
2020-06-22 14:02:00 INFO: 
2020-06-22 14:02:00 INFO: 
2020-06-22 14:02:00 INFO: 
2020-06-22 15:00:20 INFO: 
2020-06-22 15:00:20 INFO: 
2020-06-22 15:00:20 INFO: 
2020-06-22 15:00:20 INFO: 
2020-06-22 15:00:20 INFO: init new order start
2020-06-22 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 237.2, 'low': 235.2, 'close': 236.85, 'trades': 2698, 'volume': 4032192, 'vwap': 236.37, 'lastSize': 500, 'turnover': 95307919120, 'homeNotional': 38086.38915747104, 'foreignNotional': 9002418.149731636}, {'timestamp': datetime.datetime(2020, 6, 22, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.4, 'high': 235.95, 'low': 235.4, 'close': 235.75, 'trades': 910, 'volume': 1483829, 'vwap': 235.63, 'lastSize': 1000, 'turnover': 34962391720, 'homeNotional': 13980.216656986158, 'foreignNotional': 3294058.8432064163}, {'timestamp': datetime.datetime(2020, 6, 22, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.5, 'low': 235.3, 'close': 235.4, 'trades': 1491, 'volume': 1634918, 'vwap': 235.94, 'lastSize': 50, 'turnover': 38573404330, 'homeNotional': 15406.285459836912, 'foreignNotional': 3634883.262206203}]
2020-06-22 15:00:20 INFO: prepare candles [CandleItem(low=235.2, high=237.2, open=235.75, close=236.85, color='GREEN'), CandleItem(low=235.4, high=235.95, open=235.4, close=235.75, color='GREEN'), CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED')]
2020-06-22 15:00:20 INFO: skip by colors first_candle=CandleItem(low=235.3, high=236.5, open=236.15, close=235.4, color='RED') second_candle=CandleItem(low=235.4, high=235.95, open=235.4, close=235.75, color='GREEN') last_candle=CandleItem(low=235.2, high=237.2, open=235.75, close=236.85, color='GREEN')
2020-06-22 15:00:20 INFO: check need new order None
2020-06-22 15:00:20 INFO: init new order end
2020-06-22 15:00:20 INFO: 
2020-06-22 15:00:20 INFO: 
2020-06-22 15:00:20 INFO: 
2020-06-22 15:00:20 INFO: 
2020-06-22 15:02:00 INFO: 
2020-06-22 15:02:00 INFO: 
2020-06-22 15:02:00 INFO: 
2020-06-22 15:02:00 INFO: 
2020-06-22 15:02:00 INFO: clearing start
2020-06-22 15:02:00 INFO: clearing end
2020-06-22 15:02:00 INFO: 
2020-06-22 15:02:00 INFO: 
2020-06-22 15:02:00 INFO: 
2020-06-22 15:02:00 INFO: 
2020-06-22 16:00:20 INFO: 
2020-06-22 16:00:20 INFO: 
2020-06-22 16:00:20 INFO: 
2020-06-22 16:00:20 INFO: 
2020-06-22 16:00:20 INFO: init new order start
2020-06-22 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 239.4, 'low': 236.6, 'close': 239.05, 'trades': 5118, 'volume': 6275319, 'vwap': 238.23, 'lastSize': 36, 'turnover': 149493906685, 'homeNotional': 59426.878355279616, 'foreignNotional': 14157021.692785608}, {'timestamp': datetime.datetime(2020, 6, 22, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 237.2, 'low': 235.2, 'close': 236.85, 'trades': 2698, 'volume': 4032192, 'vwap': 236.37, 'lastSize': 500, 'turnover': 95307919120, 'homeNotional': 38086.38915747104, 'foreignNotional': 9002418.149731636}, {'timestamp': datetime.datetime(2020, 6, 22, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.4, 'high': 235.95, 'low': 235.4, 'close': 235.75, 'trades': 910, 'volume': 1483829, 'vwap': 235.63, 'lastSize': 1000, 'turnover': 34962391720, 'homeNotional': 13980.216656986158, 'foreignNotional': 3294058.8432064163}]
2020-06-22 16:00:20 INFO: prepare candles [CandleItem(low=236.6, high=239.4, open=236.85, close=239.05, color='GREEN'), CandleItem(low=235.2, high=237.2, open=235.75, close=236.85, color='GREEN'), CandleItem(low=235.4, high=235.95, open=235.4, close=235.75, color='GREEN')]
2020-06-22 16:00:20 INFO: skip by colors first_candle=CandleItem(low=235.4, high=235.95, open=235.4, close=235.75, color='GREEN') second_candle=CandleItem(low=235.2, high=237.2, open=235.75, close=236.85, color='GREEN') last_candle=CandleItem(low=236.6, high=239.4, open=236.85, close=239.05, color='GREEN')
2020-06-22 16:00:20 INFO: check need new order None
2020-06-22 16:00:20 INFO: init new order end
2020-06-22 16:00:20 INFO: 
2020-06-22 16:00:20 INFO: 
2020-06-22 16:00:20 INFO: 
2020-06-22 16:00:20 INFO: 
2020-06-22 16:02:00 INFO: 
2020-06-22 16:02:00 INFO: 
2020-06-22 16:02:00 INFO: 
2020-06-22 16:02:00 INFO: 
2020-06-22 16:02:00 INFO: clearing start
2020-06-22 16:02:00 INFO: clearing end
2020-06-22 16:02:00 INFO: 
2020-06-22 16:02:00 INFO: 
2020-06-22 16:02:00 INFO: 
2020-06-22 16:02:00 INFO: 
2020-06-22 17:00:20 INFO: 
2020-06-22 17:00:20 INFO: 
2020-06-22 17:00:20 INFO: 
2020-06-22 17:00:20 INFO: 
2020-06-22 17:00:20 INFO: init new order start
2020-06-22 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.8, 'low': 237.85, 'close': 238.6, 'trades': 3318, 'volume': 4217796, 'vwap': 238.9, 'lastSize': 50, 'turnover': 100761042120, 'homeNotional': 39994.968360088635, 'foreignNotional': 9554637.082211554}, {'timestamp': datetime.datetime(2020, 6, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 239.4, 'low': 236.6, 'close': 239.05, 'trades': 5118, 'volume': 6275319, 'vwap': 238.23, 'lastSize': 36, 'turnover': 149493906685, 'homeNotional': 59426.878355279616, 'foreignNotional': 14157021.692785608}, {'timestamp': datetime.datetime(2020, 6, 22, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 237.2, 'low': 235.2, 'close': 236.85, 'trades': 2698, 'volume': 4032192, 'vwap': 236.37, 'lastSize': 500, 'turnover': 95307919120, 'homeNotional': 38086.38915747104, 'foreignNotional': 9002418.149731636}]
2020-06-22 17:00:20 INFO: prepare candles [CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED'), CandleItem(low=236.6, high=239.4, open=236.85, close=239.05, color='GREEN'), CandleItem(low=235.2, high=237.2, open=235.75, close=236.85, color='GREEN')]
2020-06-22 17:00:20 INFO: last_candle=CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED')
2020-06-22 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED')
2020-06-22 17:00:20 INFO: skip by CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED')
2020-06-22 17:00:20 INFO: skip by CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 17:00:20 INFO: not found applicable config for candle
2020-06-22 17:00:20 INFO: check need new order None
2020-06-22 17:00:20 INFO: init new order end
2020-06-22 17:00:20 INFO: 
2020-06-22 17:00:20 INFO: 
2020-06-22 17:00:20 INFO: 
2020-06-22 17:00:20 INFO: 
2020-06-22 17:02:00 INFO: 
2020-06-22 17:02:00 INFO: 
2020-06-22 17:02:00 INFO: 
2020-06-22 17:02:00 INFO: 
2020-06-22 17:02:00 INFO: clearing start
2020-06-22 17:02:00 INFO: clearing end
2020-06-22 17:02:00 INFO: 
2020-06-22 17:02:00 INFO: 
2020-06-22 17:02:00 INFO: 
2020-06-22 17:02:00 INFO: 
2020-06-22 18:00:20 INFO: 
2020-06-22 18:00:20 INFO: 
2020-06-22 18:00:20 INFO: 
2020-06-22 18:00:20 INFO: 
2020-06-22 18:00:20 INFO: init new order start
2020-06-22 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.6, 'high': 239.0, 'low': 237.95, 'close': 238.2, 'trades': 1621, 'volume': 2261318, 'vwap': 238.48, 'lastSize': 200, 'turnover': 53927672385, 'homeNotional': 21412.313828565926, 'foreignNotional': 5106387.22522829}, {'timestamp': datetime.datetime(2020, 6, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.8, 'low': 237.85, 'close': 238.6, 'trades': 3318, 'volume': 4217796, 'vwap': 238.9, 'lastSize': 50, 'turnover': 100761042120, 'homeNotional': 39994.968360088635, 'foreignNotional': 9554637.082211554}, {'timestamp': datetime.datetime(2020, 6, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 239.4, 'low': 236.6, 'close': 239.05, 'trades': 5118, 'volume': 6275319, 'vwap': 238.23, 'lastSize': 36, 'turnover': 149493906685, 'homeNotional': 59426.878355279616, 'foreignNotional': 14157021.692785608}]
2020-06-22 18:00:20 INFO: prepare candles [CandleItem(low=237.95, high=239.0, open=238.6, close=238.2, color='RED'), CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED'), CandleItem(low=236.6, high=239.4, open=236.85, close=239.05, color='GREEN')]
2020-06-22 18:00:20 INFO: skip by colors first_candle=CandleItem(low=236.6, high=239.4, open=236.85, close=239.05, color='GREEN') second_candle=CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED') last_candle=CandleItem(low=237.95, high=239.0, open=238.6, close=238.2, color='RED')
2020-06-22 18:00:20 INFO: check need new order None
2020-06-22 18:00:20 INFO: init new order end
2020-06-22 18:00:20 INFO: 
2020-06-22 18:00:20 INFO: 
2020-06-22 18:00:20 INFO: 
2020-06-22 18:00:20 INFO: 
2020-06-22 18:02:00 INFO: 
2020-06-22 18:02:00 INFO: 
2020-06-22 18:02:00 INFO: 
2020-06-22 18:02:00 INFO: 
2020-06-22 18:02:00 INFO: clearing start
2020-06-22 18:02:00 INFO: clearing end
2020-06-22 18:02:00 INFO: 
2020-06-22 18:02:00 INFO: 
2020-06-22 18:02:00 INFO: 
2020-06-22 18:02:00 INFO: 
2020-06-22 19:00:20 INFO: 
2020-06-22 19:00:20 INFO: 
2020-06-22 19:00:20 INFO: 
2020-06-22 19:00:20 INFO: 
2020-06-22 19:00:20 INFO: init new order start
2020-06-22 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 241.9, 'low': 238.2, 'close': 241.75, 'trades': 4382, 'volume': 5917668, 'vwap': 239.93, 'lastSize': 20837, 'turnover': 141977367965, 'homeNotional': 56091.582725845736, 'foreignNotional': 13457611.788965406}, {'timestamp': datetime.datetime(2020, 6, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.6, 'high': 239.0, 'low': 237.95, 'close': 238.2, 'trades': 1621, 'volume': 2261318, 'vwap': 238.48, 'lastSize': 200, 'turnover': 53927672385, 'homeNotional': 21412.313828565926, 'foreignNotional': 5106387.22522829}, {'timestamp': datetime.datetime(2020, 6, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.8, 'low': 237.85, 'close': 238.6, 'trades': 3318, 'volume': 4217796, 'vwap': 238.9, 'lastSize': 50, 'turnover': 100761042120, 'homeNotional': 39994.968360088635, 'foreignNotional': 9554637.082211554}]
2020-06-22 19:00:20 INFO: prepare candles [CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN'), CandleItem(low=237.95, high=239.0, open=238.6, close=238.2, color='RED'), CandleItem(low=237.85, high=239.8, open=239.05, close=238.6, color='RED')]
2020-06-22 19:00:20 INFO: last_candle=CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN')
2020-06-22 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN')
2020-06-22 19:00:20 INFO: skip by CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN')
2020-06-22 19:00:20 INFO: skip by CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-06-22 19:00:20 INFO: not found applicable config for candle
2020-06-22 19:00:20 INFO: check need new order None
2020-06-22 19:00:20 INFO: init new order end
2020-06-22 19:00:20 INFO: 
2020-06-22 19:00:20 INFO: 
2020-06-22 19:00:20 INFO: 
2020-06-22 19:00:20 INFO: 
2020-06-22 19:02:00 INFO: 
2020-06-22 19:02:00 INFO: 
2020-06-22 19:02:00 INFO: 
2020-06-22 19:02:00 INFO: 
2020-06-22 19:02:00 INFO: clearing start
2020-06-22 19:02:00 INFO: clearing end
2020-06-22 19:02:00 INFO: 
2020-06-22 19:02:00 INFO: 
2020-06-22 19:02:00 INFO: 
2020-06-22 19:02:00 INFO: 
2020-06-22 20:00:20 INFO: 
2020-06-22 20:00:20 INFO: 
2020-06-22 20:00:20 INFO: 
2020-06-22 20:00:20 INFO: 
2020-06-22 20:00:20 INFO: init new order start
2020-06-22 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.75, 'high': 245.25, 'low': 241.1, 'close': 243.95, 'trades': 10181, 'volume': 13685668, 'vwap': 243.69, 'lastSize': 14800, 'turnover': 333494243285, 'homeNotional': 130513.26538114977, 'foreignNotional': 31804069.9922377}, {'timestamp': datetime.datetime(2020, 6, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 241.9, 'low': 238.2, 'close': 241.75, 'trades': 4382, 'volume': 5917668, 'vwap': 239.93, 'lastSize': 20837, 'turnover': 141977367965, 'homeNotional': 56091.582725845736, 'foreignNotional': 13457611.788965406}, {'timestamp': datetime.datetime(2020, 6, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.6, 'high': 239.0, 'low': 237.95, 'close': 238.2, 'trades': 1621, 'volume': 2261318, 'vwap': 238.48, 'lastSize': 200, 'turnover': 53927672385, 'homeNotional': 21412.313828565926, 'foreignNotional': 5106387.22522829}]
2020-06-22 20:00:20 INFO: prepare candles [CandleItem(low=241.1, high=245.25, open=241.75, close=243.95, color='GREEN'), CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN'), CandleItem(low=237.95, high=239.0, open=238.6, close=238.2, color='RED')]
2020-06-22 20:00:20 INFO: skip by colors first_candle=CandleItem(low=237.95, high=239.0, open=238.6, close=238.2, color='RED') second_candle=CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN') last_candle=CandleItem(low=241.1, high=245.25, open=241.75, close=243.95, color='GREEN')
2020-06-22 20:00:20 INFO: check need new order None
2020-06-22 20:00:20 INFO: init new order end
2020-06-22 20:00:20 INFO: 
2020-06-22 20:00:20 INFO: 
2020-06-22 20:00:20 INFO: 
2020-06-22 20:00:20 INFO: 
2020-06-22 20:02:00 INFO: 
2020-06-22 20:02:00 INFO: 
2020-06-22 20:02:00 INFO: 
2020-06-22 20:02:00 INFO: 
2020-06-22 20:02:00 INFO: clearing start
2020-06-22 20:02:00 INFO: clearing end
2020-06-22 20:02:00 INFO: 
2020-06-22 20:02:00 INFO: 
2020-06-22 20:02:00 INFO: 
2020-06-22 20:02:00 INFO: 
2020-06-22 21:00:20 INFO: 
2020-06-22 21:00:20 INFO: 
2020-06-22 21:00:20 INFO: 
2020-06-22 21:00:20 INFO: 
2020-06-22 21:00:20 INFO: init new order start
2020-06-22 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 245.05, 'low': 243.45, 'close': 244.65, 'trades': 2609, 'volume': 3195654, 'vwap': 244.13, 'lastSize': 250, 'turnover': 78014300515, 'homeNotional': 30632.411053075415, 'foreignNotional': 7478187.555884947}, {'timestamp': datetime.datetime(2020, 6, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.75, 'high': 245.25, 'low': 241.1, 'close': 243.95, 'trades': 10181, 'volume': 13685668, 'vwap': 243.69, 'lastSize': 14800, 'turnover': 333494243285, 'homeNotional': 130513.26538114977, 'foreignNotional': 31804069.9922377}, {'timestamp': datetime.datetime(2020, 6, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 241.9, 'low': 238.2, 'close': 241.75, 'trades': 4382, 'volume': 5917668, 'vwap': 239.93, 'lastSize': 20837, 'turnover': 141977367965, 'homeNotional': 56091.582725845736, 'foreignNotional': 13457611.788965406}]
2020-06-22 21:00:20 INFO: prepare candles [CandleItem(low=243.45, high=245.05, open=243.95, close=244.65, color='GREEN'), CandleItem(low=241.1, high=245.25, open=241.75, close=243.95, color='GREEN'), CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN')]
2020-06-22 21:00:20 INFO: skip by colors first_candle=CandleItem(low=238.2, high=241.9, open=238.2, close=241.75, color='GREEN') second_candle=CandleItem(low=241.1, high=245.25, open=241.75, close=243.95, color='GREEN') last_candle=CandleItem(low=243.45, high=245.05, open=243.95, close=244.65, color='GREEN')
2020-06-22 21:00:20 INFO: check need new order None
2020-06-22 21:00:20 INFO: init new order end
2020-06-22 21:00:20 INFO: 
2020-06-22 21:00:20 INFO: 
2020-06-22 21:00:20 INFO: 
2020-06-22 21:00:20 INFO: 
2020-06-22 21:02:00 INFO: 
2020-06-22 21:02:00 INFO: 
2020-06-22 21:02:00 INFO: 
2020-06-22 21:02:00 INFO: 
2020-06-22 21:02:00 INFO: clearing start
2020-06-22 21:02:00 INFO: clearing end
2020-06-22 21:02:00 INFO: 
2020-06-22 21:02:00 INFO: 
2020-06-22 21:02:00 INFO: 
2020-06-22 21:02:00 INFO: 
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:20 INFO: init new order start
2020-06-22 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 22, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.65, 'high': 244.95, 'low': 243.8, 'close': 243.95, 'trades': 1715, 'volume': 1946410, 'vwap': 244.43, 'lastSize': 100, 'turnover': 47575379070, 'homeNotional': 18661.39162589926, 'foreignNotional': 4561337.215131486}, {'timestamp': datetime.datetime(2020, 6, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 245.05, 'low': 243.45, 'close': 244.65, 'trades': 2609, 'volume': 3195654, 'vwap': 244.13, 'lastSize': 250, 'turnover': 78014300515, 'homeNotional': 30632.411053075415, 'foreignNotional': 7478187.555884947}, {'timestamp': datetime.datetime(2020, 6, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.75, 'high': 245.25, 'low': 241.1, 'close': 243.95, 'trades': 10181, 'volume': 13685668, 'vwap': 243.69, 'lastSize': 14800, 'turnover': 333494243285, 'homeNotional': 130513.26538114977, 'foreignNotional': 31804069.9922377}]
2020-06-22 22:00:20 INFO: prepare candles [CandleItem(low=243.8, high=244.95, open=244.65, close=243.95, color='RED'), CandleItem(low=243.45, high=245.05, open=243.95, close=244.65, color='GREEN'), CandleItem(low=241.1, high=245.25, open=241.75, close=243.95, color='GREEN')]
2020-06-22 22:00:20 INFO: last_candle=CandleItem(low=243.8, high=244.95, open=244.65, close=243.95, color='RED')
2020-06-22 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-06-22 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.8, high=244.95, open=244.65, close=243.95, color='RED')
2020-06-22 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.45, high=245.05, open=243.95, close=244.65, color='GREEN')
2020-06-22 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.1, high=245.25, open=241.75, close=243.95, color='GREEN')
2020-06-22 22:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=243.8, high=244.95, open=244.65, close=243.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-22 22:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=243.8, high=244.95, open=244.65, close=243.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-06-22 22:00:20 INFO: place order: start candle=CandleItem(low=243.8, high=244.95, open=244.65, close=243.95, color='RED') ticker='ETHUSD' price_offset=0.1
2020-06-22 22:00:20 INFO: place order: side_factor=1 init_trigger_price=243.75 init_order_price=243.70000000000002 stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=244.95 take_price=236.80000000000015
2020-06-22 22:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('243.75') init_order_price=Decimal('243.700000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=Decimal('244.94999999999998863131622783839702606201171875') take_price=Decimal('236.800000000000153477230924181640148162841796875')
2020-06-22 22:00:20 INFO: place order: compute qty=-667
2020-06-22 22:00:20 INFO: place order: save order to db d5c8c81de4874203b138757002199380; response=True
2020-06-22 22:00:20 INFO: post order to exchange resp={'orderID': 'f1bbc90a-faad-579f-beed-c450286f46ba', 'clOrdID': 'd5c8c81de4874203b138757002199380', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 19, 0, 20, 934000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 19, 0, 20, 934000, tzinfo=tzutc())}
2020-06-22 22:00:20 INFO: place new init order {'qty': -667, 'init_price': Decimal('243.75'), 'stop_price': Decimal('244.94999999999998863131622783839702606201171875'), 'take_price': Decimal('236.800000000000153477230924181640148162841796875'), 'order_uid': 'd5c8c81de4874203b138757002199380', 'response': {'orderID': 'f1bbc90a-faad-579f-beed-c450286f46ba', 'clOrdID': 'd5c8c81de4874203b138757002199380', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 19, 0, 20, 934000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 19, 0, 20, 934000, tzinfo=tzutc())}}
2020-06-22 22:00:20 INFO: init new order end
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:20 INFO: 
2020-06-22 22:00:21 INFO: process event {'orderID': 'f1bbc90a-faad-579f-beed-c450286f46ba', 'clOrdID': 'd5c8c81de4874203b138757002199380', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-22T19:00:20.934Z', 'timestamp': '2020-06-22T19:00:20.934Z'}
2020-06-22 22:00:21 INFO: skip event d5c8c81de4874203b138757002199380 New
2020-06-22 22:02:00 INFO: 
2020-06-22 22:02:00 INFO: 
2020-06-22 22:02:00 INFO: 
2020-06-22 22:02:00 INFO: 
2020-06-22 22:02:00 INFO: clearing start
2020-06-22 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f1bbc90a-faad-579f-beed-c450286f46ba', 'clOrdID': 'd5c8c81de4874203b138757002199380', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 667, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 22, 19, 0, 20, 934000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 19, 0, 20, 934000, tzinfo=tzutc())}
2020-06-22 22:02:00 INFO: order time=2020-06-22 19:00:20.934000+00:00; delta from now UTC=0:01:39.186819 time_delta.total_seconds()=99.186819; time_diff_offset='3600'
2020-06-22 22:02:00 INFO: skip by time diff 2020-06-22 19:00:20.934000+00:00
2020-06-22 22:02:00 INFO: clearing end
2020-06-22 22:02:00 INFO: 
2020-06-22 22:02:00 INFO: 
2020-06-22 22:02:00 INFO: 
2020-06-22 22:02:00 INFO: 
2020-06-22 22:20:10 INFO: process event {'orderID': 'f1bbc90a-faad-579f-beed-c450286f46ba', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-22T19:20:10.574Z', 'clOrdID': 'd5c8c81de4874203b138757002199380', 'account': 605536, 'symbol': 'ETHUSD'}
2020-06-22 22:20:10 INFO: skip event d5c8c81de4874203b138757002199380 
2020-06-22 22:20:10 INFO: process event {'orderID': 'f1bbc90a-faad-579f-beed-c450286f46ba', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 667, 'avgPx': 243.7, 'transactTime': '2020-06-22T19:20:10.574Z', 'clOrdID': 'd5c8c81de4874203b138757002199380', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-22T19:20:10.574Z'}
2020-06-22 22:20:10 INFO: add new event={'uid': 'd5c8c81de4874203b138757002199380', 'status': 'Filled'}
2020-06-22 22:20:11 INFO: 
2020-06-22 22:20:11 INFO: 
2020-06-22 22:20:11 INFO: 
2020-06-22 22:20:11 INFO: 
2020-06-22 22:20:11 INFO: process event start
2020-06-22 22:20:11 INFO: fetch new order event d5c8c81de4874203b138757002199380
2020-06-22 22:20:11 INFO: fetch orders by event init={'stop': '244.94999999999998863131622783839702606201171875', 'take': '236.800000000000153477230924181640148162841796875', 'qty': '667', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-06-22 22:20:11 INFO: process init order filled
2020-06-22 22:20:11 INFO: save profit orders to storage stop=c34e683b8894476d9c7d66e9bd97d262 take=b64ccb02c6ca4a2b95b767449b34d830
2020-06-22 22:20:11 INFO: place profit orders take_price=236.800000000000153477230924181640148162841796875, stop_price=244.94999999999998863131622783839702606201171875, qty=667, color=RED, ticker=ETHUSD c34e683b8894476d9c7d66e9bd97d262 b64ccb02c6ca4a2b95b767449b34d830
2020-06-22 22:20:11 INFO: place stop order ETHUSD: qty=667, stop_price=244.94999999999998863131622783839702606201171875, stop_uid=c34e683b8894476d9c7d66e9bd97d262
2020-06-22 22:20:11 INFO: process event {'orderID': 'e333eeae-a172-5dfb-90e6-d2cb7b8ced46', 'clOrdID': 'c34e683b8894476d9c7d66e9bd97d262', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 244.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-22T19:20:11.618Z', 'timestamp': '2020-06-22T19:20:11.618Z'}
2020-06-22 22:20:11 INFO: skip event c34e683b8894476d9c7d66e9bd97d262 New
2020-06-22 22:20:11 INFO: exchange resp for stop order={'orderID': 'e333eeae-a172-5dfb-90e6-d2cb7b8ced46', 'clOrdID': 'c34e683b8894476d9c7d66e9bd97d262', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 244.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 22, 19, 20, 11, 618000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 19, 20, 11, 618000, tzinfo=tzutc())}
2020-06-22 22:20:11 INFO: place limit order ETHUSD: qty=667, price=236.800000000000153477230924181640148162841796875, take_uid=b64ccb02c6ca4a2b95b767449b34d830
2020-06-22 22:20:11 INFO: exchange resp for take profit order={'orderID': 'aae9a651-6da8-9b30-3db0-a24d52efdd12', 'clOrdID': 'b64ccb02c6ca4a2b95b767449b34d830', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 236.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 22, 19, 20, 11, 662000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 19, 20, 11, 662000, tzinfo=tzutc())}
2020-06-22 22:20:11 INFO: process event {'orderID': 'aae9a651-6da8-9b30-3db0-a24d52efdd12', 'clOrdID': 'b64ccb02c6ca4a2b95b767449b34d830', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 236.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-22T19:20:11.662Z', 'timestamp': '2020-06-22T19:20:11.662Z'}
2020-06-22 22:20:11 INFO: skip event b64ccb02c6ca4a2b95b767449b34d830 New
2020-06-22 22:20:11 INFO: place profit orders={'stop': {'response': {'orderID': 'e333eeae-a172-5dfb-90e6-d2cb7b8ced46', 'clOrdID': 'c34e683b8894476d9c7d66e9bd97d262', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': None, 'displayQty': None, 'stopPx': 244.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 22, 19, 20, 11, 618000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 19, 20, 11, 618000, tzinfo=tzutc())}, 'qty': Decimal('667'), 'uid': 'c34e683b8894476d9c7d66e9bd97d262', 'price': Decimal('244.94999999999998863131622783839702606201171875')}, 'take': {'response': {'orderID': 'aae9a651-6da8-9b30-3db0-a24d52efdd12', 'clOrdID': 'b64ccb02c6ca4a2b95b767449b34d830', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 667, 'price': 236.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 667, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 22, 19, 20, 11, 662000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 22, 19, 20, 11, 662000, tzinfo=tzutc())}, 'qty': Decimal('667'), 'uid': 'b64ccb02c6ca4a2b95b767449b34d830', 'price': Decimal('236.800000000000153477230924181640148162841796875')}}
2020-06-22 22:20:11 INFO: process event {'orderID': 'aae9a651-6da8-9b30-3db0-a24d52efdd12', 'workingIndicator': True, 'clOrdID': 'b64ccb02c6ca4a2b95b7