2019-12-16 13:01:00 INFO: prepare buckets [{'low_price': 7056.5, 'high_price': 7104.5, 'color': 'GREEN'}, {'low_price': 7050.0, 'high_price': 7119.0, 'color': 'GREEN'}, {'low_price': 7044.0, 'high_price': 7073.5, 'color': 'GREEN'}]
2019-12-16 13:01:00 INFO: check need new order None
2019-12-16 13:04:48 WARNING: handle interrupt sig 2 False
2019-12-16 13:04:48 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(
2019-12-16 13:04:52 INFO: start trader process
2019-12-16 13:04:52 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-16 13:04:52 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-16 13:04:52 INFO: Authenticating with API Key.
2019-12-16 13:04:53 INFO: Connected to WS.
2019-12-16 13:46:29 INFO: process event {'orderID': 'ed12f61f-86d5-0bda-1263-8ab0451c9983', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 19, 'avgPx': 7136.75, 'timestamp': '2019-12-16T13:46:28.665Z', 'clOrdID': 'a966b4d37a0848718b3fdbd6a296f757', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 13:46:29 INFO: add new event={'uid': 'a966b4d37a0848718b3fdbd6a296f757', 'status': 'Filled'}
2019-12-16 13:46:30 INFO: start process event--------------------------------------------
2019-12-16 13:46:30 INFO: fetch new order event a966b4d37a0848718b3fdbd6a296f757
2019-12-16 13:46:30 INFO: fetch orders by event init=None profit_pair=5e3c11d7457d46cda021fe2e02d4e7ff
2019-12-16 13:46:30 INFO: process profit order filled
/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(
2019-12-16 13:46:37 INFO: cancel order=5e3c11d7457d46cda021fe2e02d4e7ff [{'orderID': 'b399afa2-e01e-ef33-3710-cc18ab23f808', 'clOrdID': '5e3c11d7457d46cda021fe2e02d4e7ff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 19, 'price': 7042.0, 'displayQty': None, 'stopPx': 7042.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 16, 11, 50, 59, 680000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 13, 46, 37, 249000, tzinfo=tzlocal())}]
2019-12-16 13:46:37 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-16 13:46:37 INFO: process event {'orderID': 'b399afa2-e01e-ef33-3710-cc18ab23f808', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2019-12-16T13:46:37.249Z', 'clOrdID': '5e3c11d7457d46cda021fe2e02d4e7ff', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 13:46:37 INFO: skip event 5e3c11d7457d46cda021fe2e02d4e7ff Canceled
2019-12-16 14:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 14, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7092.5, 'high': 7172.0, 'low': 7087.5, 'close': 7124.0, 'trades': 36271, 'volume': 136139869, 'vwap': 7114.3995, 'lastSize': 165, 'turnover': 1913637588581, 'homeNotional': 19136.375885810023, 'foreignNotional': 136139869.0}, {'timestamp': datetime.datetime(2019, 12, 16, 13, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7074.0, 'high': 7104.5, 'low': 7056.5, 'close': 7092.5, 'trades': 26066, 'volume': 101711568, 'vwap': 7083.1563, 'lastSize': 4561, 'turnover': 1436065309953, 'homeNotional': 14360.653099529984, 'foreignNotional': 101711568.0}, {'timestamp': datetime.datetime(2019, 12, 16, 12, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7051.5, 'high': 7119.0, 'low': 7050.0, 'close': 7074.0, 'trades': 21873, 'volume': 80187435, 'vwap': 7081.6514, 'lastSize': 2000, 'turnover': 1132334615841, 'homeNotional': 11323.346158409997, 'foreignNotional': 80187435.0}]
2019-12-16 14:01:00 INFO: prepare buckets [{'low_price': 7087.5, 'high_price': 7172.0, 'color': 'GREEN'}, {'low_price': 7056.5, 'high_price': 7104.5, 'color': 'GREEN'}, {'low_price': 7050.0, 'high_price': 7119.0, 'color': 'GREEN'}]
2019-12-16 14:01:00 INFO: check need new order None
2019-12-16 15:01:01 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 15, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7124.0, 'high': 7140.0, 'low': 7102.0, 'close': 7106.0, 'trades': 18397, 'volume': 69910712, 'vwap': 7118.9578, 'lastSize': 10000, 'turnover': 982060902883, 'homeNotional': 9820.609028829991, 'foreignNotional': 69910712.0}, {'timestamp': datetime.datetime(2019, 12, 16, 14, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7092.5, 'high': 7172.0, 'low': 7087.5, 'close': 7124.0, 'trades': 36271, 'volume': 136139869, 'vwap': 7114.3995, 'lastSize': 165, 'turnover': 1913637588581, 'homeNotional': 19136.375885810023, 'foreignNotional': 136139869.0}, {'timestamp': datetime.datetime(2019, 12, 16, 13, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7074.0, 'high': 7104.5, 'low': 7056.5, 'close': 7092.5, 'trades': 26066, 'volume': 101711568, 'vwap': 7083.1563, 'lastSize': 4561, 'turnover': 1436065309953, 'homeNotional': 14360.653099529984, 'foreignNotional': 101711568.0}]
2019-12-16 15:01:01 INFO: prepare buckets [{'low_price': 7102.0, 'high_price': 7140.0, 'color': 'RED'}, {'low_price': 7087.5, 'high_price': 7172.0, 'color': 'GREEN'}, {'low_price': 7056.5, 'high_price': 7104.5, 'color': 'GREEN'}]
2019-12-16 15:01:01 INFO: check need new order {'low_price': 7102.0, 'high_price': 7140.0, 'color': 'RED'}
2019-12-16 15:01:01 INFO: place order: start low=7102.0 high=7140.0 RED XBTUSD price_offset=2.0
2019-12-16 15:01:01 INFO: place order: side_factor=-1.0 init_price=7100.0 stop_price_offset=2.0 bucket_size=38.0 stop=7142.0 take=7022.0
2019-12-16 15:01:01 INFO: place order: compute qty=-12.0
2019-12-16 15:01:01 INFO: place order: save order to db 21244ee46f34406f8b8904b3b38a0da3; response=True
2019-12-16 15:01:01 INFO: process event {'orderID': '859481d5-d2f7-1c6c-6a06-ec8f3141c804', 'clOrdID': '21244ee46f34406f8b8904b3b38a0da3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 7100, 'displayQty': None, 'stopPx': 7100, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-16T15:01:01.075Z', 'timestamp': '2019-12-16T15:01:01.075Z'}
2019-12-16 15:01:01 INFO: skip event 21244ee46f34406f8b8904b3b38a0da3 New
2019-12-16 15:01:01 INFO: post order to exchange resp={'orderID': '859481d5-d2f7-1c6c-6a06-ec8f3141c804', 'clOrdID': '21244ee46f34406f8b8904b3b38a0da3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 7100.0, 'displayQty': None, 'stopPx': 7100.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 15, 1, 1, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 15, 1, 1, 75000, tzinfo=tzlocal())}
2019-12-16 15:01:01 INFO: place new init order {'qty': -12.0, 'init_price': 7100.0, 'stop_price': 7142.0, 'take_price': 7022.0, 'order_uid': '21244ee46f34406f8b8904b3b38a0da3', 'response': {'orderID': '859481d5-d2f7-1c6c-6a06-ec8f3141c804', 'clOrdID': '21244ee46f34406f8b8904b3b38a0da3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 7100.0, 'displayQty': None, 'stopPx': 7100.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 15, 1, 1, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 15, 1, 1, 75000, tzinfo=tzlocal())}}
2019-12-16 15:12:50 INFO: process event {'orderID': '859481d5-d2f7-1c6c-6a06-ec8f3141c804', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-16T15:12:49.990Z', 'clOrdID': '21244ee46f34406f8b8904b3b38a0da3', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 15:12:50 INFO: skip event 21244ee46f34406f8b8904b3b38a0da3 
2019-12-16 15:12:50 INFO: process event {'orderID': '859481d5-d2f7-1c6c-6a06-ec8f3141c804', 'workingIndicator': True, 'transactTime': '2019-12-16T15:12:49.990Z', 'clOrdID': '21244ee46f34406f8b8904b3b38a0da3', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-16T15:12:49.990Z'}
2019-12-16 15:12:50 INFO: skip event 21244ee46f34406f8b8904b3b38a0da3 
2019-12-16 15:34:40 INFO: process event {'orderID': '859481d5-d2f7-1c6c-6a06-ec8f3141c804', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-16T15:34:40.227Z', 'clOrdID': '21244ee46f34406f8b8904b3b38a0da3', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 15:34:40 INFO: skip event 21244ee46f34406f8b8904b3b38a0da3 Canceled
2019-12-16 16:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 16, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7106.0, 'high': 7114.0, 'low': 7070.5, 'close': 7076.0, 'trades': 21960, 'volume': 80014723, 'vwap': 7087.6745, 'lastSize': 1, 'turnover': 1128957249707, 'homeNotional': 11289.57249707, 'foreignNotional': 80014723.0}, {'timestamp': datetime.datetime(2019, 12, 16, 15, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7124.0, 'high': 7140.0, 'low': 7102.0, 'close': 7106.0, 'trades': 18397, 'volume': 69910712, 'vwap': 7118.9578, 'lastSize': 10000, 'turnover': 982060902883, 'homeNotional': 9820.609028829991, 'foreignNotional': 69910712.0}, {'timestamp': datetime.datetime(2019, 12, 16, 14, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7092.5, 'high': 7172.0, 'low': 7087.5, 'close': 7124.0, 'trades': 36271, 'volume': 136139869, 'vwap': 7114.3995, 'lastSize': 165, 'turnover': 1913637588581, 'homeNotional': 19136.375885810023, 'foreignNotional': 136139869.0}]
2019-12-16 16:01:00 INFO: prepare buckets [{'low_price': 7070.5, 'high_price': 7114.0, 'color': 'RED'}, {'low_price': 7102.0, 'high_price': 7140.0, 'color': 'RED'}, {'low_price': 7087.5, 'high_price': 7172.0, 'color': 'GREEN'}]
2019-12-16 16:01:00 INFO: check need new order None
2019-12-16 16:09:33 WARNING: handle interrupt sig 2 False
/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(
2019-12-16 16:09:36 INFO: start trader process
2019-12-16 16:09:36 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-16 16:09:36 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-16 16:09:36 INFO: Authenticating with API Key.
2019-12-16 16:09:37 INFO: Connected to WS.
2019-12-16 16:11:36 INFO: process event {'orderID': '175dd518-4676-3409-7133-5614cc1977bc', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 7120, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': '2019-12-16T16:11:36.227Z', 'timestamp': '2019-12-16T16:11:36.227Z'}
2019-12-16 16:11:36 INFO: skip event  New
2019-12-16 16:12:10 INFO: process event {'orderID': '175dd518-4676-3409-7133-5614cc1977bc', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nSubmission from www.bitmex.com', 'timestamp': '2019-12-16T16:12:10.153Z', 'clOrdID': '', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 16:12:10 INFO: skip event  Canceled
2019-12-16 16:16:38 WARNING: handle interrupt sig 2 False
/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(
2019-12-16 16:16:42 INFO: start trader process
2019-12-16 16:16:42 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-16 16:16:42 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-16 16:16:42 INFO: Authenticating with API Key.
2019-12-16 16:16:43 INFO: Connected to WS.
2019-12-16 17:01:01 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 17, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7076.0, 'high': 7091.0, 'low': 7076.0, 'close': 7081.0, 'trades': 10273, 'volume': 30417566, 'vwap': 7083.1563, 'lastSize': 212, 'turnover': 429444644742, 'homeNotional': 4294.446447420004, 'foreignNotional': 30417566.0}, {'timestamp': datetime.datetime(2019, 12, 16, 16, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7106.0, 'high': 7114.0, 'low': 7070.5, 'close': 7076.0, 'trades': 21960, 'volume': 80014723, 'vwap': 7087.6745, 'lastSize': 1, 'turnover': 1128957249707, 'homeNotional': 11289.57249707, 'foreignNotional': 80014723.0}, {'timestamp': datetime.datetime(2019, 12, 16, 15, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7124.0, 'high': 7140.0, 'low': 7102.0, 'close': 7106.0, 'trades': 18397, 'volume': 69910712, 'vwap': 7118.9578, 'lastSize': 10000, 'turnover': 982060902883, 'homeNotional': 9820.609028829991, 'foreignNotional': 69910712.0}]
2019-12-16 17:01:01 INFO: prepare buckets [{'low_price': 7076.0, 'high_price': 7091.0, 'color': 'GREEN'}, {'low_price': 7070.5, 'high_price': 7114.0, 'color': 'RED'}, {'low_price': 7102.0, 'high_price': 7140.0, 'color': 'RED'}]
2019-12-16 17:01:01 INFO: check need new order {'low_price': 7076.0, 'high_price': 7091.0, 'color': 'GREEN'}
2019-12-16 17:01:01 INFO: place order: start low=7076.0 high=7091.0 GREEN XBTUSD price_offset=3.0
2019-12-16 17:01:01 INFO: place order: side_factor=1.0 init_trigger_price=7091.0 init_order_price=7094.0 stop_price_offset=1.0 bucket_size=15.0 stop_price=7075.0 take_price=7125.0
2019-12-16 17:01:01 INFO: place order: compute qty=31.0
2019-12-16 17:01:01 INFO: place order: save order to db a38268ffc8694c8f99913f37180156e5; response=True
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-16 17:01:01 INFO: post order to exchange resp={'orderID': 'ebc83a74-724b-c17c-cff6-b9fc68cf40fe', 'clOrdID': 'a38268ffc8694c8f99913f37180156e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 31, 'price': 7094.0, 'displayQty': None, 'stopPx': 7091.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 17, 1, 1, 37000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 17, 1, 1, 37000, tzinfo=tzlocal())}
2019-12-16 17:01:01 INFO: place new init order {'qty': 31.0, 'init_price': 7091.0, 'stop_price': 7075.0, 'take_price': 7125.0, 'order_uid': 'a38268ffc8694c8f99913f37180156e5', 'response': {'orderID': 'ebc83a74-724b-c17c-cff6-b9fc68cf40fe', 'clOrdID': 'a38268ffc8694c8f99913f37180156e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 31, 'price': 7094.0, 'displayQty': None, 'stopPx': 7091.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 17, 1, 1, 37000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 17, 1, 1, 37000, tzinfo=tzlocal())}}
2019-12-16 17:01:01 INFO: process event {'orderID': 'ebc83a74-724b-c17c-cff6-b9fc68cf40fe', 'clOrdID': 'a38268ffc8694c8f99913f37180156e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 31, 'price': 7094, 'displayQty': None, 'stopPx': 7091, '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': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-16T17:01:01.037Z', 'timestamp': '2019-12-16T17:01:01.037Z'}
2019-12-16 17:01:01 INFO: skip event a38268ffc8694c8f99913f37180156e5 New
2019-12-16 17:51:25 INFO: process event {'orderID': 'ebc83a74-724b-c17c-cff6-b9fc68cf40fe', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-16T17:51:25.283Z', 'clOrdID': 'a38268ffc8694c8f99913f37180156e5', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 17:51:25 INFO: skip event a38268ffc8694c8f99913f37180156e5 
2019-12-16 17:51:25 INFO: process event {'orderID': 'ebc83a74-724b-c17c-cff6-b9fc68cf40fe', 'workingIndicator': True, 'transactTime': '2019-12-16T17:51:25.283Z', 'clOrdID': 'a38268ffc8694c8f99913f37180156e5', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-16T17:51:25.283Z'}
2019-12-16 17:51:25 INFO: skip event a38268ffc8694c8f99913f37180156e5 
2019-12-16 17:51:25 INFO: process event {'orderID': 'ebc83a74-724b-c17c-cff6-b9fc68cf40fe', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 31, 'avgPx': 7091, 'clOrdID': 'a38268ffc8694c8f99913f37180156e5', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-16T17:51:25.283Z'}
2019-12-16 17:51:25 INFO: add new event={'uid': 'a38268ffc8694c8f99913f37180156e5', 'status': 'Filled'}
2019-12-16 17:51:25 INFO: start process event--------------------------------------------
2019-12-16 17:51:25 INFO: fetch new order event a38268ffc8694c8f99913f37180156e5
2019-12-16 17:51:25 INFO: fetch orders by event init={'stop': '7075.0', 'take': '7125.0', 'qty': '31.0', 'color': 'GREEN', 'ticker': 'XBTUSD'} profit_pair=None
2019-12-16 17:51:25 INFO: process init order filled
2019-12-16 17:51:25 INFO: save profit orders to storage stop=0fc5e0bba4f542c58f65399b50e4df19 take=515987633ee94309a10df553b059fa9b
2019-12-16 17:51:25 INFO: place profit orders take_price=7125.0, stop_price=7075.0, qty=31.0, color=GREEN, ticker=XBTUSD 0fc5e0bba4f542c58f65399b50e4df19 515987633ee94309a10df553b059fa9b
2019-12-16 17:51:25 INFO: place stop order XBTUSD: qty=-31.0, stop_price=7075.0, stop_uid=0fc5e0bba4f542c58f65399b50e4df19
2019-12-16 17:51:25 INFO: exchange resp for stop order={'orderID': 'ec8fce8c-76a4-f206-67d0-b0485b771bd4', 'clOrdID': '0fc5e0bba4f542c58f65399b50e4df19', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 31, 'price': None, 'displayQty': None, 'stopPx': 7075.0, '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': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 16, 17, 51, 25, 866000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 17, 51, 25, 866000, tzinfo=tzlocal())}
2019-12-16 17:51:25 INFO: place limit order XBTUSD: qty=-31.0, price=7125.0, take_uid=515987633ee94309a10df553b059fa9b
2019-12-16 17:51:25 INFO: exchange resp for take profit order={'orderID': '12d12285-2d7e-f42b-7cf5-2e9267c1a9ed', 'clOrdID': '515987633ee94309a10df553b059fa9b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 31, 'price': 7125.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 16, 17, 51, 25, 907000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 17, 51, 25, 907000, tzinfo=tzlocal())}
2019-12-16 17:51:25 INFO: place profit orders={'stop': {'response': {'orderID': 'ec8fce8c-76a4-f206-67d0-b0485b771bd4', 'clOrdID': '0fc5e0bba4f542c58f65399b50e4df19', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 31, 'price': None, 'displayQty': None, 'stopPx': 7075.0, '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': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 16, 17, 51, 25, 866000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 17, 51, 25, 866000, tzinfo=tzlocal())}, 'qty': -31.0, 'uid': '0fc5e0bba4f542c58f65399b50e4df19', 'price': 7075.0}, 'take': {'response': {'orderID': '12d12285-2d7e-f42b-7cf5-2e9267c1a9ed', 'clOrdID': '515987633ee94309a10df553b059fa9b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 31, 'price': 7125.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 16, 17, 51, 25, 907000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 17, 51, 25, 907000, tzinfo=tzlocal())}, 'qty': -31.0, 'uid': '515987633ee94309a10df553b059fa9b', 'price': 7125.0}}
2019-12-16 17:51:25 INFO: rm init order from db a38268ffc8694c8f99913f37180156e5
2019-12-16 17:51:25 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-16 17:51:26 INFO: process event {'orderID': 'ec8fce8c-76a4-f206-67d0-b0485b771bd4', 'clOrdID': '0fc5e0bba4f542c58f65399b50e4df19', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 31, 'price': None, 'displayQty': None, 'stopPx': 7075, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-16T17:51:25.866Z', 'timestamp': '2019-12-16T17:51:25.866Z'}
2019-12-16 17:51:26 INFO: skip event 0fc5e0bba4f542c58f65399b50e4df19 New
2019-12-16 17:51:26 INFO: process event {'orderID': '12d12285-2d7e-f42b-7cf5-2e9267c1a9ed', 'clOrdID': '515987633ee94309a10df553b059fa9b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 31, 'price': 7125, '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': 31, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-16T17:51:25.907Z', 'timestamp': '2019-12-16T17:51:25.907Z'}
2019-12-16 17:51:26 INFO: skip event 515987633ee94309a10df553b059fa9b New
2019-12-16 17:51:26 INFO: process event {'orderID': '12d12285-2d7e-f42b-7cf5-2e9267c1a9ed', 'workingIndicator': True, 'clOrdID': '515987633ee94309a10df553b059fa9b', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-16T17:51:25.907Z'}
2019-12-16 17:51:26 INFO: skip event 515987633ee94309a10df553b059fa9b 
2019-12-16 18:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 18, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7081.0, 'high': 7096.0, 'low': 7081.0, 'close': 7095.5, 'trades': 5951, 'volume': 15106158, 'vwap': 7086.67, 'lastSize': 75, 'turnover': 213172658480, 'homeNotional': 2131.7265848000006, 'foreignNotional': 15106158.0}, {'timestamp': datetime.datetime(2019, 12, 16, 17, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7076.0, 'high': 7091.0, 'low': 7076.0, 'close': 7081.0, 'trades': 10273, 'volume': 30417566, 'vwap': 7083.1563, 'lastSize': 212, 'turnover': 429444644742, 'homeNotional': 4294.446447420004, 'foreignNotional': 30417566.0}, {'timestamp': datetime.datetime(2019, 12, 16, 16, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7106.0, 'high': 7114.0, 'low': 7070.5, 'close': 7076.0, 'trades': 21960, 'volume': 80014723, 'vwap': 7087.6745, 'lastSize': 1, 'turnover': 1128957249707, 'homeNotional': 11289.57249707, 'foreignNotional': 80014723.0}]
2019-12-16 18:01:00 INFO: prepare buckets [{'low_price': 7081.0, 'high_price': 7096.0, 'color': 'GREEN'}, {'low_price': 7076.0, 'high_price': 7091.0, 'color': 'GREEN'}, {'low_price': 7070.5, 'high_price': 7114.0, 'color': 'RED'}]
2019-12-16 18:01:00 INFO: check need new order None
2019-12-16 18:28:07 INFO: process event {'orderID': 'ec8fce8c-76a4-f206-67d0-b0485b771bd4', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-16T18:28:07.340Z', 'clOrdID': '0fc5e0bba4f542c58f65399b50e4df19', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 18:28:07 INFO: skip event 0fc5e0bba4f542c58f65399b50e4df19 
2019-12-16 18:28:07 INFO: process event {'orderID': 'ec8fce8c-76a4-f206-67d0-b0485b771bd4', 'price': 7075, 'workingIndicator': True, 'transactTime': '2019-12-16T18:28:07.340Z', 'clOrdID': '0fc5e0bba4f542c58f65399b50e4df19', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-16T18:28:07.340Z'}
2019-12-16 18:28:07 INFO: skip event 0fc5e0bba4f542c58f65399b50e4df19 
2019-12-16 18:28:07 INFO: process event {'orderID': 'ec8fce8c-76a4-f206-67d0-b0485b771bd4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 31, 'avgPx': 7075, 'clOrdID': '0fc5e0bba4f542c58f65399b50e4df19', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-16T18:28:07.340Z'}
2019-12-16 18:28:07 INFO: add new event={'uid': '0fc5e0bba4f542c58f65399b50e4df19', 'status': 'Filled'}
2019-12-16 18:28:07 INFO: start process event--------------------------------------------
2019-12-16 18:28:07 INFO: fetch new order event 0fc5e0bba4f542c58f65399b50e4df19
2019-12-16 18:28:07 INFO: fetch orders by event init=None profit_pair=515987633ee94309a10df553b059fa9b
2019-12-16 18:28:07 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2019-12-16 18:28:07 INFO: process event {'orderID': '12d12285-2d7e-f42b-7cf5-2e9267c1a9ed', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-16T18:28:07.901Z', 'clOrdID': '515987633ee94309a10df553b059fa9b', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 18:28:07 INFO: skip event 515987633ee94309a10df553b059fa9b Canceled
2019-12-16 18:28:07 INFO: cancel order=515987633ee94309a10df553b059fa9b [{'orderID': '12d12285-2d7e-f42b-7cf5-2e9267c1a9ed', 'clOrdID': '515987633ee94309a10df553b059fa9b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 31, 'price': 7125.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 16, 17, 51, 25, 907000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 18, 28, 7, 901000, tzinfo=tzlocal())}]
2019-12-16 18:28:07 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-16 19:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 19, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7095.5, 'high': 7097.0, 'low': 6822.0, 'close': 6902.0, 'trades': 86209, 'volume': 458261500, 'vwap': 6921.8523, 'lastSize': 10000, 'turnover': 6620504594708, 'homeNotional': 66205.04594708025, 'foreignNotional': 458261500.0}, {'timestamp': datetime.datetime(2019, 12, 16, 18, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7081.0, 'high': 7096.0, 'low': 7081.0, 'close': 7095.5, 'trades': 5951, 'volume': 15106158, 'vwap': 7086.67, 'lastSize': 75, 'turnover': 213172658480, 'homeNotional': 2131.7265848000006, 'foreignNotional': 15106158.0}, {'timestamp': datetime.datetime(2019, 12, 16, 17, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7076.0, 'high': 7091.0, 'low': 7076.0, 'close': 7081.0, 'trades': 10273, 'volume': 30417566, 'vwap': 7083.1563, 'lastSize': 212, 'turnover': 429444644742, 'homeNotional': 4294.446447420004, 'foreignNotional': 30417566.0}]
2019-12-16 19:01:00 INFO: prepare buckets [{'low_price': 6822.0, 'high_price': 7097.0, 'color': 'RED'}, {'low_price': 7081.0, 'high_price': 7096.0, 'color': 'GREEN'}, {'low_price': 7076.0, 'high_price': 7091.0, 'color': 'GREEN'}]
2019-12-16 19:01:00 INFO: check need new order {'low_price': 6822.0, 'high_price': 7097.0, 'color': 'RED'}
2019-12-16 19:01:00 INFO: place order: start low=6822.0 high=7097.0 RED XBTUSD price_offset=3.0
2019-12-16 19:01:00 INFO: place order: side_factor=-1.0 init_trigger_price=6822.0 init_order_price=6819.0 stop_price_offset=1.0 bucket_size=275.0 stop_price=7098.0 take_price=6268.0
2019-12-16 19:01:00 INFO: place order: compute qty=-1.0
2019-12-16 19:01:00 INFO: place order: save order to db f05edaaa49184147bb86a540dd9ced49; response=True
2019-12-16 19:01:01 INFO: post order to exchange resp={'orderID': '5fce5872-1d9c-b7c3-beef-8f76400a0e7f', 'clOrdID': 'f05edaaa49184147bb86a540dd9ced49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 6819.0, 'displayQty': None, 'stopPx': 6822.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 19, 1, 1, 155000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 19, 1, 1, 155000, tzinfo=tzlocal())}
2019-12-16 19:01:01 INFO: place new init order {'qty': -1.0, 'init_price': 6822.0, 'stop_price': 7098.0, 'take_price': 6268.0, 'order_uid': 'f05edaaa49184147bb86a540dd9ced49', 'response': {'orderID': '5fce5872-1d9c-b7c3-beef-8f76400a0e7f', 'clOrdID': 'f05edaaa49184147bb86a540dd9ced49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 6819.0, 'displayQty': None, 'stopPx': 6822.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 19, 1, 1, 155000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 19, 1, 1, 155000, tzinfo=tzlocal())}}
2019-12-16 19:01:02 INFO: process event {'orderID': '5fce5872-1d9c-b7c3-beef-8f76400a0e7f', 'clOrdID': 'f05edaaa49184147bb86a540dd9ced49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 6819, 'displayQty': None, 'stopPx': 6822, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-16T19:01:01.155Z', 'timestamp': '2019-12-16T19:01:01.155Z'}
2019-12-16 19:01:02 INFO: skip event f05edaaa49184147bb86a540dd9ced49 New
2019-12-16 19:03:19 INFO: process event {'orderID': '5fce5872-1d9c-b7c3-beef-8f76400a0e7f', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-16T19:03:19.215Z', 'clOrdID': 'f05edaaa49184147bb86a540dd9ced49', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-16 19:03:19 INFO: skip event f05edaaa49184147bb86a540dd9ced49 Canceled
2019-12-16 20:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 20, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6902.0, 'high': 6906.0, 'low': 6858.0, 'close': 6892.5, 'trades': 30420, 'volume': 104124661, 'vwap': 6888.9501, 'lastSize': 350, 'turnover': 1511554834065, 'homeNotional': 15115.54834064998, 'foreignNotional': 104124661.0}, {'timestamp': datetime.datetime(2019, 12, 16, 19, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7095.5, 'high': 7097.0, 'low': 6822.0, 'close': 6902.0, 'trades': 86209, 'volume': 458261500, 'vwap': 6921.8523, 'lastSize': 10000, 'turnover': 6620504594708, 'homeNotional': 66205.04594708025, 'foreignNotional': 458261500.0}, {'timestamp': datetime.datetime(2019, 12, 16, 18, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7081.0, 'high': 7096.0, 'low': 7081.0, 'close': 7095.5, 'trades': 5951, 'volume': 15106158, 'vwap': 7086.67, 'lastSize': 75, 'turnover': 213172658480, 'homeNotional': 2131.7265848000006, 'foreignNotional': 15106158.0}]
2019-12-16 20:01:00 INFO: prepare buckets [{'low_price': 6858.0, 'high_price': 6906.0, 'color': 'RED'}, {'low_price': 6822.0, 'high_price': 7097.0, 'color': 'RED'}, {'low_price': 7081.0, 'high_price': 7096.0, 'color': 'GREEN'}]
2019-12-16 20:01:00 INFO: check need new order None
2019-12-16 21:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 21, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6892.5, 'high': 6903.0, 'low': 6823.0, 'close': 6848.0, 'trades': 36143, 'volume': 142405531, 'vwap': 6864.3602, 'lastSize': 2500, 'turnover': 2074632211631, 'homeNotional': 20746.322116310035, 'foreignNotional': 142405531.0}, {'timestamp': datetime.datetime(2019, 12, 16, 20, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6902.0, 'high': 6906.0, 'low': 6858.0, 'close': 6892.5, 'trades': 30420, 'volume': 104124661, 'vwap': 6888.9501, 'lastSize': 350, 'turnover': 1511554834065, 'homeNotional': 15115.54834064998, 'foreignNotional': 104124661.0}, {'timestamp': datetime.datetime(2019, 12, 16, 19, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 7095.5, 'high': 7097.0, 'low': 6822.0, 'close': 6902.0, 'trades': 86209, 'volume': 458261500, 'vwap': 6921.8523, 'lastSize': 10000, 'turnover': 6620504594708, 'homeNotional': 66205.04594708025, 'foreignNotional': 458261500.0}]
2019-12-16 21:01:00 INFO: prepare buckets [{'low_price': 6823.0, 'high_price': 6903.0, 'color': 'RED'}, {'low_price': 6858.0, 'high_price': 6906.0, 'color': 'RED'}, {'low_price': 6822.0, 'high_price': 7097.0, 'color': 'RED'}]
2019-12-16 21:01:00 INFO: check need new order None
2019-12-16 22:01:01 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 22, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6848.0, 'high': 6889.0, 'low': 6848.0, 'close': 6870.0, 'trades': 21042, 'volume': 72099464, 'vwap': 6870.0192, 'lastSize': 26170, 'turnover': 1049518235633, 'homeNotional': 10495.182356330002, 'foreignNotional': 72099464.0}, {'timestamp': datetime.datetime(2019, 12, 16, 21, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6892.5, 'high': 6903.0, 'low': 6823.0, 'close': 6848.0, 'trades': 36143, 'volume': 142405531, 'vwap': 6864.3602, 'lastSize': 2500, 'turnover': 2074632211631, 'homeNotional': 20746.322116310035, 'foreignNotional': 142405531.0}, {'timestamp': datetime.datetime(2019, 12, 16, 20, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6902.0, 'high': 6906.0, 'low': 6858.0, 'close': 6892.5, 'trades': 30420, 'volume': 104124661, 'vwap': 6888.9501, 'lastSize': 350, 'turnover': 1511554834065, 'homeNotional': 15115.54834064998, 'foreignNotional': 104124661.0}]
2019-12-16 22:01:01 INFO: prepare buckets [{'low_price': 6848.0, 'high_price': 6889.0, 'color': 'GREEN'}, {'low_price': 6823.0, 'high_price': 6903.0, 'color': 'RED'}, {'low_price': 6858.0, 'high_price': 6906.0, 'color': 'RED'}]
2019-12-16 22:01:01 INFO: check need new order {'low_price': 6848.0, 'high_price': 6889.0, 'color': 'GREEN'}
2019-12-16 22:01:01 INFO: place order: start low=6848.0 high=6889.0 GREEN XBTUSD price_offset=3.0
2019-12-16 22:01:01 INFO: place order: side_factor=1.0 init_trigger_price=6889.0 init_order_price=6892.0 stop_price_offset=1.0 bucket_size=41.0 stop_price=6847.0 take_price=6975.0
2019-12-16 22:01:01 INFO: place order: compute qty=11.0
2019-12-16 22:01:01 INFO: place order: save order to db 2464e4163db8472098d3b81acaa918fc; response=True
2019-12-16 22:01:01 INFO: post order to exchange resp={'orderID': 'b33bddbc-6ebf-4327-c5f6-0535233033a5', 'clOrdID': '2464e4163db8472098d3b81acaa918fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6892.0, 'displayQty': None, 'stopPx': 6889.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 22, 1, 1, 106000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 22, 1, 1, 106000, tzinfo=tzlocal())}
2019-12-16 22:01:01 INFO: place new init order {'qty': 11.0, 'init_price': 6889.0, 'stop_price': 6847.0, 'take_price': 6975.0, 'order_uid': '2464e4163db8472098d3b81acaa918fc', 'response': {'orderID': 'b33bddbc-6ebf-4327-c5f6-0535233033a5', 'clOrdID': '2464e4163db8472098d3b81acaa918fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6892.0, 'displayQty': None, 'stopPx': 6889.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 16, 22, 1, 1, 106000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 16, 22, 1, 1, 106000, tzinfo=tzlocal())}}
2019-12-16 22:01:01 INFO: process event {'orderID': 'b33bddbc-6ebf-4327-c5f6-0535233033a5', 'clOrdID': '2464e4163db8472098d3b81acaa918fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6892, 'displayQty': None, 'stopPx': 6889, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-16T22:01:01.106Z', 'timestamp': '2019-12-16T22:01:01.106Z'}
2019-12-16 22:01:01 INFO: skip event 2464e4163db8472098d3b81acaa918fc New
2019-12-16 23:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 16, 23, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6870.0, 'high': 6887.0, 'low': 6864.5, 'close': 6880.0, 'trades': 12203, 'volume': 34524859, 'vwap': 6877.1061, 'lastSize': 1000, 'turnover': 502037085377, 'homeNotional': 5020.370853770002, 'foreignNotional': 34524859.0}, {'timestamp': datetime.datetime(2019, 12, 16, 22, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6848.0, 'high': 6889.0, 'low': 6848.0, 'close': 6870.0, 'trades': 21042, 'volume': 72099464, 'vwap': 6870.0192, 'lastSize': 26170, 'turnover': 1049518235633, 'homeNotional': 10495.182356330002, 'foreignNotional': 72099464.0}, {'timestamp': datetime.datetime(2019, 12, 16, 21, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6892.5, 'high': 6903.0, 'low': 6823.0, 'close': 6848.0, 'trades': 36143, 'volume': 142405531, 'vwap': 6864.3602, 'lastSize': 2500, 'turnover': 2074632211631, 'homeNotional': 20746.322116310035, 'foreignNotional': 142405531.0}]
2019-12-16 23:01:00 INFO: prepare buckets [{'low_price': 6864.5, 'high_price': 6887.0, 'color': 'GREEN'}, {'low_price': 6848.0, 'high_price': 6889.0, 'color': 'GREEN'}, {'low_price': 6823.0, 'high_price': 6903.0, 'color': 'RED'}]
2019-12-16 23:01:00 INFO: check need new order None
2019-12-17 00:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 0, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6880.0, 'high': 6888.0, 'low': 6867.0, 'close': 6873.0, 'trades': 12374, 'volume': 33987771, 'vwap': 6877.5791, 'lastSize': 300, 'turnover': 494202767809, 'homeNotional': 4942.027678089996, 'foreignNotional': 33987771.0}, {'timestamp': datetime.datetime(2019, 12, 16, 23, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6870.0, 'high': 6887.0, 'low': 6864.5, 'close': 6880.0, 'trades': 12203, 'volume': 34524859, 'vwap': 6877.1061, 'lastSize': 1000, 'turnover': 502037085377, 'homeNotional': 5020.370853770002, 'foreignNotional': 34524859.0}, {'timestamp': datetime.datetime(2019, 12, 16, 22, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6848.0, 'high': 6889.0, 'low': 6848.0, 'close': 6870.0, 'trades': 21042, 'volume': 72099464, 'vwap': 6870.0192, 'lastSize': 26170, 'turnover': 1049518235633, 'homeNotional': 10495.182356330002, 'foreignNotional': 72099464.0}]
2019-12-17 00:01:00 INFO: prepare buckets [{'low_price': 6867.0, 'high_price': 6888.0, 'color': 'RED'}, {'low_price': 6864.5, 'high_price': 6887.0, 'color': 'GREEN'}, {'low_price': 6848.0, 'high_price': 6889.0, 'color': 'GREEN'}]
2019-12-17 00:01:00 INFO: check need new order {'low_price': 6867.0, 'high_price': 6888.0, 'color': 'RED'}
2019-12-17 00:01:00 INFO: place order: start low=6867.0 high=6888.0 RED XBTUSD price_offset=3.0
2019-12-17 00:01:00 INFO: place order: side_factor=-1.0 init_trigger_price=6867.0 init_order_price=6864.0 stop_price_offset=1.0 bucket_size=21.0 stop_price=6889.0 take_price=6821.0
2019-12-17 00:01:00 INFO: place order: compute qty=-21.0
2019-12-17 00:01:00 INFO: place order: save order to db 8b6cacd14f134d11b703ba1ac7ea10a2; response=True
2019-12-17 00:01:00 INFO: post order to exchange resp={'orderID': '215230cf-cfd6-977b-3ed1-cf155f929fa7', 'clOrdID': '8b6cacd14f134d11b703ba1ac7ea10a2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 21, 'price': 6864.0, 'displayQty': None, 'stopPx': 6867.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 0, 1, 0, 544000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 0, 1, 0, 544000, tzinfo=tzlocal())}
2019-12-17 00:01:00 INFO: place new init order {'qty': -21.0, 'init_price': 6867.0, 'stop_price': 6889.0, 'take_price': 6821.0, 'order_uid': '8b6cacd14f134d11b703ba1ac7ea10a2', 'response': {'orderID': '215230cf-cfd6-977b-3ed1-cf155f929fa7', 'clOrdID': '8b6cacd14f134d11b703ba1ac7ea10a2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 21, 'price': 6864.0, 'displayQty': None, 'stopPx': 6867.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 0, 1, 0, 544000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 0, 1, 0, 544000, tzinfo=tzlocal())}}
2019-12-17 00:01:00 INFO: process event {'orderID': '215230cf-cfd6-977b-3ed1-cf155f929fa7', 'clOrdID': '8b6cacd14f134d11b703ba1ac7ea10a2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 21, 'price': 6864, 'displayQty': None, 'stopPx': 6867, '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': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-17T00:01:00.544Z', 'timestamp': '2019-12-17T00:01:00.544Z'}
2019-12-17 00:01:00 INFO: skip event 8b6cacd14f134d11b703ba1ac7ea10a2 New
2019-12-17 01:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 1, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.0, 'high': 6886.5, 'low': 6870.5, 'close': 6874.5, 'trades': 10685, 'volume': 26422776, 'vwap': 6880.4183, 'lastSize': 20, 'turnover': 384052126085, 'homeNotional': 3840.5212608499996, 'foreignNotional': 26422776.0}, {'timestamp': datetime.datetime(2019, 12, 17, 0, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6880.0, 'high': 6888.0, 'low': 6867.0, 'close': 6873.0, 'trades': 12374, 'volume': 33987771, 'vwap': 6877.5791, 'lastSize': 300, 'turnover': 494202767809, 'homeNotional': 4942.027678089996, 'foreignNotional': 33987771.0}, {'timestamp': datetime.datetime(2019, 12, 16, 23, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6870.0, 'high': 6887.0, 'low': 6864.5, 'close': 6880.0, 'trades': 12203, 'volume': 34524859, 'vwap': 6877.1061, 'lastSize': 1000, 'turnover': 502037085377, 'homeNotional': 5020.370853770002, 'foreignNotional': 34524859.0}]
2019-12-17 01:01:00 INFO: prepare buckets [{'low_price': 6870.5, 'high_price': 6886.5, 'color': 'GREEN'}, {'low_price': 6867.0, 'high_price': 6888.0, 'color': 'RED'}, {'low_price': 6864.5, 'high_price': 6887.0, 'color': 'GREEN'}]
2019-12-17 01:01:00 INFO: check need new order None
2019-12-17 01:10:24 INFO: process event {'orderID': '215230cf-cfd6-977b-3ed1-cf155f929fa7', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-17T01:10:24.436Z', 'clOrdID': '8b6cacd14f134d11b703ba1ac7ea10a2', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 01:10:24 INFO: skip event 8b6cacd14f134d11b703ba1ac7ea10a2 
2019-12-17 01:10:24 INFO: process event {'orderID': '215230cf-cfd6-977b-3ed1-cf155f929fa7', 'workingIndicator': True, 'transactTime': '2019-12-17T01:10:24.436Z', 'clOrdID': '8b6cacd14f134d11b703ba1ac7ea10a2', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T01:10:24.436Z'}
2019-12-17 01:10:24 INFO: skip event 8b6cacd14f134d11b703ba1ac7ea10a2 
2019-12-17 01:10:24 INFO: process event {'orderID': '215230cf-cfd6-977b-3ed1-cf155f929fa7', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 21, 'avgPx': 6867, 'clOrdID': '8b6cacd14f134d11b703ba1ac7ea10a2', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T01:10:24.436Z'}
2019-12-17 01:10:24 INFO: add new event={'uid': '8b6cacd14f134d11b703ba1ac7ea10a2', 'status': 'Filled'}
2019-12-17 01:10:24 INFO: start process event--------------------------------------------
2019-12-17 01:10:24 INFO: fetch new order event 8b6cacd14f134d11b703ba1ac7ea10a2
2019-12-17 01:10:24 INFO: fetch orders by event init={'stop': '6889.0', 'take': '6821.0', 'qty': '21.0', 'color': 'RED', 'ticker': 'XBTUSD'} profit_pair=None
2019-12-17 01:10:24 INFO: process init order filled
2019-12-17 01:10:24 INFO: save profit orders to storage stop=ab3373f84d1641c7983cbad070a6f6d3 take=dae3770ebfb24d4db89e7f13b23661dc
2019-12-17 01:10:24 INFO: place profit orders take_price=6821.0, stop_price=6889.0, qty=21.0, color=RED, ticker=XBTUSD ab3373f84d1641c7983cbad070a6f6d3 dae3770ebfb24d4db89e7f13b23661dc
2019-12-17 01:10:24 INFO: place stop order XBTUSD: qty=21.0, stop_price=6889.0, stop_uid=ab3373f84d1641c7983cbad070a6f6d3
2019-12-17 01:10:25 INFO: process event {'orderID': '41161652-52d0-e059-bc8b-2e0bf74b91a8', 'clOrdID': 'ab3373f84d1641c7983cbad070a6f6d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 21, 'price': None, 'displayQty': None, 'stopPx': 6889, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-17T01:10:24.995Z', 'timestamp': '2019-12-17T01:10:24.995Z'}
2019-12-17 01:10:25 INFO: skip event ab3373f84d1641c7983cbad070a6f6d3 New
2019-12-17 01:10:25 INFO: exchange resp for stop order={'orderID': '41161652-52d0-e059-bc8b-2e0bf74b91a8', 'clOrdID': 'ab3373f84d1641c7983cbad070a6f6d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 21, 'price': None, 'displayQty': None, 'stopPx': 6889.0, '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': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 1, 10, 24, 995000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 1, 10, 24, 995000, tzinfo=tzlocal())}
2019-12-17 01:10:25 INFO: place limit order XBTUSD: qty=21.0, price=6821.0, take_uid=dae3770ebfb24d4db89e7f13b23661dc
2019-12-17 01:10:25 INFO: exchange resp for take profit order={'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 21, 'price': 6821.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 1, 10, 25, 52000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 1, 10, 25, 52000, tzinfo=tzlocal())}
2019-12-17 01:10:25 INFO: place profit orders={'stop': {'response': {'orderID': '41161652-52d0-e059-bc8b-2e0bf74b91a8', 'clOrdID': 'ab3373f84d1641c7983cbad070a6f6d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 21, 'price': None, 'displayQty': None, 'stopPx': 6889.0, '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': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 1, 10, 24, 995000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 1, 10, 24, 995000, tzinfo=tzlocal())}, 'qty': 21.0, 'uid': 'ab3373f84d1641c7983cbad070a6f6d3', 'price': 6889.0}, 'take': {'response': {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 21, 'price': 6821.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 1, 10, 25, 52000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 1, 10, 25, 52000, tzinfo=tzlocal())}, 'qty': 21.0, 'uid': 'dae3770ebfb24d4db89e7f13b23661dc', 'price': 6821.0}}
2019-12-17 01:10:25 INFO: rm init order from db 8b6cacd14f134d11b703ba1ac7ea10a2
2019-12-17 01:10:25 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-17 01:10:25 INFO: process event {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 21, 'price': 6821, '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': 21, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-17T01:10:25.052Z', 'timestamp': '2019-12-17T01:10:25.052Z'}
2019-12-17 01:10:25 INFO: skip event dae3770ebfb24d4db89e7f13b23661dc New
2019-12-17 01:10:25 INFO: process event {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'workingIndicator': True, 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T01:10:25.052Z'}
2019-12-17 01:10:25 INFO: skip event dae3770ebfb24d4db89e7f13b23661dc 
2019-12-17 02:01:01 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 2, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6874.5, 'high': 6875.0, 'low': 6866.5, 'close': 6870.5, 'trades': 6467, 'volume': 21862491, 'vwap': 6870.9633, 'lastSize': 100, 'turnover': 318199615703, 'homeNotional': 3181.9961570299965, 'foreignNotional': 21862491.0}, {'timestamp': datetime.datetime(2019, 12, 17, 1, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.0, 'high': 6886.5, 'low': 6870.5, 'close': 6874.5, 'trades': 10685, 'volume': 26422776, 'vwap': 6880.4183, 'lastSize': 20, 'turnover': 384052126085, 'homeNotional': 3840.5212608499996, 'foreignNotional': 26422776.0}, {'timestamp': datetime.datetime(2019, 12, 17, 0, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6880.0, 'high': 6888.0, 'low': 6867.0, 'close': 6873.0, 'trades': 12374, 'volume': 33987771, 'vwap': 6877.5791, 'lastSize': 300, 'turnover': 494202767809, 'homeNotional': 4942.027678089996, 'foreignNotional': 33987771.0}]
2019-12-17 02:01:01 INFO: prepare buckets [{'low_price': 6866.5, 'high_price': 6875.0, 'color': 'RED'}, {'low_price': 6870.5, 'high_price': 6886.5, 'color': 'GREEN'}, {'low_price': 6867.0, 'high_price': 6888.0, 'color': 'RED'}]
2019-12-17 02:01:01 INFO: check need new order None
2019-12-17 03:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 3, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6870.5, 'high': 6879.5, 'low': 6870.0, 'close': 6876.5, 'trades': 6472, 'volume': 18370188, 'vwap': 6875.6876, 'lastSize': 1, 'turnover': 267186825004, 'homeNotional': 2671.868250040005, 'foreignNotional': 18370188.0}, {'timestamp': datetime.datetime(2019, 12, 17, 2, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6874.5, 'high': 6875.0, 'low': 6866.5, 'close': 6870.5, 'trades': 6467, 'volume': 21862491, 'vwap': 6870.9633, 'lastSize': 100, 'turnover': 318199615703, 'homeNotional': 3181.9961570299965, 'foreignNotional': 21862491.0}, {'timestamp': datetime.datetime(2019, 12, 17, 1, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.0, 'high': 6886.5, 'low': 6870.5, 'close': 6874.5, 'trades': 10685, 'volume': 26422776, 'vwap': 6880.4183, 'lastSize': 20, 'turnover': 384052126085, 'homeNotional': 3840.5212608499996, 'foreignNotional': 26422776.0}]
2019-12-17 03:01:00 INFO: prepare buckets [{'low_price': 6870.0, 'high_price': 6879.5, 'color': 'GREEN'}, {'low_price': 6866.5, 'high_price': 6875.0, 'color': 'RED'}, {'low_price': 6870.5, 'high_price': 6886.5, 'color': 'GREEN'}]
2019-12-17 03:01:00 INFO: check need new order None
2019-12-17 04:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 4, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6876.5, 'high': 6876.5, 'low': 6850.0, 'close': 6869.5, 'trades': 12973, 'volume': 48136530, 'vwap': 6860.5928, 'lastSize': 5000, 'turnover': 701658040677, 'homeNotional': 7016.580406769999, 'foreignNotional': 48136530.0}, {'timestamp': datetime.datetime(2019, 12, 17, 3, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6870.5, 'high': 6879.5, 'low': 6870.0, 'close': 6876.5, 'trades': 6472, 'volume': 18370188, 'vwap': 6875.6876, 'lastSize': 1, 'turnover': 267186825004, 'homeNotional': 2671.868250040005, 'foreignNotional': 18370188.0}, {'timestamp': datetime.datetime(2019, 12, 17, 2, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6874.5, 'high': 6875.0, 'low': 6866.5, 'close': 6870.5, 'trades': 6467, 'volume': 21862491, 'vwap': 6870.9633, 'lastSize': 100, 'turnover': 318199615703, 'homeNotional': 3181.9961570299965, 'foreignNotional': 21862491.0}]
2019-12-17 04:01:00 INFO: prepare buckets [{'low_price': 6850.0, 'high_price': 6876.5, 'color': 'RED'}, {'low_price': 6870.0, 'high_price': 6879.5, 'color': 'GREEN'}, {'low_price': 6866.5, 'high_price': 6875.0, 'color': 'RED'}]
2019-12-17 04:01:00 INFO: check need new order None
2019-12-17 05:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 5, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6869.5, 'high': 6874.5, 'low': 6856.0, 'close': 6873.5, 'trades': 9813, 'volume': 32413363, 'vwap': 6865.7741, 'lastSize': 10, 'turnover': 472125595856, 'homeNotional': 4721.255958560003, 'foreignNotional': 32413363.0}, {'timestamp': datetime.datetime(2019, 12, 17, 4, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6876.5, 'high': 6876.5, 'low': 6850.0, 'close': 6869.5, 'trades': 12973, 'volume': 48136530, 'vwap': 6860.5928, 'lastSize': 5000, 'turnover': 701658040677, 'homeNotional': 7016.580406769999, 'foreignNotional': 48136530.0}, {'timestamp': datetime.datetime(2019, 12, 17, 3, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6870.5, 'high': 6879.5, 'low': 6870.0, 'close': 6876.5, 'trades': 6472, 'volume': 18370188, 'vwap': 6875.6876, 'lastSize': 1, 'turnover': 267186825004, 'homeNotional': 2671.868250040005, 'foreignNotional': 18370188.0}]
2019-12-17 05:01:00 INFO: prepare buckets [{'low_price': 6856.0, 'high_price': 6874.5, 'color': 'GREEN'}, {'low_price': 6850.0, 'high_price': 6876.5, 'color': 'RED'}, {'low_price': 6870.0, 'high_price': 6879.5, 'color': 'GREEN'}]
2019-12-17 05:01:00 INFO: check need new order None
2019-12-17 06:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 6, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.5, 'high': 6883.0, 'low': 6866.5, 'close': 6875.5, 'trades': 10096, 'volume': 28940570, 'vwap': 6875.6876, 'lastSize': 1200, 'turnover': 420921627994, 'homeNotional': 4209.216279940001, 'foreignNotional': 28940570.0}, {'timestamp': datetime.datetime(2019, 12, 17, 5, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6869.5, 'high': 6874.5, 'low': 6856.0, 'close': 6873.5, 'trades': 9813, 'volume': 32413363, 'vwap': 6865.7741, 'lastSize': 10, 'turnover': 472125595856, 'homeNotional': 4721.255958560003, 'foreignNotional': 32413363.0}, {'timestamp': datetime.datetime(2019, 12, 17, 4, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6876.5, 'high': 6876.5, 'low': 6850.0, 'close': 6869.5, 'trades': 12973, 'volume': 48136530, 'vwap': 6860.5928, 'lastSize': 5000, 'turnover': 701658040677, 'homeNotional': 7016.580406769999, 'foreignNotional': 48136530.0}]
2019-12-17 06:01:00 INFO: prepare buckets [{'low_price': 6866.5, 'high_price': 6883.0, 'color': 'GREEN'}, {'low_price': 6856.0, 'high_price': 6874.5, 'color': 'GREEN'}, {'low_price': 6850.0, 'high_price': 6876.5, 'color': 'RED'}]
2019-12-17 06:01:00 INFO: check need new order None
2019-12-17 07:01:01 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 7, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6875.5, 'high': 6878.0, 'low': 6872.5, 'close': 6873.0, 'trades': 4088, 'volume': 12267218, 'vwap': 6874.7422, 'lastSize': 57, 'turnover': 178450700203, 'homeNotional': 1784.5070020300032, 'foreignNotional': 12267218.0}, {'timestamp': datetime.datetime(2019, 12, 17, 6, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.5, 'high': 6883.0, 'low': 6866.5, 'close': 6875.5, 'trades': 10096, 'volume': 28940570, 'vwap': 6875.6876, 'lastSize': 1200, 'turnover': 420921627994, 'homeNotional': 4209.216279940001, 'foreignNotional': 28940570.0}, {'timestamp': datetime.datetime(2019, 12, 17, 5, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6869.5, 'high': 6874.5, 'low': 6856.0, 'close': 6873.5, 'trades': 9813, 'volume': 32413363, 'vwap': 6865.7741, 'lastSize': 10, 'turnover': 472125595856, 'homeNotional': 4721.255958560003, 'foreignNotional': 32413363.0}]
2019-12-17 07:01:01 INFO: prepare buckets [{'low_price': 6872.5, 'high_price': 6878.0, 'color': 'RED'}, {'low_price': 6866.5, 'high_price': 6883.0, 'color': 'GREEN'}, {'low_price': 6856.0, 'high_price': 6874.5, 'color': 'GREEN'}]
2019-12-17 07:01:01 INFO: check need new order {'low_price': 6872.5, 'high_price': 6878.0, 'color': 'RED'}
2019-12-17 07:01:01 INFO: place order: start low=6872.5 high=6878.0 RED XBTUSD price_offset=3.0
2019-12-17 07:01:01 INFO: place order: side_factor=-1.0 init_trigger_price=6872.5 init_order_price=6869.5 stop_price_offset=1.0 bucket_size=5.5 stop_price=6879.0 take_price=6857.5
2019-12-17 07:01:01 INFO: place order: compute qty=-72.0
2019-12-17 07:01:01 INFO: place order: save order to db 5ccf3d934a0f4783947d22b51198b29f; response=True
2019-12-17 07:01:01 INFO: post order to exchange resp={'orderID': '594e03b7-2f10-d3fd-35fe-c73201f3ce52', 'clOrdID': '5ccf3d934a0f4783947d22b51198b29f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 72, 'price': 6869.5, 'displayQty': None, 'stopPx': 6872.5, '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': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 7, 1, 1, 269000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 7, 1, 1, 269000, tzinfo=tzlocal())}
2019-12-17 07:01:01 INFO: place new init order {'qty': -72.0, 'init_price': 6872.5, 'stop_price': 6879.0, 'take_price': 6857.5, 'order_uid': '5ccf3d934a0f4783947d22b51198b29f', 'response': {'orderID': '594e03b7-2f10-d3fd-35fe-c73201f3ce52', 'clOrdID': '5ccf3d934a0f4783947d22b51198b29f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 72, 'price': 6869.5, 'displayQty': None, 'stopPx': 6872.5, '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': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 7, 1, 1, 269000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 7, 1, 1, 269000, tzinfo=tzlocal())}}
2019-12-17 07:01:01 INFO: process event {'orderID': '594e03b7-2f10-d3fd-35fe-c73201f3ce52', 'clOrdID': '5ccf3d934a0f4783947d22b51198b29f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 72, 'price': 6869.5, 'displayQty': None, 'stopPx': 6872.5, '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': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-17T07:01:01.269Z', 'timestamp': '2019-12-17T07:01:01.269Z'}
2019-12-17 07:01:01 INFO: skip event 5ccf3d934a0f4783947d22b51198b29f New
2019-12-17 07:01:01 INFO: process event {'orderID': '594e03b7-2f10-d3fd-35fe-c73201f3ce52', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-17T07:01:01.269Z', 'clOrdID': '5ccf3d934a0f4783947d22b51198b29f', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 07:01:01 INFO: skip event 5ccf3d934a0f4783947d22b51198b29f 
2019-12-17 07:01:01 INFO: process event {'orderID': '594e03b7-2f10-d3fd-35fe-c73201f3ce52', 'workingIndicator': True, 'transactTime': '2019-12-17T07:01:01.269Z', 'clOrdID': '5ccf3d934a0f4783947d22b51198b29f', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T07:01:01.269Z'}
2019-12-17 07:01:01 INFO: skip event 5ccf3d934a0f4783947d22b51198b29f 
2019-12-17 07:01:01 INFO: process event {'orderID': '594e03b7-2f10-d3fd-35fe-c73201f3ce52', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 72, 'avgPx': 6872.5, 'clOrdID': '5ccf3d934a0f4783947d22b51198b29f', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T07:01:01.269Z'}
2019-12-17 07:01:01 INFO: add new event={'uid': '5ccf3d934a0f4783947d22b51198b29f', 'status': 'Filled'}
2019-12-17 07:01:02 INFO: start process event--------------------------------------------
2019-12-17 07:01:02 INFO: fetch new order event 5ccf3d934a0f4783947d22b51198b29f
2019-12-17 07:01:02 INFO: fetch orders by event init={'stop': '6879.0', 'take': '6857.5', 'qty': '72.0', 'color': 'RED', 'ticker': 'XBTUSD'} profit_pair=None
2019-12-17 07:01:02 INFO: process init order filled
2019-12-17 07:01:02 INFO: save profit orders to storage stop=7bf65375deb648f780b25b87d74e29d9 take=047333575a6d43e395444d414b727e44
2019-12-17 07:01:02 INFO: place profit orders take_price=6857.5, stop_price=6879.0, qty=72.0, color=RED, ticker=XBTUSD 7bf65375deb648f780b25b87d74e29d9 047333575a6d43e395444d414b727e44
2019-12-17 07:01:02 INFO: place stop order XBTUSD: qty=72.0, stop_price=6879.0, stop_uid=7bf65375deb648f780b25b87d74e29d9
2019-12-17 07:01:02 INFO: process event {'orderID': 'bf1a1bc1-39ad-7067-28bf-ded913dc6776', 'clOrdID': '7bf65375deb648f780b25b87d74e29d9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 72, 'price': None, 'displayQty': None, 'stopPx': 6879, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-17T07:01:02.316Z', 'timestamp': '2019-12-17T07:01:02.316Z'}
2019-12-17 07:01:02 INFO: skip event 7bf65375deb648f780b25b87d74e29d9 New
2019-12-17 07:01:02 INFO: exchange resp for stop order={'orderID': 'bf1a1bc1-39ad-7067-28bf-ded913dc6776', 'clOrdID': '7bf65375deb648f780b25b87d74e29d9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 72, 'price': None, 'displayQty': None, 'stopPx': 6879.0, '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': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 7, 1, 2, 316000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 7, 1, 2, 316000, tzinfo=tzlocal())}
2019-12-17 07:01:02 INFO: place limit order XBTUSD: qty=72.0, price=6857.5, take_uid=047333575a6d43e395444d414b727e44
2019-12-17 07:01:02 INFO: process event {'orderID': 'ecd51034-5190-2adb-117a-98a1f3f2f942', 'clOrdID': '047333575a6d43e395444d414b727e44', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 72, 'price': 6857.5, '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': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-17T07:01:02.356Z', 'timestamp': '2019-12-17T07:01:02.356Z'}
2019-12-17 07:01:02 INFO: skip event 047333575a6d43e395444d414b727e44 New
2019-12-17 07:01:02 INFO: process event {'orderID': 'ecd51034-5190-2adb-117a-98a1f3f2f942', 'workingIndicator': True, 'clOrdID': '047333575a6d43e395444d414b727e44', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T07:01:02.356Z'}
2019-12-17 07:01:02 INFO: skip event 047333575a6d43e395444d414b727e44 
2019-12-17 07:01:02 INFO: exchange resp for take profit order={'orderID': 'ecd51034-5190-2adb-117a-98a1f3f2f942', 'clOrdID': '047333575a6d43e395444d414b727e44', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 72, 'price': 6857.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 7, 1, 2, 356000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 7, 1, 2, 356000, tzinfo=tzlocal())}
2019-12-17 07:01:02 INFO: place profit orders={'stop': {'response': {'orderID': 'bf1a1bc1-39ad-7067-28bf-ded913dc6776', 'clOrdID': '7bf65375deb648f780b25b87d74e29d9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 72, 'price': None, 'displayQty': None, 'stopPx': 6879.0, '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': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 7, 1, 2, 316000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 7, 1, 2, 316000, tzinfo=tzlocal())}, 'qty': 72.0, 'uid': '7bf65375deb648f780b25b87d74e29d9', 'price': 6879.0}, 'take': {'response': {'orderID': 'ecd51034-5190-2adb-117a-98a1f3f2f942', 'clOrdID': '047333575a6d43e395444d414b727e44', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 72, 'price': 6857.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 72, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 7, 1, 2, 356000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 7, 1, 2, 356000, tzinfo=tzlocal())}, 'qty': 72.0, 'uid': '047333575a6d43e395444d414b727e44', 'price': 6857.5}}
2019-12-17 07:01:02 INFO: rm init order from db 5ccf3d934a0f4783947d22b51198b29f
2019-12-17 07:01:02 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-17 07:04:01 INFO: process event {'orderID': 'bf1a1bc1-39ad-7067-28bf-ded913dc6776', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nStop order by trader.py', 'timestamp': '2019-12-17T07:04:01.357Z', 'clOrdID': '7bf65375deb648f780b25b87d74e29d9', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 07:04:01 INFO: skip event 7bf65375deb648f780b25b87d74e29d9 Canceled
2019-12-17 07:44:58 INFO: process event {'orderID': 'ecd51034-5190-2adb-117a-98a1f3f2f942', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 72, 'avgPx': 6857.5, 'timestamp': '2019-12-17T07:44:58.685Z', 'clOrdID': '047333575a6d43e395444d414b727e44', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 07:44:58 INFO: add new event={'uid': '047333575a6d43e395444d414b727e44', 'status': 'Filled'}
2019-12-17 07:44:59 INFO: start process event--------------------------------------------
2019-12-17 07:44:59 INFO: fetch new order event 047333575a6d43e395444d414b727e44
2019-12-17 07:44:59 INFO: fetch orders by event init=None profit_pair=7bf65375deb648f780b25b87d74e29d9
2019-12-17 07:44:59 INFO: process profit order filled
Traceback (most recent call last):
  File "app/trader.py", line 113, in <module>
    main()
  File "app/trader.py", line 98, in main
    event_processing_result = proceed_event(current_event['uid'])
  File "/home/crypto/current/app/event_driven_operations.py", line 45, in proceed_event
    cancel_resp = cancel_order(profit_order_pair_uid, comment='Cancel order by trader.py')
  File "/home/crypto/current/app/bitmex_rest.py", line 28, in cancel_order
    return client_rest.Order.Order_cancel(clOrdID=order_uid, text=comment).result()[0]
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 271, in result
    swagger_result = self._get_swagger_result(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 124, in wrapper
    return func(self, *args, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 300, in _get_swagger_result
    unmarshal_response(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 353, in unmarshal_response
    raise_on_expected(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 420, in raise_on_expected
    raise make_http_exception(
bravado.exception.HTTPNotFound: 404 Not Found: {'error': {'message': 'Not Found', 'name': 'HTTPError'}}
/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(
2019-12-17 07:45:03 INFO: start trader process
2019-12-17 07:45:03 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-17 07:45:03 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-17 07:45:03 INFO: Authenticating with API Key.
2019-12-17 07:45:04 INFO: Connected to WS.
2019-12-17 08:01:01 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 8, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.0, 'high': 6873.5, 'low': 6857.5, 'close': 6863.0, 'trades': 7932, 'volume': 29752186, 'vwap': 6865.3028, 'lastSize': 3453, 'turnover': 433376684575, 'homeNotional': 4333.766845750004, 'foreignNotional': 29752186.0}, {'timestamp': datetime.datetime(2019, 12, 17, 7, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6875.5, 'high': 6878.0, 'low': 6872.5, 'close': 6873.0, 'trades': 4088, 'volume': 12267218, 'vwap': 6874.7422, 'lastSize': 57, 'turnover': 178450700203, 'homeNotional': 1784.5070020300032, 'foreignNotional': 12267218.0}, {'timestamp': datetime.datetime(2019, 12, 17, 6, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.5, 'high': 6883.0, 'low': 6866.5, 'close': 6875.5, 'trades': 10096, 'volume': 28940570, 'vwap': 6875.6876, 'lastSize': 1200, 'turnover': 420921627994, 'homeNotional': 4209.216279940001, 'foreignNotional': 28940570.0}]
2019-12-17 08:01:01 INFO: prepare buckets [{'low_price': 6857.5, 'high_price': 6873.5, 'color': 'RED'}, {'low_price': 6872.5, 'high_price': 6878.0, 'color': 'RED'}, {'low_price': 6866.5, 'high_price': 6883.0, 'color': 'GREEN'}]
2019-12-17 08:01:01 INFO: check need new order None
2019-12-17 08:13:53 INFO: process event {'orderID': 'b33bddbc-6ebf-4327-c5f6-0535233033a5', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-17T08:13:53.261Z', 'clOrdID': '2464e4163db8472098d3b81acaa918fc', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 08:13:53 INFO: skip event 2464e4163db8472098d3b81acaa918fc Canceled
2019-12-17 08:17:54 INFO: process event {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'price': 6820, 'text': 'Amended price: Amend from www.bitmex.com\nProfit order by trader.py', 'transactTime': '2019-12-17T08:17:54.513Z', 'timestamp': '2019-12-17T08:17:54.513Z', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 08:17:54 INFO: skip event dae3770ebfb24d4db89e7f13b23661dc 
2019-12-17 08:18:01 INFO: process event {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'price': 6822, 'transactTime': '2019-12-17T08:18:01.391Z', 'timestamp': '2019-12-17T08:18:01.391Z', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 08:18:01 INFO: skip event dae3770ebfb24d4db89e7f13b23661dc 
2019-12-17 08:18:07 INFO: process event {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'price': 6822.5, 'transactTime': '2019-12-17T08:18:06.915Z', 'timestamp': '2019-12-17T08:18:06.915Z', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 08:18:07 INFO: skip event dae3770ebfb24d4db89e7f13b23661dc 
2019-12-17 08:18:19 INFO: process event {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'price': 6823, 'transactTime': '2019-12-17T08:18:19.493Z', 'timestamp': '2019-12-17T08:18:19.493Z', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 08:18:19 INFO: skip event dae3770ebfb24d4db89e7f13b23661dc 
2019-12-17 09:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 9, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6863.0, 'high': 6870.0, 'low': 6831.0, 'close': 6869.5, 'trades': 18949, 'volume': 61054984, 'vwap': 6855.8892, 'lastSize': 3000, 'turnover': 890584522124, 'homeNotional': 8905.845221239997, 'foreignNotional': 61054984.0}, {'timestamp': datetime.datetime(2019, 12, 17, 8, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.0, 'high': 6873.5, 'low': 6857.5, 'close': 6863.0, 'trades': 7932, 'volume': 29752186, 'vwap': 6865.3028, 'lastSize': 3453, 'turnover': 433376684575, 'homeNotional': 4333.766845750004, 'foreignNotional': 29752186.0}, {'timestamp': datetime.datetime(2019, 12, 17, 7, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6875.5, 'high': 6878.0, 'low': 6872.5, 'close': 6873.0, 'trades': 4088, 'volume': 12267218, 'vwap': 6874.7422, 'lastSize': 57, 'turnover': 178450700203, 'homeNotional': 1784.5070020300032, 'foreignNotional': 12267218.0}]
2019-12-17 09:01:00 INFO: prepare buckets [{'low_price': 6831.0, 'high_price': 6870.0, 'color': 'GREEN'}, {'low_price': 6857.5, 'high_price': 6873.5, 'color': 'RED'}, {'low_price': 6872.5, 'high_price': 6878.0, 'color': 'RED'}]
2019-12-17 09:01:00 INFO: check need new order {'low_price': 6831.0, 'high_price': 6870.0, 'color': 'GREEN'}
2019-12-17 09:01:00 INFO: place order: start low=6831.0 high=6870.0 GREEN XBTUSD price_offset=3.0
2019-12-17 09:01:00 INFO: place order: side_factor=1.0 init_trigger_price=6870.0 init_order_price=6873.0 stop_price_offset=1.0 bucket_size=39.0 stop_price=6830.0 take_price=6952.0
2019-12-17 09:01:00 INFO: place order: compute qty=11.0
2019-12-17 09:01:00 INFO: place order: save order to db 7d887e5fcfb0415a888c44981e4b6ab2; response=True
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-17 09:01:00 INFO: post order to exchange resp={'orderID': '37966a94-6c1b-61a9-0243-815c288475e0', 'clOrdID': '7d887e5fcfb0415a888c44981e4b6ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6873.0, 'displayQty': None, 'stopPx': 6870.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 9, 1, 0, 913000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 9, 1, 0, 913000, tzinfo=tzlocal())}
2019-12-17 09:01:00 INFO: place new init order {'qty': 11.0, 'init_price': 6870.0, 'stop_price': 6830.0, 'take_price': 6952.0, 'order_uid': '7d887e5fcfb0415a888c44981e4b6ab2', 'response': {'orderID': '37966a94-6c1b-61a9-0243-815c288475e0', 'clOrdID': '7d887e5fcfb0415a888c44981e4b6ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6873.0, 'displayQty': None, 'stopPx': 6870.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 9, 1, 0, 913000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 9, 1, 0, 913000, tzinfo=tzlocal())}}
2019-12-17 09:01:01 INFO: process event {'orderID': '37966a94-6c1b-61a9-0243-815c288475e0', 'clOrdID': '7d887e5fcfb0415a888c44981e4b6ab2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6873, 'displayQty': None, 'stopPx': 6870, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-17T09:01:00.913Z', 'timestamp': '2019-12-17T09:01:00.913Z'}
2019-12-17 09:01:01 INFO: skip event 7d887e5fcfb0415a888c44981e4b6ab2 New
2019-12-17 09:01:01 INFO: process event {'orderID': '37966a94-6c1b-61a9-0243-815c288475e0', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-17T09:01:00.915Z', 'clOrdID': '7d887e5fcfb0415a888c44981e4b6ab2', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 09:01:01 INFO: skip event 7d887e5fcfb0415a888c44981e4b6ab2 
2019-12-17 09:01:01 INFO: process event {'orderID': '37966a94-6c1b-61a9-0243-815c288475e0', 'workingIndicator': True, 'transactTime': '2019-12-17T09:01:00.915Z', 'clOrdID': '7d887e5fcfb0415a888c44981e4b6ab2', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T09:01:00.915Z'}
2019-12-17 09:01:01 INFO: skip event 7d887e5fcfb0415a888c44981e4b6ab2 
2019-12-17 09:01:01 INFO: process event {'orderID': '37966a94-6c1b-61a9-0243-815c288475e0', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 6870, 'clOrdID': '7d887e5fcfb0415a888c44981e4b6ab2', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T09:01:00.915Z'}
2019-12-17 09:01:01 INFO: add new event={'uid': '7d887e5fcfb0415a888c44981e4b6ab2', 'status': 'Filled'}
2019-12-17 09:01:01 INFO: start process event--------------------------------------------
2019-12-17 09:01:01 INFO: fetch new order event 7d887e5fcfb0415a888c44981e4b6ab2
2019-12-17 09:01:01 INFO: fetch orders by event init={'stop': '6830.0', 'take': '6952.0', 'qty': '11.0', 'color': 'GREEN', 'ticker': 'XBTUSD'} profit_pair=None
2019-12-17 09:01:01 INFO: process init order filled
2019-12-17 09:01:01 INFO: save profit orders to storage stop=9845b97e3cba411687c11a078e659463 take=22ea2271a9bb45ae95f1a896b768d6ec
2019-12-17 09:01:01 INFO: place profit orders take_price=6952.0, stop_price=6830.0, qty=11.0, color=GREEN, ticker=XBTUSD 9845b97e3cba411687c11a078e659463 22ea2271a9bb45ae95f1a896b768d6ec
2019-12-17 09:01:01 INFO: place stop order XBTUSD: qty=-11.0, stop_price=6830.0, stop_uid=9845b97e3cba411687c11a078e659463
2019-12-17 09:01:01 INFO: process event {'orderID': '1c43cb89-8de4-203a-7e0c-db24269a9d6e', 'clOrdID': '9845b97e3cba411687c11a078e659463', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 6830, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-17T09:01:01.970Z', 'timestamp': '2019-12-17T09:01:01.970Z'}
2019-12-17 09:01:01 INFO: skip event 9845b97e3cba411687c11a078e659463 New
2019-12-17 09:01:01 INFO: exchange resp for stop order={'orderID': '1c43cb89-8de4-203a-7e0c-db24269a9d6e', 'clOrdID': '9845b97e3cba411687c11a078e659463', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 6830.0, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 9, 1, 1, 970000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 9, 1, 1, 970000, tzinfo=tzlocal())}
2019-12-17 09:01:01 INFO: place limit order XBTUSD: qty=-11.0, price=6952.0, take_uid=22ea2271a9bb45ae95f1a896b768d6ec
2019-12-17 09:01:02 INFO: process event {'orderID': 'c0b74789-9728-d7ad-a82b-9f8aa69f47ad', 'clOrdID': '22ea2271a9bb45ae95f1a896b768d6ec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6952, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-17T09:01:02.010Z', 'timestamp': '2019-12-17T09:01:02.010Z'}
2019-12-17 09:01:02 INFO: skip event 22ea2271a9bb45ae95f1a896b768d6ec New
2019-12-17 09:01:02 INFO: process event {'orderID': 'c0b74789-9728-d7ad-a82b-9f8aa69f47ad', 'workingIndicator': True, 'clOrdID': '22ea2271a9bb45ae95f1a896b768d6ec', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T09:01:02.010Z'}
2019-12-17 09:01:02 INFO: skip event 22ea2271a9bb45ae95f1a896b768d6ec 
2019-12-17 09:01:02 INFO: exchange resp for take profit order={'orderID': 'c0b74789-9728-d7ad-a82b-9f8aa69f47ad', 'clOrdID': '22ea2271a9bb45ae95f1a896b768d6ec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6952.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 9, 1, 2, 10000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 9, 1, 2, 10000, tzinfo=tzlocal())}
2019-12-17 09:01:02 INFO: place profit orders={'stop': {'response': {'orderID': '1c43cb89-8de4-203a-7e0c-db24269a9d6e', 'clOrdID': '9845b97e3cba411687c11a078e659463', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 6830.0, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 9, 1, 1, 970000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 9, 1, 1, 970000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': '9845b97e3cba411687c11a078e659463', 'price': 6830.0}, 'take': {'response': {'orderID': 'c0b74789-9728-d7ad-a82b-9f8aa69f47ad', 'clOrdID': '22ea2271a9bb45ae95f1a896b768d6ec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6952.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 9, 1, 2, 10000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 9, 1, 2, 10000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': '22ea2271a9bb45ae95f1a896b768d6ec', 'price': 6952.0}}
2019-12-17 09:01:02 INFO: rm init order from db 7d887e5fcfb0415a888c44981e4b6ab2
2019-12-17 09:01:02 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-17 10:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 10, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6869.5, 'high': 6877.0, 'low': 6868.5, 'close': 6868.5, 'trades': 9721, 'volume': 38632307, 'vwap': 6871.9076, 'lastSize': 431, 'turnover': 562185072114, 'homeNotional': 5621.8507211399965, 'foreignNotional': 38632307.0}, {'timestamp': datetime.datetime(2019, 12, 17, 9, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6863.0, 'high': 6870.0, 'low': 6831.0, 'close': 6869.5, 'trades': 18949, 'volume': 61054984, 'vwap': 6855.8892, 'lastSize': 3000, 'turnover': 890584522124, 'homeNotional': 8905.845221239997, 'foreignNotional': 61054984.0}, {'timestamp': datetime.datetime(2019, 12, 17, 8, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6873.0, 'high': 6873.5, 'low': 6857.5, 'close': 6863.0, 'trades': 7932, 'volume': 29752186, 'vwap': 6865.3028, 'lastSize': 3453, 'turnover': 433376684575, 'homeNotional': 4333.766845750004, 'foreignNotional': 29752186.0}]
2019-12-17 10:01:00 INFO: prepare buckets [{'low_price': 6868.5, 'high_price': 6877.0, 'color': 'RED'}, {'low_price': 6831.0, 'high_price': 6870.0, 'color': 'GREEN'}, {'low_price': 6857.5, 'high_price': 6873.5, 'color': 'RED'}]
2019-12-17 10:01:00 INFO: check need new order None
2019-12-17 10:11:42 INFO: process event {'orderID': '41161652-52d0-e059-bc8b-2e0bf74b91a8', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-17T10:11:41.104Z', 'clOrdID': 'ab3373f84d1641c7983cbad070a6f6d3', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 10:11:42 INFO: skip event ab3373f84d1641c7983cbad070a6f6d3 
2019-12-17 10:11:42 INFO: process event {'orderID': '41161652-52d0-e059-bc8b-2e0bf74b91a8', 'price': 6889.5, 'workingIndicator': True, 'transactTime': '2019-12-17T10:11:41.104Z', 'clOrdID': 'ab3373f84d1641c7983cbad070a6f6d3', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T10:11:41.104Z'}
2019-12-17 10:11:42 INFO: skip event ab3373f84d1641c7983cbad070a6f6d3 
2019-12-17 10:11:42 INFO: process event {'orderID': '41161652-52d0-e059-bc8b-2e0bf74b91a8', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 21, 'avgPx': 6889.5, 'clOrdID': 'ab3373f84d1641c7983cbad070a6f6d3', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T10:11:41.104Z'}
2019-12-17 10:11:42 INFO: add new event={'uid': 'ab3373f84d1641c7983cbad070a6f6d3', 'status': 'Filled'}
2019-12-17 10:11:43 INFO: start process event--------------------------------------------
2019-12-17 10:11:43 INFO: fetch new order event ab3373f84d1641c7983cbad070a6f6d3
2019-12-17 10:11:43 INFO: fetch orders by event init=None profit_pair=dae3770ebfb24d4db89e7f13b23661dc
2019-12-17 10:11:43 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2019-12-17 10:11:45 INFO: cancel order=dae3770ebfb24d4db89e7f13b23661dc [{'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 21, 'price': 6823.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 8, 18, 19, 493000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 10, 11, 45, 38000, tzinfo=tzlocal())}]
2019-12-17 10:11:45 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-17 10:11:45 INFO: process event {'orderID': 'ce02abb4-e177-8f81-15fd-91f97cf58e35', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-17T10:11:45.038Z', 'clOrdID': 'dae3770ebfb24d4db89e7f13b23661dc', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 10:11:45 INFO: skip event dae3770ebfb24d4db89e7f13b23661dc Canceled
2019-12-17 11:01:00 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 11, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6868.5, 'high': 6896.5, 'low': 6868.5, 'close': 6879.0, 'trades': 14148, 'volume': 53241464, 'vwap': 6881.3653, 'lastSize': 100, 'turnover': 773710961756, 'homeNotional': 7737.109617559999, 'foreignNotional': 53241464.0}, {'timestamp': datetime.datetime(2019, 12, 17, 10, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6869.5, 'high': 6877.0, 'low': 6868.5, 'close': 6868.5, 'trades': 9721, 'volume': 38632307, 'vwap': 6871.9076, 'lastSize': 431, 'turnover': 562185072114, 'homeNotional': 5621.8507211399965, 'foreignNotional': 38632307.0}, {'timestamp': datetime.datetime(2019, 12, 17, 9, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6863.0, 'high': 6870.0, 'low': 6831.0, 'close': 6869.5, 'trades': 18949, 'volume': 61054984, 'vwap': 6855.8892, 'lastSize': 3000, 'turnover': 890584522124, 'homeNotional': 8905.845221239997, 'foreignNotional': 61054984.0}]
2019-12-17 11:01:00 INFO: prepare buckets [{'low_price': 6868.5, 'high_price': 6896.5, 'color': 'GREEN'}, {'low_price': 6868.5, 'high_price': 6877.0, 'color': 'RED'}, {'low_price': 6831.0, 'high_price': 6870.0, 'color': 'GREEN'}]
2019-12-17 11:01:00 INFO: check need new order None
2019-12-17 11:52:40 WARNING: handle interrupt sig 2 False
2019-12-17 11:52:40 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(
2019-12-17 11:52:44 INFO: start trader process
2019-12-17 11:52:44 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-17 11:52:44 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-17 11:52:44 INFO: Authenticating with API Key.
2019-12-17 11:52:45 INFO: Connected to WS.
2019-12-17 12:00:01 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 11, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6868.5, 'high': 6896.5, 'low': 6868.5, 'close': 6879.0, 'trades': 14148, 'volume': 53241464, 'vwap': 6881.3653, 'lastSize': 100, 'turnover': 773710961756, 'homeNotional': 7737.109617559999, 'foreignNotional': 53241464.0}, {'timestamp': datetime.datetime(2019, 12, 17, 10, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6869.5, 'high': 6877.0, 'low': 6868.5, 'close': 6868.5, 'trades': 9721, 'volume': 38632307, 'vwap': 6871.9076, 'lastSize': 431, 'turnover': 562185072114, 'homeNotional': 5621.8507211399965, 'foreignNotional': 38632307.0}, {'timestamp': datetime.datetime(2019, 12, 17, 9, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6863.0, 'high': 6870.0, 'low': 6831.0, 'close': 6869.5, 'trades': 18949, 'volume': 61054984, 'vwap': 6855.8892, 'lastSize': 3000, 'turnover': 890584522124, 'homeNotional': 8905.845221239997, 'foreignNotional': 61054984.0}]
2019-12-17 12:00:01 INFO: prepare buckets [{'low_price': 6868.5, 'high_price': 6896.5, 'color': 'GREEN'}, {'low_price': 6868.5, 'high_price': 6877.0, 'color': 'RED'}, {'low_price': 6831.0, 'high_price': 6870.0, 'color': 'GREEN'}]
2019-12-17 12:00:01 INFO: bucket_size=28.0 (allowed (5.0, 60.0))
2019-12-17 12:00:01 INFO: check need new order None
2019-12-17 12:04:30 WARNING: handle interrupt sig 2 False
2019-12-17 12:04:30 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(
2019-12-17 12:04:33 INFO: start trader process
2019-12-17 12:04:33 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-17 12:04:33 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-17 12:04:33 INFO: Authenticating with API Key.
2019-12-17 12:04:34 INFO: Connected to WS.
2019-12-17 12:06:17 INFO: process event {'orderID': '1c43cb89-8de4-203a-7e0c-db24269a9d6e', 'stopPx': 6831, 'text': 'Amended stopPx: Amend from www.bitmex.com\nStop order by trader.py', 'timestamp': '2019-12-17T12:06:16.563Z', 'clOrdID': '9845b97e3cba411687c11a078e659463', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 12:06:17 INFO: skip event 9845b97e3cba411687c11a078e659463 
2019-12-17 13:00:05 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 12, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6879.0, 'high': 6930.0, 'low': 6871.5, 'close': 6928.5, 'trades': 24970, 'volume': 122866255, 'vwap': 6906.0773, 'lastSize': 4000, 'turnover': 1779166706374, 'homeNotional': 17791.667063740024, 'foreignNotional': 122866255.0}, {'timestamp': datetime.datetime(2019, 12, 17, 11, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6868.5, 'high': 6896.5, 'low': 6868.5, 'close': 6879.0, 'trades': 14148, 'volume': 53241464, 'vwap': 6881.3653, 'lastSize': 100, 'turnover': 773710961756, 'homeNotional': 7737.109617559999, 'foreignNotional': 53241464.0}, {'timestamp': datetime.datetime(2019, 12, 17, 10, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6869.5, 'high': 6877.0, 'low': 6868.5, 'close': 6868.5, 'trades': 9721, 'volume': 38632307, 'vwap': 6871.9076, 'lastSize': 431, 'turnover': 562185072114, 'homeNotional': 5621.8507211399965, 'foreignNotional': 38632307.0}]
2019-12-17 13:00:05 INFO: prepare buckets [{'low_price': 6871.5, 'high_price': 6930.0, 'color': 'GREEN'}, {'low_price': 6868.5, 'high_price': 6896.5, 'color': 'GREEN'}, {'low_price': 6868.5, 'high_price': 6877.0, 'color': 'RED'}]
2019-12-17 13:00:05 INFO: bucket_size=58.5 (allowed (5.0, 60.0))
2019-12-17 13:00:05 INFO: check need new order None
2019-12-17 13:24:16 WARNING: handle interrupt sig 2 False
2019-12-17 13:24:16 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(
2019-12-17 13:24:20 INFO: start trader process
2019-12-17 13:24:20 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-17 13:24:20 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-17 13:24:20 INFO: Authenticating with API Key.
2019-12-17 13:24:21 INFO: Connected to WS.
2019-12-17 13:44:33 INFO: process event {'orderID': '1c43cb89-8de4-203a-7e0c-db24269a9d6e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-17T13:44:32.440Z', 'clOrdID': '9845b97e3cba411687c11a078e659463', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 13:44:33 INFO: skip event 9845b97e3cba411687c11a078e659463 
2019-12-17 13:44:33 INFO: process event {'orderID': '1c43cb89-8de4-203a-7e0c-db24269a9d6e', 'price': 6830, 'workingIndicator': True, 'transactTime': '2019-12-17T13:44:32.440Z', 'clOrdID': '9845b97e3cba411687c11a078e659463', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T13:44:32.440Z'}
2019-12-17 13:44:33 INFO: skip event 9845b97e3cba411687c11a078e659463 
2019-12-17 13:44:33 INFO: process event {'orderID': '1c43cb89-8de4-203a-7e0c-db24269a9d6e', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 6830, 'clOrdID': '9845b97e3cba411687c11a078e659463', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T13:44:32.440Z'}
2019-12-17 13:44:33 INFO: add new event={'uid': '9845b97e3cba411687c11a078e659463', 'status': 'Filled'}
2019-12-17 13:44:33 INFO: start process event--------------------------------------------
2019-12-17 13:44:33 INFO: fetch new order event 9845b97e3cba411687c11a078e659463
2019-12-17 13:44:33 INFO: fetch orders by event init=None profit_pair=22ea2271a9bb45ae95f1a896b768d6ec
2019-12-17 13:44:33 INFO: process profit order filled
/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(
2019-12-17 13:44:38 INFO: cancel order=22ea2271a9bb45ae95f1a896b768d6ec [{'orderID': 'c0b74789-9728-d7ad-a82b-9f8aa69f47ad', 'clOrdID': '22ea2271a9bb45ae95f1a896b768d6ec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 6952.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 9, 1, 2, 10000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 13, 44, 38, 362000, tzinfo=tzlocal())}]
2019-12-17 13:44:38 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-17 13:44:40 INFO: process event {'orderID': 'c0b74789-9728-d7ad-a82b-9f8aa69f47ad', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-17T13:44:38.362Z', 'clOrdID': '22ea2271a9bb45ae95f1a896b768d6ec', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 13:44:40 INFO: skip event 22ea2271a9bb45ae95f1a896b768d6ec Canceled
2019-12-17 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 14, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6866.5, 'high': 6875.0, 'low': 6660.0, 'close': 6758.0, 'trades': 60141, 'volume': 335521937, 'vwap': 6777.823, 'lastSize': 1000, 'turnover': 4950591303024, 'homeNotional': 49505.913030240095, 'foreignNotional': 335521937.0}, {'timestamp': datetime.datetime(2019, 12, 17, 13, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6928.5, 'high': 6933.0, 'low': 6858.5, 'close': 6866.5, 'trades': 32287, 'volume': 147948878, 'vwap': 6898.9307, 'lastSize': 11, 'turnover': 2144626854243, 'homeNotional': 21446.26854242998, 'foreignNotional': 147948878.0}, {'timestamp': datetime.datetime(2019, 12, 17, 12, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6879.0, 'high': 6930.0, 'low': 6871.5, 'close': 6928.5, 'trades': 24970, 'volume': 122866255, 'vwap': 6906.0773, 'lastSize': 4000, 'turnover': 1779166706374, 'homeNotional': 17791.667063740024, 'foreignNotional': 122866255.0}]
2019-12-17 14:00:20 INFO: prepare buckets [{'low_price': 6660.0, 'high_price': 6875.0, 'color': 'RED'}, {'low_price': 6858.5, 'high_price': 6933.0, 'color': 'RED'}, {'low_price': 6871.5, 'high_price': 6930.0, 'color': 'GREEN'}]
2019-12-17 14:00:20 INFO: bucket_size=215.0 (allowed (5.0, 60.0))
2019-12-17 14:00:20 WARNING: skip bucket by bucket_size=215.0
2019-12-17 14:00:20 INFO: check need new order None
2019-12-17 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 15, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6758.0, 'high': 6758.0, 'low': 6666.0, 'close': 6740.5, 'trades': 47080, 'volume': 202039730, 'vwap': 6724.0452, 'lastSize': 1000, 'turnover': 3004814703257, 'homeNotional': 30048.14703256982, 'foreignNotional': 202039730.0}, {'timestamp': datetime.datetime(2019, 12, 17, 14, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6866.5, 'high': 6875.0, 'low': 6660.0, 'close': 6758.0, 'trades': 60141, 'volume': 335521937, 'vwap': 6777.823, 'lastSize': 1000, 'turnover': 4950591303024, 'homeNotional': 49505.913030240095, 'foreignNotional': 335521937.0}, {'timestamp': datetime.datetime(2019, 12, 17, 13, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6928.5, 'high': 6933.0, 'low': 6858.5, 'close': 6866.5, 'trades': 32287, 'volume': 147948878, 'vwap': 6898.9307, 'lastSize': 11, 'turnover': 2144626854243, 'homeNotional': 21446.26854242998, 'foreignNotional': 147948878.0}]
2019-12-17 15:00:20 INFO: prepare buckets [{'low_price': 6666.0, 'high_price': 6758.0, 'color': 'RED'}, {'low_price': 6660.0, 'high_price': 6875.0, 'color': 'RED'}, {'low_price': 6858.5, 'high_price': 6933.0, 'color': 'RED'}]
2019-12-17 15:00:20 INFO: bucket_size=92.0 (allowed (5.0, 60.0))
2019-12-17 15:00:20 WARNING: skip bucket by bucket_size=92.0
2019-12-17 15:00:20 INFO: check need new order None
2019-12-17 15:16:30 WARNING: handle interrupt sig 2 False
2019-12-17 15:16:30 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(
2019-12-17 15:16:44 INFO: start trader process
2019-12-17 15:16:44 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-17 15:16:44 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-17 15:16:44 INFO: Authenticating with API Key.
2019-12-17 15:16:45 INFO: Connected to WS.
2019-12-17 15:16:55 WARNING: handle interrupt sig 2 False
/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(
2019-12-17 19:22:13 INFO: start trader process
2019-12-17 19:22:13 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-17 19:22:13 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-17 19:22:13 INFO: Authenticating with API Key.
2019-12-17 19:22:14 INFO: Connected to WS.
2019-12-17 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 20, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6704.0, 'high': 6704.0, 'low': 6575.5, 'close': 6608.5, 'trades': 53587, 'volume': 232958904, 'vwap': 6626.9052, 'lastSize': 250, 'turnover': 3515411043892, 'homeNotional': 35154.110438920026, 'foreignNotional': 232958904.0}, {'timestamp': datetime.datetime(2019, 12, 17, 19, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6705.5, 'high': 6717.5, 'low': 6695.5, 'close': 6704.0, 'trades': 13143, 'volume': 37488131, 'vwap': 6706.4583, 'lastSize': 5, 'turnover': 559003335155, 'homeNotional': 5590.033351549998, 'foreignNotional': 37488131.0}, {'timestamp': datetime.datetime(2019, 12, 17, 18, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6726.0, 'high': 6732.0, 'low': 6681.0, 'close': 6705.5, 'trades': 17321, 'volume': 55479294, 'vwap': 6708.7079, 'lastSize': 777, 'turnover': 826984599399, 'homeNotional': 8269.845993990002, 'foreignNotional': 55479294.0}]
2019-12-17 20:00:20 INFO: prepare buckets [{'low_price': 6575.5, 'high_price': 6704.0, 'color': 'RED'}, {'low_price': 6695.5, 'high_price': 6717.5, 'color': 'RED'}, {'low_price': 6681.0, 'high_price': 6732.0, 'color': 'RED'}]
2019-12-17 20:00:20 INFO: bucket_size=128.5 (allowed (5.0, 60.0))
2019-12-17 20:00:20 WARNING: skip bucket by bucket_size=128.5 too big
2019-12-17 20:00:20 INFO: check need new order None
2019-12-17 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 21, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6608.5, 'high': 6631.5, 'low': 6562.5, 'close': 6580.0, 'trades': 38496, 'volume': 142850220, 'vwap': 6597.1764, 'lastSize': 100, 'turnover': 2165409077521, 'homeNotional': 21654.090775209985, 'foreignNotional': 142850220.0}, {'timestamp': datetime.datetime(2019, 12, 17, 20, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6704.0, 'high': 6704.0, 'low': 6575.5, 'close': 6608.5, 'trades': 53587, 'volume': 232958904, 'vwap': 6626.9052, 'lastSize': 250, 'turnover': 3515411043892, 'homeNotional': 35154.110438920026, 'foreignNotional': 232958904.0}, {'timestamp': datetime.datetime(2019, 12, 17, 19, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6705.5, 'high': 6717.5, 'low': 6695.5, 'close': 6704.0, 'trades': 13143, 'volume': 37488131, 'vwap': 6706.4583, 'lastSize': 5, 'turnover': 559003335155, 'homeNotional': 5590.033351549998, 'foreignNotional': 37488131.0}]
2019-12-17 21:00:21 INFO: prepare buckets [{'low_price': 6562.5, 'high_price': 6631.5, 'color': 'RED'}, {'low_price': 6575.5, 'high_price': 6704.0, 'color': 'RED'}, {'low_price': 6695.5, 'high_price': 6717.5, 'color': 'RED'}]
2019-12-17 21:00:21 INFO: bucket_size=69.0 (allowed (5.0, 60.0))
2019-12-17 21:00:21 WARNING: skip bucket by bucket_size=69.0 too big
2019-12-17 21:00:21 INFO: check need new order None
2019-12-17 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 22, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6580.0, 'high': 6613.5, 'low': 6571.0, 'close': 6609.0, 'trades': 21755, 'volume': 73515147, 'vwap': 6600.6601, 'lastSize': 1, 'turnover': 1113774919369, 'homeNotional': 11137.749193690015, 'foreignNotional': 73515147.0}, {'timestamp': datetime.datetime(2019, 12, 17, 21, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6608.5, 'high': 6631.5, 'low': 6562.5, 'close': 6580.0, 'trades': 38496, 'volume': 142850220, 'vwap': 6597.1764, 'lastSize': 100, 'turnover': 2165409077521, 'homeNotional': 21654.090775209985, 'foreignNotional': 142850220.0}, {'timestamp': datetime.datetime(2019, 12, 17, 20, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6704.0, 'high': 6704.0, 'low': 6575.5, 'close': 6608.5, 'trades': 53587, 'volume': 232958904, 'vwap': 6626.9052, 'lastSize': 250, 'turnover': 3515411043892, 'homeNotional': 35154.110438920026, 'foreignNotional': 232958904.0}]
2019-12-17 22:00:20 INFO: prepare buckets [{'low_price': 6571.0, 'high_price': 6613.5, 'color': 'GREEN'}, {'low_price': 6562.5, 'high_price': 6631.5, 'color': 'RED'}, {'low_price': 6575.5, 'high_price': 6704.0, 'color': 'RED'}]
2019-12-17 22:00:20 INFO: bucket_size=42.5 (allowed (5.0, 60.0))
2019-12-17 22:00:20 INFO: check need new order {'low_price': 6571.0, 'high_price': 6613.5, 'color': 'GREEN'}
2019-12-17 22:00:20 INFO: place order: start low=6571.0 high=6613.5 GREEN XBTUSD price_offset=3.0
2019-12-17 22:00:20 INFO: place order: side_factor=1.0 init_trigger_price=6613.5 init_order_price=6616.5 stop_price_offset=0.0 bucket_size=42.5 stop_price=6571.0 take_price=6702.5
2019-12-17 22:00:20 INFO: place order: compute qty=10.0
2019-12-17 22:00:20 INFO: place order: save order to db cd45e740f7434422aca3a14c1149fddb; response=True
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-17 22:00:20 INFO: post order to exchange resp={'orderID': '5cc91275-5417-0a78-8e79-241ec8d67be0', 'clOrdID': 'cd45e740f7434422aca3a14c1149fddb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 6616.5, 'displayQty': None, 'stopPx': 6613.5, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 22, 0, 20, 877000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 22, 0, 20, 877000, tzinfo=tzlocal())}
2019-12-17 22:00:20 INFO: place new init order {'qty': 10.0, 'init_price': 6613.5, 'stop_price': 6571.0, 'take_price': 6702.5, 'order_uid': 'cd45e740f7434422aca3a14c1149fddb', 'response': {'orderID': '5cc91275-5417-0a78-8e79-241ec8d67be0', 'clOrdID': 'cd45e740f7434422aca3a14c1149fddb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 6616.5, 'displayQty': None, 'stopPx': 6613.5, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 17, 22, 0, 20, 877000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 22, 0, 20, 877000, tzinfo=tzlocal())}}
2019-12-17 22:00:21 INFO: process event {'orderID': '5cc91275-5417-0a78-8e79-241ec8d67be0', 'clOrdID': 'cd45e740f7434422aca3a14c1149fddb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 6616.5, 'displayQty': None, 'stopPx': 6613.5, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-17T22:00:20.877Z', 'timestamp': '2019-12-17T22:00:20.877Z'}
2019-12-17 22:00:21 INFO: skip event cd45e740f7434422aca3a14c1149fddb New
2019-12-17 22:20:02 INFO: process event {'orderID': '5cc91275-5417-0a78-8e79-241ec8d67be0', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-17T22:20:02.785Z', 'clOrdID': 'cd45e740f7434422aca3a14c1149fddb', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 22:20:02 INFO: skip event cd45e740f7434422aca3a14c1149fddb 
2019-12-17 22:20:02 INFO: process event {'orderID': '5cc91275-5417-0a78-8e79-241ec8d67be0', 'workingIndicator': True, 'transactTime': '2019-12-17T22:20:02.785Z', 'clOrdID': 'cd45e740f7434422aca3a14c1149fddb', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T22:20:02.785Z'}
2019-12-17 22:20:02 INFO: skip event cd45e740f7434422aca3a14c1149fddb 
2019-12-17 22:20:02 INFO: process event {'orderID': '5cc91275-5417-0a78-8e79-241ec8d67be0', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 6613.5, 'clOrdID': 'cd45e740f7434422aca3a14c1149fddb', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T22:20:02.785Z'}
2019-12-17 22:20:02 INFO: add new event={'uid': 'cd45e740f7434422aca3a14c1149fddb', 'status': 'Filled'}
2019-12-17 22:20:03 INFO: start process event--------------------------------------------
2019-12-17 22:20:03 INFO: fetch new order event cd45e740f7434422aca3a14c1149fddb
2019-12-17 22:20:03 INFO: fetch orders by event init={'stop': '6571.0', 'take': '6702.5', 'qty': '10.0', 'color': 'GREEN', 'ticker': 'XBTUSD'} profit_pair=None
2019-12-17 22:20:03 INFO: process init order filled
2019-12-17 22:20:03 INFO: save profit orders to storage stop=c15338c611a64b8b942a9e2f21325e40 take=e55b68f44b164f639464a7a822884556
2019-12-17 22:20:03 INFO: place profit orders take_price=6702.5, stop_price=6571.0, qty=10.0, color=GREEN, ticker=XBTUSD c15338c611a64b8b942a9e2f21325e40 e55b68f44b164f639464a7a822884556
2019-12-17 22:20:03 INFO: place stop order XBTUSD: qty=-10.0, stop_price=6571.0, stop_uid=c15338c611a64b8b942a9e2f21325e40
2019-12-17 22:20:03 INFO: process event {'orderID': '7430496c-d8e7-79ab-ce90-b6a10dd46014', 'clOrdID': 'c15338c611a64b8b942a9e2f21325e40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 6571, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-17T22:20:03.479Z', 'timestamp': '2019-12-17T22:20:03.479Z'}
2019-12-17 22:20:03 INFO: skip event c15338c611a64b8b942a9e2f21325e40 New
2019-12-17 22:20:03 INFO: exchange resp for stop order={'orderID': '7430496c-d8e7-79ab-ce90-b6a10dd46014', 'clOrdID': 'c15338c611a64b8b942a9e2f21325e40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 6571.0, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 22, 20, 3, 479000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 22, 20, 3, 479000, tzinfo=tzlocal())}
2019-12-17 22:20:03 INFO: place limit order XBTUSD: qty=-10.0, price=6702.5, take_uid=e55b68f44b164f639464a7a822884556
2019-12-17 22:20:03 INFO: process event {'orderID': '459962c6-8801-bd90-99d4-6d1d3b465bb3', 'clOrdID': 'e55b68f44b164f639464a7a822884556', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 6702.5, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-17T22:20:03.523Z', 'timestamp': '2019-12-17T22:20:03.523Z'}
2019-12-17 22:20:03 INFO: skip event e55b68f44b164f639464a7a822884556 New
2019-12-17 22:20:03 INFO: process event {'orderID': '459962c6-8801-bd90-99d4-6d1d3b465bb3', 'workingIndicator': True, 'clOrdID': 'e55b68f44b164f639464a7a822884556', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T22:20:03.523Z'}
2019-12-17 22:20:03 INFO: skip event e55b68f44b164f639464a7a822884556 
2019-12-17 22:20:03 INFO: exchange resp for take profit order={'orderID': '459962c6-8801-bd90-99d4-6d1d3b465bb3', 'clOrdID': 'e55b68f44b164f639464a7a822884556', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 6702.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 22, 20, 3, 523000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 22, 20, 3, 523000, tzinfo=tzlocal())}
2019-12-17 22:20:03 INFO: place profit orders={'stop': {'response': {'orderID': '7430496c-d8e7-79ab-ce90-b6a10dd46014', 'clOrdID': 'c15338c611a64b8b942a9e2f21325e40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 6571.0, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 22, 20, 3, 479000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 22, 20, 3, 479000, tzinfo=tzlocal())}, 'qty': -10.0, 'uid': 'c15338c611a64b8b942a9e2f21325e40', 'price': 6571.0}, 'take': {'response': {'orderID': '459962c6-8801-bd90-99d4-6d1d3b465bb3', 'clOrdID': 'e55b68f44b164f639464a7a822884556', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 6702.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 22, 20, 3, 523000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 22, 20, 3, 523000, tzinfo=tzlocal())}, 'qty': -10.0, 'uid': 'e55b68f44b164f639464a7a822884556', 'price': 6702.5}}
2019-12-17 22:20:03 INFO: rm init order from db cd45e740f7434422aca3a14c1149fddb
2019-12-17 22:20:03 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-17 22:39:00 INFO: process event {'orderID': '7430496c-d8e7-79ab-ce90-b6a10dd46014', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-17T22:38:59.525Z', 'clOrdID': 'c15338c611a64b8b942a9e2f21325e40', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 22:39:00 INFO: skip event c15338c611a64b8b942a9e2f21325e40 
2019-12-17 22:39:00 INFO: process event {'orderID': '7430496c-d8e7-79ab-ce90-b6a10dd46014', 'price': 6568.5, 'workingIndicator': True, 'transactTime': '2019-12-17T22:38:59.525Z', 'clOrdID': 'c15338c611a64b8b942a9e2f21325e40', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T22:38:59.525Z'}
2019-12-17 22:39:00 INFO: skip event c15338c611a64b8b942a9e2f21325e40 
2019-12-17 22:39:00 INFO: process event {'orderID': '7430496c-d8e7-79ab-ce90-b6a10dd46014', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 6568.5, 'clOrdID': 'c15338c611a64b8b942a9e2f21325e40', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-17T22:38:59.525Z'}
2019-12-17 22:39:00 INFO: add new event={'uid': 'c15338c611a64b8b942a9e2f21325e40', 'status': 'Filled'}
2019-12-17 22:39:00 INFO: start process event--------------------------------------------
2019-12-17 22:39:00 INFO: fetch new order event c15338c611a64b8b942a9e2f21325e40
2019-12-17 22:39:00 INFO: fetch orders by event init=None profit_pair=e55b68f44b164f639464a7a822884556
2019-12-17 22:39:00 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2019-12-17 22:39:04 INFO: cancel order=e55b68f44b164f639464a7a822884556 [{'orderID': '459962c6-8801-bd90-99d4-6d1d3b465bb3', 'clOrdID': 'e55b68f44b164f639464a7a822884556', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 6702.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 17, 22, 20, 3, 523000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 17, 22, 39, 3, 993000, tzinfo=tzlocal())}]
2019-12-17 22:39:04 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-17 22:39:05 INFO: process event {'orderID': '459962c6-8801-bd90-99d4-6d1d3b465bb3', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-17T22:39:03.993Z', 'clOrdID': 'e55b68f44b164f639464a7a822884556', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-17 22:39:05 INFO: skip event e55b68f44b164f639464a7a822884556 Canceled
2019-12-17 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 17, 23, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6609.0, 'high': 6679.0, 'low': 6553.5, 'close': 6574.0, 'trades': 40476, 'volume': 167705885, 'vwap': 6610.2591, 'lastSize': 1000, 'turnover': 2537104657185, 'homeNotional': 25371.046571849973, 'foreignNotional': 167705885.0}, {'timestamp': datetime.datetime(2019, 12, 17, 22, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6580.0, 'high': 6613.5, 'low': 6571.0, 'close': 6609.0, 'trades': 21755, 'volume': 73515147, 'vwap': 6600.6601, 'lastSize': 1, 'turnover': 1113774919369, 'homeNotional': 11137.749193690015, 'foreignNotional': 73515147.0}, {'timestamp': datetime.datetime(2019, 12, 17, 21, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6608.5, 'high': 6631.5, 'low': 6562.5, 'close': 6580.0, 'trades': 38496, 'volume': 142850220, 'vwap': 6597.1764, 'lastSize': 100, 'turnover': 2165409077521, 'homeNotional': 21654.090775209985, 'foreignNotional': 142850220.0}]
2019-12-17 23:00:20 INFO: prepare buckets [{'low_price': 6553.5, 'high_price': 6679.0, 'color': 'RED'}, {'low_price': 6571.0, 'high_price': 6613.5, 'color': 'GREEN'}, {'low_price': 6562.5, 'high_price': 6631.5, 'color': 'RED'}]
2019-12-17 23:00:20 INFO: bucket_size=125.5 (allowed (5.0, 60.0))
2019-12-17 23:00:20 WARNING: skip bucket by bucket_size=125.5 too big
2019-12-17 23:00:20 INFO: check need new order None
2019-12-18 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 0, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6574.0, 'high': 6629.0, 'low': 6534.0, 'close': 6611.5, 'trades': 33402, 'volume': 120778778, 'vwap': 6593.2617, 'lastSize': 100, 'turnover': 1831958466389, 'homeNotional': 18319.58466388999, 'foreignNotional': 120778778.0}, {'timestamp': datetime.datetime(2019, 12, 17, 23, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6609.0, 'high': 6679.0, 'low': 6553.5, 'close': 6574.0, 'trades': 40476, 'volume': 167705885, 'vwap': 6610.2591, 'lastSize': 1000, 'turnover': 2537104657185, 'homeNotional': 25371.046571849973, 'foreignNotional': 167705885.0}, {'timestamp': datetime.datetime(2019, 12, 17, 22, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6580.0, 'high': 6613.5, 'low': 6571.0, 'close': 6609.0, 'trades': 21755, 'volume': 73515147, 'vwap': 6600.6601, 'lastSize': 1, 'turnover': 1113774919369, 'homeNotional': 11137.749193690015, 'foreignNotional': 73515147.0}]
2019-12-18 00:00:20 INFO: prepare buckets [{'low_price': 6534.0, 'high_price': 6629.0, 'color': 'GREEN'}, {'low_price': 6553.5, 'high_price': 6679.0, 'color': 'RED'}, {'low_price': 6571.0, 'high_price': 6613.5, 'color': 'GREEN'}]
2019-12-18 00:00:20 INFO: bucket_size=95.0 (allowed (5.0, 60.0))
2019-12-18 00:00:20 WARNING: skip bucket by bucket_size=95.0 too big
2019-12-18 00:00:20 INFO: check need new order None
2019-12-18 00:21:45 INFO: Websocket Closed
2019-12-18 00:21:45 WARNING: reconnect to socket
2019-12-18 00:21:45 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 00:21:45 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-18 00:21:45 INFO: Authenticating with API Key.
2019-12-18 00:21:46 INFO: Connected to WS.
2019-12-18 00:22:53 INFO: Websocket Closed
2019-12-18 00:22:53 WARNING: reconnect to socket
2019-12-18 00:22:53 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 00:22:53 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-18 00:22:53 INFO: Authenticating with API Key.
2019-12-18 00:22:54 INFO: Connected to WS.
2019-12-18 00:24:12 INFO: Websocket Closed
2019-12-18 00:24:13 WARNING: reconnect to socket
2019-12-18 00:24:13 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 00:24:13 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-18 00:24:13 INFO: Authenticating with API Key.
2019-12-18 00:24:14 INFO: Connected to WS.
2019-12-18 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 1, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6611.5, 'high': 6644.5, 'low': 6590.0, 'close': 6643.0, 'trades': 19779, 'volume': 60484676, 'vwap': 6612.4446, 'lastSize': 500, 'turnover': 914722125451, 'homeNotional': 9147.221254509956, 'foreignNotional': 60484676.0}, {'timestamp': datetime.datetime(2019, 12, 18, 0, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6574.0, 'high': 6629.0, 'low': 6534.0, 'close': 6611.5, 'trades': 33402, 'volume': 120778778, 'vwap': 6593.2617, 'lastSize': 100, 'turnover': 1831958466389, 'homeNotional': 18319.58466388999, 'foreignNotional': 120778778.0}, {'timestamp': datetime.datetime(2019, 12, 17, 23, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6609.0, 'high': 6679.0, 'low': 6553.5, 'close': 6574.0, 'trades': 40476, 'volume': 167705885, 'vwap': 6610.2591, 'lastSize': 1000, 'turnover': 2537104657185, 'homeNotional': 25371.046571849973, 'foreignNotional': 167705885.0}]
2019-12-18 01:00:20 INFO: prepare buckets [{'low_price': 6590.0, 'high_price': 6644.5, 'color': 'GREEN'}, {'low_price': 6534.0, 'high_price': 6629.0, 'color': 'GREEN'}, {'low_price': 6553.5, 'high_price': 6679.0, 'color': 'RED'}]
2019-12-18 01:00:20 INFO: bucket_size=54.5 (allowed (5.0, 60.0))
2019-12-18 01:00:20 INFO: check need new order None
2019-12-18 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 2, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6643.0, 'high': 6669.5, 'low': 6634.5, 'close': 6647.5, 'trades': 20444, 'volume': 74115050, 'vwap': 6651.5897, 'lastSize': 200, 'turnover': 1114280912287, 'homeNotional': 11142.809122869985, 'foreignNotional': 74115050.0}, {'timestamp': datetime.datetime(2019, 12, 18, 1, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6611.5, 'high': 6644.5, 'low': 6590.0, 'close': 6643.0, 'trades': 19779, 'volume': 60484676, 'vwap': 6612.4446, 'lastSize': 500, 'turnover': 914722125451, 'homeNotional': 9147.221254509956, 'foreignNotional': 60484676.0}, {'timestamp': datetime.datetime(2019, 12, 18, 0, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6574.0, 'high': 6629.0, 'low': 6534.0, 'close': 6611.5, 'trades': 33402, 'volume': 120778778, 'vwap': 6593.2617, 'lastSize': 100, 'turnover': 1831958466389, 'homeNotional': 18319.58466388999, 'foreignNotional': 120778778.0}]
2019-12-18 02:00:20 INFO: prepare buckets [{'low_price': 6634.5, 'high_price': 6669.5, 'color': 'GREEN'}, {'low_price': 6590.0, 'high_price': 6644.5, 'color': 'GREEN'}, {'low_price': 6534.0, 'high_price': 6629.0, 'color': 'GREEN'}]
2019-12-18 02:00:20 INFO: bucket_size=35.0 (allowed (5.0, 60.0))
2019-12-18 02:00:20 INFO: check need new order None
2019-12-18 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 3, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6647.5, 'high': 6694.5, 'low': 6638.5, 'close': 6686.0, 'trades': 18340, 'volume': 68517054, 'vwap': 6673.34, 'lastSize': 66, 'turnover': 1026757621942, 'homeNotional': 10267.576219419992, 'foreignNotional': 68517054.0}, {'timestamp': datetime.datetime(2019, 12, 18, 2, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6643.0, 'high': 6669.5, 'low': 6634.5, 'close': 6647.5, 'trades': 20444, 'volume': 74115050, 'vwap': 6651.5897, 'lastSize': 200, 'turnover': 1114280912287, 'homeNotional': 11142.809122869985, 'foreignNotional': 74115050.0}, {'timestamp': datetime.datetime(2019, 12, 18, 1, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6611.5, 'high': 6644.5, 'low': 6590.0, 'close': 6643.0, 'trades': 19779, 'volume': 60484676, 'vwap': 6612.4446, 'lastSize': 500, 'turnover': 914722125451, 'homeNotional': 9147.221254509956, 'foreignNotional': 60484676.0}]
2019-12-18 03:00:20 INFO: prepare buckets [{'low_price': 6638.5, 'high_price': 6694.5, 'color': 'GREEN'}, {'low_price': 6634.5, 'high_price': 6669.5, 'color': 'GREEN'}, {'low_price': 6590.0, 'high_price': 6644.5, 'color': 'GREEN'}]
2019-12-18 03:00:20 INFO: bucket_size=56.0 (allowed (5.0, 60.0))
2019-12-18 03:00:20 INFO: check need new order None
2019-12-18 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 4, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6686.0, 'high': 6710.0, 'low': 6674.0, 'close': 6678.0, 'trades': 15681, 'volume': 53857497, 'vwap': 6692.5445, 'lastSize': 14800, 'turnover': 804755954463, 'homeNotional': 8047.559544630003, 'foreignNotional': 53857497.0}, {'timestamp': datetime.datetime(2019, 12, 18, 3, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6647.5, 'high': 6694.5, 'low': 6638.5, 'close': 6686.0, 'trades': 18340, 'volume': 68517054, 'vwap': 6673.34, 'lastSize': 66, 'turnover': 1026757621942, 'homeNotional': 10267.576219419992, 'foreignNotional': 68517054.0}, {'timestamp': datetime.datetime(2019, 12, 18, 2, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6643.0, 'high': 6669.5, 'low': 6634.5, 'close': 6647.5, 'trades': 20444, 'volume': 74115050, 'vwap': 6651.5897, 'lastSize': 200, 'turnover': 1114280912287, 'homeNotional': 11142.809122869985, 'foreignNotional': 74115050.0}]
2019-12-18 04:00:20 INFO: prepare buckets [{'low_price': 6674.0, 'high_price': 6710.0, 'color': 'RED'}, {'low_price': 6638.5, 'high_price': 6694.5, 'color': 'GREEN'}, {'low_price': 6634.5, 'high_price': 6669.5, 'color': 'GREEN'}]
2019-12-18 04:00:20 INFO: bucket_size=36.0 (allowed (5.0, 60.0))
2019-12-18 04:00:20 INFO: check need new order {'low_price': 6674.0, 'high_price': 6710.0, 'color': 'RED'}
2019-12-18 04:00:20 INFO: place order: start low=6674.0 high=6710.0 RED XBTUSD price_offset=3.0
2019-12-18 04:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=6674.0 init_order_price=6671.0 stop_price_offset=0.0 bucket_size=36.0 stop_price=6710.0 take_price=6598.0
2019-12-18 04:00:20 INFO: place order: compute qty=-12.0
2019-12-18 04:00:20 INFO: place order: save order to db b7298db3a3e24a2196da119c184b77db; response=True
2019-12-18 04:00:20 INFO: process event {'orderID': '3af3c877-9917-abfa-9e78-b443dbeb3b92', 'clOrdID': 'b7298db3a3e24a2196da119c184b77db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 6671, 'displayQty': None, 'stopPx': 6674, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-18T04:00:20.796Z', 'timestamp': '2019-12-18T04:00:20.796Z'}
2019-12-18 04:00:20 INFO: skip event b7298db3a3e24a2196da119c184b77db New
2019-12-18 04:00:20 INFO: post order to exchange resp={'orderID': '3af3c877-9917-abfa-9e78-b443dbeb3b92', 'clOrdID': 'b7298db3a3e24a2196da119c184b77db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 6671.0, 'displayQty': None, 'stopPx': 6674.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 4, 0, 20, 796000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 4, 0, 20, 796000, tzinfo=tzlocal())}
2019-12-18 04:00:20 INFO: place new init order {'qty': -12.0, 'init_price': 6674.0, 'stop_price': 6710.0, 'take_price': 6598.0, 'order_uid': 'b7298db3a3e24a2196da119c184b77db', 'response': {'orderID': '3af3c877-9917-abfa-9e78-b443dbeb3b92', 'clOrdID': 'b7298db3a3e24a2196da119c184b77db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 6671.0, 'displayQty': None, 'stopPx': 6674.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 4, 0, 20, 796000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 4, 0, 20, 796000, tzinfo=tzlocal())}}
2019-12-18 04:30:37 INFO: process event {'orderID': '3af3c877-9917-abfa-9e78-b443dbeb3b92', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-18T04:30:37.207Z', 'clOrdID': 'b7298db3a3e24a2196da119c184b77db', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-18 04:30:37 INFO: skip event b7298db3a3e24a2196da119c184b77db 
2019-12-18 04:30:37 INFO: process event {'orderID': '3af3c877-9917-abfa-9e78-b443dbeb3b92', 'workingIndicator': True, 'transactTime': '2019-12-18T04:30:37.207Z', 'clOrdID': 'b7298db3a3e24a2196da119c184b77db', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-18T04:30:37.207Z'}
2019-12-18 04:30:37 INFO: skip event b7298db3a3e24a2196da119c184b77db 
2019-12-18 04:58:19 INFO: process event {'orderID': '3af3c877-9917-abfa-9e78-b443dbeb3b92', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 6671, 'timestamp': '2019-12-18T04:58:19.239Z', 'clOrdID': 'b7298db3a3e24a2196da119c184b77db', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-18 04:58:19 INFO: add new event={'uid': 'b7298db3a3e24a2196da119c184b77db', 'status': 'Filled'}
2019-12-18 04:58:20 INFO: start process event--------------------------------------------
2019-12-18 04:58:20 INFO: fetch new order event b7298db3a3e24a2196da119c184b77db
2019-12-18 04:58:20 INFO: fetch orders by event init={'stop': '6710.0', 'take': '6598.0', 'qty': '12.0', 'color': 'RED', 'ticker': 'XBTUSD'} profit_pair=None
2019-12-18 04:58:20 INFO: process init order filled
2019-12-18 04:58:20 INFO: save profit orders to storage stop=0e08d6214bad4b51882ed7ab009aa1db take=69d55303291643ccaa7cb717b4486022
2019-12-18 04:58:20 INFO: place profit orders take_price=6598.0, stop_price=6710.0, qty=12.0, color=RED, ticker=XBTUSD 0e08d6214bad4b51882ed7ab009aa1db 69d55303291643ccaa7cb717b4486022
2019-12-18 04:58:20 INFO: place stop order XBTUSD: qty=12.0, stop_price=6710.0, stop_uid=0e08d6214bad4b51882ed7ab009aa1db
2019-12-18 04:58:20 INFO: exchange resp for stop order={'orderID': '9b0fa85f-0388-e411-3957-7acc2bfd2188', 'clOrdID': '0e08d6214bad4b51882ed7ab009aa1db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 6710.0, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 18, 4, 58, 20, 301000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 4, 58, 20, 301000, tzinfo=tzlocal())}
2019-12-18 04:58:20 INFO: place limit order XBTUSD: qty=12.0, price=6598.0, take_uid=69d55303291643ccaa7cb717b4486022
2019-12-18 04:58:20 INFO: exchange resp for take profit order={'orderID': '4d2f40b4-7504-3c6e-8e6f-4a5c99b189b8', 'clOrdID': '69d55303291643ccaa7cb717b4486022', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 6598.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 18, 4, 58, 20, 344000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 4, 58, 20, 344000, tzinfo=tzlocal())}
2019-12-18 04:58:20 INFO: place profit orders={'stop': {'response': {'orderID': '9b0fa85f-0388-e411-3957-7acc2bfd2188', 'clOrdID': '0e08d6214bad4b51882ed7ab009aa1db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 6710.0, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 18, 4, 58, 20, 301000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 4, 58, 20, 301000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': '0e08d6214bad4b51882ed7ab009aa1db', 'price': 6710.0}, 'take': {'response': {'orderID': '4d2f40b4-7504-3c6e-8e6f-4a5c99b189b8', 'clOrdID': '69d55303291643ccaa7cb717b4486022', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 6598.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 18, 4, 58, 20, 344000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 4, 58, 20, 344000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': '69d55303291643ccaa7cb717b4486022', 'price': 6598.0}}
2019-12-18 04:58:20 INFO: rm init order from db b7298db3a3e24a2196da119c184b77db
2019-12-18 04:58:20 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-18 04:58:20 INFO: process event {'orderID': '9b0fa85f-0388-e411-3957-7acc2bfd2188', 'clOrdID': '0e08d6214bad4b51882ed7ab009aa1db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 6710, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-18T04:58:20.301Z', 'timestamp': '2019-12-18T04:58:20.301Z'}
2019-12-18 04:58:20 INFO: skip event 0e08d6214bad4b51882ed7ab009aa1db New
2019-12-18 04:58:20 INFO: process event {'orderID': '4d2f40b4-7504-3c6e-8e6f-4a5c99b189b8', 'clOrdID': '69d55303291643ccaa7cb717b4486022', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 6598, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-18T04:58:20.344Z', 'timestamp': '2019-12-18T04:58:20.344Z'}
2019-12-18 04:58:20 INFO: skip event 69d55303291643ccaa7cb717b4486022 New
2019-12-18 04:58:20 INFO: process event {'orderID': '4d2f40b4-7504-3c6e-8e6f-4a5c99b189b8', 'workingIndicator': True, 'clOrdID': '69d55303291643ccaa7cb717b4486022', 'account': 605536, 'symbol': 'XBTUSD', 'timestamp': '2019-12-18T04:58:20.344Z'}
2019-12-18 04:58:20 INFO: skip event 69d55303291643ccaa7cb717b4486022 
2019-12-18 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 5, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6678.0, 'high': 6703.5, 'low': 6645.5, 'close': 6669.0, 'trades': 16740, 'volume': 62355654, 'vwap': 6672.8947, 'lastSize': 625, 'turnover': 934512526842, 'homeNotional': 9345.125268420004, 'foreignNotional': 62355654.0}, {'timestamp': datetime.datetime(2019, 12, 18, 4, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6686.0, 'high': 6710.0, 'low': 6674.0, 'close': 6678.0, 'trades': 15681, 'volume': 53857497, 'vwap': 6692.5445, 'lastSize': 14800, 'turnover': 804755954463, 'homeNotional': 8047.559544630003, 'foreignNotional': 53857497.0}, {'timestamp': datetime.datetime(2019, 12, 18, 3, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6647.5, 'high': 6694.5, 'low': 6638.5, 'close': 6686.0, 'trades': 18340, 'volume': 68517054, 'vwap': 6673.34, 'lastSize': 66, 'turnover': 1026757621942, 'homeNotional': 10267.576219419992, 'foreignNotional': 68517054.0}]
2019-12-18 05:00:20 INFO: prepare buckets [{'low_price': 6645.5, 'high_price': 6703.5, 'color': 'RED'}, {'low_price': 6674.0, 'high_price': 6710.0, 'color': 'RED'}, {'low_price': 6638.5, 'high_price': 6694.5, 'color': 'GREEN'}]
2019-12-18 05:00:20 INFO: bucket_size=58.0 (allowed (5.0, 60.0))
2019-12-18 05:00:20 INFO: check need new order None
2019-12-18 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 6, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6669.0, 'high': 6674.5, 'low': 6648.0, 'close': 6657.0, 'trades': 11458, 'volume': 41536613, 'vwap': 6660.0067, 'lastSize': 2, 'turnover': 623684294282, 'homeNotional': 6236.84294282001, 'foreignNotional': 41536613.0}, {'timestamp': datetime.datetime(2019, 12, 18, 5, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6678.0, 'high': 6703.5, 'low': 6645.5, 'close': 6669.0, 'trades': 16740, 'volume': 62355654, 'vwap': 6672.8947, 'lastSize': 625, 'turnover': 934512526842, 'homeNotional': 9345.125268420004, 'foreignNotional': 62355654.0}, {'timestamp': datetime.datetime(2019, 12, 18, 4, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6686.0, 'high': 6710.0, 'low': 6674.0, 'close': 6678.0, 'trades': 15681, 'volume': 53857497, 'vwap': 6692.5445, 'lastSize': 14800, 'turnover': 804755954463, 'homeNotional': 8047.559544630003, 'foreignNotional': 53857497.0}]
2019-12-18 06:00:21 INFO: prepare buckets [{'low_price': 6648.0, 'high_price': 6674.5, 'color': 'RED'}, {'low_price': 6645.5, 'high_price': 6703.5, 'color': 'RED'}, {'low_price': 6674.0, 'high_price': 6710.0, 'color': 'RED'}]
2019-12-18 06:00:21 INFO: bucket_size=26.5 (allowed (5.0, 60.0))
2019-12-18 06:00:21 INFO: check need new order None
2019-12-18 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 7, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6657.0, 'high': 6672.0, 'low': 6612.5, 'close': 6619.0, 'trades': 22589, 'volume': 89203920, 'vwap': 6640.5472, 'lastSize': 1000, 'turnover': 1343370616792, 'homeNotional': 13433.706167920007, 'foreignNotional': 89203920.0}, {'timestamp': datetime.datetime(2019, 12, 18, 6, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6669.0, 'high': 6674.5, 'low': 6648.0, 'close': 6657.0, 'trades': 11458, 'volume': 41536613, 'vwap': 6660.0067, 'lastSize': 2, 'turnover': 623684294282, 'homeNotional': 6236.84294282001, 'foreignNotional': 41536613.0}, {'timestamp': datetime.datetime(2019, 12, 18, 5, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6678.0, 'high': 6703.5, 'low': 6645.5, 'close': 6669.0, 'trades': 16740, 'volume': 62355654, 'vwap': 6672.8947, 'lastSize': 625, 'turnover': 934512526842, 'homeNotional': 9345.125268420004, 'foreignNotional': 62355654.0}]
2019-12-18 07:00:20 INFO: prepare buckets [{'low_price': 6612.5, 'high_price': 6672.0, 'color': 'RED'}, {'low_price': 6648.0, 'high_price': 6674.5, 'color': 'RED'}, {'low_price': 6645.5, 'high_price': 6703.5, 'color': 'RED'}]
2019-12-18 07:00:20 INFO: bucket_size=59.5 (allowed (5.0, 60.0))
2019-12-18 07:00:20 INFO: check need new order None
2019-12-18 07:03:34 INFO: process event {'orderID': '4d2f40b4-7504-3c6e-8e6f-4a5c99b189b8', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 6598, 'timestamp': '2019-12-18T07:03:33.927Z', 'clOrdID': '69d55303291643ccaa7cb717b4486022', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-18 07:03:34 INFO: add new event={'uid': '69d55303291643ccaa7cb717b4486022', 'status': 'Filled'}
2019-12-18 07:03:34 INFO: start process event--------------------------------------------
2019-12-18 07:03:34 INFO: fetch new order event 69d55303291643ccaa7cb717b4486022
2019-12-18 07:03:34 INFO: fetch orders by event init=None profit_pair=0e08d6214bad4b51882ed7ab009aa1db
2019-12-18 07:03:34 INFO: process profit order filled
2019-12-18 07:03:36 INFO: cancel order=0e08d6214bad4b51882ed7ab009aa1db [{'orderID': '9b0fa85f-0388-e411-3957-7acc2bfd2188', 'clOrdID': '0e08d6214bad4b51882ed7ab009aa1db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 6710.0, '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(2019, 12, 18, 4, 58, 20, 301000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 7, 3, 36, 814000, tzinfo=tzlocal())}]
2019-12-18 07:03:36 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-18 07:03:37 INFO: process event {'orderID': '9b0fa85f-0388-e411-3957-7acc2bfd2188', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2019-12-18T07:03:36.814Z', 'clOrdID': '0e08d6214bad4b51882ed7ab009aa1db', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-18 07:03:37 INFO: skip event 0e08d6214bad4b51882ed7ab009aa1db Canceled
2019-12-18 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 8, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6619.0, 'high': 6624.0, 'low': 6582.0, 'close': 6614.0, 'trades': 25103, 'volume': 90386993, 'vwap': 6604.5836, 'lastSize': 5000, 'turnover': 1368574338299, 'homeNotional': 13685.743382989984, 'foreignNotional': 90386993.0}, {'timestamp': datetime.datetime(2019, 12, 18, 7, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6657.0, 'high': 6672.0, 'low': 6612.5, 'close': 6619.0, 'trades': 22589, 'volume': 89203920, 'vwap': 6640.5472, 'lastSize': 1000, 'turnover': 1343370616792, 'homeNotional': 13433.706167920007, 'foreignNotional': 89203920.0}, {'timestamp': datetime.datetime(2019, 12, 18, 6, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6669.0, 'high': 6674.5, 'low': 6648.0, 'close': 6657.0, 'trades': 11458, 'volume': 41536613, 'vwap': 6660.0067, 'lastSize': 2, 'turnover': 623684294282, 'homeNotional': 6236.84294282001, 'foreignNotional': 41536613.0}]
2019-12-18 08:00:20 INFO: prepare buckets [{'low_price': 6582.0, 'high_price': 6624.0, 'color': 'RED'}, {'low_price': 6612.5, 'high_price': 6672.0, 'color': 'RED'}, {'low_price': 6648.0, 'high_price': 6674.5, 'color': 'RED'}]
2019-12-18 08:00:20 INFO: bucket_size=42.0 (allowed (5.0, 60.0))
2019-12-18 08:00:20 INFO: check need new order None
2019-12-18 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 9, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6614.0, 'high': 6648.5, 'low': 6603.5, 'close': 6615.5, 'trades': 21728, 'volume': 81021625, 'vwap': 6628.223, 'lastSize': 80, 'turnover': 1222433855387, 'homeNotional': 12224.338553870002, 'foreignNotional': 81021625.0}, {'timestamp': datetime.datetime(2019, 12, 18, 8, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6619.0, 'high': 6624.0, 'low': 6582.0, 'close': 6614.0, 'trades': 25103, 'volume': 90386993, 'vwap': 6604.5836, 'lastSize': 5000, 'turnover': 1368574338299, 'homeNotional': 13685.743382989984, 'foreignNotional': 90386993.0}, {'timestamp': datetime.datetime(2019, 12, 18, 7, 0, tzinfo=tzlocal()), 'symbol': 'XBTUSD', 'open': 6657.0, 'high': 6672.0, 'low': 6612.5, 'close': 6619.0, 'trades': 22589, 'volume': 89203920, 'vwap': 6640.5472, 'lastSize': 1000, 'turnover': 1343370616792, 'homeNotional': 13433.706167920007, 'foreignNotional': 89203920.0}]
2019-12-18 09:00:20 INFO: prepare buckets [{'low_price': 6603.5, 'high_price': 6648.5, 'color': 'GREEN'}, {'low_price': 6582.0, 'high_price': 6624.0, 'color': 'RED'}, {'low_price': 6612.5, 'high_price': 6672.0, 'color': 'RED'}]
2019-12-18 09:00:20 INFO: bucket_size=45.0 (allowed (5.0, 60.0))
2019-12-18 09:00:20 INFO: check need new order {'low_price': 6603.5, 'high_price': 6648.5, 'color': 'GREEN'}
2019-12-18 09:00:20 INFO: place order: start low=6603.5 high=6648.5 GREEN XBTUSD price_offset=3.0
2019-12-18 09:00:20 INFO: place order: side_factor=1.0 init_trigger_price=6648.5 init_order_price=6651.5 stop_price_offset=0.0 bucket_size=45.0 stop_price=6603.5 take_price=6742.5
2019-12-18 09:00:20 INFO: place order: compute qty=9.0
2019-12-18 09:00:20 INFO: place order: save order to db 3ffa9c7e84ff40c4ab7e84d1efc4ddcf; response=True
2019-12-18 09:00:20 INFO: post order to exchange resp={'orderID': 'a6b59ddf-9b56-ef0e-54a4-2b0e096a1008', 'clOrdID': '3ffa9c7e84ff40c4ab7e84d1efc4ddcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 6651.5, 'displayQty': None, 'stopPx': 6648.5, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 9, 0, 20, 961000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 9, 0, 20, 961000, tzinfo=tzlocal())}
2019-12-18 09:00:20 INFO: place new init order {'qty': 9.0, 'init_price': 6648.5, 'stop_price': 6603.5, 'take_price': 6742.5, 'order_uid': '3ffa9c7e84ff40c4ab7e84d1efc4ddcf', 'response': {'orderID': 'a6b59ddf-9b56-ef0e-54a4-2b0e096a1008', 'clOrdID': '3ffa9c7e84ff40c4ab7e84d1efc4ddcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 6651.5, 'displayQty': None, 'stopPx': 6648.5, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 9, 0, 20, 961000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 9, 0, 20, 961000, tzinfo=tzlocal())}}
2019-12-18 09:00:22 INFO: process event {'orderID': 'a6b59ddf-9b56-ef0e-54a4-2b0e096a1008', 'clOrdID': '3ffa9c7e84ff40c4ab7e84d1efc4ddcf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 6651.5, 'displayQty': None, 'stopPx': 6648.5, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-18T09:00:20.961Z', 'timestamp': '2019-12-18T09:00:20.961Z'}
2019-12-18 09:00:22 INFO: skip event 3ffa9c7e84ff40c4ab7e84d1efc4ddcf New
2019-12-18 09:01:39 INFO: process event {'orderID': 'a6b59ddf-9b56-ef0e-54a4-2b0e096a1008', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-18T09:01:39.707Z', 'clOrdID': '3ffa9c7e84ff40c4ab7e84d1efc4ddcf', 'account': 605536, 'symbol': 'XBTUSD'}
2019-12-18 09:01:39 INFO: skip event 3ffa9c7e84ff40c4ab7e84d1efc4ddcf Canceled
2019-12-18 09:41:11 WARNING: handle interrupt sig 2 False
/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(
2019-12-18 09:41:14 INFO: start trader process
2019-12-18 09:41:14 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 09:41:14 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-18 09:41:14 INFO: Authenticating with API Key.
2019-12-18 09:41:15 INFO: Connected to WS.
2019-12-18 09:42:49 WARNING: handle interrupt sig 2 False
Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from event_driven_operations import proceed_event
  File "/home/crypto/current/app/event_driven_operations.py", line 9, in <module>
    from bitmex_rest import post_limit_order, cancel_order, post_stop_order
  File "/home/crypto/current/app/bitmex_rest.py", line 35, 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 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 112, in load_spec
    return response.json()
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 160, in json
    return self._delegate.json(**kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/requests/models.py", line 897, in json
    return complexjson.loads(self.text, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/__init__.py", line 525, in loads
    return _default_decoder.decode(s)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/decoder.py", line 370, in decode
    obj, end = self.raw_decode(s)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/decoder.py", line 400, in raw_decode
    return self.scan_once(s, idx=_w(s, idx).end())
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/scanner.py", line 79, in scan_once
    return _scan_once(string, idx)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/scanner.py", line 44, in _scan_once
    return parse_object((string, idx + 1), encoding, strict,
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/decoder.py", line 194, in JSONObject
    value, end = scan_once(s, end)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/scanner.py", line 44, in _scan_once
    return parse_object((string, idx + 1), encoding, strict,
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/decoder.py", line 194, in JSONObject
    value, end = scan_once(s, end)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/scanner.py", line 44, in _scan_once
    return parse_object((string, idx + 1), encoding, strict,
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/decoder.py", line 194, in JSONObject
    value, end = scan_once(s, end)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/scanner.py", line 44, in _scan_once
    return parse_object((string, idx + 1), encoding, strict,
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/decoder.py", line 194, in JSONObject
    value, end = scan_once(s, end)
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/scanner.py", line 44, in _scan_once
    return parse_object((string, idx + 1), encoding, strict,
  File "/home/crypto/venv/lib/python3.8/site-packages/simplejson/decoder.py", line 175, in JSONObject
    key = memo_get(key, key)
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(
2019-12-18 09:42:58 INFO: start trader process
2019-12-18 09:42:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 09:42:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-18 09:42:58 INFO: Authenticating with API Key.
2019-12-18 09:42:59 INFO: Connected to WS.
2019-12-18 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.65, 'high': 122.6, 'low': 121.25, 'close': 122.1, 'trades': 2841, 'volume': 5572713, 'vwap': 121.94, 'lastSize': 95, 'turnover': 67949580750, 'homeNotional': 36945.37411564199, 'foreignNotional': 4504860.9579500705}, {'timestamp': datetime.datetime(2019, 12, 18, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.75, 'high': 122.85, 'low': 121.45, 'close': 121.65, 'trades': 3939, 'volume': 9270235, 'vwap': 122.07, 'lastSize': 939, 'turnover': 113159111045, 'homeNotional': 61478.845903351044, 'foreignNotional': 7504578.233507388}, {'timestamp': datetime.datetime(2019, 12, 18, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.9, 'high': 121.95, 'low': 120.7, 'close': 121.75, 'trades': 5431, 'volume': 9529527, 'vwap': 121.41, 'lastSize': 5000, 'turnover': 115689332890, 'homeNotional': 62965.22580585327, 'foreignNotional': 7644055.29386843}]
2019-12-18 10:00:20 INFO: prepare buckets [{'low_price': 121.25, 'high_price': 122.6, 'color': 'GREEN'}, {'low_price': 121.45, 'high_price': 122.85, 'color': 'RED'}, {'low_price': 120.7, 'high_price': 121.95, 'color': 'RED'}]
2019-12-18 10:00:20 INFO: bucket_size=1.3499999999999943 (allowed (0.49, None))
2019-12-18 10:00:20 INFO: check need new order {'low_price': 121.25, 'high_price': 122.6, 'color': 'GREEN'}
2019-12-18 10:00:20 INFO: place order: start low=121.25 high=122.6 GREEN ETHUSD price_offset=0.1
2019-12-18 10:00:20 INFO: place order: side_factor=1.0 init_trigger_price=122.64999999999999 init_order_price=122.69999999999999 stop_price_offset=0.0 bucket_size=1.3499999999999943 stop_price=121.25 take_price=126.74999999999997
2019-12-18 10:00:20 INFO: place order: compute qty=0.0
2019-12-18 10:00:20 INFO: place order: save order to db c0b29b9067be48f3b1663c56515aa766; response=True
2019-12-18 10:00:20 WARNING: too small qty computed=0.0 - skip order
2019-12-18 10:00:20 INFO: place new init order None
2019-12-18 10:09:10 WARNING: handle interrupt sig 2 False
/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(
2019-12-18 10:09:14 INFO: start trader process
2019-12-18 10:09:14 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 10:09:14 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-18 10:09:14 INFO: Authenticating with API Key.
2019-12-18 10:09:15 INFO: Connected to WS.
2019-12-18 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 122.1, 'high': 124.0, 'low': 122.1, 'close': 123.55, 'trades': 4959, 'volume': 13102172, 'vwap': 123.18, 'lastSize': 220, 'turnover': 161392006725, 'homeNotional': 86904.19059883081, 'foreignNotional': 10704851.062499287}, {'timestamp': datetime.datetime(2019, 12, 18, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.65, 'high': 122.6, 'low': 121.25, 'close': 122.1, 'trades': 2841, 'volume': 5572713, 'vwap': 121.94, 'lastSize': 95, 'turnover': 67949580750, 'homeNotional': 36945.37411564199, 'foreignNotional': 4504860.9579500705}, {'timestamp': datetime.datetime(2019, 12, 18, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.75, 'high': 122.85, 'low': 121.45, 'close': 121.65, 'trades': 3939, 'volume': 9270235, 'vwap': 122.07, 'lastSize': 939, 'turnover': 113159111045, 'homeNotional': 61478.845903351044, 'foreignNotional': 7504578.233507388}]
2019-12-18 11:00:20 INFO: prepare buckets [{'low_price': 122.1, 'high_price': 124.0, 'color': 'GREEN'}, {'low_price': 121.25, 'high_price': 122.6, 'color': 'GREEN'}, {'low_price': 121.45, 'high_price': 122.85, 'color': 'RED'}]
2019-12-18 11:00:20 INFO: bucket_size=1.9000000000000057 (allowed (0.49, None))
2019-12-18 11:00:20 INFO: check need new order None
2019-12-18 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.55, 'high': 123.6, 'low': 121.6, 'close': 121.7, 'trades': 3647, 'volume': 7015981, 'vwap': 122.46, 'lastSize': 202, 'turnover': 85916500135, 'homeNotional': 46501.6940991608, 'foreignNotional': 5694554.196744837}, {'timestamp': datetime.datetime(2019, 12, 18, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 122.1, 'high': 124.0, 'low': 122.1, 'close': 123.55, 'trades': 4959, 'volume': 13102172, 'vwap': 123.18, 'lastSize': 220, 'turnover': 161392006725, 'homeNotional': 86904.19059883081, 'foreignNotional': 10704851.062499287}, {'timestamp': datetime.datetime(2019, 12, 18, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.65, 'high': 122.6, 'low': 121.25, 'close': 122.1, 'trades': 2841, 'volume': 5572713, 'vwap': 121.94, 'lastSize': 95, 'turnover': 67949580750, 'homeNotional': 36945.37411564199, 'foreignNotional': 4504860.9579500705}]
2019-12-18 12:00:20 INFO: prepare buckets [{'low_price': 121.6, 'high_price': 123.6, 'color': 'RED'}, {'low_price': 122.1, 'high_price': 124.0, 'color': 'GREEN'}, {'low_price': 121.25, 'high_price': 122.6, 'color': 'GREEN'}]
2019-12-18 12:00:20 INFO: bucket_size=2.0 (allowed (0.49, None))
2019-12-18 12:00:20 INFO: check need new order {'low_price': 121.6, 'high_price': 123.6, 'color': 'RED'}
2019-12-18 12:00:20 INFO: place order: start low=121.6 high=123.6 RED ETHUSD price_offset=0.1
2019-12-18 12:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=121.55 init_order_price=121.5 stop_price_offset=0.0 bucket_size=2.0 stop_price=123.6 take_price=115.5
2019-12-18 12:00:20 INFO: place order: compute qty=-1.0
2019-12-18 12:00:20 INFO: place order: save order to db e9611d036716400899f6ad44174984a6; response=True
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-18 12:00:20 INFO: post order to exchange resp={'orderID': '4cb8b7be-3091-1335-9eb1-60e040dd5025', 'clOrdID': 'e9611d036716400899f6ad44174984a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 121.5, 'displayQty': None, 'stopPx': 121.55, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 12, 0, 20, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 12, 0, 20, 942000, tzinfo=tzlocal())}
2019-12-18 12:00:20 INFO: place new init order {'qty': -1.0, 'init_price': 121.55, 'stop_price': 123.6, 'take_price': 115.5, 'order_uid': 'e9611d036716400899f6ad44174984a6', 'response': {'orderID': '4cb8b7be-3091-1335-9eb1-60e040dd5025', 'clOrdID': 'e9611d036716400899f6ad44174984a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 121.5, 'displayQty': None, 'stopPx': 121.55, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 12, 0, 20, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 12, 0, 20, 942000, tzinfo=tzlocal())}}
2019-12-18 12:00:37 INFO: process event {'orderID': '4cb8b7be-3091-1335-9eb1-60e040dd5025', 'clOrdID': 'e9611d036716400899f6ad44174984a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 121.5, 'displayQty': None, 'stopPx': 121.55, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-18T12:00:20.942Z', 'timestamp': '2019-12-18T12:00:20.942Z'}
2019-12-18 12:00:37 INFO: skip event e9611d036716400899f6ad44174984a6 New
2019-12-18 12:05:44 INFO: process event {'orderID': '4cb8b7be-3091-1335-9eb1-60e040dd5025', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-18T12:05:44.565Z', 'clOrdID': 'e9611d036716400899f6ad44174984a6', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-18 12:05:44 INFO: skip event e9611d036716400899f6ad44174984a6 Canceled
2019-12-18 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.7, 'high': 122.15, 'low': 119.85, 'close': 120.8, 'trades': 6763, 'volume': 12640911, 'vwap': 121.24, 'lastSize': 600, 'turnover': 153257854205, 'homeNotional': 83056.63493852873, 'foreignNotional': 10069939.431365173}, {'timestamp': datetime.datetime(2019, 12, 18, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.55, 'high': 123.6, 'low': 121.6, 'close': 121.7, 'trades': 3647, 'volume': 7015981, 'vwap': 122.46, 'lastSize': 202, 'turnover': 85916500135, 'homeNotional': 46501.6940991608, 'foreignNotional': 5694554.196744837}, {'timestamp': datetime.datetime(2019, 12, 18, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 122.1, 'high': 124.0, 'low': 122.1, 'close': 123.55, 'trades': 4959, 'volume': 13102172, 'vwap': 123.18, 'lastSize': 220, 'turnover': 161392006725, 'homeNotional': 86904.19059883081, 'foreignNotional': 10704851.062499287}]
2019-12-18 13:00:20 INFO: prepare buckets [{'low_price': 119.85, 'high_price': 122.15, 'color': 'RED'}, {'low_price': 121.6, 'high_price': 123.6, 'color': 'RED'}, {'low_price': 122.1, 'high_price': 124.0, 'color': 'GREEN'}]
2019-12-18 13:00:20 INFO: bucket_size=2.3000000000000114 (allowed (0.49, None))
2019-12-18 13:00:20 INFO: check need new order None
2019-12-18 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.8, 'high': 122.5, 'low': 116.35, 'close': 122.3, 'trades': 17851, 'volume': 47516326, 'vwap': 119.04, 'lastSize': 250, 'turnover': 565611654595, 'homeNotional': 310010.9094258395, 'foreignNotional': 36907033.53094988}, {'timestamp': datetime.datetime(2019, 12, 18, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.7, 'high': 122.15, 'low': 119.85, 'close': 120.8, 'trades': 6763, 'volume': 12640911, 'vwap': 121.24, 'lastSize': 600, 'turnover': 153257854205, 'homeNotional': 83056.63493852873, 'foreignNotional': 10069939.431365173}, {'timestamp': datetime.datetime(2019, 12, 18, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.55, 'high': 123.6, 'low': 121.6, 'close': 121.7, 'trades': 3647, 'volume': 7015981, 'vwap': 122.46, 'lastSize': 202, 'turnover': 85916500135, 'homeNotional': 46501.6940991608, 'foreignNotional': 5694554.196744837}]
2019-12-18 14:00:20 INFO: prepare buckets [{'low_price': 116.35, 'high_price': 122.5, 'color': 'GREEN'}, {'low_price': 119.85, 'high_price': 122.15, 'color': 'RED'}, {'low_price': 121.6, 'high_price': 123.6, 'color': 'RED'}]
2019-12-18 14:00:20 INFO: bucket_size=6.150000000000006 (allowed (0.49, None))
2019-12-18 14:00:20 INFO: check need new order {'low_price': 116.35, 'high_price': 122.5, 'color': 'GREEN'}
2019-12-18 14:00:20 INFO: place order: start low=116.35 high=122.5 GREEN ETHUSD price_offset=0.1
2019-12-18 14:00:20 INFO: place order: side_factor=1.0 init_trigger_price=122.55 init_order_price=122.6 stop_price_offset=0.0 bucket_size=6.150000000000006 stop_price=116.35 take_price=141.05
2019-12-18 14:00:20 INFO: place order: compute qty=1.0
2019-12-18 14:00:20 INFO: place order: save order to db 85cd6f6389264feab50ef69af7b553a8; response=True
2019-12-18 14:00:21 INFO: post order to exchange resp={'orderID': '9ac06ecc-5987-40c8-b6d6-91950c026f59', 'clOrdID': '85cd6f6389264feab50ef69af7b553a8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 122.6, 'displayQty': None, 'stopPx': 122.55, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 14, 0, 21, 318000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 14, 0, 21, 318000, tzinfo=tzlocal())}
2019-12-18 14:00:21 INFO: place new init order {'qty': 1.0, 'init_price': 122.55, 'stop_price': 116.35, 'take_price': 141.05, 'order_uid': '85cd6f6389264feab50ef69af7b553a8', 'response': {'orderID': '9ac06ecc-5987-40c8-b6d6-91950c026f59', 'clOrdID': '85cd6f6389264feab50ef69af7b553a8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 122.6, 'displayQty': None, 'stopPx': 122.55, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 18, 14, 0, 21, 318000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 18, 14, 0, 21, 318000, tzinfo=tzlocal())}}
2019-12-18 14:00:22 INFO: process event {'orderID': '9ac06ecc-5987-40c8-b6d6-91950c026f59', 'clOrdID': '85cd6f6389264feab50ef69af7b553a8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 122.6, 'displayQty': None, 'stopPx': 122.55, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-18T14:00:21.318Z', 'timestamp': '2019-12-18T14:00:21.318Z'}
2019-12-18 14:00:22 INFO: skip event 85cd6f6389264feab50ef69af7b553a8 New
2019-12-18 14:00:25 INFO: process event {'orderID': '9ac06ecc-5987-40c8-b6d6-91950c026f59', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-18T14:00:24.894Z', 'clOrdID': '85cd6f6389264feab50ef69af7b553a8', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-18 14:00:25 INFO: skip event 85cd6f6389264feab50ef69af7b553a8 Canceled
2019-12-18 14:04:05 WARNING: handle interrupt sig 2 False
2019-12-18 14:04:05 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2019-12-18 14:04:09 INFO: start trader process
2019-12-18 14:04:09 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 14:04:09 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:XBTUSD
2019-12-18 14:04:09 INFO: Authenticating with API Key.
2019-12-18 14:04:10 INFO: Connected to WS.
2019-12-18 14:05:06 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$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(
2019-12-18 14:05:10 INFO: start trader process
2019-12-18 14:05:10 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 14:05:10 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-18 14:05:10 INFO: Authenticating with API Key.
2019-12-18 14:05:11 INFO: Connected to WS.
2019-12-18 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 122.3, 'high': 126.25, 'low': 121.95, 'close': 123.45, 'trades': 9492, 'volume': 19983995, 'vwap': 123.4, 'lastSize': 500, 'turnover': 246599830810, 'homeNotional': 133539.11871626583, 'foreignNotional': 16478870.503157206}, {'timestamp': datetime.datetime(2019, 12, 18, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.8, 'high': 122.5, 'low': 116.35, 'close': 122.3, 'trades': 17851, 'volume': 47516326, 'vwap': 119.04, 'lastSize': 250, 'turnover': 565611654595, 'homeNotional': 310010.9094258395, 'foreignNotional': 36907033.53094988}, {'timestamp': datetime.datetime(2019, 12, 18, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 121.7, 'high': 122.15, 'low': 119.85, 'close': 120.8, 'trades': 6763, 'volume': 12640911, 'vwap': 121.24, 'lastSize': 600, 'turnover': 153257854205, 'homeNotional': 83056.63493852873, 'foreignNotional': 10069939.431365173}]
2019-12-18 15:00:20 INFO: prepare buckets [{'low_price': 121.95, 'high_price': 126.25, 'color': 'GREEN'}, {'low_price': 116.35, 'high_price': 122.5, 'color': 'GREEN'}, {'low_price': 119.85, 'high_price': 122.15, 'color': 'RED'}]
2019-12-18 15:00:20 INFO: bucket_size=4.299999999999997 (allowed (0.49, 2.0))
2019-12-18 15:00:20 WARNING: skip bucket by bucket_size=4.299999999999997 too big
2019-12-18 15:00:20 INFO: check need new order None
2019-12-18 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.45, 'high': 128.75, 'low': 123.4, 'close': 127.6, 'trades': 12982, 'volume': 28221604, 'vwap': 126.36, 'lastSize': 638, 'turnover': 356587155230, 'homeNotional': 191884.02458620485, 'foreignNotional': 24246477.933324862}, {'timestamp': datetime.datetime(2019, 12, 18, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 122.3, 'high': 126.25, 'low': 121.95, 'close': 123.45, 'trades': 9492, 'volume': 19983995, 'vwap': 123.4, 'lastSize': 500, 'turnover': 246599830810, 'homeNotional': 133539.11871626583, 'foreignNotional': 16478870.503157206}, {'timestamp': datetime.datetime(2019, 12, 18, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.8, 'high': 122.5, 'low': 116.35, 'close': 122.3, 'trades': 17851, 'volume': 47516326, 'vwap': 119.04, 'lastSize': 250, 'turnover': 565611654595, 'homeNotional': 310010.9094258395, 'foreignNotional': 36907033.53094988}]
2019-12-18 16:00:21 INFO: prepare buckets [{'low_price': 123.4, 'high_price': 128.75, 'color': 'GREEN'}, {'low_price': 121.95, 'high_price': 126.25, 'color': 'GREEN'}, {'low_price': 116.35, 'high_price': 122.5, 'color': 'GREEN'}]
2019-12-18 16:00:21 INFO: bucket_size=5.349999999999994 (allowed (0.49, 2.0))
2019-12-18 16:00:21 WARNING: skip bucket by bucket_size=5.349999999999994 too big
2019-12-18 16:00:21 INFO: check need new order None
2019-12-18 17:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 129.0, 'low': 126.15, 'close': 128.8, 'trades': 8175, 'volume': 15720583, 'vwap': 127.56, 'lastSize': 1973, 'turnover': 200525041855, 'homeNotional': 107507.91701519246, 'foreignNotional': 13713538.638544437}, {'timestamp': datetime.datetime(2019, 12, 18, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.45, 'high': 128.75, 'low': 123.4, 'close': 127.6, 'trades': 12982, 'volume': 28221604, 'vwap': 126.36, 'lastSize': 638, 'turnover': 356587155230, 'homeNotional': 191884.02458620485, 'foreignNotional': 24246477.933324862}, {'timestamp': datetime.datetime(2019, 12, 18, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 122.3, 'high': 126.25, 'low': 121.95, 'close': 123.45, 'trades': 9492, 'volume': 19983995, 'vwap': 123.4, 'lastSize': 500, 'turnover': 246599830810, 'homeNotional': 133539.11871626583, 'foreignNotional': 16478870.503157206}]
2019-12-18 17:00:22 INFO: prepare buckets [{'low_price': 126.15, 'high_price': 129.0, 'color': 'GREEN'}, {'low_price': 123.4, 'high_price': 128.75, 'color': 'GREEN'}, {'low_price': 121.95, 'high_price': 126.25, 'color': 'GREEN'}]
2019-12-18 17:00:22 INFO: bucket_size=2.8499999999999943 (allowed (0.49, 2.0))
2019-12-18 17:00:22 WARNING: skip bucket by bucket_size=2.8499999999999943 too big
2019-12-18 17:00:22 INFO: check need new order None
2019-12-18 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.8, 'high': 129.4, 'low': 127.1, 'close': 127.4, 'trades': 5930, 'volume': 11822007, 'vwap': 128.37, 'lastSize': 333, 'turnover': 151758089765, 'homeNotional': 81274.27932354216, 'foreignNotional': 10433187.16755546}, {'timestamp': datetime.datetime(2019, 12, 18, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 129.0, 'low': 126.15, 'close': 128.8, 'trades': 8175, 'volume': 15720583, 'vwap': 127.56, 'lastSize': 1973, 'turnover': 200525041855, 'homeNotional': 107507.91701519246, 'foreignNotional': 13713538.638544437}, {'timestamp': datetime.datetime(2019, 12, 18, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.45, 'high': 128.75, 'low': 123.4, 'close': 127.6, 'trades': 12982, 'volume': 28221604, 'vwap': 126.36, 'lastSize': 638, 'turnover': 356587155230, 'homeNotional': 191884.02458620485, 'foreignNotional': 24246477.933324862}]
2019-12-18 18:00:21 INFO: prepare buckets [{'low_price': 127.1, 'high_price': 129.4, 'color': 'RED'}, {'low_price': 126.15, 'high_price': 129.0, 'color': 'GREEN'}, {'low_price': 123.4, 'high_price': 128.75, 'color': 'GREEN'}]
2019-12-18 18:00:21 INFO: bucket_size=2.3000000000000114 (allowed (0.49, 2.0))
2019-12-18 18:00:21 WARNING: skip bucket by bucket_size=2.3000000000000114 too big
2019-12-18 18:00:21 INFO: check need new order None
2019-12-18 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 128.0, 'low': 126.65, 'close': 127.6, 'trades': 3039, 'volume': 4001260, 'vwap': 127.18, 'lastSize': 24948, 'turnover': 50884897995, 'homeNotional': 27396.434779844672, 'foreignNotional': 3484075.5322564957}, {'timestamp': datetime.datetime(2019, 12, 18, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.8, 'high': 129.4, 'low': 127.1, 'close': 127.4, 'trades': 5930, 'volume': 11822007, 'vwap': 128.37, 'lastSize': 333, 'turnover': 151758089765, 'homeNotional': 81274.27932354216, 'foreignNotional': 10433187.16755546}, {'timestamp': datetime.datetime(2019, 12, 18, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 129.0, 'low': 126.15, 'close': 128.8, 'trades': 8175, 'volume': 15720583, 'vwap': 127.56, 'lastSize': 1973, 'turnover': 200525041855, 'homeNotional': 107507.91701519246, 'foreignNotional': 13713538.638544437}]
2019-12-18 19:00:20 INFO: prepare buckets [{'low_price': 126.65, 'high_price': 128.0, 'color': 'GREEN'}, {'low_price': 127.1, 'high_price': 129.4, 'color': 'RED'}, {'low_price': 126.15, 'high_price': 129.0, 'color': 'GREEN'}]
2019-12-18 19:00:20 INFO: bucket_size=1.3499999999999943 (allowed (0.49, 2.0))
2019-12-18 19:00:20 INFO: check need new order None
2019-12-18 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 129.45, 'low': 127.4, 'close': 129.0, 'trades': 5007, 'volume': 7260311, 'vwap': 128.55, 'lastSize': 100, 'turnover': 93329910080, 'homeNotional': 50201.3469867947, 'foreignNotional': 6453365.291579169}, {'timestamp': datetime.datetime(2019, 12, 18, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 128.0, 'low': 126.65, 'close': 127.6, 'trades': 3039, 'volume': 4001260, 'vwap': 127.18, 'lastSize': 24948, 'turnover': 50884897995, 'homeNotional': 27396.434779844672, 'foreignNotional': 3484075.5322564957}, {'timestamp': datetime.datetime(2019, 12, 18, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.8, 'high': 129.4, 'low': 127.1, 'close': 127.4, 'trades': 5930, 'volume': 11822007, 'vwap': 128.37, 'lastSize': 333, 'turnover': 151758089765, 'homeNotional': 81274.27932354216, 'foreignNotional': 10433187.16755546}]
2019-12-18 20:00:20 INFO: prepare buckets [{'low_price': 127.4, 'high_price': 129.45, 'color': 'GREEN'}, {'low_price': 126.65, 'high_price': 128.0, 'color': 'GREEN'}, {'low_price': 127.1, 'high_price': 129.4, 'color': 'RED'}]
2019-12-18 20:00:20 INFO: bucket_size=2.049999999999983 (allowed (0.49, 2.0))
2019-12-18 20:00:20 WARNING: skip bucket by bucket_size=2.049999999999983 too big
2019-12-18 20:00:20 INFO: check need new order None
2019-12-18 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.0, 'high': 132.65, 'low': 128.55, 'close': 129.95, 'trades': 12755, 'volume': 31158941, 'vwap': 130.46, 'lastSize': 381, 'turnover': 406478572790, 'homeNotional': 221786.05674135542, 'foreignNotional': 28934513.0387036}, {'timestamp': datetime.datetime(2019, 12, 18, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 129.45, 'low': 127.4, 'close': 129.0, 'trades': 5007, 'volume': 7260311, 'vwap': 128.55, 'lastSize': 100, 'turnover': 93329910080, 'homeNotional': 50201.3469867947, 'foreignNotional': 6453365.291579169}, {'timestamp': datetime.datetime(2019, 12, 18, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 128.0, 'low': 126.65, 'close': 127.6, 'trades': 3039, 'volume': 4001260, 'vwap': 127.18, 'lastSize': 24948, 'turnover': 50884897995, 'homeNotional': 27396.434779844672, 'foreignNotional': 3484075.5322564957}]
2019-12-18 21:00:20 INFO: prepare buckets [{'low_price': 128.55, 'high_price': 132.65, 'color': 'GREEN'}, {'low_price': 127.4, 'high_price': 129.45, 'color': 'GREEN'}, {'low_price': 126.65, 'high_price': 128.0, 'color': 'GREEN'}]
2019-12-18 21:00:20 INFO: bucket_size=4.099999999999994 (allowed (0.49, 2.0))
2019-12-18 21:00:20 WARNING: skip bucket by bucket_size=4.099999999999994 too big
2019-12-18 21:00:20 INFO: check need new order None
2019-12-18 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.95, 'high': 133.45, 'low': 129.6, 'close': 130.5, 'trades': 6082, 'volume': 9523857, 'vwap': 131.21, 'lastSize': 1, 'turnover': 124962009345, 'homeNotional': 68287.57016466669, 'foreignNotional': 8960155.278898029}, {'timestamp': datetime.datetime(2019, 12, 18, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.0, 'high': 132.65, 'low': 128.55, 'close': 129.95, 'trades': 12755, 'volume': 31158941, 'vwap': 130.46, 'lastSize': 381, 'turnover': 406478572790, 'homeNotional': 221786.05674135542, 'foreignNotional': 28934513.0387036}, {'timestamp': datetime.datetime(2019, 12, 18, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 129.45, 'low': 127.4, 'close': 129.0, 'trades': 5007, 'volume': 7260311, 'vwap': 128.55, 'lastSize': 100, 'turnover': 93329910080, 'homeNotional': 50201.3469867947, 'foreignNotional': 6453365.291579169}]
2019-12-18 22:00:20 INFO: prepare buckets [{'low_price': 129.6, 'high_price': 133.45, 'color': 'GREEN'}, {'low_price': 128.55, 'high_price': 132.65, 'color': 'GREEN'}, {'low_price': 127.4, 'high_price': 129.45, 'color': 'GREEN'}]
2019-12-18 22:00:20 INFO: bucket_size=3.8499999999999943 (allowed (0.49, 2.0))
2019-12-18 22:00:20 WARNING: skip bucket by bucket_size=3.8499999999999943 too big
2019-12-18 22:00:20 INFO: check need new order None
2019-12-18 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 18, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.5, 'high': 134.9, 'low': 130.5, 'close': 134.65, 'trades': 5355, 'volume': 9847416, 'vwap': 132.66, 'lastSize': 100000, 'turnover': 130633152805, 'homeNotional': 71381.03684744373, 'foreignNotional': 9470033.498125937}, {'timestamp': datetime.datetime(2019, 12, 18, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.95, 'high': 133.45, 'low': 129.6, 'close': 130.5, 'trades': 6082, 'volume': 9523857, 'vwap': 131.21, 'lastSize': 1, 'turnover': 124962009345, 'homeNotional': 68287.57016466669, 'foreignNotional': 8960155.278898029}, {'timestamp': datetime.datetime(2019, 12, 18, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.0, 'high': 132.65, 'low': 128.55, 'close': 129.95, 'trades': 12755, 'volume': 31158941, 'vwap': 130.46, 'lastSize': 381, 'turnover': 406478572790, 'homeNotional': 221786.05674135542, 'foreignNotional': 28934513.0387036}]
2019-12-18 23:00:21 INFO: prepare buckets [{'low_price': 130.5, 'high_price': 134.9, 'color': 'GREEN'}, {'low_price': 129.6, 'high_price': 133.45, 'color': 'GREEN'}, {'low_price': 128.55, 'high_price': 132.65, 'color': 'GREEN'}]
2019-12-18 23:00:21 INFO: bucket_size=4.400000000000006 (allowed (0.49, 2.0))
2019-12-18 23:00:21 WARNING: skip bucket by bucket_size=4.400000000000006 too big
2019-12-18 23:00:21 INFO: check need new order None
2019-12-18 23:07:17 INFO: Websocket Closed
2019-12-18 23:07:18 WARNING: reconnect to socket
2019-12-18 23:07:18 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 23:07:18 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-18 23:07:18 INFO: Authenticating with API Key.
2019-12-18 23:07:19 INFO: Connected to WS.
2019-12-18 23:14:45 INFO: Websocket Closed
2019-12-18 23:14:46 WARNING: reconnect to socket
2019-12-18 23:14:46 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-18 23:14:46 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-18 23:14:46 INFO: Authenticating with API Key.
2019-12-18 23:14:47 INFO: Connected to WS.
2019-12-19 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.65, 'high': 134.75, 'low': 131.95, 'close': 133.15, 'trades': 7307, 'volume': 19216820, 'vwap': 133.27, 'lastSize': 1, 'turnover': 256097414070, 'homeNotional': 140378.4387597713, 'foreignNotional': 18708335.285312925}, {'timestamp': datetime.datetime(2019, 12, 18, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.5, 'high': 134.9, 'low': 130.5, 'close': 134.65, 'trades': 5355, 'volume': 9847416, 'vwap': 132.66, 'lastSize': 100000, 'turnover': 130633152805, 'homeNotional': 71381.03684744373, 'foreignNotional': 9470033.498125937}, {'timestamp': datetime.datetime(2019, 12, 18, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.95, 'high': 133.45, 'low': 129.6, 'close': 130.5, 'trades': 6082, 'volume': 9523857, 'vwap': 131.21, 'lastSize': 1, 'turnover': 124962009345, 'homeNotional': 68287.57016466669, 'foreignNotional': 8960155.278898029}]
2019-12-19 00:00:20 INFO: prepare buckets [{'low_price': 131.95, 'high_price': 134.75, 'color': 'RED'}, {'low_price': 130.5, 'high_price': 134.9, 'color': 'GREEN'}, {'low_price': 129.6, 'high_price': 133.45, 'color': 'GREEN'}]
2019-12-19 00:00:20 INFO: bucket_size=2.8000000000000114 (allowed (0.49, 2.0))
2019-12-19 00:00:20 WARNING: skip bucket by bucket_size=2.8000000000000114 too big
2019-12-19 00:00:20 INFO: check need new order None
2019-12-19 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.15, 'high': 134.2, 'low': 130.6, 'close': 130.75, 'trades': 6490, 'volume': 16408292, 'vwap': 132.2, 'lastSize': 25, 'turnover': 216911374195, 'homeNotional': 119248.60292927666, 'foreignNotional': 15764623.218591373}, {'timestamp': datetime.datetime(2019, 12, 19, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.65, 'high': 134.75, 'low': 131.95, 'close': 133.15, 'trades': 7307, 'volume': 19216820, 'vwap': 133.27, 'lastSize': 1, 'turnover': 256097414070, 'homeNotional': 140378.4387597713, 'foreignNotional': 18708335.285312925}, {'timestamp': datetime.datetime(2019, 12, 18, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.5, 'high': 134.9, 'low': 130.5, 'close': 134.65, 'trades': 5355, 'volume': 9847416, 'vwap': 132.66, 'lastSize': 100000, 'turnover': 130633152805, 'homeNotional': 71381.03684744373, 'foreignNotional': 9470033.498125937}]
2019-12-19 01:00:20 INFO: prepare buckets [{'low_price': 130.6, 'high_price': 134.2, 'color': 'RED'}, {'low_price': 131.95, 'high_price': 134.75, 'color': 'RED'}, {'low_price': 130.5, 'high_price': 134.9, 'color': 'GREEN'}]
2019-12-19 01:00:20 INFO: bucket_size=3.5999999999999943 (allowed (0.49, 2.0))
2019-12-19 01:00:20 WARNING: skip bucket by bucket_size=3.5999999999999943 too big
2019-12-19 01:00:20 INFO: check need new order None
2019-12-19 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.75, 'high': 131.05, 'low': 126.65, 'close': 128.5, 'trades': 12792, 'volume': 39479645, 'vwap': 128.54, 'lastSize': 1000, 'turnover': 507453772220, 'homeNotional': 284157.1976829233, 'foreignNotional': 36525427.0663323}, {'timestamp': datetime.datetime(2019, 12, 19, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.15, 'high': 134.2, 'low': 130.6, 'close': 130.75, 'trades': 6490, 'volume': 16408292, 'vwap': 132.2, 'lastSize': 25, 'turnover': 216911374195, 'homeNotional': 119248.60292927666, 'foreignNotional': 15764623.218591373}, {'timestamp': datetime.datetime(2019, 12, 19, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.65, 'high': 134.75, 'low': 131.95, 'close': 133.15, 'trades': 7307, 'volume': 19216820, 'vwap': 133.27, 'lastSize': 1, 'turnover': 256097414070, 'homeNotional': 140378.4387597713, 'foreignNotional': 18708335.285312925}]
2019-12-19 02:00:20 INFO: prepare buckets [{'low_price': 126.65, 'high_price': 131.05, 'color': 'RED'}, {'low_price': 130.6, 'high_price': 134.2, 'color': 'RED'}, {'low_price': 131.95, 'high_price': 134.75, 'color': 'RED'}]
2019-12-19 02:00:20 INFO: bucket_size=4.400000000000006 (allowed (0.49, 2.0))
2019-12-19 02:00:20 WARNING: skip bucket by bucket_size=4.400000000000006 too big
2019-12-19 02:00:20 INFO: check need new order None
2019-12-19 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 129.35, 'low': 127.95, 'close': 128.7, 'trades': 2894, 'volume': 6113141, 'vwap': 128.73, 'lastSize': 220, 'turnover': 78691319320, 'homeNotional': 43860.010833926724, 'foreignNotional': 5645895.901548227}, {'timestamp': datetime.datetime(2019, 12, 19, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.75, 'high': 131.05, 'low': 126.65, 'close': 128.5, 'trades': 12792, 'volume': 39479645, 'vwap': 128.54, 'lastSize': 1000, 'turnover': 507453772220, 'homeNotional': 284157.1976829233, 'foreignNotional': 36525427.0663323}, {'timestamp': datetime.datetime(2019, 12, 19, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.15, 'high': 134.2, 'low': 130.6, 'close': 130.75, 'trades': 6490, 'volume': 16408292, 'vwap': 132.2, 'lastSize': 25, 'turnover': 216911374195, 'homeNotional': 119248.60292927666, 'foreignNotional': 15764623.218591373}]
2019-12-19 03:00:20 INFO: prepare buckets [{'low_price': 127.95, 'high_price': 129.35, 'color': 'GREEN'}, {'low_price': 126.65, 'high_price': 131.05, 'color': 'RED'}, {'low_price': 130.6, 'high_price': 134.2, 'color': 'RED'}]
2019-12-19 03:00:20 INFO: bucket_size=1.3999999999999915 (allowed (0.49, 2.0))
2019-12-19 03:00:20 INFO: check need new order {'low_price': 127.95, 'high_price': 129.35, 'color': 'GREEN'}
2019-12-19 03:00:20 INFO: place order: start low=127.95 high=129.35 GREEN ETHUSD price_offset=0.1
2019-12-19 03:00:20 INFO: place order: side_factor=1.0 init_trigger_price=129.4 init_order_price=129.45 stop_price_offset=0.0 bucket_size=1.3999999999999915 stop_price=127.95 take_price=133.64999999999995
2019-12-19 03:00:20 INFO: place order: compute qty=1.0
2019-12-19 03:00:20 INFO: place order: save order to db a00f86e4d431474fbd4f5ef7556a15bf; response=True
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-19 03:00:20 INFO: post order to exchange resp={'orderID': '12d122ed-ec46-93ba-2ceb-0fbc3a9966fb', 'clOrdID': 'a00f86e4d431474fbd4f5ef7556a15bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 129.45, 'displayQty': None, 'stopPx': 129.4, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 3, 0, 20, 912000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 3, 0, 20, 912000, tzinfo=tzlocal())}
2019-12-19 03:00:20 INFO: place new init order {'qty': 1.0, 'init_price': 129.4, 'stop_price': 127.95, 'take_price': 133.64999999999995, 'order_uid': 'a00f86e4d431474fbd4f5ef7556a15bf', 'response': {'orderID': '12d122ed-ec46-93ba-2ceb-0fbc3a9966fb', 'clOrdID': 'a00f86e4d431474fbd4f5ef7556a15bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 129.45, 'displayQty': None, 'stopPx': 129.4, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 3, 0, 20, 912000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 3, 0, 20, 912000, tzinfo=tzlocal())}}
2019-12-19 03:00:22 INFO: process event {'orderID': '12d122ed-ec46-93ba-2ceb-0fbc3a9966fb', 'clOrdID': 'a00f86e4d431474fbd4f5ef7556a15bf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 129.45, 'displayQty': None, 'stopPx': 129.4, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-19T03:00:20.912Z', 'timestamp': '2019-12-19T03:00:20.912Z'}
2019-12-19 03:00:22 INFO: skip event a00f86e4d431474fbd4f5ef7556a15bf New
2019-12-19 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 129.35, 'low': 128.4, 'close': 129.25, 'trades': 1851, 'volume': 2760074, 'vwap': 128.97, 'lastSize': 14405, 'turnover': 35594267685, 'homeNotional': 19790.694315919103, 'foreignNotional': 2552234.5767964344}, {'timestamp': datetime.datetime(2019, 12, 19, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 129.35, 'low': 127.95, 'close': 128.7, 'trades': 2894, 'volume': 6113141, 'vwap': 128.73, 'lastSize': 220, 'turnover': 78691319320, 'homeNotional': 43860.010833926724, 'foreignNotional': 5645895.901548227}, {'timestamp': datetime.datetime(2019, 12, 19, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.75, 'high': 131.05, 'low': 126.65, 'close': 128.5, 'trades': 12792, 'volume': 39479645, 'vwap': 128.54, 'lastSize': 1000, 'turnover': 507453772220, 'homeNotional': 284157.1976829233, 'foreignNotional': 36525427.0663323}]
2019-12-19 04:00:20 INFO: prepare buckets [{'low_price': 128.4, 'high_price': 129.35, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 129.35, 'color': 'GREEN'}, {'low_price': 126.65, 'high_price': 131.05, 'color': 'RED'}]
2019-12-19 04:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.49, 2.0))
2019-12-19 04:00:20 INFO: check need new order None
2019-12-19 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.25, 'low': 128.0, 'close': 128.5, 'trades': 1458, 'volume': 2744015, 'vwap': 128.49, 'lastSize': 3677, 'turnover': 35257322540, 'homeNotional': 19612.568099120366, 'foreignNotional': 2519987.306167177}, {'timestamp': datetime.datetime(2019, 12, 19, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 129.35, 'low': 128.4, 'close': 129.25, 'trades': 1851, 'volume': 2760074, 'vwap': 128.97, 'lastSize': 14405, 'turnover': 35594267685, 'homeNotional': 19790.694315919103, 'foreignNotional': 2552234.5767964344}, {'timestamp': datetime.datetime(2019, 12, 19, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 129.35, 'low': 127.95, 'close': 128.7, 'trades': 2894, 'volume': 6113141, 'vwap': 128.73, 'lastSize': 220, 'turnover': 78691319320, 'homeNotional': 43860.010833926724, 'foreignNotional': 5645895.901548227}]
2019-12-19 05:00:20 INFO: prepare buckets [{'low_price': 128.0, 'high_price': 129.25, 'color': 'RED'}, {'low_price': 128.4, 'high_price': 129.35, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 129.35, 'color': 'GREEN'}]
2019-12-19 05:00:20 INFO: bucket_size=1.25 (allowed (0.49, 2.0))
2019-12-19 05:00:20 INFO: check need new order {'low_price': 128.0, 'high_price': 129.25, 'color': 'RED'}
2019-12-19 05:00:20 INFO: place order: start low=128.0 high=129.25 RED ETHUSD price_offset=0.1
2019-12-19 05:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=127.95 init_order_price=127.9 stop_price_offset=0.0 bucket_size=1.25 stop_price=129.25 take_price=124.15
2019-12-19 05:00:20 INFO: place order: compute qty=-1.0
2019-12-19 05:00:20 INFO: place order: save order to db fc33db06d2154f65a7f40f03c041849e; response=True
2019-12-19 05:00:20 INFO: process event {'orderID': '1e6cbfc4-313d-308d-02a3-ac576e8d3105', 'clOrdID': 'fc33db06d2154f65a7f40f03c041849e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.9, 'displayQty': None, 'stopPx': 127.95, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-19T05:00:20.303Z', 'timestamp': '2019-12-19T05:00:20.303Z'}
2019-12-19 05:00:20 INFO: skip event fc33db06d2154f65a7f40f03c041849e New
2019-12-19 05:00:20 INFO: post order to exchange resp={'orderID': '1e6cbfc4-313d-308d-02a3-ac576e8d3105', 'clOrdID': 'fc33db06d2154f65a7f40f03c041849e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.9, 'displayQty': None, 'stopPx': 127.95, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 5, 0, 20, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 5, 0, 20, 303000, tzinfo=tzlocal())}
2019-12-19 05:00:20 INFO: place new init order {'qty': -1.0, 'init_price': 127.95, 'stop_price': 129.25, 'take_price': 124.15, 'order_uid': 'fc33db06d2154f65a7f40f03c041849e', 'response': {'orderID': '1e6cbfc4-313d-308d-02a3-ac576e8d3105', 'clOrdID': 'fc33db06d2154f65a7f40f03c041849e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.9, 'displayQty': None, 'stopPx': 127.95, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 5, 0, 20, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 5, 0, 20, 303000, tzinfo=tzlocal())}}
2019-12-19 05:03:26 INFO: process event {'orderID': '1e6cbfc4-313d-308d-02a3-ac576e8d3105', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-19T05:03:25.818Z', 'clOrdID': 'fc33db06d2154f65a7f40f03c041849e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 05:03:26 INFO: skip event fc33db06d2154f65a7f40f03c041849e 
2019-12-19 05:03:26 INFO: process event {'orderID': '1e6cbfc4-313d-308d-02a3-ac576e8d3105', 'workingIndicator': True, 'transactTime': '2019-12-19T05:03:25.818Z', 'clOrdID': 'fc33db06d2154f65a7f40f03c041849e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T05:03:25.818Z'}
2019-12-19 05:03:26 INFO: skip event fc33db06d2154f65a7f40f03c041849e 
2019-12-19 05:03:26 INFO: process event {'orderID': '1e6cbfc4-313d-308d-02a3-ac576e8d3105', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 127.95, 'clOrdID': 'fc33db06d2154f65a7f40f03c041849e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T05:03:25.818Z'}
2019-12-19 05:03:26 INFO: add new event={'uid': 'fc33db06d2154f65a7f40f03c041849e', 'status': 'Filled'}
2019-12-19 05:03:27 INFO: start process event--------------------------------------------
2019-12-19 05:03:27 INFO: fetch new order event fc33db06d2154f65a7f40f03c041849e
2019-12-19 05:03:27 INFO: fetch orders by event init={'stop': '129.25', 'take': '124.15', 'qty': '1.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-19 05:03:27 INFO: process init order filled
2019-12-19 05:03:27 INFO: save profit orders to storage stop=3f447512c5c044c3af62bb12d668f6c7 take=cf3542d575ed477eb661917fc5d58cf6
2019-12-19 05:03:27 INFO: place profit orders take_price=124.15, stop_price=129.25, qty=1.0, color=RED, ticker=ETHUSD 3f447512c5c044c3af62bb12d668f6c7 cf3542d575ed477eb661917fc5d58cf6
2019-12-19 05:03:27 INFO: place stop order ETHUSD: qty=1.0, stop_price=129.25, stop_uid=3f447512c5c044c3af62bb12d668f6c7
2019-12-19 05:03:27 INFO: process event {'orderID': 'f5fe3114-5dd4-39f3-1611-c4dd349597be', 'clOrdID': '3f447512c5c044c3af62bb12d668f6c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 129.25, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-19T05:03:27.671Z', 'timestamp': '2019-12-19T05:03:27.671Z'}
2019-12-19 05:03:27 INFO: skip event 3f447512c5c044c3af62bb12d668f6c7 New
2019-12-19 05:03:27 INFO: exchange resp for stop order={'orderID': 'f5fe3114-5dd4-39f3-1611-c4dd349597be', 'clOrdID': '3f447512c5c044c3af62bb12d668f6c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 129.25, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 5, 3, 27, 671000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 5, 3, 27, 671000, tzinfo=tzlocal())}
2019-12-19 05:03:27 INFO: place limit order ETHUSD: qty=1.0, price=124.15, take_uid=cf3542d575ed477eb661917fc5d58cf6
2019-12-19 05:03:27 INFO: process event {'orderID': '89afdea6-876f-2dc6-66f4-96f6816250f3', 'clOrdID': 'cf3542d575ed477eb661917fc5d58cf6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 124.15, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-19T05:03:27.717Z', 'timestamp': '2019-12-19T05:03:27.717Z'}
2019-12-19 05:03:27 INFO: skip event cf3542d575ed477eb661917fc5d58cf6 New
2019-12-19 05:03:27 INFO: process event {'orderID': '89afdea6-876f-2dc6-66f4-96f6816250f3', 'workingIndicator': True, 'clOrdID': 'cf3542d575ed477eb661917fc5d58cf6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T05:03:27.717Z'}
2019-12-19 05:03:27 INFO: skip event cf3542d575ed477eb661917fc5d58cf6 
2019-12-19 05:03:27 INFO: exchange resp for take profit order={'orderID': '89afdea6-876f-2dc6-66f4-96f6816250f3', 'clOrdID': 'cf3542d575ed477eb661917fc5d58cf6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 124.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 5, 3, 27, 717000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 5, 3, 27, 717000, tzinfo=tzlocal())}
2019-12-19 05:03:27 INFO: place profit orders={'stop': {'response': {'orderID': 'f5fe3114-5dd4-39f3-1611-c4dd349597be', 'clOrdID': '3f447512c5c044c3af62bb12d668f6c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 129.25, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 5, 3, 27, 671000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 5, 3, 27, 671000, tzinfo=tzlocal())}, 'qty': 1.0, 'uid': '3f447512c5c044c3af62bb12d668f6c7', 'price': 129.25}, 'take': {'response': {'orderID': '89afdea6-876f-2dc6-66f4-96f6816250f3', 'clOrdID': 'cf3542d575ed477eb661917fc5d58cf6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 124.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 5, 3, 27, 717000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 5, 3, 27, 717000, tzinfo=tzlocal())}, 'qty': 1.0, 'uid': 'cf3542d575ed477eb661917fc5d58cf6', 'price': 124.15}}
2019-12-19 05:03:27 INFO: rm init order from db fc33db06d2154f65a7f40f03c041849e
2019-12-19 05:03:27 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-19 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.85, 'low': 127.65, 'close': 128.4, 'trades': 2504, 'volume': 5564423, 'vwap': 128.17, 'lastSize': 4, 'turnover': 71314431805, 'homeNotional': 39752.97892986406, 'foreignNotional': 5094820.270414385}, {'timestamp': datetime.datetime(2019, 12, 19, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.25, 'low': 128.0, 'close': 128.5, 'trades': 1458, 'volume': 2744015, 'vwap': 128.49, 'lastSize': 3677, 'turnover': 35257322540, 'homeNotional': 19612.568099120366, 'foreignNotional': 2519987.306167177}, {'timestamp': datetime.datetime(2019, 12, 19, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 129.35, 'low': 128.4, 'close': 129.25, 'trades': 1851, 'volume': 2760074, 'vwap': 128.97, 'lastSize': 14405, 'turnover': 35594267685, 'homeNotional': 19790.694315919103, 'foreignNotional': 2552234.5767964344}]
2019-12-19 06:00:20 INFO: prepare buckets [{'low_price': 127.65, 'high_price': 128.85, 'color': 'RED'}, {'low_price': 128.0, 'high_price': 129.25, 'color': 'RED'}, {'low_price': 128.4, 'high_price': 129.35, 'color': 'GREEN'}]
2019-12-19 06:00:20 INFO: bucket_size=1.1999999999999886 (allowed (0.49, 2.0))
2019-12-19 06:00:20 INFO: check need new order None
2019-12-19 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.35, 'low': 127.5, 'close': 127.7, 'trades': 2335, 'volume': 5720564, 'vwap': 127.85, 'lastSize': 11, 'turnover': 73136638670, 'homeNotional': 40900.00162269597, 'foreignNotional': 5229012.882074311}, {'timestamp': datetime.datetime(2019, 12, 19, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.85, 'low': 127.65, 'close': 128.4, 'trades': 2504, 'volume': 5564423, 'vwap': 128.17, 'lastSize': 4, 'turnover': 71314431805, 'homeNotional': 39752.97892986406, 'foreignNotional': 5094820.270414385}, {'timestamp': datetime.datetime(2019, 12, 19, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.25, 'low': 128.0, 'close': 128.5, 'trades': 1458, 'volume': 2744015, 'vwap': 128.49, 'lastSize': 3677, 'turnover': 35257322540, 'homeNotional': 19612.568099120366, 'foreignNotional': 2519987.306167177}]
2019-12-19 07:00:20 INFO: prepare buckets [{'low_price': 127.5, 'high_price': 128.35, 'color': 'RED'}, {'low_price': 127.65, 'high_price': 128.85, 'color': 'RED'}, {'low_price': 128.0, 'high_price': 129.25, 'color': 'RED'}]
2019-12-19 07:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.49, 2.0))
2019-12-19 07:00:20 INFO: check need new order None
2019-12-19 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.15, 'low': 127.35, 'close': 127.45, 'trades': 1892, 'volume': 3334540, 'vwap': 127.81, 'lastSize': 92, 'turnover': 42618186180, 'homeNotional': 23739.678389078752, 'foreignNotional': 3034134.7788564335}, {'timestamp': datetime.datetime(2019, 12, 19, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.35, 'low': 127.5, 'close': 127.7, 'trades': 2335, 'volume': 5720564, 'vwap': 127.85, 'lastSize': 11, 'turnover': 73136638670, 'homeNotional': 40900.00162269597, 'foreignNotional': 5229012.882074311}, {'timestamp': datetime.datetime(2019, 12, 19, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.85, 'low': 127.65, 'close': 128.4, 'trades': 2504, 'volume': 5564423, 'vwap': 128.17, 'lastSize': 4, 'turnover': 71314431805, 'homeNotional': 39752.97892986406, 'foreignNotional': 5094820.270414385}]
2019-12-19 08:00:20 INFO: prepare buckets [{'low_price': 127.35, 'high_price': 128.15, 'color': 'RED'}, {'low_price': 127.5, 'high_price': 128.35, 'color': 'RED'}, {'low_price': 127.65, 'high_price': 128.85, 'color': 'RED'}]
2019-12-19 08:00:20 INFO: bucket_size=0.8000000000000114 (allowed (0.49, 2.0))
2019-12-19 08:00:20 INFO: check need new order None
2019-12-19 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.55, 'low': 127.2, 'close': 127.2, 'trades': 1933, 'volume': 3730695, 'vwap': 127.31, 'lastSize': 50, 'turnover': 47493424350, 'homeNotional': 26462.303329222803, 'foreignNotional': 3368771.6926188916}, {'timestamp': datetime.datetime(2019, 12, 19, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.15, 'low': 127.35, 'close': 127.45, 'trades': 1892, 'volume': 3334540, 'vwap': 127.81, 'lastSize': 92, 'turnover': 42618186180, 'homeNotional': 23739.678389078752, 'foreignNotional': 3034134.7788564335}, {'timestamp': datetime.datetime(2019, 12, 19, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.35, 'low': 127.5, 'close': 127.7, 'trades': 2335, 'volume': 5720564, 'vwap': 127.85, 'lastSize': 11, 'turnover': 73136638670, 'homeNotional': 40900.00162269597, 'foreignNotional': 5229012.882074311}]
2019-12-19 09:00:20 INFO: prepare buckets [{'low_price': 127.2, 'high_price': 127.55, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 128.15, 'color': 'RED'}, {'low_price': 127.5, 'high_price': 128.35, 'color': 'RED'}]
2019-12-19 09:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.49, 2.0))
2019-12-19 09:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small
2019-12-19 09:00:20 INFO: check need new order None
2019-12-19 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.4, 'low': 125.75, 'close': 126.85, 'trades': 5505, 'volume': 10779368, 'vwap': 126.37, 'lastSize': 3, 'turnover': 136216611520, 'homeNotional': 76265.75769593517, 'foreignNotional': 9637644.452633426}, {'timestamp': datetime.datetime(2019, 12, 19, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.55, 'low': 127.2, 'close': 127.2, 'trades': 1933, 'volume': 3730695, 'vwap': 127.31, 'lastSize': 50, 'turnover': 47493424350, 'homeNotional': 26462.303329222803, 'foreignNotional': 3368771.6926188916}, {'timestamp': datetime.datetime(2019, 12, 19, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.15, 'low': 127.35, 'close': 127.45, 'trades': 1892, 'volume': 3334540, 'vwap': 127.81, 'lastSize': 92, 'turnover': 42618186180, 'homeNotional': 23739.678389078752, 'foreignNotional': 3034134.7788564335}]
2019-12-19 10:00:20 INFO: prepare buckets [{'low_price': 125.75, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 127.55, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 128.15, 'color': 'RED'}]
2019-12-19 10:00:20 INFO: bucket_size=1.6500000000000057 (allowed (0.49, 2.0))
2019-12-19 10:00:20 INFO: check need new order None
2019-12-19 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 128.4, 'low': 126.85, 'close': 127.55, 'trades': 4164, 'volume': 7995289, 'vwap': 127.81, 'lastSize': 380, 'turnover': 102181863060, 'homeNotional': 57197.490453352584, 'foreignNotional': 7310008.847368318}, {'timestamp': datetime.datetime(2019, 12, 19, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.4, 'low': 125.75, 'close': 126.85, 'trades': 5505, 'volume': 10779368, 'vwap': 126.37, 'lastSize': 3, 'turnover': 136216611520, 'homeNotional': 76265.75769593517, 'foreignNotional': 9637644.452633426}, {'timestamp': datetime.datetime(2019, 12, 19, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.55, 'low': 127.2, 'close': 127.2, 'trades': 1933, 'volume': 3730695, 'vwap': 127.31, 'lastSize': 50, 'turnover': 47493424350, 'homeNotional': 26462.303329222803, 'foreignNotional': 3368771.6926188916}]
2019-12-19 11:00:21 INFO: prepare buckets [{'low_price': 126.85, 'high_price': 128.4, 'color': 'GREEN'}, {'low_price': 125.75, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 127.55, 'color': 'RED'}]
2019-12-19 11:00:21 INFO: bucket_size=1.5500000000000114 (allowed (0.49, 2.0))
2019-12-19 11:00:21 INFO: check need new order {'low_price': 126.85, 'high_price': 128.4, 'color': 'GREEN'}
2019-12-19 11:00:21 INFO: place order: start low=126.85 high=128.4 GREEN ETHUSD price_offset=0.1
2019-12-19 11:00:21 INFO: place order: side_factor=1.0 init_trigger_price=128.45000000000002 init_order_price=128.5 stop_price_offset=0.0 bucket_size=1.5500000000000114 stop_price=126.85 take_price=133.15000000000003
2019-12-19 11:00:21 INFO: place order: compute qty=1.0
2019-12-19 11:00:21 INFO: place order: save order to db d73df36377794d25a96702065507f66d; response=True
2019-12-19 11:00:21 INFO: post order to exchange resp={'orderID': '0a901a88-d5fd-50aa-1fb8-9627674999fc', 'clOrdID': 'd73df36377794d25a96702065507f66d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 128.5, 'displayQty': None, 'stopPx': 128.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 11, 0, 21, 100000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 11, 0, 21, 100000, tzinfo=tzlocal())}
2019-12-19 11:00:21 INFO: place new init order {'qty': 1.0, 'init_price': 128.45000000000002, 'stop_price': 126.85, 'take_price': 133.15000000000003, 'order_uid': 'd73df36377794d25a96702065507f66d', 'response': {'orderID': '0a901a88-d5fd-50aa-1fb8-9627674999fc', 'clOrdID': 'd73df36377794d25a96702065507f66d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 128.5, 'displayQty': None, 'stopPx': 128.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 11, 0, 21, 100000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 11, 0, 21, 100000, tzinfo=tzlocal())}}
2019-12-19 11:00:21 INFO: process event {'orderID': '0a901a88-d5fd-50aa-1fb8-9627674999fc', 'clOrdID': 'd73df36377794d25a96702065507f66d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 128.5, 'displayQty': None, 'stopPx': 128.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-19T11:00:21.100Z', 'timestamp': '2019-12-19T11:00:21.100Z'}
2019-12-19 11:00:21 INFO: skip event d73df36377794d25a96702065507f66d New
2019-12-19 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.65, 'low': 125.6, 'close': 125.65, 'trades': 6673, 'volume': 15676859, 'vwap': 126.61, 'lastSize': 10, 'turnover': 198470280980, 'homeNotional': 112136.16103205092, 'foreignNotional': 14196521.515274804}, {'timestamp': datetime.datetime(2019, 12, 19, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 128.4, 'low': 126.85, 'close': 127.55, 'trades': 4164, 'volume': 7995289, 'vwap': 127.81, 'lastSize': 380, 'turnover': 102181863060, 'homeNotional': 57197.490453352584, 'foreignNotional': 7310008.847368318}, {'timestamp': datetime.datetime(2019, 12, 19, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.4, 'low': 125.75, 'close': 126.85, 'trades': 5505, 'volume': 10779368, 'vwap': 126.37, 'lastSize': 3, 'turnover': 136216611520, 'homeNotional': 76265.75769593517, 'foreignNotional': 9637644.452633426}]
2019-12-19 12:00:20 INFO: prepare buckets [{'low_price': 125.6, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 126.85, 'high_price': 128.4, 'color': 'GREEN'}, {'low_price': 125.75, 'high_price': 127.4, 'color': 'RED'}]
2019-12-19 12:00:20 INFO: bucket_size=2.0500000000000114 (allowed (0.49, 2.0))
2019-12-19 12:00:20 WARNING: skip bucket by bucket_size=2.0500000000000114 too big
2019-12-19 12:00:20 INFO: check need new order None
2019-12-19 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.65, 'high': 127.25, 'low': 125.4, 'close': 126.7, 'trades': 6613, 'volume': 15428220, 'vwap': 126.16, 'lastSize': 890, 'turnover': 194630772705, 'homeNotional': 110508.29093932838, 'foreignNotional': 13940984.815832939}, {'timestamp': datetime.datetime(2019, 12, 19, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.65, 'low': 125.6, 'close': 125.65, 'trades': 6673, 'volume': 15676859, 'vwap': 126.61, 'lastSize': 10, 'turnover': 198470280980, 'homeNotional': 112136.16103205092, 'foreignNotional': 14196521.515274804}, {'timestamp': datetime.datetime(2019, 12, 19, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 128.4, 'low': 126.85, 'close': 127.55, 'trades': 4164, 'volume': 7995289, 'vwap': 127.81, 'lastSize': 380, 'turnover': 102181863060, 'homeNotional': 57197.490453352584, 'foreignNotional': 7310008.847368318}]
2019-12-19 13:00:20 INFO: prepare buckets [{'low_price': 125.4, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 125.6, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 126.85, 'high_price': 128.4, 'color': 'GREEN'}]
2019-12-19 13:00:20 INFO: bucket_size=1.8499999999999943 (allowed (0.49, 2.0))
2019-12-19 13:00:20 INFO: check need new order None
2019-12-19 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.7, 'high': 127.5, 'low': 125.15, 'close': 126.0, 'trades': 6232, 'volume': 11569694, 'vwap': 126.41, 'lastSize': 1, 'turnover': 146251833490, 'homeNotional': 82749.53792676135, 'foreignNotional': 10460614.064491753}, {'timestamp': datetime.datetime(2019, 12, 19, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.65, 'high': 127.25, 'low': 125.4, 'close': 126.7, 'trades': 6613, 'volume': 15428220, 'vwap': 126.16, 'lastSize': 890, 'turnover': 194630772705, 'homeNotional': 110508.29093932838, 'foreignNotional': 13940984.815832939}, {'timestamp': datetime.datetime(2019, 12, 19, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.65, 'low': 125.6, 'close': 125.65, 'trades': 6673, 'volume': 15676859, 'vwap': 126.61, 'lastSize': 10, 'turnover': 198470280980, 'homeNotional': 112136.16103205092, 'foreignNotional': 14196521.515274804}]
2019-12-19 14:00:21 INFO: prepare buckets [{'low_price': 125.15, 'high_price': 127.5, 'color': 'RED'}, {'low_price': 125.4, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 125.6, 'high_price': 127.65, 'color': 'RED'}]
2019-12-19 14:00:21 INFO: bucket_size=2.3499999999999943 (allowed (0.49, 2.0))
2019-12-19 14:00:21 WARNING: skip bucket by bucket_size=2.3499999999999943 too big
2019-12-19 14:00:21 INFO: check need new order None
2019-12-19 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.0, 'high': 126.85, 'low': 125.8, 'close': 126.85, 'trades': 2813, 'volume': 5495146, 'vwap': 126.29, 'lastSize': 24, 'turnover': 69397589365, 'homeNotional': 38979.665785618185, 'foreignNotional': 4922711.265818641}, {'timestamp': datetime.datetime(2019, 12, 19, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.7, 'high': 127.5, 'low': 125.15, 'close': 126.0, 'trades': 6232, 'volume': 11569694, 'vwap': 126.41, 'lastSize': 1, 'turnover': 146251833490, 'homeNotional': 82749.53792676135, 'foreignNotional': 10460614.064491753}, {'timestamp': datetime.datetime(2019, 12, 19, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.65, 'high': 127.25, 'low': 125.4, 'close': 126.7, 'trades': 6613, 'volume': 15428220, 'vwap': 126.16, 'lastSize': 890, 'turnover': 194630772705, 'homeNotional': 110508.29093932838, 'foreignNotional': 13940984.815832939}]
2019-12-19 15:00:20 INFO: prepare buckets [{'low_price': 125.8, 'high_price': 126.85, 'color': 'GREEN'}, {'low_price': 125.15, 'high_price': 127.5, 'color': 'RED'}, {'low_price': 125.4, 'high_price': 127.25, 'color': 'GREEN'}]
2019-12-19 15:00:20 INFO: bucket_size=1.0499999999999972 (allowed (0.49, 2.0))
2019-12-19 15:00:20 INFO: check need new order None
2019-12-19 15:06:05 INFO: process event {'orderID': '7dff9478-883e-021e-ac00-d7b2ed4e1c5b', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': 125.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2019-12-19T15:06:05.149Z', 'timestamp': '2019-12-19T15:06:05.149Z'}
2019-12-19 15:06:05 INFO: skip event  New
2019-12-19 15:06:05 INFO: process event {'orderID': '7dff9478-883e-021e-ac00-d7b2ed4e1c5b', 'side': 'Buy', 'orderQty': 1, 'workingIndicator': True, 'leavesQty': 1, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T15:06:05.149Z'}
2019-12-19 15:06:05 INFO: skip event  
2019-12-19 15:50:53 INFO: process event {'orderID': '7dff9478-883e-021e-ac00-d7b2ed4e1c5b', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nPosition Close from www.bitmex.com', 'timestamp': '2019-12-19T15:50:53.646Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 15:50:53 INFO: skip event  Canceled
2019-12-19 15:51:14 INFO: process event {'orderID': '5c4b31d3-32c5-7b6d-5260-958ec9bbdf88', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': 126.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2019-12-19T15:51:14.547Z', 'timestamp': '2019-12-19T15:51:14.547Z'}
2019-12-19 15:51:14 INFO: skip event  New
2019-12-19 15:51:14 INFO: process event {'orderID': '5c4b31d3-32c5-7b6d-5260-958ec9bbdf88', 'side': 'Buy', 'orderQty': 1, 'workingIndicator': True, 'leavesQty': 1, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T15:51:14.547Z'}
2019-12-19 15:51:14 INFO: skip event  
2019-12-19 15:51:30 INFO: process event {'orderID': '89afdea6-876f-2dc6-66f4-96f6816250f3', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nProfit order by trader.py', 'timestamp': '2019-12-19T15:51:30.046Z', 'clOrdID': 'cf3542d575ed477eb661917fc5d58cf6', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 15:51:30 INFO: skip event cf3542d575ed477eb661917fc5d58cf6 Canceled
2019-12-19 15:52:26 INFO: process event {'orderID': '5c4b31d3-32c5-7b6d-5260-958ec9bbdf88', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nPosition Close from www.bitmex.com', 'timestamp': '2019-12-19T15:52:26.299Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 15:52:26 INFO: skip event  Canceled
2019-12-19 15:52:36 INFO: process event {'orderID': 'e0ee8e26-d517-47d9-2cf2-de234bbc9f10', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': 127, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2019-12-19T15:52:36.413Z', 'timestamp': '2019-12-19T15:52:36.413Z'}
2019-12-19 15:52:36 INFO: skip event  New
2019-12-19 15:52:36 INFO: process event {'orderID': 'e0ee8e26-d517-47d9-2cf2-de234bbc9f10', 'side': 'Buy', 'orderQty': 1, 'workingIndicator': True, 'leavesQty': 1, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T15:52:36.413Z'}
2019-12-19 15:52:36 INFO: skip event  
2019-12-19 15:52:36 INFO: process event {'orderID': 'e0ee8e26-d517-47d9-2cf2-de234bbc9f10', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 127, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T15:52:36.413Z'}
2019-12-19 15:52:36 INFO: add new event={'uid': '', 'status': 'Filled'}
2019-12-19 15:52:36 INFO: start process event--------------------------------------------
2019-12-19 15:52:36 INFO: fetch new order event 
2019-12-19 15:52:36 INFO: fetch orders by event init=None profit_pair=None
2019-12-19 15:52:36 WARNING: NOT FOUND ORDER INTO STORAGE!
2019-12-19 15:52:36 INFO: end process event_processing_result='not found order'---------------------------------------------------
2019-12-19 15:52:57 INFO: process event {'orderID': 'f5fe3114-5dd4-39f3-1611-c4dd349597be', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nStop order by trader.py', 'timestamp': '2019-12-19T15:52:57.197Z', 'clOrdID': '3f447512c5c044c3af62bb12d668f6c7', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 15:52:57 INFO: skip event 3f447512c5c044c3af62bb12d668f6c7 Canceled
2019-12-19 15:54:10 INFO: process event {'orderID': '12d122ed-ec46-93ba-2ceb-0fbc3a9966fb', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-19T15:54:10.008Z', 'clOrdID': 'a00f86e4d431474fbd4f5ef7556a15bf', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 15:54:10 INFO: skip event a00f86e4d431474fbd4f5ef7556a15bf Canceled
2019-12-19 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 127.7, 'low': 126.5, 'close': 127.2, 'trades': 3011, 'volume': 7433868, 'vwap': 127.14, 'lastSize': 3, 'turnover': 94509735290, 'homeNotional': 53119.50595979773, 'foreignNotional': 6753313.581687232}, {'timestamp': datetime.datetime(2019, 12, 19, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.0, 'high': 126.85, 'low': 125.8, 'close': 126.85, 'trades': 2813, 'volume': 5495146, 'vwap': 126.29, 'lastSize': 24, 'turnover': 69397589365, 'homeNotional': 38979.665785618185, 'foreignNotional': 4922711.265818641}, {'timestamp': datetime.datetime(2019, 12, 19, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.7, 'high': 127.5, 'low': 125.15, 'close': 126.0, 'trades': 6232, 'volume': 11569694, 'vwap': 126.41, 'lastSize': 1, 'turnover': 146251833490, 'homeNotional': 82749.53792676135, 'foreignNotional': 10460614.064491753}]
2019-12-19 16:00:20 INFO: prepare buckets [{'low_price': 126.5, 'high_price': 127.7, 'color': 'GREEN'}, {'low_price': 125.8, 'high_price': 126.85, 'color': 'GREEN'}, {'low_price': 125.15, 'high_price': 127.5, 'color': 'RED'}]
2019-12-19 16:00:20 INFO: bucket_size=1.2000000000000028 (allowed (0.49, 2.0))
2019-12-19 16:00:20 INFO: check need new order None
2019-12-19 16:20:29 INFO: process event {'orderID': '0a901a88-d5fd-50aa-1fb8-9627674999fc', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-19T16:20:29.595Z', 'clOrdID': 'd73df36377794d25a96702065507f66d', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 16:20:29 INFO: skip event d73df36377794d25a96702065507f66d 
2019-12-19 16:20:29 INFO: process event {'orderID': '0a901a88-d5fd-50aa-1fb8-9627674999fc', 'workingIndicator': True, 'transactTime': '2019-12-19T16:20:29.595Z', 'clOrdID': 'd73df36377794d25a96702065507f66d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T16:20:29.595Z'}
2019-12-19 16:20:29 INFO: skip event d73df36377794d25a96702065507f66d 
2019-12-19 16:20:29 INFO: process event {'orderID': '0a901a88-d5fd-50aa-1fb8-9627674999fc', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 128.5, 'clOrdID': 'd73df36377794d25a96702065507f66d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T16:20:29.595Z'}
2019-12-19 16:20:29 INFO: add new event={'uid': 'd73df36377794d25a96702065507f66d', 'status': 'Filled'}
2019-12-19 16:20:29 INFO: start process event--------------------------------------------
2019-12-19 16:20:29 INFO: fetch new order event d73df36377794d25a96702065507f66d
2019-12-19 16:20:29 INFO: fetch orders by event init={'stop': '126.85', 'take': '133.15000000000003', 'qty': '1.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-19 16:20:29 INFO: process init order filled
2019-12-19 16:20:29 INFO: save profit orders to storage stop=998e56d5c5d14d9c85755681cf00c587 take=84e304d33b5746d0ac5d5ce3ad167c6e
2019-12-19 16:20:29 INFO: place profit orders take_price=133.15000000000003, stop_price=126.85, qty=1.0, color=GREEN, ticker=ETHUSD 998e56d5c5d14d9c85755681cf00c587 84e304d33b5746d0ac5d5ce3ad167c6e
2019-12-19 16:20:29 INFO: place stop order ETHUSD: qty=-1.0, stop_price=126.85, stop_uid=998e56d5c5d14d9c85755681cf00c587
2019-12-19 16:20:30 INFO: process event {'orderID': '930c11a3-083b-91bb-f4a5-75da76a4cbd3', 'clOrdID': '998e56d5c5d14d9c85755681cf00c587', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-19T16:20:30.257Z', 'timestamp': '2019-12-19T16:20:30.257Z'}
2019-12-19 16:20:30 INFO: skip event 998e56d5c5d14d9c85755681cf00c587 New
2019-12-19 16:20:30 INFO: exchange resp for stop order={'orderID': '930c11a3-083b-91bb-f4a5-75da76a4cbd3', 'clOrdID': '998e56d5c5d14d9c85755681cf00c587', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 16, 20, 30, 257000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 16, 20, 30, 257000, tzinfo=tzlocal())}
2019-12-19 16:20:30 INFO: place limit order ETHUSD: qty=-1.0, price=133.15000000000003, take_uid=84e304d33b5746d0ac5d5ce3ad167c6e
2019-12-19 16:20:31 INFO: exchange resp for take profit order={'orderID': '2a5f5035-907a-d2fe-23c7-34c299ee1277', 'clOrdID': '84e304d33b5746d0ac5d5ce3ad167c6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 133.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 16, 20, 31, 138000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 16, 20, 31, 138000, tzinfo=tzlocal())}
2019-12-19 16:20:31 INFO: place profit orders={'stop': {'response': {'orderID': '930c11a3-083b-91bb-f4a5-75da76a4cbd3', 'clOrdID': '998e56d5c5d14d9c85755681cf00c587', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 16, 20, 30, 257000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 16, 20, 30, 257000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': '998e56d5c5d14d9c85755681cf00c587', 'price': 126.85}, 'take': {'response': {'orderID': '2a5f5035-907a-d2fe-23c7-34c299ee1277', 'clOrdID': '84e304d33b5746d0ac5d5ce3ad167c6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 133.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 16, 20, 31, 138000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 16, 20, 31, 138000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': '84e304d33b5746d0ac5d5ce3ad167c6e', 'price': 133.15000000000003}}
2019-12-19 16:20:31 INFO: rm init order from db d73df36377794d25a96702065507f66d
2019-12-19 16:20:31 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-19 16:20:32 INFO: process event {'orderID': '2a5f5035-907a-d2fe-23c7-34c299ee1277', 'clOrdID': '84e304d33b5746d0ac5d5ce3ad167c6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 133.15, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-19T16:20:31.138Z', 'timestamp': '2019-12-19T16:20:31.138Z'}
2019-12-19 16:20:32 INFO: skip event 84e304d33b5746d0ac5d5ce3ad167c6e New
2019-12-19 16:20:32 INFO: process event {'orderID': '2a5f5035-907a-d2fe-23c7-34c299ee1277', 'workingIndicator': True, 'clOrdID': '84e304d33b5746d0ac5d5ce3ad167c6e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T16:20:31.138Z'}
2019-12-19 16:20:32 INFO: skip event 84e304d33b5746d0ac5d5ce3ad167c6e 
2019-12-19 16:58:58 INFO: process event {'orderID': '930c11a3-083b-91bb-f4a5-75da76a4cbd3', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-19T16:58:58.270Z', 'clOrdID': '998e56d5c5d14d9c85755681cf00c587', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 16:58:58 INFO: skip event 998e56d5c5d14d9c85755681cf00c587 
2019-12-19 16:58:58 INFO: process event {'orderID': '930c11a3-083b-91bb-f4a5-75da76a4cbd3', 'price': 126.8, 'workingIndicator': True, 'transactTime': '2019-12-19T16:58:58.270Z', 'clOrdID': '998e56d5c5d14d9c85755681cf00c587', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T16:58:58.270Z'}
2019-12-19 16:58:58 INFO: skip event 998e56d5c5d14d9c85755681cf00c587 
2019-12-19 16:58:58 INFO: process event {'orderID': '930c11a3-083b-91bb-f4a5-75da76a4cbd3', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 126.8, 'clOrdID': '998e56d5c5d14d9c85755681cf00c587', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T16:58:58.270Z'}
2019-12-19 16:58:58 INFO: add new event={'uid': '998e56d5c5d14d9c85755681cf00c587', 'status': 'Filled'}
2019-12-19 16:58:58 INFO: start process event--------------------------------------------
2019-12-19 16:58:58 INFO: fetch new order event 998e56d5c5d14d9c85755681cf00c587
2019-12-19 16:58:58 INFO: fetch orders by event init=None profit_pair=84e304d33b5746d0ac5d5ce3ad167c6e
2019-12-19 16:58:58 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2019-12-19 16:58:59 INFO: cancel order=84e304d33b5746d0ac5d5ce3ad167c6e [{'orderID': '2a5f5035-907a-d2fe-23c7-34c299ee1277', 'clOrdID': '84e304d33b5746d0ac5d5ce3ad167c6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 133.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 16, 20, 31, 138000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 16, 58, 59, 60000, tzinfo=tzlocal())}]
2019-12-19 16:58:59 INFO: process event {'orderID': '2a5f5035-907a-d2fe-23c7-34c299ee1277', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-19T16:58:59.060Z', 'clOrdID': '84e304d33b5746d0ac5d5ce3ad167c6e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 16:58:59 INFO: skip event 84e304d33b5746d0ac5d5ce3ad167c6e Canceled
2019-12-19 16:58:59 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-19 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 128.65, 'low': 126.7, 'close': 126.75, 'trades': 3886, 'volume': 8844515, 'vwap': 127.5, 'lastSize': 12, 'turnover': 112764598040, 'homeNotional': 63197.09342590731, 'foreignNotional': 8057461.283523694}, {'timestamp': datetime.datetime(2019, 12, 19, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 127.7, 'low': 126.5, 'close': 127.2, 'trades': 3011, 'volume': 7433868, 'vwap': 127.14, 'lastSize': 3, 'turnover': 94509735290, 'homeNotional': 53119.50595979773, 'foreignNotional': 6753313.581687232}, {'timestamp': datetime.datetime(2019, 12, 19, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.0, 'high': 126.85, 'low': 125.8, 'close': 126.85, 'trades': 2813, 'volume': 5495146, 'vwap': 126.29, 'lastSize': 24, 'turnover': 69397589365, 'homeNotional': 38979.665785618185, 'foreignNotional': 4922711.265818641}]
2019-12-19 17:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 128.65, 'color': 'RED'}, {'low_price': 126.5, 'high_price': 127.7, 'color': 'GREEN'}, {'low_price': 125.8, 'high_price': 126.85, 'color': 'GREEN'}]
2019-12-19 17:00:20 INFO: bucket_size=1.9500000000000028 (allowed (0.49, 2.0))
2019-12-19 17:00:20 INFO: check need new order {'low_price': 126.7, 'high_price': 128.65, 'color': 'RED'}
2019-12-19 17:00:20 INFO: place order: start low=126.7 high=128.65 RED ETHUSD price_offset=0.1
2019-12-19 17:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=126.65 init_order_price=126.60000000000001 stop_price_offset=0.0 bucket_size=1.9500000000000028 stop_price=128.65 take_price=120.75
2019-12-19 17:00:20 INFO: place order: compute qty=-1.0
2019-12-19 17:00:20 INFO: place order: save order to db b6a92887ec6e44618e4b9fbc83451c61; response=True
2019-12-19 17:00:20 INFO: post order to exchange resp={'orderID': '9816c66e-37d1-5156-6471-b635b6005798', 'clOrdID': 'b6a92887ec6e44618e4b9fbc83451c61', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.6, 'displayQty': None, 'stopPx': 126.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 17, 0, 20, 255000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 17, 0, 20, 255000, tzinfo=tzlocal())}
2019-12-19 17:00:20 INFO: place new init order {'qty': -1.0, 'init_price': 126.65, 'stop_price': 128.65, 'take_price': 120.75, 'order_uid': 'b6a92887ec6e44618e4b9fbc83451c61', 'response': {'orderID': '9816c66e-37d1-5156-6471-b635b6005798', 'clOrdID': 'b6a92887ec6e44618e4b9fbc83451c61', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.6, 'displayQty': None, 'stopPx': 126.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 17, 0, 20, 255000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 17, 0, 20, 255000, tzinfo=tzlocal())}}
2019-12-19 17:00:20 INFO: process event {'orderID': '9816c66e-37d1-5156-6471-b635b6005798', 'clOrdID': 'b6a92887ec6e44618e4b9fbc83451c61', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.6, 'displayQty': None, 'stopPx': 126.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-19T17:00:20.255Z', 'timestamp': '2019-12-19T17:00:20.255Z'}
2019-12-19 17:00:20 INFO: skip event b6a92887ec6e44618e4b9fbc83451c61 New
2019-12-19 17:03:56 INFO: process event {'orderID': '9816c66e-37d1-5156-6471-b635b6005798', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-19T17:03:55.784Z', 'clOrdID': 'b6a92887ec6e44618e4b9fbc83451c61', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 17:03:56 INFO: skip event b6a92887ec6e44618e4b9fbc83451c61 
2019-12-19 17:03:56 INFO: process event {'orderID': '9816c66e-37d1-5156-6471-b635b6005798', 'workingIndicator': True, 'transactTime': '2019-12-19T17:03:55.784Z', 'clOrdID': 'b6a92887ec6e44618e4b9fbc83451c61', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T17:03:55.784Z'}
2019-12-19 17:03:56 INFO: skip event b6a92887ec6e44618e4b9fbc83451c61 
2019-12-19 17:03:56 INFO: process event {'orderID': '9816c66e-37d1-5156-6471-b635b6005798', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 126.65, 'clOrdID': 'b6a92887ec6e44618e4b9fbc83451c61', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T17:03:55.784Z'}
2019-12-19 17:03:56 INFO: add new event={'uid': 'b6a92887ec6e44618e4b9fbc83451c61', 'status': 'Filled'}
2019-12-19 17:03:56 INFO: start process event--------------------------------------------
2019-12-19 17:03:56 INFO: fetch new order event b6a92887ec6e44618e4b9fbc83451c61
2019-12-19 17:03:56 INFO: fetch orders by event init={'stop': '128.65', 'take': '120.75', 'qty': '1.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-19 17:03:56 INFO: process init order filled
2019-12-19 17:03:56 INFO: save profit orders to storage stop=068d23d2567a4dfea5ac76e317135adc take=ce7a1face5344f1fb63a57903f834edb
2019-12-19 17:03:56 INFO: place profit orders take_price=120.75, stop_price=128.65, qty=1.0, color=RED, ticker=ETHUSD 068d23d2567a4dfea5ac76e317135adc ce7a1face5344f1fb63a57903f834edb
2019-12-19 17:03:56 INFO: place stop order ETHUSD: qty=1.0, stop_price=128.65, stop_uid=068d23d2567a4dfea5ac76e317135adc
2019-12-19 17:03:56 INFO: process event {'orderID': 'b5b1b7fb-022f-7260-6f6d-c03c99992821', 'clOrdID': '068d23d2567a4dfea5ac76e317135adc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 128.65, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-19T17:03:56.659Z', 'timestamp': '2019-12-19T17:03:56.659Z'}
2019-12-19 17:03:56 INFO: skip event 068d23d2567a4dfea5ac76e317135adc New
2019-12-19 17:03:56 INFO: exchange resp for stop order={'orderID': 'b5b1b7fb-022f-7260-6f6d-c03c99992821', 'clOrdID': '068d23d2567a4dfea5ac76e317135adc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 128.65, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 17, 3, 56, 659000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 17, 3, 56, 659000, tzinfo=tzlocal())}
2019-12-19 17:03:56 INFO: place limit order ETHUSD: qty=1.0, price=120.75, take_uid=ce7a1face5344f1fb63a57903f834edb
2019-12-19 17:03:56 INFO: exchange resp for take profit order={'orderID': '024a758d-0aae-ae09-7333-2a28bdb5b01e', 'clOrdID': 'ce7a1face5344f1fb63a57903f834edb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 120.75, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 17, 3, 56, 699000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 17, 3, 56, 699000, tzinfo=tzlocal())}
2019-12-19 17:03:56 INFO: process event {'orderID': '024a758d-0aae-ae09-7333-2a28bdb5b01e', 'clOrdID': 'ce7a1face5344f1fb63a57903f834edb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 120.75, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-19T17:03:56.699Z', 'timestamp': '2019-12-19T17:03:56.699Z'}
2019-12-19 17:03:56 INFO: skip event ce7a1face5344f1fb63a57903f834edb New
2019-12-19 17:03:56 INFO: process event {'orderID': '024a758d-0aae-ae09-7333-2a28bdb5b01e', 'workingIndicator': True, 'clOrdID': 'ce7a1face5344f1fb63a57903f834edb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T17:03:56.699Z'}
2019-12-19 17:03:56 INFO: skip event ce7a1face5344f1fb63a57903f834edb 
2019-12-19 17:03:56 INFO: place profit orders={'stop': {'response': {'orderID': 'b5b1b7fb-022f-7260-6f6d-c03c99992821', 'clOrdID': '068d23d2567a4dfea5ac76e317135adc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 128.65, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 17, 3, 56, 659000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 17, 3, 56, 659000, tzinfo=tzlocal())}, 'qty': 1.0, 'uid': '068d23d2567a4dfea5ac76e317135adc', 'price': 128.65}, 'take': {'response': {'orderID': '024a758d-0aae-ae09-7333-2a28bdb5b01e', 'clOrdID': 'ce7a1face5344f1fb63a57903f834edb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 120.75, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 17, 3, 56, 699000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 17, 3, 56, 699000, tzinfo=tzlocal())}, 'qty': 1.0, 'uid': 'ce7a1face5344f1fb63a57903f834edb', 'price': 120.75}}
2019-12-19 17:03:56 INFO: rm init order from db b6a92887ec6e44618e4b9fbc83451c61
2019-12-19 17:03:56 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-19 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.75, 'high': 127.1, 'low': 126.35, 'close': 126.45, 'trades': 2316, 'volume': 4257313, 'vwap': 126.71, 'lastSize': 250, 'turnover': 53943971205, 'homeNotional': 30343.81053640197, 'foreignNotional': 3844835.9021548764}, {'timestamp': datetime.datetime(2019, 12, 19, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 128.65, 'low': 126.7, 'close': 126.75, 'trades': 3886, 'volume': 8844515, 'vwap': 127.5, 'lastSize': 12, 'turnover': 112764598040, 'homeNotional': 63197.09342590731, 'foreignNotional': 8057461.283523694}, {'timestamp': datetime.datetime(2019, 12, 19, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 127.7, 'low': 126.5, 'close': 127.2, 'trades': 3011, 'volume': 7433868, 'vwap': 127.14, 'lastSize': 3, 'turnover': 94509735290, 'homeNotional': 53119.50595979773, 'foreignNotional': 6753313.581687232}]
2019-12-19 18:00:20 INFO: prepare buckets [{'low_price': 126.35, 'high_price': 127.1, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 128.65, 'color': 'RED'}, {'low_price': 126.5, 'high_price': 127.7, 'color': 'GREEN'}]
2019-12-19 18:00:20 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-19 18:00:20 INFO: check need new order None
2019-12-19 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.45, 'high': 127.75, 'low': 126.4, 'close': 127.35, 'trades': 2037, 'volume': 3068119, 'vwap': 127.3, 'lastSize': 880, 'turnover': 39055833830, 'homeNotional': 21952.89499336116, 'foreignNotional': 2794514.3229348534}, {'timestamp': datetime.datetime(2019, 12, 19, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.75, 'high': 127.1, 'low': 126.35, 'close': 126.45, 'trades': 2316, 'volume': 4257313, 'vwap': 126.71, 'lastSize': 250, 'turnover': 53943971205, 'homeNotional': 30343.81053640197, 'foreignNotional': 3844835.9021548764}, {'timestamp': datetime.datetime(2019, 12, 19, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 128.65, 'low': 126.7, 'close': 126.75, 'trades': 3886, 'volume': 8844515, 'vwap': 127.5, 'lastSize': 12, 'turnover': 112764598040, 'homeNotional': 63197.09342590731, 'foreignNotional': 8057461.283523694}]
2019-12-19 19:00:20 INFO: prepare buckets [{'low_price': 126.4, 'high_price': 127.75, 'color': 'GREEN'}, {'low_price': 126.35, 'high_price': 127.1, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 128.65, 'color': 'RED'}]
2019-12-19 19:00:20 INFO: bucket_size=1.3499999999999943 (allowed (0.49, 2.0))
2019-12-19 19:00:20 INFO: check need new order {'low_price': 126.4, 'high_price': 127.75, 'color': 'GREEN'}
2019-12-19 19:00:20 INFO: place order: start low=126.4 high=127.75 GREEN ETHUSD price_offset=0.1
2019-12-19 19:00:20 INFO: place order: side_factor=1.0 init_trigger_price=127.8 init_order_price=127.85 stop_price_offset=0.0 bucket_size=1.3499999999999943 stop_price=126.4 take_price=131.89999999999998
2019-12-19 19:00:20 INFO: place order: compute qty=1.0
2019-12-19 19:00:20 INFO: place order: save order to db fac6b19e9203434eb5debd4759e341a6; response=True
2019-12-19 19:00:20 INFO: post order to exchange resp={'orderID': '90e5eefc-bd35-abcc-1db8-d0b0d285c4f8', 'clOrdID': 'fac6b19e9203434eb5debd4759e341a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.85, 'displayQty': None, 'stopPx': 127.8, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 19, 0, 20, 789000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 19, 0, 20, 789000, tzinfo=tzlocal())}
2019-12-19 19:00:20 INFO: place new init order {'qty': 1.0, 'init_price': 127.8, 'stop_price': 126.4, 'take_price': 131.89999999999998, 'order_uid': 'fac6b19e9203434eb5debd4759e341a6', 'response': {'orderID': '90e5eefc-bd35-abcc-1db8-d0b0d285c4f8', 'clOrdID': 'fac6b19e9203434eb5debd4759e341a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.85, 'displayQty': None, 'stopPx': 127.8, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 19, 0, 20, 789000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 19, 0, 20, 789000, tzinfo=tzlocal())}}
2019-12-19 19:00:21 INFO: process event {'orderID': '90e5eefc-bd35-abcc-1db8-d0b0d285c4f8', 'clOrdID': 'fac6b19e9203434eb5debd4759e341a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.85, 'displayQty': None, 'stopPx': 127.8, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-19T19:00:20.789Z', 'timestamp': '2019-12-19T19:00:20.789Z'}
2019-12-19 19:00:21 INFO: skip event fac6b19e9203434eb5debd4759e341a6 New
2019-12-19 19:00:38 INFO: process event {'orderID': '90e5eefc-bd35-abcc-1db8-d0b0d285c4f8', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-19T19:00:38.430Z', 'clOrdID': 'fac6b19e9203434eb5debd4759e341a6', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 19:00:38 INFO: skip event fac6b19e9203434eb5debd4759e341a6 
2019-12-19 19:00:38 INFO: process event {'orderID': '90e5eefc-bd35-abcc-1db8-d0b0d285c4f8', 'workingIndicator': True, 'transactTime': '2019-12-19T19:00:38.430Z', 'clOrdID': 'fac6b19e9203434eb5debd4759e341a6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T19:00:38.430Z'}
2019-12-19 19:00:38 INFO: skip event fac6b19e9203434eb5debd4759e341a6 
2019-12-19 19:00:38 INFO: process event {'orderID': '90e5eefc-bd35-abcc-1db8-d0b0d285c4f8', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 127.8, 'clOrdID': 'fac6b19e9203434eb5debd4759e341a6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T19:00:38.430Z'}
2019-12-19 19:00:38 INFO: add new event={'uid': 'fac6b19e9203434eb5debd4759e341a6', 'status': 'Filled'}
2019-12-19 19:00:38 INFO: start process event--------------------------------------------
2019-12-19 19:00:38 INFO: fetch new order event fac6b19e9203434eb5debd4759e341a6
2019-12-19 19:00:38 INFO: fetch orders by event init={'stop': '126.4', 'take': '131.89999999999998', 'qty': '1.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-19 19:00:38 INFO: process init order filled
2019-12-19 19:00:38 INFO: save profit orders to storage stop=4b55086d0049470aa1b9e22948ee8c1b take=fbd1ef6517034cf49f7b0d8d61bc25c7
2019-12-19 19:00:38 INFO: place profit orders take_price=131.89999999999998, stop_price=126.4, qty=1.0, color=GREEN, ticker=ETHUSD 4b55086d0049470aa1b9e22948ee8c1b fbd1ef6517034cf49f7b0d8d61bc25c7
2019-12-19 19:00:38 INFO: place stop order ETHUSD: qty=-1.0, stop_price=126.4, stop_uid=4b55086d0049470aa1b9e22948ee8c1b
2019-12-19 19:00:38 INFO: exchange resp for stop order={'orderID': '866ba07a-2168-32c4-d8ad-aedd19800a3b', 'clOrdID': '4b55086d0049470aa1b9e22948ee8c1b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.4, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 19, 0, 38, 860000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 19, 0, 38, 860000, tzinfo=tzlocal())}
2019-12-19 19:00:38 INFO: place limit order ETHUSD: qty=-1.0, price=131.89999999999998, take_uid=fbd1ef6517034cf49f7b0d8d61bc25c7
2019-12-19 19:00:38 INFO: process event {'orderID': '866ba07a-2168-32c4-d8ad-aedd19800a3b', 'clOrdID': '4b55086d0049470aa1b9e22948ee8c1b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.4, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-19T19:00:38.860Z', 'timestamp': '2019-12-19T19:00:38.860Z'}
2019-12-19 19:00:38 INFO: skip event 4b55086d0049470aa1b9e22948ee8c1b New
2019-12-19 19:00:38 INFO: exchange resp for take profit order={'orderID': '6af35db9-0f51-9b68-8bb1-2380b3935d79', 'clOrdID': 'fbd1ef6517034cf49f7b0d8d61bc25c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 131.9, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 19, 0, 38, 903000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 19, 0, 38, 903000, tzinfo=tzlocal())}
2019-12-19 19:00:38 INFO: place profit orders={'stop': {'response': {'orderID': '866ba07a-2168-32c4-d8ad-aedd19800a3b', 'clOrdID': '4b55086d0049470aa1b9e22948ee8c1b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.4, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 19, 0, 38, 860000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 19, 0, 38, 860000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': '4b55086d0049470aa1b9e22948ee8c1b', 'price': 126.4}, 'take': {'response': {'orderID': '6af35db9-0f51-9b68-8bb1-2380b3935d79', 'clOrdID': 'fbd1ef6517034cf49f7b0d8d61bc25c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 131.9, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 19, 0, 38, 903000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 19, 0, 38, 903000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': 'fbd1ef6517034cf49f7b0d8d61bc25c7', 'price': 131.89999999999998}}
2019-12-19 19:00:38 INFO: rm init order from db fac6b19e9203434eb5debd4759e341a6
2019-12-19 19:00:38 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-19 19:00:38 INFO: process event {'orderID': '6af35db9-0f51-9b68-8bb1-2380b3935d79', 'clOrdID': 'fbd1ef6517034cf49f7b0d8d61bc25c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 131.9, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-19T19:00:38.903Z', 'timestamp': '2019-12-19T19:00:38.903Z'}
2019-12-19 19:00:38 INFO: skip event fbd1ef6517034cf49f7b0d8d61bc25c7 New
2019-12-19 19:00:38 INFO: process event {'orderID': '6af35db9-0f51-9b68-8bb1-2380b3935d79', 'workingIndicator': True, 'clOrdID': 'fbd1ef6517034cf49f7b0d8d61bc25c7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T19:00:38.903Z'}
2019-12-19 19:00:38 INFO: skip event fbd1ef6517034cf49f7b0d8d61bc25c7 
2019-12-19 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.15, 'low': 127.2, 'close': 127.6, 'trades': 2112, 'volume': 3702686, 'vwap': 127.67, 'lastSize': 40, 'turnover': 47270197605, 'homeNotional': 26526.568760722777, 'foreignNotional': 3386507.3293137536}, {'timestamp': datetime.datetime(2019, 12, 19, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.45, 'high': 127.75, 'low': 126.4, 'close': 127.35, 'trades': 2037, 'volume': 3068119, 'vwap': 127.3, 'lastSize': 880, 'turnover': 39055833830, 'homeNotional': 21952.89499336116, 'foreignNotional': 2794514.3229348534}, {'timestamp': datetime.datetime(2019, 12, 19, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.75, 'high': 127.1, 'low': 126.35, 'close': 126.45, 'trades': 2316, 'volume': 4257313, 'vwap': 126.71, 'lastSize': 250, 'turnover': 53943971205, 'homeNotional': 30343.81053640197, 'foreignNotional': 3844835.9021548764}]
2019-12-19 20:00:20 INFO: prepare buckets [{'low_price': 127.2, 'high_price': 128.15, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 127.75, 'color': 'GREEN'}, {'low_price': 126.35, 'high_price': 127.1, 'color': 'RED'}]
2019-12-19 20:00:20 INFO: bucket_size=0.9500000000000028 (allowed (0.49, 2.0))
2019-12-19 20:00:20 INFO: check need new order None
2019-12-19 20:07:47 INFO: process event {'orderID': '866ba07a-2168-32c4-d8ad-aedd19800a3b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-19T20:07:47.769Z', 'clOrdID': '4b55086d0049470aa1b9e22948ee8c1b', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 20:07:47 INFO: skip event 4b55086d0049470aa1b9e22948ee8c1b 
2019-12-19 20:07:47 INFO: process event {'orderID': '866ba07a-2168-32c4-d8ad-aedd19800a3b', 'price': 126.4, 'workingIndicator': True, 'transactTime': '2019-12-19T20:07:47.769Z', 'clOrdID': '4b55086d0049470aa1b9e22948ee8c1b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T20:07:47.769Z'}
2019-12-19 20:07:47 INFO: skip event 4b55086d0049470aa1b9e22948ee8c1b 
2019-12-19 20:07:47 INFO: process event {'orderID': '866ba07a-2168-32c4-d8ad-aedd19800a3b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 126.4, 'clOrdID': '4b55086d0049470aa1b9e22948ee8c1b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T20:07:47.769Z'}
2019-12-19 20:07:47 INFO: add new event={'uid': '4b55086d0049470aa1b9e22948ee8c1b', 'status': 'Filled'}
2019-12-19 20:07:48 INFO: start process event--------------------------------------------
2019-12-19 20:07:48 INFO: fetch new order event 4b55086d0049470aa1b9e22948ee8c1b
2019-12-19 20:07:48 INFO: fetch orders by event init=None profit_pair=fbd1ef6517034cf49f7b0d8d61bc25c7
2019-12-19 20:07:48 INFO: process profit order filled
2019-12-19 20:07:48 INFO: cancel order=fbd1ef6517034cf49f7b0d8d61bc25c7 [{'orderID': '6af35db9-0f51-9b68-8bb1-2380b3935d79', 'clOrdID': 'fbd1ef6517034cf49f7b0d8d61bc25c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 131.9, '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(2019, 12, 19, 19, 0, 38, 903000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 20, 7, 48, 500000, tzinfo=tzlocal())}]
2019-12-19 20:07:48 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-19 20:07:48 INFO: process event {'orderID': '6af35db9-0f51-9b68-8bb1-2380b3935d79', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-19T20:07:48.500Z', 'clOrdID': 'fbd1ef6517034cf49f7b0d8d61bc25c7', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 20:07:48 INFO: skip event fbd1ef6517034cf49f7b0d8d61bc25c7 Canceled
2019-12-19 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 127.6, 'low': 126.15, 'close': 126.65, 'trades': 3245, 'volume': 6559348, 'vwap': 126.87, 'lastSize': 48, 'turnover': 83213315545, 'homeNotional': 46964.4452136235, 'foreignNotional': 5958014.195395707}, {'timestamp': datetime.datetime(2019, 12, 19, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.15, 'low': 127.2, 'close': 127.6, 'trades': 2112, 'volume': 3702686, 'vwap': 127.67, 'lastSize': 40, 'turnover': 47270197605, 'homeNotional': 26526.568760722777, 'foreignNotional': 3386507.3293137536}, {'timestamp': datetime.datetime(2019, 12, 19, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.45, 'high': 127.75, 'low': 126.4, 'close': 127.35, 'trades': 2037, 'volume': 3068119, 'vwap': 127.3, 'lastSize': 880, 'turnover': 39055833830, 'homeNotional': 21952.89499336116, 'foreignNotional': 2794514.3229348534}]
2019-12-19 21:00:20 INFO: prepare buckets [{'low_price': 126.15, 'high_price': 127.6, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 128.15, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 127.75, 'color': 'GREEN'}]
2019-12-19 21:00:20 INFO: bucket_size=1.4499999999999886 (allowed (0.49, 2.0))
2019-12-19 21:00:20 INFO: check need new order {'low_price': 126.15, 'high_price': 127.6, 'color': 'RED'}
2019-12-19 21:00:20 INFO: place order: start low=126.15 high=127.6 RED ETHUSD price_offset=0.1
2019-12-19 21:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=126.10000000000001 init_order_price=126.05000000000001 stop_price_offset=0.0 bucket_size=1.4499999999999886 stop_price=127.6 take_price=121.70000000000005
2019-12-19 21:00:20 INFO: place order: compute qty=-1.0
2019-12-19 21:00:20 INFO: place order: save order to db 59f7ada48057464bbc5b0377282d08c3; response=True
2019-12-19 21:00:20 INFO: post order to exchange resp={'orderID': 'bd521751-82a2-ca7a-596b-982a720e9c3d', 'clOrdID': '59f7ada48057464bbc5b0377282d08c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.05, 'displayQty': None, 'stopPx': 126.1, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 21, 0, 20, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 21, 0, 20, 773000, tzinfo=tzlocal())}
2019-12-19 21:00:20 INFO: place new init order {'qty': -1.0, 'init_price': 126.10000000000001, 'stop_price': 127.6, 'take_price': 121.70000000000005, 'order_uid': '59f7ada48057464bbc5b0377282d08c3', 'response': {'orderID': 'bd521751-82a2-ca7a-596b-982a720e9c3d', 'clOrdID': '59f7ada48057464bbc5b0377282d08c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.05, 'displayQty': None, 'stopPx': 126.1, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 21, 0, 20, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 21, 0, 20, 773000, tzinfo=tzlocal())}}
2019-12-19 21:00:21 INFO: process event {'orderID': 'bd521751-82a2-ca7a-596b-982a720e9c3d', 'clOrdID': '59f7ada48057464bbc5b0377282d08c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.05, 'displayQty': None, 'stopPx': 126.1, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-19T21:00:20.773Z', 'timestamp': '2019-12-19T21:00:20.773Z'}
2019-12-19 21:00:21 INFO: skip event 59f7ada48057464bbc5b0377282d08c3 New
2019-12-19 21:37:03 INFO: process event {'orderID': 'bd521751-82a2-ca7a-596b-982a720e9c3d', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-19T21:37:03.399Z', 'clOrdID': '59f7ada48057464bbc5b0377282d08c3', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 21:37:03 INFO: skip event 59f7ada48057464bbc5b0377282d08c3 
2019-12-19 21:37:03 INFO: process event {'orderID': 'bd521751-82a2-ca7a-596b-982a720e9c3d', 'workingIndicator': True, 'transactTime': '2019-12-19T21:37:03.399Z', 'clOrdID': '59f7ada48057464bbc5b0377282d08c3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T21:37:03.399Z'}
2019-12-19 21:37:03 INFO: skip event 59f7ada48057464bbc5b0377282d08c3 
2019-12-19 21:37:03 INFO: process event {'orderID': 'bd521751-82a2-ca7a-596b-982a720e9c3d', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 126.05, 'clOrdID': '59f7ada48057464bbc5b0377282d08c3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T21:37:03.399Z'}
2019-12-19 21:37:03 INFO: add new event={'uid': '59f7ada48057464bbc5b0377282d08c3', 'status': 'Filled'}
2019-12-19 21:37:03 INFO: start process event--------------------------------------------
2019-12-19 21:37:03 INFO: fetch new order event 59f7ada48057464bbc5b0377282d08c3
2019-12-19 21:37:03 INFO: fetch orders by event init={'stop': '127.6', 'take': '121.70000000000005', 'qty': '1.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-19 21:37:03 INFO: process init order filled
2019-12-19 21:37:03 INFO: save profit orders to storage stop=9e66bcf788d84324bbe919158ca98257 take=eeb5a15c83114c5386fc0faf502d95a6
2019-12-19 21:37:03 INFO: place profit orders take_price=121.70000000000005, stop_price=127.6, qty=1.0, color=RED, ticker=ETHUSD 9e66bcf788d84324bbe919158ca98257 eeb5a15c83114c5386fc0faf502d95a6
2019-12-19 21:37:03 INFO: place stop order ETHUSD: qty=1.0, stop_price=127.6, stop_uid=9e66bcf788d84324bbe919158ca98257
2019-12-19 21:37:03 INFO: exchange resp for stop order={'orderID': '2d2a26a3-dfbc-fead-450b-369970974c99', 'clOrdID': '9e66bcf788d84324bbe919158ca98257', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 127.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 21, 37, 3, 577000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 21, 37, 3, 577000, tzinfo=tzlocal())}
2019-12-19 21:37:03 INFO: place limit order ETHUSD: qty=1.0, price=121.70000000000005, take_uid=eeb5a15c83114c5386fc0faf502d95a6
2019-12-19 21:37:03 INFO: process event {'orderID': '2d2a26a3-dfbc-fead-450b-369970974c99', 'clOrdID': '9e66bcf788d84324bbe919158ca98257', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 127.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-19T21:37:03.577Z', 'timestamp': '2019-12-19T21:37:03.577Z'}
2019-12-19 21:37:03 INFO: skip event 9e66bcf788d84324bbe919158ca98257 New
2019-12-19 21:37:03 INFO: process event {'orderID': 'bda26383-89c1-a2b5-821d-8fe9c8f91ca2', 'clOrdID': 'eeb5a15c83114c5386fc0faf502d95a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 121.7, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-19T21:37:03.646Z', 'timestamp': '2019-12-19T21:37:03.646Z'}
2019-12-19 21:37:03 INFO: skip event eeb5a15c83114c5386fc0faf502d95a6 New
2019-12-19 21:37:03 INFO: process event {'orderID': 'bda26383-89c1-a2b5-821d-8fe9c8f91ca2', 'workingIndicator': True, 'clOrdID': 'eeb5a15c83114c5386fc0faf502d95a6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T21:37:03.646Z'}
2019-12-19 21:37:03 INFO: skip event eeb5a15c83114c5386fc0faf502d95a6 
2019-12-19 21:37:03 INFO: exchange resp for take profit order={'orderID': 'bda26383-89c1-a2b5-821d-8fe9c8f91ca2', 'clOrdID': 'eeb5a15c83114c5386fc0faf502d95a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 121.7, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 21, 37, 3, 646000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 21, 37, 3, 646000, tzinfo=tzlocal())}
2019-12-19 21:37:03 INFO: place profit orders={'stop': {'response': {'orderID': '2d2a26a3-dfbc-fead-450b-369970974c99', 'clOrdID': '9e66bcf788d84324bbe919158ca98257', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 127.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 21, 37, 3, 577000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 21, 37, 3, 577000, tzinfo=tzlocal())}, 'qty': 1.0, 'uid': '9e66bcf788d84324bbe919158ca98257', 'price': 127.6}, 'take': {'response': {'orderID': 'bda26383-89c1-a2b5-821d-8fe9c8f91ca2', 'clOrdID': 'eeb5a15c83114c5386fc0faf502d95a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 121.7, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 21, 37, 3, 646000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 21, 37, 3, 646000, tzinfo=tzlocal())}, 'qty': 1.0, 'uid': 'eeb5a15c83114c5386fc0faf502d95a6', 'price': 121.70000000000005}}
2019-12-19 21:37:03 INFO: rm init order from db 59f7ada48057464bbc5b0377282d08c3
2019-12-19 21:37:03 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-19 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.9, 'low': 125.5, 'close': 126.4, 'trades': 2463, 'volume': 4859149, 'vwap': 126.27, 'lastSize': 2, 'turnover': 61354265650, 'homeNotional': 34750.77807817791, 'foreignNotional': 4387823.473408441}, {'timestamp': datetime.datetime(2019, 12, 19, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 127.6, 'low': 126.15, 'close': 126.65, 'trades': 3245, 'volume': 6559348, 'vwap': 126.87, 'lastSize': 48, 'turnover': 83213315545, 'homeNotional': 46964.4452136235, 'foreignNotional': 5958014.195395707}, {'timestamp': datetime.datetime(2019, 12, 19, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.15, 'low': 127.2, 'close': 127.6, 'trades': 2112, 'volume': 3702686, 'vwap': 127.67, 'lastSize': 40, 'turnover': 47270197605, 'homeNotional': 26526.568760722777, 'foreignNotional': 3386507.3293137536}]
2019-12-19 22:00:20 INFO: prepare buckets [{'low_price': 125.5, 'high_price': 126.9, 'color': 'RED'}, {'low_price': 126.15, 'high_price': 127.6, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 128.15, 'color': 'GREEN'}]
2019-12-19 22:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.49, 2.0))
2019-12-19 22:00:20 INFO: check need new order None
2019-12-19 22:50:42 INFO: process event {'orderID': '2d2a26a3-dfbc-fead-450b-369970974c99', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-19T22:50:42.275Z', 'clOrdID': '9e66bcf788d84324bbe919158ca98257', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 22:50:42 INFO: skip event 9e66bcf788d84324bbe919158ca98257 
2019-12-19 22:50:42 INFO: process event {'orderID': '2d2a26a3-dfbc-fead-450b-369970974c99', 'price': 127.6, 'workingIndicator': True, 'transactTime': '2019-12-19T22:50:42.275Z', 'clOrdID': '9e66bcf788d84324bbe919158ca98257', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T22:50:42.275Z'}
2019-12-19 22:50:42 INFO: skip event 9e66bcf788d84324bbe919158ca98257 
2019-12-19 22:50:42 INFO: process event {'orderID': '2d2a26a3-dfbc-fead-450b-369970974c99', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 127.6, 'clOrdID': '9e66bcf788d84324bbe919158ca98257', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T22:50:42.275Z'}
2019-12-19 22:50:42 INFO: add new event={'uid': '9e66bcf788d84324bbe919158ca98257', 'status': 'Filled'}
2019-12-19 22:50:42 INFO: start process event--------------------------------------------
2019-12-19 22:50:42 INFO: fetch new order event 9e66bcf788d84324bbe919158ca98257
2019-12-19 22:50:42 INFO: fetch orders by event init=None profit_pair=eeb5a15c83114c5386fc0faf502d95a6
2019-12-19 22:50:42 INFO: process profit order filled
2019-12-19 22:50:42 INFO: process event {'orderID': 'bda26383-89c1-a2b5-821d-8fe9c8f91ca2', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-19T22:50:42.674Z', 'clOrdID': 'eeb5a15c83114c5386fc0faf502d95a6', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 22:50:42 INFO: skip event eeb5a15c83114c5386fc0faf502d95a6 Canceled
2019-12-19 22:50:42 INFO: cancel order=eeb5a15c83114c5386fc0faf502d95a6 [{'orderID': 'bda26383-89c1-a2b5-821d-8fe9c8f91ca2', 'clOrdID': 'eeb5a15c83114c5386fc0faf502d95a6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 121.7, '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(2019, 12, 19, 21, 37, 3, 646000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 22, 50, 42, 674000, tzinfo=tzlocal())}]
2019-12-19 22:50:42 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-19 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 19, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.4, 'high': 127.6, 'low': 126.0, 'close': 127.35, 'trades': 3433, 'volume': 9928408, 'vwap': 126.9, 'lastSize': 12538, 'turnover': 125987899950, 'homeNotional': 70946.63347078614, 'foreignNotional': 9002885.857280383}, {'timestamp': datetime.datetime(2019, 12, 19, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.9, 'low': 125.5, 'close': 126.4, 'trades': 2463, 'volume': 4859149, 'vwap': 126.27, 'lastSize': 2, 'turnover': 61354265650, 'homeNotional': 34750.77807817791, 'foreignNotional': 4387823.473408441}, {'timestamp': datetime.datetime(2019, 12, 19, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.6, 'high': 127.6, 'low': 126.15, 'close': 126.65, 'trades': 3245, 'volume': 6559348, 'vwap': 126.87, 'lastSize': 48, 'turnover': 83213315545, 'homeNotional': 46964.4452136235, 'foreignNotional': 5958014.195395707}]
2019-12-19 23:00:20 INFO: prepare buckets [{'low_price': 126.0, 'high_price': 127.6, 'color': 'GREEN'}, {'low_price': 125.5, 'high_price': 126.9, 'color': 'RED'}, {'low_price': 126.15, 'high_price': 127.6, 'color': 'RED'}]
2019-12-19 23:00:20 INFO: bucket_size=1.5999999999999943 (allowed (0.49, 2.0))
2019-12-19 23:00:20 INFO: check need new order {'low_price': 126.0, 'high_price': 127.6, 'color': 'GREEN'}
2019-12-19 23:00:20 INFO: place order: start low=126.0 high=127.6 GREEN ETHUSD price_offset=0.1
2019-12-19 23:00:20 INFO: place order: side_factor=1.0 init_trigger_price=127.64999999999999 init_order_price=127.69999999999999 stop_price_offset=0.0 bucket_size=1.5999999999999943 stop_price=126.0 take_price=132.49999999999997
2019-12-19 23:00:20 INFO: place order: compute qty=1.0
2019-12-19 23:00:20 INFO: place order: save order to db 6b17a600f7464a75862ae2e8784fdfba; response=True
2019-12-19 23:00:20 INFO: post order to exchange resp={'orderID': 'cb2382d0-f8e5-2cbd-54b7-aacc698170fc', 'clOrdID': '6b17a600f7464a75862ae2e8784fdfba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.7, 'displayQty': None, 'stopPx': 127.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 23, 0, 20, 787000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 23, 0, 20, 787000, tzinfo=tzlocal())}
2019-12-19 23:00:20 INFO: place new init order {'qty': 1.0, 'init_price': 127.64999999999999, 'stop_price': 126.0, 'take_price': 132.49999999999997, 'order_uid': '6b17a600f7464a75862ae2e8784fdfba', 'response': {'orderID': 'cb2382d0-f8e5-2cbd-54b7-aacc698170fc', 'clOrdID': '6b17a600f7464a75862ae2e8784fdfba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.7, 'displayQty': None, 'stopPx': 127.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 19, 23, 0, 20, 787000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 23, 0, 20, 787000, tzinfo=tzlocal())}}
2019-12-19 23:00:21 INFO: process event {'orderID': 'cb2382d0-f8e5-2cbd-54b7-aacc698170fc', 'clOrdID': '6b17a600f7464a75862ae2e8784fdfba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 127.7, 'displayQty': None, 'stopPx': 127.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-19T23:00:20.787Z', 'timestamp': '2019-12-19T23:00:20.787Z'}
2019-12-19 23:00:21 INFO: skip event 6b17a600f7464a75862ae2e8784fdfba New
2019-12-19 23:15:28 INFO: process event {'orderID': 'cb2382d0-f8e5-2cbd-54b7-aacc698170fc', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-19T23:15:28.775Z', 'clOrdID': '6b17a600f7464a75862ae2e8784fdfba', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-19 23:15:28 INFO: skip event 6b17a600f7464a75862ae2e8784fdfba 
2019-12-19 23:15:28 INFO: process event {'orderID': 'cb2382d0-f8e5-2cbd-54b7-aacc698170fc', 'workingIndicator': True, 'transactTime': '2019-12-19T23:15:28.775Z', 'clOrdID': '6b17a600f7464a75862ae2e8784fdfba', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T23:15:28.775Z'}
2019-12-19 23:15:28 INFO: skip event 6b17a600f7464a75862ae2e8784fdfba 
2019-12-19 23:15:28 INFO: process event {'orderID': 'cb2382d0-f8e5-2cbd-54b7-aacc698170fc', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 127.7, 'clOrdID': '6b17a600f7464a75862ae2e8784fdfba', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T23:15:28.775Z'}
2019-12-19 23:15:28 INFO: add new event={'uid': '6b17a600f7464a75862ae2e8784fdfba', 'status': 'Filled'}
2019-12-19 23:15:28 INFO: start process event--------------------------------------------
2019-12-19 23:15:28 INFO: fetch new order event 6b17a600f7464a75862ae2e8784fdfba
2019-12-19 23:15:28 INFO: fetch orders by event init={'stop': '126.0', 'take': '132.49999999999997', 'qty': '1.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-19 23:15:28 INFO: process init order filled
2019-12-19 23:15:28 INFO: save profit orders to storage stop=acf686f0f56e4866b45a5d51c392287a take=c93d3010f9d14a9aaabbbf58dac394b6
2019-12-19 23:15:28 INFO: place profit orders take_price=132.49999999999997, stop_price=126.0, qty=1.0, color=GREEN, ticker=ETHUSD acf686f0f56e4866b45a5d51c392287a c93d3010f9d14a9aaabbbf58dac394b6
2019-12-19 23:15:28 INFO: place stop order ETHUSD: qty=-1.0, stop_price=126.0, stop_uid=acf686f0f56e4866b45a5d51c392287a
2019-12-19 23:15:29 INFO: exchange resp for stop order={'orderID': '3f66eb0f-716d-e021-6535-dbed9f6beed1', 'clOrdID': 'acf686f0f56e4866b45a5d51c392287a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.0, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 23, 15, 29, 128000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 23, 15, 29, 128000, tzinfo=tzlocal())}
2019-12-19 23:15:29 INFO: process event {'orderID': '3f66eb0f-716d-e021-6535-dbed9f6beed1', 'clOrdID': 'acf686f0f56e4866b45a5d51c392287a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-19T23:15:29.128Z', 'timestamp': '2019-12-19T23:15:29.128Z'}
2019-12-19 23:15:29 INFO: skip event acf686f0f56e4866b45a5d51c392287a New
2019-12-19 23:15:29 INFO: place limit order ETHUSD: qty=-1.0, price=132.49999999999997, take_uid=c93d3010f9d14a9aaabbbf58dac394b6
2019-12-19 23:15:29 INFO: exchange resp for take profit order={'orderID': '01887454-5ad9-7c5f-7aad-8019d2cd5dab', 'clOrdID': 'c93d3010f9d14a9aaabbbf58dac394b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 132.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 23, 15, 29, 210000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 23, 15, 29, 210000, tzinfo=tzlocal())}
2019-12-19 23:15:29 INFO: place profit orders={'stop': {'response': {'orderID': '3f66eb0f-716d-e021-6535-dbed9f6beed1', 'clOrdID': 'acf686f0f56e4866b45a5d51c392287a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 126.0, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 23, 15, 29, 128000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 23, 15, 29, 128000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': 'acf686f0f56e4866b45a5d51c392287a', 'price': 126.0}, 'take': {'response': {'orderID': '01887454-5ad9-7c5f-7aad-8019d2cd5dab', 'clOrdID': 'c93d3010f9d14a9aaabbbf58dac394b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 132.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 23, 15, 29, 210000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 19, 23, 15, 29, 210000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': 'c93d3010f9d14a9aaabbbf58dac394b6', 'price': 132.49999999999997}}
2019-12-19 23:15:29 INFO: rm init order from db 6b17a600f7464a75862ae2e8784fdfba
2019-12-19 23:15:29 INFO: process event {'orderID': '01887454-5ad9-7c5f-7aad-8019d2cd5dab', 'clOrdID': 'c93d3010f9d14a9aaabbbf58dac394b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 132.5, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-19T23:15:29.210Z', 'timestamp': '2019-12-19T23:15:29.210Z'}
2019-12-19 23:15:29 INFO: skip event c93d3010f9d14a9aaabbbf58dac394b6 New
2019-12-19 23:15:29 INFO: process event {'orderID': '01887454-5ad9-7c5f-7aad-8019d2cd5dab', 'workingIndicator': True, 'clOrdID': 'c93d3010f9d14a9aaabbbf58dac394b6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-19T23:15:29.210Z'}
2019-12-19 23:15:29 INFO: skip event c93d3010f9d14a9aaabbbf58dac394b6 
2019-12-19 23:15:29 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-20 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.6, 'low': 127.15, 'close': 128.35, 'trades': 5601, 'volume': 16840565, 'vwap': 128.05, 'lastSize': 125, 'turnover': 215639750260, 'homeNotional': 120417.86190556143, 'foreignNotional': 15419231.304366933}, {'timestamp': datetime.datetime(2019, 12, 19, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.4, 'high': 127.6, 'low': 126.0, 'close': 127.35, 'trades': 3433, 'volume': 9928408, 'vwap': 126.9, 'lastSize': 12538, 'turnover': 125987899950, 'homeNotional': 70946.63347078614, 'foreignNotional': 9002885.857280383}, {'timestamp': datetime.datetime(2019, 12, 19, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.9, 'low': 125.5, 'close': 126.4, 'trades': 2463, 'volume': 4859149, 'vwap': 126.27, 'lastSize': 2, 'turnover': 61354265650, 'homeNotional': 34750.77807817791, 'foreignNotional': 4387823.473408441}]
2019-12-20 00:00:20 INFO: prepare buckets [{'low_price': 127.15, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 126.0, 'high_price': 127.6, 'color': 'GREEN'}, {'low_price': 125.5, 'high_price': 126.9, 'color': 'RED'}]
2019-12-20 00:00:20 INFO: bucket_size=1.4499999999999886 (allowed (0.49, 2.0))
2019-12-20 00:00:20 INFO: check need new order None
2019-12-20 00:00:22 INFO: process event {'orderID': 'b5b1b7fb-022f-7260-6f6d-c03c99992821', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-20T00:00:21.954Z', 'clOrdID': '068d23d2567a4dfea5ac76e317135adc', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 00:00:22 INFO: skip event 068d23d2567a4dfea5ac76e317135adc 
2019-12-20 00:00:22 INFO: process event {'orderID': 'b5b1b7fb-022f-7260-6f6d-c03c99992821', 'price': 128.65, 'workingIndicator': True, 'transactTime': '2019-12-20T00:00:21.954Z', 'clOrdID': '068d23d2567a4dfea5ac76e317135adc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T00:00:21.954Z'}
2019-12-20 00:00:22 INFO: skip event 068d23d2567a4dfea5ac76e317135adc 
2019-12-20 00:00:22 INFO: process event {'orderID': 'b5b1b7fb-022f-7260-6f6d-c03c99992821', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 128.65, 'clOrdID': '068d23d2567a4dfea5ac76e317135adc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T00:00:21.954Z'}
2019-12-20 00:00:22 INFO: add new event={'uid': '068d23d2567a4dfea5ac76e317135adc', 'status': 'Filled'}
2019-12-20 00:00:22 INFO: start process event--------------------------------------------
2019-12-20 00:00:22 INFO: fetch new order event 068d23d2567a4dfea5ac76e317135adc
2019-12-20 00:00:22 INFO: fetch orders by event init=None profit_pair=ce7a1face5344f1fb63a57903f834edb
2019-12-20 00:00:22 INFO: process profit order filled
2019-12-20 00:00:22 INFO: cancel order=ce7a1face5344f1fb63a57903f834edb [{'orderID': '024a758d-0aae-ae09-7333-2a28bdb5b01e', 'clOrdID': 'ce7a1face5344f1fb63a57903f834edb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 120.75, '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(2019, 12, 19, 17, 3, 56, 699000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 0, 0, 22, 884000, tzinfo=tzlocal())}]
2019-12-20 00:00:22 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-20 00:00:22 INFO: process event {'orderID': '024a758d-0aae-ae09-7333-2a28bdb5b01e', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-20T00:00:22.884Z', 'clOrdID': 'ce7a1face5344f1fb63a57903f834edb', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 00:00:22 INFO: skip event ce7a1face5344f1fb63a57903f834edb Canceled
2019-12-20 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.9, 'low': 126.15, 'close': 127.35, 'trades': 6001, 'volume': 12735377, 'vwap': 127.68, 'lastSize': 16805, 'turnover': 162600422655, 'homeNotional': 90692.74101317211, 'foreignNotional': 11579555.389583671}, {'timestamp': datetime.datetime(2019, 12, 20, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.6, 'low': 127.15, 'close': 128.35, 'trades': 5601, 'volume': 16840565, 'vwap': 128.05, 'lastSize': 125, 'turnover': 215639750260, 'homeNotional': 120417.86190556143, 'foreignNotional': 15419231.304366933}, {'timestamp': datetime.datetime(2019, 12, 19, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.4, 'high': 127.6, 'low': 126.0, 'close': 127.35, 'trades': 3433, 'volume': 9928408, 'vwap': 126.9, 'lastSize': 12538, 'turnover': 125987899950, 'homeNotional': 70946.63347078614, 'foreignNotional': 9002885.857280383}]
2019-12-20 01:00:20 INFO: prepare buckets [{'low_price': 126.15, 'high_price': 128.9, 'color': 'RED'}, {'low_price': 127.15, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 126.0, 'high_price': 127.6, 'color': 'GREEN'}]
2019-12-20 01:00:20 INFO: bucket_size=2.75 (allowed (0.49, 2.0))
2019-12-20 01:00:20 WARNING: skip bucket by bucket_size=2.75 too big
2019-12-20 01:00:20 INFO: check need new order None
2019-12-20 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.65, 'low': 126.4, 'close': 126.85, 'trades': 1969, 'volume': 4340757, 'vwap': 126.96, 'lastSize': 200, 'turnover': 55109509590, 'homeNotional': 30843.02979361481, 'foreignNotional': 3915787.886351547}, {'timestamp': datetime.datetime(2019, 12, 20, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.9, 'low': 126.15, 'close': 127.35, 'trades': 6001, 'volume': 12735377, 'vwap': 127.68, 'lastSize': 16805, 'turnover': 162600422655, 'homeNotional': 90692.74101317211, 'foreignNotional': 11579555.389583671}, {'timestamp': datetime.datetime(2019, 12, 20, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.6, 'low': 127.15, 'close': 128.35, 'trades': 5601, 'volume': 16840565, 'vwap': 128.05, 'lastSize': 125, 'turnover': 215639750260, 'homeNotional': 120417.86190556143, 'foreignNotional': 15419231.304366933}]
2019-12-20 02:00:21 INFO: prepare buckets [{'low_price': 126.4, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 126.15, 'high_price': 128.9, 'color': 'RED'}, {'low_price': 127.15, 'high_price': 128.6, 'color': 'GREEN'}]
2019-12-20 02:00:21 INFO: bucket_size=1.25 (allowed (0.49, 2.0))
2019-12-20 02:00:21 INFO: check need new order None
2019-12-20 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 127.2, 'low': 126.85, 'close': 126.95, 'trades': 997, 'volume': 2669815, 'vwap': 127.03, 'lastSize': 1, 'turnover': 33913139990, 'homeNotional': 19004.59115898114, 'foreignNotional': 2414047.012709066}, {'timestamp': datetime.datetime(2019, 12, 20, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.65, 'low': 126.4, 'close': 126.85, 'trades': 1969, 'volume': 4340757, 'vwap': 126.96, 'lastSize': 200, 'turnover': 55109509590, 'homeNotional': 30843.02979361481, 'foreignNotional': 3915787.886351547}, {'timestamp': datetime.datetime(2019, 12, 20, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.9, 'low': 126.15, 'close': 127.35, 'trades': 6001, 'volume': 12735377, 'vwap': 127.68, 'lastSize': 16805, 'turnover': 162600422655, 'homeNotional': 90692.74101317211, 'foreignNotional': 11579555.389583671}]
2019-12-20 03:00:20 INFO: prepare buckets [{'low_price': 126.85, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 126.15, 'high_price': 128.9, 'color': 'RED'}]
2019-12-20 03:00:20 INFO: bucket_size=0.3500000000000085 (allowed (0.49, 2.0))
2019-12-20 03:00:20 WARNING: skip bucket by bucket_size=0.3500000000000085 too small
2019-12-20 03:00:20 INFO: check need new order None
2019-12-20 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.1, 'low': 126.7, 'close': 127.0, 'trades': 799, 'volume': 1442438, 'vwap': 126.9, 'lastSize': 3, 'turnover': 18303346160, 'homeNotional': 10276.628301463863, 'foreignNotional': 1304019.75710272}, {'timestamp': datetime.datetime(2019, 12, 20, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 127.2, 'low': 126.85, 'close': 126.95, 'trades': 997, 'volume': 2669815, 'vwap': 127.03, 'lastSize': 1, 'turnover': 33913139990, 'homeNotional': 19004.59115898114, 'foreignNotional': 2414047.012709066}, {'timestamp': datetime.datetime(2019, 12, 20, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.65, 'low': 126.4, 'close': 126.85, 'trades': 1969, 'volume': 4340757, 'vwap': 126.96, 'lastSize': 200, 'turnover': 55109509590, 'homeNotional': 30843.02979361481, 'foreignNotional': 3915787.886351547}]
2019-12-20 04:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 127.1, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 127.65, 'color': 'RED'}]
2019-12-20 04:00:20 INFO: bucket_size=0.3999999999999915 (allowed (0.49, 2.0))
2019-12-20 04:00:20 WARNING: skip bucket by bucket_size=0.3999999999999915 too small
2019-12-20 04:00:20 INFO: check need new order None
2019-12-20 04:53:39 ERROR: Error : Connection is already closed.
2019-12-20 04:53:39 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f694ab6d7f0>>: Connection is already closed.
2019-12-20 04:53:39 INFO: Websocket Closed
2019-12-20 04:53:39 WARNING: reconnect to socket
2019-12-20 04:53:39 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-20 04:53:39 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-20 04:53:39 INFO: Authenticating with API Key.
2019-12-20 04:53:40 INFO: Connected to WS.
2019-12-20 04:56:39 ERROR: Error : Connection is already closed.
2019-12-20 04:56:39 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f694abc4790>>: Connection is already closed.
2019-12-20 04:56:39 INFO: Websocket Closed
2019-12-20 04:56:39 WARNING: reconnect to socket
2019-12-20 04:56:39 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-20 04:56:39 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-20 04:56:39 INFO: Authenticating with API Key.
2019-12-20 04:56:40 INFO: Connected to WS.
2019-12-20 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.0, 'low': 126.7, 'close': 126.75, 'trades': 673, 'volume': 991204, 'vwap': 126.9, 'lastSize': 18, 'turnover': 12577822990, 'homeNotional': 7062.166096034565, 'foreignNotional': 896149.5958917654}, {'timestamp': datetime.datetime(2019, 12, 20, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.1, 'low': 126.7, 'close': 127.0, 'trades': 799, 'volume': 1442438, 'vwap': 126.9, 'lastSize': 3, 'turnover': 18303346160, 'homeNotional': 10276.628301463863, 'foreignNotional': 1304019.75710272}, {'timestamp': datetime.datetime(2019, 12, 20, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 127.2, 'low': 126.85, 'close': 126.95, 'trades': 997, 'volume': 2669815, 'vwap': 127.03, 'lastSize': 1, 'turnover': 33913139990, 'homeNotional': 19004.59115898114, 'foreignNotional': 2414047.012709066}]
2019-12-20 05:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 127.0, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 127.1, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.2, 'color': 'GREEN'}]
2019-12-20 05:00:20 INFO: bucket_size=0.29999999999999716 (allowed (0.49, 2.0))
2019-12-20 05:00:20 WARNING: skip bucket by bucket_size=0.29999999999999716 too small
2019-12-20 05:00:20 INFO: check need new order None
2019-12-20 05:57:46 INFO: process event {'orderID': '3f66eb0f-716d-e021-6535-dbed9f6beed1', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-20T05:57:46.318Z', 'clOrdID': 'acf686f0f56e4866b45a5d51c392287a', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 05:57:46 INFO: skip event acf686f0f56e4866b45a5d51c392287a 
2019-12-20 05:57:46 INFO: process event {'orderID': '3f66eb0f-716d-e021-6535-dbed9f6beed1', 'price': 125.95, 'workingIndicator': True, 'transactTime': '2019-12-20T05:57:46.318Z', 'clOrdID': 'acf686f0f56e4866b45a5d51c392287a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T05:57:46.318Z'}
2019-12-20 05:57:46 INFO: skip event acf686f0f56e4866b45a5d51c392287a 
2019-12-20 05:57:46 INFO: process event {'orderID': '3f66eb0f-716d-e021-6535-dbed9f6beed1', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 125.95, 'clOrdID': 'acf686f0f56e4866b45a5d51c392287a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T05:57:46.318Z'}
2019-12-20 05:57:46 INFO: add new event={'uid': 'acf686f0f56e4866b45a5d51c392287a', 'status': 'Filled'}
2019-12-20 05:57:47 INFO: start process event--------------------------------------------
2019-12-20 05:57:47 INFO: fetch new order event acf686f0f56e4866b45a5d51c392287a
2019-12-20 05:57:47 INFO: fetch orders by event init=None profit_pair=c93d3010f9d14a9aaabbbf58dac394b6
2019-12-20 05:57:47 INFO: process profit order filled
2019-12-20 05:57:47 INFO: process event {'orderID': '01887454-5ad9-7c5f-7aad-8019d2cd5dab', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-20T05:57:47.169Z', 'clOrdID': 'c93d3010f9d14a9aaabbbf58dac394b6', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 05:57:47 INFO: skip event c93d3010f9d14a9aaabbbf58dac394b6 Canceled
2019-12-20 05:57:47 INFO: cancel order=c93d3010f9d14a9aaabbbf58dac394b6 [{'orderID': '01887454-5ad9-7c5f-7aad-8019d2cd5dab', 'clOrdID': 'c93d3010f9d14a9aaabbbf58dac394b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 132.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 19, 23, 15, 29, 210000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 5, 57, 47, 169000, tzinfo=tzlocal())}]
2019-12-20 05:57:47 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-20 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.75, 'high': 126.85, 'low': 125.7, 'close': 125.95, 'trades': 2193, 'volume': 7482743, 'vwap': 126.28, 'lastSize': 522, 'turnover': 94486284795, 'homeNotional': 53149.31824608831, 'foreignNotional': 6711299.8894583965}, {'timestamp': datetime.datetime(2019, 12, 20, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.0, 'low': 126.7, 'close': 126.75, 'trades': 673, 'volume': 991204, 'vwap': 126.9, 'lastSize': 18, 'turnover': 12577822990, 'homeNotional': 7062.166096034565, 'foreignNotional': 896149.5958917654}, {'timestamp': datetime.datetime(2019, 12, 20, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.1, 'low': 126.7, 'close': 127.0, 'trades': 799, 'volume': 1442438, 'vwap': 126.9, 'lastSize': 3, 'turnover': 18303346160, 'homeNotional': 10276.628301463863, 'foreignNotional': 1304019.75710272}]
2019-12-20 06:00:20 INFO: prepare buckets [{'low_price': 125.7, 'high_price': 126.85, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 127.0, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 127.1, 'color': 'GREEN'}]
2019-12-20 06:00:20 INFO: bucket_size=1.1499999999999915 (allowed (0.49, 2.0))
2019-12-20 06:00:20 INFO: check need new order None
2019-12-20 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.95, 'high': 126.6, 'low': 125.9, 'close': 126.35, 'trades': 1640, 'volume': 3046922, 'vwap': 126.32, 'lastSize': 3, 'turnover': 38488127785, 'homeNotional': 21639.978979616328, 'foreignNotional': 2733525.53883133}, {'timestamp': datetime.datetime(2019, 12, 20, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.75, 'high': 126.85, 'low': 125.7, 'close': 125.95, 'trades': 2193, 'volume': 7482743, 'vwap': 126.28, 'lastSize': 522, 'turnover': 94486284795, 'homeNotional': 53149.31824608831, 'foreignNotional': 6711299.8894583965}, {'timestamp': datetime.datetime(2019, 12, 20, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.0, 'low': 126.7, 'close': 126.75, 'trades': 673, 'volume': 991204, 'vwap': 126.9, 'lastSize': 18, 'turnover': 12577822990, 'homeNotional': 7062.166096034565, 'foreignNotional': 896149.5958917654}]
2019-12-20 07:00:20 INFO: prepare buckets [{'low_price': 125.9, 'high_price': 126.6, 'color': 'GREEN'}, {'low_price': 125.7, 'high_price': 126.85, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 127.0, 'color': 'RED'}]
2019-12-20 07:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.49, 2.0))
2019-12-20 07:00:20 INFO: check need new order {'low_price': 125.9, 'high_price': 126.6, 'color': 'GREEN'}
2019-12-20 07:00:20 INFO: place order: start low=125.9 high=126.6 GREEN ETHUSD price_offset=0.1
2019-12-20 07:00:20 INFO: place order: side_factor=1.0 init_trigger_price=126.64999999999999 init_order_price=126.69999999999999 stop_price_offset=0.0 bucket_size=0.6999999999999886 stop_price=125.9 take_price=128.79999999999995
2019-12-20 07:00:20 INFO: place order: compute qty=1.0
2019-12-20 07:00:20 INFO: place order: save order to db 5a71b94f3f0b4128bb5648ed27f909fc; response=True
2019-12-20 07:00:20 INFO: process event {'orderID': '33c6ae11-d70e-5827-a0a3-11ad13e62aa2', 'clOrdID': '5a71b94f3f0b4128bb5648ed27f909fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.7, 'displayQty': None, 'stopPx': 126.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-20T07:00:20.784Z', 'timestamp': '2019-12-20T07:00:20.784Z'}
2019-12-20 07:00:20 INFO: skip event 5a71b94f3f0b4128bb5648ed27f909fc New
2019-12-20 07:00:20 INFO: post order to exchange resp={'orderID': '33c6ae11-d70e-5827-a0a3-11ad13e62aa2', 'clOrdID': '5a71b94f3f0b4128bb5648ed27f909fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.7, 'displayQty': None, 'stopPx': 126.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 20, 7, 0, 20, 784000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 7, 0, 20, 784000, tzinfo=tzlocal())}
2019-12-20 07:00:20 INFO: place new init order {'qty': 1.0, 'init_price': 126.64999999999999, 'stop_price': 125.9, 'take_price': 128.79999999999995, 'order_uid': '5a71b94f3f0b4128bb5648ed27f909fc', 'response': {'orderID': '33c6ae11-d70e-5827-a0a3-11ad13e62aa2', 'clOrdID': '5a71b94f3f0b4128bb5648ed27f909fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.7, 'displayQty': None, 'stopPx': 126.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 20, 7, 0, 20, 784000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 7, 0, 20, 784000, tzinfo=tzlocal())}}
2019-12-20 07:07:09 INFO: process event {'orderID': '33c6ae11-d70e-5827-a0a3-11ad13e62aa2', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-20T07:07:09.384Z', 'clOrdID': '5a71b94f3f0b4128bb5648ed27f909fc', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 07:07:09 INFO: skip event 5a71b94f3f0b4128bb5648ed27f909fc 
2019-12-20 07:07:09 INFO: process event {'orderID': '33c6ae11-d70e-5827-a0a3-11ad13e62aa2', 'workingIndicator': True, 'transactTime': '2019-12-20T07:07:09.384Z', 'clOrdID': '5a71b94f3f0b4128bb5648ed27f909fc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T07:07:09.384Z'}
2019-12-20 07:07:09 INFO: skip event 5a71b94f3f0b4128bb5648ed27f909fc 
2019-12-20 07:07:09 INFO: process event {'orderID': '33c6ae11-d70e-5827-a0a3-11ad13e62aa2', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 126.65, 'clOrdID': '5a71b94f3f0b4128bb5648ed27f909fc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T07:07:09.384Z'}
2019-12-20 07:07:09 INFO: add new event={'uid': '5a71b94f3f0b4128bb5648ed27f909fc', 'status': 'Filled'}
2019-12-20 07:07:10 INFO: start process event--------------------------------------------
2019-12-20 07:07:10 INFO: fetch new order event 5a71b94f3f0b4128bb5648ed27f909fc
2019-12-20 07:07:10 INFO: fetch orders by event init={'stop': '125.9', 'take': '128.79999999999995', 'qty': '1.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-20 07:07:10 INFO: process init order filled
2019-12-20 07:07:10 INFO: save profit orders to storage stop=9f7d49e4f5604ed6b76a68fcbe3fa660 take=6b9476b1b456464b926283ddefdb7c42
2019-12-20 07:07:10 INFO: place profit orders take_price=128.79999999999995, stop_price=125.9, qty=1.0, color=GREEN, ticker=ETHUSD 9f7d49e4f5604ed6b76a68fcbe3fa660 6b9476b1b456464b926283ddefdb7c42
2019-12-20 07:07:10 INFO: place stop order ETHUSD: qty=-1.0, stop_price=125.9, stop_uid=9f7d49e4f5604ed6b76a68fcbe3fa660
2019-12-20 07:07:10 INFO: exchange resp for stop order={'orderID': 'f4ec7719-4a05-1b6b-3524-702c04d05b76', 'clOrdID': '9f7d49e4f5604ed6b76a68fcbe3fa660', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 125.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 20, 7, 7, 10, 570000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 7, 7, 10, 570000, tzinfo=tzlocal())}
2019-12-20 07:07:10 INFO: place limit order ETHUSD: qty=-1.0, price=128.79999999999995, take_uid=6b9476b1b456464b926283ddefdb7c42
2019-12-20 07:07:10 INFO: exchange resp for take profit order={'orderID': '85a3adf0-9a78-b454-09f9-9885ef69207b', 'clOrdID': '6b9476b1b456464b926283ddefdb7c42', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 128.8, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 20, 7, 7, 10, 609000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 7, 7, 10, 609000, tzinfo=tzlocal())}
2019-12-20 07:07:10 INFO: place profit orders={'stop': {'response': {'orderID': 'f4ec7719-4a05-1b6b-3524-702c04d05b76', 'clOrdID': '9f7d49e4f5604ed6b76a68fcbe3fa660', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 125.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 20, 7, 7, 10, 570000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 7, 7, 10, 570000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': '9f7d49e4f5604ed6b76a68fcbe3fa660', 'price': 125.9}, 'take': {'response': {'orderID': '85a3adf0-9a78-b454-09f9-9885ef69207b', 'clOrdID': '6b9476b1b456464b926283ddefdb7c42', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 128.8, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 20, 7, 7, 10, 609000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 7, 7, 10, 609000, tzinfo=tzlocal())}, 'qty': -1.0, 'uid': '6b9476b1b456464b926283ddefdb7c42', 'price': 128.79999999999995}}
2019-12-20 07:07:10 INFO: rm init order from db 5a71b94f3f0b4128bb5648ed27f909fc
2019-12-20 07:07:10 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-20 07:07:10 INFO: process event {'orderID': 'f4ec7719-4a05-1b6b-3524-702c04d05b76', 'clOrdID': '9f7d49e4f5604ed6b76a68fcbe3fa660', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 125.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-20T07:07:10.570Z', 'timestamp': '2019-12-20T07:07:10.570Z'}
2019-12-20 07:07:10 INFO: skip event 9f7d49e4f5604ed6b76a68fcbe3fa660 New
2019-12-20 07:07:10 INFO: process event {'orderID': '85a3adf0-9a78-b454-09f9-9885ef69207b', 'clOrdID': '6b9476b1b456464b926283ddefdb7c42', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 128.8, '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': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-20T07:07:10.609Z', 'timestamp': '2019-12-20T07:07:10.609Z'}
2019-12-20 07:07:10 INFO: skip event 6b9476b1b456464b926283ddefdb7c42 New
2019-12-20 07:07:10 INFO: process event {'orderID': '85a3adf0-9a78-b454-09f9-9885ef69207b', 'workingIndicator': True, 'clOrdID': '6b9476b1b456464b926283ddefdb7c42', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T07:07:10.609Z'}
2019-12-20 07:07:10 INFO: skip event 6b9476b1b456464b926283ddefdb7c42 
2019-12-20 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 127.4, 'low': 126.3, 'close': 127.2, 'trades': 2134, 'volume': 3923720, 'vwap': 126.93, 'lastSize': 60, 'turnover': 49801868990, 'homeNotional': 27980.790057318143, 'foreignNotional': 3551474.5688989884}, {'timestamp': datetime.datetime(2019, 12, 20, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.95, 'high': 126.6, 'low': 125.9, 'close': 126.35, 'trades': 1640, 'volume': 3046922, 'vwap': 126.32, 'lastSize': 3, 'turnover': 38488127785, 'homeNotional': 21639.978979616328, 'foreignNotional': 2733525.53883133}, {'timestamp': datetime.datetime(2019, 12, 20, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.75, 'high': 126.85, 'low': 125.7, 'close': 125.95, 'trades': 2193, 'volume': 7482743, 'vwap': 126.28, 'lastSize': 522, 'turnover': 94486284795, 'homeNotional': 53149.31824608831, 'foreignNotional': 6711299.8894583965}]
2019-12-20 08:00:20 INFO: prepare buckets [{'low_price': 126.3, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 125.9, 'high_price': 126.6, 'color': 'GREEN'}, {'low_price': 125.7, 'high_price': 126.85, 'color': 'RED'}]
2019-12-20 08:00:20 INFO: bucket_size=1.1000000000000085 (allowed (0.49, 2.0))
2019-12-20 08:00:20 INFO: check need new order None
2019-12-20 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 126.5, 'close': 126.95, 'trades': 1878, 'volume': 2348565, 'vwap': 126.92, 'lastSize': 3, 'turnover': 29806607325, 'homeNotional': 16742.584336745225, 'foreignNotional': 2124877.9309301954}, {'timestamp': datetime.datetime(2019, 12, 20, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 127.4, 'low': 126.3, 'close': 127.2, 'trades': 2134, 'volume': 3923720, 'vwap': 126.93, 'lastSize': 60, 'turnover': 49801868990, 'homeNotional': 27980.790057318143, 'foreignNotional': 3551474.5688989884}, {'timestamp': datetime.datetime(2019, 12, 20, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.95, 'high': 126.6, 'low': 125.9, 'close': 126.35, 'trades': 1640, 'volume': 3046922, 'vwap': 126.32, 'lastSize': 3, 'turnover': 38488127785, 'homeNotional': 21639.978979616328, 'foreignNotional': 2733525.53883133}]
2019-12-20 09:00:20 INFO: prepare buckets [{'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'}, {'low_price': 126.3, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 125.9, 'high_price': 126.6, 'color': 'GREEN'}]
2019-12-20 09:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.49, 2.0))
2019-12-20 09:00:20 INFO: check need new order {'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'}
2019-12-20 09:00:20 INFO: place order: start low=126.5 high=127.35 RED ETHUSD price_offset=0.1
2019-12-20 09:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=126.45 init_order_price=126.4 stop_price_offset=0.0 bucket_size=0.8499999999999943 stop_price=127.35 take_price=123.85000000000002
2019-12-20 09:00:20 INFO: place order: compute qty=-1.0
2019-12-20 09:00:20 INFO: place order: save order to db 0d8ceb98566f40b0a7b807f0f5983845; response=True
2019-12-20 09:00:20 INFO: process event {'orderID': '5e6a28c0-1930-0c53-07fb-513c6569127c', 'clOrdID': '0d8ceb98566f40b0a7b807f0f5983845', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.4, 'displayQty': None, 'stopPx': 126.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-20T09:00:20.280Z', 'timestamp': '2019-12-20T09:00:20.280Z'}
2019-12-20 09:00:20 INFO: skip event 0d8ceb98566f40b0a7b807f0f5983845 New
2019-12-20 09:00:20 INFO: post order to exchange resp={'orderID': '5e6a28c0-1930-0c53-07fb-513c6569127c', 'clOrdID': '0d8ceb98566f40b0a7b807f0f5983845', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.4, 'displayQty': None, 'stopPx': 126.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 20, 9, 0, 20, 280000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 9, 0, 20, 280000, tzinfo=tzlocal())}
2019-12-20 09:00:20 INFO: place new init order {'qty': -1.0, 'init_price': 126.45, 'stop_price': 127.35, 'take_price': 123.85000000000002, 'order_uid': '0d8ceb98566f40b0a7b807f0f5983845', 'response': {'orderID': '5e6a28c0-1930-0c53-07fb-513c6569127c', 'clOrdID': '0d8ceb98566f40b0a7b807f0f5983845', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': 126.4, 'displayQty': None, 'stopPx': 126.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 1, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 20, 9, 0, 20, 280000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 9, 0, 20, 280000, tzinfo=tzlocal())}}
2019-12-20 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.4, 'low': 126.75, 'close': 126.8, 'trades': 1427, 'volume': 2355081, 'vwap': 127.17, 'lastSize': 24, 'turnover': 29948771655, 'homeNotional': 16806.443783242314, 'foreignNotional': 2137219.908005339}, {'timestamp': datetime.datetime(2019, 12, 20, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 126.5, 'close': 126.95, 'trades': 1878, 'volume': 2348565, 'vwap': 126.92, 'lastSize': 3, 'turnover': 29806607325, 'homeNotional': 16742.584336745225, 'foreignNotional': 2124877.9309301954}, {'timestamp': datetime.datetime(2019, 12, 20, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 127.4, 'low': 126.3, 'close': 127.2, 'trades': 2134, 'volume': 3923720, 'vwap': 126.93, 'lastSize': 60, 'turnover': 49801868990, 'homeNotional': 27980.790057318143, 'foreignNotional': 3551474.5688989884}]
2019-12-20 10:00:20 INFO: prepare buckets [{'low_price': 126.75, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'}, {'low_price': 126.3, 'high_price': 127.4, 'color': 'GREEN'}]
2019-12-20 10:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.49, 2.0))
2019-12-20 10:00:20 INFO: check need new order None
2019-12-20 10:42:03 WARNING: handle interrupt sig 2 False
/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(
2019-12-20 10:42:06 INFO: start trader process
2019-12-20 10:42:06 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-20 10:42:06 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-20 10:42:06 INFO: Authenticating with API Key.
2019-12-20 10:42:07 INFO: Connected to WS.
2019-12-20 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.25, 'low': 126.75, 'close': 126.95, 'trades': 1179, 'volume': 1918569, 'vwap': 126.99, 'lastSize': 903, 'turnover': 24363805820, 'homeNotional': 13684.608073189334, 'foreignNotional': 1737801.823401511}, {'timestamp': datetime.datetime(2019, 12, 20, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.4, 'low': 126.75, 'close': 126.8, 'trades': 1427, 'volume': 2355081, 'vwap': 127.17, 'lastSize': 24, 'turnover': 29948771655, 'homeNotional': 16806.443783242314, 'foreignNotional': 2137219.908005339}, {'timestamp': datetime.datetime(2019, 12, 20, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 126.5, 'close': 126.95, 'trades': 1878, 'volume': 2348565, 'vwap': 126.92, 'lastSize': 3, 'turnover': 29806607325, 'homeNotional': 16742.584336745225, 'foreignNotional': 2124877.9309301954}]
2019-12-20 11:00:20 INFO: prepare buckets [{'low_price': 126.75, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'}]
2019-12-20 11:00:20 INFO: bucket_size=0.5 (allowed (0.49, 2.0))
2019-12-20 11:00:20 INFO: check need new order {'low_price': 126.75, 'high_price': 127.25, 'color': 'GREEN'}
2019-12-20 11:00:20 INFO: place order: start low=126.75 high=127.25 GREEN ETHUSD price_offset=0.1
2019-12-20 11:00:20 INFO: place order: side_factor=1.0 init_trigger_price=127.3 init_order_price=127.35 stop_price_offset=0.0 bucket_size=0.5 stop_price=126.75 take_price=128.85
2019-12-20 11:00:20 INFO: place order: compute qty=-19.0
2019-12-20 11:00:20 INFO: place order: save order to db 4472a5db66094539825a5dda3ce05433; response=True
2019-12-20 11:00:20 INFO: process event {'orderID': '26228adf-4613-42ce-4133-2b379bcffd44', 'clOrdID': '4472a5db66094539825a5dda3ce05433', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 19, 'price': 127.35, 'displayQty': None, 'stopPx': 127.3, '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': 19, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-20T11:00:20.296Z', 'timestamp': '2019-12-20T11:00:20.296Z'}
2019-12-20 11:00:20 INFO: skip event 4472a5db66094539825a5dda3ce05433 New
2019-12-20 11:00:20 INFO: process event {'orderID': '26228adf-4613-42ce-4133-2b379bcffd44', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-20T11:00:20.298Z', 'clOrdID': '4472a5db66094539825a5dda3ce05433', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 11:00:20 INFO: skip event 4472a5db66094539825a5dda3ce05433 
2019-12-20 11:00:20 INFO: process event {'orderID': '26228adf-4613-42ce-4133-2b379bcffd44', 'workingIndicator': True, 'transactTime': '2019-12-20T11:00:20.298Z', 'clOrdID': '4472a5db66094539825a5dda3ce05433', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-20T11:00:20.298Z'}
2019-12-20 11:00:20 INFO: skip event 4472a5db66094539825a5dda3ce05433 
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-20 11:00:20 INFO: post order to exchange resp={'orderID': '26228adf-4613-42ce-4133-2b379bcffd44', 'clOrdID': '4472a5db66094539825a5dda3ce05433', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 19, 'price': 127.35, 'displayQty': None, 'stopPx': 127.3, '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': 19, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 20, 11, 0, 20, 296000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 11, 0, 20, 296000, tzinfo=tzlocal())}
2019-12-20 11:00:20 INFO: place new init order {'qty': -19.0, 'init_price': 127.3, 'stop_price': 126.75, 'take_price': 128.85, 'order_uid': '4472a5db66094539825a5dda3ce05433', 'response': {'orderID': '26228adf-4613-42ce-4133-2b379bcffd44', 'clOrdID': '4472a5db66094539825a5dda3ce05433', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 19, 'price': 127.35, 'displayQty': None, 'stopPx': 127.3, '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': 19, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 20, 11, 0, 20, 296000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 11, 0, 20, 296000, tzinfo=tzlocal())}}
2019-12-20 11:04:50 INFO: process event {'orderID': '26228adf-4613-42ce-4133-2b379bcffd44', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-20T11:04:50.199Z', 'clOrdID': '4472a5db66094539825a5dda3ce05433', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 11:04:50 INFO: skip event 4472a5db66094539825a5dda3ce05433 Canceled
2019-12-20 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.35, 'low': 126.95, 'close': 127.35, 'trades': 858, 'volume': 1593859, 'vwap': 127.13, 'lastSize': 8681, 'turnover': 20262145000, 'homeNotional': 11383.55227569659, 'foreignNotional': 1447149.0984246316}, {'timestamp': datetime.datetime(2019, 12, 20, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.25, 'low': 126.75, 'close': 126.95, 'trades': 1179, 'volume': 1918569, 'vwap': 126.99, 'lastSize': 903, 'turnover': 24363805820, 'homeNotional': 13684.608073189334, 'foreignNotional': 1737801.823401511}, {'timestamp': datetime.datetime(2019, 12, 20, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.4, 'low': 126.75, 'close': 126.8, 'trades': 1427, 'volume': 2355081, 'vwap': 127.17, 'lastSize': 24, 'turnover': 29948771655, 'homeNotional': 16806.443783242314, 'foreignNotional': 2137219.908005339}]
2019-12-20 12:00:21 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.4, 'color': 'RED'}]
2019-12-20 12:00:21 INFO: bucket_size=0.3999999999999915 (allowed (0.49, 2.0))
2019-12-20 12:00:21 WARNING: skip bucket by bucket_size=0.3999999999999915 too small
2019-12-20 12:00:21 INFO: check need new order None
2019-12-20 12:14:42 WARNING: handle interrupt sig 2 False
/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(
2019-12-20 12:14:45 INFO: start trader process
2019-12-20 12:14:45 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-20 12:14:45 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-20 12:14:45 INFO: Authenticating with API Key.
2019-12-20 12:14:46 INFO: Connected to WS.
2019-12-20 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.7, 'low': 127.35, 'close': 128.3, 'trades': 4189, 'volume': 11518323, 'vwap': 128.15, 'lastSize': 60, 'turnover': 147606288810, 'homeNotional': 82445.50582852012, 'foreignNotional': 10565351.979523528}, {'timestamp': datetime.datetime(2019, 12, 20, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.35, 'low': 126.95, 'close': 127.35, 'trades': 858, 'volume': 1593859, 'vwap': 127.13, 'lastSize': 8681, 'turnover': 20262145000, 'homeNotional': 11383.55227569659, 'foreignNotional': 1447149.0984246316}, {'timestamp': datetime.datetime(2019, 12, 20, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.25, 'low': 126.75, 'close': 126.95, 'trades': 1179, 'volume': 1918569, 'vwap': 126.99, 'lastSize': 903, 'turnover': 24363805820, 'homeNotional': 13684.608073189334, 'foreignNotional': 1737801.823401511}]
2019-12-20 13:00:20 INFO: prepare buckets [{'low_price': 127.35, 'high_price': 128.7, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.25, 'color': 'GREEN'}]
2019-12-20 13:00:20 INFO: bucket_size=1.3499999999999943 (allowed (0.49, 2.0))
2019-12-20 13:00:20 INFO: check need new order None
2019-12-20 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.3, 'high': 128.3, 'low': 127.95, 'close': 128.25, 'trades': 1359, 'volume': 2423370, 'vwap': 128.16, 'lastSize': 2000, 'turnover': 31055855875, 'homeNotional': 17386.99278694146, 'foreignNotional': 2228170.6587784747}, {'timestamp': datetime.datetime(2019, 12, 20, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.7, 'low': 127.35, 'close': 128.3, 'trades': 4189, 'volume': 11518323, 'vwap': 128.15, 'lastSize': 60, 'turnover': 147606288810, 'homeNotional': 82445.50582852012, 'foreignNotional': 10565351.979523528}, {'timestamp': datetime.datetime(2019, 12, 20, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.35, 'low': 126.95, 'close': 127.35, 'trades': 858, 'volume': 1593859, 'vwap': 127.13, 'lastSize': 8681, 'turnover': 20262145000, 'homeNotional': 11383.55227569659, 'foreignNotional': 1447149.0984246316}]
2019-12-20 14:00:20 INFO: prepare buckets [{'low_price': 127.95, 'high_price': 128.3, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 128.7, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.35, 'color': 'GREEN'}]
2019-12-20 14:00:20 INFO: bucket_size=0.3500000000000085 (allowed (0.49, 2.0))
2019-12-20 14:00:20 WARNING: skip bucket by bucket_size=0.3500000000000085 too small
2019-12-20 14:00:20 INFO: check need new order None
2019-12-20 14:57:59 INFO: process event {'orderID': '85a3adf0-9a78-b454-09f9-9885ef69207b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 128.8, 'timestamp': '2019-12-20T14:57:59.865Z', 'clOrdID': '6b9476b1b456464b926283ddefdb7c42', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 14:57:59 INFO: add new event={'uid': '6b9476b1b456464b926283ddefdb7c42', 'status': 'Filled'}
2019-12-20 14:58:00 INFO: start process event--------------------------------------------
2019-12-20 14:58:00 INFO: fetch new order event 6b9476b1b456464b926283ddefdb7c42
2019-12-20 14:58:00 INFO: fetch orders by event init=None profit_pair=9f7d49e4f5604ed6b76a68fcbe3fa660
2019-12-20 14:58:00 INFO: process profit order filled
/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(
2019-12-20 14:58:01 INFO: cancel order=9f7d49e4f5604ed6b76a68fcbe3fa660 [{'orderID': 'f4ec7719-4a05-1b6b-3524-702c04d05b76', 'clOrdID': '9f7d49e4f5604ed6b76a68fcbe3fa660', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 1, 'price': None, 'displayQty': None, 'stopPx': 125.9, '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(2019, 12, 20, 7, 7, 10, 570000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 20, 14, 58, 1, 342000, tzinfo=tzlocal())}]
2019-12-20 14:58:01 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-20 14:58:02 INFO: process event {'orderID': 'f4ec7719-4a05-1b6b-3524-702c04d05b76', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2019-12-20T14:58:01.342Z', 'clOrdID': '9f7d49e4f5604ed6b76a68fcbe3fa660', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 14:58:02 INFO: skip event 9f7d49e4f5604ed6b76a68fcbe3fa660 Canceled
2019-12-20 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.25, 'high': 128.95, 'low': 127.2, 'close': 128.55, 'trades': 3275, 'volume': 6346053, 'vwap': 127.92, 'lastSize': 3000, 'turnover': 81176670945, 'homeNotional': 45512.83702438868, 'foreignNotional': 5821894.934316211}, {'timestamp': datetime.datetime(2019, 12, 20, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.3, 'high': 128.3, 'low': 127.95, 'close': 128.25, 'trades': 1359, 'volume': 2423370, 'vwap': 128.16, 'lastSize': 2000, 'turnover': 31055855875, 'homeNotional': 17386.99278694146, 'foreignNotional': 2228170.6587784747}, {'timestamp': datetime.datetime(2019, 12, 20, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.7, 'low': 127.35, 'close': 128.3, 'trades': 4189, 'volume': 11518323, 'vwap': 128.15, 'lastSize': 60, 'turnover': 147606288810, 'homeNotional': 82445.50582852012, 'foreignNotional': 10565351.979523528}]
2019-12-20 15:00:20 INFO: prepare buckets [{'low_price': 127.2, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 128.3, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 128.7, 'color': 'GREEN'}]
2019-12-20 15:00:20 INFO: bucket_size=1.7499999999999858 (allowed (0.49, 2.0))
2019-12-20 15:00:20 INFO: check need new order None
2019-12-20 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 129.3, 'low': 126.6, 'close': 127.4, 'trades': 5667, 'volume': 10977532, 'vwap': 128.18, 'lastSize': 1, 'turnover': 140701753225, 'homeNotional': 78828.5334565741, 'foreignNotional': 10103828.183935022}, {'timestamp': datetime.datetime(2019, 12, 20, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.25, 'high': 128.95, 'low': 127.2, 'close': 128.55, 'trades': 3275, 'volume': 6346053, 'vwap': 127.92, 'lastSize': 3000, 'turnover': 81176670945, 'homeNotional': 45512.83702438868, 'foreignNotional': 5821894.934316211}, {'timestamp': datetime.datetime(2019, 12, 20, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.3, 'high': 128.3, 'low': 127.95, 'close': 128.25, 'trades': 1359, 'volume': 2423370, 'vwap': 128.16, 'lastSize': 2000, 'turnover': 31055855875, 'homeNotional': 17386.99278694146, 'foreignNotional': 2228170.6587784747}]
2019-12-20 16:00:20 INFO: prepare buckets [{'low_price': 126.6, 'high_price': 129.3, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 128.3, 'color': 'RED'}]
2019-12-20 16:00:20 INFO: bucket_size=2.700000000000017 (allowed (0.49, 2.0))
2019-12-20 16:00:20 WARNING: skip bucket by bucket_size=2.700000000000017 too big
2019-12-20 16:00:20 INFO: check need new order None
2019-12-20 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 128.0, 'low': 126.95, 'close': 127.7, 'trades': 1642, 'volume': 1690990, 'vwap': 127.44, 'lastSize': 49, 'turnover': 21548671955, 'homeNotional': 12091.363318782362, 'foreignNotional': 1540834.342244244}, {'timestamp': datetime.datetime(2019, 12, 20, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 129.3, 'low': 126.6, 'close': 127.4, 'trades': 5667, 'volume': 10977532, 'vwap': 128.18, 'lastSize': 1, 'turnover': 140701753225, 'homeNotional': 78828.5334565741, 'foreignNotional': 10103828.183935022}, {'timestamp': datetime.datetime(2019, 12, 20, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.25, 'high': 128.95, 'low': 127.2, 'close': 128.55, 'trades': 3275, 'volume': 6346053, 'vwap': 127.92, 'lastSize': 3000, 'turnover': 81176670945, 'homeNotional': 45512.83702438868, 'foreignNotional': 5821894.934316211}]
2019-12-20 17:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 128.0, 'color': 'GREEN'}, {'low_price': 126.6, 'high_price': 129.3, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 128.95, 'color': 'GREEN'}]
2019-12-20 17:00:20 INFO: bucket_size=1.0499999999999972 (allowed (0.49, 2.0))
2019-12-20 17:00:20 INFO: check need new order None
2019-12-20 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.25, 'low': 127.45, 'close': 128.05, 'trades': 1861, 'volume': 2838818, 'vwap': 127.86, 'lastSize': 1193, 'turnover': 36296618400, 'homeNotional': 20350.79725128192, 'foreignNotional': 2602018.556179414}, {'timestamp': datetime.datetime(2019, 12, 20, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 128.0, 'low': 126.95, 'close': 127.7, 'trades': 1642, 'volume': 1690990, 'vwap': 127.44, 'lastSize': 49, 'turnover': 21548671955, 'homeNotional': 12091.363318782362, 'foreignNotional': 1540834.342244244}, {'timestamp': datetime.datetime(2019, 12, 20, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 129.3, 'low': 126.6, 'close': 127.4, 'trades': 5667, 'volume': 10977532, 'vwap': 128.18, 'lastSize': 1, 'turnover': 140701753225, 'homeNotional': 78828.5334565741, 'foreignNotional': 10103828.183935022}]
2019-12-20 18:00:20 INFO: prepare buckets [{'low_price': 127.45, 'high_price': 128.25, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 128.0, 'color': 'GREEN'}, {'low_price': 126.6, 'high_price': 129.3, 'color': 'RED'}]
2019-12-20 18:00:20 INFO: bucket_size=0.7999999999999972 (allowed (0.49, 2.0))
2019-12-20 18:00:20 INFO: check need new order None
2019-12-20 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.45, 'low': 127.7, 'close': 128.05, 'trades': 1864, 'volume': 2439717, 'vwap': 128.02, 'lastSize': 702, 'turnover': 31233113045, 'homeNotional': 17536.482877704275, 'foreignNotional': 2245013.38608595}, {'timestamp': datetime.datetime(2019, 12, 20, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.25, 'low': 127.45, 'close': 128.05, 'trades': 1861, 'volume': 2838818, 'vwap': 127.86, 'lastSize': 1193, 'turnover': 36296618400, 'homeNotional': 20350.79725128192, 'foreignNotional': 2602018.556179414}, {'timestamp': datetime.datetime(2019, 12, 20, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 128.0, 'low': 126.95, 'close': 127.7, 'trades': 1642, 'volume': 1690990, 'vwap': 127.44, 'lastSize': 49, 'turnover': 21548671955, 'homeNotional': 12091.363318782362, 'foreignNotional': 1540834.342244244}]
2019-12-20 19:00:21 INFO: prepare buckets [{'low_price': 127.7, 'high_price': 128.45, 'color': 'GREEN'}, {'low_price': 127.45, 'high_price': 128.25, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 128.0, 'color': 'GREEN'}]
2019-12-20 19:00:21 INFO: bucket_size=0.7499999999999858 (allowed (0.49, 2.0))
2019-12-20 19:00:21 INFO: check need new order None
2019-12-20 19:39:52 INFO: process event {'orderID': '5e6a28c0-1930-0c53-07fb-513c6569127c', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-20T19:39:52.276Z', 'clOrdID': '0d8ceb98566f40b0a7b807f0f5983845', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-20 19:39:52 INFO: skip event 0d8ceb98566f40b0a7b807f0f5983845 Canceled
2019-12-20 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.15, 'low': 127.95, 'close': 128.0, 'trades': 859, 'volume': 1034034, 'vwap': 128.05, 'lastSize': 666, 'turnover': 13240339370, 'homeNotional': 7436.968869118617, 'foreignNotional': 952270.4444764578}, {'timestamp': datetime.datetime(2019, 12, 20, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.45, 'low': 127.7, 'close': 128.05, 'trades': 1864, 'volume': 2439717, 'vwap': 128.02, 'lastSize': 702, 'turnover': 31233113045, 'homeNotional': 17536.482877704275, 'foreignNotional': 2245013.38608595}, {'timestamp': datetime.datetime(2019, 12, 20, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.25, 'low': 127.45, 'close': 128.05, 'trades': 1861, 'volume': 2838818, 'vwap': 127.86, 'lastSize': 1193, 'turnover': 36296618400, 'homeNotional': 20350.79725128192, 'foreignNotional': 2602018.556179414}]
2019-12-20 20:00:20 INFO: prepare buckets [{'low_price': 127.95, 'high_price': 128.15, 'color': 'RED'}, {'low_price': 127.7, 'high_price': 128.45, 'color': 'GREEN'}, {'low_price': 127.45, 'high_price': 128.25, 'color': 'GREEN'}]
2019-12-20 20:00:20 INFO: bucket_size=0.20000000000000284 (allowed (0.49, 2.0))
2019-12-20 20:00:20 WARNING: skip bucket by bucket_size=0.20000000000000284 too small
2019-12-20 20:00:20 INFO: check need new order None
2019-12-20 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.6, 'low': 128.0, 'close': 128.5, 'trades': 1947, 'volume': 1992332, 'vwap': 128.33, 'lastSize': 28, 'turnover': 25567234495, 'homeNotional': 14353.652309293057, 'foreignNotional': 1841980.538410193}, {'timestamp': datetime.datetime(2019, 12, 20, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.15, 'low': 127.95, 'close': 128.0, 'trades': 859, 'volume': 1034034, 'vwap': 128.05, 'lastSize': 666, 'turnover': 13240339370, 'homeNotional': 7436.968869118617, 'foreignNotional': 952270.4444764578}, {'timestamp': datetime.datetime(2019, 12, 20, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.45, 'low': 127.7, 'close': 128.05, 'trades': 1864, 'volume': 2439717, 'vwap': 128.02, 'lastSize': 702, 'turnover': 31233113045, 'homeNotional': 17536.482877704275, 'foreignNotional': 2245013.38608595}]
2019-12-20 21:00:20 INFO: prepare buckets [{'low_price': 128.0, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 128.15, 'color': 'RED'}, {'low_price': 127.7, 'high_price': 128.45, 'color': 'GREEN'}]
2019-12-20 21:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.49, 2.0))
2019-12-20 21:00:20 INFO: check need new order None
2019-12-20 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.5, 'low': 128.05, 'close': 128.1, 'trades': 709, 'volume': 1401099, 'vwap': 128.24, 'lastSize': 10, 'turnover': 17967685690, 'homeNotional': 10086.095178399572, 'foreignNotional': 1293441.1686100287}, {'timestamp': datetime.datetime(2019, 12, 20, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.6, 'low': 128.0, 'close': 128.5, 'trades': 1947, 'volume': 1992332, 'vwap': 128.33, 'lastSize': 28, 'turnover': 25567234495, 'homeNotional': 14353.652309293057, 'foreignNotional': 1841980.538410193}, {'timestamp': datetime.datetime(2019, 12, 20, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.15, 'low': 127.95, 'close': 128.0, 'trades': 859, 'volume': 1034034, 'vwap': 128.05, 'lastSize': 666, 'turnover': 13240339370, 'homeNotional': 7436.968869118617, 'foreignNotional': 952270.4444764578}]
2019-12-20 22:00:20 INFO: prepare buckets [{'low_price': 128.05, 'high_price': 128.5, 'color': 'RED'}, {'low_price': 128.0, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 128.15, 'color': 'RED'}]
2019-12-20 22:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.49, 2.0))
2019-12-20 22:00:20 WARNING: skip bucket by bucket_size=0.44999999999998863 too small
2019-12-20 22:00:20 INFO: check need new order None
2019-12-20 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 20, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.3, 'low': 127.8, 'close': 128.2, 'trades': 1167, 'volume': 1155093, 'vwap': 128.04, 'lastSize': 5000, 'turnover': 14788972940, 'homeNotional': 8300.533091833182, 'foreignNotional': 1062740.91443094}, {'timestamp': datetime.datetime(2019, 12, 20, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.5, 'low': 128.05, 'close': 128.1, 'trades': 709, 'volume': 1401099, 'vwap': 128.24, 'lastSize': 10, 'turnover': 17967685690, 'homeNotional': 10086.095178399572, 'foreignNotional': 1293441.1686100287}, {'timestamp': datetime.datetime(2019, 12, 20, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.6, 'low': 128.0, 'close': 128.5, 'trades': 1947, 'volume': 1992332, 'vwap': 128.33, 'lastSize': 28, 'turnover': 25567234495, 'homeNotional': 14353.652309293057, 'foreignNotional': 1841980.538410193}]
2019-12-20 23:00:20 INFO: prepare buckets [{'low_price': 127.8, 'high_price': 128.3, 'color': 'GREEN'}, {'low_price': 128.05, 'high_price': 128.5, 'color': 'RED'}, {'low_price': 128.0, 'high_price': 128.6, 'color': 'GREEN'}]
2019-12-20 23:00:20 INFO: bucket_size=0.5000000000000142 (allowed (0.49, 2.0))
2019-12-20 23:00:20 INFO: check need new order None
2019-12-21 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.5, 'low': 128.0, 'close': 128.35, 'trades': 1133, 'volume': 1385071, 'vwap': 128.32, 'lastSize': 400, 'turnover': 17772527140, 'homeNotional': 9951.820841973664, 'foreignNotional': 1276967.6382515111}, {'timestamp': datetime.datetime(2019, 12, 20, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.3, 'low': 127.8, 'close': 128.2, 'trades': 1167, 'volume': 1155093, 'vwap': 128.04, 'lastSize': 5000, 'turnover': 14788972940, 'homeNotional': 8300.533091833182, 'foreignNotional': 1062740.91443094}, {'timestamp': datetime.datetime(2019, 12, 20, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.5, 'low': 128.05, 'close': 128.1, 'trades': 709, 'volume': 1401099, 'vwap': 128.24, 'lastSize': 10, 'turnover': 17967685690, 'homeNotional': 10086.095178399572, 'foreignNotional': 1293441.1686100287}]
2019-12-21 00:00:20 INFO: prepare buckets [{'low_price': 128.0, 'high_price': 128.5, 'color': 'GREEN'}, {'low_price': 127.8, 'high_price': 128.3, 'color': 'GREEN'}, {'low_price': 128.05, 'high_price': 128.5, 'color': 'RED'}]
2019-12-21 00:00:20 INFO: bucket_size=0.5 (allowed (0.49, 2.0))
2019-12-21 00:00:20 INFO: check need new order None
2019-12-21 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.6, 'low': 127.45, 'close': 127.75, 'trades': 2993, 'volume': 4308404, 'vwap': 128.07, 'lastSize': 2, 'turnover': 55175112755, 'homeNotional': 30905.015143731172, 'foreignNotional': 3957824.830501256}, {'timestamp': datetime.datetime(2019, 12, 21, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.5, 'low': 128.0, 'close': 128.35, 'trades': 1133, 'volume': 1385071, 'vwap': 128.32, 'lastSize': 400, 'turnover': 17772527140, 'homeNotional': 9951.820841973664, 'foreignNotional': 1276967.6382515111}, {'timestamp': datetime.datetime(2019, 12, 20, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.3, 'low': 127.8, 'close': 128.2, 'trades': 1167, 'volume': 1155093, 'vwap': 128.04, 'lastSize': 5000, 'turnover': 14788972940, 'homeNotional': 8300.533091833182, 'foreignNotional': 1062740.91443094}]
2019-12-21 01:00:20 INFO: prepare buckets [{'low_price': 127.45, 'high_price': 128.6, 'color': 'RED'}, {'low_price': 128.0, 'high_price': 128.5, 'color': 'GREEN'}, {'low_price': 127.8, 'high_price': 128.3, 'color': 'GREEN'}]
2019-12-21 01:00:20 INFO: bucket_size=1.1499999999999915 (allowed (0.49, 2.0))
2019-12-21 01:00:20 INFO: check need new order {'low_price': 127.45, 'high_price': 128.6, 'color': 'RED'}
2019-12-21 01:00:20 INFO: place order: start low=127.45 high=128.6 RED ETHUSD price_offset=0.1
2019-12-21 01:00:20 INFO: place order: side_factor=1.0 init_trigger_price=127.4 init_order_price=127.35000000000001 stop_price_offset=0.0 bucket_size=1.1499999999999915 stop_price=128.6 take_price=123.90000000000003
2019-12-21 01:00:20 INFO: place order: compute qty=-9.0
2019-12-21 01:00:20 INFO: place order: save order to db 1ec5d62aea684b629f80f83240777241; response=True
2019-12-21 01:00:20 INFO: post order to exchange resp={'orderID': 'f33ab2bd-4600-8e6b-114a-406863cbecfe', 'clOrdID': '1ec5d62aea684b629f80f83240777241', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 127.35, 'displayQty': None, 'stopPx': 127.4, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 1, 0, 20, 924000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 1, 0, 20, 924000, tzinfo=tzlocal())}
2019-12-21 01:00:20 INFO: place new init order {'qty': -9.0, 'init_price': 127.4, 'stop_price': 128.6, 'take_price': 123.90000000000003, 'order_uid': '1ec5d62aea684b629f80f83240777241', 'response': {'orderID': 'f33ab2bd-4600-8e6b-114a-406863cbecfe', 'clOrdID': '1ec5d62aea684b629f80f83240777241', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 127.35, 'displayQty': None, 'stopPx': 127.4, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 1, 0, 20, 924000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 1, 0, 20, 924000, tzinfo=tzlocal())}}
2019-12-21 01:00:21 INFO: process event {'orderID': 'f33ab2bd-4600-8e6b-114a-406863cbecfe', 'clOrdID': '1ec5d62aea684b629f80f83240777241', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 127.35, 'displayQty': None, 'stopPx': 127.4, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-21T01:00:20.924Z', 'timestamp': '2019-12-21T01:00:20.924Z'}
2019-12-21 01:00:21 INFO: skip event 1ec5d62aea684b629f80f83240777241 New
2019-12-21 01:41:09 INFO: process event {'orderID': 'f33ab2bd-4600-8e6b-114a-406863cbecfe', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-21T01:41:09.030Z', 'clOrdID': '1ec5d62aea684b629f80f83240777241', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 01:41:09 INFO: skip event 1ec5d62aea684b629f80f83240777241 
2019-12-21 01:41:09 INFO: process event {'orderID': 'f33ab2bd-4600-8e6b-114a-406863cbecfe', 'workingIndicator': True, 'transactTime': '2019-12-21T01:41:09.030Z', 'clOrdID': '1ec5d62aea684b629f80f83240777241', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T01:41:09.030Z'}
2019-12-21 01:41:09 INFO: skip event 1ec5d62aea684b629f80f83240777241 
2019-12-21 01:41:09 INFO: process event {'orderID': 'f33ab2bd-4600-8e6b-114a-406863cbecfe', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 9, 'avgPx': 127.4, 'clOrdID': '1ec5d62aea684b629f80f83240777241', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T01:41:09.030Z'}
2019-12-21 01:41:09 INFO: add new event={'uid': '1ec5d62aea684b629f80f83240777241', 'status': 'Filled'}
2019-12-21 01:41:10 INFO: start process event--------------------------------------------
2019-12-21 01:41:10 INFO: fetch new order event 1ec5d62aea684b629f80f83240777241
2019-12-21 01:41:10 INFO: fetch orders by event init={'stop': '128.6', 'take': '123.90000000000003', 'qty': '9.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-21 01:41:10 INFO: process init order filled
2019-12-21 01:41:10 INFO: save profit orders to storage stop=5f12a8afdfec45b0ad1c5baec2dff111 take=aa368be32fb94048a054b68141984cb0
2019-12-21 01:41:10 INFO: place profit orders take_price=123.90000000000003, stop_price=128.6, qty=9.0, color=RED, ticker=ETHUSD 5f12a8afdfec45b0ad1c5baec2dff111 aa368be32fb94048a054b68141984cb0
2019-12-21 01:41:10 INFO: place stop order ETHUSD: qty=9.0, stop_price=128.6, stop_uid=5f12a8afdfec45b0ad1c5baec2dff111
2019-12-21 01:41:10 INFO: process event {'orderID': 'cfdab2c4-b536-d011-a9d2-45bdd619597b', 'clOrdID': '5f12a8afdfec45b0ad1c5baec2dff111', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 128.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-21T01:41:10.178Z', 'timestamp': '2019-12-21T01:41:10.178Z'}
2019-12-21 01:41:10 INFO: skip event 5f12a8afdfec45b0ad1c5baec2dff111 New
2019-12-21 01:41:10 INFO: exchange resp for stop order={'orderID': 'cfdab2c4-b536-d011-a9d2-45bdd619597b', 'clOrdID': '5f12a8afdfec45b0ad1c5baec2dff111', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 128.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 1, 41, 10, 178000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 1, 41, 10, 178000, tzinfo=tzlocal())}
2019-12-21 01:41:10 INFO: place limit order ETHUSD: qty=9.0, price=123.90000000000003, take_uid=aa368be32fb94048a054b68141984cb0
2019-12-21 01:41:10 INFO: process event {'orderID': 'c614ff90-bcc1-f16b-74f8-a427759128bf', 'clOrdID': 'aa368be32fb94048a054b68141984cb0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 123.9, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-21T01:41:10.230Z', 'timestamp': '2019-12-21T01:41:10.230Z'}
2019-12-21 01:41:10 INFO: skip event aa368be32fb94048a054b68141984cb0 New
2019-12-21 01:41:10 INFO: process event {'orderID': 'c614ff90-bcc1-f16b-74f8-a427759128bf', 'workingIndicator': True, 'clOrdID': 'aa368be32fb94048a054b68141984cb0', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T01:41:10.230Z'}
2019-12-21 01:41:10 INFO: skip event aa368be32fb94048a054b68141984cb0 
2019-12-21 01:41:10 INFO: exchange resp for take profit order={'orderID': 'c614ff90-bcc1-f16b-74f8-a427759128bf', 'clOrdID': 'aa368be32fb94048a054b68141984cb0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 123.9, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 1, 41, 10, 230000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 1, 41, 10, 230000, tzinfo=tzlocal())}
2019-12-21 01:41:10 INFO: place profit orders={'stop': {'response': {'orderID': 'cfdab2c4-b536-d011-a9d2-45bdd619597b', 'clOrdID': '5f12a8afdfec45b0ad1c5baec2dff111', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 128.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 1, 41, 10, 178000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 1, 41, 10, 178000, tzinfo=tzlocal())}, 'qty': 9.0, 'uid': '5f12a8afdfec45b0ad1c5baec2dff111', 'price': 128.6}, 'take': {'response': {'orderID': 'c614ff90-bcc1-f16b-74f8-a427759128bf', 'clOrdID': 'aa368be32fb94048a054b68141984cb0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 123.9, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 1, 41, 10, 230000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 1, 41, 10, 230000, tzinfo=tzlocal())}, 'qty': 9.0, 'uid': 'aa368be32fb94048a054b68141984cb0', 'price': 123.90000000000003}}
2019-12-21 01:41:10 INFO: rm init order from db 1ec5d62aea684b629f80f83240777241
2019-12-21 01:41:10 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-21 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.0, 'low': 127.05, 'close': 127.1, 'trades': 1828, 'volume': 2982700, 'vwap': 127.29, 'lastSize': 140, 'turnover': 37964459625, 'homeNotional': 21375.61610865126, 'foreignNotional': 2720738.359648105}, {'timestamp': datetime.datetime(2019, 12, 21, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.6, 'low': 127.45, 'close': 127.75, 'trades': 2993, 'volume': 4308404, 'vwap': 128.07, 'lastSize': 2, 'turnover': 55175112755, 'homeNotional': 30905.015143731172, 'foreignNotional': 3957824.830501256}, {'timestamp': datetime.datetime(2019, 12, 21, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.5, 'low': 128.0, 'close': 128.35, 'trades': 1133, 'volume': 1385071, 'vwap': 128.32, 'lastSize': 400, 'turnover': 17772527140, 'homeNotional': 9951.820841973664, 'foreignNotional': 1276967.6382515111}]
2019-12-21 02:00:20 INFO: prepare buckets [{'low_price': 127.05, 'high_price': 128.0, 'color': 'RED'}, {'low_price': 127.45, 'high_price': 128.6, 'color': 'RED'}, {'low_price': 128.0, 'high_price': 128.5, 'color': 'GREEN'}]
2019-12-21 02:00:20 INFO: bucket_size=0.9500000000000028 (allowed (0.49, 2.0))
2019-12-21 02:00:20 INFO: check need new order None
2019-12-21 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.4, 'low': 127.05, 'close': 127.1, 'trades': 1782, 'volume': 6939059, 'vwap': 127.16, 'lastSize': 67, 'turnover': 88233996790, 'homeNotional': 49753.287776858575, 'foreignNotional': 6326409.193871743}, {'timestamp': datetime.datetime(2019, 12, 21, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.0, 'low': 127.05, 'close': 127.1, 'trades': 1828, 'volume': 2982700, 'vwap': 127.29, 'lastSize': 140, 'turnover': 37964459625, 'homeNotional': 21375.61610865126, 'foreignNotional': 2720738.359648105}, {'timestamp': datetime.datetime(2019, 12, 21, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.6, 'low': 127.45, 'close': 127.75, 'trades': 2993, 'volume': 4308404, 'vwap': 128.07, 'lastSize': 2, 'turnover': 55175112755, 'homeNotional': 30905.015143731172, 'foreignNotional': 3957824.830501256}]
2019-12-21 03:00:20 INFO: prepare buckets [{'low_price': 127.05, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 127.05, 'high_price': 128.0, 'color': 'RED'}, {'low_price': 127.45, 'high_price': 128.6, 'color': 'RED'}]
2019-12-21 03:00:20 INFO: bucket_size=0.3500000000000085 (allowed (0.49, 2.0))
2019-12-21 03:00:20 WARNING: skip bucket by bucket_size=0.3500000000000085 too small
2019-12-21 03:00:20 INFO: check need new order None
2019-12-21 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.5, 'low': 127.05, 'close': 127.45, 'trades': 914, 'volume': 1323336, 'vwap': 127.35, 'lastSize': 2, 'turnover': 16851942745, 'homeNotional': 9488.21616022151, 'foreignNotional': 1208270.6353880952}, {'timestamp': datetime.datetime(2019, 12, 21, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.4, 'low': 127.05, 'close': 127.1, 'trades': 1782, 'volume': 6939059, 'vwap': 127.16, 'lastSize': 67, 'turnover': 88233996790, 'homeNotional': 49753.287776858575, 'foreignNotional': 6326409.193871743}, {'timestamp': datetime.datetime(2019, 12, 21, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.0, 'low': 127.05, 'close': 127.1, 'trades': 1828, 'volume': 2982700, 'vwap': 127.29, 'lastSize': 140, 'turnover': 37964459625, 'homeNotional': 21375.61610865126, 'foreignNotional': 2720738.359648105}]
2019-12-21 04:00:21 INFO: prepare buckets [{'low_price': 127.05, 'high_price': 127.5, 'color': 'GREEN'}, {'low_price': 127.05, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 127.05, 'high_price': 128.0, 'color': 'RED'}]
2019-12-21 04:00:21 INFO: bucket_size=0.45000000000000284 (allowed (0.49, 2.0))
2019-12-21 04:00:21 WARNING: skip bucket by bucket_size=0.45000000000000284 too small
2019-12-21 04:00:21 INFO: check need new order None
2019-12-21 04:53:13 ERROR: Error : Connection is already closed.
2019-12-21 04:53:13 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f64338a2d60>>: Connection is already closed.
2019-12-21 04:53:13 INFO: Websocket Closed
2019-12-21 04:53:14 WARNING: reconnect to socket
2019-12-21 04:53:14 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-21 04:53:14 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-21 04:53:14 INFO: Authenticating with API Key.
2019-12-21 04:53:15 INFO: Connected to WS.
2019-12-21 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 128.0, 'low': 127.35, 'close': 127.35, 'trades': 1703, 'volume': 2842433, 'vwap': 127.68, 'lastSize': 2, 'turnover': 36290440380, 'homeNotional': 20374.52775338638, 'foreignNotional': 2601300.799385774}, {'timestamp': datetime.datetime(2019, 12, 21, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.5, 'low': 127.05, 'close': 127.45, 'trades': 914, 'volume': 1323336, 'vwap': 127.35, 'lastSize': 2, 'turnover': 16851942745, 'homeNotional': 9488.21616022151, 'foreignNotional': 1208270.6353880952}, {'timestamp': datetime.datetime(2019, 12, 21, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.4, 'low': 127.05, 'close': 127.1, 'trades': 1782, 'volume': 6939059, 'vwap': 127.16, 'lastSize': 67, 'turnover': 88233996790, 'homeNotional': 49753.287776858575, 'foreignNotional': 6326409.193871743}]
2019-12-21 05:00:20 INFO: prepare buckets [{'low_price': 127.35, 'high_price': 128.0, 'color': 'RED'}, {'low_price': 127.05, 'high_price': 127.5, 'color': 'GREEN'}, {'low_price': 127.05, 'high_price': 127.4, 'color': 'GREEN'}]
2019-12-21 05:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.49, 2.0))
2019-12-21 05:00:20 INFO: check need new order {'low_price': 127.35, 'high_price': 128.0, 'color': 'RED'}
2019-12-21 05:00:20 INFO: place order: start low=127.35 high=128.0 RED ETHUSD price_offset=0.1
2019-12-21 05:00:20 INFO: place order: side_factor=1.0 init_trigger_price=127.3 init_order_price=127.25 stop_price_offset=0.0 bucket_size=0.6500000000000057 stop_price=128.0 take_price=125.29999999999998
2019-12-21 05:00:20 INFO: place order: compute qty=-15.0
2019-12-21 05:00:20 INFO: place order: save order to db 39de72655b8a45de974e2a0cb572608e; response=True
2019-12-21 05:00:21 INFO: post order to exchange resp={'orderID': '5a22f699-cd9c-40c6-7f17-19a7c13c1609', 'clOrdID': '39de72655b8a45de974e2a0cb572608e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 127.25, 'displayQty': None, 'stopPx': 127.3, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 5, 0, 21, 79000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 5, 0, 21, 79000, tzinfo=tzlocal())}
2019-12-21 05:00:21 INFO: place new init order {'qty': -15.0, 'init_price': 127.3, 'stop_price': 128.0, 'take_price': 125.29999999999998, 'order_uid': '39de72655b8a45de974e2a0cb572608e', 'response': {'orderID': '5a22f699-cd9c-40c6-7f17-19a7c13c1609', 'clOrdID': '39de72655b8a45de974e2a0cb572608e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 127.25, 'displayQty': None, 'stopPx': 127.3, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 5, 0, 21, 79000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 5, 0, 21, 79000, tzinfo=tzlocal())}}
2019-12-21 05:00:21 INFO: process event {'orderID': '5a22f699-cd9c-40c6-7f17-19a7c13c1609', 'clOrdID': '39de72655b8a45de974e2a0cb572608e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 127.25, 'displayQty': None, 'stopPx': 127.3, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-21T05:00:21.079Z', 'timestamp': '2019-12-21T05:00:21.079Z'}
2019-12-21 05:00:21 INFO: skip event 39de72655b8a45de974e2a0cb572608e New
2019-12-21 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.35, 'close': 127.35, 'trades': 769, 'volume': 2337342, 'vwap': 127.39, 'lastSize': 2, 'turnover': 29774695745, 'homeNotional': 16736.44007456873, 'foreignNotional': 2132004.72467924}, {'timestamp': datetime.datetime(2019, 12, 21, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 128.0, 'low': 127.35, 'close': 127.35, 'trades': 1703, 'volume': 2842433, 'vwap': 127.68, 'lastSize': 2, 'turnover': 36290440380, 'homeNotional': 20374.52775338638, 'foreignNotional': 2601300.799385774}, {'timestamp': datetime.datetime(2019, 12, 21, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.5, 'low': 127.05, 'close': 127.45, 'trades': 914, 'volume': 1323336, 'vwap': 127.35, 'lastSize': 2, 'turnover': 16851942745, 'homeNotional': 9488.21616022151, 'foreignNotional': 1208270.6353880952}]
2019-12-21 06:00:20 INFO: prepare buckets [{'low_price': 127.35, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 127.35, 'high_price': 128.0, 'color': 'RED'}, {'low_price': 127.05, 'high_price': 127.5, 'color': 'GREEN'}]
2019-12-21 06:00:20 INFO: bucket_size=0.05000000000001137 (allowed (0.49, 2.0))
2019-12-21 06:00:20 WARNING: skip bucket by bucket_size=0.05000000000001137 too small
2019-12-21 06:00:20 INFO: check need new order None
2019-12-21 06:01:27 INFO: process event {'orderID': '5a22f699-cd9c-40c6-7f17-19a7c13c1609', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-21T06:01:27.063Z', 'clOrdID': '39de72655b8a45de974e2a0cb572608e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 06:01:27 INFO: skip event 39de72655b8a45de974e2a0cb572608e 
2019-12-21 06:01:27 INFO: process event {'orderID': '5a22f699-cd9c-40c6-7f17-19a7c13c1609', 'workingIndicator': True, 'transactTime': '2019-12-21T06:01:27.063Z', 'clOrdID': '39de72655b8a45de974e2a0cb572608e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T06:01:27.063Z'}
2019-12-21 06:01:27 INFO: skip event 39de72655b8a45de974e2a0cb572608e 
2019-12-21 06:01:27 INFO: process event {'orderID': '5a22f699-cd9c-40c6-7f17-19a7c13c1609', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 127.3, 'clOrdID': '39de72655b8a45de974e2a0cb572608e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T06:01:27.063Z'}
2019-12-21 06:01:27 INFO: add new event={'uid': '39de72655b8a45de974e2a0cb572608e', 'status': 'Filled'}
2019-12-21 06:01:27 INFO: start process event--------------------------------------------
2019-12-21 06:01:27 INFO: fetch new order event 39de72655b8a45de974e2a0cb572608e
2019-12-21 06:01:27 INFO: fetch orders by event init={'stop': '128.0', 'take': '125.29999999999998', 'qty': '15.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-21 06:01:27 INFO: process init order filled
2019-12-21 06:01:27 INFO: save profit orders to storage stop=840890ae5d4c4c429660f3d87fe49526 take=6d06a87cd5d947a480becf083e79e43e
2019-12-21 06:01:27 INFO: place profit orders take_price=125.29999999999998, stop_price=128.0, qty=15.0, color=RED, ticker=ETHUSD 840890ae5d4c4c429660f3d87fe49526 6d06a87cd5d947a480becf083e79e43e
2019-12-21 06:01:27 INFO: place stop order ETHUSD: qty=15.0, stop_price=128.0, stop_uid=840890ae5d4c4c429660f3d87fe49526
2019-12-21 06:01:27 INFO: process event {'orderID': 'af5080a3-a722-1754-5994-aac954bb2986', 'clOrdID': '840890ae5d4c4c429660f3d87fe49526', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 128, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-21T06:01:27.864Z', 'timestamp': '2019-12-21T06:01:27.864Z'}
2019-12-21 06:01:27 INFO: skip event 840890ae5d4c4c429660f3d87fe49526 New
2019-12-21 06:01:27 INFO: exchange resp for stop order={'orderID': 'af5080a3-a722-1754-5994-aac954bb2986', 'clOrdID': '840890ae5d4c4c429660f3d87fe49526', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 128.0, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 6, 1, 27, 864000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 6, 1, 27, 864000, tzinfo=tzlocal())}
2019-12-21 06:01:27 INFO: place limit order ETHUSD: qty=15.0, price=125.29999999999998, take_uid=6d06a87cd5d947a480becf083e79e43e
2019-12-21 06:01:27 INFO: process event {'orderID': '0ec74f8d-701b-90bb-ac69-c63d49150420', 'clOrdID': '6d06a87cd5d947a480becf083e79e43e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 125.3, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-21T06:01:27.909Z', 'timestamp': '2019-12-21T06:01:27.909Z'}
2019-12-21 06:01:27 INFO: skip event 6d06a87cd5d947a480becf083e79e43e New
2019-12-21 06:01:27 INFO: process event {'orderID': '0ec74f8d-701b-90bb-ac69-c63d49150420', 'workingIndicator': True, 'clOrdID': '6d06a87cd5d947a480becf083e79e43e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T06:01:27.909Z'}
2019-12-21 06:01:27 INFO: skip event 6d06a87cd5d947a480becf083e79e43e 
2019-12-21 06:01:27 INFO: exchange resp for take profit order={'orderID': '0ec74f8d-701b-90bb-ac69-c63d49150420', 'clOrdID': '6d06a87cd5d947a480becf083e79e43e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 125.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 6, 1, 27, 909000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 6, 1, 27, 909000, tzinfo=tzlocal())}
2019-12-21 06:01:27 INFO: place profit orders={'stop': {'response': {'orderID': 'af5080a3-a722-1754-5994-aac954bb2986', 'clOrdID': '840890ae5d4c4c429660f3d87fe49526', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 128.0, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 6, 1, 27, 864000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 6, 1, 27, 864000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': '840890ae5d4c4c429660f3d87fe49526', 'price': 128.0}, 'take': {'response': {'orderID': '0ec74f8d-701b-90bb-ac69-c63d49150420', 'clOrdID': '6d06a87cd5d947a480becf083e79e43e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 125.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 6, 1, 27, 909000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 6, 1, 27, 909000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': '6d06a87cd5d947a480becf083e79e43e', 'price': 125.29999999999998}}
2019-12-21 06:01:27 INFO: rm init order from db 39de72655b8a45de974e2a0cb572608e
2019-12-21 06:01:27 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-21 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.2, 'close': 127.2, 'trades': 902, 'volume': 1775458, 'vwap': 127.31, 'lastSize': 2000, 'turnover': 22603019030, 'homeNotional': 12707.584905376858, 'foreignNotional': 1617778.96948863}, {'timestamp': datetime.datetime(2019, 12, 21, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.35, 'close': 127.35, 'trades': 769, 'volume': 2337342, 'vwap': 127.39, 'lastSize': 2, 'turnover': 29774695745, 'homeNotional': 16736.44007456873, 'foreignNotional': 2132004.72467924}, {'timestamp': datetime.datetime(2019, 12, 21, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 128.0, 'low': 127.35, 'close': 127.35, 'trades': 1703, 'volume': 2842433, 'vwap': 127.68, 'lastSize': 2, 'turnover': 36290440380, 'homeNotional': 20374.52775338638, 'foreignNotional': 2601300.799385774}]
2019-12-21 07:00:20 INFO: prepare buckets [{'low_price': 127.2, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 127.35, 'high_price': 128.0, 'color': 'RED'}]
2019-12-21 07:00:20 INFO: bucket_size=0.20000000000000284 (allowed (0.49, 2.0))
2019-12-21 07:00:20 WARNING: skip bucket by bucket_size=0.20000000000000284 too small
2019-12-21 07:00:20 INFO: check need new order None
2019-12-21 07:19:40 INFO: process event {'orderID': 'dd56c81e-8b96-6644-4b25-337fc9528002', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': '2019-12-21T07:19:40.900Z', 'timestamp': '2019-12-21T07:19:40.900Z'}
2019-12-21 07:19:40 INFO: skip event  New
2019-12-21 07:19:40 INFO: process event {'orderID': 'dd56c81e-8b96-6644-4b25-337fc9528002', 'workingIndicator': True, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T07:19:40.900Z'}
2019-12-21 07:19:40 INFO: skip event  
2019-12-21 07:20:05 INFO: process event {'orderID': 'dd56c81e-8b96-6644-4b25-337fc9528002', 'price': 126.9, 'text': 'Amended price: Amend from www.bitmex.com\nSubmission from www.bitmex.com', 'transactTime': '2019-12-21T07:20:05.918Z', 'timestamp': '2019-12-21T07:20:05.918Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 07:20:05 INFO: skip event  
2019-12-21 07:20:05 INFO: process event {'orderID': 'dd56c81e-8b96-6644-4b25-337fc9528002', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 126.9, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T07:20:05.918Z'}
2019-12-21 07:20:05 INFO: add new event={'uid': '', 'status': 'Filled'}
2019-12-21 07:20:06 INFO: start process event--------------------------------------------
2019-12-21 07:20:06 INFO: fetch new order event 
2019-12-21 07:20:06 INFO: fetch orders by event init=None profit_pair=None
2019-12-21 07:20:06 WARNING: NOT FOUND ORDER INTO STORAGE!
2019-12-21 07:20:06 INFO: end process event_processing_result='not found order'---------------------------------------------------
2019-12-21 07:20:12 INFO: process event {'orderID': 'af5080a3-a722-1754-5994-aac954bb2986', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nStop order by trader.py', 'timestamp': '2019-12-21T07:20:12.612Z', 'clOrdID': '840890ae5d4c4c429660f3d87fe49526', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 07:20:12 INFO: skip event 840890ae5d4c4c429660f3d87fe49526 Canceled
2019-12-21 07:20:17 INFO: process event {'orderID': '0ec74f8d-701b-90bb-ac69-c63d49150420', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nProfit order by trader.py', 'timestamp': '2019-12-21T07:20:17.537Z', 'clOrdID': '6d06a87cd5d947a480becf083e79e43e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 07:20:17 INFO: skip event 6d06a87cd5d947a480becf083e79e43e Canceled
2019-12-21 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.4, 'low': 126.55, 'close': 126.95, 'trades': 2996, 'volume': 8265371, 'vwap': 126.93, 'lastSize': 2, 'turnover': 104908448000, 'homeNotional': 59018.246329305264, 'foreignNotional': 7490909.357166139}, {'timestamp': datetime.datetime(2019, 12, 21, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.2, 'close': 127.2, 'trades': 902, 'volume': 1775458, 'vwap': 127.31, 'lastSize': 2000, 'turnover': 22603019030, 'homeNotional': 12707.584905376858, 'foreignNotional': 1617778.96948863}, {'timestamp': datetime.datetime(2019, 12, 21, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.35, 'close': 127.35, 'trades': 769, 'volume': 2337342, 'vwap': 127.39, 'lastSize': 2, 'turnover': 29774695745, 'homeNotional': 16736.44007456873, 'foreignNotional': 2132004.72467924}]
2019-12-21 08:00:21 INFO: prepare buckets [{'low_price': 126.55, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 127.4, 'color': 'GREEN'}]
2019-12-21 08:00:21 INFO: bucket_size=0.8500000000000085 (allowed (0.49, 2.0))
2019-12-21 08:00:21 INFO: check need new order None
2019-12-21 08:58:59 ERROR: Error : Connection is already closed.
2019-12-21 08:58:59 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f64338a2cd0>>: Connection is already closed.
2019-12-21 08:58:59 INFO: Websocket Closed
2019-12-21 08:58:59 WARNING: reconnect to socket
2019-12-21 08:58:59 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-21 08:58:59 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-21 08:58:59 INFO: Authenticating with API Key.
2019-12-21 08:59:00 INFO: Connected to WS.
2019-12-21 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.3, 'low': 126.95, 'close': 127.25, 'trades': 839, 'volume': 1305530, 'vwap': 127.13, 'lastSize': 2, 'turnover': 16596061475, 'homeNotional': 9321.50160309822, 'foreignNotional': 1184961.3800111273}, {'timestamp': datetime.datetime(2019, 12, 21, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.4, 'low': 126.55, 'close': 126.95, 'trades': 2996, 'volume': 8265371, 'vwap': 126.93, 'lastSize': 2, 'turnover': 104908448000, 'homeNotional': 59018.246329305264, 'foreignNotional': 7490909.357166139}, {'timestamp': datetime.datetime(2019, 12, 21, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.2, 'close': 127.2, 'trades': 902, 'volume': 1775458, 'vwap': 127.31, 'lastSize': 2000, 'turnover': 22603019030, 'homeNotional': 12707.584905376858, 'foreignNotional': 1617778.96948863}]
2019-12-21 09:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 127.3, 'color': 'GREEN'}, {'low_price': 126.55, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 127.4, 'color': 'RED'}]
2019-12-21 09:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.49, 2.0))
2019-12-21 09:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small
2019-12-21 09:00:20 INFO: check need new order None
2019-12-21 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.3, 'low': 126.55, 'close': 126.6, 'trades': 1168, 'volume': 2213284, 'vwap': 126.89, 'lastSize': 2, 'turnover': 28084328975, 'homeNotional': 15777.38618397526, 'foreignNotional': 2001994.0820209596}, {'timestamp': datetime.datetime(2019, 12, 21, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.3, 'low': 126.95, 'close': 127.25, 'trades': 839, 'volume': 1305530, 'vwap': 127.13, 'lastSize': 2, 'turnover': 16596061475, 'homeNotional': 9321.50160309822, 'foreignNotional': 1184961.3800111273}, {'timestamp': datetime.datetime(2019, 12, 21, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.4, 'low': 126.55, 'close': 126.95, 'trades': 2996, 'volume': 8265371, 'vwap': 126.93, 'lastSize': 2, 'turnover': 104908448000, 'homeNotional': 59018.246329305264, 'foreignNotional': 7490909.357166139}]
2019-12-21 10:00:20 INFO: prepare buckets [{'low_price': 126.55, 'high_price': 127.3, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 127.3, 'color': 'GREEN'}, {'low_price': 126.55, 'high_price': 127.4, 'color': 'RED'}]
2019-12-21 10:00:20 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-21 10:00:20 INFO: check need new order None
2019-12-21 10:52:49 INFO: process event {'orderID': 'c6ca3cac-1bc8-d6e0-2122-eef846e77278', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': 127.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2019-12-21T10:52:49.029Z', 'timestamp': '2019-12-21T10:52:49.029Z'}
2019-12-21 10:52:49 INFO: skip event  New
2019-12-21 10:52:49 INFO: process event {'orderID': 'c6ca3cac-1bc8-d6e0-2122-eef846e77278', 'side': 'Buy', 'orderQty': 9, 'workingIndicator': True, 'leavesQty': 9, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T10:52:49.029Z'}
2019-12-21 10:52:49 INFO: skip event  
2019-12-21 10:52:49 INFO: process event {'orderID': 'c6ca3cac-1bc8-d6e0-2122-eef846e77278', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 9, 'avgPx': 127.2, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T10:52:49.029Z'}
2019-12-21 10:52:49 INFO: add new event={'uid': '', 'status': 'Filled'}
2019-12-21 10:52:49 INFO: start process event--------------------------------------------
2019-12-21 10:52:49 INFO: fetch new order event 
2019-12-21 10:52:49 INFO: fetch orders by event init=None profit_pair=None
2019-12-21 10:52:49 WARNING: NOT FOUND ORDER INTO STORAGE!
2019-12-21 10:52:49 INFO: end process event_processing_result='not found order'---------------------------------------------------
2019-12-21 10:52:55 INFO: process event {'orderID': 'cfdab2c4-b536-d011-a9d2-45bdd619597b', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nStop order by trader.py', 'timestamp': '2019-12-21T10:52:55.300Z', 'clOrdID': '5f12a8afdfec45b0ad1c5baec2dff111', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 10:52:55 INFO: skip event 5f12a8afdfec45b0ad1c5baec2dff111 Canceled
2019-12-21 10:53:01 INFO: process event {'orderID': 'c614ff90-bcc1-f16b-74f8-a427759128bf', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nProfit order by trader.py', 'timestamp': '2019-12-21T10:53:01.149Z', 'clOrdID': 'aa368be32fb94048a054b68141984cb0', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 10:53:01 INFO: skip event aa368be32fb94048a054b68141984cb0 Canceled
2019-12-21 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.6, 'high': 127.2, 'low': 126.6, 'close': 127.15, 'trades': 1110, 'volume': 1809440, 'vwap': 126.94, 'lastSize': 2654, 'turnover': 22968844065, 'homeNotional': 12899.266996415063, 'foreignNotional': 1637420.5025873252}, {'timestamp': datetime.datetime(2019, 12, 21, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.3, 'low': 126.55, 'close': 126.6, 'trades': 1168, 'volume': 2213284, 'vwap': 126.89, 'lastSize': 2, 'turnover': 28084328975, 'homeNotional': 15777.38618397526, 'foreignNotional': 2001994.0820209596}, {'timestamp': datetime.datetime(2019, 12, 21, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.3, 'low': 126.95, 'close': 127.25, 'trades': 839, 'volume': 1305530, 'vwap': 127.13, 'lastSize': 2, 'turnover': 16596061475, 'homeNotional': 9321.50160309822, 'foreignNotional': 1184961.3800111273}]
2019-12-21 11:00:20 INFO: prepare buckets [{'low_price': 126.6, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 126.55, 'high_price': 127.3, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 127.3, 'color': 'GREEN'}]
2019-12-21 11:00:20 INFO: bucket_size=0.6000000000000085 (allowed (0.49, 2.0))
2019-12-21 11:00:20 INFO: check need new order None
2019-12-21 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.85, 'low': 126.95, 'close': 127.55, 'trades': 1463, 'volume': 2701212, 'vwap': 127.36, 'lastSize': 1, 'turnover': 34402548415, 'homeNotional': 19306.126546832515, 'foreignNotional': 2458827.5648382464}, {'timestamp': datetime.datetime(2019, 12, 21, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.6, 'high': 127.2, 'low': 126.6, 'close': 127.15, 'trades': 1110, 'volume': 1809440, 'vwap': 126.94, 'lastSize': 2654, 'turnover': 22968844065, 'homeNotional': 12899.266996415063, 'foreignNotional': 1637420.5025873252}, {'timestamp': datetime.datetime(2019, 12, 21, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.3, 'low': 126.55, 'close': 126.6, 'trades': 1168, 'volume': 2213284, 'vwap': 126.89, 'lastSize': 2, 'turnover': 28084328975, 'homeNotional': 15777.38618397526, 'foreignNotional': 2001994.0820209596}]
2019-12-21 12:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.6, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 126.55, 'high_price': 127.3, 'color': 'RED'}]
2019-12-21 12:00:20 INFO: bucket_size=0.8999999999999915 (allowed (0.49, 2.0))
2019-12-21 12:00:20 INFO: check need new order None
2019-12-21 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.85, 'low': 127.3, 'close': 127.65, 'trades': 2078, 'volume': 9793756, 'vwap': 127.59, 'lastSize': 1, 'turnover': 124949390500, 'homeNotional': 69994.43729722378, 'foreignNotional': 8929937.549339658}, {'timestamp': datetime.datetime(2019, 12, 21, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.85, 'low': 126.95, 'close': 127.55, 'trades': 1463, 'volume': 2701212, 'vwap': 127.36, 'lastSize': 1, 'turnover': 34402548415, 'homeNotional': 19306.126546832515, 'foreignNotional': 2458827.5648382464}, {'timestamp': datetime.datetime(2019, 12, 21, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.6, 'high': 127.2, 'low': 126.6, 'close': 127.15, 'trades': 1110, 'volume': 1809440, 'vwap': 126.94, 'lastSize': 2654, 'turnover': 22968844065, 'homeNotional': 12899.266996415063, 'foreignNotional': 1637420.5025873252}]
2019-12-21 13:00:20 INFO: prepare buckets [{'low_price': 127.3, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.6, 'high_price': 127.2, 'color': 'GREEN'}]
2019-12-21 13:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.49, 2.0))
2019-12-21 13:00:20 INFO: check need new order None
2019-12-21 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 127.65, 'low': 126.75, 'close': 127.0, 'trades': 1703, 'volume': 4202096, 'vwap': 127.15, 'lastSize': 58, 'turnover': 53425603230, 'homeNotional': 30002.23651573204, 'foreignNotional': 3814501.6360432236}, {'timestamp': datetime.datetime(2019, 12, 21, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.85, 'low': 127.3, 'close': 127.65, 'trades': 2078, 'volume': 9793756, 'vwap': 127.59, 'lastSize': 1, 'turnover': 124949390500, 'homeNotional': 69994.43729722378, 'foreignNotional': 8929937.549339658}, {'timestamp': datetime.datetime(2019, 12, 21, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.85, 'low': 126.95, 'close': 127.55, 'trades': 1463, 'volume': 2701212, 'vwap': 127.36, 'lastSize': 1, 'turnover': 34402548415, 'homeNotional': 19306.126546832515, 'foreignNotional': 2458827.5648382464}]
2019-12-21 14:00:20 INFO: prepare buckets [{'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 127.3, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.85, 'color': 'GREEN'}]
2019-12-21 14:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.49, 2.0))
2019-12-21 14:00:20 INFO: check need new order {'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}
2019-12-21 14:00:20 INFO: place order: start low=126.75 high=127.65 RED ETHUSD price_offset=0.1
2019-12-21 14:00:20 INFO: place order: side_factor=1.0 init_trigger_price=126.7 init_order_price=126.65 stop_price_offset=0.0 bucket_size=0.9000000000000057 stop_price=127.65 take_price=123.94999999999999
2019-12-21 14:00:20 INFO: place order: compute qty=-11.0
2019-12-21 14:00:20 INFO: place order: save order to db 92a7225ca56c465c88473e2dbea2ebba; response=True
2019-12-21 14:00:20 INFO: post order to exchange resp={'orderID': '38f5e2f5-cffc-5f5e-09de-abaf3f1e5f72', 'clOrdID': '92a7225ca56c465c88473e2dbea2ebba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.65, 'displayQty': None, 'stopPx': 126.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 14, 0, 20, 928000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 14, 0, 20, 928000, tzinfo=tzlocal())}
2019-12-21 14:00:20 INFO: place new init order {'qty': -11.0, 'init_price': 126.7, 'stop_price': 127.65, 'take_price': 123.94999999999999, 'order_uid': '92a7225ca56c465c88473e2dbea2ebba', 'response': {'orderID': '38f5e2f5-cffc-5f5e-09de-abaf3f1e5f72', 'clOrdID': '92a7225ca56c465c88473e2dbea2ebba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.65, 'displayQty': None, 'stopPx': 126.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 14, 0, 20, 928000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 14, 0, 20, 928000, tzinfo=tzlocal())}}
2019-12-21 14:00:21 INFO: process event {'orderID': '38f5e2f5-cffc-5f5e-09de-abaf3f1e5f72', 'clOrdID': '92a7225ca56c465c88473e2dbea2ebba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.65, 'displayQty': None, 'stopPx': 126.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-21T14:00:20.928Z', 'timestamp': '2019-12-21T14:00:20.928Z'}
2019-12-21 14:00:21 INFO: skip event 92a7225ca56c465c88473e2dbea2ebba New
2019-12-21 14:03:26 INFO: process event {'orderID': '38f5e2f5-cffc-5f5e-09de-abaf3f1e5f72', 'orderQty': 10, 'leavesQty': 10, 'text': 'Amended orderQty: Amend from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-21T14:03:26.718Z', 'clOrdID': '92a7225ca56c465c88473e2dbea2ebba', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 14:03:26 INFO: skip event 92a7225ca56c465c88473e2dbea2ebba 
2019-12-21 14:09:17 INFO: process event {'orderID': '38f5e2f5-cffc-5f5e-09de-abaf3f1e5f72', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-21T14:09:17.526Z', 'clOrdID': '92a7225ca56c465c88473e2dbea2ebba', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 14:09:17 INFO: skip event 92a7225ca56c465c88473e2dbea2ebba 
2019-12-21 14:09:17 INFO: process event {'orderID': '38f5e2f5-cffc-5f5e-09de-abaf3f1e5f72', 'workingIndicator': True, 'transactTime': '2019-12-21T14:09:17.526Z', 'clOrdID': '92a7225ca56c465c88473e2dbea2ebba', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T14:09:17.526Z'}
2019-12-21 14:09:17 INFO: skip event 92a7225ca56c465c88473e2dbea2ebba 
2019-12-21 14:09:17 INFO: process event {'orderID': '38f5e2f5-cffc-5f5e-09de-abaf3f1e5f72', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 126.7, 'clOrdID': '92a7225ca56c465c88473e2dbea2ebba', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T14:09:17.526Z'}
2019-12-21 14:09:17 INFO: add new event={'uid': '92a7225ca56c465c88473e2dbea2ebba', 'status': 'Filled'}
2019-12-21 14:09:17 INFO: start process event--------------------------------------------
2019-12-21 14:09:17 INFO: fetch new order event 92a7225ca56c465c88473e2dbea2ebba
2019-12-21 14:09:17 INFO: fetch orders by event init={'stop': '127.65', 'take': '123.94999999999999', 'qty': '11.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-21 14:09:17 INFO: process init order filled
2019-12-21 14:09:17 INFO: save profit orders to storage stop=22f0796b51d74b0eb7ff7b204fb966fc take=1368cfc8d9104f6cb0bb2f02c1707b45
2019-12-21 14:09:17 INFO: place profit orders take_price=123.94999999999999, stop_price=127.65, qty=11.0, color=RED, ticker=ETHUSD 22f0796b51d74b0eb7ff7b204fb966fc 1368cfc8d9104f6cb0bb2f02c1707b45
2019-12-21 14:09:17 INFO: place stop order ETHUSD: qty=11.0, stop_price=127.65, stop_uid=22f0796b51d74b0eb7ff7b204fb966fc
2019-12-21 14:09:17 INFO: process event {'orderID': '72dbf84e-02c7-cb61-e5f8-cf78389c1134', 'clOrdID': '22f0796b51d74b0eb7ff7b204fb966fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 127.65, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-21T14:09:17.734Z', 'timestamp': '2019-12-21T14:09:17.734Z'}
2019-12-21 14:09:17 INFO: skip event 22f0796b51d74b0eb7ff7b204fb966fc New
2019-12-21 14:09:17 INFO: exchange resp for stop order={'orderID': '72dbf84e-02c7-cb61-e5f8-cf78389c1134', 'clOrdID': '22f0796b51d74b0eb7ff7b204fb966fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 127.65, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 14, 9, 17, 734000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 14, 9, 17, 734000, tzinfo=tzlocal())}
2019-12-21 14:09:17 INFO: place limit order ETHUSD: qty=11.0, price=123.94999999999999, take_uid=1368cfc8d9104f6cb0bb2f02c1707b45
2019-12-21 14:09:17 INFO: process event {'orderID': 'be19f1b3-7f41-e582-c238-6ee59ddaf443', 'clOrdID': '1368cfc8d9104f6cb0bb2f02c1707b45', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.95, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-21T14:09:17.782Z', 'timestamp': '2019-12-21T14:09:17.782Z'}
2019-12-21 14:09:17 INFO: skip event 1368cfc8d9104f6cb0bb2f02c1707b45 New
2019-12-21 14:09:17 INFO: process event {'orderID': 'be19f1b3-7f41-e582-c238-6ee59ddaf443', 'workingIndicator': True, 'clOrdID': '1368cfc8d9104f6cb0bb2f02c1707b45', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T14:09:17.782Z'}
2019-12-21 14:09:17 INFO: skip event 1368cfc8d9104f6cb0bb2f02c1707b45 
2019-12-21 14:09:17 INFO: exchange resp for take profit order={'orderID': 'be19f1b3-7f41-e582-c238-6ee59ddaf443', 'clOrdID': '1368cfc8d9104f6cb0bb2f02c1707b45', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.95, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 14, 9, 17, 782000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 14, 9, 17, 782000, tzinfo=tzlocal())}
2019-12-21 14:09:17 INFO: place profit orders={'stop': {'response': {'orderID': '72dbf84e-02c7-cb61-e5f8-cf78389c1134', 'clOrdID': '22f0796b51d74b0eb7ff7b204fb966fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 127.65, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 14, 9, 17, 734000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 14, 9, 17, 734000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '22f0796b51d74b0eb7ff7b204fb966fc', 'price': 127.65}, 'take': {'response': {'orderID': 'be19f1b3-7f41-e582-c238-6ee59ddaf443', 'clOrdID': '1368cfc8d9104f6cb0bb2f02c1707b45', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.95, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 21, 14, 9, 17, 782000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 14, 9, 17, 782000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '1368cfc8d9104f6cb0bb2f02c1707b45', 'price': 123.94999999999999}}
2019-12-21 14:09:17 INFO: rm init order from db 92a7225ca56c465c88473e2dbea2ebba
2019-12-21 14:09:17 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-21 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.55, 'low': 126.7, 'close': 127.15, 'trades': 1326, 'volume': 2273364, 'vwap': 127.07, 'lastSize': 4, 'turnover': 28886486935, 'homeNotional': 16210.58971118152, 'foreignNotional': 2059801.6344218254}, {'timestamp': datetime.datetime(2019, 12, 21, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 127.65, 'low': 126.75, 'close': 127.0, 'trades': 1703, 'volume': 4202096, 'vwap': 127.15, 'lastSize': 58, 'turnover': 53425603230, 'homeNotional': 30002.23651573204, 'foreignNotional': 3814501.6360432236}, {'timestamp': datetime.datetime(2019, 12, 21, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.85, 'low': 127.3, 'close': 127.65, 'trades': 2078, 'volume': 9793756, 'vwap': 127.59, 'lastSize': 1, 'turnover': 124949390500, 'homeNotional': 69994.43729722378, 'foreignNotional': 8929937.549339658}]
2019-12-21 15:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 127.55, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 127.3, 'high_price': 127.85, 'color': 'GREEN'}]
2019-12-21 15:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.49, 2.0))
2019-12-21 15:00:20 INFO: check need new order None
2019-12-21 15:27:56 INFO: process event {'orderID': '72dbf84e-02c7-cb61-e5f8-cf78389c1134', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-21T15:27:56.918Z', 'clOrdID': '22f0796b51d74b0eb7ff7b204fb966fc', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 15:27:56 INFO: skip event 22f0796b51d74b0eb7ff7b204fb966fc 
2019-12-21 15:27:56 INFO: process event {'orderID': '72dbf84e-02c7-cb61-e5f8-cf78389c1134', 'price': 127.65, 'workingIndicator': True, 'transactTime': '2019-12-21T15:27:56.918Z', 'clOrdID': '22f0796b51d74b0eb7ff7b204fb966fc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T15:27:56.918Z'}
2019-12-21 15:27:56 INFO: skip event 22f0796b51d74b0eb7ff7b204fb966fc 
2019-12-21 15:27:56 INFO: process event {'orderID': '72dbf84e-02c7-cb61-e5f8-cf78389c1134', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 127.65, 'clOrdID': '22f0796b51d74b0eb7ff7b204fb966fc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T15:27:56.918Z'}
2019-12-21 15:27:56 INFO: add new event={'uid': '22f0796b51d74b0eb7ff7b204fb966fc', 'status': 'Filled'}
2019-12-21 15:27:57 INFO: start process event--------------------------------------------
2019-12-21 15:27:57 INFO: fetch new order event 22f0796b51d74b0eb7ff7b204fb966fc
2019-12-21 15:27:57 INFO: fetch orders by event init=None profit_pair=1368cfc8d9104f6cb0bb2f02c1707b45
2019-12-21 15:27:57 INFO: process profit order filled
2019-12-21 15:27:57 INFO: process event {'orderID': 'be19f1b3-7f41-e582-c238-6ee59ddaf443', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-21T15:27:57.786Z', 'clOrdID': '1368cfc8d9104f6cb0bb2f02c1707b45', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 15:27:57 INFO: skip event 1368cfc8d9104f6cb0bb2f02c1707b45 Canceled
2019-12-21 15:27:57 INFO: cancel order=1368cfc8d9104f6cb0bb2f02c1707b45 [{'orderID': 'be19f1b3-7f41-e582-c238-6ee59ddaf443', 'clOrdID': '1368cfc8d9104f6cb0bb2f02c1707b45', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.95, '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(2019, 12, 21, 14, 9, 17, 782000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 15, 27, 57, 786000, tzinfo=tzlocal())}]
2019-12-21 15:27:57 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-21 15:32:33 INFO: process event {'orderID': '938e160d-0ad0-b3e4-48e6-cc84a3dfaeb8', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': 127.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2019-12-21T15:32:33.222Z', 'timestamp': '2019-12-21T15:32:33.222Z'}
2019-12-21 15:32:33 INFO: skip event  New
2019-12-21 15:32:33 INFO: process event {'orderID': '938e160d-0ad0-b3e4-48e6-cc84a3dfaeb8', 'side': 'Sell', 'orderQty': 1, 'workingIndicator': True, 'leavesQty': 1, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-21T15:32:33.222Z'}
2019-12-21 15:32:33 INFO: skip event  
2019-12-21 15:38:00 INFO: process event {'orderID': '938e160d-0ad0-b3e4-48e6-cc84a3dfaeb8', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 1, 'avgPx': 127.7, 'timestamp': '2019-12-21T15:38:00.186Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 15:38:00 INFO: add new event={'uid': '', 'status': 'Filled'}
2019-12-21 15:38:00 INFO: start process event--------------------------------------------
2019-12-21 15:38:00 INFO: fetch new order event 
2019-12-21 15:38:00 INFO: fetch orders by event init=None profit_pair=None
2019-12-21 15:38:00 WARNING: NOT FOUND ORDER INTO STORAGE!
2019-12-21 15:38:00 INFO: end process event_processing_result='not found order'---------------------------------------------------
2019-12-21 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.85, 'low': 127.15, 'close': 127.3, 'trades': 1468, 'volume': 2352429, 'vwap': 127.5, 'lastSize': 56, 'turnover': 29991589495, 'homeNotional': 16789.231630515907, 'foreignNotional': 2140493.941911979}, {'timestamp': datetime.datetime(2019, 12, 21, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.55, 'low': 126.7, 'close': 127.15, 'trades': 1326, 'volume': 2273364, 'vwap': 127.07, 'lastSize': 4, 'turnover': 28886486935, 'homeNotional': 16210.58971118152, 'foreignNotional': 2059801.6344218254}, {'timestamp': datetime.datetime(2019, 12, 21, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 127.65, 'low': 126.75, 'close': 127.0, 'trades': 1703, 'volume': 4202096, 'vwap': 127.15, 'lastSize': 58, 'turnover': 53425603230, 'homeNotional': 30002.23651573204, 'foreignNotional': 3814501.6360432236}]
2019-12-21 16:00:20 INFO: prepare buckets [{'low_price': 127.15, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.55, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}]
2019-12-21 16:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.49, 2.0))
2019-12-21 16:00:20 INFO: check need new order None
2019-12-21 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.5, 'low': 126.95, 'close': 127.35, 'trades': 1556, 'volume': 2074852, 'vwap': 127.19, 'lastSize': 2, 'turnover': 26389586260, 'homeNotional': 14808.015981657256, 'foreignNotional': 1883400.0406092973}, {'timestamp': datetime.datetime(2019, 12, 21, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.85, 'low': 127.15, 'close': 127.3, 'trades': 1468, 'volume': 2352429, 'vwap': 127.5, 'lastSize': 56, 'turnover': 29991589495, 'homeNotional': 16789.231630515907, 'foreignNotional': 2140493.941911979}, {'timestamp': datetime.datetime(2019, 12, 21, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.55, 'low': 126.7, 'close': 127.15, 'trades': 1326, 'volume': 2273364, 'vwap': 127.07, 'lastSize': 4, 'turnover': 28886486935, 'homeNotional': 16210.58971118152, 'foreignNotional': 2059801.6344218254}]
2019-12-21 17:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 127.5, 'color': 'GREEN'}, {'low_price': 127.15, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.55, 'color': 'GREEN'}]
2019-12-21 17:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.49, 2.0))
2019-12-21 17:00:20 INFO: check need new order None
2019-12-21 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.15, 'close': 127.15, 'trades': 513, 'volume': 699416, 'vwap': 127.28, 'lastSize': 44, 'turnover': 8901933005, 'homeNotional': 5000.935016708829, 'foreignNotional': 636502.3138918407}, {'timestamp': datetime.datetime(2019, 12, 21, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.5, 'low': 126.95, 'close': 127.35, 'trades': 1556, 'volume': 2074852, 'vwap': 127.19, 'lastSize': 2, 'turnover': 26389586260, 'homeNotional': 14808.015981657256, 'foreignNotional': 1883400.0406092973}, {'timestamp': datetime.datetime(2019, 12, 21, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.85, 'low': 127.15, 'close': 127.3, 'trades': 1468, 'volume': 2352429, 'vwap': 127.5, 'lastSize': 56, 'turnover': 29991589495, 'homeNotional': 16789.231630515907, 'foreignNotional': 2140493.941911979}]
2019-12-21 18:00:20 INFO: prepare buckets [{'low_price': 127.15, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 127.5, 'color': 'GREEN'}, {'low_price': 127.15, 'high_price': 127.85, 'color': 'GREEN'}]
2019-12-21 18:00:20 INFO: bucket_size=0.25 (allowed (0.49, 2.0))
2019-12-21 18:00:20 WARNING: skip bucket by bucket_size=0.25 too small
2019-12-21 18:00:20 INFO: check need new order None
2019-12-21 18:24:42 ERROR: Error : Connection is already closed.
2019-12-21 18:24:42 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f643392a550>>: Connection is already closed.
2019-12-21 18:24:42 INFO: Websocket Closed
2019-12-21 18:24:43 WARNING: reconnect to socket
2019-12-21 18:24:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-21 18:24:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-21 18:24:43 INFO: Authenticating with API Key.
2019-12-21 18:24:44 INFO: Connected to WS.
2019-12-21 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.2, 'low': 127.0, 'close': 127.05, 'trades': 268, 'volume': 275182, 'vwap': 127.1, 'lastSize': 7500, 'turnover': 3497495605, 'homeNotional': 1967.3450154868688, 'foreignNotional': 250044.71023991355}, {'timestamp': datetime.datetime(2019, 12, 21, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.15, 'close': 127.15, 'trades': 513, 'volume': 699416, 'vwap': 127.28, 'lastSize': 44, 'turnover': 8901933005, 'homeNotional': 5000.935016708829, 'foreignNotional': 636502.3138918407}, {'timestamp': datetime.datetime(2019, 12, 21, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.5, 'low': 126.95, 'close': 127.35, 'trades': 1556, 'volume': 2074852, 'vwap': 127.19, 'lastSize': 2, 'turnover': 26389586260, 'homeNotional': 14808.015981657256, 'foreignNotional': 1883400.0406092973}]
2019-12-21 19:00:20 INFO: prepare buckets [{'low_price': 127.0, 'high_price': 127.2, 'color': 'RED'}, {'low_price': 127.15, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 127.5, 'color': 'GREEN'}]
2019-12-21 19:00:20 INFO: bucket_size=0.20000000000000284 (allowed (0.49, 2.0))
2019-12-21 19:00:20 WARNING: skip bucket by bucket_size=0.20000000000000284 too small
2019-12-21 19:00:20 INFO: check need new order None
2019-12-21 19:14:59 ERROR: Error : Connection is already closed.
2019-12-21 19:14:59 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f6433972a00>>: Connection is already closed.
2019-12-21 19:14:59 INFO: Websocket Closed
2019-12-21 19:14:59 WARNING: reconnect to socket
2019-12-21 19:14:59 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-21 19:14:59 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-21 19:14:59 INFO: Authenticating with API Key.
2019-12-21 19:15:00 INFO: Connected to WS.
2019-12-21 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.2, 'low': 126.85, 'close': 127.15, 'trades': 818, 'volume': 1161704, 'vwap': 126.99, 'lastSize': 250, 'turnover': 14751675440, 'homeNotional': 8302.361395676535, 'foreignNotional': 1054259.5662974557}, {'timestamp': datetime.datetime(2019, 12, 21, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.2, 'low': 127.0, 'close': 127.05, 'trades': 268, 'volume': 275182, 'vwap': 127.1, 'lastSize': 7500, 'turnover': 3497495605, 'homeNotional': 1967.3450154868688, 'foreignNotional': 250044.71023991355}, {'timestamp': datetime.datetime(2019, 12, 21, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 127.4, 'low': 127.15, 'close': 127.15, 'trades': 513, 'volume': 699416, 'vwap': 127.28, 'lastSize': 44, 'turnover': 8901933005, 'homeNotional': 5000.935016708829, 'foreignNotional': 636502.3138918407}]
2019-12-21 20:00:20 INFO: prepare buckets [{'low_price': 126.85, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 127.0, 'high_price': 127.2, 'color': 'RED'}, {'low_price': 127.15, 'high_price': 127.4, 'color': 'RED'}]
2019-12-21 20:00:20 INFO: bucket_size=0.3500000000000085 (allowed (0.49, 2.0))
2019-12-21 20:00:20 WARNING: skip bucket by bucket_size=0.3500000000000085 too small
2019-12-21 20:00:20 INFO: check need new order None
2019-12-21 20:40:42 ERROR: Error : Connection is already closed.
2019-12-21 20:40:42 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f6433982730>>: Connection is already closed.
2019-12-21 20:40:42 INFO: Websocket Closed
2019-12-21 20:40:43 WARNING: reconnect to socket
2019-12-21 20:40:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-21 20:40:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-21 20:40:43 INFO: Authenticating with API Key.
2019-12-21 20:40:44 INFO: Connected to WS.
2019-12-21 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.25, 'low': 127.05, 'close': 127.25, 'trades': 655, 'volume': 907852, 'vwap': 127.14, 'lastSize': 1, 'turnover': 11542287740, 'homeNotional': 6489.914483993104, 'foreignNotional': 825117.5638751423}, {'timestamp': datetime.datetime(2019, 12, 21, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.2, 'low': 126.85, 'close': 127.15, 'trades': 818, 'volume': 1161704, 'vwap': 126.99, 'lastSize': 250, 'turnover': 14751675440, 'homeNotional': 8302.361395676535, 'foreignNotional': 1054259.5662974557}, {'timestamp': datetime.datetime(2019, 12, 21, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.2, 'low': 127.0, 'close': 127.05, 'trades': 268, 'volume': 275182, 'vwap': 127.1, 'lastSize': 7500, 'turnover': 3497495605, 'homeNotional': 1967.3450154868688, 'foreignNotional': 250044.71023991355}]
2019-12-21 21:00:21 INFO: prepare buckets [{'low_price': 127.05, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 127.0, 'high_price': 127.2, 'color': 'RED'}]
2019-12-21 21:00:21 INFO: bucket_size=0.20000000000000284 (allowed (0.49, 2.0))
2019-12-21 21:00:21 WARNING: skip bucket by bucket_size=0.20000000000000284 too small
2019-12-21 21:00:21 INFO: check need new order None
2019-12-21 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.65, 'low': 126.75, 'close': 126.95, 'trades': 2482, 'volume': 9651017, 'vwap': 127.32, 'lastSize': 647, 'turnover': 122871774030, 'homeNotional': 69078.8086688422, 'foreignNotional': 8794789.19972022}, {'timestamp': datetime.datetime(2019, 12, 21, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.25, 'low': 127.05, 'close': 127.25, 'trades': 655, 'volume': 907852, 'vwap': 127.14, 'lastSize': 1, 'turnover': 11542287740, 'homeNotional': 6489.914483993104, 'foreignNotional': 825117.5638751423}, {'timestamp': datetime.datetime(2019, 12, 21, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.2, 'low': 126.85, 'close': 127.15, 'trades': 818, 'volume': 1161704, 'vwap': 126.99, 'lastSize': 250, 'turnover': 14751675440, 'homeNotional': 8302.361395676535, 'foreignNotional': 1054259.5662974557}]
2019-12-21 22:00:20 INFO: prepare buckets [{'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 127.05, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.2, 'color': 'GREEN'}]
2019-12-21 22:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.49, 2.0))
2019-12-21 22:00:20 INFO: check need new order {'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}
2019-12-21 22:00:20 INFO: place order: start low=126.75 high=127.65 RED ETHUSD price_offset=0.1
2019-12-21 22:00:20 INFO: place order: side_factor=1.0 init_trigger_price=126.7 init_order_price=126.65 stop_price_offset=0.0 bucket_size=0.9000000000000057 stop_price=127.65 take_price=123.94999999999999
2019-12-21 22:00:20 INFO: place order: compute qty=-11.0
2019-12-21 22:00:20 INFO: place order: save order to db 92b303e12628442d902b0e2817dfd635; response=True
2019-12-21 22:00:20 INFO: post order to exchange resp={'orderID': '1bd41aa7-73b7-7f7e-3100-5ab0b3a7453c', 'clOrdID': '92b303e12628442d902b0e2817dfd635', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.65, 'displayQty': None, 'stopPx': 126.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 22, 0, 20, 561000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 22, 0, 20, 561000, tzinfo=tzlocal())}
2019-12-21 22:00:20 INFO: place new init order {'qty': -11.0, 'init_price': 126.7, 'stop_price': 127.65, 'take_price': 123.94999999999999, 'order_uid': '92b303e12628442d902b0e2817dfd635', 'response': {'orderID': '1bd41aa7-73b7-7f7e-3100-5ab0b3a7453c', 'clOrdID': '92b303e12628442d902b0e2817dfd635', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.65, 'displayQty': None, 'stopPx': 126.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 21, 22, 0, 20, 561000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 21, 22, 0, 20, 561000, tzinfo=tzlocal())}}
2019-12-21 22:00:20 INFO: process event {'orderID': '1bd41aa7-73b7-7f7e-3100-5ab0b3a7453c', 'clOrdID': '92b303e12628442d902b0e2817dfd635', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.65, 'displayQty': None, 'stopPx': 126.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-21T22:00:20.561Z', 'timestamp': '2019-12-21T22:00:20.561Z'}
2019-12-21 22:00:20 INFO: skip event 92b303e12628442d902b0e2817dfd635 New
2019-12-21 22:01:06 INFO: process event {'orderID': '1bd41aa7-73b7-7f7e-3100-5ab0b3a7453c', 'orderQty': 10, 'leavesQty': 10, 'text': 'Amended orderQty: Amend from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-21T22:01:06.918Z', 'clOrdID': '92b303e12628442d902b0e2817dfd635', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-21 22:01:06 INFO: skip event 92b303e12628442d902b0e2817dfd635 
2019-12-21 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 21, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.45, 'low': 126.85, 'close': 127.4, 'trades': 1395, 'volume': 1765754, 'vwap': 127.27, 'lastSize': 80, 'turnover': 22471992080, 'homeNotional': 12599.348283355175, 'foreignNotional': 1603465.648776405}, {'timestamp': datetime.datetime(2019, 12, 21, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.65, 'low': 126.75, 'close': 126.95, 'trades': 2482, 'volume': 9651017, 'vwap': 127.32, 'lastSize': 647, 'turnover': 122871774030, 'homeNotional': 69078.8086688422, 'foreignNotional': 8794789.19972022}, {'timestamp': datetime.datetime(2019, 12, 21, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.25, 'low': 127.05, 'close': 127.25, 'trades': 655, 'volume': 907852, 'vwap': 127.14, 'lastSize': 1, 'turnover': 11542287740, 'homeNotional': 6489.914483993104, 'foreignNotional': 825117.5638751423}]
2019-12-21 23:00:21 INFO: prepare buckets [{'low_price': 126.85, 'high_price': 127.45, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}, {'low_price': 127.05, 'high_price': 127.25, 'color': 'GREEN'}]
2019-12-21 23:00:21 INFO: bucket_size=0.6000000000000085 (allowed (0.49, 2.0))
2019-12-21 23:00:21 INFO: check need new order None
2019-12-22 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 127.5, 'low': 126.95, 'close': 127.0, 'trades': 1130, 'volume': 1555336, 'vwap': 127.23, 'lastSize': 116, 'turnover': 19787942485, 'homeNotional': 11103.954612131181, 'foreignNotional': 1412714.0973977894}, {'timestamp': datetime.datetime(2019, 12, 21, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.45, 'low': 126.85, 'close': 127.4, 'trades': 1395, 'volume': 1765754, 'vwap': 127.27, 'lastSize': 80, 'turnover': 22471992080, 'homeNotional': 12599.348283355175, 'foreignNotional': 1603465.648776405}, {'timestamp': datetime.datetime(2019, 12, 21, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.65, 'low': 126.75, 'close': 126.95, 'trades': 2482, 'volume': 9651017, 'vwap': 127.32, 'lastSize': 647, 'turnover': 122871774030, 'homeNotional': 69078.8086688422, 'foreignNotional': 8794789.19972022}]
2019-12-22 00:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 127.5, 'color': 'RED'}, {'low_price': 126.85, 'high_price': 127.45, 'color': 'GREEN'}, {'low_price': 126.75, 'high_price': 127.65, 'color': 'RED'}]
2019-12-22 00:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.49, 2.0))
2019-12-22 00:00:20 INFO: check need new order None
2019-12-22 00:14:45 ERROR: Error : Connection is already closed.
2019-12-22 00:14:45 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f64338a2cd0>>: Connection is already closed.
2019-12-22 00:14:45 INFO: Websocket Closed
2019-12-22 00:14:45 WARNING: reconnect to socket
2019-12-22 00:14:45 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 00:14:45 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 00:14:45 INFO: Authenticating with API Key.
2019-12-22 00:14:46 INFO: Connected to WS.
2019-12-22 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.1, 'low': 126.95, 'close': 127.0, 'trades': 1053, 'volume': 1109049, 'vwap': 127.02, 'lastSize': 56, 'turnover': 14086129235, 'homeNotional': 7913.570372356515, 'foreignNotional': 1005109.5428810412}, {'timestamp': datetime.datetime(2019, 12, 22, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 127.5, 'low': 126.95, 'close': 127.0, 'trades': 1130, 'volume': 1555336, 'vwap': 127.23, 'lastSize': 116, 'turnover': 19787942485, 'homeNotional': 11103.954612131181, 'foreignNotional': 1412714.0973977894}, {'timestamp': datetime.datetime(2019, 12, 21, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.45, 'low': 126.85, 'close': 127.4, 'trades': 1395, 'volume': 1765754, 'vwap': 127.27, 'lastSize': 80, 'turnover': 22471992080, 'homeNotional': 12599.348283355175, 'foreignNotional': 1603465.648776405}]
2019-12-22 01:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 127.1, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.5, 'color': 'RED'}, {'low_price': 126.85, 'high_price': 127.45, 'color': 'GREEN'}]
2019-12-22 01:00:20 INFO: bucket_size=0.14999999999999147 (allowed (0.49, 2.0))
2019-12-22 01:00:20 WARNING: skip bucket by bucket_size=0.14999999999999147 too small
2019-12-22 01:00:20 INFO: check need new order None
2019-12-22 01:26:00 ERROR: Error : Connection is already closed.
2019-12-22 01:26:00 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f643392a940>>: Connection is already closed.
2019-12-22 01:26:00 INFO: Websocket Closed
2019-12-22 01:26:01 WARNING: reconnect to socket
2019-12-22 01:26:01 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 01:26:01 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 01:26:01 INFO: Authenticating with API Key.
2019-12-22 01:26:02 INFO: Connected to WS.
2019-12-22 01:30:45 ERROR: Error : Connection is already closed.
2019-12-22 01:30:45 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f64339826d0>>: Connection is already closed.
2019-12-22 01:30:45 INFO: Websocket Closed
2019-12-22 01:30:45 WARNING: reconnect to socket
2019-12-22 01:30:45 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 01:30:45 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 01:30:45 INFO: Authenticating with API Key.
2019-12-22 01:30:46 INFO: Connected to WS.
2019-12-22 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.45, 'low': 127.0, 'close': 127.45, 'trades': 616, 'volume': 752539, 'vwap': 127.2, 'lastSize': 24, 'turnover': 9572143755, 'homeNotional': 5375.00236433502, 'foreignNotional': 683689.6051693558}, {'timestamp': datetime.datetime(2019, 12, 22, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.1, 'low': 126.95, 'close': 127.0, 'trades': 1053, 'volume': 1109049, 'vwap': 127.02, 'lastSize': 56, 'turnover': 14086129235, 'homeNotional': 7913.570372356515, 'foreignNotional': 1005109.5428810412}, {'timestamp': datetime.datetime(2019, 12, 22, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 127.5, 'low': 126.95, 'close': 127.0, 'trades': 1130, 'volume': 1555336, 'vwap': 127.23, 'lastSize': 116, 'turnover': 19787942485, 'homeNotional': 11103.954612131181, 'foreignNotional': 1412714.0973977894}]
2019-12-22 02:00:20 INFO: prepare buckets [{'low_price': 127.0, 'high_price': 127.45, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.1, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.5, 'color': 'RED'}]
2019-12-22 02:00:20 INFO: bucket_size=0.45000000000000284 (allowed (0.49, 2.0))
2019-12-22 02:00:20 WARNING: skip bucket by bucket_size=0.45000000000000284 too small
2019-12-22 02:00:20 INFO: check need new order None
2019-12-22 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.6, 'low': 127.2, 'close': 127.25, 'trades': 754, 'volume': 2216146, 'vwap': 127.49, 'lastSize': 2, 'turnover': 28252981355, 'homeNotional': 15839.294153252691, 'foreignNotional': 2019304.1379321096}, {'timestamp': datetime.datetime(2019, 12, 22, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.45, 'low': 127.0, 'close': 127.45, 'trades': 616, 'volume': 752539, 'vwap': 127.2, 'lastSize': 24, 'turnover': 9572143755, 'homeNotional': 5375.00236433502, 'foreignNotional': 683689.6051693558}, {'timestamp': datetime.datetime(2019, 12, 22, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.1, 'low': 126.95, 'close': 127.0, 'trades': 1053, 'volume': 1109049, 'vwap': 127.02, 'lastSize': 56, 'turnover': 14086129235, 'homeNotional': 7913.570372356515, 'foreignNotional': 1005109.5428810412}]
2019-12-22 03:00:20 INFO: prepare buckets [{'low_price': 127.2, 'high_price': 127.6, 'color': 'RED'}, {'low_price': 127.0, 'high_price': 127.45, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 127.1, 'color': 'GREEN'}]
2019-12-22 03:00:20 INFO: bucket_size=0.3999999999999915 (allowed (0.49, 2.0))
2019-12-22 03:00:20 WARNING: skip bucket by bucket_size=0.3999999999999915 too small
2019-12-22 03:00:20 INFO: check need new order None
2019-12-22 03:44:56 ERROR: Error : Connection is already closed.
2019-12-22 03:44:56 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f6433972820>>: Connection is already closed.
2019-12-22 03:44:56 INFO: Websocket Closed
2019-12-22 03:44:56 WARNING: reconnect to socket
2019-12-22 03:44:56 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 03:44:56 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 03:44:56 INFO: Authenticating with API Key.
2019-12-22 03:44:57 INFO: Connected to WS.
2019-12-22 03:48:00 ERROR: Error : Connection is already closed.
2019-12-22 03:48:00 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f6433993c40>>: Connection is already closed.
2019-12-22 03:48:00 INFO: Websocket Closed
2019-12-22 03:48:01 WARNING: reconnect to socket
2019-12-22 03:48:01 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 03:48:01 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 03:48:01 INFO: Authenticating with API Key.
2019-12-22 03:48:02 INFO: Connected to WS.
2019-12-22 03:55:35 ERROR: Error : Connection is already closed.
2019-12-22 03:55:35 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f6433993700>>: Connection is already closed.
2019-12-22 03:55:35 INFO: Websocket Closed
2019-12-22 03:55:35 WARNING: reconnect to socket
2019-12-22 03:55:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 03:55:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 03:55:35 INFO: Authenticating with API Key.
2019-12-22 03:55:36 INFO: Connected to WS.
2019-12-22 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.25, 'low': 127.15, 'close': 127.2, 'trades': 442, 'volume': 387236, 'vwap': 127.18, 'lastSize': 2, 'turnover': 4924538435, 'homeNotional': 2765.603452401157, 'foreignNotional': 351705.9811909257}, {'timestamp': datetime.datetime(2019, 12, 22, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.6, 'low': 127.2, 'close': 127.25, 'trades': 754, 'volume': 2216146, 'vwap': 127.49, 'lastSize': 2, 'turnover': 28252981355, 'homeNotional': 15839.294153252691, 'foreignNotional': 2019304.1379321096}, {'timestamp': datetime.datetime(2019, 12, 22, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.45, 'low': 127.0, 'close': 127.45, 'trades': 616, 'volume': 752539, 'vwap': 127.2, 'lastSize': 24, 'turnover': 9572143755, 'homeNotional': 5375.00236433502, 'foreignNotional': 683689.6051693558}]
2019-12-22 04:00:20 INFO: prepare buckets [{'low_price': 127.15, 'high_price': 127.25, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 127.6, 'color': 'RED'}, {'low_price': 127.0, 'high_price': 127.45, 'color': 'GREEN'}]
2019-12-22 04:00:20 INFO: bucket_size=0.09999999999999432 (allowed (0.49, 2.0))
2019-12-22 04:00:20 WARNING: skip bucket by bucket_size=0.09999999999999432 too small
2019-12-22 04:00:20 INFO: check need new order None
2019-12-22 04:05:42 ERROR: Error : Connection is already closed.
2019-12-22 04:05:42 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f6433988310>>: Connection is already closed.
2019-12-22 04:05:42 INFO: Websocket Closed
2019-12-22 04:05:42 WARNING: reconnect to socket
2019-12-22 04:05:42 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 04:05:42 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 04:05:42 INFO: Authenticating with API Key.
2019-12-22 04:05:43 INFO: Connected to WS.
2019-12-22 04:18:20 ERROR: Error : Connection is already closed.
2019-12-22 04:18:20 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f6433993190>>: Connection is already closed.
2019-12-22 04:18:20 INFO: Websocket Closed
2019-12-22 04:18:20 WARNING: reconnect to socket
2019-12-22 04:18:20 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 04:18:20 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 04:18:20 INFO: Authenticating with API Key.
2019-12-22 04:18:21 INFO: Connected to WS.
2019-12-22 04:21:20 ERROR: Error : Connection is already closed.
2019-12-22 04:21:20 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f643399ef70>>: Connection is already closed.
2019-12-22 04:21:20 INFO: Websocket Closed
2019-12-22 04:21:20 WARNING: reconnect to socket
2019-12-22 04:21:20 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 04:21:20 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 04:21:20 INFO: Authenticating with API Key.
2019-12-22 04:21:21 INFO: Connected to WS.
2019-12-22 04:25:44 ERROR: Error : Connection is already closed.
2019-12-22 04:25:44 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f643399eb20>>: Connection is already closed.
2019-12-22 04:25:44 INFO: Websocket Closed
2019-12-22 04:25:45 WARNING: reconnect to socket
2019-12-22 04:25:45 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 04:25:45 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 04:25:45 INFO: Authenticating with API Key.
2019-12-22 04:25:46 INFO: Connected to WS.
2019-12-22 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.2, 'low': 127.15, 'close': 127.2, 'trades': 432, 'volume': 769814, 'vwap': 127.19, 'lastSize': 4957, 'turnover': 9791025765, 'homeNotional': 5498.110779703366, 'foreignNotional': 699287.7006196068}, {'timestamp': datetime.datetime(2019, 12, 22, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.25, 'low': 127.15, 'close': 127.2, 'trades': 442, 'volume': 387236, 'vwap': 127.18, 'lastSize': 2, 'turnover': 4924538435, 'homeNotional': 2765.603452401157, 'foreignNotional': 351705.9811909257}, {'timestamp': datetime.datetime(2019, 12, 22, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.6, 'low': 127.2, 'close': 127.25, 'trades': 754, 'volume': 2216146, 'vwap': 127.49, 'lastSize': 2, 'turnover': 28252981355, 'homeNotional': 15839.294153252691, 'foreignNotional': 2019304.1379321096}]
2019-12-22 05:00:20 INFO: prepare buckets [{'low_price': 127.15, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 127.15, 'high_price': 127.25, 'color': 'RED'}, {'low_price': 127.2, 'high_price': 127.6, 'color': 'RED'}]
2019-12-22 05:00:20 INFO: bucket_size=0.04999999999999716 (allowed (0.49, 2.0))
2019-12-22 05:00:20 WARNING: skip bucket by bucket_size=0.04999999999999716 too small
2019-12-22 05:00:20 INFO: check need new order None
2019-12-22 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 127.0, 'close': 127.05, 'trades': 604, 'volume': 1414755, 'vwap': 127.22, 'lastSize': 200, 'turnover': 17997161340, 'homeNotional': 10099.539881630473, 'foreignNotional': 1284767.3674616942}, {'timestamp': datetime.datetime(2019, 12, 22, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.2, 'low': 127.15, 'close': 127.2, 'trades': 432, 'volume': 769814, 'vwap': 127.19, 'lastSize': 4957, 'turnover': 9791025765, 'homeNotional': 5498.110779703366, 'foreignNotional': 699287.7006196068}, {'timestamp': datetime.datetime(2019, 12, 22, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.25, 'high': 127.25, 'low': 127.15, 'close': 127.2, 'trades': 442, 'volume': 387236, 'vwap': 127.18, 'lastSize': 2, 'turnover': 4924538435, 'homeNotional': 2765.603452401157, 'foreignNotional': 351705.9811909257}]
2019-12-22 06:00:20 INFO: prepare buckets [{'low_price': 127.0, 'high_price': 127.35, 'color': 'RED'}, {'low_price': 127.15, 'high_price': 127.2, 'color': 'GREEN'}, {'low_price': 127.15, 'high_price': 127.25, 'color': 'RED'}]
2019-12-22 06:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.49, 2.0))
2019-12-22 06:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small
2019-12-22 06:00:20 INFO: check need new order None
2019-12-22 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.05, 'low': 126.9, 'close': 127.0, 'trades': 783, 'volume': 4001058, 'vwap': 126.98, 'lastSize': 22110, 'turnover': 50803262555, 'homeNotional': 28525.95361028899, 'foreignNotional': 3622071.2163429693}, {'timestamp': datetime.datetime(2019, 12, 22, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 127.0, 'close': 127.05, 'trades': 604, 'volume': 1414755, 'vwap': 127.22, 'lastSize': 200, 'turnover': 17997161340, 'homeNotional': 10099.539881630473, 'foreignNotional': 1284767.3674616942}, {'timestamp': datetime.datetime(2019, 12, 22, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.2, 'low': 127.15, 'close': 127.2, 'trades': 432, 'volume': 769814, 'vwap': 127.19, 'lastSize': 4957, 'turnover': 9791025765, 'homeNotional': 5498.110779703366, 'foreignNotional': 699287.7006196068}]
2019-12-22 07:00:21 INFO: prepare buckets [{'low_price': 126.9, 'high_price': 127.05, 'color': 'RED'}, {'low_price': 127.0, 'high_price': 127.35, 'color': 'RED'}, {'low_price': 127.15, 'high_price': 127.2, 'color': 'GREEN'}]
2019-12-22 07:00:21 INFO: bucket_size=0.14999999999999147 (allowed (0.49, 2.0))
2019-12-22 07:00:21 WARNING: skip bucket by bucket_size=0.14999999999999147 too small
2019-12-22 07:00:21 INFO: check need new order None
2019-12-22 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 129.75, 'low': 126.95, 'close': 129.65, 'trades': 6973, 'volume': 22855192, 'vwap': 128.45, 'lastSize': 5000, 'turnover': 293552265335, 'homeNotional': 163567.95096871423, 'foreignNotional': 21008873.861281835}, {'timestamp': datetime.datetime(2019, 12, 22, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.05, 'low': 126.9, 'close': 127.0, 'trades': 783, 'volume': 4001058, 'vwap': 126.98, 'lastSize': 22110, 'turnover': 50803262555, 'homeNotional': 28525.95361028899, 'foreignNotional': 3622071.2163429693}, {'timestamp': datetime.datetime(2019, 12, 22, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 127.0, 'close': 127.05, 'trades': 604, 'volume': 1414755, 'vwap': 127.22, 'lastSize': 200, 'turnover': 17997161340, 'homeNotional': 10099.539881630473, 'foreignNotional': 1284767.3674616942}]
2019-12-22 08:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 129.75, 'color': 'GREEN'}, {'low_price': 126.9, 'high_price': 127.05, 'color': 'RED'}, {'low_price': 127.0, 'high_price': 127.35, 'color': 'RED'}]
2019-12-22 08:00:20 INFO: bucket_size=2.799999999999997 (allowed (0.49, 2.0))
2019-12-22 08:00:20 WARNING: skip bucket by bucket_size=2.799999999999997 too big
2019-12-22 08:00:20 INFO: check need new order None
2019-12-22 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 131.45, 'low': 128.85, 'close': 128.9, 'trades': 6385, 'volume': 16654823, 'vwap': 130.07, 'lastSize': 12, 'turnover': 216624034610, 'homeNotional': 119632.6841107294, 'foreignNotional': 15560358.726832764}, {'timestamp': datetime.datetime(2019, 12, 22, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 129.75, 'low': 126.95, 'close': 129.65, 'trades': 6973, 'volume': 22855192, 'vwap': 128.45, 'lastSize': 5000, 'turnover': 293552265335, 'homeNotional': 163567.95096871423, 'foreignNotional': 21008873.861281835}, {'timestamp': datetime.datetime(2019, 12, 22, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.05, 'low': 126.9, 'close': 127.0, 'trades': 783, 'volume': 4001058, 'vwap': 126.98, 'lastSize': 22110, 'turnover': 50803262555, 'homeNotional': 28525.95361028899, 'foreignNotional': 3622071.2163429693}]
2019-12-22 09:00:20 INFO: prepare buckets [{'low_price': 128.85, 'high_price': 131.45, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 129.75, 'color': 'GREEN'}, {'low_price': 126.9, 'high_price': 127.05, 'color': 'RED'}]
2019-12-22 09:00:20 INFO: bucket_size=2.5999999999999943 (allowed (0.49, 2.0))
2019-12-22 09:00:20 WARNING: skip bucket by bucket_size=2.5999999999999943 too big
2019-12-22 09:00:20 INFO: check need new order None
2019-12-22 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.4, 'low': 128.9, 'close': 129.05, 'trades': 1243, 'volume': 2118945, 'vwap': 129.15, 'lastSize': 1, 'turnover': 27364516040, 'homeNotional': 15187.468664087146, 'foreignNotional': 1961343.0039779074}, {'timestamp': datetime.datetime(2019, 12, 22, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 131.45, 'low': 128.85, 'close': 128.9, 'trades': 6385, 'volume': 16654823, 'vwap': 130.07, 'lastSize': 12, 'turnover': 216624034610, 'homeNotional': 119632.6841107294, 'foreignNotional': 15560358.726832764}, {'timestamp': datetime.datetime(2019, 12, 22, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 129.75, 'low': 126.95, 'close': 129.65, 'trades': 6973, 'volume': 22855192, 'vwap': 128.45, 'lastSize': 5000, 'turnover': 293552265335, 'homeNotional': 163567.95096871423, 'foreignNotional': 21008873.861281835}]
2019-12-22 10:00:20 INFO: prepare buckets [{'low_price': 128.9, 'high_price': 129.4, 'color': 'GREEN'}, {'low_price': 128.85, 'high_price': 131.45, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 129.75, 'color': 'GREEN'}]
2019-12-22 10:00:20 INFO: bucket_size=0.5 (allowed (0.49, 2.0))
2019-12-22 10:00:20 INFO: check need new order None
2019-12-22 10:05:01 INFO: process event {'orderID': '1bd41aa7-73b7-7f7e-3100-5ab0b3a7453c', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-22T10:05:01.654Z', 'clOrdID': '92b303e12628442d902b0e2817dfd635', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-22 10:05:01 INFO: skip event 92b303e12628442d902b0e2817dfd635 Canceled
2019-12-22 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.8, 'low': 129.0, 'close': 129.45, 'trades': 1791, 'volume': 2595589, 'vwap': 129.5, 'lastSize': 1, 'turnover': 33610771805, 'homeNotional': 18626.4264350387, 'foreignNotional': 2411973.6612533797}, {'timestamp': datetime.datetime(2019, 12, 22, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.4, 'low': 128.9, 'close': 129.05, 'trades': 1243, 'volume': 2118945, 'vwap': 129.15, 'lastSize': 1, 'turnover': 27364516040, 'homeNotional': 15187.468664087146, 'foreignNotional': 1961343.0039779074}, {'timestamp': datetime.datetime(2019, 12, 22, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 131.45, 'low': 128.85, 'close': 128.9, 'trades': 6385, 'volume': 16654823, 'vwap': 130.07, 'lastSize': 12, 'turnover': 216624034610, 'homeNotional': 119632.6841107294, 'foreignNotional': 15560358.726832764}]
2019-12-22 11:00:20 INFO: prepare buckets [{'low_price': 129.0, 'high_price': 129.8, 'color': 'GREEN'}, {'low_price': 128.9, 'high_price': 129.4, 'color': 'GREEN'}, {'low_price': 128.85, 'high_price': 131.45, 'color': 'RED'}]
2019-12-22 11:00:20 INFO: bucket_size=0.8000000000000114 (allowed (0.49, 2.0))
2019-12-22 11:00:20 INFO: check need new order None
2019-12-22 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 130.0, 'low': 129.1, 'close': 129.25, 'trades': 1970, 'volume': 3500625, 'vwap': 129.58, 'lastSize': 2186, 'turnover': 45360990720, 'homeNotional': 25106.0548487648, 'foreignNotional': 3253237.99569338}, {'timestamp': datetime.datetime(2019, 12, 22, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.8, 'low': 129.0, 'close': 129.45, 'trades': 1791, 'volume': 2595589, 'vwap': 129.5, 'lastSize': 1, 'turnover': 33610771805, 'homeNotional': 18626.4264350387, 'foreignNotional': 2411973.6612533797}, {'timestamp': datetime.datetime(2019, 12, 22, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.4, 'low': 128.9, 'close': 129.05, 'trades': 1243, 'volume': 2118945, 'vwap': 129.15, 'lastSize': 1, 'turnover': 27364516040, 'homeNotional': 15187.468664087146, 'foreignNotional': 1961343.0039779074}]
2019-12-22 12:00:21 INFO: prepare buckets [{'low_price': 129.1, 'high_price': 130.0, 'color': 'RED'}, {'low_price': 129.0, 'high_price': 129.8, 'color': 'GREEN'}, {'low_price': 128.9, 'high_price': 129.4, 'color': 'GREEN'}]
2019-12-22 12:00:21 INFO: bucket_size=0.9000000000000057 (allowed (0.49, 2.0))
2019-12-22 12:00:21 INFO: check need new order {'low_price': 129.1, 'high_price': 130.0, 'color': 'RED'}
2019-12-22 12:00:21 INFO: place order: start low=129.1 high=130.0 RED ETHUSD price_offset=0.1
2019-12-22 12:00:21 INFO: place order: side_factor=1.0 init_trigger_price=129.04999999999998 init_order_price=129.0 stop_price_offset=0.0 bucket_size=0.9000000000000057 stop_price=130.0 take_price=126.29999999999998
2019-12-22 12:00:21 INFO: place order: compute qty=-11.0
2019-12-22 12:00:21 INFO: place order: save order to db feca5eb63c29465980bdf5c66e2d1c7f; response=True
2019-12-22 12:00:21 INFO: post order to exchange resp={'orderID': '29575faa-a17e-9e60-40b0-e9e0c7b61186', 'clOrdID': 'feca5eb63c29465980bdf5c66e2d1c7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 129.0, 'displayQty': None, 'stopPx': 129.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 22, 12, 0, 21, 335000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 12, 0, 21, 335000, tzinfo=tzlocal())}
2019-12-22 12:00:21 INFO: place new init order {'qty': -11.0, 'init_price': 129.04999999999998, 'stop_price': 130.0, 'take_price': 126.29999999999998, 'order_uid': 'feca5eb63c29465980bdf5c66e2d1c7f', 'response': {'orderID': '29575faa-a17e-9e60-40b0-e9e0c7b61186', 'clOrdID': 'feca5eb63c29465980bdf5c66e2d1c7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 129.0, 'displayQty': None, 'stopPx': 129.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 22, 12, 0, 21, 335000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 12, 0, 21, 335000, tzinfo=tzlocal())}}
2019-12-22 12:00:30 INFO: process event {'orderID': '29575faa-a17e-9e60-40b0-e9e0c7b61186', 'clOrdID': 'feca5eb63c29465980bdf5c66e2d1c7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 129, 'displayQty': None, 'stopPx': 129.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-22T12:00:21.335Z', 'timestamp': '2019-12-22T12:00:21.335Z'}
2019-12-22 12:00:30 INFO: skip event feca5eb63c29465980bdf5c66e2d1c7f New
2019-12-22 12:35:21 INFO: process event {'orderID': '29575faa-a17e-9e60-40b0-e9e0c7b61186', 'orderQty': 10, 'leavesQty': 10, 'text': 'Amended orderQty: Amend from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-22T12:35:21.335Z', 'clOrdID': 'feca5eb63c29465980bdf5c66e2d1c7f', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-22 12:35:21 INFO: skip event feca5eb63c29465980bdf5c66e2d1c7f 
2019-12-22 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.9, 'low': 129.2, 'close': 129.45, 'trades': 1353, 'volume': 2432767, 'vwap': 129.64, 'lastSize': 1, 'turnover': 31536985325, 'homeNotional': 17439.850957435752, 'foreignNotional': 2260801.8894763943}, {'timestamp': datetime.datetime(2019, 12, 22, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 130.0, 'low': 129.1, 'close': 129.25, 'trades': 1970, 'volume': 3500625, 'vwap': 129.58, 'lastSize': 2186, 'turnover': 45360990720, 'homeNotional': 25106.0548487648, 'foreignNotional': 3253237.99569338}, {'timestamp': datetime.datetime(2019, 12, 22, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.8, 'low': 129.0, 'close': 129.45, 'trades': 1791, 'volume': 2595589, 'vwap': 129.5, 'lastSize': 1, 'turnover': 33610771805, 'homeNotional': 18626.4264350387, 'foreignNotional': 2411973.6612533797}]
2019-12-22 13:00:20 INFO: prepare buckets [{'low_price': 129.2, 'high_price': 129.9, 'color': 'GREEN'}, {'low_price': 129.1, 'high_price': 130.0, 'color': 'RED'}, {'low_price': 129.0, 'high_price': 129.8, 'color': 'GREEN'}]
2019-12-22 13:00:20 INFO: bucket_size=0.700000000000017 (allowed (0.49, 2.0))
2019-12-22 13:00:20 INFO: check need new order None
2019-12-22 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 130.4, 'low': 129.4, 'close': 129.7, 'trades': 2181, 'volume': 3784241, 'vwap': 129.88, 'lastSize': 120, 'turnover': 49146842210, 'homeNotional': 27147.370865615543, 'foreignNotional': 3525698.717450076}, {'timestamp': datetime.datetime(2019, 12, 22, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.9, 'low': 129.2, 'close': 129.45, 'trades': 1353, 'volume': 2432767, 'vwap': 129.64, 'lastSize': 1, 'turnover': 31536985325, 'homeNotional': 17439.850957435752, 'foreignNotional': 2260801.8894763943}, {'timestamp': datetime.datetime(2019, 12, 22, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 130.0, 'low': 129.1, 'close': 129.25, 'trades': 1970, 'volume': 3500625, 'vwap': 129.58, 'lastSize': 2186, 'turnover': 45360990720, 'homeNotional': 25106.0548487648, 'foreignNotional': 3253237.99569338}]
2019-12-22 14:00:20 INFO: prepare buckets [{'low_price': 129.4, 'high_price': 130.4, 'color': 'GREEN'}, {'low_price': 129.2, 'high_price': 129.9, 'color': 'GREEN'}, {'low_price': 129.1, 'high_price': 130.0, 'color': 'RED'}]
2019-12-22 14:00:20 INFO: bucket_size=1.0 (allowed (0.49, 2.0))
2019-12-22 14:00:20 INFO: check need new order None
2019-12-22 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.7, 'high': 129.7, 'low': 129.45, 'close': 129.65, 'trades': 726, 'volume': 1245533, 'vwap': 129.57, 'lastSize': 75, 'turnover': 16138178415, 'homeNotional': 8926.815190416513, 'foreignNotional': 1156633.7625132573}, {'timestamp': datetime.datetime(2019, 12, 22, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 130.4, 'low': 129.4, 'close': 129.7, 'trades': 2181, 'volume': 3784241, 'vwap': 129.88, 'lastSize': 120, 'turnover': 49146842210, 'homeNotional': 27147.370865615543, 'foreignNotional': 3525698.717450076}, {'timestamp': datetime.datetime(2019, 12, 22, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.9, 'low': 129.2, 'close': 129.45, 'trades': 1353, 'volume': 2432767, 'vwap': 129.64, 'lastSize': 1, 'turnover': 31536985325, 'homeNotional': 17439.850957435752, 'foreignNotional': 2260801.8894763943}]
2019-12-22 15:00:21 INFO: prepare buckets [{'low_price': 129.45, 'high_price': 129.7, 'color': 'RED'}, {'low_price': 129.4, 'high_price': 130.4, 'color': 'GREEN'}, {'low_price': 129.2, 'high_price': 129.9, 'color': 'GREEN'}]
2019-12-22 15:00:21 INFO: bucket_size=0.25 (allowed (0.49, 2.0))
2019-12-22 15:00:21 WARNING: skip bucket by bucket_size=0.25 too small
2019-12-22 15:00:21 INFO: check need new order None
2019-12-22 15:50:10 ERROR: Error : Connection is already closed.
2019-12-22 15:50:10 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f64339d1490>>: Connection is already closed.
2019-12-22 15:50:10 INFO: Websocket Closed
2019-12-22 15:50:10 WARNING: reconnect to socket
2019-12-22 15:50:10 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-22 15:50:10 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-22 15:50:10 INFO: Authenticating with API Key.
2019-12-22 15:50:11 INFO: Connected to WS.
2019-12-22 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 130.05, 'low': 129.5, 'close': 129.8, 'trades': 1242, 'volume': 2038797, 'vwap': 129.77, 'lastSize': 44, 'turnover': 26455769110, 'homeNotional': 14640.777176993963, 'foreignNotional': 1899814.0011510176}, {'timestamp': datetime.datetime(2019, 12, 22, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.7, 'high': 129.7, 'low': 129.45, 'close': 129.65, 'trades': 726, 'volume': 1245533, 'vwap': 129.57, 'lastSize': 75, 'turnover': 16138178415, 'homeNotional': 8926.815190416513, 'foreignNotional': 1156633.7625132573}, {'timestamp': datetime.datetime(2019, 12, 22, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 130.4, 'low': 129.4, 'close': 129.7, 'trades': 2181, 'volume': 3784241, 'vwap': 129.88, 'lastSize': 120, 'turnover': 49146842210, 'homeNotional': 27147.370865615543, 'foreignNotional': 3525698.717450076}]
2019-12-22 16:00:21 INFO: prepare buckets [{'low_price': 129.5, 'high_price': 130.05, 'color': 'GREEN'}, {'low_price': 129.45, 'high_price': 129.7, 'color': 'RED'}, {'low_price': 129.4, 'high_price': 130.4, 'color': 'GREEN'}]
2019-12-22 16:00:21 INFO: bucket_size=0.5500000000000114 (allowed (0.49, 2.0))
2019-12-22 16:00:21 INFO: check need new order None
2019-12-22 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 130.4, 'low': 129.55, 'close': 129.75, 'trades': 3162, 'volume': 10010659, 'vwap': 129.84, 'lastSize': 4000, 'turnover': 129972042485, 'homeNotional': 72194.43252483712, 'foreignNotional': 9373307.874354143}, {'timestamp': datetime.datetime(2019, 12, 22, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 130.05, 'low': 129.5, 'close': 129.8, 'trades': 1242, 'volume': 2038797, 'vwap': 129.77, 'lastSize': 44, 'turnover': 26455769110, 'homeNotional': 14640.777176993963, 'foreignNotional': 1899814.0011510176}, {'timestamp': datetime.datetime(2019, 12, 22, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.7, 'high': 129.7, 'low': 129.45, 'close': 129.65, 'trades': 726, 'volume': 1245533, 'vwap': 129.57, 'lastSize': 75, 'turnover': 16138178415, 'homeNotional': 8926.815190416513, 'foreignNotional': 1156633.7625132573}]
2019-12-22 17:00:21 INFO: prepare buckets [{'low_price': 129.55, 'high_price': 130.4, 'color': 'RED'}, {'low_price': 129.5, 'high_price': 130.05, 'color': 'GREEN'}, {'low_price': 129.45, 'high_price': 129.7, 'color': 'RED'}]
2019-12-22 17:00:21 INFO: bucket_size=0.8499999999999943 (allowed (0.49, 2.0))
2019-12-22 17:00:21 INFO: check need new order None
2019-12-22 18:00:23 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.75, 'high': 131.2, 'low': 129.65, 'close': 130.35, 'trades': 4481, 'volume': 7186242, 'vwap': 130.47, 'lastSize': 7518, 'turnover': 93756949515, 'homeNotional': 52478.80918135198, 'foreignNotional': 6846857.563691015}, {'timestamp': datetime.datetime(2019, 12, 22, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 130.4, 'low': 129.55, 'close': 129.75, 'trades': 3162, 'volume': 10010659, 'vwap': 129.84, 'lastSize': 4000, 'turnover': 129972042485, 'homeNotional': 72194.43252483712, 'foreignNotional': 9373307.874354143}, {'timestamp': datetime.datetime(2019, 12, 22, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 130.05, 'low': 129.5, 'close': 129.8, 'trades': 1242, 'volume': 2038797, 'vwap': 129.77, 'lastSize': 44, 'turnover': 26455769110, 'homeNotional': 14640.777176993963, 'foreignNotional': 1899814.0011510176}]
2019-12-22 18:00:23 INFO: prepare buckets [{'low_price': 129.65, 'high_price': 131.2, 'color': 'GREEN'}, {'low_price': 129.55, 'high_price': 130.4, 'color': 'RED'}, {'low_price': 129.5, 'high_price': 130.05, 'color': 'GREEN'}]
2019-12-22 18:00:23 INFO: bucket_size=1.549999999999983 (allowed (0.49, 2.0))
2019-12-22 18:00:23 INFO: check need new order None
2019-12-22 18:56:58 INFO: process event {'orderID': '29575faa-a17e-9e60-40b0-e9e0c7b61186', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-22T18:56:57.956Z', 'clOrdID': 'feca5eb63c29465980bdf5c66e2d1c7f', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-22 18:56:58 INFO: skip event feca5eb63c29465980bdf5c66e2d1c7f Canceled
2019-12-22 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.35, 'high': 132.75, 'low': 130.0, 'close': 131.45, 'trades': 5241, 'volume': 8458744, 'vwap': 131.2, 'lastSize': 50, 'turnover': 110978237350, 'homeNotional': 62306.22299978276, 'foreignNotional': 8174693.861598454}, {'timestamp': datetime.datetime(2019, 12, 22, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.75, 'high': 131.2, 'low': 129.65, 'close': 130.35, 'trades': 4481, 'volume': 7186242, 'vwap': 130.47, 'lastSize': 7518, 'turnover': 93756949515, 'homeNotional': 52478.80918135198, 'foreignNotional': 6846857.563691015}, {'timestamp': datetime.datetime(2019, 12, 22, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 130.4, 'low': 129.55, 'close': 129.75, 'trades': 3162, 'volume': 10010659, 'vwap': 129.84, 'lastSize': 4000, 'turnover': 129972042485, 'homeNotional': 72194.43252483712, 'foreignNotional': 9373307.874354143}]
2019-12-22 19:00:20 INFO: prepare buckets [{'low_price': 130.0, 'high_price': 132.75, 'color': 'GREEN'}, {'low_price': 129.65, 'high_price': 131.2, 'color': 'GREEN'}, {'low_price': 129.55, 'high_price': 130.4, 'color': 'RED'}]
2019-12-22 19:00:20 INFO: bucket_size=2.75 (allowed (0.49, 2.0))
2019-12-22 19:00:20 WARNING: skip bucket by bucket_size=2.75 too big
2019-12-22 19:00:20 INFO: check need new order None
2019-12-22 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 132.8, 'low': 131.4, 'close': 132.15, 'trades': 4061, 'volume': 6862071, 'vwap': 132.11, 'lastSize': 50, 'turnover': 90652706310, 'homeNotional': 50917.84374142691, 'foreignNotional': 6726611.9984598}, {'timestamp': datetime.datetime(2019, 12, 22, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.35, 'high': 132.75, 'low': 130.0, 'close': 131.45, 'trades': 5241, 'volume': 8458744, 'vwap': 131.2, 'lastSize': 50, 'turnover': 110978237350, 'homeNotional': 62306.22299978276, 'foreignNotional': 8174693.861598454}, {'timestamp': datetime.datetime(2019, 12, 22, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.75, 'high': 131.2, 'low': 129.65, 'close': 130.35, 'trades': 4481, 'volume': 7186242, 'vwap': 130.47, 'lastSize': 7518, 'turnover': 93756949515, 'homeNotional': 52478.80918135198, 'foreignNotional': 6846857.563691015}]
2019-12-22 20:00:20 INFO: prepare buckets [{'low_price': 131.4, 'high_price': 132.8, 'color': 'GREEN'}, {'low_price': 130.0, 'high_price': 132.75, 'color': 'GREEN'}, {'low_price': 129.65, 'high_price': 131.2, 'color': 'GREEN'}]
2019-12-22 20:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.49, 2.0))
2019-12-22 20:00:20 INFO: check need new order None
2019-12-22 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.15, 'high': 133.15, 'low': 132.1, 'close': 133.1, 'trades': 3166, 'volume': 5610792, 'vwap': 132.81, 'lastSize': 60, 'turnover': 74516528740, 'homeNotional': 41691.63816201833, 'foreignNotional': 5537047.369742431}, {'timestamp': datetime.datetime(2019, 12, 22, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 132.8, 'low': 131.4, 'close': 132.15, 'trades': 4061, 'volume': 6862071, 'vwap': 132.11, 'lastSize': 50, 'turnover': 90652706310, 'homeNotional': 50917.84374142691, 'foreignNotional': 6726611.9984598}, {'timestamp': datetime.datetime(2019, 12, 22, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.35, 'high': 132.75, 'low': 130.0, 'close': 131.45, 'trades': 5241, 'volume': 8458744, 'vwap': 131.2, 'lastSize': 50, 'turnover': 110978237350, 'homeNotional': 62306.22299978276, 'foreignNotional': 8174693.861598454}]
2019-12-22 21:00:21 INFO: prepare buckets [{'low_price': 132.1, 'high_price': 133.15, 'color': 'GREEN'}, {'low_price': 131.4, 'high_price': 132.8, 'color': 'GREEN'}, {'low_price': 130.0, 'high_price': 132.75, 'color': 'GREEN'}]
2019-12-22 21:00:21 INFO: bucket_size=1.0500000000000114 (allowed (0.49, 2.0))
2019-12-22 21:00:21 INFO: check need new order None
2019-12-22 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 133.25, 'low': 131.95, 'close': 131.95, 'trades': 2910, 'volume': 3666687, 'vwap': 132.51, 'lastSize': 1025, 'turnover': 48587166645, 'homeNotional': 27160.393130062195, 'foreignNotional': 3599026.542156586}, {'timestamp': datetime.datetime(2019, 12, 22, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.15, 'high': 133.15, 'low': 132.1, 'close': 133.1, 'trades': 3166, 'volume': 5610792, 'vwap': 132.81, 'lastSize': 60, 'turnover': 74516528740, 'homeNotional': 41691.63816201833, 'foreignNotional': 5537047.369742431}, {'timestamp': datetime.datetime(2019, 12, 22, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 132.8, 'low': 131.4, 'close': 132.15, 'trades': 4061, 'volume': 6862071, 'vwap': 132.11, 'lastSize': 50, 'turnover': 90652706310, 'homeNotional': 50917.84374142691, 'foreignNotional': 6726611.9984598}]
2019-12-22 22:00:21 INFO: prepare buckets [{'low_price': 131.95, 'high_price': 133.25, 'color': 'RED'}, {'low_price': 132.1, 'high_price': 133.15, 'color': 'GREEN'}, {'low_price': 131.4, 'high_price': 132.8, 'color': 'GREEN'}]
2019-12-22 22:00:21 INFO: bucket_size=1.3000000000000114 (allowed (0.49, 2.0))
2019-12-22 22:00:21 INFO: check need new order {'low_price': 131.95, 'high_price': 133.25, 'color': 'RED'}
2019-12-22 22:00:21 INFO: place order: start low=131.95 high=133.25 RED ETHUSD price_offset=0.1
2019-12-22 22:00:21 INFO: place order: side_factor=1.0 init_trigger_price=131.89999999999998 init_order_price=131.85 stop_price_offset=0.0 bucket_size=1.3000000000000114 stop_price=133.25 take_price=127.94999999999996
2019-12-22 22:00:21 INFO: place order: compute qty=-8.0
2019-12-22 22:00:21 INFO: place order: save order to db 2424df9eddb04d58a68c23a38e08f164; response=True
2019-12-22 22:00:21 INFO: process event {'orderID': '89db0d50-902f-8d84-4c79-fddad0bc8a6c', 'clOrdID': '2424df9eddb04d58a68c23a38e08f164', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 131.85, 'displayQty': None, 'stopPx': 131.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-22T22:00:21.046Z', 'timestamp': '2019-12-22T22:00:21.046Z'}
2019-12-22 22:00:21 INFO: skip event 2424df9eddb04d58a68c23a38e08f164 New
2019-12-22 22:00:21 INFO: post order to exchange resp={'orderID': '89db0d50-902f-8d84-4c79-fddad0bc8a6c', 'clOrdID': '2424df9eddb04d58a68c23a38e08f164', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 131.85, 'displayQty': None, 'stopPx': 131.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 22, 22, 0, 21, 46000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 22, 0, 21, 46000, tzinfo=tzlocal())}
2019-12-22 22:00:21 INFO: place new init order {'qty': -8.0, 'init_price': 131.89999999999998, 'stop_price': 133.25, 'take_price': 127.94999999999996, 'order_uid': '2424df9eddb04d58a68c23a38e08f164', 'response': {'orderID': '89db0d50-902f-8d84-4c79-fddad0bc8a6c', 'clOrdID': '2424df9eddb04d58a68c23a38e08f164', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 131.85, 'displayQty': None, 'stopPx': 131.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 22, 22, 0, 21, 46000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 22, 0, 21, 46000, tzinfo=tzlocal())}}
2019-12-22 22:10:21 INFO: process event {'orderID': '89db0d50-902f-8d84-4c79-fddad0bc8a6c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-22T22:10:20.807Z', 'clOrdID': '2424df9eddb04d58a68c23a38e08f164', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-22 22:10:21 INFO: skip event 2424df9eddb04d58a68c23a38e08f164 
2019-12-22 22:10:21 INFO: process event {'orderID': '89db0d50-902f-8d84-4c79-fddad0bc8a6c', 'workingIndicator': True, 'transactTime': '2019-12-22T22:10:20.807Z', 'clOrdID': '2424df9eddb04d58a68c23a38e08f164', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-22T22:10:20.807Z'}
2019-12-22 22:10:21 INFO: skip event 2424df9eddb04d58a68c23a38e08f164 
2019-12-22 22:10:21 INFO: process event {'orderID': '89db0d50-902f-8d84-4c79-fddad0bc8a6c', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 131.85, 'clOrdID': '2424df9eddb04d58a68c23a38e08f164', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-22T22:10:20.807Z'}
2019-12-22 22:10:21 INFO: add new event={'uid': '2424df9eddb04d58a68c23a38e08f164', 'status': 'Filled'}
2019-12-22 22:10:22 INFO: start process event--------------------------------------------
2019-12-22 22:10:22 INFO: fetch new order event 2424df9eddb04d58a68c23a38e08f164
2019-12-22 22:10:22 INFO: fetch orders by event init={'stop': '133.25', 'take': '127.94999999999996', 'qty': '8.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-22 22:10:22 INFO: process init order filled
2019-12-22 22:10:22 INFO: save profit orders to storage stop=9c7cebfdd5c24391b52f11ed194c5c52 take=cc5f791b5a6c40a1af65f1492ee746ff
2019-12-22 22:10:22 INFO: place profit orders take_price=127.94999999999996, stop_price=133.25, qty=8.0, color=RED, ticker=ETHUSD 9c7cebfdd5c24391b52f11ed194c5c52 cc5f791b5a6c40a1af65f1492ee746ff
2019-12-22 22:10:22 INFO: place stop order ETHUSD: qty=8.0, stop_price=133.25, stop_uid=9c7cebfdd5c24391b52f11ed194c5c52
2019-12-22 22:10:22 INFO: process event {'orderID': 'd26cc507-7281-1043-83bd-f2857d2e1636', 'clOrdID': '9c7cebfdd5c24391b52f11ed194c5c52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 133.25, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-22T22:10:22.932Z', 'timestamp': '2019-12-22T22:10:22.932Z'}
2019-12-22 22:10:22 INFO: skip event 9c7cebfdd5c24391b52f11ed194c5c52 New
2019-12-22 22:10:22 INFO: exchange resp for stop order={'orderID': 'd26cc507-7281-1043-83bd-f2857d2e1636', 'clOrdID': '9c7cebfdd5c24391b52f11ed194c5c52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 133.25, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 22, 22, 10, 22, 932000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 22, 10, 22, 932000, tzinfo=tzlocal())}
2019-12-22 22:10:22 INFO: place limit order ETHUSD: qty=8.0, price=127.94999999999996, take_uid=cc5f791b5a6c40a1af65f1492ee746ff
2019-12-22 22:10:22 INFO: process event {'orderID': '7315e38d-7549-6039-74f8-6ad86c70d783', 'clOrdID': 'cc5f791b5a6c40a1af65f1492ee746ff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 127.95, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-22T22:10:22.973Z', 'timestamp': '2019-12-22T22:10:22.973Z'}
2019-12-22 22:10:22 INFO: skip event cc5f791b5a6c40a1af65f1492ee746ff New
2019-12-22 22:10:22 INFO: process event {'orderID': '7315e38d-7549-6039-74f8-6ad86c70d783', 'workingIndicator': True, 'clOrdID': 'cc5f791b5a6c40a1af65f1492ee746ff', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-22T22:10:22.973Z'}
2019-12-22 22:10:22 INFO: skip event cc5f791b5a6c40a1af65f1492ee746ff 
2019-12-22 22:10:22 INFO: exchange resp for take profit order={'orderID': '7315e38d-7549-6039-74f8-6ad86c70d783', 'clOrdID': 'cc5f791b5a6c40a1af65f1492ee746ff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 127.95, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 22, 22, 10, 22, 973000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 22, 10, 22, 973000, tzinfo=tzlocal())}
2019-12-22 22:10:22 INFO: place profit orders={'stop': {'response': {'orderID': 'd26cc507-7281-1043-83bd-f2857d2e1636', 'clOrdID': '9c7cebfdd5c24391b52f11ed194c5c52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 133.25, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 22, 22, 10, 22, 932000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 22, 10, 22, 932000, tzinfo=tzlocal())}, 'qty': 8.0, 'uid': '9c7cebfdd5c24391b52f11ed194c5c52', 'price': 133.25}, 'take': {'response': {'orderID': '7315e38d-7549-6039-74f8-6ad86c70d783', 'clOrdID': 'cc5f791b5a6c40a1af65f1492ee746ff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 127.95, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 22, 22, 10, 22, 973000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 22, 22, 10, 22, 973000, tzinfo=tzlocal())}, 'qty': 8.0, 'uid': 'cc5f791b5a6c40a1af65f1492ee746ff', 'price': 127.94999999999996}}
2019-12-22 22:10:22 INFO: rm init order from db 2424df9eddb04d58a68c23a38e08f164
2019-12-22 22:10:22 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-22 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.3, 'low': 131.55, 'close': 132.05, 'trades': 1741, 'volume': 2258163, 'vwap': 131.86, 'lastSize': 100, 'turnover': 29774827230, 'homeNotional': 16714.758848151738, 'foreignNotional': 2203913.696700633}, {'timestamp': datetime.datetime(2019, 12, 22, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 133.25, 'low': 131.95, 'close': 131.95, 'trades': 2910, 'volume': 3666687, 'vwap': 132.51, 'lastSize': 1025, 'turnover': 48587166645, 'homeNotional': 27160.393130062195, 'foreignNotional': 3599026.542156586}, {'timestamp': datetime.datetime(2019, 12, 22, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.15, 'high': 133.15, 'low': 132.1, 'close': 133.1, 'trades': 3166, 'volume': 5610792, 'vwap': 132.81, 'lastSize': 60, 'turnover': 74516528740, 'homeNotional': 41691.63816201833, 'foreignNotional': 5537047.369742431}]
2019-12-22 23:00:21 INFO: prepare buckets [{'low_price': 131.55, 'high_price': 132.3, 'color': 'GREEN'}, {'low_price': 131.95, 'high_price': 133.25, 'color': 'RED'}, {'low_price': 132.1, 'high_price': 133.15, 'color': 'GREEN'}]
2019-12-22 23:00:21 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-22 23:00:21 INFO: check need new order None
2019-12-23 00:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 22, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.3, 'low': 131.55, 'close': 132.05, 'trades': 1741, 'volume': 2258163, 'vwap': 131.86, 'lastSize': 100, 'turnover': 29774827230, 'homeNotional': 16714.758848151738, 'foreignNotional': 2203913.696700633}, {'timestamp': datetime.datetime(2019, 12, 22, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 133.25, 'low': 131.95, 'close': 131.95, 'trades': 2910, 'volume': 3666687, 'vwap': 132.51, 'lastSize': 1025, 'turnover': 48587166645, 'homeNotional': 27160.393130062195, 'foreignNotional': 3599026.542156586}, {'timestamp': datetime.datetime(2019, 12, 22, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.15, 'high': 133.15, 'low': 132.1, 'close': 133.1, 'trades': 3166, 'volume': 5610792, 'vwap': 132.81, 'lastSize': 60, 'turnover': 74516528740, 'homeNotional': 41691.63816201833, 'foreignNotional': 5537047.369742431}]
2019-12-23 00:00:22 INFO: prepare buckets [{'low_price': 131.55, 'high_price': 132.3, 'color': 'GREEN'}, {'low_price': 131.95, 'high_price': 133.25, 'color': 'RED'}, {'low_price': 132.1, 'high_price': 133.15, 'color': 'GREEN'}]
2019-12-23 00:00:22 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-23 00:00:22 INFO: check need new order None
2019-12-23 00:21:08 INFO: process event {'orderID': 'd26cc507-7281-1043-83bd-f2857d2e1636', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-23T00:21:08.228Z', 'clOrdID': '9c7cebfdd5c24391b52f11ed194c5c52', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 00:21:08 INFO: skip event 9c7cebfdd5c24391b52f11ed194c5c52 
2019-12-23 00:21:08 INFO: process event {'orderID': 'd26cc507-7281-1043-83bd-f2857d2e1636', 'price': 133.25, 'workingIndicator': True, 'transactTime': '2019-12-23T00:21:08.228Z', 'clOrdID': '9c7cebfdd5c24391b52f11ed194c5c52', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T00:21:08.228Z'}
2019-12-23 00:21:08 INFO: skip event 9c7cebfdd5c24391b52f11ed194c5c52 
2019-12-23 00:21:08 INFO: process event {'orderID': 'd26cc507-7281-1043-83bd-f2857d2e1636', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 133.25, 'clOrdID': '9c7cebfdd5c24391b52f11ed194c5c52', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T00:21:08.228Z'}
2019-12-23 00:21:08 INFO: add new event={'uid': '9c7cebfdd5c24391b52f11ed194c5c52', 'status': 'Filled'}
2019-12-23 00:21:08 INFO: start process event--------------------------------------------
2019-12-23 00:21:08 INFO: fetch new order event 9c7cebfdd5c24391b52f11ed194c5c52
2019-12-23 00:21:08 INFO: fetch orders by event init=None profit_pair=cc5f791b5a6c40a1af65f1492ee746ff
2019-12-23 00:21:08 INFO: process profit order filled
2019-12-23 00:21:11 INFO: cancel order=cc5f791b5a6c40a1af65f1492ee746ff [{'orderID': '7315e38d-7549-6039-74f8-6ad86c70d783', 'clOrdID': 'cc5f791b5a6c40a1af65f1492ee746ff', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 127.95, '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(2019, 12, 22, 22, 10, 22, 973000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 0, 21, 11, 287000, tzinfo=tzlocal())}]
2019-12-23 00:21:11 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-23 00:21:12 INFO: process event {'orderID': '7315e38d-7549-6039-74f8-6ad86c70d783', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-23T00:21:11.287Z', 'clOrdID': 'cc5f791b5a6c40a1af65f1492ee746ff', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 00:21:12 INFO: skip event cc5f791b5a6c40a1af65f1492ee746ff Canceled
2019-12-23 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.35, 'high': 134.8, 'low': 132.3, 'close': 134.0, 'trades': 7041, 'volume': 12043953, 'vwap': 133.61, 'lastSize': 200, 'turnover': 160914686625, 'homeNotional': 91428.44456804579, 'foreignNotional': 12215586.30937211}, {'timestamp': datetime.datetime(2019, 12, 23, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.45, 'low': 131.7, 'close': 132.35, 'trades': 2856, 'volume': 4906609, 'vwap': 132.09, 'lastSize': 1000, 'turnover': 64809691700, 'homeNotional': 36619.65050498704, 'foreignNotional': 4836967.57628966}, {'timestamp': datetime.datetime(2019, 12, 22, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.3, 'low': 131.55, 'close': 132.05, 'trades': 1741, 'volume': 2258163, 'vwap': 131.86, 'lastSize': 100, 'turnover': 29774827230, 'homeNotional': 16714.758848151738, 'foreignNotional': 2203913.696700633}]
2019-12-23 01:00:21 INFO: prepare buckets [{'low_price': 132.3, 'high_price': 134.8, 'color': 'GREEN'}, {'low_price': 131.7, 'high_price': 132.45, 'color': 'GREEN'}, {'low_price': 131.55, 'high_price': 132.3, 'color': 'GREEN'}]
2019-12-23 01:00:21 INFO: bucket_size=2.5 (allowed (0.49, 2.0))
2019-12-23 01:00:21 WARNING: skip bucket by bucket_size=2.5 too big
2019-12-23 01:00:21 INFO: check need new order None
2019-12-23 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.0, 'high': 134.7, 'low': 133.3, 'close': 134.25, 'trades': 3083, 'volume': 4658428, 'vwap': 134.06, 'lastSize': 835, 'turnover': 62449533290, 'homeNotional': 35303.81828595677, 'foreignNotional': 4732759.897998052}, {'timestamp': datetime.datetime(2019, 12, 23, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.35, 'high': 134.8, 'low': 132.3, 'close': 134.0, 'trades': 7041, 'volume': 12043953, 'vwap': 133.61, 'lastSize': 200, 'turnover': 160914686625, 'homeNotional': 91428.44456804579, 'foreignNotional': 12215586.30937211}, {'timestamp': datetime.datetime(2019, 12, 23, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.45, 'low': 131.7, 'close': 132.35, 'trades': 2856, 'volume': 4906609, 'vwap': 132.09, 'lastSize': 1000, 'turnover': 64809691700, 'homeNotional': 36619.65050498704, 'foreignNotional': 4836967.57628966}]
2019-12-23 02:00:21 INFO: prepare buckets [{'low_price': 133.3, 'high_price': 134.7, 'color': 'GREEN'}, {'low_price': 132.3, 'high_price': 134.8, 'color': 'GREEN'}, {'low_price': 131.7, 'high_price': 132.45, 'color': 'GREEN'}]
2019-12-23 02:00:21 INFO: bucket_size=1.3999999999999773 (allowed (0.49, 2.0))
2019-12-23 02:00:21 INFO: check need new order None
2019-12-23 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 135.3, 'low': 134.0, 'close': 134.1, 'trades': 3357, 'volume': 8185568, 'vwap': 134.51, 'lastSize': 1764, 'turnover': 110103845910, 'homeNotional': 62209.57075913249, 'foreignNotional': 8367838.960703844}, {'timestamp': datetime.datetime(2019, 12, 23, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.0, 'high': 134.7, 'low': 133.3, 'close': 134.25, 'trades': 3083, 'volume': 4658428, 'vwap': 134.06, 'lastSize': 835, 'turnover': 62449533290, 'homeNotional': 35303.81828595677, 'foreignNotional': 4732759.897998052}, {'timestamp': datetime.datetime(2019, 12, 23, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.35, 'high': 134.8, 'low': 132.3, 'close': 134.0, 'trades': 7041, 'volume': 12043953, 'vwap': 133.61, 'lastSize': 200, 'turnover': 160914686625, 'homeNotional': 91428.44456804579, 'foreignNotional': 12215586.30937211}]
2019-12-23 03:00:21 INFO: prepare buckets [{'low_price': 134.0, 'high_price': 135.3, 'color': 'RED'}, {'low_price': 133.3, 'high_price': 134.7, 'color': 'GREEN'}, {'low_price': 132.3, 'high_price': 134.8, 'color': 'GREEN'}]
2019-12-23 03:00:21 INFO: bucket_size=1.3000000000000114 (allowed (0.49, 2.0))
2019-12-23 03:00:21 INFO: check need new order {'low_price': 134.0, 'high_price': 135.3, 'color': 'RED'}
2019-12-23 03:00:21 INFO: place order: start low=134.0 high=135.3 RED ETHUSD price_offset=0.1
2019-12-23 03:00:21 INFO: place order: side_factor=1.0 init_trigger_price=133.95 init_order_price=133.9 stop_price_offset=0.0 bucket_size=1.3000000000000114 stop_price=135.3 take_price=129.99999999999997
2019-12-23 03:00:21 INFO: place order: compute qty=-8.0
2019-12-23 03:00:21 INFO: place order: save order to db 84a1d84fcc6c489e9b9ca523b8741bf8; response=True
2019-12-23 03:00:21 INFO: post order to exchange resp={'orderID': '3df847a4-f65c-eb75-0e95-0eeae8814222', 'clOrdID': '84a1d84fcc6c489e9b9ca523b8741bf8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 133.9, 'displayQty': None, 'stopPx': 133.95, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 3, 0, 21, 599000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 3, 0, 21, 599000, tzinfo=tzlocal())}
2019-12-23 03:00:21 INFO: place new init order {'qty': -8.0, 'init_price': 133.95, 'stop_price': 135.3, 'take_price': 129.99999999999997, 'order_uid': '84a1d84fcc6c489e9b9ca523b8741bf8', 'response': {'orderID': '3df847a4-f65c-eb75-0e95-0eeae8814222', 'clOrdID': '84a1d84fcc6c489e9b9ca523b8741bf8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 133.9, 'displayQty': None, 'stopPx': 133.95, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 3, 0, 21, 599000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 3, 0, 21, 599000, tzinfo=tzlocal())}}
2019-12-23 03:00:21 INFO: process event {'orderID': '3df847a4-f65c-eb75-0e95-0eeae8814222', 'clOrdID': '84a1d84fcc6c489e9b9ca523b8741bf8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 133.9, 'displayQty': None, 'stopPx': 133.95, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-23T03:00:21.599Z', 'timestamp': '2019-12-23T03:00:21.599Z'}
2019-12-23 03:00:21 INFO: skip event 84a1d84fcc6c489e9b9ca523b8741bf8 New
2019-12-23 03:19:33 INFO: process event {'orderID': '3df847a4-f65c-eb75-0e95-0eeae8814222', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-23T03:19:33.647Z', 'clOrdID': '84a1d84fcc6c489e9b9ca523b8741bf8', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 03:19:33 INFO: skip event 84a1d84fcc6c489e9b9ca523b8741bf8 
2019-12-23 03:19:33 INFO: process event {'orderID': '3df847a4-f65c-eb75-0e95-0eeae8814222', 'workingIndicator': True, 'transactTime': '2019-12-23T03:19:33.647Z', 'clOrdID': '84a1d84fcc6c489e9b9ca523b8741bf8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T03:19:33.647Z'}
2019-12-23 03:19:33 INFO: skip event 84a1d84fcc6c489e9b9ca523b8741bf8 
2019-12-23 03:19:33 INFO: process event {'orderID': '3df847a4-f65c-eb75-0e95-0eeae8814222', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 133.95, 'clOrdID': '84a1d84fcc6c489e9b9ca523b8741bf8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T03:19:33.647Z'}
2019-12-23 03:19:33 INFO: add new event={'uid': '84a1d84fcc6c489e9b9ca523b8741bf8', 'status': 'Filled'}
2019-12-23 03:19:34 INFO: start process event--------------------------------------------
2019-12-23 03:19:34 INFO: fetch new order event 84a1d84fcc6c489e9b9ca523b8741bf8
2019-12-23 03:19:34 INFO: fetch orders by event init={'stop': '135.3', 'take': '129.99999999999997', 'qty': '8.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-23 03:19:34 INFO: process init order filled
2019-12-23 03:19:34 INFO: save profit orders to storage stop=c716f694e7fa4f678c029f61ccc0db2e take=e0a9dbe671674dc6812511114d25db27
2019-12-23 03:19:34 INFO: place profit orders take_price=129.99999999999997, stop_price=135.3, qty=8.0, color=RED, ticker=ETHUSD c716f694e7fa4f678c029f61ccc0db2e e0a9dbe671674dc6812511114d25db27
2019-12-23 03:19:34 INFO: place stop order ETHUSD: qty=8.0, stop_price=135.3, stop_uid=c716f694e7fa4f678c029f61ccc0db2e
2019-12-23 03:19:34 INFO: exchange resp for stop order={'orderID': '79a5859c-e5f5-4b69-02a3-0eb829c02399', 'clOrdID': 'c716f694e7fa4f678c029f61ccc0db2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 135.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 3, 19, 34, 301000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 3, 19, 34, 301000, tzinfo=tzlocal())}
2019-12-23 03:19:34 INFO: place limit order ETHUSD: qty=8.0, price=129.99999999999997, take_uid=e0a9dbe671674dc6812511114d25db27
2019-12-23 03:19:34 INFO: process event {'orderID': '79a5859c-e5f5-4b69-02a3-0eb829c02399', 'clOrdID': 'c716f694e7fa4f678c029f61ccc0db2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 135.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-23T03:19:34.301Z', 'timestamp': '2019-12-23T03:19:34.301Z'}
2019-12-23 03:19:34 INFO: skip event c716f694e7fa4f678c029f61ccc0db2e New
2019-12-23 03:19:34 INFO: process event {'orderID': '7003b906-36ce-bf3a-d135-228cf32f15bb', 'clOrdID': 'e0a9dbe671674dc6812511114d25db27', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 130, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-23T03:19:34.343Z', 'timestamp': '2019-12-23T03:19:34.343Z'}
2019-12-23 03:19:34 INFO: skip event e0a9dbe671674dc6812511114d25db27 New
2019-12-23 03:19:34 INFO: process event {'orderID': '7003b906-36ce-bf3a-d135-228cf32f15bb', 'workingIndicator': True, 'clOrdID': 'e0a9dbe671674dc6812511114d25db27', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T03:19:34.343Z'}
2019-12-23 03:19:34 INFO: skip event e0a9dbe671674dc6812511114d25db27 
2019-12-23 03:19:34 INFO: exchange resp for take profit order={'orderID': '7003b906-36ce-bf3a-d135-228cf32f15bb', 'clOrdID': 'e0a9dbe671674dc6812511114d25db27', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 130.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 3, 19, 34, 343000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 3, 19, 34, 343000, tzinfo=tzlocal())}
2019-12-23 03:19:34 INFO: place profit orders={'stop': {'response': {'orderID': '79a5859c-e5f5-4b69-02a3-0eb829c02399', 'clOrdID': 'c716f694e7fa4f678c029f61ccc0db2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 135.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 3, 19, 34, 301000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 3, 19, 34, 301000, tzinfo=tzlocal())}, 'qty': 8.0, 'uid': 'c716f694e7fa4f678c029f61ccc0db2e', 'price': 135.3}, 'take': {'response': {'orderID': '7003b906-36ce-bf3a-d135-228cf32f15bb', 'clOrdID': 'e0a9dbe671674dc6812511114d25db27', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 130.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 3, 19, 34, 343000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 3, 19, 34, 343000, tzinfo=tzlocal())}, 'qty': 8.0, 'uid': 'e0a9dbe671674dc6812511114d25db27', 'price': 129.99999999999997}}
2019-12-23 03:19:34 INFO: rm init order from db 84a1d84fcc6c489e9b9ca523b8741bf8
2019-12-23 03:19:34 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-23 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.1, 'high': 134.3, 'low': 133.65, 'close': 134.1, 'trades': 1249, 'volume': 1870340, 'vwap': 133.98, 'lastSize': 50, 'turnover': 25058029070, 'homeNotional': 14188.585304433083, 'foreignNotional': 1900929.2768331962}, {'timestamp': datetime.datetime(2019, 12, 23, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 135.3, 'low': 134.0, 'close': 134.1, 'trades': 3357, 'volume': 8185568, 'vwap': 134.51, 'lastSize': 1764, 'turnover': 110103845910, 'homeNotional': 62209.57075913249, 'foreignNotional': 8367838.960703844}, {'timestamp': datetime.datetime(2019, 12, 23, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.0, 'high': 134.7, 'low': 133.3, 'close': 134.25, 'trades': 3083, 'volume': 4658428, 'vwap': 134.06, 'lastSize': 835, 'turnover': 62449533290, 'homeNotional': 35303.81828595677, 'foreignNotional': 4732759.897998052}]
2019-12-23 04:00:21 INFO: prepare buckets [{'low_price': 133.65, 'high_price': 134.3, 'color': 'GREEN'}, {'low_price': 134.0, 'high_price': 135.3, 'color': 'RED'}, {'low_price': 133.3, 'high_price': 134.7, 'color': 'GREEN'}]
2019-12-23 04:00:21 INFO: bucket_size=0.6500000000000057 (allowed (0.49, 2.0))
2019-12-23 04:00:21 INFO: check need new order None
2019-12-23 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.1, 'high': 134.25, 'low': 133.4, 'close': 133.5, 'trades': 1467, 'volume': 2876479, 'vwap': 133.86, 'lastSize': 2456, 'turnover': 38503236270, 'homeNotional': 21820.112270020247, 'foreignNotional': 2920749.6677953172}, {'timestamp': datetime.datetime(2019, 12, 23, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.1, 'high': 134.3, 'low': 133.65, 'close': 134.1, 'trades': 1249, 'volume': 1870340, 'vwap': 133.98, 'lastSize': 50, 'turnover': 25058029070, 'homeNotional': 14188.585304433083, 'foreignNotional': 1900929.2768331962}, {'timestamp': datetime.datetime(2019, 12, 23, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 135.3, 'low': 134.0, 'close': 134.1, 'trades': 3357, 'volume': 8185568, 'vwap': 134.51, 'lastSize': 1764, 'turnover': 110103845910, 'homeNotional': 62209.57075913249, 'foreignNotional': 8367838.960703844}]
2019-12-23 05:00:21 INFO: prepare buckets [{'low_price': 133.4, 'high_price': 134.25, 'color': 'RED'}, {'low_price': 133.65, 'high_price': 134.3, 'color': 'GREEN'}, {'low_price': 134.0, 'high_price': 135.3, 'color': 'RED'}]
2019-12-23 05:00:21 INFO: bucket_size=0.8499999999999943 (allowed (0.49, 2.0))
2019-12-23 05:00:21 INFO: check need new order None
2019-12-23 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 133.5, 'low': 132.2, 'close': 132.55, 'trades': 2688, 'volume': 7936449, 'vwap': 132.8, 'lastSize': 60, 'turnover': 105392272695, 'homeNotional': 60034.24629054449, 'foreignNotional': 7972270.82414159}, {'timestamp': datetime.datetime(2019, 12, 23, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.1, 'high': 134.25, 'low': 133.4, 'close': 133.5, 'trades': 1467, 'volume': 2876479, 'vwap': 133.86, 'lastSize': 2456, 'turnover': 38503236270, 'homeNotional': 21820.112270020247, 'foreignNotional': 2920749.6677953172}, {'timestamp': datetime.datetime(2019, 12, 23, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.1, 'high': 134.3, 'low': 133.65, 'close': 134.1, 'trades': 1249, 'volume': 1870340, 'vwap': 133.98, 'lastSize': 50, 'turnover': 25058029070, 'homeNotional': 14188.585304433083, 'foreignNotional': 1900929.2768331962}]
2019-12-23 06:00:21 INFO: prepare buckets [{'low_price': 132.2, 'high_price': 133.5, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.25, 'color': 'RED'}, {'low_price': 133.65, 'high_price': 134.3, 'color': 'GREEN'}]
2019-12-23 06:00:21 INFO: bucket_size=1.3000000000000114 (allowed (0.49, 2.0))
2019-12-23 06:00:21 INFO: check need new order None
2019-12-23 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.55, 'high': 132.7, 'low': 131.0, 'close': 131.8, 'trades': 3667, 'volume': 7320294, 'vwap': 131.98, 'lastSize': 1510, 'turnover': 96606884060, 'homeNotional': 54883.53427860913, 'foreignNotional': 7243113.7796625225}, {'timestamp': datetime.datetime(2019, 12, 23, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 133.5, 'low': 132.2, 'close': 132.55, 'trades': 2688, 'volume': 7936449, 'vwap': 132.8, 'lastSize': 60, 'turnover': 105392272695, 'homeNotional': 60034.24629054449, 'foreignNotional': 7972270.82414159}, {'timestamp': datetime.datetime(2019, 12, 23, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.1, 'high': 134.25, 'low': 133.4, 'close': 133.5, 'trades': 1467, 'volume': 2876479, 'vwap': 133.86, 'lastSize': 2456, 'turnover': 38503236270, 'homeNotional': 21820.112270020247, 'foreignNotional': 2920749.6677953172}]
2019-12-23 07:00:21 INFO: prepare buckets [{'low_price': 131.0, 'high_price': 132.7, 'color': 'RED'}, {'low_price': 132.2, 'high_price': 133.5, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.25, 'color': 'RED'}]
2019-12-23 07:00:21 INFO: bucket_size=1.6999999999999886 (allowed (0.49, 2.0))
2019-12-23 07:00:21 INFO: check need new order None
2019-12-23 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 132.35, 'low': 131.35, 'close': 132.05, 'trades': 1750, 'volume': 3423936, 'vwap': 132.05, 'lastSize': 961, 'turnover': 45210770285, 'homeNotional': 25684.810015802414, 'foreignNotional': 3391515.0514636748}, {'timestamp': datetime.datetime(2019, 12, 23, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.55, 'high': 132.7, 'low': 131.0, 'close': 131.8, 'trades': 3667, 'volume': 7320294, 'vwap': 131.98, 'lastSize': 1510, 'turnover': 96606884060, 'homeNotional': 54883.53427860913, 'foreignNotional': 7243113.7796625225}, {'timestamp': datetime.datetime(2019, 12, 23, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 133.5, 'low': 132.2, 'close': 132.55, 'trades': 2688, 'volume': 7936449, 'vwap': 132.8, 'lastSize': 60, 'turnover': 105392272695, 'homeNotional': 60034.24629054449, 'foreignNotional': 7972270.82414159}]
2019-12-23 08:00:21 INFO: prepare buckets [{'low_price': 131.35, 'high_price': 132.35, 'color': 'GREEN'}, {'low_price': 131.0, 'high_price': 132.7, 'color': 'RED'}, {'low_price': 132.2, 'high_price': 133.5, 'color': 'RED'}]
2019-12-23 08:00:21 INFO: bucket_size=1.0 (allowed (0.49, 2.0))
2019-12-23 08:00:21 INFO: check need new order {'low_price': 131.35, 'high_price': 132.35, 'color': 'GREEN'}
2019-12-23 08:00:21 INFO: place order: start low=131.35 high=132.35 GREEN ETHUSD price_offset=0.1
2019-12-23 08:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=132.4 init_order_price=132.45 stop_price_offset=0.0 bucket_size=1.0 stop_price=131.35 take_price=135.45
2019-12-23 08:00:21 INFO: place order: compute qty=10.0
2019-12-23 08:00:21 INFO: place order: save order to db 914f80b30438410fad0baf1df7ae216b; response=True
2019-12-23 08:00:21 INFO: post order to exchange resp={'orderID': 'd9b27271-a048-d923-1fa3-0004a28739b8', 'clOrdID': '914f80b30438410fad0baf1df7ae216b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 132.45, 'displayQty': None, 'stopPx': 132.4, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 8, 0, 21, 126000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 8, 0, 21, 126000, tzinfo=tzlocal())}
2019-12-23 08:00:21 INFO: place new init order {'qty': 10.0, 'init_price': 132.4, 'stop_price': 131.35, 'take_price': 135.45, 'order_uid': '914f80b30438410fad0baf1df7ae216b', 'response': {'orderID': 'd9b27271-a048-d923-1fa3-0004a28739b8', 'clOrdID': '914f80b30438410fad0baf1df7ae216b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 132.45, 'displayQty': None, 'stopPx': 132.4, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 8, 0, 21, 126000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 8, 0, 21, 126000, tzinfo=tzlocal())}}
2019-12-23 08:00:21 INFO: process event {'orderID': 'd9b27271-a048-d923-1fa3-0004a28739b8', 'clOrdID': '914f80b30438410fad0baf1df7ae216b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 132.45, 'displayQty': None, 'stopPx': 132.4, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-23T08:00:21.126Z', 'timestamp': '2019-12-23T08:00:21.126Z'}
2019-12-23 08:00:21 INFO: skip event 914f80b30438410fad0baf1df7ae216b New
2019-12-23 08:09:00 INFO: process event {'orderID': 'd9b27271-a048-d923-1fa3-0004a28739b8', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-23T08:09:00.328Z', 'clOrdID': '914f80b30438410fad0baf1df7ae216b', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 08:09:00 INFO: skip event 914f80b30438410fad0baf1df7ae216b 
2019-12-23 08:09:00 INFO: process event {'orderID': 'd9b27271-a048-d923-1fa3-0004a28739b8', 'workingIndicator': True, 'transactTime': '2019-12-23T08:09:00.328Z', 'clOrdID': '914f80b30438410fad0baf1df7ae216b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T08:09:00.328Z'}
2019-12-23 08:09:00 INFO: skip event 914f80b30438410fad0baf1df7ae216b 
2019-12-23 08:09:00 INFO: process event {'orderID': 'd9b27271-a048-d923-1fa3-0004a28739b8', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 132.4, 'clOrdID': '914f80b30438410fad0baf1df7ae216b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T08:09:00.328Z'}
2019-12-23 08:09:00 INFO: add new event={'uid': '914f80b30438410fad0baf1df7ae216b', 'status': 'Filled'}
2019-12-23 08:09:00 INFO: start process event--------------------------------------------
2019-12-23 08:09:00 INFO: fetch new order event 914f80b30438410fad0baf1df7ae216b
2019-12-23 08:09:00 INFO: fetch orders by event init={'stop': '131.35', 'take': '135.45', 'qty': '10.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-23 08:09:00 INFO: process init order filled
2019-12-23 08:09:00 INFO: save profit orders to storage stop=224cad1695754047b9bfac5271035e7d take=3f8bed0e3500459bac49b822eb6d279d
2019-12-23 08:09:00 INFO: place profit orders take_price=135.45, stop_price=131.35, qty=10.0, color=GREEN, ticker=ETHUSD 224cad1695754047b9bfac5271035e7d 3f8bed0e3500459bac49b822eb6d279d
2019-12-23 08:09:00 INFO: place stop order ETHUSD: qty=-10.0, stop_price=131.35, stop_uid=224cad1695754047b9bfac5271035e7d
2019-12-23 08:09:00 INFO: exchange resp for stop order={'orderID': 'e97ec2fa-3d8b-4913-eb53-6586aea14efa', 'clOrdID': '224cad1695754047b9bfac5271035e7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 131.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 8, 9, 0, 910000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 8, 9, 0, 910000, tzinfo=tzlocal())}
2019-12-23 08:09:00 INFO: place limit order ETHUSD: qty=-10.0, price=135.45, take_uid=3f8bed0e3500459bac49b822eb6d279d
2019-12-23 08:09:00 INFO: exchange resp for take profit order={'orderID': 'e57544c5-4d7b-158f-71b6-e4ee2d0b3a8c', 'clOrdID': '3f8bed0e3500459bac49b822eb6d279d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 135.45, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 8, 9, 0, 948000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 8, 9, 0, 948000, tzinfo=tzlocal())}
2019-12-23 08:09:00 INFO: place profit orders={'stop': {'response': {'orderID': 'e97ec2fa-3d8b-4913-eb53-6586aea14efa', 'clOrdID': '224cad1695754047b9bfac5271035e7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 131.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 8, 9, 0, 910000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 8, 9, 0, 910000, tzinfo=tzlocal())}, 'qty': -10.0, 'uid': '224cad1695754047b9bfac5271035e7d', 'price': 131.35}, 'take': {'response': {'orderID': 'e57544c5-4d7b-158f-71b6-e4ee2d0b3a8c', 'clOrdID': '3f8bed0e3500459bac49b822eb6d279d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 135.45, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 8, 9, 0, 948000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 8, 9, 0, 948000, tzinfo=tzlocal())}, 'qty': -10.0, 'uid': '3f8bed0e3500459bac49b822eb6d279d', 'price': 135.45}}
2019-12-23 08:09:00 INFO: rm init order from db 914f80b30438410fad0baf1df7ae216b
2019-12-23 08:09:00 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-23 08:09:01 INFO: process event {'orderID': 'e97ec2fa-3d8b-4913-eb53-6586aea14efa', 'clOrdID': '224cad1695754047b9bfac5271035e7d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 131.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-23T08:09:00.910Z', 'timestamp': '2019-12-23T08:09:00.910Z'}
2019-12-23 08:09:01 INFO: skip event 224cad1695754047b9bfac5271035e7d New
2019-12-23 08:09:01 INFO: process event {'orderID': 'e57544c5-4d7b-158f-71b6-e4ee2d0b3a8c', 'clOrdID': '3f8bed0e3500459bac49b822eb6d279d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 135.45, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-23T08:09:00.948Z', 'timestamp': '2019-12-23T08:09:00.948Z'}
2019-12-23 08:09:01 INFO: skip event 3f8bed0e3500459bac49b822eb6d279d New
2019-12-23 08:09:01 INFO: process event {'orderID': 'e57544c5-4d7b-158f-71b6-e4ee2d0b3a8c', 'workingIndicator': True, 'clOrdID': '3f8bed0e3500459bac49b822eb6d279d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T08:09:00.948Z'}
2019-12-23 08:09:01 INFO: skip event 3f8bed0e3500459bac49b822eb6d279d 
2019-12-23 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.7, 'low': 131.8, 'close': 132.65, 'trades': 1701, 'volume': 6351699, 'vwap': 132.41, 'lastSize': 5952, 'turnover': 84099468165, 'homeNotional': 47788.79092352901, 'foreignNotional': 6327470.891825787}, {'timestamp': datetime.datetime(2019, 12, 23, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 132.35, 'low': 131.35, 'close': 132.05, 'trades': 1750, 'volume': 3423936, 'vwap': 132.05, 'lastSize': 961, 'turnover': 45210770285, 'homeNotional': 25684.810015802414, 'foreignNotional': 3391515.0514636748}, {'timestamp': datetime.datetime(2019, 12, 23, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.55, 'high': 132.7, 'low': 131.0, 'close': 131.8, 'trades': 3667, 'volume': 7320294, 'vwap': 131.98, 'lastSize': 1510, 'turnover': 96606884060, 'homeNotional': 54883.53427860913, 'foreignNotional': 7243113.7796625225}]
2019-12-23 09:00:21 INFO: prepare buckets [{'low_price': 131.8, 'high_price': 132.7, 'color': 'GREEN'}, {'low_price': 131.35, 'high_price': 132.35, 'color': 'GREEN'}, {'low_price': 131.0, 'high_price': 132.7, 'color': 'RED'}]
2019-12-23 09:00:21 INFO: bucket_size=0.8999999999999773 (allowed (0.49, 2.0))
2019-12-23 09:00:21 INFO: check need new order None
2019-12-23 09:08:35 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2019-12-23 09:08:39 INFO: start trader process
2019-12-23 09:08:39 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-23 09:08:39 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-23 09:08:39 INFO: Authenticating with API Key.
2019-12-23 09:08:40 INFO: Connected to WS.
2019-12-23 09:24:14 WARNING: handle interrupt sig 2 False
2019-12-23 09:24:14 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$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(
2019-12-23 09:24:18 INFO: start trader process
2019-12-23 09:24:18 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-23 09:24:18 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-23 09:24:18 INFO: Authenticating with API Key.
2019-12-23 09:24:19 INFO: Connected to WS.
2019-12-23 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.65, 'high': 132.8, 'low': 132.2, 'close': 132.8, 'trades': 1230, 'volume': 2189144, 'vwap': 132.52, 'lastSize': 3936, 'turnover': 29009851540, 'homeNotional': 16466.370349214645, 'foreignNotional': 2182072.938738602}, {'timestamp': datetime.datetime(2019, 12, 23, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.7, 'low': 131.8, 'close': 132.65, 'trades': 1701, 'volume': 6351699, 'vwap': 132.41, 'lastSize': 5952, 'turnover': 84099468165, 'homeNotional': 47788.79092352901, 'foreignNotional': 6327470.891825787}, {'timestamp': datetime.datetime(2019, 12, 23, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 132.35, 'low': 131.35, 'close': 132.05, 'trades': 1750, 'volume': 3423936, 'vwap': 132.05, 'lastSize': 961, 'turnover': 45210770285, 'homeNotional': 25684.810015802414, 'foreignNotional': 3391515.0514636748}]
2019-12-23 10:00:21 INFO: prepare buckets [{'low_price': 132.2, 'high_price': 132.8, 'color': 'GREEN'}, {'low_price': 131.8, 'high_price': 132.7, 'color': 'GREEN'}, {'low_price': 131.35, 'high_price': 132.35, 'color': 'GREEN'}]
2019-12-23 10:00:21 INFO: bucket_size=0.6000000000000227 (allowed (0.49, 2.0))
2019-12-23 10:00:21 INFO: check need new order None
2019-12-23 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.8, 'high': 133.6, 'low': 132.7, 'close': 132.7, 'trades': 2203, 'volume': 3334189, 'vwap': 133.12, 'lastSize': 24, 'turnover': 44384639455, 'homeNotional': 25100.784822174137, 'foreignNotional': 3341410.0967191737}, {'timestamp': datetime.datetime(2019, 12, 23, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.65, 'high': 132.8, 'low': 132.2, 'close': 132.8, 'trades': 1230, 'volume': 2189144, 'vwap': 132.52, 'lastSize': 3936, 'turnover': 29009851540, 'homeNotional': 16466.370349214645, 'foreignNotional': 2182072.938738602}, {'timestamp': datetime.datetime(2019, 12, 23, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.7, 'low': 131.8, 'close': 132.65, 'trades': 1701, 'volume': 6351699, 'vwap': 132.41, 'lastSize': 5952, 'turnover': 84099468165, 'homeNotional': 47788.79092352901, 'foreignNotional': 6327470.891825787}]
2019-12-23 11:00:20 INFO: prepare buckets [{'low_price': 132.7, 'high_price': 133.6, 'color': 'RED'}, {'low_price': 132.2, 'high_price': 132.8, 'color': 'GREEN'}, {'low_price': 131.8, 'high_price': 132.7, 'color': 'GREEN'}]
2019-12-23 11:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.49, 2.0))
2019-12-23 11:00:20 INFO: check need new order {'low_price': 132.7, 'high_price': 133.6, 'color': 'RED'}
2019-12-23 11:00:20 INFO: place order: start low=132.7 high=133.6 RED ETHUSD price_offset=0.1
2019-12-23 11:00:20 INFO: place order: side_factor=1.0 init_trigger_price=132.64999999999998 init_order_price=132.6 stop_price_offset=0.0 bucket_size=0.9000000000000057 stop_price=133.6 take_price=129.89999999999998
2019-12-23 11:00:20 INFO: place order: compute qty=-11.0
2019-12-23 11:00:20 INFO: place order: save order to db e5ada77d06c74df5abebc083cc137710; response=True
2019-12-23 11:00:20 INFO: process event {'orderID': '7a394eac-0389-238e-b9b2-8d5d719503ff', 'clOrdID': 'e5ada77d06c74df5abebc083cc137710', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 132.6, 'displayQty': None, 'stopPx': 132.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-23T11:00:20.955Z', 'timestamp': '2019-12-23T11:00:20.955Z'}
2019-12-23 11:00:20 INFO: skip event e5ada77d06c74df5abebc083cc137710 New
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-23 11:00:20 INFO: post order to exchange resp={'orderID': '7a394eac-0389-238e-b9b2-8d5d719503ff', 'clOrdID': 'e5ada77d06c74df5abebc083cc137710', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 132.6, 'displayQty': None, 'stopPx': 132.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 11, 0, 20, 955000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 11, 0, 20, 955000, tzinfo=tzlocal())}
2019-12-23 11:00:20 INFO: place new init order {'qty': -11.0, 'init_price': 132.64999999999998, 'stop_price': 133.6, 'take_price': 129.89999999999998, 'order_uid': 'e5ada77d06c74df5abebc083cc137710', 'response': {'orderID': '7a394eac-0389-238e-b9b2-8d5d719503ff', 'clOrdID': 'e5ada77d06c74df5abebc083cc137710', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 132.6, 'displayQty': None, 'stopPx': 132.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 11, 0, 20, 955000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 11, 0, 20, 955000, tzinfo=tzlocal())}}
2019-12-23 11:00:49 INFO: process event {'orderID': '7a394eac-0389-238e-b9b2-8d5d719503ff', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-23T11:00:48.688Z', 'clOrdID': 'e5ada77d06c74df5abebc083cc137710', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 11:00:49 INFO: skip event e5ada77d06c74df5abebc083cc137710 
2019-12-23 11:00:49 INFO: process event {'orderID': '7a394eac-0389-238e-b9b2-8d5d719503ff', 'workingIndicator': True, 'transactTime': '2019-12-23T11:00:48.688Z', 'clOrdID': 'e5ada77d06c74df5abebc083cc137710', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T11:00:48.688Z'}
2019-12-23 11:00:49 INFO: skip event e5ada77d06c74df5abebc083cc137710 
2019-12-23 11:00:49 INFO: process event {'orderID': '7a394eac-0389-238e-b9b2-8d5d719503ff', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 132.65, 'clOrdID': 'e5ada77d06c74df5abebc083cc137710', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T11:00:48.688Z'}
2019-12-23 11:00:49 INFO: add new event={'uid': 'e5ada77d06c74df5abebc083cc137710', 'status': 'Filled'}
2019-12-23 11:00:50 INFO: start process event--------------------------------------------
2019-12-23 11:00:50 INFO: fetch new order event e5ada77d06c74df5abebc083cc137710
2019-12-23 11:00:50 INFO: fetch orders by event init={'stop': '133.6', 'take': '129.89999999999998', 'qty': '11.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-23 11:00:50 INFO: process init order filled
2019-12-23 11:00:50 INFO: save profit orders to storage stop=9295eb533d1d4b9a825557f830884700 take=81c7d54f6eca4b328fe2a7df4f524874
2019-12-23 11:00:50 INFO: place profit orders take_price=129.89999999999998, stop_price=133.6, qty=11.0, color=RED, ticker=ETHUSD 9295eb533d1d4b9a825557f830884700 81c7d54f6eca4b328fe2a7df4f524874
2019-12-23 11:00:50 INFO: place stop order ETHUSD: qty=11.0, stop_price=133.6, stop_uid=9295eb533d1d4b9a825557f830884700
2019-12-23 11:00:50 INFO: process event {'orderID': 'd711b820-4069-df29-e668-ecaec8c86a96', 'clOrdID': '9295eb533d1d4b9a825557f830884700', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 133.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-23T11:00:50.235Z', 'timestamp': '2019-12-23T11:00:50.235Z'}
2019-12-23 11:00:50 INFO: skip event 9295eb533d1d4b9a825557f830884700 New
2019-12-23 11:00:50 INFO: exchange resp for stop order={'orderID': 'd711b820-4069-df29-e668-ecaec8c86a96', 'clOrdID': '9295eb533d1d4b9a825557f830884700', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 133.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 11, 0, 50, 235000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 11, 0, 50, 235000, tzinfo=tzlocal())}
2019-12-23 11:00:50 INFO: place limit order ETHUSD: qty=11.0, price=129.89999999999998, take_uid=81c7d54f6eca4b328fe2a7df4f524874
2019-12-23 11:00:50 INFO: exchange resp for take profit order={'orderID': '4b67dea5-f1d0-28e9-ae4d-f87ec3133e17', 'clOrdID': '81c7d54f6eca4b328fe2a7df4f524874', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 129.9, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 11, 0, 50, 325000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 11, 0, 50, 325000, tzinfo=tzlocal())}
2019-12-23 11:00:50 INFO: place profit orders={'stop': {'response': {'orderID': 'd711b820-4069-df29-e668-ecaec8c86a96', 'clOrdID': '9295eb533d1d4b9a825557f830884700', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 133.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 11, 0, 50, 235000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 11, 0, 50, 235000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '9295eb533d1d4b9a825557f830884700', 'price': 133.6}, 'take': {'response': {'orderID': '4b67dea5-f1d0-28e9-ae4d-f87ec3133e17', 'clOrdID': '81c7d54f6eca4b328fe2a7df4f524874', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 129.9, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 11, 0, 50, 325000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 11, 0, 50, 325000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '81c7d54f6eca4b328fe2a7df4f524874', 'price': 129.89999999999998}}
2019-12-23 11:00:50 INFO: rm init order from db e5ada77d06c74df5abebc083cc137710
2019-12-23 11:00:50 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-23 11:00:50 INFO: process event {'orderID': '4b67dea5-f1d0-28e9-ae4d-f87ec3133e17', 'clOrdID': '81c7d54f6eca4b328fe2a7df4f524874', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 129.9, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-23T11:00:50.325Z', 'timestamp': '2019-12-23T11:00:50.325Z'}
2019-12-23 11:00:50 INFO: skip event 81c7d54f6eca4b328fe2a7df4f524874 New
2019-12-23 11:00:50 INFO: process event {'orderID': '4b67dea5-f1d0-28e9-ae4d-f87ec3133e17', 'workingIndicator': True, 'clOrdID': '81c7d54f6eca4b328fe2a7df4f524874', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T11:00:50.325Z'}
2019-12-23 11:00:50 INFO: skip event 81c7d54f6eca4b328fe2a7df4f524874 
2019-12-23 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.45, 'low': 132.65, 'close': 133.0, 'trades': 1709, 'volume': 3706781, 'vwap': 132.97, 'lastSize': 10000, 'turnover': 49287308965, 'homeNotional': 27935.739218954473, 'foreignNotional': 3714491.1470465153}, {'timestamp': datetime.datetime(2019, 12, 23, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.8, 'high': 133.6, 'low': 132.7, 'close': 132.7, 'trades': 2203, 'volume': 3334189, 'vwap': 133.12, 'lastSize': 24, 'turnover': 44384639455, 'homeNotional': 25100.784822174137, 'foreignNotional': 3341410.0967191737}, {'timestamp': datetime.datetime(2019, 12, 23, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.65, 'high': 132.8, 'low': 132.2, 'close': 132.8, 'trades': 1230, 'volume': 2189144, 'vwap': 132.52, 'lastSize': 3936, 'turnover': 29009851540, 'homeNotional': 16466.370349214645, 'foreignNotional': 2182072.938738602}]
2019-12-23 12:00:21 INFO: prepare buckets [{'low_price': 132.65, 'high_price': 133.45, 'color': 'GREEN'}, {'low_price': 132.7, 'high_price': 133.6, 'color': 'RED'}, {'low_price': 132.2, 'high_price': 132.8, 'color': 'GREEN'}]
2019-12-23 12:00:21 INFO: bucket_size=0.799999999999983 (allowed (0.49, 2.0))
2019-12-23 12:00:21 INFO: check need new order None
2019-12-23 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.0, 'high': 133.25, 'low': 132.9, 'close': 133.1, 'trades': 1068, 'volume': 1825313, 'vwap': 133.07, 'lastSize': 2000, 'turnover': 24287965060, 'homeNotional': 13783.794053369003, 'foreignNotional': 1834098.8782637569}, {'timestamp': datetime.datetime(2019, 12, 23, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.45, 'low': 132.65, 'close': 133.0, 'trades': 1709, 'volume': 3706781, 'vwap': 132.97, 'lastSize': 10000, 'turnover': 49287308965, 'homeNotional': 27935.739218954473, 'foreignNotional': 3714491.1470465153}, {'timestamp': datetime.datetime(2019, 12, 23, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.8, 'high': 133.6, 'low': 132.7, 'close': 132.7, 'trades': 2203, 'volume': 3334189, 'vwap': 133.12, 'lastSize': 24, 'turnover': 44384639455, 'homeNotional': 25100.784822174137, 'foreignNotional': 3341410.0967191737}]
2019-12-23 13:00:20 INFO: prepare buckets [{'low_price': 132.9, 'high_price': 133.25, 'color': 'GREEN'}, {'low_price': 132.65, 'high_price': 133.45, 'color': 'GREEN'}, {'low_price': 132.7, 'high_price': 133.6, 'color': 'RED'}]
2019-12-23 13:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.49, 2.0))
2019-12-23 13:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small
2019-12-23 13:00:20 INFO: check need new order None
2019-12-23 13:10:22 INFO: process event {'orderID': 'd711b820-4069-df29-e668-ecaec8c86a96', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-23T13:10:22.034Z', 'clOrdID': '9295eb533d1d4b9a825557f830884700', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 13:10:22 INFO: skip event 9295eb533d1d4b9a825557f830884700 
2019-12-23 13:10:22 INFO: process event {'orderID': 'd711b820-4069-df29-e668-ecaec8c86a96', 'price': 133.6, 'workingIndicator': True, 'transactTime': '2019-12-23T13:10:22.034Z', 'clOrdID': '9295eb533d1d4b9a825557f830884700', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T13:10:22.034Z'}
2019-12-23 13:10:22 INFO: skip event 9295eb533d1d4b9a825557f830884700 
2019-12-23 13:10:22 INFO: process event {'orderID': 'd711b820-4069-df29-e668-ecaec8c86a96', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 133.6, 'clOrdID': '9295eb533d1d4b9a825557f830884700', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T13:10:22.034Z'}
2019-12-23 13:10:22 INFO: add new event={'uid': '9295eb533d1d4b9a825557f830884700', 'status': 'Filled'}
2019-12-23 13:10:22 INFO: start process event--------------------------------------------
2019-12-23 13:10:22 INFO: fetch new order event 9295eb533d1d4b9a825557f830884700
2019-12-23 13:10:22 INFO: fetch orders by event init=None profit_pair=81c7d54f6eca4b328fe2a7df4f524874
2019-12-23 13:10:22 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2019-12-23 13:10:22 INFO: process event {'orderID': '4b67dea5-f1d0-28e9-ae4d-f87ec3133e17', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-23T13:10:22.751Z', 'clOrdID': '81c7d54f6eca4b328fe2a7df4f524874', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 13:10:22 INFO: skip event 81c7d54f6eca4b328fe2a7df4f524874 Canceled
2019-12-23 13:10:22 INFO: cancel order=81c7d54f6eca4b328fe2a7df4f524874 [{'orderID': '4b67dea5-f1d0-28e9-ae4d-f87ec3133e17', 'clOrdID': '81c7d54f6eca4b328fe2a7df4f524874', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 129.9, '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(2019, 12, 23, 11, 0, 50, 325000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 13, 10, 22, 751000, tzinfo=tzlocal())}]
2019-12-23 13:10:22 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-23 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 134.0, 'low': 132.95, 'close': 132.95, 'trades': 2439, 'volume': 3529239, 'vwap': 133.48, 'lastSize': 41, 'turnover': 47105345195, 'homeNotional': 26719.83965463342, 'foreignNotional': 3566356.463735352}, {'timestamp': datetime.datetime(2019, 12, 23, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.0, 'high': 133.25, 'low': 132.9, 'close': 133.1, 'trades': 1068, 'volume': 1825313, 'vwap': 133.07, 'lastSize': 2000, 'turnover': 24287965060, 'homeNotional': 13783.794053369003, 'foreignNotional': 1834098.8782637569}, {'timestamp': datetime.datetime(2019, 12, 23, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.45, 'low': 132.65, 'close': 133.0, 'trades': 1709, 'volume': 3706781, 'vwap': 132.97, 'lastSize': 10000, 'turnover': 49287308965, 'homeNotional': 27935.739218954473, 'foreignNotional': 3714491.1470465153}]
2019-12-23 14:00:21 INFO: prepare buckets [{'low_price': 132.95, 'high_price': 134.0, 'color': 'RED'}, {'low_price': 132.9, 'high_price': 133.25, 'color': 'GREEN'}, {'low_price': 132.65, 'high_price': 133.45, 'color': 'GREEN'}]
2019-12-23 14:00:21 INFO: bucket_size=1.0500000000000114 (allowed (0.49, 2.0))
2019-12-23 14:00:21 INFO: check need new order {'low_price': 132.95, 'high_price': 134.0, 'color': 'RED'}
2019-12-23 14:00:21 INFO: place order: start low=132.95 high=134.0 RED ETHUSD price_offset=0.1
2019-12-23 14:00:21 INFO: place order: side_factor=1.0 init_trigger_price=132.89999999999998 init_order_price=132.85 stop_price_offset=0.0 bucket_size=1.0500000000000114 stop_price=134.0 take_price=129.69999999999996
2019-12-23 14:00:21 INFO: place order: compute qty=-9.0
2019-12-23 14:00:21 INFO: place order: save order to db e1fe55ac259b468e9363242244207feb; response=True
2019-12-23 14:00:21 INFO: post order to exchange resp={'orderID': 'd4294df9-7e15-3eae-dd36-0fe4f798715c', 'clOrdID': 'e1fe55ac259b468e9363242244207feb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 132.85, 'displayQty': None, 'stopPx': 132.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 14, 0, 21, 899000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 14, 0, 21, 899000, tzinfo=tzlocal())}
2019-12-23 14:00:21 INFO: place new init order {'qty': -9.0, 'init_price': 132.89999999999998, 'stop_price': 134.0, 'take_price': 129.69999999999996, 'order_uid': 'e1fe55ac259b468e9363242244207feb', 'response': {'orderID': 'd4294df9-7e15-3eae-dd36-0fe4f798715c', 'clOrdID': 'e1fe55ac259b468e9363242244207feb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 132.85, 'displayQty': None, 'stopPx': 132.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 14, 0, 21, 899000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 14, 0, 21, 899000, tzinfo=tzlocal())}}
2019-12-23 14:00:22 INFO: process event {'orderID': 'd4294df9-7e15-3eae-dd36-0fe4f798715c', 'clOrdID': 'e1fe55ac259b468e9363242244207feb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 132.85, 'displayQty': None, 'stopPx': 132.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-23T14:00:21.899Z', 'timestamp': '2019-12-23T14:00:21.899Z'}
2019-12-23 14:00:22 INFO: skip event e1fe55ac259b468e9363242244207feb New
2019-12-23 14:00:22 INFO: process event {'orderID': 'd4294df9-7e15-3eae-dd36-0fe4f798715c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-23T14:00:21.902Z', 'clOrdID': 'e1fe55ac259b468e9363242244207feb', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 14:00:22 INFO: skip event e1fe55ac259b468e9363242244207feb 
2019-12-23 14:00:22 INFO: process event {'orderID': 'd4294df9-7e15-3eae-dd36-0fe4f798715c', 'workingIndicator': True, 'transactTime': '2019-12-23T14:00:21.902Z', 'clOrdID': 'e1fe55ac259b468e9363242244207feb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T14:00:21.902Z'}
2019-12-23 14:00:22 INFO: skip event e1fe55ac259b468e9363242244207feb 
2019-12-23 14:02:34 INFO: process event {'orderID': 'd4294df9-7e15-3eae-dd36-0fe4f798715c', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 9, 'avgPx': 132.85, 'timestamp': '2019-12-23T14:02:33.984Z', 'clOrdID': 'e1fe55ac259b468e9363242244207feb', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 14:02:34 INFO: add new event={'uid': 'e1fe55ac259b468e9363242244207feb', 'status': 'Filled'}
2019-12-23 14:02:34 INFO: start process event--------------------------------------------
2019-12-23 14:02:34 INFO: fetch new order event e1fe55ac259b468e9363242244207feb
2019-12-23 14:02:34 INFO: fetch orders by event init={'stop': '134.0', 'take': '129.69999999999996', 'qty': '9.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-23 14:02:34 INFO: process init order filled
2019-12-23 14:02:34 INFO: save profit orders to storage stop=db4adf96f5b64e148dd112cb783c6154 take=654d0c8c78ad4e80a54a13416c575d48
2019-12-23 14:02:34 INFO: place profit orders take_price=129.69999999999996, stop_price=134.0, qty=9.0, color=RED, ticker=ETHUSD db4adf96f5b64e148dd112cb783c6154 654d0c8c78ad4e80a54a13416c575d48
2019-12-23 14:02:34 INFO: place stop order ETHUSD: qty=9.0, stop_price=134.0, stop_uid=db4adf96f5b64e148dd112cb783c6154
2019-12-23 14:02:34 INFO: process event {'orderID': 'dd9f4f30-aca4-c485-a8a9-a438ba21b9c6', 'clOrdID': 'db4adf96f5b64e148dd112cb783c6154', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 134, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-23T14:02:34.107Z', 'timestamp': '2019-12-23T14:02:34.107Z'}
2019-12-23 14:02:34 INFO: skip event db4adf96f5b64e148dd112cb783c6154 New
2019-12-23 14:02:34 INFO: exchange resp for stop order={'orderID': 'dd9f4f30-aca4-c485-a8a9-a438ba21b9c6', 'clOrdID': 'db4adf96f5b64e148dd112cb783c6154', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 134.0, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 14, 2, 34, 107000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 14, 2, 34, 107000, tzinfo=tzlocal())}
2019-12-23 14:02:34 INFO: place limit order ETHUSD: qty=9.0, price=129.69999999999996, take_uid=654d0c8c78ad4e80a54a13416c575d48
2019-12-23 14:02:34 INFO: process event {'orderID': 'b01106d6-99ac-d15b-abca-74b1d7465f3c', 'clOrdID': '654d0c8c78ad4e80a54a13416c575d48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 129.7, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-23T14:02:34.148Z', 'timestamp': '2019-12-23T14:02:34.148Z'}
2019-12-23 14:02:34 INFO: skip event 654d0c8c78ad4e80a54a13416c575d48 New
2019-12-23 14:02:34 INFO: process event {'orderID': 'b01106d6-99ac-d15b-abca-74b1d7465f3c', 'workingIndicator': True, 'clOrdID': '654d0c8c78ad4e80a54a13416c575d48', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T14:02:34.148Z'}
2019-12-23 14:02:34 INFO: skip event 654d0c8c78ad4e80a54a13416c575d48 
2019-12-23 14:02:34 INFO: exchange resp for take profit order={'orderID': 'b01106d6-99ac-d15b-abca-74b1d7465f3c', 'clOrdID': '654d0c8c78ad4e80a54a13416c575d48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 129.7, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 14, 2, 34, 148000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 14, 2, 34, 148000, tzinfo=tzlocal())}
2019-12-23 14:02:34 INFO: place profit orders={'stop': {'response': {'orderID': 'dd9f4f30-aca4-c485-a8a9-a438ba21b9c6', 'clOrdID': 'db4adf96f5b64e148dd112cb783c6154', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 134.0, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 14, 2, 34, 107000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 14, 2, 34, 107000, tzinfo=tzlocal())}, 'qty': 9.0, 'uid': 'db4adf96f5b64e148dd112cb783c6154', 'price': 134.0}, 'take': {'response': {'orderID': 'b01106d6-99ac-d15b-abca-74b1d7465f3c', 'clOrdID': '654d0c8c78ad4e80a54a13416c575d48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 129.7, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 14, 2, 34, 148000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 14, 2, 34, 148000, tzinfo=tzlocal())}, 'qty': 9.0, 'uid': '654d0c8c78ad4e80a54a13416c575d48', 'price': 129.69999999999996}}
2019-12-23 14:02:34 INFO: rm init order from db e1fe55ac259b468e9363242244207feb
2019-12-23 14:02:34 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-23 14:45:38 INFO: process event {'orderID': '805441f2-8e8f-6a0f-95c7-227bfd43a4a9', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 132.8, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': '2019-12-23T14:45:38.914Z', 'timestamp': '2019-12-23T14:45:38.914Z'}
2019-12-23 14:45:38 INFO: skip event  New
2019-12-23 14:45:38 INFO: process event {'orderID': '805441f2-8e8f-6a0f-95c7-227bfd43a4a9', 'workingIndicator': True, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T14:45:38.914Z'}
2019-12-23 14:45:38 INFO: skip event  
2019-12-23 15:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.95, 'high': 133.7, 'low': 132.2, 'close': 133.2, 'trades': 2765, 'volume': 3410774, 'vwap': 132.86, 'lastSize': 67, 'turnover': 45314514045, 'homeNotional': 25688.012185877924, 'foreignNotional': 3412859.7617953285}, {'timestamp': datetime.datetime(2019, 12, 23, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 134.0, 'low': 132.95, 'close': 132.95, 'trades': 2439, 'volume': 3529239, 'vwap': 133.48, 'lastSize': 41, 'turnover': 47105345195, 'homeNotional': 26719.83965463342, 'foreignNotional': 3566356.463735352}, {'timestamp': datetime.datetime(2019, 12, 23, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.0, 'high': 133.25, 'low': 132.9, 'close': 133.1, 'trades': 1068, 'volume': 1825313, 'vwap': 133.07, 'lastSize': 2000, 'turnover': 24287965060, 'homeNotional': 13783.794053369003, 'foreignNotional': 1834098.8782637569}]
2019-12-23 15:00:22 INFO: prepare buckets [{'low_price': 132.2, 'high_price': 133.7, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 134.0, 'color': 'RED'}, {'low_price': 132.9, 'high_price': 133.25, 'color': 'GREEN'}]
2019-12-23 15:00:22 INFO: bucket_size=1.5 (allowed (0.49, 2.0))
2019-12-23 15:00:22 INFO: check need new order None
2019-12-23 15:15:56 INFO: process event {'orderID': '805441f2-8e8f-6a0f-95c7-227bfd43a4a9', 'price': 133, 'text': 'Amended price: Amend from www.bitmex.com\nSubmission from www.bitmex.com', 'transactTime': '2019-12-23T15:15:56.791Z', 'timestamp': '2019-12-23T15:15:56.791Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 15:15:56 INFO: skip event  
2019-12-23 15:15:56 INFO: process event {'orderID': '805441f2-8e8f-6a0f-95c7-227bfd43a4a9', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 133, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T15:15:56.791Z'}
2019-12-23 15:15:56 INFO: add new event={'uid': '', 'status': 'Filled'}
2019-12-23 15:15:57 INFO: start process event--------------------------------------------
2019-12-23 15:15:57 INFO: fetch new order event 
2019-12-23 15:15:57 INFO: fetch orders by event init=None profit_pair=None
2019-12-23 15:15:57 WARNING: NOT FOUND ORDER INTO STORAGE!
2019-12-23 15:15:57 INFO: end process event_processing_result='not found order'---------------------------------------------------
2019-12-23 15:16:01 INFO: process event {'orderID': '79a5859c-e5f5-4b69-02a3-0eb829c02399', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nStop order by trader.py', 'timestamp': '2019-12-23T15:16:00.815Z', 'clOrdID': 'c716f694e7fa4f678c029f61ccc0db2e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 15:16:01 INFO: skip event c716f694e7fa4f678c029f61ccc0db2e Canceled
2019-12-23 15:16:04 INFO: process event {'orderID': '7003b906-36ce-bf3a-d135-228cf32f15bb', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nProfit order by trader.py', 'timestamp': '2019-12-23T15:16:04.125Z', 'clOrdID': 'e0a9dbe671674dc6812511114d25db27', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 15:16:04 INFO: skip event e0a9dbe671674dc6812511114d25db27 Canceled
2019-12-23 16:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.2, 'high': 133.5, 'low': 132.7, 'close': 133.45, 'trades': 1492, 'volume': 1384855, 'vwap': 133.1, 'lastSize': 200, 'turnover': 18432176910, 'homeNotional': 10496.304385981986, 'foreignNotional': 1397041.2011810818}, {'timestamp': datetime.datetime(2019, 12, 23, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.95, 'high': 133.7, 'low': 132.2, 'close': 133.2, 'trades': 2765, 'volume': 3410774, 'vwap': 132.86, 'lastSize': 67, 'turnover': 45314514045, 'homeNotional': 25688.012185877924, 'foreignNotional': 3412859.7617953285}, {'timestamp': datetime.datetime(2019, 12, 23, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 134.0, 'low': 132.95, 'close': 132.95, 'trades': 2439, 'volume': 3529239, 'vwap': 133.48, 'lastSize': 41, 'turnover': 47105345195, 'homeNotional': 26719.83965463342, 'foreignNotional': 3566356.463735352}]
2019-12-23 16:00:22 INFO: prepare buckets [{'low_price': 132.7, 'high_price': 133.5, 'color': 'GREEN'}, {'low_price': 132.2, 'high_price': 133.7, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 134.0, 'color': 'RED'}]
2019-12-23 16:00:22 INFO: bucket_size=0.8000000000000114 (allowed (0.49, 2.0))
2019-12-23 16:00:22 INFO: check need new order None
2019-12-23 16:11:29 INFO: process event {'orderID': 'dd9f4f30-aca4-c485-a8a9-a438ba21b9c6', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-23T16:11:28.780Z', 'clOrdID': 'db4adf96f5b64e148dd112cb783c6154', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 16:11:29 INFO: skip event db4adf96f5b64e148dd112cb783c6154 
2019-12-23 16:11:29 INFO: process event {'orderID': 'dd9f4f30-aca4-c485-a8a9-a438ba21b9c6', 'price': 134, 'workingIndicator': True, 'transactTime': '2019-12-23T16:11:28.780Z', 'clOrdID': 'db4adf96f5b64e148dd112cb783c6154', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T16:11:28.780Z'}
2019-12-23 16:11:29 INFO: skip event db4adf96f5b64e148dd112cb783c6154 
2019-12-23 16:11:29 INFO: process event {'orderID': 'dd9f4f30-aca4-c485-a8a9-a438ba21b9c6', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 9, 'avgPx': 134, 'clOrdID': 'db4adf96f5b64e148dd112cb783c6154', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T16:11:28.780Z'}
2019-12-23 16:11:29 INFO: add new event={'uid': 'db4adf96f5b64e148dd112cb783c6154', 'status': 'Filled'}
2019-12-23 16:11:29 INFO: start process event--------------------------------------------
2019-12-23 16:11:29 INFO: fetch new order event db4adf96f5b64e148dd112cb783c6154
2019-12-23 16:11:29 INFO: fetch orders by event init=None profit_pair=654d0c8c78ad4e80a54a13416c575d48
2019-12-23 16:11:29 INFO: process profit order filled
2019-12-23 16:11:30 INFO: cancel order=654d0c8c78ad4e80a54a13416c575d48 [{'orderID': 'b01106d6-99ac-d15b-abca-74b1d7465f3c', 'clOrdID': '654d0c8c78ad4e80a54a13416c575d48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 129.7, '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(2019, 12, 23, 14, 2, 34, 148000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 16, 11, 30, 794000, tzinfo=tzlocal())}]
2019-12-23 16:11:30 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-23 16:11:31 INFO: process event {'orderID': 'b01106d6-99ac-d15b-abca-74b1d7465f3c', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-23T16:11:30.794Z', 'clOrdID': '654d0c8c78ad4e80a54a13416c575d48', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 16:11:31 INFO: skip event 654d0c8c78ad4e80a54a13416c575d48 Canceled
2019-12-23 16:35:03 INFO: process event {'orderID': 'e97ec2fa-3d8b-4913-eb53-6586aea14efa', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-23T16:35:02.871Z', 'clOrdID': '224cad1695754047b9bfac5271035e7d', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 16:35:03 INFO: skip event 224cad1695754047b9bfac5271035e7d 
2019-12-23 16:35:03 INFO: process event {'orderID': 'e97ec2fa-3d8b-4913-eb53-6586aea14efa', 'price': 131.2, 'workingIndicator': True, 'transactTime': '2019-12-23T16:35:02.871Z', 'clOrdID': '224cad1695754047b9bfac5271035e7d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T16:35:02.871Z'}
2019-12-23 16:35:03 INFO: skip event 224cad1695754047b9bfac5271035e7d 
2019-12-23 16:35:03 INFO: process event {'orderID': 'e97ec2fa-3d8b-4913-eb53-6586aea14efa', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 131.2, 'clOrdID': '224cad1695754047b9bfac5271035e7d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T16:35:02.871Z'}
2019-12-23 16:35:03 INFO: add new event={'uid': '224cad1695754047b9bfac5271035e7d', 'status': 'Filled'}
2019-12-23 16:35:03 INFO: start process event--------------------------------------------
2019-12-23 16:35:03 INFO: fetch new order event 224cad1695754047b9bfac5271035e7d
2019-12-23 16:35:03 INFO: fetch orders by event init=None profit_pair=3f8bed0e3500459bac49b822eb6d279d
2019-12-23 16:35:03 INFO: process profit order filled
2019-12-23 16:35:04 INFO: cancel order=3f8bed0e3500459bac49b822eb6d279d [{'orderID': 'e57544c5-4d7b-158f-71b6-e4ee2d0b3a8c', 'clOrdID': '3f8bed0e3500459bac49b822eb6d279d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 135.45, '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(2019, 12, 23, 8, 9, 0, 948000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 16, 35, 4, 982000, tzinfo=tzlocal())}]
2019-12-23 16:35:04 INFO: process event {'orderID': 'e57544c5-4d7b-158f-71b6-e4ee2d0b3a8c', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-23T16:35:04.982Z', 'clOrdID': '3f8bed0e3500459bac49b822eb6d279d', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 16:35:04 INFO: skip event 3f8bed0e3500459bac49b822eb6d279d Canceled
2019-12-23 16:35:04 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-23 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 134.4, 'low': 131.1, 'close': 131.7, 'trades': 8127, 'volume': 16077377, 'vwap': 132.77, 'lastSize': 298, 'turnover': 213446554055, 'homeNotional': 122145.57193691665, 'foreignNotional': 16216881.038996732}, {'timestamp': datetime.datetime(2019, 12, 23, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.2, 'high': 133.5, 'low': 132.7, 'close': 133.45, 'trades': 1492, 'volume': 1384855, 'vwap': 133.1, 'lastSize': 200, 'turnover': 18432176910, 'homeNotional': 10496.304385981986, 'foreignNotional': 1397041.2011810818}, {'timestamp': datetime.datetime(2019, 12, 23, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.95, 'high': 133.7, 'low': 132.2, 'close': 133.2, 'trades': 2765, 'volume': 3410774, 'vwap': 132.86, 'lastSize': 67, 'turnover': 45314514045, 'homeNotional': 25688.012185877924, 'foreignNotional': 3412859.7617953285}]
2019-12-23 17:00:21 INFO: prepare buckets [{'low_price': 131.1, 'high_price': 134.4, 'color': 'RED'}, {'low_price': 132.7, 'high_price': 133.5, 'color': 'GREEN'}, {'low_price': 132.2, 'high_price': 133.7, 'color': 'GREEN'}]
2019-12-23 17:00:21 INFO: bucket_size=3.3000000000000114 (allowed (0.49, 2.0))
2019-12-23 17:00:21 WARNING: skip bucket by bucket_size=3.3000000000000114 too big
2019-12-23 17:00:21 INFO: check need new order None
2019-12-23 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 131.9, 'low': 128.3, 'close': 129.3, 'trades': 10308, 'volume': 19281928, 'vwap': 129.56, 'lastSize': 60, 'turnover': 249814668085, 'homeNotional': 143940.77251595707, 'foreignNotional': 18649198.445101347}, {'timestamp': datetime.datetime(2019, 12, 23, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 134.4, 'low': 131.1, 'close': 131.7, 'trades': 8127, 'volume': 16077377, 'vwap': 132.77, 'lastSize': 298, 'turnover': 213446554055, 'homeNotional': 122145.57193691665, 'foreignNotional': 16216881.038996732}, {'timestamp': datetime.datetime(2019, 12, 23, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.2, 'high': 133.5, 'low': 132.7, 'close': 133.45, 'trades': 1492, 'volume': 1384855, 'vwap': 133.1, 'lastSize': 200, 'turnover': 18432176910, 'homeNotional': 10496.304385981986, 'foreignNotional': 1397041.2011810818}]
2019-12-23 18:00:20 INFO: prepare buckets [{'low_price': 128.3, 'high_price': 131.9, 'color': 'RED'}, {'low_price': 131.1, 'high_price': 134.4, 'color': 'RED'}, {'low_price': 132.7, 'high_price': 133.5, 'color': 'GREEN'}]
2019-12-23 18:00:20 INFO: bucket_size=3.5999999999999943 (allowed (0.49, 2.0))
2019-12-23 18:00:20 WARNING: skip bucket by bucket_size=3.5999999999999943 too big
2019-12-23 18:00:20 INFO: check need new order None
2019-12-23 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 129.85, 'low': 128.75, 'close': 129.2, 'trades': 3293, 'volume': 5164634, 'vwap': 129.33, 'lastSize': 500, 'turnover': 66789836510, 'homeNotional': 38283.612136734315, 'foreignNotional': 4950925.431430903}, {'timestamp': datetime.datetime(2019, 12, 23, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 131.9, 'low': 128.3, 'close': 129.3, 'trades': 10308, 'volume': 19281928, 'vwap': 129.56, 'lastSize': 60, 'turnover': 249814668085, 'homeNotional': 143940.77251595707, 'foreignNotional': 18649198.445101347}, {'timestamp': datetime.datetime(2019, 12, 23, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 134.4, 'low': 131.1, 'close': 131.7, 'trades': 8127, 'volume': 16077377, 'vwap': 132.77, 'lastSize': 298, 'turnover': 213446554055, 'homeNotional': 122145.57193691665, 'foreignNotional': 16216881.038996732}]
2019-12-23 19:00:20 INFO: prepare buckets [{'low_price': 128.75, 'high_price': 129.85, 'color': 'RED'}, {'low_price': 128.3, 'high_price': 131.9, 'color': 'RED'}, {'low_price': 131.1, 'high_price': 134.4, 'color': 'RED'}]
2019-12-23 19:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.49, 2.0))
2019-12-23 19:00:20 INFO: check need new order None
2019-12-23 20:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.2, 'high': 129.3, 'low': 128.6, 'close': 129.05, 'trades': 1983, 'volume': 3123611, 'vwap': 129.03, 'lastSize': 1, 'turnover': 40301841600, 'homeNotional': 23138.935809998395, 'foreignNotional': 2985460.9383625863}, {'timestamp': datetime.datetime(2019, 12, 23, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 129.85, 'low': 128.75, 'close': 129.2, 'trades': 3293, 'volume': 5164634, 'vwap': 129.33, 'lastSize': 500, 'turnover': 66789836510, 'homeNotional': 38283.612136734315, 'foreignNotional': 4950925.431430903}, {'timestamp': datetime.datetime(2019, 12, 23, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 131.9, 'low': 128.3, 'close': 129.3, 'trades': 10308, 'volume': 19281928, 'vwap': 129.56, 'lastSize': 60, 'turnover': 249814668085, 'homeNotional': 143940.77251595707, 'foreignNotional': 18649198.445101347}]
2019-12-23 20:00:22 INFO: prepare buckets [{'low_price': 128.6, 'high_price': 129.3, 'color': 'RED'}, {'low_price': 128.75, 'high_price': 129.85, 'color': 'RED'}, {'low_price': 128.3, 'high_price': 131.9, 'color': 'RED'}]
2019-12-23 20:00:22 INFO: bucket_size=0.700000000000017 (allowed (0.49, 2.0))
2019-12-23 20:00:22 INFO: check need new order None
2019-12-23 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.05, 'low': 128.65, 'close': 128.85, 'trades': 1498, 'volume': 2102267, 'vwap': 128.87, 'lastSize': 1, 'turnover': 27090609915, 'homeNotional': 15578.58781640788, 'foreignNotional': 2007516.853889399}, {'timestamp': datetime.datetime(2019, 12, 23, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.2, 'high': 129.3, 'low': 128.6, 'close': 129.05, 'trades': 1983, 'volume': 3123611, 'vwap': 129.03, 'lastSize': 1, 'turnover': 40301841600, 'homeNotional': 23138.935809998395, 'foreignNotional': 2985460.9383625863}, {'timestamp': datetime.datetime(2019, 12, 23, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 129.85, 'low': 128.75, 'close': 129.2, 'trades': 3293, 'volume': 5164634, 'vwap': 129.33, 'lastSize': 500, 'turnover': 66789836510, 'homeNotional': 38283.612136734315, 'foreignNotional': 4950925.431430903}]
2019-12-23 21:00:21 INFO: prepare buckets [{'low_price': 128.65, 'high_price': 129.05, 'color': 'RED'}, {'low_price': 128.6, 'high_price': 129.3, 'color': 'RED'}, {'low_price': 128.75, 'high_price': 129.85, 'color': 'RED'}]
2019-12-23 21:00:21 INFO: bucket_size=0.4000000000000057 (allowed (0.49, 2.0))
2019-12-23 21:00:21 WARNING: skip bucket by bucket_size=0.4000000000000057 too small
2019-12-23 21:00:21 INFO: check need new order None
2019-12-23 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.9, 'low': 125.9, 'close': 127.1, 'trades': 8531, 'volume': 17328671, 'vwap': 126.91, 'lastSize': 1969, 'turnover': 219910444505, 'homeNotional': 126682.15236431868, 'foreignNotional': 16076777.099415386}, {'timestamp': datetime.datetime(2019, 12, 23, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.05, 'low': 128.65, 'close': 128.85, 'trades': 1498, 'volume': 2102267, 'vwap': 128.87, 'lastSize': 1, 'turnover': 27090609915, 'homeNotional': 15578.58781640788, 'foreignNotional': 2007516.853889399}, {'timestamp': datetime.datetime(2019, 12, 23, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.2, 'high': 129.3, 'low': 128.6, 'close': 129.05, 'trades': 1983, 'volume': 3123611, 'vwap': 129.03, 'lastSize': 1, 'turnover': 40301841600, 'homeNotional': 23138.935809998395, 'foreignNotional': 2985460.9383625863}]
2019-12-23 22:00:20 INFO: prepare buckets [{'low_price': 125.9, 'high_price': 128.9, 'color': 'RED'}, {'low_price': 128.65, 'high_price': 129.05, 'color': 'RED'}, {'low_price': 128.6, 'high_price': 129.3, 'color': 'RED'}]
2019-12-23 22:00:20 INFO: bucket_size=3.0 (allowed (0.49, 2.0))
2019-12-23 22:00:20 WARNING: skip bucket by bucket_size=3.0 too big
2019-12-23 22:00:20 INFO: check need new order None
2019-12-23 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 23, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.35, 'low': 126.05, 'close': 127.15, 'trades': 3384, 'volume': 4428881, 'vwap': 126.84, 'lastSize': 100, 'turnover': 56174105235, 'homeNotional': 32311.22171967167, 'foreignNotional': 4098230.653420238}, {'timestamp': datetime.datetime(2019, 12, 23, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.9, 'low': 125.9, 'close': 127.1, 'trades': 8531, 'volume': 17328671, 'vwap': 126.91, 'lastSize': 1969, 'turnover': 219910444505, 'homeNotional': 126682.15236431868, 'foreignNotional': 16076777.099415386}, {'timestamp': datetime.datetime(2019, 12, 23, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.05, 'low': 128.65, 'close': 128.85, 'trades': 1498, 'volume': 2102267, 'vwap': 128.87, 'lastSize': 1, 'turnover': 27090609915, 'homeNotional': 15578.58781640788, 'foreignNotional': 2007516.853889399}]
2019-12-23 23:00:21 INFO: prepare buckets [{'low_price': 126.05, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 125.9, 'high_price': 128.9, 'color': 'RED'}, {'low_price': 128.65, 'high_price': 129.05, 'color': 'RED'}]
2019-12-23 23:00:21 INFO: bucket_size=1.2999999999999972 (allowed (0.49, 2.0))
2019-12-23 23:00:21 INFO: check need new order {'low_price': 126.05, 'high_price': 127.35, 'color': 'GREEN'}
2019-12-23 23:00:21 INFO: place order: start low=126.05 high=127.35 GREEN ETHUSD price_offset=0.1
2019-12-23 23:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=127.39999999999999 init_order_price=127.44999999999999 stop_price_offset=0.0 bucket_size=1.2999999999999972 stop_price=126.05 take_price=131.35
2019-12-23 23:00:21 INFO: place order: compute qty=7.0
2019-12-23 23:00:21 INFO: place order: save order to db c6dd12bf37ff4217b100a4ac3cdfa26c; response=True
2019-12-23 23:00:21 INFO: post order to exchange resp={'orderID': '0056b680-b1ee-4679-ee14-5166efdfa2cb', 'clOrdID': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 127.45, 'displayQty': None, 'stopPx': 127.4, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 23, 0, 21, 63000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 23, 0, 21, 63000, tzinfo=tzlocal())}
2019-12-23 23:00:21 INFO: place new init order {'qty': 7.0, 'init_price': 127.39999999999999, 'stop_price': 126.05, 'take_price': 131.35, 'order_uid': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'response': {'orderID': '0056b680-b1ee-4679-ee14-5166efdfa2cb', 'clOrdID': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 127.45, 'displayQty': None, 'stopPx': 127.4, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 23, 23, 0, 21, 63000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 23, 0, 21, 63000, tzinfo=tzlocal())}}
2019-12-23 23:00:21 INFO: process event {'orderID': '0056b680-b1ee-4679-ee14-5166efdfa2cb', 'clOrdID': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 127.45, 'displayQty': None, 'stopPx': 127.4, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-23T23:00:21.063Z', 'timestamp': '2019-12-23T23:00:21.063Z'}
2019-12-23 23:00:21 INFO: skip event c6dd12bf37ff4217b100a4ac3cdfa26c New
2019-12-23 23:03:49 INFO: process event {'orderID': '0056b680-b1ee-4679-ee14-5166efdfa2cb', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-23T23:03:49.691Z', 'clOrdID': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-23 23:03:49 INFO: skip event c6dd12bf37ff4217b100a4ac3cdfa26c 
2019-12-23 23:03:49 INFO: process event {'orderID': '0056b680-b1ee-4679-ee14-5166efdfa2cb', 'workingIndicator': True, 'transactTime': '2019-12-23T23:03:49.691Z', 'clOrdID': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T23:03:49.691Z'}
2019-12-23 23:03:49 INFO: skip event c6dd12bf37ff4217b100a4ac3cdfa26c 
2019-12-23 23:03:49 INFO: process event {'orderID': '0056b680-b1ee-4679-ee14-5166efdfa2cb', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 7, 'avgPx': 127.4, 'clOrdID': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T23:03:49.691Z'}
2019-12-23 23:03:49 INFO: add new event={'uid': 'c6dd12bf37ff4217b100a4ac3cdfa26c', 'status': 'Filled'}
2019-12-23 23:03:50 INFO: start process event--------------------------------------------
2019-12-23 23:03:50 INFO: fetch new order event c6dd12bf37ff4217b100a4ac3cdfa26c
2019-12-23 23:03:50 INFO: fetch orders by event init={'stop': '126.05', 'take': '131.35', 'qty': '7.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-23 23:03:50 INFO: process init order filled
2019-12-23 23:03:50 INFO: save profit orders to storage stop=fa6319d32fa74c7090ea66371ead8869 take=8b24c4b2c357446b99f2af64a8121be7
2019-12-23 23:03:50 INFO: place profit orders take_price=131.35, stop_price=126.05, qty=7.0, color=GREEN, ticker=ETHUSD fa6319d32fa74c7090ea66371ead8869 8b24c4b2c357446b99f2af64a8121be7
2019-12-23 23:03:50 INFO: place stop order ETHUSD: qty=-7.0, stop_price=126.05, stop_uid=fa6319d32fa74c7090ea66371ead8869
2019-12-23 23:03:50 INFO: exchange resp for stop order={'orderID': '844c4f55-572c-aa87-34ba-d9746d748849', 'clOrdID': 'fa6319d32fa74c7090ea66371ead8869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 126.05, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 23, 3, 50, 802000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 23, 3, 50, 802000, tzinfo=tzlocal())}
2019-12-23 23:03:50 INFO: place limit order ETHUSD: qty=-7.0, price=131.35, take_uid=8b24c4b2c357446b99f2af64a8121be7
2019-12-23 23:03:50 INFO: exchange resp for take profit order={'orderID': 'bc9b803e-8257-1e0a-660f-9029e9cbc511', 'clOrdID': '8b24c4b2c357446b99f2af64a8121be7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 131.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 23, 3, 50, 926000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 23, 3, 50, 926000, tzinfo=tzlocal())}
2019-12-23 23:03:50 INFO: place profit orders={'stop': {'response': {'orderID': '844c4f55-572c-aa87-34ba-d9746d748849', 'clOrdID': 'fa6319d32fa74c7090ea66371ead8869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 126.05, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 23, 3, 50, 802000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 23, 3, 50, 802000, tzinfo=tzlocal())}, 'qty': -7.0, 'uid': 'fa6319d32fa74c7090ea66371ead8869', 'price': 126.05}, 'take': {'response': {'orderID': 'bc9b803e-8257-1e0a-660f-9029e9cbc511', 'clOrdID': '8b24c4b2c357446b99f2af64a8121be7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 131.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 23, 3, 50, 926000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 23, 23, 3, 50, 926000, tzinfo=tzlocal())}, 'qty': -7.0, 'uid': '8b24c4b2c357446b99f2af64a8121be7', 'price': 131.35}}
2019-12-23 23:03:50 INFO: rm init order from db c6dd12bf37ff4217b100a4ac3cdfa26c
2019-12-23 23:03:50 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-23 23:03:51 INFO: process event {'orderID': '844c4f55-572c-aa87-34ba-d9746d748849', 'clOrdID': 'fa6319d32fa74c7090ea66371ead8869', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 126.05, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-23T23:03:50.802Z', 'timestamp': '2019-12-23T23:03:50.802Z'}
2019-12-23 23:03:51 INFO: skip event fa6319d32fa74c7090ea66371ead8869 New
2019-12-23 23:03:52 INFO: process event {'orderID': 'bc9b803e-8257-1e0a-660f-9029e9cbc511', 'clOrdID': '8b24c4b2c357446b99f2af64a8121be7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 131.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-23T23:03:50.926Z', 'timestamp': '2019-12-23T23:03:50.926Z'}
2019-12-23 23:03:52 INFO: skip event 8b24c4b2c357446b99f2af64a8121be7 New
2019-12-23 23:03:52 INFO: process event {'orderID': 'bc9b803e-8257-1e0a-660f-9029e9cbc511', 'workingIndicator': True, 'clOrdID': '8b24c4b2c357446b99f2af64a8121be7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-23T23:03:50.926Z'}
2019-12-23 23:03:52 INFO: skip event 8b24c4b2c357446b99f2af64a8121be7 
2019-12-24 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 128.25, 'low': 126.95, 'close': 127.75, 'trades': 2701, 'volume': 4579382, 'vwap': 127.64, 'lastSize': 4524, 'turnover': 58449418335, 'homeNotional': 33517.422669155996, 'foreignNotional': 4278045.7698842}, {'timestamp': datetime.datetime(2019, 12, 23, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.35, 'low': 126.05, 'close': 127.15, 'trades': 3384, 'volume': 4428881, 'vwap': 126.84, 'lastSize': 100, 'turnover': 56174105235, 'homeNotional': 32311.22171967167, 'foreignNotional': 4098230.653420238}, {'timestamp': datetime.datetime(2019, 12, 23, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.9, 'low': 125.9, 'close': 127.1, 'trades': 8531, 'volume': 17328671, 'vwap': 126.91, 'lastSize': 1969, 'turnover': 219910444505, 'homeNotional': 126682.15236431868, 'foreignNotional': 16076777.099415386}]
2019-12-24 00:00:21 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 128.25, 'color': 'GREEN'}, {'low_price': 126.05, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 125.9, 'high_price': 128.9, 'color': 'RED'}]
2019-12-24 00:00:21 INFO: bucket_size=1.2999999999999972 (allowed (0.49, 2.0))
2019-12-24 00:00:21 INFO: check need new order None
2019-12-24 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.1, 'low': 127.55, 'close': 128.1, 'trades': 1881, 'volume': 1749943, 'vwap': 127.84, 'lastSize': 7900, 'turnover': 22370894150, 'homeNotional': 12784.772831327628, 'foreignNotional': 1634377.3185137636}, {'timestamp': datetime.datetime(2019, 12, 24, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 128.25, 'low': 126.95, 'close': 127.75, 'trades': 2701, 'volume': 4579382, 'vwap': 127.64, 'lastSize': 4524, 'turnover': 58449418335, 'homeNotional': 33517.422669155996, 'foreignNotional': 4278045.7698842}, {'timestamp': datetime.datetime(2019, 12, 23, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.35, 'low': 126.05, 'close': 127.15, 'trades': 3384, 'volume': 4428881, 'vwap': 126.84, 'lastSize': 100, 'turnover': 56174105235, 'homeNotional': 32311.22171967167, 'foreignNotional': 4098230.653420238}]
2019-12-24 01:00:20 INFO: prepare buckets [{'low_price': 127.55, 'high_price': 128.1, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 128.25, 'color': 'GREEN'}, {'low_price': 126.05, 'high_price': 127.35, 'color': 'GREEN'}]
2019-12-24 01:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.49, 2.0))
2019-12-24 01:00:20 INFO: check need new order None
2019-12-24 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.5, 'low': 127.25, 'close': 127.65, 'trades': 1922, 'volume': 2724965, 'vwap': 127.94, 'lastSize': 14995, 'turnover': 34860854085, 'homeNotional': 19901.697667268094, 'foreignNotional': 2546060.6560163894}, {'timestamp': datetime.datetime(2019, 12, 24, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.1, 'low': 127.55, 'close': 128.1, 'trades': 1881, 'volume': 1749943, 'vwap': 127.84, 'lastSize': 7900, 'turnover': 22370894150, 'homeNotional': 12784.772831327628, 'foreignNotional': 1634377.3185137636}, {'timestamp': datetime.datetime(2019, 12, 24, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 128.25, 'low': 126.95, 'close': 127.75, 'trades': 2701, 'volume': 4579382, 'vwap': 127.64, 'lastSize': 4524, 'turnover': 58449418335, 'homeNotional': 33517.422669155996, 'foreignNotional': 4278045.7698842}]
2019-12-24 02:00:20 INFO: prepare buckets [{'low_price': 127.25, 'high_price': 128.5, 'color': 'RED'}, {'low_price': 127.55, 'high_price': 128.1, 'color': 'GREEN'}, {'low_price': 126.95, 'high_price': 128.25, 'color': 'GREEN'}]
2019-12-24 02:00:20 INFO: bucket_size=1.25 (allowed (0.49, 2.0))
2019-12-24 02:00:20 INFO: check need new order {'low_price': 127.25, 'high_price': 128.5, 'color': 'RED'}
2019-12-24 02:00:20 INFO: place order: start low=127.25 high=128.5 RED ETHUSD price_offset=0.1
2019-12-24 02:00:20 INFO: place order: side_factor=1.0 init_trigger_price=127.2 init_order_price=127.15 stop_price_offset=0.0 bucket_size=1.25 stop_price=128.5 take_price=123.4
2019-12-24 02:00:20 INFO: place order: compute qty=-8.0
2019-12-24 02:00:20 INFO: place order: save order to db 21bd3d2baea142cdb7bd6a1d3947b53e; response=True
2019-12-24 02:00:20 INFO: post order to exchange resp={'orderID': '79b09591-5462-69d8-b8e2-30258144c4ba', 'clOrdID': '21bd3d2baea142cdb7bd6a1d3947b53e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 127.15, 'displayQty': None, 'stopPx': 127.2, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 24, 2, 0, 20, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 2, 0, 20, 773000, tzinfo=tzlocal())}
2019-12-24 02:00:20 INFO: place new init order {'qty': -8.0, 'init_price': 127.2, 'stop_price': 128.5, 'take_price': 123.4, 'order_uid': '21bd3d2baea142cdb7bd6a1d3947b53e', 'response': {'orderID': '79b09591-5462-69d8-b8e2-30258144c4ba', 'clOrdID': '21bd3d2baea142cdb7bd6a1d3947b53e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 127.15, 'displayQty': None, 'stopPx': 127.2, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 24, 2, 0, 20, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 2, 0, 20, 773000, tzinfo=tzlocal())}}
2019-12-24 02:00:21 INFO: process event {'orderID': '79b09591-5462-69d8-b8e2-30258144c4ba', 'clOrdID': '21bd3d2baea142cdb7bd6a1d3947b53e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 127.15, 'displayQty': None, 'stopPx': 127.2, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-24T02:00:20.773Z', 'timestamp': '2019-12-24T02:00:20.773Z'}
2019-12-24 02:00:21 INFO: skip event 21bd3d2baea142cdb7bd6a1d3947b53e New
2019-12-24 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 128.0, 'low': 127.5, 'close': 127.95, 'trades': 1079, 'volume': 1853154, 'vwap': 127.74, 'lastSize': 1000, 'turnover': 23671358040, 'homeNotional': 13559.405041682418, 'foreignNotional': 1732018.4153605697}, {'timestamp': datetime.datetime(2019, 12, 24, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.5, 'low': 127.25, 'close': 127.65, 'trades': 1922, 'volume': 2724965, 'vwap': 127.94, 'lastSize': 14995, 'turnover': 34860854085, 'homeNotional': 19901.697667268094, 'foreignNotional': 2546060.6560163894}, {'timestamp': datetime.datetime(2019, 12, 24, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.1, 'low': 127.55, 'close': 128.1, 'trades': 1881, 'volume': 1749943, 'vwap': 127.84, 'lastSize': 7900, 'turnover': 22370894150, 'homeNotional': 12784.772831327628, 'foreignNotional': 1634377.3185137636}]
2019-12-24 03:00:20 INFO: prepare buckets [{'low_price': 127.5, 'high_price': 128.0, 'color': 'GREEN'}, {'low_price': 127.25, 'high_price': 128.5, 'color': 'RED'}, {'low_price': 127.55, 'high_price': 128.1, 'color': 'GREEN'}]
2019-12-24 03:00:20 INFO: bucket_size=0.5 (allowed (0.49, 2.0))
2019-12-24 03:00:20 INFO: check need new order None
2019-12-24 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 128.05, 'low': 127.35, 'close': 127.5, 'trades': 1129, 'volume': 2574879, 'vwap': 127.61, 'lastSize': 2000, 'turnover': 32857805935, 'homeNotional': 18837.776447595967, 'foreignNotional': 2403873.669980876}, {'timestamp': datetime.datetime(2019, 12, 24, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 128.0, 'low': 127.5, 'close': 127.95, 'trades': 1079, 'volume': 1853154, 'vwap': 127.74, 'lastSize': 1000, 'turnover': 23671358040, 'homeNotional': 13559.405041682418, 'foreignNotional': 1732018.4153605697}, {'timestamp': datetime.datetime(2019, 12, 24, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.5, 'low': 127.25, 'close': 127.65, 'trades': 1922, 'volume': 2724965, 'vwap': 127.94, 'lastSize': 14995, 'turnover': 34860854085, 'homeNotional': 19901.697667268094, 'foreignNotional': 2546060.6560163894}]
2019-12-24 04:00:21 INFO: prepare buckets [{'low_price': 127.35, 'high_price': 128.05, 'color': 'RED'}, {'low_price': 127.5, 'high_price': 128.0, 'color': 'GREEN'}, {'low_price': 127.25, 'high_price': 128.5, 'color': 'RED'}]
2019-12-24 04:00:21 INFO: bucket_size=0.700000000000017 (allowed (0.49, 2.0))
2019-12-24 04:00:21 INFO: check need new order None
2019-12-24 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.05, 'low': 127.5, 'close': 127.85, 'trades': 1666, 'volume': 1873844, 'vwap': 127.82, 'lastSize': 2893, 'turnover': 23949788230, 'homeNotional': 13699.630890264152, 'foreignNotional': 1750964.1519814003}, {'timestamp': datetime.datetime(2019, 12, 24, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 128.05, 'low': 127.35, 'close': 127.5, 'trades': 1129, 'volume': 2574879, 'vwap': 127.61, 'lastSize': 2000, 'turnover': 32857805935, 'homeNotional': 18837.776447595967, 'foreignNotional': 2403873.669980876}, {'timestamp': datetime.datetime(2019, 12, 24, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 128.0, 'low': 127.5, 'close': 127.95, 'trades': 1079, 'volume': 1853154, 'vwap': 127.74, 'lastSize': 1000, 'turnover': 23671358040, 'homeNotional': 13559.405041682418, 'foreignNotional': 1732018.4153605697}]
2019-12-24 05:00:21 INFO: prepare buckets [{'low_price': 127.5, 'high_price': 128.05, 'color': 'GREEN'}, {'low_price': 127.35, 'high_price': 128.05, 'color': 'RED'}, {'low_price': 127.5, 'high_price': 128.0, 'color': 'GREEN'}]
2019-12-24 05:00:21 INFO: bucket_size=0.5500000000000114 (allowed (0.49, 2.0))
2019-12-24 05:00:21 INFO: check need new order None
2019-12-24 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 128.2, 'low': 127.8, 'close': 128.1, 'trades': 1076, 'volume': 2036942, 'vwap': 128.02, 'lastSize': 2000, 'turnover': 26075662950, 'homeNotional': 14898.095873180728, 'foreignNotional': 1907161.7403318563}, {'timestamp': datetime.datetime(2019, 12, 24, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.05, 'low': 127.5, 'close': 127.85, 'trades': 1666, 'volume': 1873844, 'vwap': 127.82, 'lastSize': 2893, 'turnover': 23949788230, 'homeNotional': 13699.630890264152, 'foreignNotional': 1750964.1519814003}, {'timestamp': datetime.datetime(2019, 12, 24, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 128.05, 'low': 127.35, 'close': 127.5, 'trades': 1129, 'volume': 2574879, 'vwap': 127.61, 'lastSize': 2000, 'turnover': 32857805935, 'homeNotional': 18837.776447595967, 'foreignNotional': 2403873.669980876}]
2019-12-24 06:00:20 INFO: prepare buckets [{'low_price': 127.8, 'high_price': 128.2, 'color': 'GREEN'}, {'low_price': 127.5, 'high_price': 128.05, 'color': 'GREEN'}, {'low_price': 127.35, 'high_price': 128.05, 'color': 'RED'}]
2019-12-24 06:00:20 INFO: bucket_size=0.3999999999999915 (allowed (0.49, 2.0))
2019-12-24 06:00:20 WARNING: skip bucket by bucket_size=0.3999999999999915 too small
2019-12-24 06:00:20 INFO: check need new order None
2019-12-24 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.25, 'low': 127.85, 'close': 127.95, 'trades': 1035, 'volume': 1703193, 'vwap': 128.02, 'lastSize': 1094, 'turnover': 21803977375, 'homeNotional': 12477.91360401042, 'foreignNotional': 1597400.723833075}, {'timestamp': datetime.datetime(2019, 12, 24, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 128.2, 'low': 127.8, 'close': 128.1, 'trades': 1076, 'volume': 2036942, 'vwap': 128.02, 'lastSize': 2000, 'turnover': 26075662950, 'homeNotional': 14898.095873180728, 'foreignNotional': 1907161.7403318563}, {'timestamp': datetime.datetime(2019, 12, 24, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.05, 'low': 127.5, 'close': 127.85, 'trades': 1666, 'volume': 1873844, 'vwap': 127.82, 'lastSize': 2893, 'turnover': 23949788230, 'homeNotional': 13699.630890264152, 'foreignNotional': 1750964.1519814003}]
2019-12-24 07:00:20 INFO: prepare buckets [{'low_price': 127.85, 'high_price': 128.25, 'color': 'RED'}, {'low_price': 127.8, 'high_price': 128.2, 'color': 'GREEN'}, {'low_price': 127.5, 'high_price': 128.05, 'color': 'GREEN'}]
2019-12-24 07:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.49, 2.0))
2019-12-24 07:00:20 WARNING: skip bucket by bucket_size=0.4000000000000057 too small
2019-12-24 07:00:20 INFO: check need new order None
2019-12-24 07:26:59 INFO: process event {'orderID': '79b09591-5462-69d8-b8e2-30258144c4ba', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-24T07:26:59.291Z', 'clOrdID': '21bd3d2baea142cdb7bd6a1d3947b53e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-24 07:26:59 INFO: skip event 21bd3d2baea142cdb7bd6a1d3947b53e 
2019-12-24 07:26:59 INFO: process event {'orderID': '79b09591-5462-69d8-b8e2-30258144c4ba', 'workingIndicator': True, 'transactTime': '2019-12-24T07:26:59.291Z', 'clOrdID': '21bd3d2baea142cdb7bd6a1d3947b53e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-24T07:26:59.291Z'}
2019-12-24 07:26:59 INFO: skip event 21bd3d2baea142cdb7bd6a1d3947b53e 
2019-12-24 07:27:02 INFO: process event {'orderID': '79b09591-5462-69d8-b8e2-30258144c4ba', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 127.15, 'timestamp': '2019-12-24T07:27:01.498Z', 'clOrdID': '21bd3d2baea142cdb7bd6a1d3947b53e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-24 07:27:02 INFO: add new event={'uid': '21bd3d2baea142cdb7bd6a1d3947b53e', 'status': 'Filled'}
2019-12-24 07:27:02 INFO: start process event--------------------------------------------
2019-12-24 07:27:02 INFO: fetch new order event 21bd3d2baea142cdb7bd6a1d3947b53e
2019-12-24 07:27:02 INFO: fetch orders by event init={'stop': '128.5', 'take': '123.4', 'qty': '8.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-24 07:27:02 INFO: process init order filled
2019-12-24 07:27:02 INFO: save profit orders to storage stop=9db1388a6dd04789914c41978fa9c806 take=dcf09aff304e4918b99522183ac4693d
2019-12-24 07:27:02 INFO: place profit orders take_price=123.4, stop_price=128.5, qty=8.0, color=RED, ticker=ETHUSD 9db1388a6dd04789914c41978fa9c806 dcf09aff304e4918b99522183ac4693d
2019-12-24 07:27:02 INFO: place stop order ETHUSD: qty=8.0, stop_price=128.5, stop_uid=9db1388a6dd04789914c41978fa9c806
2019-12-24 07:27:02 INFO: exchange resp for stop order={'orderID': '568c4542-a899-2a4e-0b1b-9cd4a49f1320', 'clOrdID': '9db1388a6dd04789914c41978fa9c806', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 128.5, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 7, 27, 2, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 7, 27, 2, 588000, tzinfo=tzlocal())}
2019-12-24 07:27:02 INFO: place limit order ETHUSD: qty=8.0, price=123.4, take_uid=dcf09aff304e4918b99522183ac4693d
2019-12-24 07:27:02 INFO: exchange resp for take profit order={'orderID': 'aba63d26-cb05-ce5c-377f-1006c7cceab0', 'clOrdID': 'dcf09aff304e4918b99522183ac4693d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 123.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 7, 27, 2, 630000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 7, 27, 2, 630000, tzinfo=tzlocal())}
2019-12-24 07:27:02 INFO: place profit orders={'stop': {'response': {'orderID': '568c4542-a899-2a4e-0b1b-9cd4a49f1320', 'clOrdID': '9db1388a6dd04789914c41978fa9c806', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 128.5, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 7, 27, 2, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 7, 27, 2, 588000, tzinfo=tzlocal())}, 'qty': 8.0, 'uid': '9db1388a6dd04789914c41978fa9c806', 'price': 128.5}, 'take': {'response': {'orderID': 'aba63d26-cb05-ce5c-377f-1006c7cceab0', 'clOrdID': 'dcf09aff304e4918b99522183ac4693d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 123.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 7, 27, 2, 630000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 7, 27, 2, 630000, tzinfo=tzlocal())}, 'qty': 8.0, 'uid': 'dcf09aff304e4918b99522183ac4693d', 'price': 123.4}}
2019-12-24 07:27:02 INFO: process event {'orderID': '568c4542-a899-2a4e-0b1b-9cd4a49f1320', 'clOrdID': '9db1388a6dd04789914c41978fa9c806', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 128.5, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-24T07:27:02.588Z', 'timestamp': '2019-12-24T07:27:02.588Z'}
2019-12-24 07:27:02 INFO: skip event 9db1388a6dd04789914c41978fa9c806 New
2019-12-24 07:27:02 INFO: rm init order from db 21bd3d2baea142cdb7bd6a1d3947b53e
2019-12-24 07:27:02 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-24 07:27:02 INFO: process event {'orderID': 'aba63d26-cb05-ce5c-377f-1006c7cceab0', 'clOrdID': 'dcf09aff304e4918b99522183ac4693d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 123.4, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-24T07:27:02.630Z', 'timestamp': '2019-12-24T07:27:02.630Z'}
2019-12-24 07:27:02 INFO: skip event dcf09aff304e4918b99522183ac4693d New
2019-12-24 07:27:02 INFO: process event {'orderID': 'aba63d26-cb05-ce5c-377f-1006c7cceab0', 'workingIndicator': True, 'clOrdID': 'dcf09aff304e4918b99522183ac4693d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-24T07:27:02.630Z'}
2019-12-24 07:27:02 INFO: skip event dcf09aff304e4918b99522183ac4693d 
2019-12-24 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 127.95, 'low': 126.55, 'close': 126.85, 'trades': 3577, 'volume': 7612773, 'vwap': 127.11, 'lastSize': 67, 'turnover': 96759909870, 'homeNotional': 55468.903753769664, 'foreignNotional': 7050248.380037155}, {'timestamp': datetime.datetime(2019, 12, 24, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.25, 'low': 127.85, 'close': 127.95, 'trades': 1035, 'volume': 1703193, 'vwap': 128.02, 'lastSize': 1094, 'turnover': 21803977375, 'homeNotional': 12477.91360401042, 'foreignNotional': 1597400.723833075}, {'timestamp': datetime.datetime(2019, 12, 24, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 128.2, 'low': 127.8, 'close': 128.1, 'trades': 1076, 'volume': 2036942, 'vwap': 128.02, 'lastSize': 2000, 'turnover': 26075662950, 'homeNotional': 14898.095873180728, 'foreignNotional': 1907161.7403318563}]
2019-12-24 08:00:20 INFO: prepare buckets [{'low_price': 126.55, 'high_price': 127.95, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 128.25, 'color': 'RED'}, {'low_price': 127.8, 'high_price': 128.2, 'color': 'GREEN'}]
2019-12-24 08:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.49, 2.0))
2019-12-24 08:00:20 INFO: check need new order None
2019-12-24 08:53:49 INFO: process event {'orderID': '568c4542-a899-2a4e-0b1b-9cd4a49f1320', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-24T08:53:49.043Z', 'clOrdID': '9db1388a6dd04789914c41978fa9c806', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-24 08:53:49 INFO: skip event 9db1388a6dd04789914c41978fa9c806 
2019-12-24 08:53:49 INFO: process event {'orderID': '568c4542-a899-2a4e-0b1b-9cd4a49f1320', 'price': 128.7, 'workingIndicator': True, 'transactTime': '2019-12-24T08:53:49.043Z', 'clOrdID': '9db1388a6dd04789914c41978fa9c806', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-24T08:53:49.043Z'}
2019-12-24 08:53:49 INFO: skip event 9db1388a6dd04789914c41978fa9c806 
2019-12-24 08:53:49 INFO: process event {'orderID': '568c4542-a899-2a4e-0b1b-9cd4a49f1320', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 128.7, 'clOrdID': '9db1388a6dd04789914c41978fa9c806', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-24T08:53:49.043Z'}
2019-12-24 08:53:49 INFO: add new event={'uid': '9db1388a6dd04789914c41978fa9c806', 'status': 'Filled'}
2019-12-24 08:53:49 INFO: start process event--------------------------------------------
2019-12-24 08:53:49 INFO: fetch new order event 9db1388a6dd04789914c41978fa9c806
2019-12-24 08:53:49 INFO: fetch orders by event init=None profit_pair=dcf09aff304e4918b99522183ac4693d
2019-12-24 08:53:49 INFO: process profit order filled
2019-12-24 08:53:50 INFO: cancel order=dcf09aff304e4918b99522183ac4693d [{'orderID': 'aba63d26-cb05-ce5c-377f-1006c7cceab0', 'clOrdID': 'dcf09aff304e4918b99522183ac4693d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 123.4, '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(2019, 12, 24, 7, 27, 2, 630000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 8, 53, 50, 969000, tzinfo=tzlocal())}]
2019-12-24 08:53:50 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-24 08:53:51 INFO: process event {'orderID': 'aba63d26-cb05-ce5c-377f-1006c7cceab0', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-24T08:53:50.969Z', 'clOrdID': 'dcf09aff304e4918b99522183ac4693d', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-24 08:53:51 INFO: skip event dcf09aff304e4918b99522183ac4693d Canceled
2019-12-24 09:00:23 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 127.95, 'low': 126.55, 'close': 126.85, 'trades': 3577, 'volume': 7612773, 'vwap': 127.11, 'lastSize': 67, 'turnover': 96759909870, 'homeNotional': 55468.903753769664, 'foreignNotional': 7050248.380037155}, {'timestamp': datetime.datetime(2019, 12, 24, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 128.25, 'low': 127.85, 'close': 127.95, 'trades': 1035, 'volume': 1703193, 'vwap': 128.02, 'lastSize': 1094, 'turnover': 21803977375, 'homeNotional': 12477.91360401042, 'foreignNotional': 1597400.723833075}, {'timestamp': datetime.datetime(2019, 12, 24, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 128.2, 'low': 127.8, 'close': 128.1, 'trades': 1076, 'volume': 2036942, 'vwap': 128.02, 'lastSize': 2000, 'turnover': 26075662950, 'homeNotional': 14898.095873180728, 'foreignNotional': 1907161.7403318563}]
2019-12-24 09:00:23 INFO: prepare buckets [{'low_price': 126.55, 'high_price': 127.95, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 128.25, 'color': 'RED'}, {'low_price': 127.8, 'high_price': 128.2, 'color': 'GREEN'}]
2019-12-24 09:00:23 INFO: bucket_size=1.4000000000000057 (allowed (0.49, 2.0))
2019-12-24 09:00:23 INFO: check need new order None
2019-12-24 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.6, 'low': 127.95, 'close': 128.45, 'trades': 2713, 'volume': 8711088, 'vwap': 128.32, 'lastSize': 1000, 'turnover': 111776858580, 'homeNotional': 63978.33957401787, 'foreignNotional': 8209425.925113066}, {'timestamp': datetime.datetime(2019, 12, 24, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 129.3, 'low': 126.5, 'close': 128.0, 'trades': 4767, 'volume': 9677736, 'vwap': 127.92, 'lastSize': 46, 'turnover': 123790397425, 'homeNotional': 70691.80229296259, 'foreignNotional': 9042556.405369373}, {'timestamp': datetime.datetime(2019, 12, 24, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 127.95, 'low': 126.55, 'close': 126.85, 'trades': 3577, 'volume': 7612773, 'vwap': 127.11, 'lastSize': 67, 'turnover': 96759909870, 'homeNotional': 55468.903753769664, 'foreignNotional': 7050248.380037155}]
2019-12-24 10:00:20 INFO: prepare buckets [{'low_price': 127.95, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 126.5, 'high_price': 129.3, 'color': 'GREEN'}, {'low_price': 126.55, 'high_price': 127.95, 'color': 'RED'}]
2019-12-24 10:00:20 INFO: bucket_size=0.6499999999999915 (allowed (0.49, 2.0))
2019-12-24 10:00:20 INFO: check need new order None
2019-12-24 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.45, 'high': 128.95, 'low': 128.2, 'close': 128.55, 'trades': 1830, 'volume': 3837961, 'vwap': 128.48, 'lastSize': 590, 'turnover': 49308769720, 'homeNotional': 28274.26378710806, 'foreignNotional': 3632582.536461596}, {'timestamp': datetime.datetime(2019, 12, 24, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.6, 'low': 127.95, 'close': 128.45, 'trades': 2713, 'volume': 8711088, 'vwap': 128.32, 'lastSize': 1000, 'turnover': 111776858580, 'homeNotional': 63978.33957401787, 'foreignNotional': 8209425.925113066}, {'timestamp': datetime.datetime(2019, 12, 24, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 129.3, 'low': 126.5, 'close': 128.0, 'trades': 4767, 'volume': 9677736, 'vwap': 127.92, 'lastSize': 46, 'turnover': 123790397425, 'homeNotional': 70691.80229296259, 'foreignNotional': 9042556.405369373}]
2019-12-24 11:00:20 INFO: prepare buckets [{'low_price': 128.2, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 126.5, 'high_price': 129.3, 'color': 'GREEN'}]
2019-12-24 11:00:20 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-24 11:00:20 INFO: check need new order None
2019-12-24 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 128.6, 'low': 128.5, 'close': 128.6, 'trades': 1665, 'volume': 4005329, 'vwap': 128.57, 'lastSize': 1200, 'turnover': 51495790080, 'homeNotional': 29488.60325946788, 'foreignNotional': 3791296.3954726793}, {'timestamp': datetime.datetime(2019, 12, 24, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.45, 'high': 128.95, 'low': 128.2, 'close': 128.55, 'trades': 1830, 'volume': 3837961, 'vwap': 128.48, 'lastSize': 590, 'turnover': 49308769720, 'homeNotional': 28274.26378710806, 'foreignNotional': 3632582.536461596}, {'timestamp': datetime.datetime(2019, 12, 24, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.6, 'low': 127.95, 'close': 128.45, 'trades': 2713, 'volume': 8711088, 'vwap': 128.32, 'lastSize': 1000, 'turnover': 111776858580, 'homeNotional': 63978.33957401787, 'foreignNotional': 8209425.925113066}]
2019-12-24 12:00:20 INFO: prepare buckets [{'low_price': 128.5, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 128.2, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 127.95, 'high_price': 128.6, 'color': 'GREEN'}]
2019-12-24 12:00:20 INFO: bucket_size=0.09999999999999432 (allowed (0.49, 2.0))
2019-12-24 12:00:20 WARNING: skip bucket by bucket_size=0.09999999999999432 too small
2019-12-24 12:00:20 INFO: check need new order None
2019-12-24 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.6, 'high': 128.6, 'low': 128.15, 'close': 128.2, 'trades': 1279, 'volume': 2796082, 'vwap': 128.44, 'lastSize': 9441, 'turnover': 35910710260, 'homeNotional': 20566.80078787365, 'foreignNotional': 2641441.337668997}, {'timestamp': datetime.datetime(2019, 12, 24, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 128.6, 'low': 128.5, 'close': 128.6, 'trades': 1665, 'volume': 4005329, 'vwap': 128.57, 'lastSize': 1200, 'turnover': 51495790080, 'homeNotional': 29488.60325946788, 'foreignNotional': 3791296.3954726793}, {'timestamp': datetime.datetime(2019, 12, 24, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.45, 'high': 128.95, 'low': 128.2, 'close': 128.55, 'trades': 1830, 'volume': 3837961, 'vwap': 128.48, 'lastSize': 590, 'turnover': 49308769720, 'homeNotional': 28274.26378710806, 'foreignNotional': 3632582.536461596}]
2019-12-24 13:00:20 INFO: prepare buckets [{'low_price': 128.15, 'high_price': 128.6, 'color': 'RED'}, {'low_price': 128.5, 'high_price': 128.6, 'color': 'GREEN'}, {'low_price': 128.2, 'high_price': 128.95, 'color': 'GREEN'}]
2019-12-24 13:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.49, 2.0))
2019-12-24 13:00:20 WARNING: skip bucket by bucket_size=0.44999999999998863 too small
2019-12-24 13:00:20 INFO: check need new order None
2019-12-24 13:57:55 ERROR: Error : Connection is already closed.
2019-12-24 13:57:55 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f4fe6134d00>>: Connection is already closed.
2019-12-24 13:57:55 INFO: Websocket Closed
2019-12-24 13:57:55 WARNING: reconnect to socket
2019-12-24 13:57:55 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-24 13:57:55 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-24 13:57:55 INFO: Authenticating with API Key.
2019-12-24 13:57:56 INFO: Connected to WS.
2019-12-24 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.95, 'low': 128.2, 'close': 128.5, 'trades': 1477, 'volume': 2048596, 'vwap': 128.47, 'lastSize': 5, 'turnover': 26316525555, 'homeNotional': 15108.308750145032, 'foreignNotional': 1940835.6838707684}, {'timestamp': datetime.datetime(2019, 12, 24, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.6, 'high': 128.6, 'low': 128.15, 'close': 128.2, 'trades': 1279, 'volume': 2796082, 'vwap': 128.44, 'lastSize': 9441, 'turnover': 35910710260, 'homeNotional': 20566.80078787365, 'foreignNotional': 2641441.337668997}, {'timestamp': datetime.datetime(2019, 12, 24, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 128.6, 'low': 128.5, 'close': 128.6, 'trades': 1665, 'volume': 4005329, 'vwap': 128.57, 'lastSize': 1200, 'turnover': 51495790080, 'homeNotional': 29488.60325946788, 'foreignNotional': 3791296.3954726793}]
2019-12-24 14:00:20 INFO: prepare buckets [{'low_price': 128.2, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 128.15, 'high_price': 128.6, 'color': 'RED'}, {'low_price': 128.5, 'high_price': 128.6, 'color': 'GREEN'}]
2019-12-24 14:00:20 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-24 14:00:20 INFO: check need new order None
2019-12-24 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 129.5, 'low': 128.25, 'close': 128.35, 'trades': 2601, 'volume': 3692070, 'vwap': 128.82, 'lastSize': 315, 'turnover': 47559461035, 'homeNotional': 27232.436505314694, 'foreignNotional': 3507977.455084872}, {'timestamp': datetime.datetime(2019, 12, 24, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.95, 'low': 128.2, 'close': 128.5, 'trades': 1477, 'volume': 2048596, 'vwap': 128.47, 'lastSize': 5, 'turnover': 26316525555, 'homeNotional': 15108.308750145032, 'foreignNotional': 1940835.6838707684}, {'timestamp': datetime.datetime(2019, 12, 24, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.6, 'high': 128.6, 'low': 128.15, 'close': 128.2, 'trades': 1279, 'volume': 2796082, 'vwap': 128.44, 'lastSize': 9441, 'turnover': 35910710260, 'homeNotional': 20566.80078787365, 'foreignNotional': 2641441.337668997}]
2019-12-24 15:00:20 INFO: prepare buckets [{'low_price': 128.25, 'high_price': 129.5, 'color': 'RED'}, {'low_price': 128.2, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 128.15, 'high_price': 128.6, 'color': 'RED'}]
2019-12-24 15:00:20 INFO: bucket_size=1.25 (allowed (0.49, 2.0))
2019-12-24 15:00:20 INFO: check need new order None
2019-12-24 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.35, 'low': 126.7, 'close': 127.7, 'trades': 3830, 'volume': 6306719, 'vwap': 127.55, 'lastSize': 25, 'turnover': 80437611705, 'homeNotional': 45927.75510093195, 'foreignNotional': 5857764.098919276}, {'timestamp': datetime.datetime(2019, 12, 24, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 129.5, 'low': 128.25, 'close': 128.35, 'trades': 2601, 'volume': 3692070, 'vwap': 128.82, 'lastSize': 315, 'turnover': 47559461035, 'homeNotional': 27232.436505314694, 'foreignNotional': 3507977.455084872}, {'timestamp': datetime.datetime(2019, 12, 24, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.95, 'low': 128.2, 'close': 128.5, 'trades': 1477, 'volume': 2048596, 'vwap': 128.47, 'lastSize': 5, 'turnover': 26316525555, 'homeNotional': 15108.308750145032, 'foreignNotional': 1940835.6838707684}]
2019-12-24 16:00:21 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 128.35, 'color': 'RED'}, {'low_price': 128.25, 'high_price': 129.5, 'color': 'RED'}, {'low_price': 128.2, 'high_price': 128.95, 'color': 'GREEN'}]
2019-12-24 16:00:21 INFO: bucket_size=1.6499999999999915 (allowed (0.49, 2.0))
2019-12-24 16:00:21 INFO: check need new order None
2019-12-24 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.4, 'low': 126.7, 'close': 128.4, 'trades': 3468, 'volume': 6066996, 'vwap': 127.63, 'lastSize': 3000, 'turnover': 77427006220, 'homeNotional': 43992.88243556307, 'foreignNotional': 5614429.767030088}, {'timestamp': datetime.datetime(2019, 12, 24, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.35, 'low': 126.7, 'close': 127.7, 'trades': 3830, 'volume': 6306719, 'vwap': 127.55, 'lastSize': 25, 'turnover': 80437611705, 'homeNotional': 45927.75510093195, 'foreignNotional': 5857764.098919276}, {'timestamp': datetime.datetime(2019, 12, 24, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 129.5, 'low': 128.25, 'close': 128.35, 'trades': 2601, 'volume': 3692070, 'vwap': 128.82, 'lastSize': 315, 'turnover': 47559461035, 'homeNotional': 27232.436505314694, 'foreignNotional': 3507977.455084872}]
2019-12-24 17:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 128.4, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 128.35, 'color': 'RED'}, {'low_price': 128.25, 'high_price': 129.5, 'color': 'RED'}]
2019-12-24 17:00:20 INFO: bucket_size=1.7000000000000028 (allowed (0.49, 2.0))
2019-12-24 17:00:20 INFO: check need new order {'low_price': 126.7, 'high_price': 128.4, 'color': 'GREEN'}
2019-12-24 17:00:20 INFO: place order: start low=126.7 high=128.4 GREEN ETHUSD price_offset=0.1
2019-12-24 17:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=128.45000000000002 init_order_price=128.5 stop_price_offset=0.0 bucket_size=1.7000000000000028 stop_price=126.7 take_price=133.6
2019-12-24 17:00:20 INFO: place order: compute qty=6.0
2019-12-24 17:00:20 INFO: place order: save order to db 4931e97c55364d66870a16d7f5fb20c0; response=True
2019-12-24 17:00:21 INFO: post order to exchange resp={'orderID': '4d39e20e-9f18-a0a2-6d3b-05bcd366c949', 'clOrdID': '4931e97c55364d66870a16d7f5fb20c0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 128.5, 'displayQty': None, 'stopPx': 128.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 24, 17, 0, 21, 709000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 17, 0, 21, 709000, tzinfo=tzlocal())}
2019-12-24 17:00:21 INFO: place new init order {'qty': 6.0, 'init_price': 128.45000000000002, 'stop_price': 126.7, 'take_price': 133.6, 'order_uid': '4931e97c55364d66870a16d7f5fb20c0', 'response': {'orderID': '4d39e20e-9f18-a0a2-6d3b-05bcd366c949', 'clOrdID': '4931e97c55364d66870a16d7f5fb20c0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 128.5, 'displayQty': None, 'stopPx': 128.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 24, 17, 0, 21, 709000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 17, 0, 21, 709000, tzinfo=tzlocal())}}
2019-12-24 17:00:22 INFO: process event {'orderID': '4d39e20e-9f18-a0a2-6d3b-05bcd366c949', 'clOrdID': '4931e97c55364d66870a16d7f5fb20c0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 128.5, 'displayQty': None, 'stopPx': 128.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-24T17:00:21.709Z', 'timestamp': '2019-12-24T17:00:21.709Z'}
2019-12-24 17:00:22 INFO: skip event 4931e97c55364d66870a16d7f5fb20c0 New
2019-12-24 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.4, 'low': 127.5, 'close': 127.55, 'trades': 2061, 'volume': 4377529, 'vwap': 127.86, 'lastSize': 10962, 'turnover': 55967932165, 'homeNotional': 31794.008599853558, 'foreignNotional': 4064970.285855726}, {'timestamp': datetime.datetime(2019, 12, 24, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.4, 'low': 126.7, 'close': 128.4, 'trades': 3468, 'volume': 6066996, 'vwap': 127.63, 'lastSize': 3000, 'turnover': 77427006220, 'homeNotional': 43992.88243556307, 'foreignNotional': 5614429.767030088}, {'timestamp': datetime.datetime(2019, 12, 24, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 128.35, 'low': 126.7, 'close': 127.7, 'trades': 3830, 'volume': 6306719, 'vwap': 127.55, 'lastSize': 25, 'turnover': 80437611705, 'homeNotional': 45927.75510093195, 'foreignNotional': 5857764.098919276}]
2019-12-24 18:00:20 INFO: prepare buckets [{'low_price': 127.5, 'high_price': 128.4, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 128.4, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 128.35, 'color': 'RED'}]
2019-12-24 18:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.49, 2.0))
2019-12-24 18:00:20 INFO: check need new order None
2019-12-24 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 128.1, 'low': 127.05, 'close': 127.45, 'trades': 3113, 'volume': 6784358, 'vwap': 127.65, 'lastSize': 103, 'turnover': 86600085535, 'homeNotional': 48885.44040765878, 'foreignNotional': 6240100.313698501}, {'timestamp': datetime.datetime(2019, 12, 24, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.4, 'low': 127.5, 'close': 127.55, 'trades': 2061, 'volume': 4377529, 'vwap': 127.86, 'lastSize': 10962, 'turnover': 55967932165, 'homeNotional': 31794.008599853558, 'foreignNotional': 4064970.285855726}, {'timestamp': datetime.datetime(2019, 12, 24, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 128.4, 'low': 126.7, 'close': 128.4, 'trades': 3468, 'volume': 6066996, 'vwap': 127.63, 'lastSize': 3000, 'turnover': 77427006220, 'homeNotional': 43992.88243556307, 'foreignNotional': 5614429.767030088}]
2019-12-24 19:00:20 INFO: prepare buckets [{'low_price': 127.05, 'high_price': 128.1, 'color': 'RED'}, {'low_price': 127.5, 'high_price': 128.4, 'color': 'RED'}, {'low_price': 126.7, 'high_price': 128.4, 'color': 'GREEN'}]
2019-12-24 19:00:20 INFO: bucket_size=1.0499999999999972 (allowed (0.49, 2.0))
2019-12-24 19:00:20 INFO: check need new order None
2019-12-24 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 128.15, 'low': 127.1, 'close': 127.75, 'trades': 2411, 'volume': 4578712, 'vwap': 127.57, 'lastSize': 325, 'turnover': 58409948690, 'homeNotional': 33012.418248518494, 'foreignNotional': 4211366.284144185}, {'timestamp': datetime.datetime(2019, 12, 24, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 128.1, 'low': 127.05, 'close': 127.45, 'trades': 3113, 'volume': 6784358, 'vwap': 127.65, 'lastSize': 103, 'turnover': 86600085535, 'homeNotional': 48885.44040765878, 'foreignNotional': 6240100.313698501}, {'timestamp': datetime.datetime(2019, 12, 24, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.4, 'low': 127.5, 'close': 127.55, 'trades': 2061, 'volume': 4377529, 'vwap': 127.86, 'lastSize': 10962, 'turnover': 55967932165, 'homeNotional': 31794.008599853558, 'foreignNotional': 4064970.285855726}]
2019-12-24 20:00:21 INFO: prepare buckets [{'low_price': 127.1, 'high_price': 128.15, 'color': 'GREEN'}, {'low_price': 127.05, 'high_price': 128.1, 'color': 'RED'}, {'low_price': 127.5, 'high_price': 128.4, 'color': 'RED'}]
2019-12-24 20:00:21 INFO: bucket_size=1.0500000000000114 (allowed (0.49, 2.0))
2019-12-24 20:00:21 INFO: check need new order {'low_price': 127.1, 'high_price': 128.15, 'color': 'GREEN'}
2019-12-24 20:00:21 INFO: place order: start low=127.1 high=128.15 GREEN ETHUSD price_offset=0.1
2019-12-24 20:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=128.20000000000002 init_order_price=128.25 stop_price_offset=0.0 bucket_size=1.0500000000000114 stop_price=127.1 take_price=131.40000000000003
2019-12-24 20:00:21 INFO: place order: compute qty=9.0
2019-12-24 20:00:21 INFO: place order: save order to db 915f7bae5e1842e7870c671bbce093e0; response=True
2019-12-24 20:00:21 INFO: post order to exchange resp={'orderID': '2b808abf-9f04-6552-e40e-790785001c4f', 'clOrdID': '915f7bae5e1842e7870c671bbce093e0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 128.25, 'displayQty': None, 'stopPx': 128.2, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 24, 20, 0, 21, 946000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 20, 0, 21, 946000, tzinfo=tzlocal())}
2019-12-24 20:00:21 INFO: place new init order {'qty': 9.0, 'init_price': 128.20000000000002, 'stop_price': 127.1, 'take_price': 131.40000000000003, 'order_uid': '915f7bae5e1842e7870c671bbce093e0', 'response': {'orderID': '2b808abf-9f04-6552-e40e-790785001c4f', 'clOrdID': '915f7bae5e1842e7870c671bbce093e0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 128.25, 'displayQty': None, 'stopPx': 128.2, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 24, 20, 0, 21, 946000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 20, 0, 21, 946000, tzinfo=tzlocal())}}
2019-12-24 20:00:23 INFO: process event {'orderID': '2b808abf-9f04-6552-e40e-790785001c4f', 'clOrdID': '915f7bae5e1842e7870c671bbce093e0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 128.25, 'displayQty': None, 'stopPx': 128.2, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-24T20:00:21.946Z', 'timestamp': '2019-12-24T20:00:21.946Z'}
2019-12-24 20:00:23 INFO: skip event 915f7bae5e1842e7870c671bbce093e0 New
2019-12-24 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.0, 'low': 127.3, 'close': 127.75, 'trades': 1230, 'volume': 2175969, 'vwap': 127.74, 'lastSize': 114, 'turnover': 27793806930, 'homeNotional': 15755.99155780023, 'foreignNotional': 2012528.0007720909}, {'timestamp': datetime.datetime(2019, 12, 24, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 128.15, 'low': 127.1, 'close': 127.75, 'trades': 2411, 'volume': 4578712, 'vwap': 127.57, 'lastSize': 325, 'turnover': 58409948690, 'homeNotional': 33012.418248518494, 'foreignNotional': 4211366.284144185}, {'timestamp': datetime.datetime(2019, 12, 24, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 128.1, 'low': 127.05, 'close': 127.45, 'trades': 3113, 'volume': 6784358, 'vwap': 127.65, 'lastSize': 103, 'turnover': 86600085535, 'homeNotional': 48885.44040765878, 'foreignNotional': 6240100.313698501}]
2019-12-24 21:00:20 INFO: skip by found empty buckets
2019-12-24 21:00:20 INFO: check need new order None
2019-12-24 21:19:58 INFO: process event {'orderID': '2b808abf-9f04-6552-e40e-790785001c4f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-24T21:19:57.486Z', 'clOrdID': '915f7bae5e1842e7870c671bbce093e0', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-24 21:19:58 INFO: skip event 915f7bae5e1842e7870c671bbce093e0 
2019-12-24 21:19:58 INFO: process event {'orderID': '2b808abf-9f04-6552-e40e-790785001c4f', 'workingIndicator': True, 'transactTime': '2019-12-24T21:19:57.486Z', 'clOrdID': '915f7bae5e1842e7870c671bbce093e0', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-24T21:19:57.486Z'}
2019-12-24 21:19:58 INFO: skip event 915f7bae5e1842e7870c671bbce093e0 
2019-12-24 21:19:58 INFO: process event {'orderID': '2b808abf-9f04-6552-e40e-790785001c4f', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 9, 'avgPx': 128.25, 'timestamp': '2019-12-24T21:19:58.265Z', 'clOrdID': '915f7bae5e1842e7870c671bbce093e0', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-24 21:19:58 INFO: add new event={'uid': '915f7bae5e1842e7870c671bbce093e0', 'status': 'Filled'}
2019-12-24 21:19:59 INFO: start process event--------------------------------------------
2019-12-24 21:19:59 INFO: fetch new order event 915f7bae5e1842e7870c671bbce093e0
2019-12-24 21:19:59 INFO: fetch orders by event init={'stop': '127.1', 'take': '131.40000000000003', 'qty': '9.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-24 21:19:59 INFO: process init order filled
2019-12-24 21:19:59 INFO: save profit orders to storage stop=97d1139d03c044d5bbafe11a93226f07 take=c4bc0e97c44c40429e6e1bed850453bd
2019-12-24 21:19:59 INFO: place profit orders take_price=131.40000000000003, stop_price=127.1, qty=9.0, color=GREEN, ticker=ETHUSD 97d1139d03c044d5bbafe11a93226f07 c4bc0e97c44c40429e6e1bed850453bd
2019-12-24 21:19:59 INFO: place stop order ETHUSD: qty=-9.0, stop_price=127.1, stop_uid=97d1139d03c044d5bbafe11a93226f07
2019-12-24 21:20:01 INFO: exchange resp for stop order={'orderID': '971dd8df-4cc2-0adb-e087-5ff55deb868f', 'clOrdID': '97d1139d03c044d5bbafe11a93226f07', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 127.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 21, 20, 1, 112000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 21, 20, 1, 112000, tzinfo=tzlocal())}
2019-12-24 21:20:01 INFO: place limit order ETHUSD: qty=-9.0, price=131.40000000000003, take_uid=c4bc0e97c44c40429e6e1bed850453bd
2019-12-24 21:20:02 INFO: exchange resp for take profit order={'orderID': '6382c14f-22ec-044e-6f3a-a16c8bdd0b4a', 'clOrdID': 'c4bc0e97c44c40429e6e1bed850453bd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 131.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 21, 20, 2, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 21, 20, 2, 47000, tzinfo=tzlocal())}
2019-12-24 21:20:02 INFO: place profit orders={'stop': {'response': {'orderID': '971dd8df-4cc2-0adb-e087-5ff55deb868f', 'clOrdID': '97d1139d03c044d5bbafe11a93226f07', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 127.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 21, 20, 1, 112000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 21, 20, 1, 112000, tzinfo=tzlocal())}, 'qty': -9.0, 'uid': '97d1139d03c044d5bbafe11a93226f07', 'price': 127.1}, 'take': {'response': {'orderID': '6382c14f-22ec-044e-6f3a-a16c8bdd0b4a', 'clOrdID': 'c4bc0e97c44c40429e6e1bed850453bd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 131.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 24, 21, 20, 2, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 24, 21, 20, 2, 47000, tzinfo=tzlocal())}, 'qty': -9.0, 'uid': 'c4bc0e97c44c40429e6e1bed850453bd', 'price': 131.40000000000003}}
2019-12-24 21:20:02 INFO: rm init order from db 915f7bae5e1842e7870c671bbce093e0
2019-12-24 21:20:02 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-24 21:20:02 INFO: process event {'orderID': '971dd8df-4cc2-0adb-e087-5ff55deb868f', 'clOrdID': '97d1139d03c044d5bbafe11a93226f07', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 127.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-24T21:20:01.112Z', 'timestamp': '2019-12-24T21:20:01.112Z'}
2019-12-24 21:20:02 INFO: skip event 97d1139d03c044d5bbafe11a93226f07 New
2019-12-24 21:20:02 INFO: process event {'orderID': '6382c14f-22ec-044e-6f3a-a16c8bdd0b4a', 'clOrdID': 'c4bc0e97c44c40429e6e1bed850453bd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 131.4, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-24T21:20:02.047Z', 'timestamp': '2019-12-24T21:20:02.047Z'}
2019-12-24 21:20:02 INFO: skip event c4bc0e97c44c40429e6e1bed850453bd New
2019-12-24 21:20:02 INFO: process event {'orderID': '6382c14f-22ec-044e-6f3a-a16c8bdd0b4a', 'workingIndicator': True, 'clOrdID': 'c4bc0e97c44c40429e6e1bed850453bd', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-24T21:20:02.047Z'}
2019-12-24 21:20:02 INFO: skip event c4bc0e97c44c40429e6e1bed850453bd 
2019-12-24 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.3, 'low': 127.75, 'close': 128.05, 'trades': 1061, 'volume': 2961792, 'vwap': 128.11, 'lastSize': 260, 'turnover': 37942591585, 'homeNotional': 21423.070365230134, 'foreignNotional': 2744444.309553761}, {'timestamp': datetime.datetime(2019, 12, 24, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.0, 'low': 127.3, 'close': 127.75, 'trades': 1230, 'volume': 2175969, 'vwap': 127.74, 'lastSize': 114, 'turnover': 27793806930, 'homeNotional': 15755.99155780023, 'foreignNotional': 2012528.0007720909}, {'timestamp': datetime.datetime(2019, 12, 24, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 128.15, 'low': 127.1, 'close': 127.75, 'trades': 2411, 'volume': 4578712, 'vwap': 127.57, 'lastSize': 325, 'turnover': 58409948690, 'homeNotional': 33012.418248518494, 'foreignNotional': 4211366.284144185}]
2019-12-24 22:00:20 INFO: skip by found empty buckets
2019-12-24 22:00:20 INFO: check need new order None
2019-12-24 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 24, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.1, 'low': 127.4, 'close': 128.0, 'trades': 1308, 'volume': 2197299, 'vwap': 127.68, 'lastSize': 2, 'turnover': 28054678525, 'homeNotional': 15890.004595231247, 'foreignNotional': 2028808.2687273403}, {'timestamp': datetime.datetime(2019, 12, 24, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.3, 'low': 127.75, 'close': 128.05, 'trades': 1061, 'volume': 2961792, 'vwap': 128.11, 'lastSize': 260, 'turnover': 37942591585, 'homeNotional': 21423.070365230134, 'foreignNotional': 2744444.309553761}, {'timestamp': datetime.datetime(2019, 12, 24, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.0, 'low': 127.3, 'close': 127.75, 'trades': 1230, 'volume': 2175969, 'vwap': 127.74, 'lastSize': 114, 'turnover': 27793806930, 'homeNotional': 15755.99155780023, 'foreignNotional': 2012528.0007720909}]
2019-12-24 23:00:21 INFO: skip by found empty buckets
2019-12-24 23:00:21 INFO: check need new order None
2019-12-25 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.1, 'low': 127.35, 'close': 127.7, 'trades': 1207, 'volume': 2296552, 'vwap': 127.77, 'lastSize': 2, 'turnover': 29340854495, 'homeNotional': 16623.77502420275, 'foreignNotional': 2123865.84015807}, {'timestamp': datetime.datetime(2019, 12, 24, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.1, 'low': 127.4, 'close': 128.0, 'trades': 1308, 'volume': 2197299, 'vwap': 127.68, 'lastSize': 2, 'turnover': 28054678525, 'homeNotional': 15890.004595231247, 'foreignNotional': 2028808.2687273403}, {'timestamp': datetime.datetime(2019, 12, 24, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.3, 'low': 127.75, 'close': 128.05, 'trades': 1061, 'volume': 2961792, 'vwap': 128.11, 'lastSize': 260, 'turnover': 37942591585, 'homeNotional': 21423.070365230134, 'foreignNotional': 2744444.309553761}]
2019-12-25 00:00:21 INFO: prepare buckets [{'low_price': 127.35, 'high_price': 128.1, 'color': 'RED'}, {'low_price': 127.4, 'high_price': 128.1, 'color': 'RED'}, {'low_price': 127.75, 'high_price': 128.3, 'color': 'GREEN'}]
2019-12-25 00:00:21 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-25 00:00:21 INFO: check need new order None
2019-12-25 00:30:22 ERROR: Error : Connection is already closed.
2019-12-25 00:30:22 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f4fe6134c40>>: Connection is already closed.
2019-12-25 00:30:22 INFO: Websocket Closed
2019-12-25 00:30:22 WARNING: reconnect to socket
2019-12-25 00:30:22 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-25 00:30:22 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-25 00:30:22 INFO: Authenticating with API Key.
2019-12-25 00:30:23 INFO: Connected to WS.
2019-12-25 00:47:40 ERROR: Error : Connection is already closed.
2019-12-25 00:47:40 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f4fe61bd910>>: Connection is already closed.
2019-12-25 00:47:40 INFO: Websocket Closed
2019-12-25 00:47:40 WARNING: reconnect to socket
2019-12-25 00:47:40 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-25 00:47:40 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-25 00:47:40 INFO: Authenticating with API Key.
2019-12-25 00:47:41 INFO: Connected to WS.
2019-12-25 00:53:21 INFO: process event {'orderID': '971dd8df-4cc2-0adb-e087-5ff55deb868f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-25T00:53:20.576Z', 'clOrdID': '97d1139d03c044d5bbafe11a93226f07', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 00:53:21 INFO: skip event 97d1139d03c044d5bbafe11a93226f07 
2019-12-25 00:53:21 INFO: process event {'orderID': '971dd8df-4cc2-0adb-e087-5ff55deb868f', 'price': 127.1, 'workingIndicator': True, 'transactTime': '2019-12-25T00:53:20.576Z', 'clOrdID': '97d1139d03c044d5bbafe11a93226f07', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T00:53:20.576Z'}
2019-12-25 00:53:21 INFO: skip event 97d1139d03c044d5bbafe11a93226f07 
2019-12-25 00:53:21 INFO: process event {'orderID': '971dd8df-4cc2-0adb-e087-5ff55deb868f', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 9, 'avgPx': 127.1, 'clOrdID': '97d1139d03c044d5bbafe11a93226f07', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T00:53:20.576Z'}
2019-12-25 00:53:21 INFO: add new event={'uid': '97d1139d03c044d5bbafe11a93226f07', 'status': 'Filled'}
2019-12-25 00:53:21 INFO: start process event--------------------------------------------
2019-12-25 00:53:21 INFO: fetch new order event 97d1139d03c044d5bbafe11a93226f07
2019-12-25 00:53:21 INFO: fetch orders by event init=None profit_pair=c4bc0e97c44c40429e6e1bed850453bd
2019-12-25 00:53:21 INFO: process profit order filled
2019-12-25 00:53:22 INFO: process event {'orderID': '6382c14f-22ec-044e-6f3a-a16c8bdd0b4a', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-25T00:53:22.201Z', 'clOrdID': 'c4bc0e97c44c40429e6e1bed850453bd', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 00:53:22 INFO: skip event c4bc0e97c44c40429e6e1bed850453bd Canceled
2019-12-25 00:53:22 INFO: cancel order=c4bc0e97c44c40429e6e1bed850453bd [{'orderID': '6382c14f-22ec-044e-6f3a-a16c8bdd0b4a', 'clOrdID': 'c4bc0e97c44c40429e6e1bed850453bd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 131.4, '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(2019, 12, 24, 21, 20, 2, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 0, 53, 22, 201000, tzinfo=tzlocal())}]
2019-12-25 00:53:22 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-25 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 127.8, 'low': 126.6, 'close': 126.65, 'trades': 2344, 'volume': 5034177, 'vwap': 127.1, 'lastSize': 12929, 'turnover': 63981478815, 'homeNotional': 36460.31986328264, 'foreignNotional': 4633901.258997882}, {'timestamp': datetime.datetime(2019, 12, 25, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.1, 'low': 127.35, 'close': 127.7, 'trades': 1207, 'volume': 2296552, 'vwap': 127.77, 'lastSize': 2, 'turnover': 29340854495, 'homeNotional': 16623.77502420275, 'foreignNotional': 2123865.84015807}, {'timestamp': datetime.datetime(2019, 12, 24, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.05, 'high': 128.1, 'low': 127.4, 'close': 128.0, 'trades': 1308, 'volume': 2197299, 'vwap': 127.68, 'lastSize': 2, 'turnover': 28054678525, 'homeNotional': 15890.004595231247, 'foreignNotional': 2028808.2687273403}]
2019-12-25 01:00:21 INFO: prepare buckets [{'low_price': 126.6, 'high_price': 127.8, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 128.1, 'color': 'RED'}, {'low_price': 127.4, 'high_price': 128.1, 'color': 'RED'}]
2019-12-25 01:00:21 INFO: bucket_size=1.2000000000000028 (allowed (0.49, 2.0))
2019-12-25 01:00:21 INFO: check need new order None
2019-12-25 01:00:34 INFO: process event {'orderID': '844c4f55-572c-aa87-34ba-d9746d748849', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-25T01:00:34.926Z', 'clOrdID': 'fa6319d32fa74c7090ea66371ead8869', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 01:00:34 INFO: skip event fa6319d32fa74c7090ea66371ead8869 
2019-12-25 01:00:34 INFO: process event {'orderID': '844c4f55-572c-aa87-34ba-d9746d748849', 'price': 126.05, 'workingIndicator': True, 'transactTime': '2019-12-25T01:00:34.926Z', 'clOrdID': 'fa6319d32fa74c7090ea66371ead8869', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T01:00:34.926Z'}
2019-12-25 01:00:34 INFO: skip event fa6319d32fa74c7090ea66371ead8869 
2019-12-25 01:00:34 INFO: process event {'orderID': '844c4f55-572c-aa87-34ba-d9746d748849', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 7, 'avgPx': 126.05, 'clOrdID': 'fa6319d32fa74c7090ea66371ead8869', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T01:00:34.926Z'}
2019-12-25 01:00:34 INFO: add new event={'uid': 'fa6319d32fa74c7090ea66371ead8869', 'status': 'Filled'}
2019-12-25 01:00:35 INFO: start process event--------------------------------------------
2019-12-25 01:00:35 INFO: fetch new order event fa6319d32fa74c7090ea66371ead8869
2019-12-25 01:00:35 INFO: fetch orders by event init=None profit_pair=8b24c4b2c357446b99f2af64a8121be7
2019-12-25 01:00:35 INFO: process profit order filled
2019-12-25 01:00:37 INFO: cancel order=8b24c4b2c357446b99f2af64a8121be7 [{'orderID': 'bc9b803e-8257-1e0a-660f-9029e9cbc511', 'clOrdID': '8b24c4b2c357446b99f2af64a8121be7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 131.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 23, 23, 3, 50, 926000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 1, 0, 37, 319000, tzinfo=tzlocal())}]
2019-12-25 01:00:37 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-25 01:00:37 INFO: process event {'orderID': 'bc9b803e-8257-1e0a-660f-9029e9cbc511', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-25T01:00:37.319Z', 'clOrdID': '8b24c4b2c357446b99f2af64a8121be7', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 01:00:37 INFO: skip event 8b24c4b2c357446b99f2af64a8121be7 Canceled
2019-12-25 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.65, 'low': 124.35, 'close': 126.2, 'trades': 6912, 'volume': 19875352, 'vwap': 125.61, 'lastSize': 3000, 'turnover': 249644192000, 'homeNotional': 143587.8285904215, 'foreignNotional': 18035366.967801504}, {'timestamp': datetime.datetime(2019, 12, 25, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 127.8, 'low': 126.6, 'close': 126.65, 'trades': 2344, 'volume': 5034177, 'vwap': 127.1, 'lastSize': 12929, 'turnover': 63981478815, 'homeNotional': 36460.31986328264, 'foreignNotional': 4633901.258997882}, {'timestamp': datetime.datetime(2019, 12, 25, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.0, 'high': 128.1, 'low': 127.35, 'close': 127.7, 'trades': 1207, 'volume': 2296552, 'vwap': 127.77, 'lastSize': 2, 'turnover': 29340854495, 'homeNotional': 16623.77502420275, 'foreignNotional': 2123865.84015807}]
2019-12-25 02:00:21 INFO: prepare buckets [{'low_price': 124.35, 'high_price': 126.65, 'color': 'RED'}, {'low_price': 126.6, 'high_price': 127.8, 'color': 'RED'}, {'low_price': 127.35, 'high_price': 128.1, 'color': 'RED'}]
2019-12-25 02:00:21 INFO: bucket_size=2.3000000000000114 (allowed (0.49, 2.0))
2019-12-25 02:00:21 WARNING: skip bucket by bucket_size=2.3000000000000114 too big
2019-12-25 02:00:21 INFO: check need new order None
2019-12-25 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.2, 'high': 126.2, 'low': 125.45, 'close': 125.5, 'trades': 1796, 'volume': 6236135, 'vwap': 125.67, 'lastSize': 6, 'turnover': 78367280885, 'homeNotional': 45150.71357553628, 'foreignNotional': 5673934.085512102}, {'timestamp': datetime.datetime(2019, 12, 25, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.65, 'low': 124.35, 'close': 126.2, 'trades': 6912, 'volume': 19875352, 'vwap': 125.61, 'lastSize': 3000, 'turnover': 249644192000, 'homeNotional': 143587.8285904215, 'foreignNotional': 18035366.967801504}, {'timestamp': datetime.datetime(2019, 12, 25, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 127.8, 'low': 126.6, 'close': 126.65, 'trades': 2344, 'volume': 5034177, 'vwap': 127.1, 'lastSize': 12929, 'turnover': 63981478815, 'homeNotional': 36460.31986328264, 'foreignNotional': 4633901.258997882}]
2019-12-25 03:00:21 INFO: prepare buckets [{'low_price': 125.45, 'high_price': 126.2, 'color': 'RED'}, {'low_price': 124.35, 'high_price': 126.65, 'color': 'RED'}, {'low_price': 126.6, 'high_price': 127.8, 'color': 'RED'}]
2019-12-25 03:00:21 INFO: bucket_size=0.75 (allowed (0.49, 2.0))
2019-12-25 03:00:21 INFO: check need new order None
2019-12-25 04:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.5, 'high': 125.5, 'low': 125.4, 'close': 125.45, 'trades': 756, 'volume': 2633778, 'vwap': 125.45, 'lastSize': 48, 'turnover': 33039828900, 'homeNotional': 19035.209448129204, 'foreignNotional': 2387900.774580041}, {'timestamp': datetime.datetime(2019, 12, 25, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.2, 'high': 126.2, 'low': 125.45, 'close': 125.5, 'trades': 1796, 'volume': 6236135, 'vwap': 125.67, 'lastSize': 6, 'turnover': 78367280885, 'homeNotional': 45150.71357553628, 'foreignNotional': 5673934.085512102}, {'timestamp': datetime.datetime(2019, 12, 25, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.65, 'low': 124.35, 'close': 126.2, 'trades': 6912, 'volume': 19875352, 'vwap': 125.61, 'lastSize': 3000, 'turnover': 249644192000, 'homeNotional': 143587.8285904215, 'foreignNotional': 18035366.967801504}]
2019-12-25 04:00:22 INFO: prepare buckets [{'low_price': 125.4, 'high_price': 125.5, 'color': 'RED'}, {'low_price': 125.45, 'high_price': 126.2, 'color': 'RED'}, {'low_price': 124.35, 'high_price': 126.65, 'color': 'RED'}]
2019-12-25 04:00:22 INFO: bucket_size=0.09999999999999432 (allowed (0.49, 2.0))
2019-12-25 04:00:22 WARNING: skip bucket by bucket_size=0.09999999999999432 too small
2019-12-25 04:00:22 INFO: check need new order None
2019-12-25 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 126.2, 'low': 125.4, 'close': 126.1, 'trades': 1956, 'volume': 8244568, 'vwap': 125.66, 'lastSize': 481, 'turnover': 103595040335, 'homeNotional': 59619.80331302861, 'foreignNotional': 7491387.052192355}, {'timestamp': datetime.datetime(2019, 12, 25, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.5, 'high': 125.5, 'low': 125.4, 'close': 125.45, 'trades': 756, 'volume': 2633778, 'vwap': 125.45, 'lastSize': 48, 'turnover': 33039828900, 'homeNotional': 19035.209448129204, 'foreignNotional': 2387900.774580041}, {'timestamp': datetime.datetime(2019, 12, 25, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.2, 'high': 126.2, 'low': 125.45, 'close': 125.5, 'trades': 1796, 'volume': 6236135, 'vwap': 125.67, 'lastSize': 6, 'turnover': 78367280885, 'homeNotional': 45150.71357553628, 'foreignNotional': 5673934.085512102}]
2019-12-25 05:00:21 INFO: prepare buckets [{'low_price': 125.4, 'high_price': 126.2, 'color': 'GREEN'}, {'low_price': 125.4, 'high_price': 125.5, 'color': 'RED'}, {'low_price': 125.45, 'high_price': 126.2, 'color': 'RED'}]
2019-12-25 05:00:21 INFO: bucket_size=0.7999999999999972 (allowed (0.49, 2.0))
2019-12-25 05:00:21 INFO: check need new order {'low_price': 125.4, 'high_price': 126.2, 'color': 'GREEN'}
2019-12-25 05:00:21 INFO: place order: start low=125.4 high=126.2 GREEN ETHUSD price_offset=0.1
2019-12-25 05:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=126.25 init_order_price=126.3 stop_price_offset=0.0 bucket_size=0.7999999999999972 stop_price=125.4 take_price=128.7
2019-12-25 05:00:21 INFO: place order: compute qty=12.0
2019-12-25 05:00:21 INFO: place order: save order to db e7a28ecc8d1749aca16241e3f8d93eec; response=True
2019-12-25 05:00:21 INFO: process event {'orderID': 'ceee64fb-6916-2fc7-67f8-16b057d06209', 'clOrdID': 'e7a28ecc8d1749aca16241e3f8d93eec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 126.3, 'displayQty': None, 'stopPx': 126.25, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-25T05:00:21.143Z', 'timestamp': '2019-12-25T05:00:21.143Z'}
2019-12-25 05:00:21 INFO: skip event e7a28ecc8d1749aca16241e3f8d93eec New
2019-12-25 05:00:21 INFO: post order to exchange resp={'orderID': 'ceee64fb-6916-2fc7-67f8-16b057d06209', 'clOrdID': 'e7a28ecc8d1749aca16241e3f8d93eec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 126.3, 'displayQty': None, 'stopPx': 126.25, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 5, 0, 21, 143000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 5, 0, 21, 143000, tzinfo=tzlocal())}
2019-12-25 05:00:21 INFO: place new init order {'qty': 12.0, 'init_price': 126.25, 'stop_price': 125.4, 'take_price': 128.7, 'order_uid': 'e7a28ecc8d1749aca16241e3f8d93eec', 'response': {'orderID': 'ceee64fb-6916-2fc7-67f8-16b057d06209', 'clOrdID': 'e7a28ecc8d1749aca16241e3f8d93eec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 126.3, 'displayQty': None, 'stopPx': 126.25, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 5, 0, 21, 143000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 5, 0, 21, 143000, tzinfo=tzlocal())}}
2019-12-25 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.1, 'high': 126.15, 'low': 125.75, 'close': 125.75, 'trades': 716, 'volume': 1178882, 'vwap': 125.93, 'lastSize': 1500, 'turnover': 14844609665, 'homeNotional': 8534.252146955108, 'foreignNotional': 1074642.6115096775}, {'timestamp': datetime.datetime(2019, 12, 25, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 126.2, 'low': 125.4, 'close': 126.1, 'trades': 1956, 'volume': 8244568, 'vwap': 125.66, 'lastSize': 481, 'turnover': 103595040335, 'homeNotional': 59619.80331302861, 'foreignNotional': 7491387.052192355}, {'timestamp': datetime.datetime(2019, 12, 25, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.5, 'high': 125.5, 'low': 125.4, 'close': 125.45, 'trades': 756, 'volume': 2633778, 'vwap': 125.45, 'lastSize': 48, 'turnover': 33039828900, 'homeNotional': 19035.209448129204, 'foreignNotional': 2387900.774580041}]
2019-12-25 06:00:21 INFO: prepare buckets [{'low_price': 125.75, 'high_price': 126.15, 'color': 'RED'}, {'low_price': 125.4, 'high_price': 126.2, 'color': 'GREEN'}, {'low_price': 125.4, 'high_price': 125.5, 'color': 'RED'}]
2019-12-25 06:00:21 INFO: bucket_size=0.4000000000000057 (allowed (0.49, 2.0))
2019-12-25 06:00:21 WARNING: skip bucket by bucket_size=0.4000000000000057 too small
2019-12-25 06:00:21 INFO: check need new order None
2019-12-25 06:16:46 INFO: process event {'orderID': '4d39e20e-9f18-a0a2-6d3b-05bcd366c949', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-25T06:16:45.744Z', 'clOrdID': '4931e97c55364d66870a16d7f5fb20c0', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 06:16:46 INFO: skip event 4931e97c55364d66870a16d7f5fb20c0 Canceled
2019-12-25 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.75, 'high': 125.8, 'low': 124.6, 'close': 125.1, 'trades': 2770, 'volume': 6479285, 'vwap': 125.15, 'lastSize': 250, 'turnover': 81083215805, 'homeNotional': 46818.97886049471, 'foreignNotional': 5859034.336719418}, {'timestamp': datetime.datetime(2019, 12, 25, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.1, 'high': 126.15, 'low': 125.75, 'close': 125.75, 'trades': 716, 'volume': 1178882, 'vwap': 125.93, 'lastSize': 1500, 'turnover': 14844609665, 'homeNotional': 8534.252146955108, 'foreignNotional': 1074642.6115096775}, {'timestamp': datetime.datetime(2019, 12, 25, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 126.2, 'low': 125.4, 'close': 126.1, 'trades': 1956, 'volume': 8244568, 'vwap': 125.66, 'lastSize': 481, 'turnover': 103595040335, 'homeNotional': 59619.80331302861, 'foreignNotional': 7491387.052192355}]
2019-12-25 07:00:21 INFO: prepare buckets [{'low_price': 124.6, 'high_price': 125.8, 'color': 'RED'}, {'low_price': 125.75, 'high_price': 126.15, 'color': 'RED'}, {'low_price': 125.4, 'high_price': 126.2, 'color': 'GREEN'}]
2019-12-25 07:00:21 INFO: bucket_size=1.2000000000000028 (allowed (0.49, 2.0))
2019-12-25 07:00:21 INFO: check need new order None
2019-12-25 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.1, 'high': 125.85, 'low': 124.6, 'close': 125.55, 'trades': 3437, 'volume': 6071158, 'vwap': 125.06, 'lastSize': 1000, 'turnover': 75920468115, 'homeNotional': 43866.54484978886, 'foreignNotional': 5485582.766712059}, {'timestamp': datetime.datetime(2019, 12, 25, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.75, 'high': 125.8, 'low': 124.6, 'close': 125.1, 'trades': 2770, 'volume': 6479285, 'vwap': 125.15, 'lastSize': 250, 'turnover': 81083215805, 'homeNotional': 46818.97886049471, 'foreignNotional': 5859034.336719418}, {'timestamp': datetime.datetime(2019, 12, 25, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.1, 'high': 126.15, 'low': 125.75, 'close': 125.75, 'trades': 716, 'volume': 1178882, 'vwap': 125.93, 'lastSize': 1500, 'turnover': 14844609665, 'homeNotional': 8534.252146955108, 'foreignNotional': 1074642.6115096775}]
2019-12-25 08:00:20 INFO: prepare buckets [{'low_price': 124.6, 'high_price': 125.85, 'color': 'GREEN'}, {'low_price': 124.6, 'high_price': 125.8, 'color': 'RED'}, {'low_price': 125.75, 'high_price': 126.15, 'color': 'RED'}]
2019-12-25 08:00:20 INFO: bucket_size=1.25 (allowed (0.49, 2.0))
2019-12-25 08:00:20 INFO: check need new order {'low_price': 124.6, 'high_price': 125.85, 'color': 'GREEN'}
2019-12-25 08:00:20 INFO: place order: start low=124.6 high=125.85 GREEN ETHUSD price_offset=0.1
2019-12-25 08:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=125.89999999999999 init_order_price=125.94999999999999 stop_price_offset=0.0 bucket_size=1.25 stop_price=124.6 take_price=129.7
2019-12-25 08:00:20 INFO: place order: compute qty=8.0
2019-12-25 08:00:20 INFO: place order: save order to db bab5099c7c4646e79c60b5c157a4f905; response=True
2019-12-25 08:00:20 INFO: post order to exchange resp={'orderID': 'f2a94c66-1268-3a1f-4da0-7fa8a542b49d', 'clOrdID': 'bab5099c7c4646e79c60b5c157a4f905', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 125.95, 'displayQty': None, 'stopPx': 125.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 8, 0, 20, 829000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 8, 0, 20, 829000, tzinfo=tzlocal())}
2019-12-25 08:00:20 INFO: place new init order {'qty': 8.0, 'init_price': 125.89999999999999, 'stop_price': 124.6, 'take_price': 129.7, 'order_uid': 'bab5099c7c4646e79c60b5c157a4f905', 'response': {'orderID': 'f2a94c66-1268-3a1f-4da0-7fa8a542b49d', 'clOrdID': 'bab5099c7c4646e79c60b5c157a4f905', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 125.95, 'displayQty': None, 'stopPx': 125.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 8, 0, 20, 829000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 8, 0, 20, 829000, tzinfo=tzlocal())}}
2019-12-25 08:00:20 INFO: process event {'orderID': 'f2a94c66-1268-3a1f-4da0-7fa8a542b49d', 'clOrdID': 'bab5099c7c4646e79c60b5c157a4f905', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 125.95, 'displayQty': None, 'stopPx': 125.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-25T08:00:20.829Z', 'timestamp': '2019-12-25T08:00:20.829Z'}
2019-12-25 08:00:20 INFO: skip event bab5099c7c4646e79c60b5c157a4f905 New
2019-12-25 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.85, 'low': 125.35, 'close': 125.7, 'trades': 1261, 'volume': 2493806, 'vwap': 125.57, 'lastSize': 321, 'turnover': 31314586690, 'homeNotional': 18066.268971074613, 'foreignNotional': 2268572.4240007093}, {'timestamp': datetime.datetime(2019, 12, 25, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.1, 'high': 125.85, 'low': 124.6, 'close': 125.55, 'trades': 3437, 'volume': 6071158, 'vwap': 125.06, 'lastSize': 1000, 'turnover': 75920468115, 'homeNotional': 43866.54484978886, 'foreignNotional': 5485582.766712059}, {'timestamp': datetime.datetime(2019, 12, 25, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.75, 'high': 125.8, 'low': 124.6, 'close': 125.1, 'trades': 2770, 'volume': 6479285, 'vwap': 125.15, 'lastSize': 250, 'turnover': 81083215805, 'homeNotional': 46818.97886049471, 'foreignNotional': 5859034.336719418}]
2019-12-25 09:00:20 INFO: prepare buckets [{'low_price': 125.35, 'high_price': 125.85, 'color': 'GREEN'}, {'low_price': 124.6, 'high_price': 125.85, 'color': 'GREEN'}, {'low_price': 124.6, 'high_price': 125.8, 'color': 'RED'}]
2019-12-25 09:00:20 INFO: bucket_size=0.5 (allowed (0.49, 2.0))
2019-12-25 09:00:20 INFO: check need new order None
2019-12-25 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.7, 'high': 125.8, 'low': 125.1, 'close': 125.2, 'trades': 1027, 'volume': 2210520, 'vwap': 125.4, 'lastSize': 4516, 'turnover': 27718445985, 'homeNotional': 15994.955446854818, 'foreignNotional': 2005666.1333218243}, {'timestamp': datetime.datetime(2019, 12, 25, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.85, 'low': 125.35, 'close': 125.7, 'trades': 1261, 'volume': 2493806, 'vwap': 125.57, 'lastSize': 321, 'turnover': 31314586690, 'homeNotional': 18066.268971074613, 'foreignNotional': 2268572.4240007093}, {'timestamp': datetime.datetime(2019, 12, 25, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.1, 'high': 125.85, 'low': 124.6, 'close': 125.55, 'trades': 3437, 'volume': 6071158, 'vwap': 125.06, 'lastSize': 1000, 'turnover': 75920468115, 'homeNotional': 43866.54484978886, 'foreignNotional': 5485582.766712059}]
2019-12-25 10:00:21 INFO: prepare buckets [{'low_price': 125.1, 'high_price': 125.8, 'color': 'RED'}, {'low_price': 125.35, 'high_price': 125.85, 'color': 'GREEN'}, {'low_price': 124.6, 'high_price': 125.85, 'color': 'GREEN'}]
2019-12-25 10:00:21 INFO: bucket_size=0.7000000000000028 (allowed (0.49, 2.0))
2019-12-25 10:00:21 INFO: check need new order {'low_price': 125.1, 'high_price': 125.8, 'color': 'RED'}
2019-12-25 10:00:21 INFO: place order: start low=125.1 high=125.8 RED ETHUSD price_offset=0.1
2019-12-25 10:00:21 INFO: place order: side_factor=1.0 init_trigger_price=125.05 init_order_price=125.0 stop_price_offset=0.0 bucket_size=0.7000000000000028 stop_price=125.8 take_price=122.89999999999999
2019-12-25 10:00:21 INFO: place order: compute qty=-13.0
2019-12-25 10:00:21 INFO: place order: save order to db 3d5fbb375bcf489b8d4014b72263f28e; response=True
2019-12-25 10:00:21 INFO: post order to exchange resp={'orderID': 'a1a94566-f03c-bcd2-97d9-cc68ec598c32', 'clOrdID': '3d5fbb375bcf489b8d4014b72263f28e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 125.0, 'displayQty': None, 'stopPx': 125.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 10, 0, 21, 53000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 10, 0, 21, 53000, tzinfo=tzlocal())}
2019-12-25 10:00:21 INFO: place new init order {'qty': -13.0, 'init_price': 125.05, 'stop_price': 125.8, 'take_price': 122.89999999999999, 'order_uid': '3d5fbb375bcf489b8d4014b72263f28e', 'response': {'orderID': 'a1a94566-f03c-bcd2-97d9-cc68ec598c32', 'clOrdID': '3d5fbb375bcf489b8d4014b72263f28e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 125.0, 'displayQty': None, 'stopPx': 125.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 10, 0, 21, 53000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 10, 0, 21, 53000, tzinfo=tzlocal())}}
2019-12-25 10:00:21 INFO: process event {'orderID': 'a1a94566-f03c-bcd2-97d9-cc68ec598c32', 'clOrdID': '3d5fbb375bcf489b8d4014b72263f28e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 125, 'displayQty': None, 'stopPx': 125.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-25T10:00:21.053Z', 'timestamp': '2019-12-25T10:00:21.053Z'}
2019-12-25 10:00:21 INFO: skip event 3d5fbb375bcf489b8d4014b72263f28e New
2019-12-25 10:32:22 INFO: process event {'orderID': 'a1a94566-f03c-bcd2-97d9-cc68ec598c32', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-25T10:32:22.844Z', 'clOrdID': '3d5fbb375bcf489b8d4014b72263f28e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 10:32:22 INFO: skip event 3d5fbb375bcf489b8d4014b72263f28e 
2019-12-25 10:32:22 INFO: process event {'orderID': 'a1a94566-f03c-bcd2-97d9-cc68ec598c32', 'workingIndicator': True, 'transactTime': '2019-12-25T10:32:22.844Z', 'clOrdID': '3d5fbb375bcf489b8d4014b72263f28e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T10:32:22.844Z'}
2019-12-25 10:32:22 INFO: skip event 3d5fbb375bcf489b8d4014b72263f28e 
2019-12-25 10:32:22 INFO: process event {'orderID': 'a1a94566-f03c-bcd2-97d9-cc68ec598c32', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 125.05, 'clOrdID': '3d5fbb375bcf489b8d4014b72263f28e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T10:32:22.844Z'}
2019-12-25 10:32:22 INFO: add new event={'uid': '3d5fbb375bcf489b8d4014b72263f28e', 'status': 'Filled'}
2019-12-25 10:32:23 INFO: start process event--------------------------------------------
2019-12-25 10:32:23 INFO: fetch new order event 3d5fbb375bcf489b8d4014b72263f28e
2019-12-25 10:32:23 INFO: fetch orders by event init={'stop': '125.8', 'take': '122.89999999999999', 'qty': '13.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-25 10:32:23 INFO: process init order filled
2019-12-25 10:32:23 INFO: save profit orders to storage stop=976a2974d48447d389c7a43e478453ad take=66fcef17b9d045d0a452ebe9985a9328
2019-12-25 10:32:23 INFO: place profit orders take_price=122.89999999999999, stop_price=125.8, qty=13.0, color=RED, ticker=ETHUSD 976a2974d48447d389c7a43e478453ad 66fcef17b9d045d0a452ebe9985a9328
2019-12-25 10:32:23 INFO: place stop order ETHUSD: qty=13.0, stop_price=125.8, stop_uid=976a2974d48447d389c7a43e478453ad
2019-12-25 10:32:23 INFO: process event {'orderID': '2797e1a8-34f7-18eb-c3a1-1b4cd522b1eb', 'clOrdID': '976a2974d48447d389c7a43e478453ad', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 125.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-25T10:32:23.515Z', 'timestamp': '2019-12-25T10:32:23.515Z'}
2019-12-25 10:32:23 INFO: skip event 976a2974d48447d389c7a43e478453ad New
2019-12-25 10:32:23 INFO: exchange resp for stop order={'orderID': '2797e1a8-34f7-18eb-c3a1-1b4cd522b1eb', 'clOrdID': '976a2974d48447d389c7a43e478453ad', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 125.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 10, 32, 23, 515000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 10, 32, 23, 515000, tzinfo=tzlocal())}
2019-12-25 10:32:23 INFO: place limit order ETHUSD: qty=13.0, price=122.89999999999999, take_uid=66fcef17b9d045d0a452ebe9985a9328
2019-12-25 10:32:23 INFO: process event {'orderID': 'c57dc0db-c561-7d70-1b8e-3bef4ae5a78e', 'clOrdID': '66fcef17b9d045d0a452ebe9985a9328', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.9, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-25T10:32:23.569Z', 'timestamp': '2019-12-25T10:32:23.569Z'}
2019-12-25 10:32:23 INFO: skip event 66fcef17b9d045d0a452ebe9985a9328 New
2019-12-25 10:32:23 INFO: process event {'orderID': 'c57dc0db-c561-7d70-1b8e-3bef4ae5a78e', 'workingIndicator': True, 'clOrdID': '66fcef17b9d045d0a452ebe9985a9328', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T10:32:23.569Z'}
2019-12-25 10:32:23 INFO: skip event 66fcef17b9d045d0a452ebe9985a9328 
2019-12-25 10:32:23 INFO: exchange resp for take profit order={'orderID': 'c57dc0db-c561-7d70-1b8e-3bef4ae5a78e', 'clOrdID': '66fcef17b9d045d0a452ebe9985a9328', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.9, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 10, 32, 23, 569000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 10, 32, 23, 569000, tzinfo=tzlocal())}
2019-12-25 10:32:23 INFO: place profit orders={'stop': {'response': {'orderID': '2797e1a8-34f7-18eb-c3a1-1b4cd522b1eb', 'clOrdID': '976a2974d48447d389c7a43e478453ad', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 125.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 10, 32, 23, 515000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 10, 32, 23, 515000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': '976a2974d48447d389c7a43e478453ad', 'price': 125.8}, 'take': {'response': {'orderID': 'c57dc0db-c561-7d70-1b8e-3bef4ae5a78e', 'clOrdID': '66fcef17b9d045d0a452ebe9985a9328', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.9, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 10, 32, 23, 569000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 10, 32, 23, 569000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': '66fcef17b9d045d0a452ebe9985a9328', 'price': 122.89999999999999}}
2019-12-25 10:32:23 INFO: rm init order from db 3d5fbb375bcf489b8d4014b72263f28e
2019-12-25 10:32:23 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-25 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.2, 'high': 125.25, 'low': 123.85, 'close': 124.45, 'trades': 3376, 'volume': 7085033, 'vwap': 124.55, 'lastSize': 4960, 'turnover': 88239033525, 'homeNotional': 51132.91939636675, 'foreignNotional': 6368254.115875363}, {'timestamp': datetime.datetime(2019, 12, 25, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.7, 'high': 125.8, 'low': 125.1, 'close': 125.2, 'trades': 1027, 'volume': 2210520, 'vwap': 125.4, 'lastSize': 4516, 'turnover': 27718445985, 'homeNotional': 15994.955446854818, 'foreignNotional': 2005666.1333218243}, {'timestamp': datetime.datetime(2019, 12, 25, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.85, 'low': 125.35, 'close': 125.7, 'trades': 1261, 'volume': 2493806, 'vwap': 125.57, 'lastSize': 321, 'turnover': 31314586690, 'homeNotional': 18066.268971074613, 'foreignNotional': 2268572.4240007093}]
2019-12-25 11:00:20 INFO: prepare buckets [{'low_price': 123.85, 'high_price': 125.25, 'color': 'RED'}, {'low_price': 125.1, 'high_price': 125.8, 'color': 'RED'}, {'low_price': 125.35, 'high_price': 125.85, 'color': 'GREEN'}]
2019-12-25 11:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.49, 2.0))
2019-12-25 11:00:20 INFO: check need new order None
2019-12-25 11:04:05 WARNING: handle interrupt sig 2 False
2019-12-25 11:04:05 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(
2019-12-25 11:04:09 INFO: start trader process
2019-12-25 11:04:09 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-25 11:04:09 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-25 11:04:09 INFO: Authenticating with API Key.
2019-12-25 11:04:10 INFO: Connected to WS.
2019-12-25 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.45, 'high': 124.5, 'low': 123.9, 'close': 124.2, 'trades': 1867, 'volume': 3786461, 'vwap': 124.31, 'lastSize': 1300, 'turnover': 47066723185, 'homeNotional': 27330.389243594094, 'foreignNotional': 3397242.3570158905}, {'timestamp': datetime.datetime(2019, 12, 25, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.2, 'high': 125.25, 'low': 123.85, 'close': 124.45, 'trades': 3376, 'volume': 7085033, 'vwap': 124.55, 'lastSize': 4960, 'turnover': 88239033525, 'homeNotional': 51132.91939636675, 'foreignNotional': 6368254.115875363}, {'timestamp': datetime.datetime(2019, 12, 25, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.7, 'high': 125.8, 'low': 125.1, 'close': 125.2, 'trades': 1027, 'volume': 2210520, 'vwap': 125.4, 'lastSize': 4516, 'turnover': 27718445985, 'homeNotional': 15994.955446854818, 'foreignNotional': 2005666.1333218243}]
2019-12-25 12:00:20 INFO: prepare buckets [{'low_price': 123.9, 'high_price': 124.5, 'color': 'RED'}, {'low_price': 123.85, 'high_price': 125.25, 'color': 'RED'}, {'low_price': 125.1, 'high_price': 125.8, 'color': 'RED'}]
2019-12-25 12:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 2.0))
2019-12-25 12:00:20 INFO: check need new order None
2019-12-25 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.2, 'high': 125.35, 'low': 123.15, 'close': 124.4, 'trades': 5182, 'volume': 9751313, 'vwap': 124.42, 'lastSize': 119, 'turnover': 121320466050, 'homeNotional': 70291.37754506488, 'foreignNotional': 8745386.559762679}, {'timestamp': datetime.datetime(2019, 12, 25, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.45, 'high': 124.5, 'low': 123.9, 'close': 124.2, 'trades': 1867, 'volume': 3786461, 'vwap': 124.31, 'lastSize': 1300, 'turnover': 47066723185, 'homeNotional': 27330.389243594094, 'foreignNotional': 3397242.3570158905}, {'timestamp': datetime.datetime(2019, 12, 25, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.2, 'high': 125.25, 'low': 123.85, 'close': 124.45, 'trades': 3376, 'volume': 7085033, 'vwap': 124.55, 'lastSize': 4960, 'turnover': 88239033525, 'homeNotional': 51132.91939636675, 'foreignNotional': 6368254.115875363}]
2019-12-25 13:00:20 INFO: prepare buckets [{'low_price': 123.15, 'high_price': 125.35, 'color': 'GREEN'}, {'low_price': 123.9, 'high_price': 124.5, 'color': 'RED'}, {'low_price': 123.85, 'high_price': 125.25, 'color': 'RED'}]
2019-12-25 13:00:20 INFO: bucket_size=2.1999999999999886 (allowed (0.39, 2.0))
2019-12-25 13:00:20 WARNING: skip bucket by bucket_size=2.1999999999999886 too big
2019-12-25 13:00:20 INFO: check need new order None
2019-12-25 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.4, 'high': 124.5, 'low': 123.75, 'close': 124.2, 'trades': 2021, 'volume': 3273877, 'vwap': 124.18, 'lastSize': 2, 'turnover': 40653891715, 'homeNotional': 23540.133165781175, 'foreignNotional': 2923135.4077927824}, {'timestamp': datetime.datetime(2019, 12, 25, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.2, 'high': 125.35, 'low': 123.15, 'close': 124.4, 'trades': 5182, 'volume': 9751313, 'vwap': 124.42, 'lastSize': 119, 'turnover': 121320466050, 'homeNotional': 70291.37754506488, 'foreignNotional': 8745386.559762679}, {'timestamp': datetime.datetime(2019, 12, 25, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.45, 'high': 124.5, 'low': 123.9, 'close': 124.2, 'trades': 1867, 'volume': 3786461, 'vwap': 124.31, 'lastSize': 1300, 'turnover': 47066723185, 'homeNotional': 27330.389243594094, 'foreignNotional': 3397242.3570158905}]
2019-12-25 14:00:21 INFO: prepare buckets [{'low_price': 123.75, 'high_price': 124.5, 'color': 'RED'}, {'low_price': 123.15, 'high_price': 125.35, 'color': 'GREEN'}, {'low_price': 123.9, 'high_price': 124.5, 'color': 'RED'}]
2019-12-25 14:00:21 INFO: bucket_size=0.75 (allowed (0.39, 2.0))
2019-12-25 14:00:21 INFO: check need new order None
2019-12-25 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.2, 'high': 124.45, 'low': 123.55, 'close': 124.1, 'trades': 2149, 'volume': 3544288, 'vwap': 124.02, 'lastSize': 100, 'turnover': 43955779580, 'homeNotional': 25465.364247963564, 'foreignNotional': 3158182.898039595}, {'timestamp': datetime.datetime(2019, 12, 25, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.4, 'high': 124.5, 'low': 123.75, 'close': 124.2, 'trades': 2021, 'volume': 3273877, 'vwap': 124.18, 'lastSize': 2, 'turnover': 40653891715, 'homeNotional': 23540.133165781175, 'foreignNotional': 2923135.4077927824}, {'timestamp': datetime.datetime(2019, 12, 25, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.2, 'high': 125.35, 'low': 123.15, 'close': 124.4, 'trades': 5182, 'volume': 9751313, 'vwap': 124.42, 'lastSize': 119, 'turnover': 121320466050, 'homeNotional': 70291.37754506488, 'foreignNotional': 8745386.559762679}]
2019-12-25 15:00:20 INFO: prepare buckets [{'low_price': 123.55, 'high_price': 124.45, 'color': 'RED'}, {'low_price': 123.75, 'high_price': 124.5, 'color': 'RED'}, {'low_price': 123.15, 'high_price': 125.35, 'color': 'GREEN'}]
2019-12-25 15:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 2.0))
2019-12-25 15:00:20 INFO: check need new order None
2019-12-25 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.1, 'high': 124.5, 'low': 123.7, 'close': 124.25, 'trades': 1674, 'volume': 3007614, 'vwap': 124.17, 'lastSize': 1000, 'turnover': 37343431340, 'homeNotional': 21609.975199176213, 'foreignNotional': 2683159.397634039}, {'timestamp': datetime.datetime(2019, 12, 25, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.2, 'high': 124.45, 'low': 123.55, 'close': 124.1, 'trades': 2149, 'volume': 3544288, 'vwap': 124.02, 'lastSize': 100, 'turnover': 43955779580, 'homeNotional': 25465.364247963564, 'foreignNotional': 3158182.898039595}, {'timestamp': datetime.datetime(2019, 12, 25, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.4, 'high': 124.5, 'low': 123.75, 'close': 124.2, 'trades': 2021, 'volume': 3273877, 'vwap': 124.18, 'lastSize': 2, 'turnover': 40653891715, 'homeNotional': 23540.133165781175, 'foreignNotional': 2923135.4077927824}]
2019-12-25 16:00:20 INFO: prepare buckets [{'low_price': 123.7, 'high_price': 124.5, 'color': 'GREEN'}, {'low_price': 123.55, 'high_price': 124.45, 'color': 'RED'}, {'low_price': 123.75, 'high_price': 124.5, 'color': 'RED'}]
2019-12-25 16:00:20 INFO: bucket_size=0.7999999999999972 (allowed (0.39, 2.0))
2019-12-25 16:00:20 INFO: check need new order {'low_price': 123.7, 'high_price': 124.5, 'color': 'GREEN'}
2019-12-25 16:00:20 INFO: place order: start low=123.7 high=124.5 GREEN ETHUSD price_offset=0.1
2019-12-25 16:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=124.55 init_order_price=124.6 stop_price_offset=0.0 bucket_size=0.7999999999999972 stop_price=123.7 take_price=126.99999999999999
2019-12-25 16:00:20 INFO: place order: compute qty=12.0
2019-12-25 16:00:20 INFO: place order: save order to db b3764e10b1dd4449969a60b568061a05; response=True
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-25 16:00:20 INFO: post order to exchange resp={'orderID': 'f5a55814-9de0-85e8-a44c-063af108a0af', 'clOrdID': 'b3764e10b1dd4449969a60b568061a05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 124.6, 'displayQty': None, 'stopPx': 124.55, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 16, 0, 20, 716000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 16, 0, 20, 716000, tzinfo=tzlocal())}
2019-12-25 16:00:20 INFO: place new init order {'qty': 12.0, 'init_price': 124.55, 'stop_price': 123.7, 'take_price': 126.99999999999999, 'order_uid': 'b3764e10b1dd4449969a60b568061a05', 'response': {'orderID': 'f5a55814-9de0-85e8-a44c-063af108a0af', 'clOrdID': 'b3764e10b1dd4449969a60b568061a05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 124.6, 'displayQty': None, 'stopPx': 124.55, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 16, 0, 20, 716000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 16, 0, 20, 716000, tzinfo=tzlocal())}}
2019-12-25 16:00:21 INFO: process event {'orderID': 'f5a55814-9de0-85e8-a44c-063af108a0af', 'clOrdID': 'b3764e10b1dd4449969a60b568061a05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 124.6, 'displayQty': None, 'stopPx': 124.55, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-25T16:00:20.716Z', 'timestamp': '2019-12-25T16:00:20.716Z'}
2019-12-25 16:00:21 INFO: skip event b3764e10b1dd4449969a60b568061a05 New
2019-12-25 16:01:48 INFO: process event {'orderID': 'f5a55814-9de0-85e8-a44c-063af108a0af', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-25T16:01:48.539Z', 'clOrdID': 'b3764e10b1dd4449969a60b568061a05', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 16:01:48 INFO: skip event b3764e10b1dd4449969a60b568061a05 
2019-12-25 16:01:48 INFO: process event {'orderID': 'f5a55814-9de0-85e8-a44c-063af108a0af', 'workingIndicator': True, 'transactTime': '2019-12-25T16:01:48.539Z', 'clOrdID': 'b3764e10b1dd4449969a60b568061a05', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T16:01:48.539Z'}
2019-12-25 16:01:48 INFO: skip event b3764e10b1dd4449969a60b568061a05 
2019-12-25 16:01:48 INFO: process event {'orderID': 'f5a55814-9de0-85e8-a44c-063af108a0af', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 124.6, 'clOrdID': 'b3764e10b1dd4449969a60b568061a05', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T16:01:48.539Z'}
2019-12-25 16:01:48 INFO: add new event={'uid': 'b3764e10b1dd4449969a60b568061a05', 'status': 'Filled'}
2019-12-25 16:01:48 INFO: start process event--------------------------------------------
2019-12-25 16:01:48 INFO: fetch new order event b3764e10b1dd4449969a60b568061a05
2019-12-25 16:01:48 INFO: fetch orders by event init={'stop': '123.7', 'take': '126.99999999999999', 'qty': '12.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-25 16:01:48 INFO: process init order filled
2019-12-25 16:01:48 INFO: save profit orders to storage stop=ea8ad1f9f6b246c894462defcce0fd9f take=0be7eb5a7ecd49ddac6c519aa96edfe9
2019-12-25 16:01:48 INFO: place profit orders take_price=126.99999999999999, stop_price=123.7, qty=12.0, color=GREEN, ticker=ETHUSD ea8ad1f9f6b246c894462defcce0fd9f 0be7eb5a7ecd49ddac6c519aa96edfe9
2019-12-25 16:01:48 INFO: place stop order ETHUSD: qty=-12.0, stop_price=123.7, stop_uid=ea8ad1f9f6b246c894462defcce0fd9f
2019-12-25 16:01:48 INFO: exchange resp for stop order={'orderID': 'd3a35236-1015-aa7f-ff21-5e1b795f9261', 'clOrdID': 'ea8ad1f9f6b246c894462defcce0fd9f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 123.7, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 16, 1, 48, 917000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 16, 1, 48, 917000, tzinfo=tzlocal())}
2019-12-25 16:01:48 INFO: process event {'orderID': 'd3a35236-1015-aa7f-ff21-5e1b795f9261', 'clOrdID': 'ea8ad1f9f6b246c894462defcce0fd9f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 123.7, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-25T16:01:48.917Z', 'timestamp': '2019-12-25T16:01:48.917Z'}
2019-12-25 16:01:48 INFO: skip event ea8ad1f9f6b246c894462defcce0fd9f New
2019-12-25 16:01:48 INFO: place limit order ETHUSD: qty=-12.0, price=126.99999999999999, take_uid=0be7eb5a7ecd49ddac6c519aa96edfe9
2019-12-25 16:01:48 INFO: process event {'orderID': '47e394b0-f1b2-fe31-bc0f-cac4e6830d73', 'clOrdID': '0be7eb5a7ecd49ddac6c519aa96edfe9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 127, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-25T16:01:48.961Z', 'timestamp': '2019-12-25T16:01:48.961Z'}
2019-12-25 16:01:48 INFO: skip event 0be7eb5a7ecd49ddac6c519aa96edfe9 New
2019-12-25 16:01:48 INFO: process event {'orderID': '47e394b0-f1b2-fe31-bc0f-cac4e6830d73', 'workingIndicator': True, 'clOrdID': '0be7eb5a7ecd49ddac6c519aa96edfe9', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T16:01:48.961Z'}
2019-12-25 16:01:48 INFO: skip event 0be7eb5a7ecd49ddac6c519aa96edfe9 
2019-12-25 16:01:48 INFO: exchange resp for take profit order={'orderID': '47e394b0-f1b2-fe31-bc0f-cac4e6830d73', 'clOrdID': '0be7eb5a7ecd49ddac6c519aa96edfe9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 127.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 16, 1, 48, 961000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 16, 1, 48, 961000, tzinfo=tzlocal())}
2019-12-25 16:01:48 INFO: place profit orders={'stop': {'response': {'orderID': 'd3a35236-1015-aa7f-ff21-5e1b795f9261', 'clOrdID': 'ea8ad1f9f6b246c894462defcce0fd9f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 123.7, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 16, 1, 48, 917000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 16, 1, 48, 917000, tzinfo=tzlocal())}, 'qty': -12.0, 'uid': 'ea8ad1f9f6b246c894462defcce0fd9f', 'price': 123.7}, 'take': {'response': {'orderID': '47e394b0-f1b2-fe31-bc0f-cac4e6830d73', 'clOrdID': '0be7eb5a7ecd49ddac6c519aa96edfe9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 127.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 16, 1, 48, 961000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 16, 1, 48, 961000, tzinfo=tzlocal())}, 'qty': -12.0, 'uid': '0be7eb5a7ecd49ddac6c519aa96edfe9', 'price': 126.99999999999999}}
2019-12-25 16:01:48 INFO: rm init order from db b3764e10b1dd4449969a60b568061a05
2019-12-25 16:01:48 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-25 16:17:39 INFO: process event {'orderID': 'd3a35236-1015-aa7f-ff21-5e1b795f9261', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-25T16:17:39.642Z', 'clOrdID': 'ea8ad1f9f6b246c894462defcce0fd9f', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 16:17:39 INFO: skip event ea8ad1f9f6b246c894462defcce0fd9f 
2019-12-25 16:17:39 INFO: process event {'orderID': 'd3a35236-1015-aa7f-ff21-5e1b795f9261', 'price': 123.7, 'workingIndicator': True, 'transactTime': '2019-12-25T16:17:39.642Z', 'clOrdID': 'ea8ad1f9f6b246c894462defcce0fd9f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T16:17:39.642Z'}
2019-12-25 16:17:39 INFO: skip event ea8ad1f9f6b246c894462defcce0fd9f 
2019-12-25 16:17:39 INFO: process event {'orderID': 'd3a35236-1015-aa7f-ff21-5e1b795f9261', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 123.7, 'clOrdID': 'ea8ad1f9f6b246c894462defcce0fd9f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T16:17:39.642Z'}
2019-12-25 16:17:39 INFO: add new event={'uid': 'ea8ad1f9f6b246c894462defcce0fd9f', 'status': 'Filled'}
2019-12-25 16:17:40 INFO: start process event--------------------------------------------
2019-12-25 16:17:40 INFO: fetch new order event ea8ad1f9f6b246c894462defcce0fd9f
2019-12-25 16:17:40 INFO: fetch orders by event init=None profit_pair=0be7eb5a7ecd49ddac6c519aa96edfe9
2019-12-25 16:17:40 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2019-12-25 16:17:40 INFO: cancel order=0be7eb5a7ecd49ddac6c519aa96edfe9 [{'orderID': '47e394b0-f1b2-fe31-bc0f-cac4e6830d73', 'clOrdID': '0be7eb5a7ecd49ddac6c519aa96edfe9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 127.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 16, 1, 48, 961000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 16, 17, 40, 915000, tzinfo=tzlocal())}]
2019-12-25 16:17:40 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-25 16:17:41 INFO: process event {'orderID': '47e394b0-f1b2-fe31-bc0f-cac4e6830d73', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-25T16:17:40.915Z', 'clOrdID': '0be7eb5a7ecd49ddac6c519aa96edfe9', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 16:17:41 INFO: skip event 0be7eb5a7ecd49ddac6c519aa96edfe9 Canceled
2019-12-25 16:32:11 INFO: process event {'orderID': 'ceee64fb-6916-2fc7-67f8-16b057d06209', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-25T16:32:11.080Z', 'clOrdID': 'e7a28ecc8d1749aca16241e3f8d93eec', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 16:32:11 INFO: skip event e7a28ecc8d1749aca16241e3f8d93eec Canceled
2019-12-25 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.25, 'high': 124.75, 'low': 123.4, 'close': 124.05, 'trades': 3912, 'volume': 7649828, 'vwap': 123.91, 'lastSize': 75, 'turnover': 94788928200, 'homeNotional': 54755.144063094216, 'foreignNotional': 6784734.824082799}, {'timestamp': datetime.datetime(2019, 12, 25, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.1, 'high': 124.5, 'low': 123.7, 'close': 124.25, 'trades': 1674, 'volume': 3007614, 'vwap': 124.17, 'lastSize': 1000, 'turnover': 37343431340, 'homeNotional': 21609.975199176213, 'foreignNotional': 2683159.397634039}, {'timestamp': datetime.datetime(2019, 12, 25, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.2, 'high': 124.45, 'low': 123.55, 'close': 124.1, 'trades': 2149, 'volume': 3544288, 'vwap': 124.02, 'lastSize': 100, 'turnover': 43955779580, 'homeNotional': 25465.364247963564, 'foreignNotional': 3158182.898039595}]
2019-12-25 17:00:20 INFO: prepare buckets [{'low_price': 123.4, 'high_price': 124.75, 'color': 'RED'}, {'low_price': 123.7, 'high_price': 124.5, 'color': 'GREEN'}, {'low_price': 123.55, 'high_price': 124.45, 'color': 'RED'}]
2019-12-25 17:00:20 INFO: bucket_size=1.3499999999999943 (allowed (0.39, 2.0))
2019-12-25 17:00:20 INFO: check need new order None
2019-12-25 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.05, 'high': 124.3, 'low': 123.75, 'close': 124.3, 'trades': 1793, 'volume': 3856926, 'vwap': 124.06, 'lastSize': 10, 'turnover': 47845990120, 'homeNotional': 27543.507244309272, 'foreignNotional': 3416833.150991019}, {'timestamp': datetime.datetime(2019, 12, 25, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.25, 'high': 124.75, 'low': 123.4, 'close': 124.05, 'trades': 3912, 'volume': 7649828, 'vwap': 123.91, 'lastSize': 75, 'turnover': 94788928200, 'homeNotional': 54755.144063094216, 'foreignNotional': 6784734.824082799}, {'timestamp': datetime.datetime(2019, 12, 25, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.1, 'high': 124.5, 'low': 123.7, 'close': 124.25, 'trades': 1674, 'volume': 3007614, 'vwap': 124.17, 'lastSize': 1000, 'turnover': 37343431340, 'homeNotional': 21609.975199176213, 'foreignNotional': 2683159.397634039}]
2019-12-25 18:00:20 INFO: prepare buckets [{'low_price': 123.75, 'high_price': 124.3, 'color': 'GREEN'}, {'low_price': 123.4, 'high_price': 124.75, 'color': 'RED'}, {'low_price': 123.7, 'high_price': 124.5, 'color': 'GREEN'}]
2019-12-25 18:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.39, 2.0))
2019-12-25 18:00:20 INFO: check need new order None
2019-12-25 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.3, 'high': 124.7, 'low': 123.95, 'close': 124.6, 'trades': 1524, 'volume': 2887360, 'vwap': 124.38, 'lastSize': 19, 'turnover': 35910539160, 'homeNotional': 20643.283945577747, 'foreignNotional': 2567439.934968505}, {'timestamp': datetime.datetime(2019, 12, 25, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.05, 'high': 124.3, 'low': 123.75, 'close': 124.3, 'trades': 1793, 'volume': 3856926, 'vwap': 124.06, 'lastSize': 10, 'turnover': 47845990120, 'homeNotional': 27543.507244309272, 'foreignNotional': 3416833.150991019}, {'timestamp': datetime.datetime(2019, 12, 25, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.25, 'high': 124.75, 'low': 123.4, 'close': 124.05, 'trades': 3912, 'volume': 7649828, 'vwap': 123.91, 'lastSize': 75, 'turnover': 94788928200, 'homeNotional': 54755.144063094216, 'foreignNotional': 6784734.824082799}]
2019-12-25 19:00:20 INFO: prepare buckets [{'low_price': 123.95, 'high_price': 124.7, 'color': 'GREEN'}, {'low_price': 123.75, 'high_price': 124.3, 'color': 'GREEN'}, {'low_price': 123.4, 'high_price': 124.75, 'color': 'RED'}]
2019-12-25 19:00:20 INFO: bucket_size=0.75 (allowed (0.39, 2.0))
2019-12-25 19:00:20 INFO: check need new order None
2019-12-25 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.3, 'high': 124.7, 'low': 123.95, 'close': 124.6, 'trades': 1524, 'volume': 2887360, 'vwap': 124.38, 'lastSize': 19, 'turnover': 35910539160, 'homeNotional': 20643.283945577747, 'foreignNotional': 2567439.934968505}, {'timestamp': datetime.datetime(2019, 12, 25, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.05, 'high': 124.3, 'low': 123.75, 'close': 124.3, 'trades': 1793, 'volume': 3856926, 'vwap': 124.06, 'lastSize': 10, 'turnover': 47845990120, 'homeNotional': 27543.507244309272, 'foreignNotional': 3416833.150991019}, {'timestamp': datetime.datetime(2019, 12, 25, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.25, 'high': 124.75, 'low': 123.4, 'close': 124.05, 'trades': 3912, 'volume': 7649828, 'vwap': 123.91, 'lastSize': 75, 'turnover': 94788928200, 'homeNotional': 54755.144063094216, 'foreignNotional': 6784734.824082799}]
2019-12-25 20:00:21 INFO: prepare buckets [{'low_price': 123.95, 'high_price': 124.7, 'color': 'GREEN'}, {'low_price': 123.75, 'high_price': 124.3, 'color': 'GREEN'}, {'low_price': 123.4, 'high_price': 124.75, 'color': 'RED'}]
2019-12-25 20:00:21 INFO: bucket_size=0.75 (allowed (0.39, 2.0))
2019-12-25 20:00:21 INFO: check need new order None
2019-12-25 20:05:27 INFO: process event {'orderID': 'f2a94c66-1268-3a1f-4da0-7fa8a542b49d', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-25T20:05:27.637Z', 'clOrdID': 'bab5099c7c4646e79c60b5c157a4f905', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 20:05:27 INFO: skip event bab5099c7c4646e79c60b5c157a4f905 Canceled
2019-12-25 20:22:06 INFO: process event {'orderID': '2797e1a8-34f7-18eb-c3a1-1b4cd522b1eb', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-25T20:22:06.044Z', 'clOrdID': '976a2974d48447d389c7a43e478453ad', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 20:22:06 INFO: skip event 976a2974d48447d389c7a43e478453ad 
2019-12-25 20:22:06 INFO: process event {'orderID': '2797e1a8-34f7-18eb-c3a1-1b4cd522b1eb', 'price': 125.8, 'workingIndicator': True, 'transactTime': '2019-12-25T20:22:06.044Z', 'clOrdID': '976a2974d48447d389c7a43e478453ad', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T20:22:06.044Z'}
2019-12-25 20:22:06 INFO: skip event 976a2974d48447d389c7a43e478453ad 
2019-12-25 20:22:06 INFO: process event {'orderID': '2797e1a8-34f7-18eb-c3a1-1b4cd522b1eb', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 125.8, 'clOrdID': '976a2974d48447d389c7a43e478453ad', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T20:22:06.044Z'}
2019-12-25 20:22:06 INFO: add new event={'uid': '976a2974d48447d389c7a43e478453ad', 'status': 'Filled'}
2019-12-25 20:22:07 INFO: start process event--------------------------------------------
2019-12-25 20:22:07 INFO: fetch new order event 976a2974d48447d389c7a43e478453ad
2019-12-25 20:22:07 INFO: fetch orders by event init=None profit_pair=66fcef17b9d045d0a452ebe9985a9328
2019-12-25 20:22:07 INFO: process profit order filled
2019-12-25 20:22:07 INFO: process event {'orderID': 'c57dc0db-c561-7d70-1b8e-3bef4ae5a78e', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-25T20:22:07.130Z', 'clOrdID': '66fcef17b9d045d0a452ebe9985a9328', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 20:22:07 INFO: skip event 66fcef17b9d045d0a452ebe9985a9328 Canceled
2019-12-25 20:22:07 INFO: cancel order=66fcef17b9d045d0a452ebe9985a9328 [{'orderID': 'c57dc0db-c561-7d70-1b8e-3bef4ae5a78e', 'clOrdID': '66fcef17b9d045d0a452ebe9985a9328', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.9, '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(2019, 12, 25, 10, 32, 23, 569000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 20, 22, 7, 130000, tzinfo=tzlocal())}]
2019-12-25 20:22:07 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-25 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 125.95, 'low': 125.45, 'close': 125.55, 'trades': 2279, 'volume': 7845996, 'vwap': 125.67, 'lastSize': 100, 'turnover': 98598410865, 'homeNotional': 56781.31754243223, 'foreignNotional': 7135548.433093584}, {'timestamp': datetime.datetime(2019, 12, 25, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.6, 'high': 125.75, 'low': 124.55, 'close': 125.45, 'trades': 2792, 'volume': 9705331, 'vwap': 125.27, 'lastSize': 4920, 'turnover': 121576239820, 'homeNotional': 69890.71011405025, 'foreignNotional': 8755077.857935559}, {'timestamp': datetime.datetime(2019, 12, 25, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.3, 'high': 124.7, 'low': 123.95, 'close': 124.6, 'trades': 1524, 'volume': 2887360, 'vwap': 124.38, 'lastSize': 19, 'turnover': 35910539160, 'homeNotional': 20643.283945577747, 'foreignNotional': 2567439.934968505}]
2019-12-25 21:00:20 INFO: prepare buckets [{'low_price': 125.45, 'high_price': 125.95, 'color': 'GREEN'}, {'low_price': 124.55, 'high_price': 125.75, 'color': 'GREEN'}, {'low_price': 123.95, 'high_price': 124.7, 'color': 'GREEN'}]
2019-12-25 21:00:20 INFO: bucket_size=0.5 (allowed (0.39, 2.0))
2019-12-25 21:00:20 INFO: check need new order None
2019-12-25 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.6, 'low': 124.9, 'close': 125.3, 'trades': 1443, 'volume': 1892519, 'vwap': 125.16, 'lastSize': 4, 'turnover': 23685233630, 'homeNotional': 13671.601488296797, 'foreignNotional': 1711029.752358759}, {'timestamp': datetime.datetime(2019, 12, 25, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 125.95, 'low': 125.45, 'close': 125.55, 'trades': 2279, 'volume': 7845996, 'vwap': 125.67, 'lastSize': 100, 'turnover': 98598410865, 'homeNotional': 56781.31754243223, 'foreignNotional': 7135548.433093584}, {'timestamp': datetime.datetime(2019, 12, 25, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.6, 'high': 125.75, 'low': 124.55, 'close': 125.45, 'trades': 2792, 'volume': 9705331, 'vwap': 125.27, 'lastSize': 4920, 'turnover': 121576239820, 'homeNotional': 69890.71011405025, 'foreignNotional': 8755077.857935559}]
2019-12-25 22:00:21 INFO: prepare buckets [{'low_price': 124.9, 'high_price': 125.6, 'color': 'RED'}, {'low_price': 125.45, 'high_price': 125.95, 'color': 'GREEN'}, {'low_price': 124.55, 'high_price': 125.75, 'color': 'GREEN'}]
2019-12-25 22:00:21 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 2.0))
2019-12-25 22:00:21 INFO: check need new order {'low_price': 124.9, 'high_price': 125.6, 'color': 'RED'}
2019-12-25 22:00:21 INFO: place order: start low=124.9 high=125.6 RED ETHUSD price_offset=0.1
2019-12-25 22:00:21 INFO: place order: side_factor=1.0 init_trigger_price=124.85000000000001 init_order_price=124.80000000000001 stop_price_offset=0.0 bucket_size=0.6999999999999886 stop_price=125.6 take_price=122.70000000000005
2019-12-25 22:00:21 INFO: place order: compute qty=-13.0
2019-12-25 22:00:21 INFO: place order: save order to db c366ea9c5b424de092dc1be8eb2a0fbf; response=True
2019-12-25 22:00:21 INFO: post order to exchange resp={'orderID': '803a7abf-1e4e-b9b1-71ad-e460c42ec561', 'clOrdID': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 124.8, 'displayQty': None, 'stopPx': 124.85, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 22, 0, 21, 108000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 22, 0, 21, 108000, tzinfo=tzlocal())}
2019-12-25 22:00:21 INFO: place new init order {'qty': -13.0, 'init_price': 124.85000000000001, 'stop_price': 125.6, 'take_price': 122.70000000000005, 'order_uid': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'response': {'orderID': '803a7abf-1e4e-b9b1-71ad-e460c42ec561', 'clOrdID': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 124.8, 'displayQty': None, 'stopPx': 124.85, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 25, 22, 0, 21, 108000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 22, 0, 21, 108000, tzinfo=tzlocal())}}
2019-12-25 22:00:21 INFO: process event {'orderID': '803a7abf-1e4e-b9b1-71ad-e460c42ec561', 'clOrdID': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 124.8, 'displayQty': None, 'stopPx': 124.85, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-25T22:00:21.108Z', 'timestamp': '2019-12-25T22:00:21.108Z'}
2019-12-25 22:00:21 INFO: skip event c366ea9c5b424de092dc1be8eb2a0fbf New
2019-12-25 22:05:04 INFO: process event {'orderID': '803a7abf-1e4e-b9b1-71ad-e460c42ec561', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-25T22:05:04.295Z', 'clOrdID': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 22:05:04 INFO: skip event c366ea9c5b424de092dc1be8eb2a0fbf 
2019-12-25 22:05:04 INFO: process event {'orderID': '803a7abf-1e4e-b9b1-71ad-e460c42ec561', 'workingIndicator': True, 'transactTime': '2019-12-25T22:05:04.295Z', 'clOrdID': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T22:05:04.295Z'}
2019-12-25 22:05:04 INFO: skip event c366ea9c5b424de092dc1be8eb2a0fbf 
2019-12-25 22:05:04 INFO: process event {'orderID': '803a7abf-1e4e-b9b1-71ad-e460c42ec561', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 124.85, 'clOrdID': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T22:05:04.295Z'}
2019-12-25 22:05:04 INFO: add new event={'uid': 'c366ea9c5b424de092dc1be8eb2a0fbf', 'status': 'Filled'}
2019-12-25 22:05:04 INFO: start process event--------------------------------------------
2019-12-25 22:05:04 INFO: fetch new order event c366ea9c5b424de092dc1be8eb2a0fbf
2019-12-25 22:05:04 INFO: fetch orders by event init={'stop': '125.6', 'take': '122.70000000000005', 'qty': '13.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-25 22:05:04 INFO: process init order filled
2019-12-25 22:05:04 INFO: save profit orders to storage stop=a1ac4fa4c71c40d6950a234f77efe37a take=ba83a7c78f1a4ff9b16b9057d4753a0c
2019-12-25 22:05:04 INFO: place profit orders take_price=122.70000000000005, stop_price=125.6, qty=13.0, color=RED, ticker=ETHUSD a1ac4fa4c71c40d6950a234f77efe37a ba83a7c78f1a4ff9b16b9057d4753a0c
2019-12-25 22:05:04 INFO: place stop order ETHUSD: qty=13.0, stop_price=125.6, stop_uid=a1ac4fa4c71c40d6950a234f77efe37a
2019-12-25 22:05:04 INFO: exchange resp for stop order={'orderID': 'dcc31b27-3e8c-537f-2bfd-1afff4057c89', 'clOrdID': 'a1ac4fa4c71c40d6950a234f77efe37a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 125.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 22, 5, 4, 919000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 22, 5, 4, 919000, tzinfo=tzlocal())}
2019-12-25 22:05:04 INFO: place limit order ETHUSD: qty=13.0, price=122.70000000000005, take_uid=ba83a7c78f1a4ff9b16b9057d4753a0c
2019-12-25 22:05:04 INFO: process event {'orderID': 'dcc31b27-3e8c-537f-2bfd-1afff4057c89', 'clOrdID': 'a1ac4fa4c71c40d6950a234f77efe37a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 125.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-25T22:05:04.919Z', 'timestamp': '2019-12-25T22:05:04.919Z'}
2019-12-25 22:05:04 INFO: skip event a1ac4fa4c71c40d6950a234f77efe37a New
2019-12-25 22:05:05 INFO: exchange resp for take profit order={'orderID': '7bdf7030-bd96-1635-7106-5941b71273fb', 'clOrdID': 'ba83a7c78f1a4ff9b16b9057d4753a0c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.7, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 22, 5, 5, 240000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 22, 5, 5, 240000, tzinfo=tzlocal())}
2019-12-25 22:05:05 INFO: place profit orders={'stop': {'response': {'orderID': 'dcc31b27-3e8c-537f-2bfd-1afff4057c89', 'clOrdID': 'a1ac4fa4c71c40d6950a234f77efe37a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 125.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 22, 5, 4, 919000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 22, 5, 4, 919000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': 'a1ac4fa4c71c40d6950a234f77efe37a', 'price': 125.6}, 'take': {'response': {'orderID': '7bdf7030-bd96-1635-7106-5941b71273fb', 'clOrdID': 'ba83a7c78f1a4ff9b16b9057d4753a0c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.7, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 25, 22, 5, 5, 240000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 22, 5, 5, 240000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': 'ba83a7c78f1a4ff9b16b9057d4753a0c', 'price': 122.70000000000005}}
2019-12-25 22:05:05 INFO: rm init order from db c366ea9c5b424de092dc1be8eb2a0fbf
2019-12-25 22:05:05 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-25 22:05:05 INFO: process event {'orderID': '7bdf7030-bd96-1635-7106-5941b71273fb', 'clOrdID': 'ba83a7c78f1a4ff9b16b9057d4753a0c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.7, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-25T22:05:05.240Z', 'timestamp': '2019-12-25T22:05:05.240Z'}
2019-12-25 22:05:05 INFO: skip event ba83a7c78f1a4ff9b16b9057d4753a0c New
2019-12-25 22:05:05 INFO: process event {'orderID': '7bdf7030-bd96-1635-7106-5941b71273fb', 'workingIndicator': True, 'clOrdID': 'ba83a7c78f1a4ff9b16b9057d4753a0c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T22:05:05.240Z'}
2019-12-25 22:05:05 INFO: skip event ba83a7c78f1a4ff9b16b9057d4753a0c 
2019-12-25 22:52:41 INFO: process event {'orderID': 'dcc31b27-3e8c-537f-2bfd-1afff4057c89', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-25T22:52:40.841Z', 'clOrdID': 'a1ac4fa4c71c40d6950a234f77efe37a', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 22:52:41 INFO: skip event a1ac4fa4c71c40d6950a234f77efe37a 
2019-12-25 22:52:41 INFO: process event {'orderID': 'dcc31b27-3e8c-537f-2bfd-1afff4057c89', 'price': 125.6, 'workingIndicator': True, 'transactTime': '2019-12-25T22:52:40.841Z', 'clOrdID': 'a1ac4fa4c71c40d6950a234f77efe37a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T22:52:40.841Z'}
2019-12-25 22:52:41 INFO: skip event a1ac4fa4c71c40d6950a234f77efe37a 
2019-12-25 22:52:41 INFO: process event {'orderID': 'dcc31b27-3e8c-537f-2bfd-1afff4057c89', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 125.6, 'clOrdID': 'a1ac4fa4c71c40d6950a234f77efe37a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-25T22:52:40.841Z'}
2019-12-25 22:52:41 INFO: add new event={'uid': 'a1ac4fa4c71c40d6950a234f77efe37a', 'status': 'Filled'}
2019-12-25 22:52:41 INFO: start process event--------------------------------------------
2019-12-25 22:52:41 INFO: fetch new order event a1ac4fa4c71c40d6950a234f77efe37a
2019-12-25 22:52:41 INFO: fetch orders by event init=None profit_pair=ba83a7c78f1a4ff9b16b9057d4753a0c
2019-12-25 22:52:41 INFO: process profit order filled
2019-12-25 22:52:41 INFO: process event {'orderID': '7bdf7030-bd96-1635-7106-5941b71273fb', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-25T22:52:41.796Z', 'clOrdID': 'ba83a7c78f1a4ff9b16b9057d4753a0c', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-25 22:52:41 INFO: skip event ba83a7c78f1a4ff9b16b9057d4753a0c Canceled
2019-12-25 22:52:41 INFO: cancel order=ba83a7c78f1a4ff9b16b9057d4753a0c [{'orderID': '7bdf7030-bd96-1635-7106-5941b71273fb', 'clOrdID': 'ba83a7c78f1a4ff9b16b9057d4753a0c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 122.7, '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(2019, 12, 25, 22, 5, 5, 240000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 25, 22, 52, 41, 796000, tzinfo=tzlocal())}]
2019-12-25 22:52:41 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-25 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 25, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.3, 'high': 125.6, 'low': 124.85, 'close': 125.35, 'trades': 1515, 'volume': 2554075, 'vwap': 125.22, 'lastSize': 3407, 'turnover': 31980020990, 'homeNotional': 18375.31617566672, 'foreignNotional': 2300810.700683787}, {'timestamp': datetime.datetime(2019, 12, 25, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.6, 'low': 124.9, 'close': 125.3, 'trades': 1443, 'volume': 1892519, 'vwap': 125.16, 'lastSize': 4, 'turnover': 23685233630, 'homeNotional': 13671.601488296797, 'foreignNotional': 1711029.752358759}, {'timestamp': datetime.datetime(2019, 12, 25, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 125.95, 'low': 125.45, 'close': 125.55, 'trades': 2279, 'volume': 7845996, 'vwap': 125.67, 'lastSize': 100, 'turnover': 98598410865, 'homeNotional': 56781.31754243223, 'foreignNotional': 7135548.433093584}]
2019-12-25 23:00:21 INFO: prepare buckets [{'low_price': 124.85, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 124.9, 'high_price': 125.6, 'color': 'RED'}, {'low_price': 125.45, 'high_price': 125.95, 'color': 'GREEN'}]
2019-12-25 23:00:21 INFO: bucket_size=0.75 (allowed (0.39, 2.0))
2019-12-25 23:00:21 INFO: check need new order None
2019-12-26 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.35, 'high': 125.35, 'low': 124.75, 'close': 125.05, 'trades': 926, 'volume': 1576712, 'vwap': 125.0, 'lastSize': 7886, 'turnover': 19707552910, 'homeNotional': 11343.672294284557, 'foreignNotional': 1417862.8047748331}, {'timestamp': datetime.datetime(2019, 12, 25, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.3, 'high': 125.6, 'low': 124.85, 'close': 125.35, 'trades': 1515, 'volume': 2554075, 'vwap': 125.22, 'lastSize': 3407, 'turnover': 31980020990, 'homeNotional': 18375.31617566672, 'foreignNotional': 2300810.700683787}, {'timestamp': datetime.datetime(2019, 12, 25, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.6, 'low': 124.9, 'close': 125.3, 'trades': 1443, 'volume': 1892519, 'vwap': 125.16, 'lastSize': 4, 'turnover': 23685233630, 'homeNotional': 13671.601488296797, 'foreignNotional': 1711029.752358759}]
2019-12-26 00:00:20 INFO: prepare buckets [{'low_price': 124.75, 'high_price': 125.35, 'color': 'RED'}, {'low_price': 124.85, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 124.9, 'high_price': 125.6, 'color': 'RED'}]
2019-12-26 00:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 2.0))
2019-12-26 00:00:20 INFO: check need new order None
2019-12-26 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.05, 'high': 125.35, 'low': 124.75, 'close': 124.75, 'trades': 1567, 'volume': 1979426, 'vwap': 125.11, 'lastSize': 5000, 'turnover': 24763139070, 'homeNotional': 14247.733019683768, 'foreignNotional': 1782430.3949361648}, {'timestamp': datetime.datetime(2019, 12, 26, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.35, 'high': 125.35, 'low': 124.75, 'close': 125.05, 'trades': 926, 'volume': 1576712, 'vwap': 125.0, 'lastSize': 7886, 'turnover': 19707552910, 'homeNotional': 11343.672294284557, 'foreignNotional': 1417862.8047748331}, {'timestamp': datetime.datetime(2019, 12, 25, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.3, 'high': 125.6, 'low': 124.85, 'close': 125.35, 'trades': 1515, 'volume': 2554075, 'vwap': 125.22, 'lastSize': 3407, 'turnover': 31980020990, 'homeNotional': 18375.31617566672, 'foreignNotional': 2300810.700683787}]
2019-12-26 01:00:20 INFO: prepare buckets [{'low_price': 124.75, 'high_price': 125.35, 'color': 'RED'}, {'low_price': 124.75, 'high_price': 125.35, 'color': 'RED'}, {'low_price': 124.85, 'high_price': 125.6, 'color': 'GREEN'}]
2019-12-26 01:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 2.0))
2019-12-26 01:00:20 INFO: check need new order None
2019-12-26 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.75, 'high': 124.8, 'low': 124.45, 'close': 124.8, 'trades': 1023, 'volume': 1165461, 'vwap': 124.62, 'lastSize': 1, 'turnover': 14522949555, 'homeNotional': 8373.531103229941, 'foreignNotional': 1043436.0455115999}, {'timestamp': datetime.datetime(2019, 12, 26, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.05, 'high': 125.35, 'low': 124.75, 'close': 124.75, 'trades': 1567, 'volume': 1979426, 'vwap': 125.11, 'lastSize': 5000, 'turnover': 24763139070, 'homeNotional': 14247.733019683768, 'foreignNotional': 1782430.3949361648}, {'timestamp': datetime.datetime(2019, 12, 26, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.35, 'high': 125.35, 'low': 124.75, 'close': 125.05, 'trades': 926, 'volume': 1576712, 'vwap': 125.0, 'lastSize': 7886, 'turnover': 19707552910, 'homeNotional': 11343.672294284557, 'foreignNotional': 1417862.8047748331}]
2019-12-26 02:00:20 INFO: prepare buckets [{'low_price': 124.45, 'high_price': 124.8, 'color': 'GREEN'}, {'low_price': 124.75, 'high_price': 125.35, 'color': 'RED'}, {'low_price': 124.75, 'high_price': 125.35, 'color': 'RED'}]
2019-12-26 02:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.39, 2.0))
2019-12-26 02:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small
2019-12-26 02:00:20 INFO: check need new order None
2019-12-26 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.8, 'high': 125.15, 'low': 124.75, 'close': 125.15, 'trades': 1092, 'volume': 1907652, 'vwap': 124.99, 'lastSize': 1, 'turnover': 23842168615, 'homeNotional': 13724.402587009885, 'foreignNotional': 1715299.8144566359}, {'timestamp': datetime.datetime(2019, 12, 26, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.75, 'high': 124.8, 'low': 124.45, 'close': 124.8, 'trades': 1023, 'volume': 1165461, 'vwap': 124.62, 'lastSize': 1, 'turnover': 14522949555, 'homeNotional': 8373.531103229941, 'foreignNotional': 1043436.0455115999}, {'timestamp': datetime.datetime(2019, 12, 26, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.05, 'high': 125.35, 'low': 124.75, 'close': 124.75, 'trades': 1567, 'volume': 1979426, 'vwap': 125.11, 'lastSize': 5000, 'turnover': 24763139070, 'homeNotional': 14247.733019683768, 'foreignNotional': 1782430.3949361648}]
2019-12-26 03:00:20 INFO: prepare buckets [{'low_price': 124.75, 'high_price': 125.15, 'color': 'GREEN'}, {'low_price': 124.45, 'high_price': 124.8, 'color': 'GREEN'}, {'low_price': 124.75, 'high_price': 125.35, 'color': 'RED'}]
2019-12-26 03:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 2.0))
2019-12-26 03:00:20 INFO: check need new order None
2019-12-26 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.15, 'low': 124.2, 'close': 124.4, 'trades': 1387, 'volume': 2880735, 'vwap': 124.72, 'lastSize': 2500, 'turnover': 35926914905, 'homeNotional': 20690.080461552338, 'foreignNotional': 2580356.0242217816}, {'timestamp': datetime.datetime(2019, 12, 26, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.8, 'high': 125.15, 'low': 124.75, 'close': 125.15, 'trades': 1092, 'volume': 1907652, 'vwap': 124.99, 'lastSize': 1, 'turnover': 23842168615, 'homeNotional': 13724.402587009885, 'foreignNotional': 1715299.8144566359}, {'timestamp': datetime.datetime(2019, 12, 26, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.75, 'high': 124.8, 'low': 124.45, 'close': 124.8, 'trades': 1023, 'volume': 1165461, 'vwap': 124.62, 'lastSize': 1, 'turnover': 14522949555, 'homeNotional': 8373.531103229941, 'foreignNotional': 1043436.0455115999}]
2019-12-26 04:00:20 INFO: prepare buckets [{'low_price': 124.2, 'high_price': 125.15, 'color': 'RED'}, {'low_price': 124.75, 'high_price': 125.15, 'color': 'GREEN'}, {'low_price': 124.45, 'high_price': 124.8, 'color': 'GREEN'}]
2019-12-26 04:00:20 INFO: bucket_size=0.9500000000000028 (allowed (0.39, 2.0))
2019-12-26 04:00:20 INFO: check need new order {'low_price': 124.2, 'high_price': 125.15, 'color': 'RED'}
2019-12-26 04:00:20 INFO: place order: start low=124.2 high=125.15 RED ETHUSD price_offset=0.1
2019-12-26 04:00:20 INFO: place order: side_factor=1.0 init_trigger_price=124.15 init_order_price=124.10000000000001 stop_price_offset=0.0 bucket_size=0.9500000000000028 stop_price=125.15 take_price=121.25
2019-12-26 04:00:20 INFO: place order: compute qty=-10.0
2019-12-26 04:00:20 INFO: place order: save order to db 8421d6b6621d4e1788fa71d3c8f0be46; response=True
2019-12-26 04:00:20 INFO: post order to exchange resp={'orderID': '5cd23a2c-bb1b-9fc4-3706-292ece02bb6d', 'clOrdID': '8421d6b6621d4e1788fa71d3c8f0be46', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 124.1, 'displayQty': None, 'stopPx': 124.15, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 4, 0, 20, 822000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 4, 0, 20, 822000, tzinfo=tzlocal())}
2019-12-26 04:00:20 INFO: place new init order {'qty': -10.0, 'init_price': 124.15, 'stop_price': 125.15, 'take_price': 121.25, 'order_uid': '8421d6b6621d4e1788fa71d3c8f0be46', 'response': {'orderID': '5cd23a2c-bb1b-9fc4-3706-292ece02bb6d', 'clOrdID': '8421d6b6621d4e1788fa71d3c8f0be46', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 124.1, 'displayQty': None, 'stopPx': 124.15, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 4, 0, 20, 822000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 4, 0, 20, 822000, tzinfo=tzlocal())}}
2019-12-26 04:00:21 INFO: process event {'orderID': '5cd23a2c-bb1b-9fc4-3706-292ece02bb6d', 'clOrdID': '8421d6b6621d4e1788fa71d3c8f0be46', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 124.1, 'displayQty': None, 'stopPx': 124.15, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-26T04:00:20.822Z', 'timestamp': '2019-12-26T04:00:20.822Z'}
2019-12-26 04:00:21 INFO: skip event 8421d6b6621d4e1788fa71d3c8f0be46 New
2019-12-26 04:30:02 ERROR: Error : Connection is already closed.
2019-12-26 04:30:02 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f09770dad00>>: Connection is already closed.
2019-12-26 04:30:02 INFO: Websocket Closed
2019-12-26 04:30:03 WARNING: reconnect to socket
2019-12-26 04:30:03 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-26 04:30:03 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-26 04:30:03 INFO: Authenticating with API Key.
2019-12-26 04:30:04 INFO: Connected to WS.
2019-12-26 04:36:47 ERROR: Error : Connection is already closed.
2019-12-26 04:36:47 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f09770dac40>>: Connection is already closed.
2019-12-26 04:36:47 INFO: Websocket Closed
2019-12-26 04:36:48 WARNING: reconnect to socket
2019-12-26 04:36:48 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-26 04:36:48 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-26 04:36:48 INFO: Authenticating with API Key.
2019-12-26 04:36:49 INFO: Connected to WS.
2019-12-26 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.4, 'high': 124.7, 'low': 124.35, 'close': 124.35, 'trades': 951, 'volume': 1658474, 'vwap': 124.54, 'lastSize': 175, 'turnover': 20653682865, 'homeNotional': 11901.393715469634, 'foreignNotional': 1482131.5232729823}, {'timestamp': datetime.datetime(2019, 12, 26, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.15, 'low': 124.2, 'close': 124.4, 'trades': 1387, 'volume': 2880735, 'vwap': 124.72, 'lastSize': 2500, 'turnover': 35926914905, 'homeNotional': 20690.080461552338, 'foreignNotional': 2580356.0242217816}, {'timestamp': datetime.datetime(2019, 12, 26, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.8, 'high': 125.15, 'low': 124.75, 'close': 125.15, 'trades': 1092, 'volume': 1907652, 'vwap': 124.99, 'lastSize': 1, 'turnover': 23842168615, 'homeNotional': 13724.402587009885, 'foreignNotional': 1715299.8144566359}]
2019-12-26 05:00:20 INFO: prepare buckets [{'low_price': 124.35, 'high_price': 124.7, 'color': 'RED'}, {'low_price': 124.2, 'high_price': 125.15, 'color': 'RED'}, {'low_price': 124.75, 'high_price': 125.15, 'color': 'GREEN'}]
2019-12-26 05:00:20 INFO: bucket_size=0.3500000000000085 (allowed (0.39, 2.0))
2019-12-26 05:00:20 WARNING: skip bucket by bucket_size=0.3500000000000085 too small
2019-12-26 05:00:20 INFO: check need new order None
2019-12-26 05:54:42 INFO: process event {'orderID': '5cd23a2c-bb1b-9fc4-3706-292ece02bb6d', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-26T05:54:42.299Z', 'clOrdID': '8421d6b6621d4e1788fa71d3c8f0be46', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 05:54:42 INFO: skip event 8421d6b6621d4e1788fa71d3c8f0be46 Canceled
2019-12-26 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.35, 'high': 124.55, 'low': 124.25, 'close': 124.45, 'trades': 819, 'volume': 950062, 'vwap': 124.42, 'lastSize': 300, 'turnover': 11819966965, 'homeNotional': 6815.481993781621, 'foreignNotional': 847931.9294789049}, {'timestamp': datetime.datetime(2019, 12, 26, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.4, 'high': 124.7, 'low': 124.35, 'close': 124.35, 'trades': 951, 'volume': 1658474, 'vwap': 124.54, 'lastSize': 175, 'turnover': 20653682865, 'homeNotional': 11901.393715469634, 'foreignNotional': 1482131.5232729823}, {'timestamp': datetime.datetime(2019, 12, 26, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.15, 'low': 124.2, 'close': 124.4, 'trades': 1387, 'volume': 2880735, 'vwap': 124.72, 'lastSize': 2500, 'turnover': 35926914905, 'homeNotional': 20690.080461552338, 'foreignNotional': 2580356.0242217816}]
2019-12-26 06:00:20 INFO: prepare buckets [{'low_price': 124.25, 'high_price': 124.55, 'color': 'GREEN'}, {'low_price': 124.35, 'high_price': 124.7, 'color': 'RED'}, {'low_price': 124.2, 'high_price': 125.15, 'color': 'RED'}]
2019-12-26 06:00:20 INFO: bucket_size=0.29999999999999716 (allowed (0.39, 2.0))
2019-12-26 06:00:20 WARNING: skip bucket by bucket_size=0.29999999999999716 too small
2019-12-26 06:00:20 INFO: check need new order None
2019-12-26 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.45, 'high': 124.95, 'low': 124.4, 'close': 124.95, 'trades': 1537, 'volume': 4177828, 'vwap': 124.69, 'lastSize': 3607, 'turnover': 52091041315, 'homeNotional': 30036.828799472256, 'foreignNotional': 3745133.494370103}, {'timestamp': datetime.datetime(2019, 12, 26, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.35, 'high': 124.55, 'low': 124.25, 'close': 124.45, 'trades': 819, 'volume': 950062, 'vwap': 124.42, 'lastSize': 300, 'turnover': 11819966965, 'homeNotional': 6815.481993781621, 'foreignNotional': 847931.9294789049}, {'timestamp': datetime.datetime(2019, 12, 26, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.4, 'high': 124.7, 'low': 124.35, 'close': 124.35, 'trades': 951, 'volume': 1658474, 'vwap': 124.54, 'lastSize': 175, 'turnover': 20653682865, 'homeNotional': 11901.393715469634, 'foreignNotional': 1482131.5232729823}]
2019-12-26 07:00:20 INFO: prepare buckets [{'low_price': 124.4, 'high_price': 124.95, 'color': 'GREEN'}, {'low_price': 124.25, 'high_price': 124.55, 'color': 'GREEN'}, {'low_price': 124.35, 'high_price': 124.7, 'color': 'RED'}]
2019-12-26 07:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.39, 2.0))
2019-12-26 07:00:20 INFO: check need new order None
2019-12-26 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.95, 'high': 124.95, 'low': 124.45, 'close': 124.7, 'trades': 1329, 'volume': 2478686, 'vwap': 124.7, 'lastSize': 508, 'turnover': 30907382025, 'homeNotional': 17829.587669066786, 'foreignNotional': 2223218.3576263543}, {'timestamp': datetime.datetime(2019, 12, 26, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.45, 'high': 124.95, 'low': 124.4, 'close': 124.95, 'trades': 1537, 'volume': 4177828, 'vwap': 124.69, 'lastSize': 3607, 'turnover': 52091041315, 'homeNotional': 30036.828799472256, 'foreignNotional': 3745133.494370103}, {'timestamp': datetime.datetime(2019, 12, 26, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.35, 'high': 124.55, 'low': 124.25, 'close': 124.45, 'trades': 819, 'volume': 950062, 'vwap': 124.42, 'lastSize': 300, 'turnover': 11819966965, 'homeNotional': 6815.481993781621, 'foreignNotional': 847931.9294789049}]
2019-12-26 08:00:20 INFO: prepare buckets [{'low_price': 124.45, 'high_price': 124.95, 'color': 'RED'}, {'low_price': 124.4, 'high_price': 124.95, 'color': 'GREEN'}, {'low_price': 124.25, 'high_price': 124.55, 'color': 'GREEN'}]
2019-12-26 08:00:20 INFO: bucket_size=0.5 (allowed (0.39, 2.0))
2019-12-26 08:00:20 INFO: check need new order {'low_price': 124.45, 'high_price': 124.95, 'color': 'RED'}
2019-12-26 08:00:20 INFO: place order: start low=124.45 high=124.95 RED ETHUSD price_offset=0.1
2019-12-26 08:00:20 INFO: place order: side_factor=1.0 init_trigger_price=124.4 init_order_price=124.35000000000001 stop_price_offset=0.0 bucket_size=0.5 stop_price=124.95 take_price=122.85000000000001
2019-12-26 08:00:20 INFO: place order: compute qty=-18.0
2019-12-26 08:00:20 INFO: place order: save order to db 902b7469e02948248350365de0e7651e; response=True
2019-12-26 08:00:20 INFO: post order to exchange resp={'orderID': 'e099b30f-df8a-ea3d-f389-d50d14b44a9f', 'clOrdID': '902b7469e02948248350365de0e7651e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 124.35, 'displayQty': None, 'stopPx': 124.4, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 8, 0, 20, 951000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 8, 0, 20, 951000, tzinfo=tzlocal())}
2019-12-26 08:00:20 INFO: place new init order {'qty': -18.0, 'init_price': 124.4, 'stop_price': 124.95, 'take_price': 122.85000000000001, 'order_uid': '902b7469e02948248350365de0e7651e', 'response': {'orderID': 'e099b30f-df8a-ea3d-f389-d50d14b44a9f', 'clOrdID': '902b7469e02948248350365de0e7651e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 124.35, 'displayQty': None, 'stopPx': 124.4, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 8, 0, 20, 951000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 8, 0, 20, 951000, tzinfo=tzlocal())}}
2019-12-26 08:00:21 INFO: process event {'orderID': 'e099b30f-df8a-ea3d-f389-d50d14b44a9f', 'clOrdID': '902b7469e02948248350365de0e7651e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 124.35, 'displayQty': None, 'stopPx': 124.4, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-26T08:00:20.951Z', 'timestamp': '2019-12-26T08:00:20.951Z'}
2019-12-26 08:00:21 INFO: skip event 902b7469e02948248350365de0e7651e New
2019-12-26 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.7, 'high': 126.1, 'low': 124.65, 'close': 125.4, 'trades': 3274, 'volume': 7227977, 'vwap': 125.46, 'lastSize': 4, 'turnover': 90679874920, 'homeNotional': 52186.57882208389, 'foreignNotional': 6547170.6891942145}, {'timestamp': datetime.datetime(2019, 12, 26, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.95, 'high': 124.95, 'low': 124.45, 'close': 124.7, 'trades': 1329, 'volume': 2478686, 'vwap': 124.7, 'lastSize': 508, 'turnover': 30907382025, 'homeNotional': 17829.587669066786, 'foreignNotional': 2223218.3576263543}, {'timestamp': datetime.datetime(2019, 12, 26, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.45, 'high': 124.95, 'low': 124.4, 'close': 124.95, 'trades': 1537, 'volume': 4177828, 'vwap': 124.69, 'lastSize': 3607, 'turnover': 52091041315, 'homeNotional': 30036.828799472256, 'foreignNotional': 3745133.494370103}]
2019-12-26 09:00:20 INFO: prepare buckets [{'low_price': 124.65, 'high_price': 126.1, 'color': 'GREEN'}, {'low_price': 124.45, 'high_price': 124.95, 'color': 'RED'}, {'low_price': 124.4, 'high_price': 124.95, 'color': 'GREEN'}]
2019-12-26 09:00:20 INFO: bucket_size=1.4499999999999886 (allowed (0.39, 2.0))
2019-12-26 09:00:20 INFO: check need new order None
2019-12-26 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.4, 'high': 125.85, 'low': 125.1, 'close': 125.25, 'trades': 1589, 'volume': 2637999, 'vwap': 125.51, 'lastSize': 1000, 'turnover': 33108786550, 'homeNotional': 19030.965652261806, 'foreignNotional': 2388525.5450029555}, {'timestamp': datetime.datetime(2019, 12, 26, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.7, 'high': 126.1, 'low': 124.65, 'close': 125.4, 'trades': 3274, 'volume': 7227977, 'vwap': 125.46, 'lastSize': 4, 'turnover': 90679874920, 'homeNotional': 52186.57882208389, 'foreignNotional': 6547170.6891942145}, {'timestamp': datetime.datetime(2019, 12, 26, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.95, 'high': 124.95, 'low': 124.45, 'close': 124.7, 'trades': 1329, 'volume': 2478686, 'vwap': 124.7, 'lastSize': 508, 'turnover': 30907382025, 'homeNotional': 17829.587669066786, 'foreignNotional': 2223218.3576263543}]
2019-12-26 10:00:20 INFO: prepare buckets [{'low_price': 125.1, 'high_price': 125.85, 'color': 'RED'}, {'low_price': 124.65, 'high_price': 126.1, 'color': 'GREEN'}, {'low_price': 124.45, 'high_price': 124.95, 'color': 'RED'}]
2019-12-26 10:00:20 INFO: bucket_size=0.75 (allowed (0.39, 2.0))
2019-12-26 10:00:20 INFO: check need new order None
2019-12-26 10:11:52 WARNING: handle interrupt sig 2 False
/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(
2019-12-26 10:11:56 INFO: start trader process
2019-12-26 10:11:56 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-26 10:11:56 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-26 10:11:56 INFO: Authenticating with API Key.
2019-12-26 10:11:57 INFO: Connected to WS.
2019-12-26 10:42:22 ERROR: Error : Connection is already closed.
2019-12-26 10:42:22 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232b57dc0>>: Connection is already closed.
2019-12-26 10:42:22 INFO: Websocket Closed
2019-12-26 10:42:23 WARNING: reconnect to socket
2019-12-26 10:42:23 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-26 10:42:23 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-26 10:42:23 INFO: Authenticating with API Key.
2019-12-26 10:42:24 INFO: Connected to WS.
2019-12-26 10:50:33 ERROR: Error : Connection is already closed.
2019-12-26 10:50:33 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232b57d00>>: Connection is already closed.
2019-12-26 10:50:33 INFO: Websocket Closed
2019-12-26 10:50:34 WARNING: reconnect to socket
2019-12-26 10:50:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-26 10:50:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-26 10:50:34 INFO: Authenticating with API Key.
2019-12-26 10:50:35 INFO: Connected to WS.
2019-12-26 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.3, 'low': 125.1, 'close': 125.15, 'trades': 661, 'volume': 1233160, 'vwap': 125.17, 'lastSize': 1335, 'turnover': 15435131430, 'homeNotional': 8884.458227865725, 'foreignNotional': 1112043.6888788461}, {'timestamp': datetime.datetime(2019, 12, 26, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.4, 'high': 125.85, 'low': 125.1, 'close': 125.25, 'trades': 1589, 'volume': 2637999, 'vwap': 125.51, 'lastSize': 1000, 'turnover': 33108786550, 'homeNotional': 19030.965652261806, 'foreignNotional': 2388525.5450029555}, {'timestamp': datetime.datetime(2019, 12, 26, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.7, 'high': 126.1, 'low': 124.65, 'close': 125.4, 'trades': 3274, 'volume': 7227977, 'vwap': 125.46, 'lastSize': 4, 'turnover': 90679874920, 'homeNotional': 52186.57882208389, 'foreignNotional': 6547170.6891942145}]
2019-12-26 11:00:21 INFO: prepare buckets [{'low_price': 125.1, 'high_price': 125.3, 'color': 'RED'}, {'low_price': 125.1, 'high_price': 125.85, 'color': 'RED'}, {'low_price': 124.65, 'high_price': 126.1, 'color': 'GREEN'}]
2019-12-26 11:00:21 INFO: bucket_size=0.20000000000000284 (allowed (0.39, 0.95))
2019-12-26 11:00:21 WARNING: skip bucket by bucket_size=0.20000000000000284 too small
2019-12-26 11:00:21 INFO: check need new order None
2019-12-26 12:00:23 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.2, 'low': 124.75, 'close': 125.0, 'trades': 1299, 'volume': 1884856, 'vwap': 124.91, 'lastSize': 3, 'turnover': 23542801735, 'homeNotional': 13546.036501025934, 'foreignNotional': 1691968.7894836343}, {'timestamp': datetime.datetime(2019, 12, 26, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.3, 'low': 125.1, 'close': 125.15, 'trades': 661, 'volume': 1233160, 'vwap': 125.17, 'lastSize': 1335, 'turnover': 15435131430, 'homeNotional': 8884.458227865725, 'foreignNotional': 1112043.6888788461}, {'timestamp': datetime.datetime(2019, 12, 26, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.4, 'high': 125.85, 'low': 125.1, 'close': 125.25, 'trades': 1589, 'volume': 2637999, 'vwap': 125.51, 'lastSize': 1000, 'turnover': 33108786550, 'homeNotional': 19030.965652261806, 'foreignNotional': 2388525.5450029555}]
2019-12-26 12:00:23 INFO: prepare buckets [{'low_price': 124.75, 'high_price': 125.2, 'color': 'RED'}, {'low_price': 125.1, 'high_price': 125.3, 'color': 'RED'}, {'low_price': 125.1, 'high_price': 125.85, 'color': 'RED'}]
2019-12-26 12:00:23 INFO: bucket_size=0.45000000000000284 (allowed (0.39, 0.95))
2019-12-26 12:00:23 INFO: check need new order None
2019-12-26 12:56:45 ERROR: Error : Connection is already closed.
2019-12-26 12:56:45 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232be1790>>: Connection is already closed.
2019-12-26 12:56:45 INFO: Websocket Closed
2019-12-26 12:56:46 WARNING: reconnect to socket
2019-12-26 12:56:46 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-26 12:56:46 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-26 12:56:46 INFO: Authenticating with API Key.
2019-12-26 12:56:47 INFO: Connected to WS.
2019-12-26 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.0, 'high': 125.45, 'low': 124.9, 'close': 125.25, 'trades': 1275, 'volume': 1960572, 'vwap': 125.23, 'lastSize': 1, 'turnover': 24550615490, 'homeNotional': 14104.91671030819, 'foreignNotional': 1766243.8419136107}, {'timestamp': datetime.datetime(2019, 12, 26, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.2, 'low': 124.75, 'close': 125.0, 'trades': 1299, 'volume': 1884856, 'vwap': 124.91, 'lastSize': 3, 'turnover': 23542801735, 'homeNotional': 13546.036501025934, 'foreignNotional': 1691968.7894836343}, {'timestamp': datetime.datetime(2019, 12, 26, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.3, 'low': 125.1, 'close': 125.15, 'trades': 661, 'volume': 1233160, 'vwap': 125.17, 'lastSize': 1335, 'turnover': 15435131430, 'homeNotional': 8884.458227865725, 'foreignNotional': 1112043.6888788461}]
2019-12-26 13:00:20 INFO: prepare buckets [{'low_price': 124.9, 'high_price': 125.45, 'color': 'GREEN'}, {'low_price': 124.75, 'high_price': 125.2, 'color': 'RED'}, {'low_price': 125.1, 'high_price': 125.3, 'color': 'RED'}]
2019-12-26 13:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.39, 0.95))
2019-12-26 13:00:20 INFO: check need new order {'low_price': 124.9, 'high_price': 125.45, 'color': 'GREEN'}
2019-12-26 13:00:20 INFO: place order: start low=124.9 high=125.45 GREEN ETHUSD price_offset=0.1
2019-12-26 13:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=125.5 init_order_price=125.55 stop_price_offset=0.0 bucket_size=0.5499999999999972 stop_price=124.9 take_price=127.19999999999999
2019-12-26 13:00:20 INFO: place order: compute qty=17.0
2019-12-26 13:00:20 INFO: place order: save order to db c64bde634e0d456d93a44a87846b0b52; response=True
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2019-12-26 13:00:20 INFO: post order to exchange resp={'orderID': '150ac254-2e0c-2d2a-2565-45cce8bc17b0', 'clOrdID': 'c64bde634e0d456d93a44a87846b0b52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': 125.55, 'displayQty': None, 'stopPx': 125.5, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 13, 0, 20, 805000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 13, 0, 20, 805000, tzinfo=tzlocal())}
2019-12-26 13:00:20 INFO: place new init order {'qty': 17.0, 'init_price': 125.5, 'stop_price': 124.9, 'take_price': 127.19999999999999, 'order_uid': 'c64bde634e0d456d93a44a87846b0b52', 'response': {'orderID': '150ac254-2e0c-2d2a-2565-45cce8bc17b0', 'clOrdID': 'c64bde634e0d456d93a44a87846b0b52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': 125.55, 'displayQty': None, 'stopPx': 125.5, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 13, 0, 20, 805000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 13, 0, 20, 805000, tzinfo=tzlocal())}}
2019-12-26 13:00:21 INFO: process event {'orderID': '150ac254-2e0c-2d2a-2565-45cce8bc17b0', 'clOrdID': 'c64bde634e0d456d93a44a87846b0b52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': 125.55, 'displayQty': None, 'stopPx': 125.5, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-26T13:00:20.805Z', 'timestamp': '2019-12-26T13:00:20.805Z'}
2019-12-26 13:00:21 INFO: skip event c64bde634e0d456d93a44a87846b0b52 New
2019-12-26 13:34:16 INFO: process event {'orderID': '150ac254-2e0c-2d2a-2565-45cce8bc17b0', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-26T13:34:16.606Z', 'clOrdID': 'c64bde634e0d456d93a44a87846b0b52', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 13:34:16 INFO: skip event c64bde634e0d456d93a44a87846b0b52 
2019-12-26 13:34:16 INFO: process event {'orderID': '150ac254-2e0c-2d2a-2565-45cce8bc17b0', 'workingIndicator': True, 'transactTime': '2019-12-26T13:34:16.606Z', 'clOrdID': 'c64bde634e0d456d93a44a87846b0b52', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-26T13:34:16.606Z'}
2019-12-26 13:34:16 INFO: skip event c64bde634e0d456d93a44a87846b0b52 
2019-12-26 13:34:16 INFO: process event {'orderID': '150ac254-2e0c-2d2a-2565-45cce8bc17b0', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 17, 'avgPx': 125.5, 'clOrdID': 'c64bde634e0d456d93a44a87846b0b52', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-26T13:34:16.606Z'}
2019-12-26 13:34:16 INFO: add new event={'uid': 'c64bde634e0d456d93a44a87846b0b52', 'status': 'Filled'}
2019-12-26 13:34:17 INFO: start process event--------------------------------------------
2019-12-26 13:34:17 INFO: fetch new order event c64bde634e0d456d93a44a87846b0b52
2019-12-26 13:34:17 INFO: fetch orders by event init={'stop': '124.9', 'take': '127.19999999999999', 'qty': '17.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-26 13:34:17 INFO: process init order filled
2019-12-26 13:34:17 INFO: save profit orders to storage stop=860f1e68f43e4e62b8a0636785d4369e take=6e928ca24c1c4bafba6649245b8d6c2e
2019-12-26 13:34:17 INFO: place profit orders take_price=127.19999999999999, stop_price=124.9, qty=17.0, color=GREEN, ticker=ETHUSD 860f1e68f43e4e62b8a0636785d4369e 6e928ca24c1c4bafba6649245b8d6c2e
2019-12-26 13:34:17 INFO: place stop order ETHUSD: qty=-17.0, stop_price=124.9, stop_uid=860f1e68f43e4e62b8a0636785d4369e
2019-12-26 13:34:17 INFO: process event {'orderID': '23fcc483-0584-84a3-d0e4-789b428575a0', 'clOrdID': '860f1e68f43e4e62b8a0636785d4369e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': None, 'displayQty': None, 'stopPx': 124.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-26T13:34:17.472Z', 'timestamp': '2019-12-26T13:34:17.472Z'}
2019-12-26 13:34:17 INFO: skip event 860f1e68f43e4e62b8a0636785d4369e New
2019-12-26 13:34:17 INFO: exchange resp for stop order={'orderID': '23fcc483-0584-84a3-d0e4-789b428575a0', 'clOrdID': '860f1e68f43e4e62b8a0636785d4369e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': None, 'displayQty': None, 'stopPx': 124.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 13, 34, 17, 472000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 13, 34, 17, 472000, tzinfo=tzlocal())}
2019-12-26 13:34:17 INFO: place limit order ETHUSD: qty=-17.0, price=127.19999999999999, take_uid=6e928ca24c1c4bafba6649245b8d6c2e
2019-12-26 13:34:17 INFO: process event {'orderID': 'ae6c690f-d7af-ed6e-09db-e6d71b19e82b', 'clOrdID': '6e928ca24c1c4bafba6649245b8d6c2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': 127.2, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-26T13:34:17.510Z', 'timestamp': '2019-12-26T13:34:17.510Z'}
2019-12-26 13:34:17 INFO: skip event 6e928ca24c1c4bafba6649245b8d6c2e New
2019-12-26 13:34:17 INFO: process event {'orderID': 'ae6c690f-d7af-ed6e-09db-e6d71b19e82b', 'workingIndicator': True, 'clOrdID': '6e928ca24c1c4bafba6649245b8d6c2e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-26T13:34:17.510Z'}
2019-12-26 13:34:17 INFO: skip event 6e928ca24c1c4bafba6649245b8d6c2e 
2019-12-26 13:34:17 INFO: exchange resp for take profit order={'orderID': 'ae6c690f-d7af-ed6e-09db-e6d71b19e82b', 'clOrdID': '6e928ca24c1c4bafba6649245b8d6c2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': 127.2, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 13, 34, 17, 510000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 13, 34, 17, 510000, tzinfo=tzlocal())}
2019-12-26 13:34:17 INFO: place profit orders={'stop': {'response': {'orderID': '23fcc483-0584-84a3-d0e4-789b428575a0', 'clOrdID': '860f1e68f43e4e62b8a0636785d4369e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': None, 'displayQty': None, 'stopPx': 124.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 13, 34, 17, 472000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 13, 34, 17, 472000, tzinfo=tzlocal())}, 'qty': -17.0, 'uid': '860f1e68f43e4e62b8a0636785d4369e', 'price': 124.9}, 'take': {'response': {'orderID': 'ae6c690f-d7af-ed6e-09db-e6d71b19e82b', 'clOrdID': '6e928ca24c1c4bafba6649245b8d6c2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': 127.2, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 13, 34, 17, 510000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 13, 34, 17, 510000, tzinfo=tzlocal())}, 'qty': -17.0, 'uid': '6e928ca24c1c4bafba6649245b8d6c2e', 'price': 127.19999999999999}}
2019-12-26 13:34:17 INFO: rm init order from db c64bde634e0d456d93a44a87846b0b52
2019-12-26 13:34:17 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-26 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.7, 'low': 125.0, 'close': 125.55, 'trades': 1297, 'volume': 1953047, 'vwap': 125.38, 'lastSize': 4, 'turnover': 24486848105, 'homeNotional': 14056.950119111154, 'foreignNotional': 1762430.363026326}, {'timestamp': datetime.datetime(2019, 12, 26, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.0, 'high': 125.45, 'low': 124.9, 'close': 125.25, 'trades': 1275, 'volume': 1960572, 'vwap': 125.23, 'lastSize': 1, 'turnover': 24550615490, 'homeNotional': 14104.91671030819, 'foreignNotional': 1766243.8419136107}, {'timestamp': datetime.datetime(2019, 12, 26, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.2, 'low': 124.75, 'close': 125.0, 'trades': 1299, 'volume': 1884856, 'vwap': 124.91, 'lastSize': 3, 'turnover': 23542801735, 'homeNotional': 13546.036501025934, 'foreignNotional': 1691968.7894836343}]
2019-12-26 14:00:20 INFO: prepare buckets [{'low_price': 125.0, 'high_price': 125.7, 'color': 'GREEN'}, {'low_price': 124.9, 'high_price': 125.45, 'color': 'GREEN'}, {'low_price': 124.75, 'high_price': 125.2, 'color': 'RED'}]
2019-12-26 14:00:20 INFO: bucket_size=0.7000000000000028 (allowed (0.39, 0.95))
2019-12-26 14:00:20 INFO: check need new order None
2019-12-26 14:25:27 ERROR: Error : Connection is already closed.
2019-12-26 14:25:27 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232c0f0d0>>: Connection is already closed.
2019-12-26 14:25:27 INFO: Websocket Closed
2019-12-26 14:25:28 WARNING: reconnect to socket
2019-12-26 14:25:28 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-26 14:25:28 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-26 14:25:28 INFO: Authenticating with API Key.
2019-12-26 14:25:29 INFO: Connected to WS.
2019-12-26 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.7, 'low': 125.4, 'close': 125.7, 'trades': 1397, 'volume': 2911323, 'vwap': 125.56, 'lastSize': 4, 'turnover': 36554284675, 'homeNotional': 20975.015542478843, 'foreignNotional': 2633602.872831688}, {'timestamp': datetime.datetime(2019, 12, 26, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.7, 'low': 125.0, 'close': 125.55, 'trades': 1297, 'volume': 1953047, 'vwap': 125.38, 'lastSize': 4, 'turnover': 24486848105, 'homeNotional': 14056.950119111154, 'foreignNotional': 1762430.363026326}, {'timestamp': datetime.datetime(2019, 12, 26, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.0, 'high': 125.45, 'low': 124.9, 'close': 125.25, 'trades': 1275, 'volume': 1960572, 'vwap': 125.23, 'lastSize': 1, 'turnover': 24550615490, 'homeNotional': 14104.91671030819, 'foreignNotional': 1766243.8419136107}]
2019-12-26 15:00:21 INFO: prepare buckets [{'low_price': 125.4, 'high_price': 125.7, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.7, 'color': 'GREEN'}, {'low_price': 124.9, 'high_price': 125.45, 'color': 'GREEN'}]
2019-12-26 15:00:21 INFO: bucket_size=0.29999999999999716 (allowed (0.39, 0.95))
2019-12-26 15:00:21 WARNING: skip bucket by bucket_size=0.29999999999999716 too small
2019-12-26 15:00:21 INFO: check need new order None
2019-12-26 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.7, 'high': 126.3, 'low': 125.4, 'close': 126.0, 'trades': 2352, 'volume': 8403301, 'vwap': 125.66, 'lastSize': 1, 'turnover': 105590484015, 'homeNotional': 60653.643272396, 'foreignNotional': 7621357.978324914}, {'timestamp': datetime.datetime(2019, 12, 26, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.7, 'low': 125.4, 'close': 125.7, 'trades': 1397, 'volume': 2911323, 'vwap': 125.56, 'lastSize': 4, 'turnover': 36554284675, 'homeNotional': 20975.015542478843, 'foreignNotional': 2633602.872831688}, {'timestamp': datetime.datetime(2019, 12, 26, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.7, 'low': 125.0, 'close': 125.55, 'trades': 1297, 'volume': 1953047, 'vwap': 125.38, 'lastSize': 4, 'turnover': 24486848105, 'homeNotional': 14056.950119111154, 'foreignNotional': 1762430.363026326}]
2019-12-26 16:00:20 INFO: prepare buckets [{'low_price': 125.4, 'high_price': 126.3, 'color': 'GREEN'}, {'low_price': 125.4, 'high_price': 125.7, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.7, 'color': 'GREEN'}]
2019-12-26 16:00:20 INFO: bucket_size=0.8999999999999915 (allowed (0.39, 0.95))
2019-12-26 16:00:20 INFO: check need new order None
2019-12-26 16:02:30 INFO: process event {'orderID': 'e099b30f-df8a-ea3d-f389-d50d14b44a9f', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2019-12-26T16:02:30.282Z', 'clOrdID': '902b7469e02948248350365de0e7651e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 16:02:30 INFO: skip event 902b7469e02948248350365de0e7651e Canceled
2019-12-26 16:30:29 INFO: process event {'orderID': 'ae6c690f-d7af-ed6e-09db-e6d71b19e82b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 17, 'avgPx': 127.2, 'timestamp': '2019-12-26T16:30:29.676Z', 'clOrdID': '6e928ca24c1c4bafba6649245b8d6c2e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 16:30:29 INFO: add new event={'uid': '6e928ca24c1c4bafba6649245b8d6c2e', 'status': 'Filled'}
2019-12-26 16:30:29 INFO: start process event--------------------------------------------
2019-12-26 16:30:29 INFO: fetch new order event 6e928ca24c1c4bafba6649245b8d6c2e
2019-12-26 16:30:29 INFO: fetch orders by event init=None profit_pair=860f1e68f43e4e62b8a0636785d4369e
2019-12-26 16:30:29 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2019-12-26 16:30:31 INFO: cancel order=860f1e68f43e4e62b8a0636785d4369e [{'orderID': '23fcc483-0584-84a3-d0e4-789b428575a0', 'clOrdID': '860f1e68f43e4e62b8a0636785d4369e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': None, 'displayQty': None, 'stopPx': 124.9, '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(2019, 12, 26, 13, 34, 17, 472000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 16, 30, 31, 208000, tzinfo=tzlocal())}]
2019-12-26 16:30:31 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-26 16:30:31 INFO: process event {'orderID': '23fcc483-0584-84a3-d0e4-789b428575a0', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2019-12-26T16:30:31.208Z', 'clOrdID': '860f1e68f43e4e62b8a0636785d4369e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 16:30:31 INFO: skip event 860f1e68f43e4e62b8a0636785d4369e Canceled
2019-12-26 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.0, 'high': 128.8, 'low': 125.5, 'close': 128.2, 'trades': 9304, 'volume': 18956041, 'vwap': 127.38, 'lastSize': 157, 'turnover': 241461470555, 'homeNotional': 137877.47273720676, 'foreignNotional': 17563356.015825853}, {'timestamp': datetime.datetime(2019, 12, 26, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.7, 'high': 126.3, 'low': 125.4, 'close': 126.0, 'trades': 2352, 'volume': 8403301, 'vwap': 125.66, 'lastSize': 1, 'turnover': 105590484015, 'homeNotional': 60653.643272396, 'foreignNotional': 7621357.978324914}, {'timestamp': datetime.datetime(2019, 12, 26, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.55, 'high': 125.7, 'low': 125.4, 'close': 125.7, 'trades': 1397, 'volume': 2911323, 'vwap': 125.56, 'lastSize': 4, 'turnover': 36554284675, 'homeNotional': 20975.015542478843, 'foreignNotional': 2633602.872831688}]
2019-12-26 17:00:21 INFO: prepare buckets [{'low_price': 125.5, 'high_price': 128.8, 'color': 'GREEN'}, {'low_price': 125.4, 'high_price': 126.3, 'color': 'GREEN'}, {'low_price': 125.4, 'high_price': 125.7, 'color': 'GREEN'}]
2019-12-26 17:00:21 INFO: bucket_size=3.3000000000000114 (allowed (0.39, 0.95))
2019-12-26 17:00:21 WARNING: skip bucket by bucket_size=3.3000000000000114 too big
2019-12-26 17:00:21 INFO: check need new order None
2019-12-26 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.95, 'low': 127.9, 'close': 128.85, 'trades': 3900, 'volume': 8794102, 'vwap': 128.58, 'lastSize': 500, 'turnover': 113068626700, 'homeNotional': 64619.38964348939, 'foreignNotional': 8308332.297562717}, {'timestamp': datetime.datetime(2019, 12, 26, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.0, 'high': 128.8, 'low': 125.5, 'close': 128.2, 'trades': 9304, 'volume': 18956041, 'vwap': 127.38, 'lastSize': 157, 'turnover': 241461470555, 'homeNotional': 137877.47273720676, 'foreignNotional': 17563356.015825853}, {'timestamp': datetime.datetime(2019, 12, 26, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.7, 'high': 126.3, 'low': 125.4, 'close': 126.0, 'trades': 2352, 'volume': 8403301, 'vwap': 125.66, 'lastSize': 1, 'turnover': 105590484015, 'homeNotional': 60653.643272396, 'foreignNotional': 7621357.978324914}]
2019-12-26 18:00:20 INFO: prepare buckets [{'low_price': 127.9, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 125.5, 'high_price': 128.8, 'color': 'GREEN'}, {'low_price': 125.4, 'high_price': 126.3, 'color': 'GREEN'}]
2019-12-26 18:00:20 INFO: bucket_size=1.049999999999983 (allowed (0.39, 0.95))
2019-12-26 18:00:20 WARNING: skip bucket by bucket_size=1.049999999999983 too big
2019-12-26 18:00:20 INFO: check need new order None
2019-12-26 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.95, 'low': 128.4, 'close': 128.7, 'trades': 1800, 'volume': 4439395, 'vwap': 128.74, 'lastSize': 600, 'turnover': 57148578400, 'homeNotional': 32672.904456025582, 'foreignNotional': 4206005.961203967}, {'timestamp': datetime.datetime(2019, 12, 26, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.95, 'low': 127.9, 'close': 128.85, 'trades': 3900, 'volume': 8794102, 'vwap': 128.58, 'lastSize': 500, 'turnover': 113068626700, 'homeNotional': 64619.38964348939, 'foreignNotional': 8308332.297562717}, {'timestamp': datetime.datetime(2019, 12, 26, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.0, 'high': 128.8, 'low': 125.5, 'close': 128.2, 'trades': 9304, 'volume': 18956041, 'vwap': 127.38, 'lastSize': 157, 'turnover': 241461470555, 'homeNotional': 137877.47273720676, 'foreignNotional': 17563356.015825853}]
2019-12-26 19:00:20 INFO: prepare buckets [{'low_price': 128.4, 'high_price': 128.95, 'color': 'RED'}, {'low_price': 127.9, 'high_price': 128.95, 'color': 'GREEN'}, {'low_price': 125.5, 'high_price': 128.8, 'color': 'GREEN'}]
2019-12-26 19:00:20 INFO: bucket_size=0.549999999999983 (allowed (0.39, 0.95))
2019-12-26 19:00:20 INFO: check need new order {'low_price': 128.4, 'high_price': 128.95, 'color': 'RED'}
2019-12-26 19:00:20 INFO: place order: start low=128.4 high=128.95 RED ETHUSD price_offset=0.1
2019-12-26 19:00:20 INFO: place order: side_factor=1.0 init_trigger_price=128.35 init_order_price=128.3 stop_price_offset=0.0 bucket_size=0.549999999999983 stop_price=128.95 take_price=126.65000000000006
2019-12-26 19:00:20 INFO: place order: compute qty=-17.0
2019-12-26 19:00:20 INFO: place order: save order to db 97173e6ea0f04751bde9fee5fee45da1; response=True
2019-12-26 19:00:20 INFO: post order to exchange resp={'orderID': '228cde19-fa4e-4dbb-9d30-2c31c134b454', 'clOrdID': '97173e6ea0f04751bde9fee5fee45da1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': 128.3, 'displayQty': None, 'stopPx': 128.35, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 19, 0, 20, 719000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 19, 0, 20, 719000, tzinfo=tzlocal())}
2019-12-26 19:00:20 INFO: place new init order {'qty': -17.0, 'init_price': 128.35, 'stop_price': 128.95, 'take_price': 126.65000000000006, 'order_uid': '97173e6ea0f04751bde9fee5fee45da1', 'response': {'orderID': '228cde19-fa4e-4dbb-9d30-2c31c134b454', 'clOrdID': '97173e6ea0f04751bde9fee5fee45da1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': 128.3, 'displayQty': None, 'stopPx': 128.35, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 26, 19, 0, 20, 719000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 19, 0, 20, 719000, tzinfo=tzlocal())}}
2019-12-26 19:00:21 INFO: process event {'orderID': '228cde19-fa4e-4dbb-9d30-2c31c134b454', 'clOrdID': '97173e6ea0f04751bde9fee5fee45da1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 17, 'price': 128.3, 'displayQty': None, 'stopPx': 128.35, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-26T19:00:20.719Z', 'timestamp': '2019-12-26T19:00:20.719Z'}
2019-12-26 19:00:21 INFO: skip event 97173e6ea0f04751bde9fee5fee45da1 New
2019-12-26 19:55:34 INFO: process event {'orderID': '228cde19-fa4e-4dbb-9d30-2c31c134b454', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-26T19:55:34.011Z', 'clOrdID': '97173e6ea0f04751bde9fee5fee45da1', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 19:55:34 INFO: skip event 97173e6ea0f04751bde9fee5fee45da1 
2019-12-26 19:55:34 INFO: process event {'orderID': '228cde19-fa4e-4dbb-9d30-2c31c134b454', 'workingIndicator': True, 'transactTime': '2019-12-26T19:55:34.011Z', 'clOrdID': '97173e6ea0f04751bde9fee5fee45da1', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-26T19:55:34.011Z'}
2019-12-26 19:55:34 INFO: skip event 97173e6ea0f04751bde9fee5fee45da1 
2019-12-26 19:55:37 INFO: process event {'orderID': '228cde19-fa4e-4dbb-9d30-2c31c134b454', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 17, 'avgPx': 128.3, 'timestamp': '2019-12-26T19:55:37.540Z', 'clOrdID': '97173e6ea0f04751bde9fee5fee45da1', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 19:55:37 INFO: add new event={'uid': '97173e6ea0f04751bde9fee5fee45da1', 'status': 'Filled'}
2019-12-26 19:55:37 INFO: start process event--------------------------------------------
2019-12-26 19:55:37 INFO: fetch new order event 97173e6ea0f04751bde9fee5fee45da1
2019-12-26 19:55:37 INFO: fetch orders by event init={'stop': '128.95', 'take': '126.65000000000006', 'qty': '17.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-26 19:55:37 INFO: process init order filled
2019-12-26 19:55:37 INFO: save profit orders to storage stop=72df463756504a2d8e8308e5c6b6bccf take=1a3aac1a10e84327a17ae9b0a291125e
2019-12-26 19:55:37 INFO: place profit orders take_price=126.65000000000006, stop_price=128.95, qty=17.0, color=RED, ticker=ETHUSD 72df463756504a2d8e8308e5c6b6bccf 1a3aac1a10e84327a17ae9b0a291125e
2019-12-26 19:55:37 INFO: place stop order ETHUSD: qty=17.0, stop_price=128.95, stop_uid=72df463756504a2d8e8308e5c6b6bccf
2019-12-26 19:55:39 INFO: exchange resp for stop order={'orderID': 'f530607b-4766-8fe2-a26d-3fa2b7aaa47b', 'clOrdID': '72df463756504a2d8e8308e5c6b6bccf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': None, 'displayQty': None, 'stopPx': 128.95, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 19, 55, 39, 411000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 19, 55, 39, 411000, tzinfo=tzlocal())}
2019-12-26 19:55:39 INFO: place limit order ETHUSD: qty=17.0, price=126.65000000000006, take_uid=1a3aac1a10e84327a17ae9b0a291125e
2019-12-26 19:55:39 INFO: process event {'orderID': 'f530607b-4766-8fe2-a26d-3fa2b7aaa47b', 'clOrdID': '72df463756504a2d8e8308e5c6b6bccf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': None, 'displayQty': None, 'stopPx': 128.95, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-26T19:55:39.411Z', 'timestamp': '2019-12-26T19:55:39.411Z'}
2019-12-26 19:55:39 INFO: skip event 72df463756504a2d8e8308e5c6b6bccf New
2019-12-26 19:55:41 INFO: exchange resp for take profit order={'orderID': '8376083a-b703-d6c2-bd53-826a15da3a3d', 'clOrdID': '1a3aac1a10e84327a17ae9b0a291125e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': 126.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 19, 55, 41, 649000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 19, 55, 41, 649000, tzinfo=tzlocal())}
2019-12-26 19:55:41 INFO: place profit orders={'stop': {'response': {'orderID': 'f530607b-4766-8fe2-a26d-3fa2b7aaa47b', 'clOrdID': '72df463756504a2d8e8308e5c6b6bccf', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': None, 'displayQty': None, 'stopPx': 128.95, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 19, 55, 39, 411000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 19, 55, 39, 411000, tzinfo=tzlocal())}, 'qty': 17.0, 'uid': '72df463756504a2d8e8308e5c6b6bccf', 'price': 128.95}, 'take': {'response': {'orderID': '8376083a-b703-d6c2-bd53-826a15da3a3d', 'clOrdID': '1a3aac1a10e84327a17ae9b0a291125e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': 126.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 26, 19, 55, 41, 649000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 19, 55, 41, 649000, tzinfo=tzlocal())}, 'qty': 17.0, 'uid': '1a3aac1a10e84327a17ae9b0a291125e', 'price': 126.65000000000006}}
2019-12-26 19:55:41 INFO: rm init order from db 97173e6ea0f04751bde9fee5fee45da1
2019-12-26 19:55:41 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-26 19:55:42 INFO: process event {'orderID': '8376083a-b703-d6c2-bd53-826a15da3a3d', 'clOrdID': '1a3aac1a10e84327a17ae9b0a291125e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': 126.65, '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': 17, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-26T19:55:41.649Z', 'timestamp': '2019-12-26T19:55:41.649Z'}
2019-12-26 19:55:42 INFO: skip event 1a3aac1a10e84327a17ae9b0a291125e New
2019-12-26 19:55:42 INFO: process event {'orderID': '8376083a-b703-d6c2-bd53-826a15da3a3d', 'workingIndicator': True, 'clOrdID': '1a3aac1a10e84327a17ae9b0a291125e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-26T19:55:41.649Z'}
2019-12-26 19:55:42 INFO: skip event 1a3aac1a10e84327a17ae9b0a291125e 
2019-12-26 19:55:45 INFO: process event {'orderID': 'f530607b-4766-8fe2-a26d-3fa2b7aaa47b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-26T19:55:44.891Z', 'clOrdID': '72df463756504a2d8e8308e5c6b6bccf', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 19:55:45 INFO: skip event 72df463756504a2d8e8308e5c6b6bccf 
2019-12-26 19:55:45 INFO: process event {'orderID': 'f530607b-4766-8fe2-a26d-3fa2b7aaa47b', 'price': 128.95, 'workingIndicator': True, 'transactTime': '2019-12-26T19:55:44.891Z', 'clOrdID': '72df463756504a2d8e8308e5c6b6bccf', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-26T19:55:44.891Z'}
2019-12-26 19:55:45 INFO: skip event 72df463756504a2d8e8308e5c6b6bccf 
2019-12-26 19:55:45 INFO: process event {'orderID': 'f530607b-4766-8fe2-a26d-3fa2b7aaa47b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 17, 'avgPx': 128.95, 'clOrdID': '72df463756504a2d8e8308e5c6b6bccf', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-26T19:55:44.891Z'}
2019-12-26 19:55:45 INFO: add new event={'uid': '72df463756504a2d8e8308e5c6b6bccf', 'status': 'Filled'}
2019-12-26 19:55:45 INFO: start process event--------------------------------------------
2019-12-26 19:55:45 INFO: fetch new order event 72df463756504a2d8e8308e5c6b6bccf
2019-12-26 19:55:45 INFO: fetch orders by event init=None profit_pair=1a3aac1a10e84327a17ae9b0a291125e
2019-12-26 19:55:45 INFO: process profit order filled
2019-12-26 19:55:47 INFO: cancel order=1a3aac1a10e84327a17ae9b0a291125e [{'orderID': '8376083a-b703-d6c2-bd53-826a15da3a3d', 'clOrdID': '1a3aac1a10e84327a17ae9b0a291125e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 17, 'price': 126.65, '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(2019, 12, 26, 19, 55, 41, 649000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 26, 19, 55, 47, 609000, tzinfo=tzlocal())}]
2019-12-26 19:55:47 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-26 19:55:47 INFO: process event {'orderID': '8376083a-b703-d6c2-bd53-826a15da3a3d', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-26T19:55:47.609Z', 'clOrdID': '1a3aac1a10e84327a17ae9b0a291125e', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-26 19:55:47 INFO: skip event 1a3aac1a10e84327a17ae9b0a291125e Canceled
2019-12-26 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 132.3, 'low': 127.75, 'close': 128.9, 'trades': 12900, 'volume': 29100094, 'vwap': 130.2, 'lastSize': 5000, 'turnover': 378876794040, 'homeNotional': 214208.9843466643, 'foreignNotional': 27890337.7518765}, {'timestamp': datetime.datetime(2019, 12, 26, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.95, 'low': 128.4, 'close': 128.7, 'trades': 1800, 'volume': 4439395, 'vwap': 128.74, 'lastSize': 600, 'turnover': 57148578400, 'homeNotional': 32672.904456025582, 'foreignNotional': 4206005.961203967}, {'timestamp': datetime.datetime(2019, 12, 26, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.95, 'low': 127.9, 'close': 128.85, 'trades': 3900, 'volume': 8794102, 'vwap': 128.58, 'lastSize': 500, 'turnover': 113068626700, 'homeNotional': 64619.38964348939, 'foreignNotional': 8308332.297562717}]
2019-12-26 20:00:20 INFO: prepare buckets [{'low_price': 127.75, 'high_price': 132.3, 'color': 'GREEN'}, {'low_price': 128.4, 'high_price': 128.95, 'color': 'RED'}, {'low_price': 127.9, 'high_price': 128.95, 'color': 'GREEN'}]
2019-12-26 20:00:20 INFO: bucket_size=4.550000000000011 (allowed (0.39, 0.95))
2019-12-26 20:00:20 WARNING: skip bucket by bucket_size=4.550000000000011 too big
2019-12-26 20:00:20 INFO: check need new order None
2019-12-26 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.55, 'low': 127.25, 'close': 127.7, 'trades': 5022, 'volume': 8116381, 'vwap': 128.11, 'lastSize': 48, 'turnover': 103976747495, 'homeNotional': 58931.29752855093, 'foreignNotional': 7549617.28822152}, {'timestamp': datetime.datetime(2019, 12, 26, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 132.3, 'low': 127.75, 'close': 128.9, 'trades': 12900, 'volume': 29100094, 'vwap': 130.2, 'lastSize': 5000, 'turnover': 378876794040, 'homeNotional': 214208.9843466643, 'foreignNotional': 27890337.7518765}, {'timestamp': datetime.datetime(2019, 12, 26, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.95, 'low': 128.4, 'close': 128.7, 'trades': 1800, 'volume': 4439395, 'vwap': 128.74, 'lastSize': 600, 'turnover': 57148578400, 'homeNotional': 32672.904456025582, 'foreignNotional': 4206005.961203967}]
2019-12-26 21:00:20 INFO: prepare buckets [{'low_price': 127.25, 'high_price': 129.55, 'color': 'RED'}, {'low_price': 127.75, 'high_price': 132.3, 'color': 'GREEN'}, {'low_price': 128.4, 'high_price': 128.95, 'color': 'RED'}]
2019-12-26 21:00:20 INFO: bucket_size=2.3000000000000114 (allowed (0.39, 0.95))
2019-12-26 21:00:20 WARNING: skip bucket by bucket_size=2.3000000000000114 too big
2019-12-26 21:00:20 INFO: check need new order None
2019-12-26 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 127.75, 'low': 125.8, 'close': 126.05, 'trades': 5108, 'volume': 13482091, 'vwap': 126.52, 'lastSize': 60, 'turnover': 170571785980, 'homeNotional': 97270.3386628272, 'foreignNotional': 12306418.854512105}, {'timestamp': datetime.datetime(2019, 12, 26, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.55, 'low': 127.25, 'close': 127.7, 'trades': 5022, 'volume': 8116381, 'vwap': 128.11, 'lastSize': 48, 'turnover': 103976747495, 'homeNotional': 58931.29752855093, 'foreignNotional': 7549617.28822152}, {'timestamp': datetime.datetime(2019, 12, 26, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 132.3, 'low': 127.75, 'close': 128.9, 'trades': 12900, 'volume': 29100094, 'vwap': 130.2, 'lastSize': 5000, 'turnover': 378876794040, 'homeNotional': 214208.9843466643, 'foreignNotional': 27890337.7518765}]
2019-12-26 22:00:20 INFO: prepare buckets [{'low_price': 125.8, 'high_price': 127.75, 'color': 'RED'}, {'low_price': 127.25, 'high_price': 129.55, 'color': 'RED'}, {'low_price': 127.75, 'high_price': 132.3, 'color': 'GREEN'}]
2019-12-26 22:00:20 INFO: bucket_size=1.9500000000000028 (allowed (0.39, 0.95))
2019-12-26 22:00:20 WARNING: skip bucket by bucket_size=1.9500000000000028 too big
2019-12-26 22:00:20 INFO: check need new order None
2019-12-26 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 26, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.05, 'high': 126.2, 'low': 124.2, 'close': 125.25, 'trades': 6194, 'volume': 13785490, 'vwap': 124.89, 'lastSize': 40, 'turnover': 172165405550, 'homeNotional': 98778.29404009513, 'foreignNotional': 12336358.250015294}, {'timestamp': datetime.datetime(2019, 12, 26, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 127.75, 'low': 125.8, 'close': 126.05, 'trades': 5108, 'volume': 13482091, 'vwap': 126.52, 'lastSize': 60, 'turnover': 170571785980, 'homeNotional': 97270.3386628272, 'foreignNotional': 12306418.854512105}, {'timestamp': datetime.datetime(2019, 12, 26, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.55, 'low': 127.25, 'close': 127.7, 'trades': 5022, 'volume': 8116381, 'vwap': 128.11, 'lastSize': 48, 'turnover': 103976747495, 'homeNotional': 58931.29752855093, 'foreignNotional': 7549617.28822152}]
2019-12-26 23:00:20 INFO: prepare buckets [{'low_price': 124.2, 'high_price': 126.2, 'color': 'RED'}, {'low_price': 125.8, 'high_price': 127.75, 'color': 'RED'}, {'low_price': 127.25, 'high_price': 129.55, 'color': 'RED'}]
2019-12-26 23:00:20 INFO: bucket_size=2.0 (allowed (0.39, 0.95))
2019-12-26 23:00:20 WARNING: skip bucket by bucket_size=2.0 too big
2019-12-26 23:00:20 INFO: check need new order None
2019-12-27 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.5, 'low': 124.8, 'close': 125.4, 'trades': 1671, 'volume': 2277575, 'vwap': 125.19, 'lastSize': 50, 'turnover': 28512200395, 'homeNotional': 16382.38674194555, 'foreignNotional': 2050857.8799871437}, {'timestamp': datetime.datetime(2019, 12, 26, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.05, 'high': 126.2, 'low': 124.2, 'close': 125.25, 'trades': 6194, 'volume': 13785490, 'vwap': 124.89, 'lastSize': 40, 'turnover': 172165405550, 'homeNotional': 98778.29404009513, 'foreignNotional': 12336358.250015294}, {'timestamp': datetime.datetime(2019, 12, 26, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.7, 'high': 127.75, 'low': 125.8, 'close': 126.05, 'trades': 5108, 'volume': 13482091, 'vwap': 126.52, 'lastSize': 60, 'turnover': 170571785980, 'homeNotional': 97270.3386628272, 'foreignNotional': 12306418.854512105}]
2019-12-27 00:00:20 INFO: prepare buckets [{'low_price': 124.8, 'high_price': 125.5, 'color': 'GREEN'}, {'low_price': 124.2, 'high_price': 126.2, 'color': 'RED'}, {'low_price': 125.8, 'high_price': 127.75, 'color': 'RED'}]
2019-12-27 00:00:20 INFO: bucket_size=0.7000000000000028 (allowed (0.39, 0.95))
2019-12-27 00:00:20 INFO: check need new order {'low_price': 124.8, 'high_price': 125.5, 'color': 'GREEN'}
2019-12-27 00:00:20 INFO: place order: start low=124.8 high=125.5 GREEN ETHUSD price_offset=0.1
2019-12-27 00:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=125.55 init_order_price=125.6 stop_price_offset=0.0 bucket_size=0.7000000000000028 stop_price=124.8 take_price=127.7
2019-12-27 00:00:20 INFO: place order: compute qty=13.0
2019-12-27 00:00:20 INFO: place order: save order to db 80807a1a716949f79bbdad9569d7e34a; response=True
2019-12-27 00:00:20 INFO: post order to exchange resp={'orderID': '7f03b968-1bf2-a25e-650b-852b0f70efde', 'clOrdID': '80807a1a716949f79bbdad9569d7e34a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 125.6, 'displayQty': None, 'stopPx': 125.55, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 27, 0, 0, 20, 729000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 0, 0, 20, 729000, tzinfo=tzlocal())}
2019-12-27 00:00:20 INFO: place new init order {'qty': 13.0, 'init_price': 125.55, 'stop_price': 124.8, 'take_price': 127.7, 'order_uid': '80807a1a716949f79bbdad9569d7e34a', 'response': {'orderID': '7f03b968-1bf2-a25e-650b-852b0f70efde', 'clOrdID': '80807a1a716949f79bbdad9569d7e34a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 125.6, 'displayQty': None, 'stopPx': 125.55, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 27, 0, 0, 20, 729000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 0, 0, 20, 729000, tzinfo=tzlocal())}}
2019-12-27 00:00:21 INFO: process event {'orderID': '7f03b968-1bf2-a25e-650b-852b0f70efde', 'clOrdID': '80807a1a716949f79bbdad9569d7e34a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 125.6, 'displayQty': None, 'stopPx': 125.55, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-27T00:00:20.729Z', 'timestamp': '2019-12-27T00:00:20.729Z'}
2019-12-27 00:00:21 INFO: skip event 80807a1a716949f79bbdad9569d7e34a New
2019-12-27 00:30:55 INFO: process event {'orderID': '7f03b968-1bf2-a25e-650b-852b0f70efde', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-27T00:30:55.160Z', 'clOrdID': '80807a1a716949f79bbdad9569d7e34a', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-27 00:30:55 INFO: skip event 80807a1a716949f79bbdad9569d7e34a 
2019-12-27 00:30:55 INFO: process event {'orderID': '7f03b968-1bf2-a25e-650b-852b0f70efde', 'workingIndicator': True, 'transactTime': '2019-12-27T00:30:55.160Z', 'clOrdID': '80807a1a716949f79bbdad9569d7e34a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T00:30:55.160Z'}
2019-12-27 00:30:55 INFO: skip event 80807a1a716949f79bbdad9569d7e34a 
2019-12-27 00:30:55 INFO: process event {'orderID': '7f03b968-1bf2-a25e-650b-852b0f70efde', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 125.55, 'clOrdID': '80807a1a716949f79bbdad9569d7e34a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T00:30:55.160Z'}
2019-12-27 00:30:55 INFO: add new event={'uid': '80807a1a716949f79bbdad9569d7e34a', 'status': 'Filled'}
2019-12-27 00:30:55 INFO: start process event--------------------------------------------
2019-12-27 00:30:55 INFO: fetch new order event 80807a1a716949f79bbdad9569d7e34a
2019-12-27 00:30:55 INFO: fetch orders by event init={'stop': '124.8', 'take': '127.7', 'qty': '13.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-27 00:30:55 INFO: process init order filled
2019-12-27 00:30:55 INFO: save profit orders to storage stop=3538a2b6db5949d0922bf836b820b66a take=68929d7d155e41f99000639f8b020ef4
2019-12-27 00:30:55 INFO: place profit orders take_price=127.7, stop_price=124.8, qty=13.0, color=GREEN, ticker=ETHUSD 3538a2b6db5949d0922bf836b820b66a 68929d7d155e41f99000639f8b020ef4
2019-12-27 00:30:55 INFO: place stop order ETHUSD: qty=-13.0, stop_price=124.8, stop_uid=3538a2b6db5949d0922bf836b820b66a
2019-12-27 00:30:55 INFO: exchange resp for stop order={'orderID': '2ac82f5b-3148-00ff-4a2c-6fcaf4265f07', 'clOrdID': '3538a2b6db5949d0922bf836b820b66a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 124.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 0, 30, 55, 917000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 0, 30, 55, 917000, tzinfo=tzlocal())}
2019-12-27 00:30:55 INFO: place limit order ETHUSD: qty=-13.0, price=127.7, take_uid=68929d7d155e41f99000639f8b020ef4
2019-12-27 00:30:55 INFO: exchange resp for take profit order={'orderID': '99ad063c-d317-8916-9e53-0d70eb5b0b52', 'clOrdID': '68929d7d155e41f99000639f8b020ef4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 127.7, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 0, 30, 55, 952000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 0, 30, 55, 952000, tzinfo=tzlocal())}
2019-12-27 00:30:55 INFO: place profit orders={'stop': {'response': {'orderID': '2ac82f5b-3148-00ff-4a2c-6fcaf4265f07', 'clOrdID': '3538a2b6db5949d0922bf836b820b66a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 124.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 0, 30, 55, 917000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 0, 30, 55, 917000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': '3538a2b6db5949d0922bf836b820b66a', 'price': 124.8}, 'take': {'response': {'orderID': '99ad063c-d317-8916-9e53-0d70eb5b0b52', 'clOrdID': '68929d7d155e41f99000639f8b020ef4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 127.7, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 0, 30, 55, 952000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 0, 30, 55, 952000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': '68929d7d155e41f99000639f8b020ef4', 'price': 127.7}}
2019-12-27 00:30:55 INFO: rm init order from db 80807a1a716949f79bbdad9569d7e34a
2019-12-27 00:30:55 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-27 00:30:56 INFO: process event {'orderID': '2ac82f5b-3148-00ff-4a2c-6fcaf4265f07', 'clOrdID': '3538a2b6db5949d0922bf836b820b66a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 124.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-27T00:30:55.917Z', 'timestamp': '2019-12-27T00:30:55.917Z'}
2019-12-27 00:30:56 INFO: skip event 3538a2b6db5949d0922bf836b820b66a New
2019-12-27 00:30:56 INFO: process event {'orderID': '99ad063c-d317-8916-9e53-0d70eb5b0b52', 'clOrdID': '68929d7d155e41f99000639f8b020ef4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 127.7, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-27T00:30:55.952Z', 'timestamp': '2019-12-27T00:30:55.952Z'}
2019-12-27 00:30:56 INFO: skip event 68929d7d155e41f99000639f8b020ef4 New
2019-12-27 00:30:56 INFO: process event {'orderID': '99ad063c-d317-8916-9e53-0d70eb5b0b52', 'workingIndicator': True, 'clOrdID': '68929d7d155e41f99000639f8b020ef4', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T00:30:55.952Z'}
2019-12-27 00:30:56 INFO: skip event 68929d7d155e41f99000639f8b020ef4 
2019-12-27 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.4, 'high': 125.55, 'low': 125.0, 'close': 125.15, 'trades': 1733, 'volume': 1746807, 'vwap': 125.3, 'lastSize': 1900, 'turnover': 21886962755, 'homeNotional': 12568.872770067845, 'foreignNotional': 1574843.220350492}, {'timestamp': datetime.datetime(2019, 12, 27, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.5, 'low': 124.8, 'close': 125.4, 'trades': 1671, 'volume': 2277575, 'vwap': 125.19, 'lastSize': 50, 'turnover': 28512200395, 'homeNotional': 16382.38674194555, 'foreignNotional': 2050857.8799871437}, {'timestamp': datetime.datetime(2019, 12, 26, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.05, 'high': 126.2, 'low': 124.2, 'close': 125.25, 'trades': 6194, 'volume': 13785490, 'vwap': 124.89, 'lastSize': 40, 'turnover': 172165405550, 'homeNotional': 98778.29404009513, 'foreignNotional': 12336358.250015294}]
2019-12-27 01:00:20 INFO: prepare buckets [{'low_price': 125.0, 'high_price': 125.55, 'color': 'RED'}, {'low_price': 124.8, 'high_price': 125.5, 'color': 'GREEN'}, {'low_price': 124.2, 'high_price': 126.2, 'color': 'RED'}]
2019-12-27 01:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.39, 0.95))
2019-12-27 01:00:20 INFO: check need new order None
2019-12-27 01:15:25 ERROR: Error : Connection is already closed.
2019-12-27 01:15:25 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232be19d0>>: Connection is already closed.
2019-12-27 01:15:25 INFO: Websocket Closed
2019-12-27 01:15:26 WARNING: reconnect to socket
2019-12-27 01:15:26 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-27 01:15:26 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-27 01:15:26 INFO: Authenticating with API Key.
2019-12-27 01:15:27 INFO: Connected to WS.
2019-12-27 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.6, 'low': 125.1, 'close': 125.6, 'trades': 872, 'volume': 1547384, 'vwap': 125.27, 'lastSize': 412, 'turnover': 19382948685, 'homeNotional': 11132.363108655692, 'foreignNotional': 1394470.1192005377}, {'timestamp': datetime.datetime(2019, 12, 27, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.4, 'high': 125.55, 'low': 125.0, 'close': 125.15, 'trades': 1733, 'volume': 1746807, 'vwap': 125.3, 'lastSize': 1900, 'turnover': 21886962755, 'homeNotional': 12568.872770067845, 'foreignNotional': 1574843.220350492}, {'timestamp': datetime.datetime(2019, 12, 27, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.5, 'low': 124.8, 'close': 125.4, 'trades': 1671, 'volume': 2277575, 'vwap': 125.19, 'lastSize': 50, 'turnover': 28512200395, 'homeNotional': 16382.38674194555, 'foreignNotional': 2050857.8799871437}]
2019-12-27 02:00:20 INFO: prepare buckets [{'low_price': 125.1, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.55, 'color': 'RED'}, {'low_price': 124.8, 'high_price': 125.5, 'color': 'GREEN'}]
2019-12-27 02:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95))
2019-12-27 02:00:20 INFO: check need new order None
2019-12-27 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.6, 'high': 126.35, 'low': 125.55, 'close': 126.25, 'trades': 2171, 'volume': 3300082, 'vwap': 125.97, 'lastSize': 5580, 'turnover': 41569425560, 'homeNotional': 23789.194275645543, 'foreignNotional': 2996605.5300500696}, {'timestamp': datetime.datetime(2019, 12, 27, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.6, 'low': 125.1, 'close': 125.6, 'trades': 872, 'volume': 1547384, 'vwap': 125.27, 'lastSize': 412, 'turnover': 19382948685, 'homeNotional': 11132.363108655692, 'foreignNotional': 1394470.1192005377}, {'timestamp': datetime.datetime(2019, 12, 27, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.4, 'high': 125.55, 'low': 125.0, 'close': 125.15, 'trades': 1733, 'volume': 1746807, 'vwap': 125.3, 'lastSize': 1900, 'turnover': 21886962755, 'homeNotional': 12568.872770067845, 'foreignNotional': 1574843.220350492}]
2019-12-27 03:00:20 INFO: prepare buckets [{'low_price': 125.55, 'high_price': 126.35, 'color': 'GREEN'}, {'low_price': 125.1, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.55, 'color': 'RED'}]
2019-12-27 03:00:20 INFO: bucket_size=0.7999999999999972 (allowed (0.39, 0.95))
2019-12-27 03:00:20 INFO: check need new order None
2019-12-27 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.35, 'low': 126.0, 'close': 126.25, 'trades': 1179, 'volume': 2202102, 'vwap': 126.22, 'lastSize': 78, 'turnover': 27794434025, 'homeNotional': 15874.253021938903, 'foreignNotional': 2003612.7102213516}, {'timestamp': datetime.datetime(2019, 12, 27, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.6, 'high': 126.35, 'low': 125.55, 'close': 126.25, 'trades': 2171, 'volume': 3300082, 'vwap': 125.97, 'lastSize': 5580, 'turnover': 41569425560, 'homeNotional': 23789.194275645543, 'foreignNotional': 2996605.5300500696}, {'timestamp': datetime.datetime(2019, 12, 27, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.6, 'low': 125.1, 'close': 125.6, 'trades': 872, 'volume': 1547384, 'vwap': 125.27, 'lastSize': 412, 'turnover': 19382948685, 'homeNotional': 11132.363108655692, 'foreignNotional': 1394470.1192005377}]
2019-12-27 04:00:20 INFO: skip by found empty buckets
2019-12-27 04:00:20 INFO: check need new order None
2019-12-27 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.25, 'low': 125.15, 'close': 125.15, 'trades': 1900, 'volume': 3539229, 'vwap': 125.6, 'lastSize': 300, 'turnover': 44452273760, 'homeNotional': 25487.581060348864, 'foreignNotional': 3201218.392756168}, {'timestamp': datetime.datetime(2019, 12, 27, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.35, 'low': 126.0, 'close': 126.25, 'trades': 1179, 'volume': 2202102, 'vwap': 126.22, 'lastSize': 78, 'turnover': 27794434025, 'homeNotional': 15874.253021938903, 'foreignNotional': 2003612.7102213516}, {'timestamp': datetime.datetime(2019, 12, 27, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.6, 'high': 126.35, 'low': 125.55, 'close': 126.25, 'trades': 2171, 'volume': 3300082, 'vwap': 125.97, 'lastSize': 5580, 'turnover': 41569425560, 'homeNotional': 23789.194275645543, 'foreignNotional': 2996605.5300500696}]
2019-12-27 05:00:20 INFO: skip by found empty buckets
2019-12-27 05:00:20 INFO: check need new order None
2019-12-27 05:38:11 ERROR: Error : Connection is already closed.
2019-12-27 05:38:11 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232c21400>>: Connection is already closed.
2019-12-27 05:38:11 INFO: Websocket Closed
2019-12-27 05:38:12 WARNING: reconnect to socket
2019-12-27 05:38:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-27 05:38:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-27 05:38:12 INFO: Authenticating with API Key.
2019-12-27 05:38:13 INFO: Connected to WS.
2019-12-27 05:41:12 ERROR: Error : Connection is already closed.
2019-12-27 05:41:12 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232c33a60>>: Connection is already closed.
2019-12-27 05:41:12 INFO: Websocket Closed
2019-12-27 05:41:12 WARNING: reconnect to socket
2019-12-27 05:41:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-27 05:41:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-27 05:41:12 INFO: Authenticating with API Key.
2019-12-27 05:41:13 INFO: Connected to WS.
2019-12-27 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.5, 'low': 124.9, 'close': 125.2, 'trades': 1705, 'volume': 2873844, 'vwap': 125.13, 'lastSize': 3, 'turnover': 35959050570, 'homeNotional': 20644.91907677687, 'foreignNotional': 2583203.2588517508}, {'timestamp': datetime.datetime(2019, 12, 27, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.25, 'low': 125.15, 'close': 125.15, 'trades': 1900, 'volume': 3539229, 'vwap': 125.6, 'lastSize': 300, 'turnover': 44452273760, 'homeNotional': 25487.581060348864, 'foreignNotional': 3201218.392756168}, {'timestamp': datetime.datetime(2019, 12, 27, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.35, 'low': 126.0, 'close': 126.25, 'trades': 1179, 'volume': 2202102, 'vwap': 126.22, 'lastSize': 78, 'turnover': 27794434025, 'homeNotional': 15874.253021938903, 'foreignNotional': 2003612.7102213516}]
2019-12-27 06:00:20 INFO: skip by found empty buckets
2019-12-27 06:00:20 INFO: check need new order None
2019-12-27 06:33:40 INFO: process event {'orderID': '2ac82f5b-3148-00ff-4a2c-6fcaf4265f07', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-27T06:33:40.093Z', 'clOrdID': '3538a2b6db5949d0922bf836b820b66a', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-27 06:33:40 INFO: skip event 3538a2b6db5949d0922bf836b820b66a 
2019-12-27 06:33:40 INFO: process event {'orderID': '2ac82f5b-3148-00ff-4a2c-6fcaf4265f07', 'price': 124.8, 'workingIndicator': True, 'transactTime': '2019-12-27T06:33:40.093Z', 'clOrdID': '3538a2b6db5949d0922bf836b820b66a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T06:33:40.093Z'}
2019-12-27 06:33:40 INFO: skip event 3538a2b6db5949d0922bf836b820b66a 
2019-12-27 06:33:40 INFO: process event {'orderID': '2ac82f5b-3148-00ff-4a2c-6fcaf4265f07', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 124.8, 'clOrdID': '3538a2b6db5949d0922bf836b820b66a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T06:33:40.093Z'}
2019-12-27 06:33:40 INFO: add new event={'uid': '3538a2b6db5949d0922bf836b820b66a', 'status': 'Filled'}
2019-12-27 06:33:40 INFO: start process event--------------------------------------------
2019-12-27 06:33:40 INFO: fetch new order event 3538a2b6db5949d0922bf836b820b66a
2019-12-27 06:33:40 INFO: fetch orders by event init=None profit_pair=68929d7d155e41f99000639f8b020ef4
2019-12-27 06:33:40 INFO: process profit order filled
2019-12-27 06:33:40 INFO: cancel order=68929d7d155e41f99000639f8b020ef4 [{'orderID': '99ad063c-d317-8916-9e53-0d70eb5b0b52', 'clOrdID': '68929d7d155e41f99000639f8b020ef4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 127.7, '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(2019, 12, 27, 0, 30, 55, 952000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 6, 33, 40, 812000, tzinfo=tzlocal())}]
2019-12-27 06:33:40 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-27 06:33:41 INFO: process event {'orderID': '99ad063c-d317-8916-9e53-0d70eb5b0b52', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-27T06:33:40.812Z', 'clOrdID': '68929d7d155e41f99000639f8b020ef4', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-27 06:33:41 INFO: skip event 68929d7d155e41f99000639f8b020ef4 Canceled
2019-12-27 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.2, 'high': 125.25, 'low': 124.75, 'close': 124.75, 'trades': 1724, 'volume': 6471821, 'vwap': 124.85, 'lastSize': 3, 'turnover': 80798307410, 'homeNotional': 46493.20853624957, 'foreignNotional': 5804506.798332039}, {'timestamp': datetime.datetime(2019, 12, 27, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.5, 'low': 124.9, 'close': 125.2, 'trades': 1705, 'volume': 2873844, 'vwap': 125.13, 'lastSize': 3, 'turnover': 35959050570, 'homeNotional': 20644.91907677687, 'foreignNotional': 2583203.2588517508}, {'timestamp': datetime.datetime(2019, 12, 27, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.25, 'low': 125.15, 'close': 125.15, 'trades': 1900, 'volume': 3539229, 'vwap': 125.6, 'lastSize': 300, 'turnover': 44452273760, 'homeNotional': 25487.581060348864, 'foreignNotional': 3201218.392756168}]
2019-12-27 07:00:20 INFO: prepare buckets [{'low_price': 124.75, 'high_price': 125.25, 'color': 'RED'}, {'low_price': 124.9, 'high_price': 125.5, 'color': 'GREEN'}, {'low_price': 125.15, 'high_price': 126.25, 'color': 'RED'}]
2019-12-27 07:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95))
2019-12-27 07:00:20 INFO: check need new order None
2019-12-27 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.75, 'high': 124.9, 'low': 123.7, 'close': 124.5, 'trades': 4689, 'volume': 11735433, 'vwap': 124.38, 'lastSize': 1, 'turnover': 145962593240, 'homeNotional': 84178.14623032926, 'foreignNotional': 10469888.667273257}, {'timestamp': datetime.datetime(2019, 12, 27, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.2, 'high': 125.25, 'low': 124.75, 'close': 124.75, 'trades': 1724, 'volume': 6471821, 'vwap': 124.85, 'lastSize': 3, 'turnover': 80798307410, 'homeNotional': 46493.20853624957, 'foreignNotional': 5804506.798332039}, {'timestamp': datetime.datetime(2019, 12, 27, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.5, 'low': 124.9, 'close': 125.2, 'trades': 1705, 'volume': 2873844, 'vwap': 125.13, 'lastSize': 3, 'turnover': 35959050570, 'homeNotional': 20644.91907677687, 'foreignNotional': 2583203.2588517508}]
2019-12-27 08:00:20 INFO: prepare buckets [{'low_price': 123.7, 'high_price': 124.9, 'color': 'RED'}, {'low_price': 124.75, 'high_price': 125.25, 'color': 'RED'}, {'low_price': 124.9, 'high_price': 125.5, 'color': 'GREEN'}]
2019-12-27 08:00:20 INFO: bucket_size=1.2000000000000028 (allowed (0.39, 0.95))
2019-12-27 08:00:20 WARNING: skip bucket by bucket_size=1.2000000000000028 too big
2019-12-27 08:00:20 INFO: check need new order None
2019-12-27 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.5, 'high': 124.9, 'low': 124.25, 'close': 124.55, 'trades': 1480, 'volume': 3884740, 'vwap': 124.63, 'lastSize': 616, 'turnover': 48412640870, 'homeNotional': 27850.613917805065, 'foreignNotional': 3470822.682535016}, {'timestamp': datetime.datetime(2019, 12, 27, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.75, 'high': 124.9, 'low': 123.7, 'close': 124.5, 'trades': 4689, 'volume': 11735433, 'vwap': 124.38, 'lastSize': 1, 'turnover': 145962593240, 'homeNotional': 84178.14623032926, 'foreignNotional': 10469888.667273257}, {'timestamp': datetime.datetime(2019, 12, 27, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.2, 'high': 125.25, 'low': 124.75, 'close': 124.75, 'trades': 1724, 'volume': 6471821, 'vwap': 124.85, 'lastSize': 3, 'turnover': 80798307410, 'homeNotional': 46493.20853624957, 'foreignNotional': 5804506.798332039}]
2019-12-27 09:00:21 INFO: prepare buckets [{'low_price': 124.25, 'high_price': 124.9, 'color': 'GREEN'}, {'low_price': 123.7, 'high_price': 124.9, 'color': 'RED'}, {'low_price': 124.75, 'high_price': 125.25, 'color': 'RED'}]
2019-12-27 09:00:21 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95))
2019-12-27 09:00:21 INFO: check need new order {'low_price': 124.25, 'high_price': 124.9, 'color': 'GREEN'}
2019-12-27 09:00:21 INFO: place order: start low=124.25 high=124.9 GREEN ETHUSD price_offset=0.1
2019-12-27 09:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=124.95 init_order_price=125.0 stop_price_offset=0.0 bucket_size=0.6500000000000057 stop_price=124.25 take_price=126.95000000000002
2019-12-27 09:00:21 INFO: place order: compute qty=14.0
2019-12-27 09:00:21 INFO: place order: save order to db bf4dedbc250145e887ad2ced3ece2508; response=True
2019-12-27 09:00:21 INFO: post order to exchange resp={'orderID': '739fd2ea-2873-a4fd-4b18-bacc11395e27', 'clOrdID': 'bf4dedbc250145e887ad2ced3ece2508', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 125.0, 'displayQty': None, 'stopPx': 124.95, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 27, 9, 0, 21, 103000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 9, 0, 21, 103000, tzinfo=tzlocal())}
2019-12-27 09:00:21 INFO: process event {'orderID': '739fd2ea-2873-a4fd-4b18-bacc11395e27', 'clOrdID': 'bf4dedbc250145e887ad2ced3ece2508', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 125, 'displayQty': None, 'stopPx': 124.95, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-27T09:00:21.103Z', 'timestamp': '2019-12-27T09:00:21.103Z'}
2019-12-27 09:00:21 INFO: skip event bf4dedbc250145e887ad2ced3ece2508 New
2019-12-27 09:00:21 INFO: place new init order {'qty': 14.0, 'init_price': 124.95, 'stop_price': 124.25, 'take_price': 126.95000000000002, 'order_uid': 'bf4dedbc250145e887ad2ced3ece2508', 'response': {'orderID': '739fd2ea-2873-a4fd-4b18-bacc11395e27', 'clOrdID': 'bf4dedbc250145e887ad2ced3ece2508', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 125.0, 'displayQty': None, 'stopPx': 124.95, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 27, 9, 0, 21, 103000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 9, 0, 21, 103000, tzinfo=tzlocal())}}
2019-12-27 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.55, 'high': 124.6, 'low': 124.1, 'close': 124.25, 'trades': 1496, 'volume': 3317119, 'vwap': 124.33, 'lastSize': 72, 'turnover': 41240853690, 'homeNotional': 23784.924643246028, 'foreignNotional': 2957118.054790246}, {'timestamp': datetime.datetime(2019, 12, 27, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.5, 'high': 124.9, 'low': 124.25, 'close': 124.55, 'trades': 1480, 'volume': 3884740, 'vwap': 124.63, 'lastSize': 616, 'turnover': 48412640870, 'homeNotional': 27850.613917805065, 'foreignNotional': 3470822.682535016}, {'timestamp': datetime.datetime(2019, 12, 27, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.75, 'high': 124.9, 'low': 123.7, 'close': 124.5, 'trades': 4689, 'volume': 11735433, 'vwap': 124.38, 'lastSize': 1, 'turnover': 145962593240, 'homeNotional': 84178.14623032926, 'foreignNotional': 10469888.667273257}]
2019-12-27 10:00:20 INFO: prepare buckets [{'low_price': 124.1, 'high_price': 124.6, 'color': 'RED'}, {'low_price': 124.25, 'high_price': 124.9, 'color': 'GREEN'}, {'low_price': 123.7, 'high_price': 124.9, 'color': 'RED'}]
2019-12-27 10:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95))
2019-12-27 10:00:20 INFO: check need new order None
2019-12-27 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.25, 'high': 124.8, 'low': 124.1, 'close': 124.7, 'trades': 1531, 'volume': 3110654, 'vwap': 124.48, 'lastSize': 3, 'turnover': 38720013945, 'homeNotional': 22298.189331112102, 'foreignNotional': 2775581.608722405}, {'timestamp': datetime.datetime(2019, 12, 27, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.55, 'high': 124.6, 'low': 124.1, 'close': 124.25, 'trades': 1496, 'volume': 3317119, 'vwap': 124.33, 'lastSize': 72, 'turnover': 41240853690, 'homeNotional': 23784.924643246028, 'foreignNotional': 2957118.054790246}, {'timestamp': datetime.datetime(2019, 12, 27, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.5, 'high': 124.9, 'low': 124.25, 'close': 124.55, 'trades': 1480, 'volume': 3884740, 'vwap': 124.63, 'lastSize': 616, 'turnover': 48412640870, 'homeNotional': 27850.613917805065, 'foreignNotional': 3470822.682535016}]
2019-12-27 11:00:20 INFO: prepare buckets [{'low_price': 124.1, 'high_price': 124.8, 'color': 'GREEN'}, {'low_price': 124.1, 'high_price': 124.6, 'color': 'RED'}, {'low_price': 124.25, 'high_price': 124.9, 'color': 'GREEN'}]
2019-12-27 11:00:20 INFO: bucket_size=0.7000000000000028 (allowed (0.39, 0.95))
2019-12-27 11:00:20 INFO: check need new order None
2019-12-27 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.7, 'high': 124.75, 'low': 122.2, 'close': 123.25, 'trades': 5330, 'volume': 12608193, 'vwap': 123.44, 'lastSize': 2000, 'turnover': 155632315280, 'homeNotional': 89752.3750932201, 'foreignNotional': 11079021.876650114}, {'timestamp': datetime.datetime(2019, 12, 27, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.25, 'high': 124.8, 'low': 124.1, 'close': 124.7, 'trades': 1531, 'volume': 3110654, 'vwap': 124.48, 'lastSize': 3, 'turnover': 38720013945, 'homeNotional': 22298.189331112102, 'foreignNotional': 2775581.608722405}, {'timestamp': datetime.datetime(2019, 12, 27, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.55, 'high': 124.6, 'low': 124.1, 'close': 124.25, 'trades': 1496, 'volume': 3317119, 'vwap': 124.33, 'lastSize': 72, 'turnover': 41240853690, 'homeNotional': 23784.924643246028, 'foreignNotional': 2957118.054790246}]
2019-12-27 12:00:21 INFO: prepare buckets [{'low_price': 122.2, 'high_price': 124.75, 'color': 'RED'}, {'low_price': 124.1, 'high_price': 124.8, 'color': 'GREEN'}, {'low_price': 124.1, 'high_price': 124.6, 'color': 'RED'}]
2019-12-27 12:00:21 INFO: bucket_size=2.549999999999997 (allowed (0.39, 0.95))
2019-12-27 12:00:21 WARNING: skip bucket by bucket_size=2.549999999999997 too big
2019-12-27 12:00:21 INFO: check need new order None
2019-12-27 13:00:12 INFO: process event {'orderID': '739fd2ea-2873-a4fd-4b18-bacc11395e27', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-27T13:00:11.401Z', 'clOrdID': 'bf4dedbc250145e887ad2ced3ece2508', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-27 13:00:12 INFO: skip event bf4dedbc250145e887ad2ced3ece2508 
2019-12-27 13:00:12 INFO: process event {'orderID': '739fd2ea-2873-a4fd-4b18-bacc11395e27', 'workingIndicator': True, 'transactTime': '2019-12-27T13:00:11.401Z', 'clOrdID': 'bf4dedbc250145e887ad2ced3ece2508', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T13:00:11.401Z'}
2019-12-27 13:00:12 INFO: skip event bf4dedbc250145e887ad2ced3ece2508 
2019-12-27 13:00:12 INFO: process event {'orderID': '739fd2ea-2873-a4fd-4b18-bacc11395e27', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 124.95, 'clOrdID': 'bf4dedbc250145e887ad2ced3ece2508', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T13:00:11.401Z'}
2019-12-27 13:00:12 INFO: add new event={'uid': 'bf4dedbc250145e887ad2ced3ece2508', 'status': 'Filled'}
2019-12-27 13:00:12 INFO: start process event--------------------------------------------
2019-12-27 13:00:12 INFO: fetch new order event bf4dedbc250145e887ad2ced3ece2508
2019-12-27 13:00:12 INFO: fetch orders by event init={'stop': '124.25', 'take': '126.95000000000002', 'qty': '14.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-27 13:00:12 INFO: process init order filled
2019-12-27 13:00:12 INFO: save profit orders to storage stop=c1965d8b335b4fea84123b9d5f51a1b8 take=0e066d9a0f474e858b3d219c4d1eb458
2019-12-27 13:00:12 INFO: place profit orders take_price=126.95000000000002, stop_price=124.25, qty=14.0, color=GREEN, ticker=ETHUSD c1965d8b335b4fea84123b9d5f51a1b8 0e066d9a0f474e858b3d219c4d1eb458
2019-12-27 13:00:12 INFO: place stop order ETHUSD: qty=-14.0, stop_price=124.25, stop_uid=c1965d8b335b4fea84123b9d5f51a1b8
2019-12-27 13:00:16 INFO: exchange resp for stop order={'orderID': '57aa4903-6744-866f-f9b8-d01f99f6394b', 'clOrdID': 'c1965d8b335b4fea84123b9d5f51a1b8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 124.25, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 13, 0, 16, 313000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 13, 0, 16, 313000, tzinfo=tzlocal())}
2019-12-27 13:00:16 INFO: place limit order ETHUSD: qty=-14.0, price=126.95000000000002, take_uid=0e066d9a0f474e858b3d219c4d1eb458
2019-12-27 13:00:16 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}}
2019-12-27 13:00:16 INFO: process event {'orderID': '57aa4903-6744-866f-f9b8-d01f99f6394b', 'clOrdID': 'c1965d8b335b4fea84123b9d5f51a1b8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 124.25, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-27T13:00:16.313Z', 'timestamp': '2019-12-27T13:00:16.313Z'}
2019-12-27 13:00:16 INFO: skip event c1965d8b335b4fea84123b9d5f51a1b8 New
2019-12-27 13:00:21 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}}
2019-12-27 13:00:27 INFO: exchange resp for take profit order={'orderID': 'ed915173-f6a2-e3e4-f458-27d202b11ca3', 'clOrdID': '0e066d9a0f474e858b3d219c4d1eb458', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 126.95, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 13, 0, 27, 871000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 13, 0, 27, 871000, tzinfo=tzlocal())}
2019-12-27 13:00:27 INFO: place profit orders={'stop': {'response': {'orderID': '57aa4903-6744-866f-f9b8-d01f99f6394b', 'clOrdID': 'c1965d8b335b4fea84123b9d5f51a1b8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 124.25, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 13, 0, 16, 313000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 13, 0, 16, 313000, tzinfo=tzlocal())}, 'qty': -14.0, 'uid': 'c1965d8b335b4fea84123b9d5f51a1b8', 'price': 124.25}, 'take': {'response': {'orderID': 'ed915173-f6a2-e3e4-f458-27d202b11ca3', 'clOrdID': '0e066d9a0f474e858b3d219c4d1eb458', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 126.95, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 13, 0, 27, 871000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 13, 0, 27, 871000, tzinfo=tzlocal())}, 'qty': -14.0, 'uid': '0e066d9a0f474e858b3d219c4d1eb458', 'price': 126.95000000000002}}
2019-12-27 13:00:27 INFO: rm init order from db bf4dedbc250145e887ad2ced3ece2508
2019-12-27 13:00:27 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-27 13:00:28 INFO: process event {'orderID': 'ed915173-f6a2-e3e4-f458-27d202b11ca3', 'clOrdID': '0e066d9a0f474e858b3d219c4d1eb458', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 126.95, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-27T13:00:27.871Z', 'timestamp': '2019-12-27T13:00:27.871Z'}
2019-12-27 13:00:28 INFO: skip event 0e066d9a0f474e858b3d219c4d1eb458 New
2019-12-27 13:00:28 INFO: process event {'orderID': 'ed915173-f6a2-e3e4-f458-27d202b11ca3', 'workingIndicator': True, 'clOrdID': '0e066d9a0f474e858b3d219c4d1eb458', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T13:00:27.871Z'}
2019-12-27 13:00:28 INFO: skip event 0e066d9a0f474e858b3d219c4d1eb458 
2019-12-27 13:00:28 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.25, 'high': 124.9, 'low': 122.5, 'close': 124.85, 'trades': 5149, 'volume': 8485309, 'vwap': 123.71, 'lastSize': 15000, 'turnover': 104964112390, 'homeNotional': 60502.3167557307, 'foreignNotional': 7484395.291098705}, {'timestamp': datetime.datetime(2019, 12, 27, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.7, 'high': 124.75, 'low': 122.2, 'close': 123.25, 'trades': 5330, 'volume': 12608193, 'vwap': 123.44, 'lastSize': 2000, 'turnover': 155632315280, 'homeNotional': 89752.3750932201, 'foreignNotional': 11079021.876650114}, {'timestamp': datetime.datetime(2019, 12, 27, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.25, 'high': 124.8, 'low': 124.1, 'close': 124.7, 'trades': 1531, 'volume': 3110654, 'vwap': 124.48, 'lastSize': 3, 'turnover': 38720013945, 'homeNotional': 22298.189331112102, 'foreignNotional': 2775581.608722405}]
2019-12-27 13:00:29 INFO: prepare buckets [{'low_price': 122.5, 'high_price': 124.9, 'color': 'GREEN'}, {'low_price': 122.2, 'high_price': 124.75, 'color': 'RED'}, {'low_price': 124.1, 'high_price': 124.8, 'color': 'GREEN'}]
2019-12-27 13:00:29 INFO: bucket_size=2.4000000000000057 (allowed (0.39, 0.95))
2019-12-27 13:00:29 WARNING: skip bucket by bucket_size=2.4000000000000057 too big
2019-12-27 13:00:29 INFO: check need new order None
2019-12-27 13:31:32 INFO: process event {'orderID': '57aa4903-6744-866f-f9b8-d01f99f6394b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-27T13:31:32.779Z', 'clOrdID': 'c1965d8b335b4fea84123b9d5f51a1b8', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-27 13:31:32 INFO: skip event c1965d8b335b4fea84123b9d5f51a1b8 
2019-12-27 13:31:32 INFO: process event {'orderID': '57aa4903-6744-866f-f9b8-d01f99f6394b', 'price': 124.25, 'workingIndicator': True, 'transactTime': '2019-12-27T13:31:32.779Z', 'clOrdID': 'c1965d8b335b4fea84123b9d5f51a1b8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T13:31:32.779Z'}
2019-12-27 13:31:32 INFO: skip event c1965d8b335b4fea84123b9d5f51a1b8 
2019-12-27 13:31:32 INFO: process event {'orderID': '57aa4903-6744-866f-f9b8-d01f99f6394b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 124.25, 'clOrdID': 'c1965d8b335b4fea84123b9d5f51a1b8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T13:31:32.779Z'}
2019-12-27 13:31:32 INFO: add new event={'uid': 'c1965d8b335b4fea84123b9d5f51a1b8', 'status': 'Filled'}
2019-12-27 13:31:33 INFO: start process event--------------------------------------------
2019-12-27 13:31:33 INFO: fetch new order event c1965d8b335b4fea84123b9d5f51a1b8
2019-12-27 13:31:33 INFO: fetch orders by event init=None profit_pair=0e066d9a0f474e858b3d219c4d1eb458
2019-12-27 13:31:33 INFO: process profit order filled
2019-12-27 13:31:33 INFO: process event {'orderID': 'ed915173-f6a2-e3e4-f458-27d202b11ca3', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-27T13:31:33.363Z', 'clOrdID': '0e066d9a0f474e858b3d219c4d1eb458', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-27 13:31:33 INFO: skip event 0e066d9a0f474e858b3d219c4d1eb458 Canceled
2019-12-27 13:31:33 INFO: cancel order=0e066d9a0f474e858b3d219c4d1eb458 [{'orderID': 'ed915173-f6a2-e3e4-f458-27d202b11ca3', 'clOrdID': '0e066d9a0f474e858b3d219c4d1eb458', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 126.95, '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(2019, 12, 27, 13, 0, 27, 871000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 13, 31, 33, 363000, tzinfo=tzlocal())}]
2019-12-27 13:31:33 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-27 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.85, 'high': 125.6, 'low': 124.1, 'close': 124.15, 'trades': 3900, 'volume': 9526826, 'vwap': 124.7, 'lastSize': 1000, 'turnover': 118795402650, 'homeNotional': 68582.33672353826, 'foreignNotional': 8551982.64514744}, {'timestamp': datetime.datetime(2019, 12, 27, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.25, 'high': 124.9, 'low': 122.5, 'close': 124.85, 'trades': 5149, 'volume': 8485309, 'vwap': 123.71, 'lastSize': 15000, 'turnover': 104964112390, 'homeNotional': 60502.3167557307, 'foreignNotional': 7484395.291098705}, {'timestamp': datetime.datetime(2019, 12, 27, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.7, 'high': 124.75, 'low': 122.2, 'close': 123.25, 'trades': 5330, 'volume': 12608193, 'vwap': 123.44, 'lastSize': 2000, 'turnover': 155632315280, 'homeNotional': 89752.3750932201, 'foreignNotional': 11079021.876650114}]
2019-12-27 14:00:20 INFO: prepare buckets [{'low_price': 124.1, 'high_price': 125.6, 'color': 'RED'}, {'low_price': 122.5, 'high_price': 124.9, 'color': 'GREEN'}, {'low_price': 122.2, 'high_price': 124.75, 'color': 'RED'}]
2019-12-27 14:00:20 INFO: bucket_size=1.5 (allowed (0.39, 0.95))
2019-12-27 14:00:20 WARNING: skip bucket by bucket_size=1.5 too big
2019-12-27 14:00:20 INFO: check need new order None
2019-12-27 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.15, 'high': 124.8, 'low': 123.7, 'close': 124.5, 'trades': 2487, 'volume': 5139025, 'vwap': 124.23, 'lastSize': 1, 'turnover': 63840268845, 'homeNotional': 36905.112195909795, 'foreignNotional': 4584599.323950941}, {'timestamp': datetime.datetime(2019, 12, 27, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.85, 'high': 125.6, 'low': 124.1, 'close': 124.15, 'trades': 3900, 'volume': 9526826, 'vwap': 124.7, 'lastSize': 1000, 'turnover': 118795402650, 'homeNotional': 68582.33672353826, 'foreignNotional': 8551982.64514744}, {'timestamp': datetime.datetime(2019, 12, 27, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 123.25, 'high': 124.9, 'low': 122.5, 'close': 124.85, 'trades': 5149, 'volume': 8485309, 'vwap': 123.71, 'lastSize': 15000, 'turnover': 104964112390, 'homeNotional': 60502.3167557307, 'foreignNotional': 7484395.291098705}]
2019-12-27 15:00:20 INFO: prepare buckets [{'low_price': 123.7, 'high_price': 124.8, 'color': 'GREEN'}, {'low_price': 124.1, 'high_price': 125.6, 'color': 'RED'}, {'low_price': 122.5, 'high_price': 124.9, 'color': 'GREEN'}]
2019-12-27 15:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95))
2019-12-27 15:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big
2019-12-27 15:00:20 INFO: check need new order None
2019-12-27 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.5, 'high': 126.15, 'low': 124.4, 'close': 125.95, 'trades': 4098, 'volume': 8322015, 'vwap': 125.61, 'lastSize': 38, 'turnover': 104529223155, 'homeNotional': 60010.51535459392, 'foreignNotional': 7537695.248130423}, {'timestamp': datetime.datetime(2019, 12, 27, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.15, 'high': 124.8, 'low': 123.7, 'close': 124.5, 'trades': 2487, 'volume': 5139025, 'vwap': 124.23, 'lastSize': 1, 'turnover': 63840268845, 'homeNotional': 36905.112195909795, 'foreignNotional': 4584599.323950941}, {'timestamp': datetime.datetime(2019, 12, 27, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.85, 'high': 125.6, 'low': 124.1, 'close': 124.15, 'trades': 3900, 'volume': 9526826, 'vwap': 124.7, 'lastSize': 1000, 'turnover': 118795402650, 'homeNotional': 68582.33672353826, 'foreignNotional': 8551982.64514744}]
2019-12-27 16:00:20 INFO: prepare buckets [{'low_price': 124.4, 'high_price': 126.15, 'color': 'GREEN'}, {'low_price': 123.7, 'high_price': 124.8, 'color': 'GREEN'}, {'low_price': 124.1, 'high_price': 125.6, 'color': 'RED'}]
2019-12-27 16:00:20 INFO: bucket_size=1.75 (allowed (0.39, 0.95))
2019-12-27 16:00:20 WARNING: skip bucket by bucket_size=1.75 too big
2019-12-27 16:00:20 INFO: check need new order None
2019-12-27 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.95, 'high': 126.85, 'low': 124.6, 'close': 125.1, 'trades': 6223, 'volume': 11959899, 'vwap': 125.76, 'lastSize': 1000, 'turnover': 150395981840, 'homeNotional': 86265.36589807851, 'foreignNotional': 10848067.1426399}, {'timestamp': datetime.datetime(2019, 12, 27, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.5, 'high': 126.15, 'low': 124.4, 'close': 125.95, 'trades': 4098, 'volume': 8322015, 'vwap': 125.61, 'lastSize': 38, 'turnover': 104529223155, 'homeNotional': 60010.51535459392, 'foreignNotional': 7537695.248130423}, {'timestamp': datetime.datetime(2019, 12, 27, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.15, 'high': 124.8, 'low': 123.7, 'close': 124.5, 'trades': 2487, 'volume': 5139025, 'vwap': 124.23, 'lastSize': 1, 'turnover': 63840268845, 'homeNotional': 36905.112195909795, 'foreignNotional': 4584599.323950941}]
2019-12-27 17:00:20 INFO: prepare buckets [{'low_price': 124.6, 'high_price': 126.85, 'color': 'RED'}, {'low_price': 124.4, 'high_price': 126.15, 'color': 'GREEN'}, {'low_price': 123.7, 'high_price': 124.8, 'color': 'GREEN'}]
2019-12-27 17:00:20 INFO: bucket_size=2.25 (allowed (0.39, 0.95))
2019-12-27 17:00:20 WARNING: skip bucket by bucket_size=2.25 too big
2019-12-27 17:00:20 INFO: check need new order None
2019-12-27 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.1, 'high': 125.35, 'low': 124.3, 'close': 124.9, 'trades': 2495, 'volume': 5637159, 'vwap': 124.88, 'lastSize': 11, 'turnover': 70391238875, 'homeNotional': 40506.081388995866, 'foreignNotional': 5058001.266959968}, {'timestamp': datetime.datetime(2019, 12, 27, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.95, 'high': 126.85, 'low': 124.6, 'close': 125.1, 'trades': 6223, 'volume': 11959899, 'vwap': 125.76, 'lastSize': 1000, 'turnover': 150395981840, 'homeNotional': 86265.36589807851, 'foreignNotional': 10848067.1426399}, {'timestamp': datetime.datetime(2019, 12, 27, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.5, 'high': 126.15, 'low': 124.4, 'close': 125.95, 'trades': 4098, 'volume': 8322015, 'vwap': 125.61, 'lastSize': 38, 'turnover': 104529223155, 'homeNotional': 60010.51535459392, 'foreignNotional': 7537695.248130423}]
2019-12-27 18:00:21 INFO: prepare buckets [{'low_price': 124.3, 'high_price': 125.35, 'color': 'RED'}, {'low_price': 124.6, 'high_price': 126.85, 'color': 'RED'}, {'low_price': 124.4, 'high_price': 126.15, 'color': 'GREEN'}]
2019-12-27 18:00:21 INFO: bucket_size=1.0499999999999972 (allowed (0.39, 0.95))
2019-12-27 18:00:21 WARNING: skip bucket by bucket_size=1.0499999999999972 too big
2019-12-27 18:00:21 INFO: check need new order None
2019-12-27 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.9, 'high': 125.6, 'low': 124.7, 'close': 125.25, 'trades': 2330, 'volume': 3945007, 'vwap': 125.23, 'lastSize': 200, 'turnover': 49402966880, 'homeNotional': 28421.945560155313, 'foreignNotional': 3559261.150068328}, {'timestamp': datetime.datetime(2019, 12, 27, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.1, 'high': 125.35, 'low': 124.3, 'close': 124.9, 'trades': 2495, 'volume': 5637159, 'vwap': 124.88, 'lastSize': 11, 'turnover': 70391238875, 'homeNotional': 40506.081388995866, 'foreignNotional': 5058001.266959968}, {'timestamp': datetime.datetime(2019, 12, 27, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.95, 'high': 126.85, 'low': 124.6, 'close': 125.1, 'trades': 6223, 'volume': 11959899, 'vwap': 125.76, 'lastSize': 1000, 'turnover': 150395981840, 'homeNotional': 86265.36589807851, 'foreignNotional': 10848067.1426399}]
2019-12-27 19:00:20 INFO: prepare buckets [{'low_price': 124.7, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 124.3, 'high_price': 125.35, 'color': 'RED'}, {'low_price': 124.6, 'high_price': 126.85, 'color': 'RED'}]
2019-12-27 19:00:20 INFO: bucket_size=0.8999999999999915 (allowed (0.39, 0.95))
2019-12-27 19:00:20 INFO: check need new order {'low_price': 124.7, 'high_price': 125.6, 'color': 'GREEN'}
2019-12-27 19:00:20 INFO: place order: start low=124.7 high=125.6 GREEN ETHUSD price_offset=0.1
2019-12-27 19:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=125.64999999999999 init_order_price=125.69999999999999 stop_price_offset=0.0 bucket_size=0.8999999999999915 stop_price=124.7 take_price=128.39999999999995
2019-12-27 19:00:20 INFO: place order: compute qty=11.0
2019-12-27 19:00:20 INFO: place order: save order to db 0327f46fcde84238a47ec2bc7ff87c89; response=True
2019-12-27 19:00:20 INFO: post order to exchange resp={'orderID': 'c3038710-26be-923e-e8d0-35d3b9ec0894', 'clOrdID': '0327f46fcde84238a47ec2bc7ff87c89', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 125.7, 'displayQty': None, 'stopPx': 125.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 27, 19, 0, 20, 779000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 19, 0, 20, 779000, tzinfo=tzlocal())}
2019-12-27 19:00:20 INFO: place new init order {'qty': 11.0, 'init_price': 125.64999999999999, 'stop_price': 124.7, 'take_price': 128.39999999999995, 'order_uid': '0327f46fcde84238a47ec2bc7ff87c89', 'response': {'orderID': 'c3038710-26be-923e-e8d0-35d3b9ec0894', 'clOrdID': '0327f46fcde84238a47ec2bc7ff87c89', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 125.7, 'displayQty': None, 'stopPx': 125.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 27, 19, 0, 20, 779000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 19, 0, 20, 779000, tzinfo=tzlocal())}}
2019-12-27 19:00:21 INFO: process event {'orderID': 'c3038710-26be-923e-e8d0-35d3b9ec0894', 'clOrdID': '0327f46fcde84238a47ec2bc7ff87c89', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 125.7, 'displayQty': None, 'stopPx': 125.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-27T19:00:20.779Z', 'timestamp': '2019-12-27T19:00:20.779Z'}
2019-12-27 19:00:21 INFO: skip event 0327f46fcde84238a47ec2bc7ff87c89 New
2019-12-27 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.6, 'low': 125.0, 'close': 125.15, 'trades': 2288, 'volume': 6575213, 'vwap': 125.38, 'lastSize': 2, 'turnover': 82434356075, 'homeNotional': 47335.2712765748, 'foreignNotional': 5934495.578238566}, {'timestamp': datetime.datetime(2019, 12, 27, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.9, 'high': 125.6, 'low': 124.7, 'close': 125.25, 'trades': 2330, 'volume': 3945007, 'vwap': 125.23, 'lastSize': 200, 'turnover': 49402966880, 'homeNotional': 28421.945560155313, 'foreignNotional': 3559261.150068328}, {'timestamp': datetime.datetime(2019, 12, 27, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.1, 'high': 125.35, 'low': 124.3, 'close': 124.9, 'trades': 2495, 'volume': 5637159, 'vwap': 124.88, 'lastSize': 11, 'turnover': 70391238875, 'homeNotional': 40506.081388995866, 'foreignNotional': 5058001.266959968}]
2019-12-27 20:00:20 INFO: prepare buckets [{'low_price': 125.0, 'high_price': 125.6, 'color': 'RED'}, {'low_price': 124.7, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 124.3, 'high_price': 125.35, 'color': 'RED'}]
2019-12-27 20:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95))
2019-12-27 20:00:20 INFO: check need new order None
2019-12-27 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.6, 'low': 125.15, 'close': 125.35, 'trades': 1448, 'volume': 2072290, 'vwap': 125.37, 'lastSize': 16, 'turnover': 25979056665, 'homeNotional': 14941.871541538472, 'foreignNotional': 1873173.0444189145}, {'timestamp': datetime.datetime(2019, 12, 27, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.6, 'low': 125.0, 'close': 125.15, 'trades': 2288, 'volume': 6575213, 'vwap': 125.38, 'lastSize': 2, 'turnover': 82434356075, 'homeNotional': 47335.2712765748, 'foreignNotional': 5934495.578238566}, {'timestamp': datetime.datetime(2019, 12, 27, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 124.9, 'high': 125.6, 'low': 124.7, 'close': 125.25, 'trades': 2330, 'volume': 3945007, 'vwap': 125.23, 'lastSize': 200, 'turnover': 49402966880, 'homeNotional': 28421.945560155313, 'foreignNotional': 3559261.150068328}]
2019-12-27 21:00:20 INFO: prepare buckets [{'low_price': 125.15, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.6, 'color': 'RED'}, {'low_price': 124.7, 'high_price': 125.6, 'color': 'GREEN'}]
2019-12-27 21:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95))
2019-12-27 21:00:20 INFO: check need new order None
2019-12-27 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.35, 'high': 125.6, 'low': 125.0, 'close': 125.45, 'trades': 1495, 'volume': 2972178, 'vwap': 125.33, 'lastSize': 1, 'turnover': 37248048040, 'homeNotional': 21430.791585609502, 'foreignNotional': 2685759.6827253797}, {'timestamp': datetime.datetime(2019, 12, 27, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.6, 'low': 125.15, 'close': 125.35, 'trades': 1448, 'volume': 2072290, 'vwap': 125.37, 'lastSize': 16, 'turnover': 25979056665, 'homeNotional': 14941.871541538472, 'foreignNotional': 1873173.0444189145}, {'timestamp': datetime.datetime(2019, 12, 27, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.25, 'high': 125.6, 'low': 125.0, 'close': 125.15, 'trades': 2288, 'volume': 6575213, 'vwap': 125.38, 'lastSize': 2, 'turnover': 82434356075, 'homeNotional': 47335.2712765748, 'foreignNotional': 5934495.578238566}]
2019-12-27 22:00:20 INFO: prepare buckets [{'low_price': 125.0, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 125.15, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.6, 'color': 'RED'}]
2019-12-27 22:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95))
2019-12-27 22:00:20 INFO: check need new order None
2019-12-27 22:01:53 INFO: process event {'orderID': 'c3038710-26be-923e-e8d0-35d3b9ec0894', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-27T22:01:53.078Z', 'clOrdID': '0327f46fcde84238a47ec2bc7ff87c89', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-27 22:01:53 INFO: skip event 0327f46fcde84238a47ec2bc7ff87c89 
2019-12-27 22:01:53 INFO: process event {'orderID': 'c3038710-26be-923e-e8d0-35d3b9ec0894', 'workingIndicator': True, 'transactTime': '2019-12-27T22:01:53.078Z', 'clOrdID': '0327f46fcde84238a47ec2bc7ff87c89', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T22:01:53.078Z'}
2019-12-27 22:01:53 INFO: skip event 0327f46fcde84238a47ec2bc7ff87c89 
2019-12-27 22:01:53 INFO: process event {'orderID': 'c3038710-26be-923e-e8d0-35d3b9ec0894', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 125.65, 'clOrdID': '0327f46fcde84238a47ec2bc7ff87c89', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T22:01:53.078Z'}
2019-12-27 22:01:53 INFO: add new event={'uid': '0327f46fcde84238a47ec2bc7ff87c89', 'status': 'Filled'}
2019-12-27 22:01:53 INFO: start process event--------------------------------------------
2019-12-27 22:01:53 INFO: fetch new order event 0327f46fcde84238a47ec2bc7ff87c89
2019-12-27 22:01:53 INFO: fetch orders by event init={'stop': '124.7', 'take': '128.39999999999995', 'qty': '11.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-27 22:01:53 INFO: process init order filled
2019-12-27 22:01:53 INFO: save profit orders to storage stop=fb667571e7b547dc9b13a0736075ec43 take=34a1acccc4244a368532d6239bfaeec3
2019-12-27 22:01:53 INFO: place profit orders take_price=128.39999999999995, stop_price=124.7, qty=11.0, color=GREEN, ticker=ETHUSD fb667571e7b547dc9b13a0736075ec43 34a1acccc4244a368532d6239bfaeec3
2019-12-27 22:01:53 INFO: place stop order ETHUSD: qty=-11.0, stop_price=124.7, stop_uid=fb667571e7b547dc9b13a0736075ec43
2019-12-27 22:01:53 INFO: process event {'orderID': '9a48ac4c-a4db-a556-308f-ed84531b1506', 'clOrdID': 'fb667571e7b547dc9b13a0736075ec43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 124.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-27T22:01:53.559Z', 'timestamp': '2019-12-27T22:01:53.559Z'}
2019-12-27 22:01:53 INFO: skip event fb667571e7b547dc9b13a0736075ec43 New
2019-12-27 22:01:53 INFO: exchange resp for stop order={'orderID': '9a48ac4c-a4db-a556-308f-ed84531b1506', 'clOrdID': 'fb667571e7b547dc9b13a0736075ec43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 124.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 22, 1, 53, 559000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 22, 1, 53, 559000, tzinfo=tzlocal())}
2019-12-27 22:01:53 INFO: place limit order ETHUSD: qty=-11.0, price=128.39999999999995, take_uid=34a1acccc4244a368532d6239bfaeec3
2019-12-27 22:01:53 INFO: exchange resp for take profit order={'orderID': '5ec43a83-2d4a-34a9-ffb1-5af00f6e5c94', 'clOrdID': '34a1acccc4244a368532d6239bfaeec3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 128.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 22, 1, 53, 618000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 22, 1, 53, 618000, tzinfo=tzlocal())}
2019-12-27 22:01:53 INFO: process event {'orderID': '5ec43a83-2d4a-34a9-ffb1-5af00f6e5c94', 'clOrdID': '34a1acccc4244a368532d6239bfaeec3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 128.4, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-27T22:01:53.618Z', 'timestamp': '2019-12-27T22:01:53.618Z'}
2019-12-27 22:01:53 INFO: skip event 34a1acccc4244a368532d6239bfaeec3 New
2019-12-27 22:01:53 INFO: process event {'orderID': '5ec43a83-2d4a-34a9-ffb1-5af00f6e5c94', 'workingIndicator': True, 'clOrdID': '34a1acccc4244a368532d6239bfaeec3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-27T22:01:53.618Z'}
2019-12-27 22:01:53 INFO: skip event 34a1acccc4244a368532d6239bfaeec3 
2019-12-27 22:01:53 INFO: place profit orders={'stop': {'response': {'orderID': '9a48ac4c-a4db-a556-308f-ed84531b1506', 'clOrdID': 'fb667571e7b547dc9b13a0736075ec43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 124.7, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 22, 1, 53, 559000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 22, 1, 53, 559000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': 'fb667571e7b547dc9b13a0736075ec43', 'price': 124.7}, 'take': {'response': {'orderID': '5ec43a83-2d4a-34a9-ffb1-5af00f6e5c94', 'clOrdID': '34a1acccc4244a368532d6239bfaeec3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 128.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 27, 22, 1, 53, 618000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 27, 22, 1, 53, 618000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': '34a1acccc4244a368532d6239bfaeec3', 'price': 128.39999999999995}}
2019-12-27 22:01:53 INFO: rm init order from db 0327f46fcde84238a47ec2bc7ff87c89
2019-12-27 22:01:53 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-27 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 27, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 126.7, 'low': 125.5, 'close': 126.25, 'trades': 2919, 'volume': 7185017, 'vwap': 126.37, 'lastSize': 1911, 'turnover': 90793722545, 'homeNotional': 51982.958317162214, 'foreignNotional': 6568849.574746635}, {'timestamp': datetime.datetime(2019, 12, 27, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.35, 'high': 125.6, 'low': 125.0, 'close': 125.45, 'trades': 1495, 'volume': 2972178, 'vwap': 125.33, 'lastSize': 1, 'turnover': 37248048040, 'homeNotional': 21430.791585609502, 'foreignNotional': 2685759.6827253797}, {'timestamp': datetime.datetime(2019, 12, 27, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.15, 'high': 125.6, 'low': 125.15, 'close': 125.35, 'trades': 1448, 'volume': 2072290, 'vwap': 125.37, 'lastSize': 16, 'turnover': 25979056665, 'homeNotional': 14941.871541538472, 'foreignNotional': 1873173.0444189145}]
2019-12-27 23:00:21 INFO: prepare buckets [{'low_price': 125.5, 'high_price': 126.7, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.6, 'color': 'GREEN'}, {'low_price': 125.15, 'high_price': 125.6, 'color': 'GREEN'}]
2019-12-27 23:00:21 INFO: bucket_size=1.2000000000000028 (allowed (0.39, 0.95))
2019-12-27 23:00:21 WARNING: skip bucket by bucket_size=1.2000000000000028 too big
2019-12-27 23:00:21 INFO: check need new order None
2019-12-28 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.4, 'low': 126.0, 'close': 126.3, 'trades': 1359, 'volume': 2044223, 'vwap': 126.24, 'lastSize': 2, 'turnover': 25805367860, 'homeNotional': 14786.011918775372, 'foreignNotional': 1866521.4183103119}, {'timestamp': datetime.datetime(2019, 12, 27, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 126.7, 'low': 125.5, 'close': 126.25, 'trades': 2919, 'volume': 7185017, 'vwap': 126.37, 'lastSize': 1911, 'turnover': 90793722545, 'homeNotional': 51982.958317162214, 'foreignNotional': 6568849.574746635}, {'timestamp': datetime.datetime(2019, 12, 27, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.35, 'high': 125.6, 'low': 125.0, 'close': 125.45, 'trades': 1495, 'volume': 2972178, 'vwap': 125.33, 'lastSize': 1, 'turnover': 37248048040, 'homeNotional': 21430.791585609502, 'foreignNotional': 2685759.6827253797}]
2019-12-28 00:00:20 INFO: prepare buckets [{'low_price': 126.0, 'high_price': 126.4, 'color': 'GREEN'}, {'low_price': 125.5, 'high_price': 126.7, 'color': 'GREEN'}, {'low_price': 125.0, 'high_price': 125.6, 'color': 'GREEN'}]
2019-12-28 00:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95))
2019-12-28 00:00:20 INFO: check need new order None
2019-12-28 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.3, 'high': 127.7, 'low': 125.95, 'close': 127.5, 'trades': 4289, 'volume': 6938344, 'vwap': 127.05, 'lastSize': 57, 'turnover': 88145619170, 'homeNotional': 50499.61588158234, 'foreignNotional': 6415600.09189337}, {'timestamp': datetime.datetime(2019, 12, 28, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.4, 'low': 126.0, 'close': 126.3, 'trades': 1359, 'volume': 2044223, 'vwap': 126.24, 'lastSize': 2, 'turnover': 25805367860, 'homeNotional': 14786.011918775372, 'foreignNotional': 1866521.4183103119}, {'timestamp': datetime.datetime(2019, 12, 27, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.45, 'high': 126.7, 'low': 125.5, 'close': 126.25, 'trades': 2919, 'volume': 7185017, 'vwap': 126.37, 'lastSize': 1911, 'turnover': 90793722545, 'homeNotional': 51982.958317162214, 'foreignNotional': 6568849.574746635}]
2019-12-28 01:00:20 INFO: prepare buckets [{'low_price': 125.95, 'high_price': 127.7, 'color': 'GREEN'}, {'low_price': 126.0, 'high_price': 126.4, 'color': 'GREEN'}, {'low_price': 125.5, 'high_price': 126.7, 'color': 'GREEN'}]
2019-12-28 01:00:20 INFO: bucket_size=1.75 (allowed (0.39, 0.95))
2019-12-28 01:00:20 WARNING: skip bucket by bucket_size=1.75 too big
2019-12-28 01:00:20 INFO: check need new order None
2019-12-28 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.4, 'low': 126.95, 'close': 127.3, 'trades': 2787, 'volume': 4163825, 'vwap': 127.61, 'lastSize': 50, 'turnover': 53131786965, 'homeNotional': 30408.674340084744, 'foreignNotional': 3880260.076205741}, {'timestamp': datetime.datetime(2019, 12, 28, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.3, 'high': 127.7, 'low': 125.95, 'close': 127.5, 'trades': 4289, 'volume': 6938344, 'vwap': 127.05, 'lastSize': 57, 'turnover': 88145619170, 'homeNotional': 50499.61588158234, 'foreignNotional': 6415600.09189337}, {'timestamp': datetime.datetime(2019, 12, 28, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.25, 'high': 126.4, 'low': 126.0, 'close': 126.3, 'trades': 1359, 'volume': 2044223, 'vwap': 126.24, 'lastSize': 2, 'turnover': 25805367860, 'homeNotional': 14786.011918775372, 'foreignNotional': 1866521.4183103119}]
2019-12-28 02:00:20 INFO: prepare buckets [{'low_price': 126.95, 'high_price': 128.4, 'color': 'RED'}, {'low_price': 125.95, 'high_price': 127.7, 'color': 'GREEN'}, {'low_price': 126.0, 'high_price': 126.4, 'color': 'GREEN'}]
2019-12-28 02:00:20 INFO: bucket_size=1.4500000000000028 (allowed (0.39, 0.95))
2019-12-28 02:00:20 WARNING: skip bucket by bucket_size=1.4500000000000028 too big
2019-12-28 02:00:20 INFO: check need new order None
2019-12-28 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.9, 'low': 126.4, 'close': 126.9, 'trades': 3263, 'volume': 4334688, 'vwap': 127.09, 'lastSize': 69, 'turnover': 55085236475, 'homeNotional': 31595.724374722267, 'foreignNotional': 4015207.0042477692}, {'timestamp': datetime.datetime(2019, 12, 28, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.4, 'low': 126.95, 'close': 127.3, 'trades': 2787, 'volume': 4163825, 'vwap': 127.61, 'lastSize': 50, 'turnover': 53131786965, 'homeNotional': 30408.674340084744, 'foreignNotional': 3880260.076205741}, {'timestamp': datetime.datetime(2019, 12, 28, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.3, 'high': 127.7, 'low': 125.95, 'close': 127.5, 'trades': 4289, 'volume': 6938344, 'vwap': 127.05, 'lastSize': 57, 'turnover': 88145619170, 'homeNotional': 50499.61588158234, 'foreignNotional': 6415600.09189337}]
2019-12-28 03:00:20 INFO: prepare buckets [{'low_price': 126.4, 'high_price': 127.9, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 128.4, 'color': 'RED'}, {'low_price': 125.95, 'high_price': 127.7, 'color': 'GREEN'}]
2019-12-28 03:00:20 INFO: bucket_size=1.5 (allowed (0.39, 0.95))
2019-12-28 03:00:20 WARNING: skip bucket by bucket_size=1.5 too big
2019-12-28 03:00:20 INFO: check need new order None
2019-12-28 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.9, 'high': 127.1, 'low': 126.6, 'close': 126.95, 'trades': 1023, 'volume': 1283464, 'vwap': 126.91, 'lastSize': 1500, 'turnover': 16287683670, 'homeNotional': 9346.797212437377, 'foreignNotional': 1186147.1738269993}, {'timestamp': datetime.datetime(2019, 12, 28, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.9, 'low': 126.4, 'close': 126.9, 'trades': 3263, 'volume': 4334688, 'vwap': 127.09, 'lastSize': 69, 'turnover': 55085236475, 'homeNotional': 31595.724374722267, 'foreignNotional': 4015207.0042477692}, {'timestamp': datetime.datetime(2019, 12, 28, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.4, 'low': 126.95, 'close': 127.3, 'trades': 2787, 'volume': 4163825, 'vwap': 127.61, 'lastSize': 50, 'turnover': 53131786965, 'homeNotional': 30408.674340084744, 'foreignNotional': 3880260.076205741}]
2019-12-28 04:00:20 INFO: prepare buckets [{'low_price': 126.6, 'high_price': 127.1, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 127.9, 'color': 'RED'}, {'low_price': 126.95, 'high_price': 128.4, 'color': 'RED'}]
2019-12-28 04:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95))
2019-12-28 04:00:20 INFO: check need new order {'low_price': 126.6, 'high_price': 127.1, 'color': 'GREEN'}
2019-12-28 04:00:20 INFO: place order: start low=126.6 high=127.1 GREEN ETHUSD price_offset=0.1
2019-12-28 04:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=127.14999999999999 init_order_price=127.19999999999999 stop_price_offset=0.0 bucket_size=0.5 stop_price=126.6 take_price=128.7
2019-12-28 04:00:20 INFO: place order: compute qty=18.0
2019-12-28 04:00:20 INFO: place order: save order to db 8152372729544716b01bbf75cdda9670; response=True
2019-12-28 04:00:20 INFO: post order to exchange resp={'orderID': '0fec7ea4-7aea-5fc9-f5e2-c164f62ac154', 'clOrdID': '8152372729544716b01bbf75cdda9670', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 127.2, 'displayQty': None, 'stopPx': 127.15, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 28, 4, 0, 20, 780000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 4, 0, 20, 780000, tzinfo=tzlocal())}
2019-12-28 04:00:20 INFO: place new init order {'qty': 18.0, 'init_price': 127.14999999999999, 'stop_price': 126.6, 'take_price': 128.7, 'order_uid': '8152372729544716b01bbf75cdda9670', 'response': {'orderID': '0fec7ea4-7aea-5fc9-f5e2-c164f62ac154', 'clOrdID': '8152372729544716b01bbf75cdda9670', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 127.2, 'displayQty': None, 'stopPx': 127.15, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 28, 4, 0, 20, 780000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 4, 0, 20, 780000, tzinfo=tzlocal())}}
2019-12-28 04:00:21 INFO: process event {'orderID': '0fec7ea4-7aea-5fc9-f5e2-c164f62ac154', 'clOrdID': '8152372729544716b01bbf75cdda9670', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 127.2, 'displayQty': None, 'stopPx': 127.15, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-28T04:00:20.780Z', 'timestamp': '2019-12-28T04:00:20.780Z'}
2019-12-28 04:00:21 INFO: skip event 8152372729544716b01bbf75cdda9670 New
2019-12-28 04:07:18 INFO: process event {'orderID': '0fec7ea4-7aea-5fc9-f5e2-c164f62ac154', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-28T04:07:18.942Z', 'clOrdID': '8152372729544716b01bbf75cdda9670', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 04:07:18 INFO: skip event 8152372729544716b01bbf75cdda9670 
2019-12-28 04:07:18 INFO: process event {'orderID': '0fec7ea4-7aea-5fc9-f5e2-c164f62ac154', 'workingIndicator': True, 'transactTime': '2019-12-28T04:07:18.942Z', 'clOrdID': '8152372729544716b01bbf75cdda9670', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T04:07:18.942Z'}
2019-12-28 04:07:18 INFO: skip event 8152372729544716b01bbf75cdda9670 
2019-12-28 04:07:18 INFO: process event {'orderID': '0fec7ea4-7aea-5fc9-f5e2-c164f62ac154', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 127.2, 'clOrdID': '8152372729544716b01bbf75cdda9670', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T04:07:18.942Z'}
2019-12-28 04:07:18 INFO: add new event={'uid': '8152372729544716b01bbf75cdda9670', 'status': 'Filled'}
2019-12-28 04:07:19 INFO: start process event--------------------------------------------
2019-12-28 04:07:19 INFO: fetch new order event 8152372729544716b01bbf75cdda9670
2019-12-28 04:07:19 INFO: fetch orders by event init={'stop': '126.6', 'take': '128.7', 'qty': '18.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-28 04:07:19 INFO: process init order filled
2019-12-28 04:07:19 INFO: save profit orders to storage stop=8f5a717301f54f198690d597802dd831 take=fa8c9f186b13414fa71a7ab0f88f1a48
2019-12-28 04:07:19 INFO: place profit orders take_price=128.7, stop_price=126.6, qty=18.0, color=GREEN, ticker=ETHUSD 8f5a717301f54f198690d597802dd831 fa8c9f186b13414fa71a7ab0f88f1a48
2019-12-28 04:07:19 INFO: place stop order ETHUSD: qty=-18.0, stop_price=126.6, stop_uid=8f5a717301f54f198690d597802dd831
2019-12-28 04:07:19 INFO: process event {'orderID': '6f86fb0c-e08d-b109-ecba-ec90b7184336', 'clOrdID': '8f5a717301f54f198690d597802dd831', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 126.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-28T04:07:19.431Z', 'timestamp': '2019-12-28T04:07:19.431Z'}
2019-12-28 04:07:19 INFO: skip event 8f5a717301f54f198690d597802dd831 New
2019-12-28 04:07:19 INFO: exchange resp for stop order={'orderID': '6f86fb0c-e08d-b109-ecba-ec90b7184336', 'clOrdID': '8f5a717301f54f198690d597802dd831', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 126.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 4, 7, 19, 431000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 4, 7, 19, 431000, tzinfo=tzlocal())}
2019-12-28 04:07:19 INFO: place limit order ETHUSD: qty=-18.0, price=128.7, take_uid=fa8c9f186b13414fa71a7ab0f88f1a48
2019-12-28 04:07:19 INFO: exchange resp for take profit order={'orderID': 'f1657c96-17d4-75df-2fad-e0cbf032ed1c', 'clOrdID': 'fa8c9f186b13414fa71a7ab0f88f1a48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 128.7, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 4, 7, 19, 469000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 4, 7, 19, 469000, tzinfo=tzlocal())}
2019-12-28 04:07:19 INFO: process event {'orderID': 'f1657c96-17d4-75df-2fad-e0cbf032ed1c', 'clOrdID': 'fa8c9f186b13414fa71a7ab0f88f1a48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 128.7, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-28T04:07:19.469Z', 'timestamp': '2019-12-28T04:07:19.469Z'}
2019-12-28 04:07:19 INFO: skip event fa8c9f186b13414fa71a7ab0f88f1a48 New
2019-12-28 04:07:19 INFO: process event {'orderID': 'f1657c96-17d4-75df-2fad-e0cbf032ed1c', 'workingIndicator': True, 'clOrdID': 'fa8c9f186b13414fa71a7ab0f88f1a48', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T04:07:19.469Z'}
2019-12-28 04:07:19 INFO: skip event fa8c9f186b13414fa71a7ab0f88f1a48 
2019-12-28 04:07:19 INFO: place profit orders={'stop': {'response': {'orderID': '6f86fb0c-e08d-b109-ecba-ec90b7184336', 'clOrdID': '8f5a717301f54f198690d597802dd831', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 126.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 4, 7, 19, 431000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 4, 7, 19, 431000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': '8f5a717301f54f198690d597802dd831', 'price': 126.6}, 'take': {'response': {'orderID': 'f1657c96-17d4-75df-2fad-e0cbf032ed1c', 'clOrdID': 'fa8c9f186b13414fa71a7ab0f88f1a48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 128.7, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 4, 7, 19, 469000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 4, 7, 19, 469000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': 'fa8c9f186b13414fa71a7ab0f88f1a48', 'price': 128.7}}
2019-12-28 04:07:19 INFO: rm init order from db 8152372729544716b01bbf75cdda9670
2019-12-28 04:07:19 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-28 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.8, 'low': 126.7, 'close': 127.5, 'trades': 1850, 'volume': 3612439, 'vwap': 127.38, 'lastSize': 42, 'turnover': 46011809015, 'homeNotional': 26336.902290961927, 'foreignNotional': 3354547.639621647}, {'timestamp': datetime.datetime(2019, 12, 28, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.9, 'high': 127.1, 'low': 126.6, 'close': 126.95, 'trades': 1023, 'volume': 1283464, 'vwap': 126.91, 'lastSize': 1500, 'turnover': 16287683670, 'homeNotional': 9346.797212437377, 'foreignNotional': 1186147.1738269993}, {'timestamp': datetime.datetime(2019, 12, 28, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.9, 'low': 126.4, 'close': 126.9, 'trades': 3263, 'volume': 4334688, 'vwap': 127.09, 'lastSize': 69, 'turnover': 55085236475, 'homeNotional': 31595.724374722267, 'foreignNotional': 4015207.0042477692}]
2019-12-28 05:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 127.8, 'color': 'GREEN'}, {'low_price': 126.6, 'high_price': 127.1, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 127.9, 'color': 'RED'}]
2019-12-28 05:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95))
2019-12-28 05:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big
2019-12-28 05:00:20 INFO: check need new order None
2019-12-28 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.1, 'low': 127.45, 'close': 127.75, 'trades': 2331, 'volume': 3717291, 'vwap': 127.78, 'lastSize': 50, 'turnover': 47497811925, 'homeNotional': 27137.823379707148, 'foreignNotional': 3467545.6668008813}, {'timestamp': datetime.datetime(2019, 12, 28, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.8, 'low': 126.7, 'close': 127.5, 'trades': 1850, 'volume': 3612439, 'vwap': 127.38, 'lastSize': 42, 'turnover': 46011809015, 'homeNotional': 26336.902290961927, 'foreignNotional': 3354547.639621647}, {'timestamp': datetime.datetime(2019, 12, 28, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.9, 'high': 127.1, 'low': 126.6, 'close': 126.95, 'trades': 1023, 'volume': 1283464, 'vwap': 126.91, 'lastSize': 1500, 'turnover': 16287683670, 'homeNotional': 9346.797212437377, 'foreignNotional': 1186147.1738269993}]
2019-12-28 06:00:21 INFO: prepare buckets [{'low_price': 127.45, 'high_price': 128.1, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.8, 'color': 'GREEN'}, {'low_price': 126.6, 'high_price': 127.1, 'color': 'GREEN'}]
2019-12-28 06:00:21 INFO: bucket_size=0.6499999999999915 (allowed (0.39, 0.95))
2019-12-28 06:00:21 INFO: check need new order None
2019-12-28 06:08:15 INFO: process event {'orderID': '5ec43a83-2d4a-34a9-ffb1-5af00f6e5c94', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 128.4, 'timestamp': '2019-12-28T06:08:14.855Z', 'clOrdID': '34a1acccc4244a368532d6239bfaeec3', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 06:08:15 INFO: add new event={'uid': '34a1acccc4244a368532d6239bfaeec3', 'status': 'Filled'}
2019-12-28 06:08:15 INFO: start process event--------------------------------------------
2019-12-28 06:08:15 INFO: fetch new order event 34a1acccc4244a368532d6239bfaeec3
2019-12-28 06:08:15 INFO: fetch orders by event init=None profit_pair=fb667571e7b547dc9b13a0736075ec43
2019-12-28 06:08:15 INFO: process profit order filled
2019-12-28 06:08:16 INFO: cancel order=fb667571e7b547dc9b13a0736075ec43 [{'orderID': '9a48ac4c-a4db-a556-308f-ed84531b1506', 'clOrdID': 'fb667571e7b547dc9b13a0736075ec43', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 124.7, '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(2019, 12, 27, 22, 1, 53, 559000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 6, 8, 16, 23000, tzinfo=tzlocal())}]
2019-12-28 06:08:16 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-28 06:08:16 INFO: process event {'orderID': '9a48ac4c-a4db-a556-308f-ed84531b1506', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2019-12-28T06:08:16.023Z', 'clOrdID': 'fb667571e7b547dc9b13a0736075ec43', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 06:08:16 INFO: skip event fb667571e7b547dc9b13a0736075ec43 Canceled
2019-12-28 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.65, 'low': 127.0, 'close': 127.0, 'trades': 3678, 'volume': 5698940, 'vwap': 127.87, 'lastSize': 276, 'turnover': 72871336670, 'homeNotional': 41730.590727915114, 'foreignNotional': 5336046.403661529}, {'timestamp': datetime.datetime(2019, 12, 28, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.1, 'low': 127.45, 'close': 127.75, 'trades': 2331, 'volume': 3717291, 'vwap': 127.78, 'lastSize': 50, 'turnover': 47497811925, 'homeNotional': 27137.823379707148, 'foreignNotional': 3467545.6668008813}, {'timestamp': datetime.datetime(2019, 12, 28, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 127.8, 'low': 126.7, 'close': 127.5, 'trades': 1850, 'volume': 3612439, 'vwap': 127.38, 'lastSize': 42, 'turnover': 46011809015, 'homeNotional': 26336.902290961927, 'foreignNotional': 3354547.639621647}]
2019-12-28 07:00:20 INFO: prepare buckets [{'low_price': 127.0, 'high_price': 128.65, 'color': 'RED'}, {'low_price': 127.45, 'high_price': 128.1, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.8, 'color': 'GREEN'}]
2019-12-28 07:00:20 INFO: bucket_size=1.6500000000000057 (allowed (0.39, 0.95))
2019-12-28 07:00:20 WARNING: skip bucket by bucket_size=1.6500000000000057 too big
2019-12-28 07:00:20 INFO: check need new order None
2019-12-28 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.55, 'low': 126.85, 'close': 127.15, 'trades': 1946, 'volume': 2205677, 'vwap': 127.11, 'lastSize': 84, 'turnover': 28034918700, 'homeNotional': 16084.895919977165, 'foreignNotional': 2044448.4844005164}, {'timestamp': datetime.datetime(2019, 12, 28, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.65, 'low': 127.0, 'close': 127.0, 'trades': 3678, 'volume': 5698940, 'vwap': 127.87, 'lastSize': 276, 'turnover': 72871336670, 'homeNotional': 41730.590727915114, 'foreignNotional': 5336046.403661529}, {'timestamp': datetime.datetime(2019, 12, 28, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.5, 'high': 128.1, 'low': 127.45, 'close': 127.75, 'trades': 2331, 'volume': 3717291, 'vwap': 127.78, 'lastSize': 50, 'turnover': 47497811925, 'homeNotional': 27137.823379707148, 'foreignNotional': 3467545.6668008813}]
2019-12-28 08:00:20 INFO: prepare buckets [{'low_price': 126.85, 'high_price': 127.55, 'color': 'GREEN'}, {'low_price': 127.0, 'high_price': 128.65, 'color': 'RED'}, {'low_price': 127.45, 'high_price': 128.1, 'color': 'GREEN'}]
2019-12-28 08:00:20 INFO: bucket_size=0.7000000000000028 (allowed (0.39, 0.95))
2019-12-28 08:00:20 INFO: check need new order None
2019-12-28 08:08:27 INFO: process event {'orderID': '6f86fb0c-e08d-b109-ecba-ec90b7184336', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-28T08:08:26.445Z', 'clOrdID': '8f5a717301f54f198690d597802dd831', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 08:08:27 INFO: skip event 8f5a717301f54f198690d597802dd831 
2019-12-28 08:08:27 INFO: process event {'orderID': '6f86fb0c-e08d-b109-ecba-ec90b7184336', 'price': 126.6, 'workingIndicator': True, 'transactTime': '2019-12-28T08:08:26.445Z', 'clOrdID': '8f5a717301f54f198690d597802dd831', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T08:08:26.445Z'}
2019-12-28 08:08:27 INFO: skip event 8f5a717301f54f198690d597802dd831 
2019-12-28 08:08:27 INFO: process event {'orderID': '6f86fb0c-e08d-b109-ecba-ec90b7184336', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 126.6, 'clOrdID': '8f5a717301f54f198690d597802dd831', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T08:08:26.445Z'}
2019-12-28 08:08:27 INFO: add new event={'uid': '8f5a717301f54f198690d597802dd831', 'status': 'Filled'}
2019-12-28 08:08:27 INFO: start process event--------------------------------------------
2019-12-28 08:08:27 INFO: fetch new order event 8f5a717301f54f198690d597802dd831
2019-12-28 08:08:27 INFO: fetch orders by event init=None profit_pair=fa8c9f186b13414fa71a7ab0f88f1a48
2019-12-28 08:08:27 INFO: process profit order filled
2019-12-28 08:08:28 INFO: cancel order=fa8c9f186b13414fa71a7ab0f88f1a48 [{'orderID': 'f1657c96-17d4-75df-2fad-e0cbf032ed1c', 'clOrdID': 'fa8c9f186b13414fa71a7ab0f88f1a48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 128.7, '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(2019, 12, 28, 4, 7, 19, 469000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 8, 8, 28, 877000, tzinfo=tzlocal())}]
2019-12-28 08:08:28 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-28 08:08:29 INFO: process event {'orderID': 'f1657c96-17d4-75df-2fad-e0cbf032ed1c', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-28T08:08:28.877Z', 'clOrdID': 'fa8c9f186b13414fa71a7ab0f88f1a48', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 08:08:29 INFO: skip event fa8c9f186b13414fa71a7ab0f88f1a48 Canceled
2019-12-28 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.35, 'low': 126.55, 'close': 127.3, 'trades': 2251, 'volume': 3050670, 'vwap': 126.95, 'lastSize': 800, 'turnover': 38727479280, 'homeNotional': 22186.301267390845, 'foreignNotional': 2816498.2957486375}, {'timestamp': datetime.datetime(2019, 12, 28, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.55, 'low': 126.85, 'close': 127.15, 'trades': 1946, 'volume': 2205677, 'vwap': 127.11, 'lastSize': 84, 'turnover': 28034918700, 'homeNotional': 16084.895919977165, 'foreignNotional': 2044448.4844005164}, {'timestamp': datetime.datetime(2019, 12, 28, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.65, 'low': 127.0, 'close': 127.0, 'trades': 3678, 'volume': 5698940, 'vwap': 127.87, 'lastSize': 276, 'turnover': 72871336670, 'homeNotional': 41730.590727915114, 'foreignNotional': 5336046.403661529}]
2019-12-28 09:00:20 INFO: prepare buckets [{'low_price': 126.55, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.55, 'color': 'GREEN'}, {'low_price': 127.0, 'high_price': 128.65, 'color': 'RED'}]
2019-12-28 09:00:20 INFO: bucket_size=0.7999999999999972 (allowed (0.39, 0.95))
2019-12-28 09:00:20 INFO: check need new order None
2019-12-28 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.4, 'low': 126.8, 'close': 126.9, 'trades': 1655, 'volume': 3329895, 'vwap': 127.1, 'lastSize': 20, 'turnover': 42319736940, 'homeNotional': 24254.42358942543, 'foreignNotional': 3082501.4095604825}, {'timestamp': datetime.datetime(2019, 12, 28, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.35, 'low': 126.55, 'close': 127.3, 'trades': 2251, 'volume': 3050670, 'vwap': 126.95, 'lastSize': 800, 'turnover': 38727479280, 'homeNotional': 22186.301267390845, 'foreignNotional': 2816498.2957486375}, {'timestamp': datetime.datetime(2019, 12, 28, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.0, 'high': 127.55, 'low': 126.85, 'close': 127.15, 'trades': 1946, 'volume': 2205677, 'vwap': 127.11, 'lastSize': 84, 'turnover': 28034918700, 'homeNotional': 16084.895919977165, 'foreignNotional': 2044448.4844005164}]
2019-12-28 10:00:20 INFO: prepare buckets [{'low_price': 126.8, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 126.55, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.55, 'color': 'GREEN'}]
2019-12-28 10:00:20 INFO: bucket_size=0.6000000000000085 (allowed (0.39, 0.95))
2019-12-28 10:00:20 INFO: check need new order {'low_price': 126.8, 'high_price': 127.4, 'color': 'RED'}
2019-12-28 10:00:20 INFO: place order: start low=126.8 high=127.4 RED ETHUSD price_offset=0.1
2019-12-28 10:00:20 INFO: place order: side_factor=1.0 init_trigger_price=126.75 init_order_price=126.7 stop_price_offset=0.0 bucket_size=0.6000000000000085 stop_price=127.4 take_price=124.89999999999998
2019-12-28 10:00:20 INFO: place order: compute qty=-15.0
2019-12-28 10:00:20 INFO: place order: save order to db 6b952a93c43d47f287fa927ef5225cc6; response=True
2019-12-28 10:00:20 INFO: process event {'orderID': '667db708-0652-aeaf-5168-48f3d7d5a1ab', 'clOrdID': '6b952a93c43d47f287fa927ef5225cc6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.7, 'displayQty': None, 'stopPx': 126.75, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-28T10:00:20.298Z', 'timestamp': '2019-12-28T10:00:20.298Z'}
2019-12-28 10:00:20 INFO: skip event 6b952a93c43d47f287fa927ef5225cc6 New
2019-12-28 10:00:20 INFO: process event {'orderID': '667db708-0652-aeaf-5168-48f3d7d5a1ab', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-28T10:00:20.299Z', 'clOrdID': '6b952a93c43d47f287fa927ef5225cc6', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 10:00:20 INFO: skip event 6b952a93c43d47f287fa927ef5225cc6 
2019-12-28 10:00:20 INFO: process event {'orderID': '667db708-0652-aeaf-5168-48f3d7d5a1ab', 'workingIndicator': True, 'transactTime': '2019-12-28T10:00:20.299Z', 'clOrdID': '6b952a93c43d47f287fa927ef5225cc6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T10:00:20.299Z'}
2019-12-28 10:00:20 INFO: skip event 6b952a93c43d47f287fa927ef5225cc6 
2019-12-28 10:00:20 INFO: process event {'orderID': '667db708-0652-aeaf-5168-48f3d7d5a1ab', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 126.75, 'clOrdID': '6b952a93c43d47f287fa927ef5225cc6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T10:00:20.299Z'}
2019-12-28 10:00:20 INFO: add new event={'uid': '6b952a93c43d47f287fa927ef5225cc6', 'status': 'Filled'}
2019-12-28 10:00:20 INFO: post order to exchange resp={'orderID': '667db708-0652-aeaf-5168-48f3d7d5a1ab', 'clOrdID': '6b952a93c43d47f287fa927ef5225cc6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.7, 'displayQty': None, 'stopPx': 126.75, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 28, 10, 0, 20, 298000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 10, 0, 20, 298000, tzinfo=tzlocal())}
2019-12-28 10:00:20 INFO: place new init order {'qty': -15.0, 'init_price': 126.75, 'stop_price': 127.4, 'take_price': 124.89999999999998, 'order_uid': '6b952a93c43d47f287fa927ef5225cc6', 'response': {'orderID': '667db708-0652-aeaf-5168-48f3d7d5a1ab', 'clOrdID': '6b952a93c43d47f287fa927ef5225cc6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.7, 'displayQty': None, 'stopPx': 126.75, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 28, 10, 0, 20, 298000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 10, 0, 20, 298000, tzinfo=tzlocal())}}
2019-12-28 10:00:20 INFO: start process event--------------------------------------------
2019-12-28 10:00:20 INFO: fetch new order event 6b952a93c43d47f287fa927ef5225cc6
2019-12-28 10:00:20 INFO: fetch orders by event init={'stop': '127.4', 'take': '124.89999999999998', 'qty': '15.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None
2019-12-28 10:00:20 INFO: process init order filled
2019-12-28 10:00:20 INFO: save profit orders to storage stop=d504bf477a1e4ee289dd01761dcff803 take=347691f78e02461e8693907b5533e30b
2019-12-28 10:00:20 INFO: place profit orders take_price=124.89999999999998, stop_price=127.4, qty=15.0, color=RED, ticker=ETHUSD d504bf477a1e4ee289dd01761dcff803 347691f78e02461e8693907b5533e30b
2019-12-28 10:00:20 INFO: place stop order ETHUSD: qty=15.0, stop_price=127.4, stop_uid=d504bf477a1e4ee289dd01761dcff803
2019-12-28 10:00:20 INFO: exchange resp for stop order={'orderID': '41b928a6-21c7-a2c0-3173-2c80019cb6be', 'clOrdID': 'd504bf477a1e4ee289dd01761dcff803', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 127.4, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 10, 0, 20, 886000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 10, 0, 20, 886000, tzinfo=tzlocal())}
2019-12-28 10:00:20 INFO: place limit order ETHUSD: qty=15.0, price=124.89999999999998, take_uid=347691f78e02461e8693907b5533e30b
2019-12-28 10:00:21 INFO: exchange resp for take profit order={'orderID': '2ea8058a-fa4a-2e83-51f8-b9fbe7d3e098', 'clOrdID': '347691f78e02461e8693907b5533e30b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 124.9, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 10, 0, 21, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 10, 0, 21, 75000, tzinfo=tzlocal())}
2019-12-28 10:00:21 INFO: place profit orders={'stop': {'response': {'orderID': '41b928a6-21c7-a2c0-3173-2c80019cb6be', 'clOrdID': 'd504bf477a1e4ee289dd01761dcff803', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 127.4, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 10, 0, 20, 886000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 10, 0, 20, 886000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': 'd504bf477a1e4ee289dd01761dcff803', 'price': 127.4}, 'take': {'response': {'orderID': '2ea8058a-fa4a-2e83-51f8-b9fbe7d3e098', 'clOrdID': '347691f78e02461e8693907b5533e30b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 124.9, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 28, 10, 0, 21, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 10, 0, 21, 75000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': '347691f78e02461e8693907b5533e30b', 'price': 124.89999999999998}}
2019-12-28 10:00:21 INFO: rm init order from db 6b952a93c43d47f287fa927ef5225cc6
2019-12-28 10:00:21 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2019-12-28 10:00:21 INFO: process event {'orderID': '41b928a6-21c7-a2c0-3173-2c80019cb6be', 'clOrdID': 'd504bf477a1e4ee289dd01761dcff803', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 127.4, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-28T10:00:20.886Z', 'timestamp': '2019-12-28T10:00:20.886Z'}
2019-12-28 10:00:21 INFO: skip event d504bf477a1e4ee289dd01761dcff803 New
2019-12-28 10:00:22 INFO: process event {'orderID': '2ea8058a-fa4a-2e83-51f8-b9fbe7d3e098', 'clOrdID': '347691f78e02461e8693907b5533e30b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 124.9, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-28T10:00:21.075Z', 'timestamp': '2019-12-28T10:00:21.075Z'}
2019-12-28 10:00:22 INFO: skip event 347691f78e02461e8693907b5533e30b New
2019-12-28 10:00:22 INFO: process event {'orderID': '2ea8058a-fa4a-2e83-51f8-b9fbe7d3e098', 'workingIndicator': True, 'clOrdID': '347691f78e02461e8693907b5533e30b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T10:00:21.075Z'}
2019-12-28 10:00:22 INFO: skip event 347691f78e02461e8693907b5533e30b 
2019-12-28 10:57:55 INFO: process event {'orderID': '41b928a6-21c7-a2c0-3173-2c80019cb6be', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-28T10:57:54.995Z', 'clOrdID': 'd504bf477a1e4ee289dd01761dcff803', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 10:57:55 INFO: skip event d504bf477a1e4ee289dd01761dcff803 
2019-12-28 10:57:55 INFO: process event {'orderID': '41b928a6-21c7-a2c0-3173-2c80019cb6be', 'price': 127.4, 'workingIndicator': True, 'transactTime': '2019-12-28T10:57:54.995Z', 'clOrdID': 'd504bf477a1e4ee289dd01761dcff803', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T10:57:54.995Z'}
2019-12-28 10:57:55 INFO: skip event d504bf477a1e4ee289dd01761dcff803 
2019-12-28 10:57:55 INFO: process event {'orderID': '41b928a6-21c7-a2c0-3173-2c80019cb6be', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 127.4, 'clOrdID': 'd504bf477a1e4ee289dd01761dcff803', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-28T10:57:54.995Z'}
2019-12-28 10:57:55 INFO: add new event={'uid': 'd504bf477a1e4ee289dd01761dcff803', 'status': 'Filled'}
2019-12-28 10:57:55 INFO: start process event--------------------------------------------
2019-12-28 10:57:55 INFO: fetch new order event d504bf477a1e4ee289dd01761dcff803
2019-12-28 10:57:55 INFO: fetch orders by event init=None profit_pair=347691f78e02461e8693907b5533e30b
2019-12-28 10:57:55 INFO: process profit order filled
2019-12-28 10:57:55 INFO: cancel order=347691f78e02461e8693907b5533e30b [{'orderID': '2ea8058a-fa4a-2e83-51f8-b9fbe7d3e098', 'clOrdID': '347691f78e02461e8693907b5533e30b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 124.9, '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(2019, 12, 28, 10, 0, 21, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 28, 10, 57, 55, 837000, tzinfo=tzlocal())}]
2019-12-28 10:57:55 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2019-12-28 10:57:56 INFO: process event {'orderID': '2ea8058a-fa4a-2e83-51f8-b9fbe7d3e098', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-28T10:57:55.837Z', 'clOrdID': '347691f78e02461e8693907b5533e30b', 'account': 605536, 'symbol': 'ETHUSD'}
2019-12-28 10:57:56 INFO: skip event 347691f78e02461e8693907b5533e30b Canceled
2019-12-28 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.9, 'high': 127.75, 'low': 126.65, 'close': 127.65, 'trades': 2200, 'volume': 4208890, 'vwap': 126.98, 'lastSize': 1, 'turnover': 53442910835, 'homeNotional': 30684.61564846977, 'foreignNotional': 3896221.989761915}, {'timestamp': datetime.datetime(2019, 12, 28, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.4, 'low': 126.8, 'close': 126.9, 'trades': 1655, 'volume': 3329895, 'vwap': 127.1, 'lastSize': 20, 'turnover': 42319736940, 'homeNotional': 24254.42358942543, 'foreignNotional': 3082501.4095604825}, {'timestamp': datetime.datetime(2019, 12, 28, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.15, 'high': 127.35, 'low': 126.55, 'close': 127.3, 'trades': 2251, 'volume': 3050670, 'vwap': 126.95, 'lastSize': 800, 'turnover': 38727479280, 'homeNotional': 22186.301267390845, 'foreignNotional': 2816498.2957486375}]
2019-12-28 11:00:20 INFO: prepare buckets [{'low_price': 126.65, 'high_price': 127.75, 'color': 'GREEN'}, {'low_price': 126.8, 'high_price': 127.4, 'color': 'RED'}, {'low_price': 126.55, 'high_price': 127.35, 'color': 'GREEN'}]
2019-12-28 11:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95))
2019-12-28 11:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big
2019-12-28 11:00:20 INFO: check need new order None
2019-12-28 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 127.7, 'low': 126.7, 'close': 127.05, 'trades': 2413, 'volume': 7042356, 'vwap': 126.91, 'lastSize': 2, 'turnover': 89371665375, 'homeNotional': 51269.58243823772, 'foreignNotional': 6506423.356305327}, {'timestamp': datetime.datetime(2019, 12, 28, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.9, 'high': 127.75, 'low': 126.65, 'close': 127.65, 'trades': 2200, 'volume': 4208890, 'vwap': 126.98, 'lastSize': 1, 'turnover': 53442910835, 'homeNotional': 30684.61564846977, 'foreignNotional': 3896221.989761915}, {'timestamp': datetime.datetime(2019, 12, 28, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.4, 'low': 126.8, 'close': 126.9, 'trades': 1655, 'volume': 3329895, 'vwap': 127.1, 'lastSize': 20, 'turnover': 42319736940, 'homeNotional': 24254.42358942543, 'foreignNotional': 3082501.4095604825}]
2019-12-28 12:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 127.7, 'color': 'RED'}, {'low_price': 126.65, 'high_price': 127.75, 'color': 'GREEN'}, {'low_price': 126.8, 'high_price': 127.4, 'color': 'RED'}]
2019-12-28 12:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95))
2019-12-28 12:00:20 WARNING: skip bucket by bucket_size=1.0 too big
2019-12-28 12:00:20 INFO: check need new order None
2019-12-28 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.8, 'low': 126.85, 'close': 127.4, 'trades': 1822, 'volume': 4909475, 'vwap': 127.29, 'lastSize': 250, 'turnover': 62489291950, 'homeNotional': 35783.22353289149, 'foreignNotional': 4554597.6250138525}, {'timestamp': datetime.datetime(2019, 12, 28, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 127.7, 'low': 126.7, 'close': 127.05, 'trades': 2413, 'volume': 7042356, 'vwap': 126.91, 'lastSize': 2, 'turnover': 89371665375, 'homeNotional': 51269.58243823772, 'foreignNotional': 6506423.356305327}, {'timestamp': datetime.datetime(2019, 12, 28, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.9, 'high': 127.75, 'low': 126.65, 'close': 127.65, 'trades': 2200, 'volume': 4208890, 'vwap': 126.98, 'lastSize': 1, 'turnover': 53442910835, 'homeNotional': 30684.61564846977, 'foreignNotional': 3896221.989761915}]
2019-12-28 13:00:20 INFO: prepare buckets [{'low_price': 126.85, 'high_price': 127.8, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.7, 'color': 'RED'}, {'low_price': 126.65, 'high_price': 127.75, 'color': 'GREEN'}]
2019-12-28 13:00:20 INFO: bucket_size=0.9500000000000028 (allowed (0.39, 0.95))
2019-12-28 13:00:20 WARNING: skip bucket by bucket_size=0.9500000000000028 too big
2019-12-28 13:00:20 INFO: check need new order None
2019-12-28 13:40:26 ERROR: Error : Connection is already closed.
2019-12-28 13:40:26 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232c399d0>>: Connection is already closed.
2019-12-28 13:40:26 INFO: Websocket Closed
2019-12-28 13:40:27 WARNING: reconnect to socket
2019-12-28 13:40:27 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-28 13:40:27 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-28 13:40:27 INFO: Authenticating with API Key.
2019-12-28 13:40:28 INFO: Connected to WS.
2019-12-28 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 127.45, 'low': 126.9, 'close': 127.1, 'trades': 1318, 'volume': 1992742, 'vwap': 127.12, 'lastSize': 27, 'turnover': 25330519285, 'homeNotional': 14513.925375923522, 'foreignNotional': 1844922.4904603828}, {'timestamp': datetime.datetime(2019, 12, 28, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.8, 'low': 126.85, 'close': 127.4, 'trades': 1822, 'volume': 4909475, 'vwap': 127.29, 'lastSize': 250, 'turnover': 62489291950, 'homeNotional': 35783.22353289149, 'foreignNotional': 4554597.6250138525}, {'timestamp': datetime.datetime(2019, 12, 28, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.65, 'high': 127.7, 'low': 126.7, 'close': 127.05, 'trades': 2413, 'volume': 7042356, 'vwap': 126.91, 'lastSize': 2, 'turnover': 89371665375, 'homeNotional': 51269.58243823772, 'foreignNotional': 6506423.356305327}]
2019-12-28 14:00:20 INFO: prepare buckets [{'low_price': 126.9, 'high_price': 127.45, 'color': 'RED'}, {'low_price': 126.85, 'high_price': 127.8, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.7, 'color': 'RED'}]
2019-12-28 14:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.39, 0.95))
2019-12-28 14:00:20 INFO: check need new order None
2019-12-28 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.85, 'low': 127.1, 'close': 127.75, 'trades': 1975, 'volume': 5661169, 'vwap': 127.34, 'lastSize': 50, 'turnover': 72085764565, 'homeNotional': 41337.11673869446, 'foreignNotional': 5263610.817118626}, {'timestamp': datetime.datetime(2019, 12, 28, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 127.45, 'low': 126.9, 'close': 127.1, 'trades': 1318, 'volume': 1992742, 'vwap': 127.12, 'lastSize': 27, 'turnover': 25330519285, 'homeNotional': 14513.925375923522, 'foreignNotional': 1844922.4904603828}, {'timestamp': datetime.datetime(2019, 12, 28, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.8, 'low': 126.85, 'close': 127.4, 'trades': 1822, 'volume': 4909475, 'vwap': 127.29, 'lastSize': 250, 'turnover': 62489291950, 'homeNotional': 35783.22353289149, 'foreignNotional': 4554597.6250138525}]
2019-12-28 15:00:20 INFO: prepare buckets [{'low_price': 127.1, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.9, 'high_price': 127.45, 'color': 'RED'}, {'low_price': 126.85, 'high_price': 127.8, 'color': 'GREEN'}]
2019-12-28 15:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95))
2019-12-28 15:00:20 INFO: check need new order None
2019-12-28 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.2, 'low': 126.8, 'close': 127.35, 'trades': 3709, 'volume': 5192062, 'vwap': 127.51, 'lastSize': 1, 'turnover': 66203219490, 'homeNotional': 37940.96745155009, 'foreignNotional': 4837835.60319243}, {'timestamp': datetime.datetime(2019, 12, 28, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.85, 'low': 127.1, 'close': 127.75, 'trades': 1975, 'volume': 5661169, 'vwap': 127.34, 'lastSize': 50, 'turnover': 72085764565, 'homeNotional': 41337.11673869446, 'foreignNotional': 5263610.817118626}, {'timestamp': datetime.datetime(2019, 12, 28, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.4, 'high': 127.45, 'low': 126.9, 'close': 127.1, 'trades': 1318, 'volume': 1992742, 'vwap': 127.12, 'lastSize': 27, 'turnover': 25330519285, 'homeNotional': 14513.925375923522, 'foreignNotional': 1844922.4904603828}]
2019-12-28 16:00:20 INFO: prepare buckets [{'low_price': 126.8, 'high_price': 128.2, 'color': 'RED'}, {'low_price': 127.1, 'high_price': 127.85, 'color': 'GREEN'}, {'low_price': 126.9, 'high_price': 127.45, 'color': 'RED'}]
2019-12-28 16:00:20 INFO: bucket_size=1.3999999999999915 (allowed (0.39, 0.95))
2019-12-28 16:00:20 WARNING: skip bucket by bucket_size=1.3999999999999915 too big
2019-12-28 16:00:20 INFO: check need new order None
2019-12-28 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.05, 'low': 126.7, 'close': 127.9, 'trades': 3136, 'volume': 5205955, 'vwap': 127.53, 'lastSize': 125, 'turnover': 66387157505, 'homeNotional': 37993.086117553394, 'foreignNotional': 4844967.078369879}, {'timestamp': datetime.datetime(2019, 12, 28, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.2, 'low': 126.8, 'close': 127.35, 'trades': 3709, 'volume': 5192062, 'vwap': 127.51, 'lastSize': 1, 'turnover': 66203219490, 'homeNotional': 37940.96745155009, 'foreignNotional': 4837835.60319243}, {'timestamp': datetime.datetime(2019, 12, 28, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.85, 'low': 127.1, 'close': 127.75, 'trades': 1975, 'volume': 5661169, 'vwap': 127.34, 'lastSize': 50, 'turnover': 72085764565, 'homeNotional': 41337.11673869446, 'foreignNotional': 5263610.817118626}]
2019-12-28 17:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 128.05, 'color': 'GREEN'}, {'low_price': 126.8, 'high_price': 128.2, 'color': 'RED'}, {'low_price': 127.1, 'high_price': 127.85, 'color': 'GREEN'}]
2019-12-28 17:00:20 INFO: bucket_size=1.3500000000000085 (allowed (0.39, 0.95))
2019-12-28 17:00:20 WARNING: skip bucket by bucket_size=1.3500000000000085 too big
2019-12-28 17:00:20 INFO: check need new order None
2019-12-28 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 129.4, 'low': 127.85, 'close': 129.1, 'trades': 4072, 'volume': 9839813, 'vwap': 128.83, 'lastSize': 1530, 'turnover': 126760248020, 'homeNotional': 72097.50472393035, 'foreignNotional': 9287933.17866561}, {'timestamp': datetime.datetime(2019, 12, 28, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.05, 'low': 126.7, 'close': 127.9, 'trades': 3136, 'volume': 5205955, 'vwap': 127.53, 'lastSize': 125, 'turnover': 66387157505, 'homeNotional': 37993.086117553394, 'foreignNotional': 4844967.078369879}, {'timestamp': datetime.datetime(2019, 12, 28, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.2, 'low': 126.8, 'close': 127.35, 'trades': 3709, 'volume': 5192062, 'vwap': 127.51, 'lastSize': 1, 'turnover': 66203219490, 'homeNotional': 37940.96745155009, 'foreignNotional': 4837835.60319243}]
2019-12-28 18:00:20 INFO: prepare buckets [{'low_price': 127.85, 'high_price': 129.4, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 128.05, 'color': 'GREEN'}, {'low_price': 126.8, 'high_price': 128.2, 'color': 'RED'}]
2019-12-28 18:00:20 INFO: bucket_size=1.5500000000000114 (allowed (0.39, 0.95))
2019-12-28 18:00:20 WARNING: skip bucket by bucket_size=1.5500000000000114 too big
2019-12-28 18:00:20 INFO: check need new order None
2019-12-28 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.65, 'low': 128.55, 'close': 128.9, 'trades': 3702, 'volume': 9113267, 'vwap': 129.29, 'lastSize': 10, 'turnover': 117823354715, 'homeNotional': 66819.73672680494, 'foreignNotional': 8638977.690809377}, {'timestamp': datetime.datetime(2019, 12, 28, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 129.4, 'low': 127.85, 'close': 129.1, 'trades': 4072, 'volume': 9839813, 'vwap': 128.83, 'lastSize': 1530, 'turnover': 126760248020, 'homeNotional': 72097.50472393035, 'foreignNotional': 9287933.17866561}, {'timestamp': datetime.datetime(2019, 12, 28, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.35, 'high': 128.05, 'low': 126.7, 'close': 127.9, 'trades': 3136, 'volume': 5205955, 'vwap': 127.53, 'lastSize': 125, 'turnover': 66387157505, 'homeNotional': 37993.086117553394, 'foreignNotional': 4844967.078369879}]
2019-12-28 19:00:20 INFO: prepare buckets [{'low_price': 128.55, 'high_price': 129.65, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 129.4, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 128.05, 'color': 'GREEN'}]
2019-12-28 19:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95))
2019-12-28 19:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big
2019-12-28 19:00:20 INFO: check need new order None
2019-12-28 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.15, 'low': 128.7, 'close': 128.8, 'trades': 1355, 'volume': 1654043, 'vwap': 128.88, 'lastSize': 344, 'turnover': 21315857985, 'homeNotional': 12124.294815481293, 'foreignNotional': 1562473.707574056}, {'timestamp': datetime.datetime(2019, 12, 28, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.65, 'low': 128.55, 'close': 128.9, 'trades': 3702, 'volume': 9113267, 'vwap': 129.29, 'lastSize': 10, 'turnover': 117823354715, 'homeNotional': 66819.73672680494, 'foreignNotional': 8638977.690809377}, {'timestamp': datetime.datetime(2019, 12, 28, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 129.4, 'low': 127.85, 'close': 129.1, 'trades': 4072, 'volume': 9839813, 'vwap': 128.83, 'lastSize': 1530, 'turnover': 126760248020, 'homeNotional': 72097.50472393035, 'foreignNotional': 9287933.17866561}]
2019-12-28 20:00:20 INFO: prepare buckets [{'low_price': 128.7, 'high_price': 129.15, 'color': 'RED'}, {'low_price': 128.55, 'high_price': 129.65, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 129.4, 'color': 'GREEN'}]
2019-12-28 20:00:20 INFO: bucket_size=0.45000000000001705 (allowed (0.39, 0.95))
2019-12-28 20:00:20 INFO: check need new order None
2019-12-28 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.8, 'high': 129.1, 'low': 128.3, 'close': 128.65, 'trades': 1636, 'volume': 1772803, 'vwap': 128.73, 'lastSize': 1, 'turnover': 22820501110, 'homeNotional': 12993.093300935081, 'foreignNotional': 1672544.5587107872}, {'timestamp': datetime.datetime(2019, 12, 28, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.15, 'low': 128.7, 'close': 128.8, 'trades': 1355, 'volume': 1654043, 'vwap': 128.88, 'lastSize': 344, 'turnover': 21315857985, 'homeNotional': 12124.294815481293, 'foreignNotional': 1562473.707574056}, {'timestamp': datetime.datetime(2019, 12, 28, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.65, 'low': 128.55, 'close': 128.9, 'trades': 3702, 'volume': 9113267, 'vwap': 129.29, 'lastSize': 10, 'turnover': 117823354715, 'homeNotional': 66819.73672680494, 'foreignNotional': 8638977.690809377}]
2019-12-28 21:00:20 INFO: prepare buckets [{'low_price': 128.3, 'high_price': 129.1, 'color': 'RED'}, {'low_price': 128.7, 'high_price': 129.15, 'color': 'RED'}, {'low_price': 128.55, 'high_price': 129.65, 'color': 'RED'}]
2019-12-28 21:00:20 INFO: bucket_size=0.799999999999983 (allowed (0.39, 0.95))
2019-12-28 21:00:20 INFO: check need new order None
2019-12-28 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.65, 'high': 128.65, 'low': 128.15, 'close': 128.25, 'trades': 1598, 'volume': 2035285, 'vwap': 128.35, 'lastSize': 20, 'turnover': 26122666190, 'homeNotional': 14898.181011736859, 'foreignNotional': 1912165.9521175676}, {'timestamp': datetime.datetime(2019, 12, 28, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.8, 'high': 129.1, 'low': 128.3, 'close': 128.65, 'trades': 1636, 'volume': 1772803, 'vwap': 128.73, 'lastSize': 1, 'turnover': 22820501110, 'homeNotional': 12993.093300935081, 'foreignNotional': 1672544.5587107872}, {'timestamp': datetime.datetime(2019, 12, 28, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.9, 'high': 129.15, 'low': 128.7, 'close': 128.8, 'trades': 1355, 'volume': 1654043, 'vwap': 128.88, 'lastSize': 344, 'turnover': 21315857985, 'homeNotional': 12124.294815481293, 'foreignNotional': 1562473.707574056}]
2019-12-28 22:00:20 INFO: prepare buckets [{'low_price': 128.15, 'high_price': 128.65, 'color': 'RED'}, {'low_price': 128.3, 'high_price': 129.1, 'color': 'RED'}, {'low_price': 128.7, 'high_price': 129.15, 'color': 'RED'}]
2019-12-28 22:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95))
2019-12-28 22:00:20 INFO: check need new order None
2019-12-28 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 28, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.25, 'high': 128.25, 'low': 127.85, 'close': 127.9, 'trades': 1333, 'volume': 2105075, 'vwap': 127.98, 'lastSize': 500, 'turnover': 26939564800, 'homeNotional': 15369.863819389897, 'foreignNotional': 1966948.6243553758}, {'timestamp': datetime.datetime(2019, 12, 28, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.65, 'high': 128.65, 'low': 128.15, 'close': 128.25, 'trades': 1598, 'volume': 2035285, 'vwap': 128.35, 'lastSize': 20, 'turnover': 26122666190, 'homeNotional': 14898.181011736859, 'foreignNotional': 1912165.9521175676}, {'timestamp': datetime.datetime(2019, 12, 28, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.8, 'high': 129.1, 'low': 128.3, 'close': 128.65, 'trades': 1636, 'volume': 1772803, 'vwap': 128.73, 'lastSize': 1, 'turnover': 22820501110, 'homeNotional': 12993.093300935081, 'foreignNotional': 1672544.5587107872}]
2019-12-28 23:00:20 INFO: prepare buckets [{'low_price': 127.85, 'high_price': 128.25, 'color': 'RED'}, {'low_price': 128.15, 'high_price': 128.65, 'color': 'RED'}, {'low_price': 128.3, 'high_price': 129.1, 'color': 'RED'}]
2019-12-28 23:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95))
2019-12-28 23:00:20 INFO: check need new order None
2019-12-29 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 127.95, 'low': 127.75, 'close': 127.75, 'trades': 1068, 'volume': 2575055, 'vwap': 127.93, 'lastSize': 50, 'turnover': 32942627070, 'homeNotional': 18819.87666762708, 'foreignNotional': 2407623.359113948}, {'timestamp': datetime.datetime(2019, 12, 28, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.25, 'high': 128.25, 'low': 127.85, 'close': 127.9, 'trades': 1333, 'volume': 2105075, 'vwap': 127.98, 'lastSize': 500, 'turnover': 26939564800, 'homeNotional': 15369.863819389897, 'foreignNotional': 1966948.6243553758}, {'timestamp': datetime.datetime(2019, 12, 28, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.65, 'high': 128.65, 'low': 128.15, 'close': 128.25, 'trades': 1598, 'volume': 2035285, 'vwap': 128.35, 'lastSize': 20, 'turnover': 26122666190, 'homeNotional': 14898.181011736859, 'foreignNotional': 1912165.9521175676}]
2019-12-29 00:00:21 INFO: prepare buckets [{'low_price': 127.75, 'high_price': 127.95, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 128.25, 'color': 'RED'}, {'low_price': 128.15, 'high_price': 128.65, 'color': 'RED'}]
2019-12-29 00:00:21 INFO: bucket_size=0.20000000000000284 (allowed (0.39, 0.95))
2019-12-29 00:00:21 WARNING: skip bucket by bucket_size=0.20000000000000284 too small
2019-12-29 00:00:21 INFO: check need new order None
2019-12-29 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 127.95, 'low': 127.65, 'close': 127.85, 'trades': 1495, 'volume': 2428529, 'vwap': 127.78, 'lastSize': 25, 'turnover': 31029348165, 'homeNotional': 17710.557082194624, 'foreignNotional': 2262881.0812403723}, {'timestamp': datetime.datetime(2019, 12, 29, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 127.95, 'low': 127.75, 'close': 127.75, 'trades': 1068, 'volume': 2575055, 'vwap': 127.93, 'lastSize': 50, 'turnover': 32942627070, 'homeNotional': 18819.87666762708, 'foreignNotional': 2407623.359113948}, {'timestamp': datetime.datetime(2019, 12, 28, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.25, 'high': 128.25, 'low': 127.85, 'close': 127.9, 'trades': 1333, 'volume': 2105075, 'vwap': 127.98, 'lastSize': 500, 'turnover': 26939564800, 'homeNotional': 15369.863819389897, 'foreignNotional': 1966948.6243553758}]
2019-12-29 01:00:20 INFO: prepare buckets [{'low_price': 127.65, 'high_price': 127.95, 'color': 'GREEN'}, {'low_price': 127.75, 'high_price': 127.95, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 128.25, 'color': 'RED'}]
2019-12-29 01:00:20 INFO: bucket_size=0.29999999999999716 (allowed (0.39, 0.95))
2019-12-29 01:00:20 WARNING: skip bucket by bucket_size=0.29999999999999716 too small
2019-12-29 01:00:20 INFO: check need new order None
2019-12-29 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 127.85, 'low': 127.4, 'close': 127.45, 'trades': 1085, 'volume': 2885853, 'vwap': 127.55, 'lastSize': 5000, 'turnover': 36808891130, 'homeNotional': 21036.313040125264, 'foreignNotional': 2683171.132375707}, {'timestamp': datetime.datetime(2019, 12, 29, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 127.95, 'low': 127.65, 'close': 127.85, 'trades': 1495, 'volume': 2428529, 'vwap': 127.78, 'lastSize': 25, 'turnover': 31029348165, 'homeNotional': 17710.557082194624, 'foreignNotional': 2262881.0812403723}, {'timestamp': datetime.datetime(2019, 12, 29, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 127.95, 'low': 127.75, 'close': 127.75, 'trades': 1068, 'volume': 2575055, 'vwap': 127.93, 'lastSize': 50, 'turnover': 32942627070, 'homeNotional': 18819.87666762708, 'foreignNotional': 2407623.359113948}]
2019-12-29 02:00:20 INFO: prepare buckets [{'low_price': 127.4, 'high_price': 127.85, 'color': 'RED'}, {'low_price': 127.65, 'high_price': 127.95, 'color': 'GREEN'}, {'low_price': 127.75, 'high_price': 127.95, 'color': 'RED'}]
2019-12-29 02:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95))
2019-12-29 02:00:20 INFO: check need new order None
2019-12-29 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.9, 'low': 127.45, 'close': 127.9, 'trades': 829, 'volume': 1360297, 'vwap': 127.7, 'lastSize': 100, 'turnover': 17369875415, 'homeNotional': 9915.70774356615, 'foreignNotional': 1266155.0990954784}, {'timestamp': datetime.datetime(2019, 12, 29, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 127.85, 'low': 127.4, 'close': 127.45, 'trades': 1085, 'volume': 2885853, 'vwap': 127.55, 'lastSize': 5000, 'turnover': 36808891130, 'homeNotional': 21036.313040125264, 'foreignNotional': 2683171.132375707}, {'timestamp': datetime.datetime(2019, 12, 29, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 127.95, 'low': 127.65, 'close': 127.85, 'trades': 1495, 'volume': 2428529, 'vwap': 127.78, 'lastSize': 25, 'turnover': 31029348165, 'homeNotional': 17710.557082194624, 'foreignNotional': 2262881.0812403723}]
2019-12-29 03:00:20 INFO: prepare buckets [{'low_price': 127.45, 'high_price': 127.9, 'color': 'GREEN'}, {'low_price': 127.4, 'high_price': 127.85, 'color': 'RED'}, {'low_price': 127.65, 'high_price': 127.95, 'color': 'GREEN'}]
2019-12-29 03:00:20 INFO: bucket_size=0.45000000000000284 (allowed (0.39, 0.95))
2019-12-29 03:00:20 INFO: check need new order None
2019-12-29 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 127.95, 'low': 127.85, 'close': 127.95, 'trades': 328, 'volume': 747835, 'vwap': 127.94, 'lastSize': 500, 'turnover': 9567103025, 'homeNotional': 5454.655329557212, 'foreignNotional': 697817.7008519999}, {'timestamp': datetime.datetime(2019, 12, 29, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.9, 'low': 127.45, 'close': 127.9, 'trades': 829, 'volume': 1360297, 'vwap': 127.7, 'lastSize': 100, 'turnover': 17369875415, 'homeNotional': 9915.70774356615, 'foreignNotional': 1266155.0990954784}, {'timestamp': datetime.datetime(2019, 12, 29, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 127.85, 'low': 127.4, 'close': 127.45, 'trades': 1085, 'volume': 2885853, 'vwap': 127.55, 'lastSize': 5000, 'turnover': 36808891130, 'homeNotional': 21036.313040125264, 'foreignNotional': 2683171.132375707}]
2019-12-29 04:00:20 INFO: prepare buckets [{'low_price': 127.85, 'high_price': 127.95, 'color': 'GREEN'}, {'low_price': 127.45, 'high_price': 127.9, 'color': 'GREEN'}, {'low_price': 127.4, 'high_price': 127.85, 'color': 'RED'}]
2019-12-29 04:00:20 INFO: bucket_size=0.10000000000000853 (allowed (0.39, 0.95))
2019-12-29 04:00:20 WARNING: skip bucket by bucket_size=0.10000000000000853 too small
2019-12-29 04:00:20 INFO: check need new order None
2019-12-29 04:40:23 ERROR: Error : Connection is already closed.
2019-12-29 04:40:23 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232c4a910>>: Connection is already closed.
2019-12-29 04:40:23 INFO: Websocket Closed
2019-12-29 04:40:23 WARNING: reconnect to socket
2019-12-29 04:40:23 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-29 04:40:23 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-29 04:40:23 INFO: Authenticating with API Key.
2019-12-29 04:40:24 INFO: Connected to WS.
2019-12-29 04:43:23 ERROR: Error : Connection is already closed.
2019-12-29 04:43:23 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232c56f40>>: Connection is already closed.
2019-12-29 04:43:23 INFO: Websocket Closed
2019-12-29 04:43:23 WARNING: reconnect to socket
2019-12-29 04:43:23 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-29 04:43:23 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-29 04:43:23 INFO: Authenticating with API Key.
2019-12-29 04:43:24 INFO: Connected to WS.
2019-12-29 04:47:12 ERROR: Error : Connection is already closed.
2019-12-29 04:47:12 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5232c6ae80>>: Connection is already closed.
2019-12-29 04:47:12 INFO: Websocket Closed
2019-12-29 04:47:13 WARNING: reconnect to socket
2019-12-29 04:47:13 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2019-12-29 04:47:13 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2019-12-29 04:47:13 INFO: Authenticating with API Key.
2019-12-29 04:47:14 INFO: Connected to WS.
2019-12-29 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 127.95, 'low': 127.75, 'close': 127.8, 'trades': 446, 'volume': 2427682, 'vwap': 127.82, 'lastSize': 1000, 'turnover': 31029224265, 'homeNotional': 17710.6397912116, 'foreignNotional': 2263671.297933976}, {'timestamp': datetime.datetime(2019, 12, 29, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 127.95, 'low': 127.85, 'close': 127.95, 'trades': 328, 'volume': 747835, 'vwap': 127.94, 'lastSize': 500, 'turnover': 9567103025, 'homeNotional': 5454.655329557212, 'foreignNotional': 697817.7008519999}, {'timestamp': datetime.datetime(2019, 12, 29, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.45, 'high': 127.9, 'low': 127.45, 'close': 127.9, 'trades': 829, 'volume': 1360297, 'vwap': 127.7, 'lastSize': 100, 'turnover': 17369875415, 'homeNotional': 9915.70774356615, 'foreignNotional': 1266155.0990954784}]
2019-12-29 05:00:20 INFO: prepare buckets [{'low_price': 127.75, 'high_price': 127.95, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 127.95, 'color': 'GREEN'}, {'low_price': 127.45, 'high_price': 127.9, 'color': 'GREEN'}]
2019-12-29 05:00:20 INFO: bucket_size=0.20000000000000284 (allowed (0.39, 0.95))
2019-12-29 05:00:20 WARNING: skip bucket by bucket_size=0.20000000000000284 too small
2019-12-29 05:00:20 INFO: check need new order None
2019-12-29 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.8, 'high': 128.2, 'low': 127.5, 'close': 128.2, 'trades': 1301, 'volume': 4055140, 'vwap': 127.88, 'lastSize': 1500, 'turnover': 51855022180, 'homeNotional': 29579.935421658723, 'foreignNotional': 3782533.3885544017}, {'timestamp': datetime.datetime(2019, 12, 29, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 127.95, 'low': 127.75, 'close': 127.8, 'trades': 446, 'volume': 2427682, 'vwap': 127.82, 'lastSize': 1000, 'turnover': 31029224265, 'homeNotional': 17710.6397912116, 'foreignNotional': 2263671.297933976}, {'timestamp': datetime.datetime(2019, 12, 29, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.9, 'high': 127.95, 'low': 127.85, 'close': 127.95, 'trades': 328, 'volume': 747835, 'vwap': 127.94, 'lastSize': 500, 'turnover': 9567103025, 'homeNotional': 5454.655329557212, 'foreignNotional': 697817.7008519999}]
2019-12-29 06:00:20 INFO: prepare buckets [{'low_price': 127.5, 'high_price': 128.2, 'color': 'GREEN'}, {'low_price': 127.75, 'high_price': 127.95, 'color': 'RED'}, {'low_price': 127.85, 'high_price': 127.95, 'color': 'GREEN'}]
2019-12-29 06:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 0.95))
2019-12-29 06:00:20 INFO: check need new order None
2019-12-29 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.8, 'low': 128.15, 'close': 128.6, 'trades': 1350, 'volume': 3035817, 'vwap': 128.41, 'lastSize': 250, 'turnover': 38980362705, 'homeNotional': 22182.130925013997, 'foreignNotional': 2848220.749909674}, {'timestamp': datetime.datetime(2019, 12, 29, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.8, 'high': 128.2, 'low': 127.5, 'close': 128.2, 'trades': 1301, 'volume': 4055140, 'vwap': 127.88, 'lastSize': 1500, 'turnover': 51855022180, 'homeNotional': 29579.935421658723, 'foreignNotional': 3782533.3885544017}, {'timestamp': datetime.datetime(2019, 12, 29, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.95, 'high': 127.95, 'low': 127.75, 'close': 127.8, 'trades': 446, 'volume': 2427682, 'vwap': 127.82, 'lastSize': 1000, 'turnover': 31029224265, 'homeNotional': 17710.6397912116, 'foreignNotional': 2263671.297933976}]
2019-12-29 07:00:20 INFO: prepare buckets [{'low_price': 128.15, 'high_price': 128.8, 'color': 'GREEN'}, {'low_price': 127.5, 'high_price': 128.2, 'color': 'GREEN'}, {'low_price': 127.75, 'high_price': 127.95, 'color': 'RED'}]
2019-12-29 07:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95))
2019-12-29 07:00:20 INFO: check need new order None
2019-12-29 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.6, 'high': 128.75, 'low': 128.15, 'close': 128.2, 'trades': 1208, 'volume': 2049784, 'vwap': 128.45, 'lastSize': 5, 'turnover': 26328992650, 'homeNotional': 14978.75947399656, 'foreignNotional': 1923987.2660581023}, {'timestamp': datetime.datetime(2019, 12, 29, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.8, 'low': 128.15, 'close': 128.6, 'trades': 1350, 'volume': 3035817, 'vwap': 128.41, 'lastSize': 250, 'turnover': 38980362705, 'homeNotional': 22182.130925013997, 'foreignNotional': 2848220.749909674}, {'timestamp': datetime.datetime(2019, 12, 29, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.8, 'high': 128.2, 'low': 127.5, 'close': 128.2, 'trades': 1301, 'volume': 4055140, 'vwap': 127.88, 'lastSize': 1500, 'turnover': 51855022180, 'homeNotional': 29579.935421658723, 'foreignNotional': 3782533.3885544017}]
2019-12-29 08:00:21 INFO: prepare buckets [{'low_price': 128.15, 'high_price': 128.75, 'color': 'RED'}, {'low_price': 128.15, 'high_price': 128.8, 'color': 'GREEN'}, {'low_price': 127.5, 'high_price': 128.2, 'color': 'GREEN'}]
2019-12-29 08:00:21 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95))
2019-12-29 08:00:21 INFO: check need new order {'low_price': 128.15, 'high_price': 128.75, 'color': 'RED'}
2019-12-29 08:00:21 INFO: place order: start low=128.15 high=128.75 RED ETHUSD price_offset=0.1
2019-12-29 08:00:21 INFO: place order: side_factor=1.0 init_trigger_price=128.1 init_order_price=128.05 stop_price_offset=0.0 bucket_size=0.5999999999999943 stop_price=128.75 take_price=126.25000000000003
2019-12-29 08:00:21 INFO: place order: compute qty=-15.0
2019-12-29 08:00:21 INFO: place order: save order to db 0653c81b5dfa441bb32fff9579bd41cb; response=True
2019-12-29 08:00:21 INFO: process event {'orderID': '9cf3190c-c1d6-2c47-3825-dff77c2c9c42', 'clOrdID': '0653c81b5dfa441bb32fff9579bd41cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 128.05, 'displayQty': None, 'stopPx': 128.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason'