2020-06-01 19:02:00 INFO: skip by not found init order into storage 2020-06-01 19:02:00 INFO: clearing end 2020-06-01 19:02:00 INFO: 2020-06-01 19:02:00 INFO: 2020-06-01 19:02:00 INFO: 2020-06-01 19:02:00 INFO: 2020-06-01 20:00:20 INFO: 2020-06-01 20:00:20 INFO: 2020-06-01 20:00:20 INFO: 2020-06-01 20:00:20 INFO: 2020-06-01 20:00:20 INFO: init new order start 2020-06-01 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.25, 'high': 240.35, 'low': 238.05, 'close': 239.7, 'trades': 4643, 'volume': 4996038, 'vwap': 239.38, 'lastSize': 50, 'turnover': 119594324970, 'homeNotional': 47810.129991254464, 'foreignNotional': 11444741.594605008}, {'timestamp': datetime.datetime(2020, 6, 1, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.6, 'high': 239.65, 'low': 236.5, 'close': 238.25, 'trades': 5200, 'volume': 4979014, 'vwap': 237.81, 'lastSize': 4964, 'turnover': 118401143100, 'homeNotional': 47439.90293348784, 'foreignNotional': 11281264.235174771}, {'timestamp': datetime.datetime(2020, 6, 1, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 241.35, 'low': 238.8, 'close': 239.6, 'trades': 5149, 'volume': 3764358, 'vwap': 240.14, 'lastSize': 40, 'turnover': 90395186780, 'homeNotional': 36005.56130108217, 'foreignNotional': 8646190.79365893}] 2020-06-01 20:00:20 INFO: prepare candles [CandleItem(low=238.05, high=240.35, open=238.25, close=239.7, color='GREEN'), CandleItem(low=236.5, high=239.65, open=239.6, close=238.25, color='RED'), CandleItem(low=238.8, high=241.35, open=238.8, close=239.6, color='GREEN')] 2020-06-01 20:00:20 INFO: skip by colors first_candle=CandleItem(low=238.8, high=241.35, open=238.8, close=239.6, color='GREEN') second_candle=CandleItem(low=236.5, high=239.65, open=239.6, close=238.25, color='RED') last_candle=CandleItem(low=238.05, high=240.35, open=238.25, close=239.7, color='GREEN') 2020-06-01 20:00:20 INFO: check need new order None 2020-06-01 20:00:20 INFO: init new order end 2020-06-01 20:00:20 INFO: 2020-06-01 20:00:20 INFO: 2020-06-01 20:00:20 INFO: 2020-06-01 20:00:20 INFO: 2020-06-01 20:02:00 INFO: 2020-06-01 20:02:00 INFO: 2020-06-01 20:02:00 INFO: 2020-06-01 20:02:00 INFO: 2020-06-01 20:02:00 INFO: clearing start 2020-06-01 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 246.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc())} 2020-06-01 20:02:00 INFO: skip by not found init order into storage 2020-06-01 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 222.65, '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': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc())} 2020-06-01 20:02:00 INFO: skip by not found init order into storage 2020-06-01 20:02:00 INFO: clearing end 2020-06-01 20:02:00 INFO: 2020-06-01 20:02:00 INFO: 2020-06-01 20:02:00 INFO: 2020-06-01 20:02:00 INFO: 2020-06-01 21:00:20 INFO: 2020-06-01 21:00:20 INFO: 2020-06-01 21:00:20 INFO: 2020-06-01 21:00:20 INFO: 2020-06-01 21:00:20 INFO: init new order start 2020-06-01 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.7, 'high': 239.8, 'low': 238.25, 'close': 238.95, 'trades': 2194, 'volume': 1817159, 'vwap': 238.92, 'lastSize': 484, 'turnover': 43413863550, 'homeNotional': 17403.594904523132, 'foreignNotional': 4157908.1265079924}, {'timestamp': datetime.datetime(2020, 6, 1, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.25, 'high': 240.35, 'low': 238.05, 'close': 239.7, 'trades': 4643, 'volume': 4996038, 'vwap': 239.38, 'lastSize': 50, 'turnover': 119594324970, 'homeNotional': 47810.129991254464, 'foreignNotional': 11444741.594605008}, {'timestamp': datetime.datetime(2020, 6, 1, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.6, 'high': 239.65, 'low': 236.5, 'close': 238.25, 'trades': 5200, 'volume': 4979014, 'vwap': 237.81, 'lastSize': 4964, 'turnover': 118401143100, 'homeNotional': 47439.90293348784, 'foreignNotional': 11281264.235174771}] 2020-06-01 21:00:20 INFO: prepare candles [CandleItem(low=238.25, high=239.8, open=239.7, close=238.95, color='RED'), CandleItem(low=238.05, high=240.35, open=238.25, close=239.7, color='GREEN'), CandleItem(low=236.5, high=239.65, open=239.6, close=238.25, color='RED')] 2020-06-01 21:00:20 INFO: skip by colors first_candle=CandleItem(low=236.5, high=239.65, open=239.6, close=238.25, color='RED') second_candle=CandleItem(low=238.05, high=240.35, open=238.25, close=239.7, color='GREEN') last_candle=CandleItem(low=238.25, high=239.8, open=239.7, close=238.95, color='RED') 2020-06-01 21:00:20 INFO: check need new order None 2020-06-01 21:00:20 INFO: init new order end 2020-06-01 21:00:20 INFO: 2020-06-01 21:00:20 INFO: 2020-06-01 21:00:20 INFO: 2020-06-01 21:00:20 INFO: 2020-06-01 21:02:00 INFO: 2020-06-01 21:02:00 INFO: 2020-06-01 21:02:00 INFO: 2020-06-01 21:02:00 INFO: 2020-06-01 21:02:00 INFO: clearing start 2020-06-01 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 246.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc())} 2020-06-01 21:02:00 INFO: skip by not found init order into storage 2020-06-01 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 222.65, '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': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc())} 2020-06-01 21:02:00 INFO: skip by not found init order into storage 2020-06-01 21:02:00 INFO: clearing end 2020-06-01 21:02:00 INFO: 2020-06-01 21:02:00 INFO: 2020-06-01 21:02:00 INFO: 2020-06-01 21:02:00 INFO: 2020-06-01 21:37:58 INFO: Websocket Closed 2020-06-01 21:37:58 WARNING: reconnect to socket 2020-06-01 21:37:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-01 21:37:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-01 21:37:58 INFO: Authenticating with API Key. 2020-06-01 21:37:59 INFO: Connected to WS. 2020-06-01 22:00:20 INFO: 2020-06-01 22:00:20 INFO: 2020-06-01 22:00:20 INFO: 2020-06-01 22:00:20 INFO: 2020-06-01 22:00:20 INFO: init new order start 2020-06-01 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.3, 'low': 237.85, 'close': 239.25, 'trades': 2132, 'volume': 2075579, 'vwap': 238.66, 'lastSize': 100, 'turnover': 49534528930, 'homeNotional': 19872.836108845433, 'foreignNotional': 4742734.662124382}, {'timestamp': datetime.datetime(2020, 6, 1, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.7, 'high': 239.8, 'low': 238.25, 'close': 238.95, 'trades': 2194, 'volume': 1817159, 'vwap': 238.92, 'lastSize': 484, 'turnover': 43413863550, 'homeNotional': 17403.594904523132, 'foreignNotional': 4157908.1265079924}, {'timestamp': datetime.datetime(2020, 6, 1, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.25, 'high': 240.35, 'low': 238.05, 'close': 239.7, 'trades': 4643, 'volume': 4996038, 'vwap': 239.38, 'lastSize': 50, 'turnover': 119594324970, 'homeNotional': 47810.129991254464, 'foreignNotional': 11444741.594605008}] 2020-06-01 22:00:20 INFO: prepare candles [CandleItem(low=237.85, high=239.3, open=238.95, close=239.25, color='GREEN'), CandleItem(low=238.25, high=239.8, open=239.7, close=238.95, color='RED'), CandleItem(low=238.05, high=240.35, open=238.25, close=239.7, color='GREEN')] 2020-06-01 22:00:20 INFO: skip by colors first_candle=CandleItem(low=238.05, high=240.35, open=238.25, close=239.7, color='GREEN') second_candle=CandleItem(low=238.25, high=239.8, open=239.7, close=238.95, color='RED') last_candle=CandleItem(low=237.85, high=239.3, open=238.95, close=239.25, color='GREEN') 2020-06-01 22:00:20 INFO: check need new order None 2020-06-01 22:00:20 INFO: init new order end 2020-06-01 22:00:20 INFO: 2020-06-01 22:00:20 INFO: 2020-06-01 22:00:20 INFO: 2020-06-01 22:00:20 INFO: 2020-06-01 22:02:00 INFO: 2020-06-01 22:02:00 INFO: 2020-06-01 22:02:00 INFO: 2020-06-01 22:02:00 INFO: 2020-06-01 22:02:00 INFO: clearing start 2020-06-01 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 246.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc())} 2020-06-01 22:02:00 INFO: skip by not found init order into storage 2020-06-01 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 222.65, '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': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc())} 2020-06-01 22:02:00 INFO: skip by not found init order into storage 2020-06-01 22:02:00 INFO: clearing end 2020-06-01 22:02:00 INFO: 2020-06-01 22:02:00 INFO: 2020-06-01 22:02:00 INFO: 2020-06-01 22:02:00 INFO: 2020-06-01 23:00:20 INFO: 2020-06-01 23:00:20 INFO: 2020-06-01 23:00:20 INFO: 2020-06-01 23:00:20 INFO: 2020-06-01 23:00:20 INFO: init new order start 2020-06-01 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.95, 'low': 237.75, 'close': 237.85, 'trades': 2239, 'volume': 1704467, 'vwap': 239.08, 'lastSize': 215, 'turnover': 40749965570, 'homeNotional': 16347.81179583452, 'foreignNotional': 3908408.428540247}, {'timestamp': datetime.datetime(2020, 6, 1, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.3, 'low': 237.85, 'close': 239.25, 'trades': 2132, 'volume': 2075579, 'vwap': 238.66, 'lastSize': 100, 'turnover': 49534528930, 'homeNotional': 19872.836108845433, 'foreignNotional': 4742734.662124382}, {'timestamp': datetime.datetime(2020, 6, 1, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.7, 'high': 239.8, 'low': 238.25, 'close': 238.95, 'trades': 2194, 'volume': 1817159, 'vwap': 238.92, 'lastSize': 484, 'turnover': 43413863550, 'homeNotional': 17403.594904523132, 'foreignNotional': 4157908.1265079924}] 2020-06-01 23:00:20 INFO: prepare candles [CandleItem(low=237.75, high=239.95, open=239.25, close=237.85, color='RED'), CandleItem(low=237.85, high=239.3, open=238.95, close=239.25, color='GREEN'), CandleItem(low=238.25, high=239.8, open=239.7, close=238.95, color='RED')] 2020-06-01 23:00:20 INFO: skip by colors first_candle=CandleItem(low=238.25, high=239.8, open=239.7, close=238.95, color='RED') second_candle=CandleItem(low=237.85, high=239.3, open=238.95, close=239.25, color='GREEN') last_candle=CandleItem(low=237.75, high=239.95, open=239.25, close=237.85, color='RED') 2020-06-01 23:00:20 INFO: check need new order None 2020-06-01 23:00:20 INFO: init new order end 2020-06-01 23:00:20 INFO: 2020-06-01 23:00:20 INFO: 2020-06-01 23:00:20 INFO: 2020-06-01 23:00:20 INFO: 2020-06-01 23:02:00 INFO: 2020-06-01 23:02:00 INFO: 2020-06-01 23:02:00 INFO: 2020-06-01 23:02:00 INFO: 2020-06-01 23:02:00 INFO: clearing start 2020-06-01 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 246.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc())} 2020-06-01 23:02:00 INFO: skip by not found init order into storage 2020-06-01 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 222.65, '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': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc())} 2020-06-01 23:02:00 INFO: skip by not found init order into storage 2020-06-01 23:02:00 INFO: clearing end 2020-06-01 23:02:00 INFO: 2020-06-01 23:02:00 INFO: 2020-06-01 23:02:00 INFO: 2020-06-01 23:02:00 INFO: 2020-06-02 00:00:20 INFO: 2020-06-02 00:00:20 INFO: 2020-06-02 00:00:20 INFO: 2020-06-02 00:00:20 INFO: 2020-06-02 00:00:20 INFO: init new order start 2020-06-02 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 243.4, 'low': 237.5, 'close': 241.95, 'trades': 6795, 'volume': 6747704, 'vwap': 240.73, 'lastSize': 1020, 'turnover': 162431021740, 'homeNotional': 64906.04507344994, 'foreignNotional': 15624531.444559965}, {'timestamp': datetime.datetime(2020, 6, 1, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.95, 'low': 237.75, 'close': 237.85, 'trades': 2239, 'volume': 1704467, 'vwap': 239.08, 'lastSize': 215, 'turnover': 40749965570, 'homeNotional': 16347.81179583452, 'foreignNotional': 3908408.428540247}, {'timestamp': datetime.datetime(2020, 6, 1, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.3, 'low': 237.85, 'close': 239.25, 'trades': 2132, 'volume': 2075579, 'vwap': 238.66, 'lastSize': 100, 'turnover': 49534528930, 'homeNotional': 19872.836108845433, 'foreignNotional': 4742734.662124382}] 2020-06-02 00:00:20 INFO: prepare candles [CandleItem(low=237.5, high=243.4, open=237.85, close=241.95, color='GREEN'), CandleItem(low=237.75, high=239.95, open=239.25, close=237.85, color='RED'), CandleItem(low=237.85, high=239.3, open=238.95, close=239.25, color='GREEN')] 2020-06-02 00:00:20 INFO: skip by colors first_candle=CandleItem(low=237.85, high=239.3, open=238.95, close=239.25, color='GREEN') second_candle=CandleItem(low=237.75, high=239.95, open=239.25, close=237.85, color='RED') last_candle=CandleItem(low=237.5, high=243.4, open=237.85, close=241.95, color='GREEN') 2020-06-02 00:00:20 INFO: check need new order None 2020-06-02 00:00:20 INFO: init new order end 2020-06-02 00:00:20 INFO: 2020-06-02 00:00:20 INFO: 2020-06-02 00:00:20 INFO: 2020-06-02 00:00:20 INFO: 2020-06-02 00:02:00 INFO: 2020-06-02 00:02:00 INFO: 2020-06-02 00:02:00 INFO: 2020-06-02 00:02:00 INFO: 2020-06-02 00:02:00 INFO: clearing start 2020-06-02 00:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 246.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc())} 2020-06-02 00:02:01 INFO: skip by not found init order into storage 2020-06-02 00:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 222.65, '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': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc())} 2020-06-02 00:02:01 INFO: skip by not found init order into storage 2020-06-02 00:02:01 INFO: clearing end 2020-06-02 00:02:01 INFO: 2020-06-02 00:02:01 INFO: 2020-06-02 00:02:01 INFO: 2020-06-02 00:02:01 INFO: 2020-06-02 01:00:20 INFO: 2020-06-02 01:00:20 INFO: 2020-06-02 01:00:20 INFO: 2020-06-02 01:00:20 INFO: 2020-06-02 01:00:20 INFO: init new order start 2020-06-02 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.55, 'low': 240.35, 'close': 241.6, 'trades': 3665, 'volume': 2563504, 'vwap': 241.25, 'lastSize': 13, 'turnover': 61843397325, 'homeNotional': 24783.25914227151, 'foreignNotional': 5978861.32849585}, {'timestamp': datetime.datetime(2020, 6, 1, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 243.4, 'low': 237.5, 'close': 241.95, 'trades': 6795, 'volume': 6747704, 'vwap': 240.73, 'lastSize': 1020, 'turnover': 162431021740, 'homeNotional': 64906.04507344994, 'foreignNotional': 15624531.444559965}, {'timestamp': datetime.datetime(2020, 6, 1, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.95, 'low': 237.75, 'close': 237.85, 'trades': 2239, 'volume': 1704467, 'vwap': 239.08, 'lastSize': 215, 'turnover': 40749965570, 'homeNotional': 16347.81179583452, 'foreignNotional': 3908408.428540247}] 2020-06-02 01:00:20 INFO: prepare candles [CandleItem(low=240.35, high=242.55, open=241.95, close=241.6, color='RED'), CandleItem(low=237.5, high=243.4, open=237.85, close=241.95, color='GREEN'), CandleItem(low=237.75, high=239.95, open=239.25, close=237.85, color='RED')] 2020-06-02 01:00:20 INFO: skip by colors first_candle=CandleItem(low=237.75, high=239.95, open=239.25, close=237.85, color='RED') second_candle=CandleItem(low=237.5, high=243.4, open=237.85, close=241.95, color='GREEN') last_candle=CandleItem(low=240.35, high=242.55, open=241.95, close=241.6, color='RED') 2020-06-02 01:00:20 INFO: check need new order None 2020-06-02 01:00:20 INFO: init new order end 2020-06-02 01:00:20 INFO: 2020-06-02 01:00:20 INFO: 2020-06-02 01:00:20 INFO: 2020-06-02 01:00:20 INFO: 2020-06-02 01:02:00 INFO: 2020-06-02 01:02:00 INFO: 2020-06-02 01:02:00 INFO: 2020-06-02 01:02:00 INFO: 2020-06-02 01:02:00 INFO: clearing start 2020-06-02 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 246.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 203000, tzinfo=tzutc())} 2020-06-02 01:02:00 INFO: skip by not found init order into storage 2020-06-02 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 222.65, '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': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc())} 2020-06-02 01:02:00 INFO: skip by not found init order into storage 2020-06-02 01:02:00 INFO: clearing end 2020-06-02 01:02:00 INFO: 2020-06-02 01:02:00 INFO: 2020-06-02 01:02:00 INFO: 2020-06-02 01:02:00 INFO: 2020-06-02 01:59:32 INFO: process event {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-01T22:59:31.403Z', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-02 01:59:32 INFO: skip event 11dbff641fa147d0a919e816afcbdf47 2020-06-02 01:59:32 INFO: process event {'orderID': '58c97c5e-f022-8dce-4dc2-213da8cf0d17', 'price': 246.5, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 2, 'avgPx': 246.5, 'transactTime': '2020-06-01T22:59:31.403Z', 'clOrdID': '11dbff641fa147d0a919e816afcbdf47', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-01T22:59:31.403Z'} 2020-06-02 01:59:32 INFO: add new event={'uid': '11dbff641fa147d0a919e816afcbdf47', 'status': 'Filled'} 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: process event start 2020-06-02 01:59:33 INFO: fetch new order event 11dbff641fa147d0a919e816afcbdf47 2020-06-02 01:59:33 INFO: fetch orders by event init=None profit_pair=2916db32a6234e1b9ff4c58d641e28d7 2020-06-02 01:59:33 INFO: process profit order filled 2020-06-02 01:59:33 INFO: cancel order=2916db32a6234e1b9ff4c58d641e28d7 [{'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 222.65, '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(2020, 5, 31, 0, 6, 49, 802000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 1, 22, 59, 33, 242000, tzinfo=tzutc())}] 2020-06-02 01:59:33 INFO: end process event_processing_result='proceed profit order' 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: 2020-06-02 01:59:33 INFO: process event {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-01T22:59:33.242Z', 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-02 01:59:33 INFO: skip event 2916db32a6234e1b9ff4c58d641e28d7 Canceled 2020-06-02 02:00:20 INFO: 2020-06-02 02:00:20 INFO: 2020-06-02 02:00:20 INFO: 2020-06-02 02:00:20 INFO: 2020-06-02 02:00:20 INFO: init new order start 2020-06-02 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 246.5, 'low': 241.65, 'close': 246.2, 'trades': 9303, 'volume': 8316436, 'vwap': 244.66, 'lastSize': 3746, 'turnover': 203464242380, 'homeNotional': 80744.29954717505, 'foreignNotional': 19754554.685961675}, {'timestamp': datetime.datetime(2020, 6, 1, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.55, 'low': 240.35, 'close': 241.6, 'trades': 3665, 'volume': 2563504, 'vwap': 241.25, 'lastSize': 13, 'turnover': 61843397325, 'homeNotional': 24783.25914227151, 'foreignNotional': 5978861.32849585}, {'timestamp': datetime.datetime(2020, 6, 1, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.85, 'high': 243.4, 'low': 237.5, 'close': 241.95, 'trades': 6795, 'volume': 6747704, 'vwap': 240.73, 'lastSize': 1020, 'turnover': 162431021740, 'homeNotional': 64906.04507344994, 'foreignNotional': 15624531.444559965}] 2020-06-02 02:00:20 INFO: prepare candles [CandleItem(low=241.65, high=246.5, open=241.6, close=246.2, color='GREEN'), CandleItem(low=240.35, high=242.55, open=241.95, close=241.6, color='RED'), CandleItem(low=237.5, high=243.4, open=237.85, close=241.95, color='GREEN')] 2020-06-02 02:00:20 INFO: skip by colors first_candle=CandleItem(low=237.5, high=243.4, open=237.85, close=241.95, color='GREEN') second_candle=CandleItem(low=240.35, high=242.55, open=241.95, close=241.6, color='RED') last_candle=CandleItem(low=241.65, high=246.5, open=241.6, close=246.2, color='GREEN') 2020-06-02 02:00:20 INFO: check need new order None 2020-06-02 02:00:20 INFO: init new order end 2020-06-02 02:00:20 INFO: 2020-06-02 02:00:20 INFO: 2020-06-02 02:00:20 INFO: 2020-06-02 02:00:20 INFO: 2020-06-02 02:02:00 INFO: 2020-06-02 02:02:00 INFO: 2020-06-02 02:02:00 INFO: 2020-06-02 02:02:00 INFO: 2020-06-02 02:02:00 INFO: clearing start 2020-06-02 02:02:00 INFO: clearing end 2020-06-02 02:02:00 INFO: 2020-06-02 02:02:00 INFO: 2020-06-02 02:02:00 INFO: 2020-06-02 02:02:00 INFO: 2020-06-02 03:00:20 INFO: 2020-06-02 03:00:20 INFO: 2020-06-02 03:00:20 INFO: 2020-06-02 03:00:20 INFO: 2020-06-02 03:00:20 INFO: init new order start 2020-06-02 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.2, 'high': 252.95, 'low': 246.2, 'close': 249.75, 'trades': 22594, 'volume': 21848466, 'vwap': 250.34, 'lastSize': 420, 'turnover': 546934772525, 'homeNotional': 220464.92604095256, 'foreignNotional': 55191975.16091552}, {'timestamp': datetime.datetime(2020, 6, 1, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 246.5, 'low': 241.65, 'close': 246.2, 'trades': 9303, 'volume': 8316436, 'vwap': 244.66, 'lastSize': 3746, 'turnover': 203464242380, 'homeNotional': 80744.29954717505, 'foreignNotional': 19754554.685961675}, {'timestamp': datetime.datetime(2020, 6, 1, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.55, 'low': 240.35, 'close': 241.6, 'trades': 3665, 'volume': 2563504, 'vwap': 241.25, 'lastSize': 13, 'turnover': 61843397325, 'homeNotional': 24783.25914227151, 'foreignNotional': 5978861.32849585}] 2020-06-02 03:00:20 INFO: prepare candles [CandleItem(low=246.2, high=252.95, open=246.2, close=249.75, color='GREEN'), CandleItem(low=241.65, high=246.5, open=241.6, close=246.2, color='GREEN'), CandleItem(low=240.35, high=242.55, open=241.95, close=241.6, color='RED')] 2020-06-02 03:00:20 INFO: skip by colors first_candle=CandleItem(low=240.35, high=242.55, open=241.95, close=241.6, color='RED') second_candle=CandleItem(low=241.65, high=246.5, open=241.6, close=246.2, color='GREEN') last_candle=CandleItem(low=246.2, high=252.95, open=246.2, close=249.75, color='GREEN') 2020-06-02 03:00:20 INFO: check need new order None 2020-06-02 03:00:20 INFO: init new order end 2020-06-02 03:00:20 INFO: 2020-06-02 03:00:20 INFO: 2020-06-02 03:00:20 INFO: 2020-06-02 03:00:20 INFO: 2020-06-02 03:02:00 INFO: 2020-06-02 03:02:00 INFO: 2020-06-02 03:02:00 INFO: 2020-06-02 03:02:00 INFO: 2020-06-02 03:02:00 INFO: clearing start 2020-06-02 03:02:00 INFO: clearing end 2020-06-02 03:02:00 INFO: 2020-06-02 03:02:00 INFO: 2020-06-02 03:02:00 INFO: 2020-06-02 03:02:00 INFO: 2020-06-02 04:00:20 INFO: 2020-06-02 04:00:20 INFO: 2020-06-02 04:00:20 INFO: 2020-06-02 04:00:20 INFO: 2020-06-02 04:00:20 INFO: init new order start 2020-06-02 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.75, 'high': 250.65, 'low': 247.15, 'close': 248.05, 'trades': 7127, 'volume': 6328221, 'vwap': 248.71, 'lastSize': 376, 'turnover': 157385756685, 'homeNotional': 64426.0712601565, 'foreignNotional': 16023124.934995092}, {'timestamp': datetime.datetime(2020, 6, 2, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.2, 'high': 252.95, 'low': 246.2, 'close': 249.75, 'trades': 22594, 'volume': 21848466, 'vwap': 250.34, 'lastSize': 420, 'turnover': 546934772525, 'homeNotional': 220464.92604095256, 'foreignNotional': 55191975.16091552}, {'timestamp': datetime.datetime(2020, 6, 1, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 246.5, 'low': 241.65, 'close': 246.2, 'trades': 9303, 'volume': 8316436, 'vwap': 244.66, 'lastSize': 3746, 'turnover': 203464242380, 'homeNotional': 80744.29954717505, 'foreignNotional': 19754554.685961675}] 2020-06-02 04:00:20 INFO: prepare candles [CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED'), CandleItem(low=246.2, high=252.95, open=246.2, close=249.75, color='GREEN'), CandleItem(low=241.65, high=246.5, open=241.6, close=246.2, color='GREEN')] 2020-06-02 04:00:20 INFO: last_candle=CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED') 2020-06-02 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED') 2020-06-02 04:00:20 INFO: skip by CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-02 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED') 2020-06-02 04:00:20 INFO: skip by CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-02 04:00:20 INFO: not found applicable config for candle 2020-06-02 04:00:20 INFO: check need new order None 2020-06-02 04:00:20 INFO: init new order end 2020-06-02 04:00:20 INFO: 2020-06-02 04:00:20 INFO: 2020-06-02 04:00:20 INFO: 2020-06-02 04:00:20 INFO: 2020-06-02 04:02:00 INFO: 2020-06-02 04:02:00 INFO: 2020-06-02 04:02:00 INFO: 2020-06-02 04:02:00 INFO: 2020-06-02 04:02:00 INFO: clearing start 2020-06-02 04:02:00 INFO: clearing end 2020-06-02 04:02:00 INFO: 2020-06-02 04:02:00 INFO: 2020-06-02 04:02:00 INFO: 2020-06-02 04:02:00 INFO: 2020-06-02 05:00:20 INFO: 2020-06-02 05:00:20 INFO: 2020-06-02 05:00:20 INFO: 2020-06-02 05:00:20 INFO: 2020-06-02 05:00:20 INFO: init new order start 2020-06-02 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.05, 'high': 248.85, 'low': 247.05, 'close': 248.35, 'trades': 4317, 'volume': 5490678, 'vwap': 247.77, 'lastSize': 207, 'turnover': 136041893600, 'homeNotional': 55460.56945090731, 'foreignNotional': 13741429.09685995}, {'timestamp': datetime.datetime(2020, 6, 2, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.75, 'high': 250.65, 'low': 247.15, 'close': 248.05, 'trades': 7127, 'volume': 6328221, 'vwap': 248.71, 'lastSize': 376, 'turnover': 157385756685, 'homeNotional': 64426.0712601565, 'foreignNotional': 16023124.934995092}, {'timestamp': datetime.datetime(2020, 6, 2, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.2, 'high': 252.95, 'low': 246.2, 'close': 249.75, 'trades': 22594, 'volume': 21848466, 'vwap': 250.34, 'lastSize': 420, 'turnover': 546934772525, 'homeNotional': 220464.92604095256, 'foreignNotional': 55191975.16091552}] 2020-06-02 05:00:20 INFO: prepare candles [CandleItem(low=247.05, high=248.85, open=248.05, close=248.35, color='GREEN'), CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED'), CandleItem(low=246.2, high=252.95, open=246.2, close=249.75, color='GREEN')] 2020-06-02 05:00:20 INFO: skip by colors first_candle=CandleItem(low=246.2, high=252.95, open=246.2, close=249.75, color='GREEN') second_candle=CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED') last_candle=CandleItem(low=247.05, high=248.85, open=248.05, close=248.35, color='GREEN') 2020-06-02 05:00:20 INFO: check need new order None 2020-06-02 05:00:20 INFO: init new order end 2020-06-02 05:00:20 INFO: 2020-06-02 05:00:20 INFO: 2020-06-02 05:00:20 INFO: 2020-06-02 05:00:20 INFO: 2020-06-02 05:02:00 INFO: 2020-06-02 05:02:00 INFO: 2020-06-02 05:02:00 INFO: 2020-06-02 05:02:00 INFO: 2020-06-02 05:02:00 INFO: clearing start 2020-06-02 05:02:00 INFO: clearing end 2020-06-02 05:02:00 INFO: 2020-06-02 05:02:00 INFO: 2020-06-02 05:02:00 INFO: 2020-06-02 05:02:00 INFO: 2020-06-02 06:00:20 INFO: 2020-06-02 06:00:20 INFO: 2020-06-02 06:00:20 INFO: 2020-06-02 06:00:20 INFO: 2020-06-02 06:00:20 INFO: init new order start 2020-06-02 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.35, 'high': 248.35, 'low': 246.85, 'close': 247.4, 'trades': 2087, 'volume': 1958769, 'vwap': 247.49, 'lastSize': 500, 'turnover': 48475820355, 'homeNotional': 19791.51271657117, 'foreignNotional': 4898027.09685154}, {'timestamp': datetime.datetime(2020, 6, 2, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.05, 'high': 248.85, 'low': 247.05, 'close': 248.35, 'trades': 4317, 'volume': 5490678, 'vwap': 247.77, 'lastSize': 207, 'turnover': 136041893600, 'homeNotional': 55460.56945090731, 'foreignNotional': 13741429.09685995}, {'timestamp': datetime.datetime(2020, 6, 2, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.75, 'high': 250.65, 'low': 247.15, 'close': 248.05, 'trades': 7127, 'volume': 6328221, 'vwap': 248.71, 'lastSize': 376, 'turnover': 157385756685, 'homeNotional': 64426.0712601565, 'foreignNotional': 16023124.934995092}] 2020-06-02 06:00:20 INFO: prepare candles [CandleItem(low=246.85, high=248.35, open=248.35, close=247.4, color='RED'), CandleItem(low=247.05, high=248.85, open=248.05, close=248.35, color='GREEN'), CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED')] 2020-06-02 06:00:20 INFO: skip by colors first_candle=CandleItem(low=247.15, high=250.65, open=249.75, close=248.05, color='RED') second_candle=CandleItem(low=247.05, high=248.85, open=248.05, close=248.35, color='GREEN') last_candle=CandleItem(low=246.85, high=248.35, open=248.35, close=247.4, color='RED') 2020-06-02 06:00:20 INFO: check need new order None 2020-06-02 06:00:20 INFO: init new order end 2020-06-02 06:00:20 INFO: 2020-06-02 06:00:20 INFO: 2020-06-02 06:00:20 INFO: 2020-06-02 06:00:20 INFO: 2020-06-02 06:02:00 INFO: 2020-06-02 06:02:00 INFO: 2020-06-02 06:02:00 INFO: 2020-06-02 06:02:00 INFO: 2020-06-02 06:02:00 INFO: clearing start 2020-06-02 06:02:00 INFO: clearing end 2020-06-02 06:02:00 INFO: 2020-06-02 06:02:00 INFO: 2020-06-02 06:02:00 INFO: 2020-06-02 06:02:00 INFO: 2020-06-02 07:00:20 INFO: 2020-06-02 07:00:20 INFO: 2020-06-02 07:00:20 INFO: 2020-06-02 07:00:20 INFO: 2020-06-02 07:00:20 INFO: init new order start 2020-06-02 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.4, 'high': 247.85, 'low': 246.5, 'close': 247.65, 'trades': 2243, 'volume': 1791832, 'vwap': 247.27, 'lastSize': 1, 'turnover': 44305810015, 'homeNotional': 18045.27721776288, 'foreignNotional': 4461980.9167017415}, {'timestamp': datetime.datetime(2020, 6, 2, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.35, 'high': 248.35, 'low': 246.85, 'close': 247.4, 'trades': 2087, 'volume': 1958769, 'vwap': 247.49, 'lastSize': 500, 'turnover': 48475820355, 'homeNotional': 19791.51271657117, 'foreignNotional': 4898027.09685154}, {'timestamp': datetime.datetime(2020, 6, 2, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.05, 'high': 248.85, 'low': 247.05, 'close': 248.35, 'trades': 4317, 'volume': 5490678, 'vwap': 247.77, 'lastSize': 207, 'turnover': 136041893600, 'homeNotional': 55460.56945090731, 'foreignNotional': 13741429.09685995}] 2020-06-02 07:00:20 INFO: prepare candles [CandleItem(low=246.5, high=247.85, open=247.4, close=247.65, color='GREEN'), CandleItem(low=246.85, high=248.35, open=248.35, close=247.4, color='RED'), CandleItem(low=247.05, high=248.85, open=248.05, close=248.35, color='GREEN')] 2020-06-02 07:00:20 INFO: skip by colors first_candle=CandleItem(low=247.05, high=248.85, open=248.05, close=248.35, color='GREEN') second_candle=CandleItem(low=246.85, high=248.35, open=248.35, close=247.4, color='RED') last_candle=CandleItem(low=246.5, high=247.85, open=247.4, close=247.65, color='GREEN') 2020-06-02 07:00:20 INFO: check need new order None 2020-06-02 07:00:20 INFO: init new order end 2020-06-02 07:00:20 INFO: 2020-06-02 07:00:20 INFO: 2020-06-02 07:00:20 INFO: 2020-06-02 07:00:20 INFO: 2020-06-02 07:02:00 INFO: 2020-06-02 07:02:00 INFO: 2020-06-02 07:02:00 INFO: 2020-06-02 07:02:00 INFO: 2020-06-02 07:02:00 INFO: clearing start 2020-06-02 07:02:00 INFO: clearing end 2020-06-02 07:02:00 INFO: 2020-06-02 07:02:00 INFO: 2020-06-02 07:02:00 INFO: 2020-06-02 07:02:00 INFO: 2020-06-02 08:00:20 INFO: 2020-06-02 08:00:20 INFO: 2020-06-02 08:00:20 INFO: 2020-06-02 08:00:20 INFO: 2020-06-02 08:00:20 INFO: init new order start 2020-06-02 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.65, 'high': 248.3, 'low': 247.3, 'close': 248.15, 'trades': 1975, 'volume': 1693678, 'vwap': 247.97, 'lastSize': 3179, 'turnover': 41996842055, 'homeNotional': 17099.1328469603, 'foreignNotional': 4239945.481175795}, {'timestamp': datetime.datetime(2020, 6, 2, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.4, 'high': 247.85, 'low': 246.5, 'close': 247.65, 'trades': 2243, 'volume': 1791832, 'vwap': 247.27, 'lastSize': 1, 'turnover': 44305810015, 'homeNotional': 18045.27721776288, 'foreignNotional': 4461980.9167017415}, {'timestamp': datetime.datetime(2020, 6, 2, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.35, 'high': 248.35, 'low': 246.85, 'close': 247.4, 'trades': 2087, 'volume': 1958769, 'vwap': 247.49, 'lastSize': 500, 'turnover': 48475820355, 'homeNotional': 19791.51271657117, 'foreignNotional': 4898027.09685154}] 2020-06-02 08:00:20 INFO: prepare candles [CandleItem(low=247.3, high=248.3, open=247.65, close=248.15, color='GREEN'), CandleItem(low=246.5, high=247.85, open=247.4, close=247.65, color='GREEN'), CandleItem(low=246.85, high=248.35, open=248.35, close=247.4, color='RED')] 2020-06-02 08:00:20 INFO: skip by colors first_candle=CandleItem(low=246.85, high=248.35, open=248.35, close=247.4, color='RED') second_candle=CandleItem(low=246.5, high=247.85, open=247.4, close=247.65, color='GREEN') last_candle=CandleItem(low=247.3, high=248.3, open=247.65, close=248.15, color='GREEN') 2020-06-02 08:00:20 INFO: check need new order None 2020-06-02 08:00:20 INFO: init new order end 2020-06-02 08:00:20 INFO: 2020-06-02 08:00:20 INFO: 2020-06-02 08:00:20 INFO: 2020-06-02 08:00:20 INFO: 2020-06-02 08:02:00 INFO: 2020-06-02 08:02:00 INFO: 2020-06-02 08:02:00 INFO: 2020-06-02 08:02:00 INFO: 2020-06-02 08:02:00 INFO: clearing start 2020-06-02 08:02:00 INFO: clearing end 2020-06-02 08:02:00 INFO: 2020-06-02 08:02:00 INFO: 2020-06-02 08:02:00 INFO: 2020-06-02 08:02:00 INFO: 2020-06-02 09:00:20 INFO: 2020-06-02 09:00:20 INFO: 2020-06-02 09:00:20 INFO: 2020-06-02 09:00:20 INFO: 2020-06-02 09:00:20 INFO: init new order start 2020-06-02 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.15, 'high': 249.85, 'low': 247.5, 'close': 248.45, 'trades': 3245, 'volume': 3643470, 'vwap': 248.53, 'lastSize': 1000, 'turnover': 90550366905, 'homeNotional': 36784.46511097502, 'foreignNotional': 9141984.93212378}, {'timestamp': datetime.datetime(2020, 6, 2, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.65, 'high': 248.3, 'low': 247.3, 'close': 248.15, 'trades': 1975, 'volume': 1693678, 'vwap': 247.97, 'lastSize': 3179, 'turnover': 41996842055, 'homeNotional': 17099.1328469603, 'foreignNotional': 4239945.481175795}, {'timestamp': datetime.datetime(2020, 6, 2, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.4, 'high': 247.85, 'low': 246.5, 'close': 247.65, 'trades': 2243, 'volume': 1791832, 'vwap': 247.27, 'lastSize': 1, 'turnover': 44305810015, 'homeNotional': 18045.27721776288, 'foreignNotional': 4461980.9167017415}] 2020-06-02 09:00:20 INFO: prepare candles [CandleItem(low=247.5, high=249.85, open=248.15, close=248.45, color='GREEN'), CandleItem(low=247.3, high=248.3, open=247.65, close=248.15, color='GREEN'), CandleItem(low=246.5, high=247.85, open=247.4, close=247.65, color='GREEN')] 2020-06-02 09:00:20 INFO: skip by colors first_candle=CandleItem(low=246.5, high=247.85, open=247.4, close=247.65, color='GREEN') second_candle=CandleItem(low=247.3, high=248.3, open=247.65, close=248.15, color='GREEN') last_candle=CandleItem(low=247.5, high=249.85, open=248.15, close=248.45, color='GREEN') 2020-06-02 09:00:20 INFO: check need new order None 2020-06-02 09:00:20 INFO: init new order end 2020-06-02 09:00:20 INFO: 2020-06-02 09:00:20 INFO: 2020-06-02 09:00:20 INFO: 2020-06-02 09:00:20 INFO: 2020-06-02 09:02:00 INFO: 2020-06-02 09:02:00 INFO: 2020-06-02 09:02:00 INFO: 2020-06-02 09:02:00 INFO: 2020-06-02 09:02:00 INFO: clearing start 2020-06-02 09:02:00 INFO: clearing end 2020-06-02 09:02:00 INFO: 2020-06-02 09:02:00 INFO: 2020-06-02 09:02:00 INFO: 2020-06-02 09:02:00 INFO: 2020-06-02 10:00:20 INFO: 2020-06-02 10:00:20 INFO: 2020-06-02 10:00:20 INFO: 2020-06-02 10:00:20 INFO: 2020-06-02 10:00:20 INFO: init new order start 2020-06-02 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.45, 'high': 249.3, 'low': 248.2, 'close': 248.25, 'trades': 1548, 'volume': 2073962, 'vwap': 248.74, 'lastSize': 1, 'turnover': 51587189740, 'homeNotional': 20960.573809921443, 'foreignNotional': 5213683.412068088}, {'timestamp': datetime.datetime(2020, 6, 2, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.15, 'high': 249.85, 'low': 247.5, 'close': 248.45, 'trades': 3245, 'volume': 3643470, 'vwap': 248.53, 'lastSize': 1000, 'turnover': 90550366905, 'homeNotional': 36784.46511097502, 'foreignNotional': 9141984.93212378}, {'timestamp': datetime.datetime(2020, 6, 2, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.65, 'high': 248.3, 'low': 247.3, 'close': 248.15, 'trades': 1975, 'volume': 1693678, 'vwap': 247.97, 'lastSize': 3179, 'turnover': 41996842055, 'homeNotional': 17099.1328469603, 'foreignNotional': 4239945.481175795}] 2020-06-02 10:00:20 INFO: prepare candles [CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED'), CandleItem(low=247.5, high=249.85, open=248.15, close=248.45, color='GREEN'), CandleItem(low=247.3, high=248.3, open=247.65, close=248.15, color='GREEN')] 2020-06-02 10:00:20 INFO: last_candle=CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED') 2020-06-02 10:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 10:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED') 2020-06-02 10:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=247.5, high=249.85, open=248.15, close=248.45, color='GREEN') 2020-06-02 10:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=247.3, high=248.3, open=247.65, close=248.15, color='GREEN') 2020-06-02 10:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-02 10:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-02 10:00:20 INFO: place order: start candle=CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-02 10:00:20 INFO: place order: side_factor=1 init_trigger_price=248.14999999999998 init_order_price=248.1 stop_price_offset=0.0 candle.size=1.1000000000000227 stop_price=249.3 take_price=241.49999999999986 2020-06-02 10:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('248.1499999999999772626324556767940521240234375') init_order_price=Decimal('248.099999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.1000000000000227 stop_price=Decimal('249.30000000000001136868377216160297393798828125') take_price=Decimal('241.499999999999857891452847979962825775146484375') 2020-06-02 10:00:20 INFO: place order: compute qty=-9 2020-06-02 10:00:20 INFO: place order: save order to db 6e71480f9ecb45788f37c1e9dab55813; response=True 2020-06-02 10:00:20 INFO: process event {'orderID': '76be7225-3900-28da-20dc-870f0f8a6fc9', 'clOrdID': '6e71480f9ecb45788f37c1e9dab55813', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 248.1, 'displayQty': None, 'stopPx': 248.15, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-02T07:00:20.323Z', 'timestamp': '2020-06-02T07:00:20.323Z'} 2020-06-02 10:00:20 INFO: skip event 6e71480f9ecb45788f37c1e9dab55813 New 2020-06-02 10:00:20 INFO: post order to exchange resp={'orderID': '76be7225-3900-28da-20dc-870f0f8a6fc9', 'clOrdID': '6e71480f9ecb45788f37c1e9dab55813', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 248.1, 'displayQty': None, 'stopPx': 248.15, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 0, 20, 323000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 0, 20, 323000, tzinfo=tzutc())} 2020-06-02 10:00:20 INFO: place new init order {'qty': -9, 'init_price': Decimal('248.1499999999999772626324556767940521240234375'), 'stop_price': Decimal('249.30000000000001136868377216160297393798828125'), 'take_price': Decimal('241.499999999999857891452847979962825775146484375'), 'order_uid': '6e71480f9ecb45788f37c1e9dab55813', 'response': {'orderID': '76be7225-3900-28da-20dc-870f0f8a6fc9', 'clOrdID': '6e71480f9ecb45788f37c1e9dab55813', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 248.1, 'displayQty': None, 'stopPx': 248.15, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 0, 20, 323000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 0, 20, 323000, tzinfo=tzutc())}} 2020-06-02 10:00:20 INFO: init new order end 2020-06-02 10:00:20 INFO: 2020-06-02 10:00:20 INFO: 2020-06-02 10:00:20 INFO: 2020-06-02 10:00:20 INFO: 2020-06-02 10:02:00 INFO: 2020-06-02 10:02:00 INFO: 2020-06-02 10:02:00 INFO: 2020-06-02 10:02:00 INFO: 2020-06-02 10:02:00 INFO: clearing start 2020-06-02 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '76be7225-3900-28da-20dc-870f0f8a6fc9', 'clOrdID': '6e71480f9ecb45788f37c1e9dab55813', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 248.1, 'displayQty': None, 'stopPx': 248.15, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 0, 20, 323000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 0, 20, 323000, tzinfo=tzutc())} 2020-06-02 10:02:00 INFO: order time=2020-06-02 07:00:20.323000+00:00; delta from now UTC=0:01:40.177741 time_delta.total_seconds()=100.177741; time_diff_offset='3600' 2020-06-02 10:02:00 INFO: skip by time diff 2020-06-02 07:00:20.323000+00:00 2020-06-02 10:02:00 INFO: clearing end 2020-06-02 10:02:00 INFO: 2020-06-02 10:02:00 INFO: 2020-06-02 10:02:00 INFO: 2020-06-02 10:02:00 INFO: 2020-06-02 10:05:25 INFO: process event {'orderID': '76be7225-3900-28da-20dc-870f0f8a6fc9', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-02T07:05:25.071Z', 'clOrdID': '6e71480f9ecb45788f37c1e9dab55813', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-02 10:05:25 INFO: skip event 6e71480f9ecb45788f37c1e9dab55813 2020-06-02 10:05:25 INFO: process event {'orderID': '76be7225-3900-28da-20dc-870f0f8a6fc9', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 9, 'avgPx': 248.15, 'transactTime': '2020-06-02T07:05:25.071Z', 'clOrdID': '6e71480f9ecb45788f37c1e9dab55813', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-02T07:05:25.071Z'} 2020-06-02 10:05:25 INFO: add new event={'uid': '6e71480f9ecb45788f37c1e9dab55813', 'status': 'Filled'} 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:25 INFO: process event start 2020-06-02 10:05:25 INFO: fetch new order event 6e71480f9ecb45788f37c1e9dab55813 2020-06-02 10:05:25 INFO: fetch orders by event init={'stop': '249.30000000000001136868377216160297393798828125', 'take': '241.499999999999857891452847979962825775146484375', 'qty': '9', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-02 10:05:25 INFO: process init order filled 2020-06-02 10:05:25 INFO: save profit orders to storage stop=0e60646e21014da59a06d008c81d2a6e take=aa391af0b2ec40fcb3c7fb41348c9046 2020-06-02 10:05:25 INFO: place profit orders take_price=241.499999999999857891452847979962825775146484375, stop_price=249.30000000000001136868377216160297393798828125, qty=9, color=RED, ticker=ETHUSD 0e60646e21014da59a06d008c81d2a6e aa391af0b2ec40fcb3c7fb41348c9046 2020-06-02 10:05:25 INFO: place stop order ETHUSD: qty=9, stop_price=249.30000000000001136868377216160297393798828125, stop_uid=0e60646e21014da59a06d008c81d2a6e 2020-06-02 10:05:25 INFO: exchange resp for stop order={'orderID': '7dba66f5-cb7b-c56b-a864-3b8e8086fec2', 'clOrdID': '0e60646e21014da59a06d008c81d2a6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 249.3, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 5, 25, 859000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 5, 25, 859000, tzinfo=tzutc())} 2020-06-02 10:05:25 INFO: place limit order ETHUSD: qty=9, price=241.499999999999857891452847979962825775146484375, take_uid=aa391af0b2ec40fcb3c7fb41348c9046 2020-06-02 10:05:25 INFO: exchange resp for take profit order={'orderID': '160bfba4-86b4-f859-eb10-c9c305bd3190', 'clOrdID': 'aa391af0b2ec40fcb3c7fb41348c9046', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 241.5, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 5, 25, 895000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 5, 25, 895000, tzinfo=tzutc())} 2020-06-02 10:05:25 INFO: place profit orders={'stop': {'response': {'orderID': '7dba66f5-cb7b-c56b-a864-3b8e8086fec2', 'clOrdID': '0e60646e21014da59a06d008c81d2a6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 249.3, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 5, 25, 859000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 5, 25, 859000, tzinfo=tzutc())}, 'qty': Decimal('9'), 'uid': '0e60646e21014da59a06d008c81d2a6e', 'price': Decimal('249.30000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '160bfba4-86b4-f859-eb10-c9c305bd3190', 'clOrdID': 'aa391af0b2ec40fcb3c7fb41348c9046', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 241.5, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 5, 25, 895000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 5, 25, 895000, tzinfo=tzutc())}, 'qty': Decimal('9'), 'uid': 'aa391af0b2ec40fcb3c7fb41348c9046', 'price': Decimal('241.499999999999857891452847979962825775146484375')}} 2020-06-02 10:05:25 INFO: rm init order from db 6e71480f9ecb45788f37c1e9dab55813 2020-06-02 10:05:25 INFO: end process event_processing_result='proceed init order' 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:25 INFO: 2020-06-02 10:05:26 INFO: process event {'orderID': '7dba66f5-cb7b-c56b-a864-3b8e8086fec2', 'clOrdID': '0e60646e21014da59a06d008c81d2a6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 249.3, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-02T07:05:25.859Z', 'timestamp': '2020-06-02T07:05:25.859Z'} 2020-06-02 10:05:26 INFO: skip event 0e60646e21014da59a06d008c81d2a6e New 2020-06-02 10:05:26 INFO: process event {'orderID': '160bfba4-86b4-f859-eb10-c9c305bd3190', 'clOrdID': 'aa391af0b2ec40fcb3c7fb41348c9046', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 241.5, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-02T07:05:25.895Z', 'timestamp': '2020-06-02T07:05:25.895Z'} 2020-06-02 10:05:26 INFO: skip event aa391af0b2ec40fcb3c7fb41348c9046 New 2020-06-02 10:05:26 INFO: process event {'orderID': '160bfba4-86b4-f859-eb10-c9c305bd3190', 'workingIndicator': True, 'clOrdID': 'aa391af0b2ec40fcb3c7fb41348c9046', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-02T07:05:25.895Z'} 2020-06-02 10:05:26 INFO: skip event aa391af0b2ec40fcb3c7fb41348c9046 2020-06-02 11:00:20 INFO: 2020-06-02 11:00:20 INFO: 2020-06-02 11:00:20 INFO: 2020-06-02 11:00:20 INFO: 2020-06-02 11:00:20 INFO: init new order start 2020-06-02 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.25, 'high': 249.25, 'low': 248.15, 'close': 249.0, 'trades': 1236, 'volume': 1419669, 'vwap': 248.65, 'lastSize': 19950, 'turnover': 35299842605, 'homeNotional': 14343.693875828814, 'foreignNotional': 3566539.34207382}, {'timestamp': datetime.datetime(2020, 6, 2, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.45, 'high': 249.3, 'low': 248.2, 'close': 248.25, 'trades': 1548, 'volume': 2073962, 'vwap': 248.74, 'lastSize': 1, 'turnover': 51587189740, 'homeNotional': 20960.573809921443, 'foreignNotional': 5213683.412068088}, {'timestamp': datetime.datetime(2020, 6, 2, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.15, 'high': 249.85, 'low': 247.5, 'close': 248.45, 'trades': 3245, 'volume': 3643470, 'vwap': 248.53, 'lastSize': 1000, 'turnover': 90550366905, 'homeNotional': 36784.46511097502, 'foreignNotional': 9141984.93212378}] 2020-06-02 11:00:20 INFO: prepare candles [CandleItem(low=248.15, high=249.25, open=248.25, close=249.0, color='GREEN'), CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED'), CandleItem(low=247.5, high=249.85, open=248.15, close=248.45, color='GREEN')] 2020-06-02 11:00:20 INFO: skip by colors first_candle=CandleItem(low=247.5, high=249.85, open=248.15, close=248.45, color='GREEN') second_candle=CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED') last_candle=CandleItem(low=248.15, high=249.25, open=248.25, close=249.0, color='GREEN') 2020-06-02 11:00:20 INFO: check need new order None 2020-06-02 11:00:20 INFO: init new order end 2020-06-02 11:00:20 INFO: 2020-06-02 11:00:20 INFO: 2020-06-02 11:00:20 INFO: 2020-06-02 11:00:20 INFO: 2020-06-02 11:02:00 INFO: 2020-06-02 11:02:00 INFO: 2020-06-02 11:02:00 INFO: 2020-06-02 11:02:00 INFO: 2020-06-02 11:02:00 INFO: clearing start 2020-06-02 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7dba66f5-cb7b-c56b-a864-3b8e8086fec2', 'clOrdID': '0e60646e21014da59a06d008c81d2a6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 249.3, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 5, 25, 859000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 5, 25, 859000, tzinfo=tzutc())} 2020-06-02 11:02:00 INFO: skip by not found init order into storage 2020-06-02 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '160bfba4-86b4-f859-eb10-c9c305bd3190', 'clOrdID': 'aa391af0b2ec40fcb3c7fb41348c9046', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 241.5, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 5, 25, 895000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 7, 5, 25, 895000, tzinfo=tzutc())} 2020-06-02 11:02:00 INFO: skip by not found init order into storage 2020-06-02 11:02:00 INFO: clearing end 2020-06-02 11:02:00 INFO: 2020-06-02 11:02:00 INFO: 2020-06-02 11:02:00 INFO: 2020-06-02 11:02:00 INFO: 2020-06-02 11:05:06 INFO: process event {'orderID': '7dba66f5-cb7b-c56b-a864-3b8e8086fec2', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-02T08:05:06.053Z', 'clOrdID': '0e60646e21014da59a06d008c81d2a6e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-02 11:05:06 INFO: skip event 0e60646e21014da59a06d008c81d2a6e 2020-06-02 11:05:06 INFO: process event {'orderID': '7dba66f5-cb7b-c56b-a864-3b8e8086fec2', 'price': 249.35, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 9, 'avgPx': 249.35, 'transactTime': '2020-06-02T08:05:06.053Z', 'clOrdID': '0e60646e21014da59a06d008c81d2a6e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-02T08:05:06.053Z'} 2020-06-02 11:05:06 INFO: add new event={'uid': '0e60646e21014da59a06d008c81d2a6e', 'status': 'Filled'} 2020-06-02 11:05:07 INFO: 2020-06-02 11:05:07 INFO: 2020-06-02 11:05:07 INFO: 2020-06-02 11:05:07 INFO: 2020-06-02 11:05:07 INFO: process event start 2020-06-02 11:05:07 INFO: fetch new order event 0e60646e21014da59a06d008c81d2a6e 2020-06-02 11:05:07 INFO: fetch orders by event init=None profit_pair=aa391af0b2ec40fcb3c7fb41348c9046 2020-06-02 11:05:07 INFO: process profit order filled 2020-06-02 11:05:08 INFO: process event {'orderID': '160bfba4-86b4-f859-eb10-c9c305bd3190', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-02T08:05:08.851Z', 'clOrdID': 'aa391af0b2ec40fcb3c7fb41348c9046', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-02 11:05:08 INFO: skip event aa391af0b2ec40fcb3c7fb41348c9046 Canceled 2020-06-02 11:05:08 INFO: cancel order=aa391af0b2ec40fcb3c7fb41348c9046 [{'orderID': '160bfba4-86b4-f859-eb10-c9c305bd3190', 'clOrdID': 'aa391af0b2ec40fcb3c7fb41348c9046', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 241.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 2, 7, 5, 25, 895000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 8, 5, 8, 851000, tzinfo=tzutc())}] 2020-06-02 11:05:08 INFO: end process event_processing_result='proceed profit order' 2020-06-02 11:05:08 INFO: 2020-06-02 11:05:08 INFO: 2020-06-02 11:05:08 INFO: 2020-06-02 11:05:08 INFO: 2020-06-02 12:00:20 INFO: 2020-06-02 12:00:20 INFO: 2020-06-02 12:00:20 INFO: 2020-06-02 12:00:20 INFO: 2020-06-02 12:00:20 INFO: init new order start 2020-06-02 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.0, 'high': 249.7, 'low': 248.3, 'close': 248.45, 'trades': 2467, 'volume': 2622977, 'vwap': 249.01, 'lastSize': 139, 'turnover': 65312269270, 'homeNotional': 26548.763863121832, 'foreignNotional': 6610670.203983437}, {'timestamp': datetime.datetime(2020, 6, 2, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.25, 'high': 249.25, 'low': 248.15, 'close': 249.0, 'trades': 1236, 'volume': 1419669, 'vwap': 248.65, 'lastSize': 19950, 'turnover': 35299842605, 'homeNotional': 14343.693875828814, 'foreignNotional': 3566539.34207382}, {'timestamp': datetime.datetime(2020, 6, 2, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.45, 'high': 249.3, 'low': 248.2, 'close': 248.25, 'trades': 1548, 'volume': 2073962, 'vwap': 248.74, 'lastSize': 1, 'turnover': 51587189740, 'homeNotional': 20960.573809921443, 'foreignNotional': 5213683.412068088}] 2020-06-02 12:00:20 INFO: prepare candles [CandleItem(low=248.3, high=249.7, open=249.0, close=248.45, color='RED'), CandleItem(low=248.15, high=249.25, open=248.25, close=249.0, color='GREEN'), CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED')] 2020-06-02 12:00:20 INFO: skip by colors first_candle=CandleItem(low=248.2, high=249.3, open=248.45, close=248.25, color='RED') second_candle=CandleItem(low=248.15, high=249.25, open=248.25, close=249.0, color='GREEN') last_candle=CandleItem(low=248.3, high=249.7, open=249.0, close=248.45, color='RED') 2020-06-02 12:00:20 INFO: check need new order None 2020-06-02 12:00:20 INFO: init new order end 2020-06-02 12:00:20 INFO: 2020-06-02 12:00:20 INFO: 2020-06-02 12:00:20 INFO: 2020-06-02 12:00:20 INFO: 2020-06-02 12:02:00 INFO: 2020-06-02 12:02:00 INFO: 2020-06-02 12:02:00 INFO: 2020-06-02 12:02:00 INFO: 2020-06-02 12:02:00 INFO: clearing start 2020-06-02 12:02:00 INFO: clearing end 2020-06-02 12:02:00 INFO: 2020-06-02 12:02:00 INFO: 2020-06-02 12:02:00 INFO: 2020-06-02 12:02:00 INFO: 2020-06-02 13:00:20 INFO: 2020-06-02 13:00:20 INFO: 2020-06-02 13:00:20 INFO: 2020-06-02 13:00:20 INFO: 2020-06-02 13:00:20 INFO: init new order start 2020-06-02 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.45, 'high': 249.65, 'low': 248.45, 'close': 248.5, 'trades': 2406, 'volume': 2661211, 'vwap': 248.98, 'lastSize': 7, 'turnover': 66257893800, 'homeNotional': 26894.89506478483, 'foreignNotional': 6696199.899977459}, {'timestamp': datetime.datetime(2020, 6, 2, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.0, 'high': 249.7, 'low': 248.3, 'close': 248.45, 'trades': 2467, 'volume': 2622977, 'vwap': 249.01, 'lastSize': 139, 'turnover': 65312269270, 'homeNotional': 26548.763863121832, 'foreignNotional': 6610670.203983437}, {'timestamp': datetime.datetime(2020, 6, 2, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.25, 'high': 249.25, 'low': 248.15, 'close': 249.0, 'trades': 1236, 'volume': 1419669, 'vwap': 248.65, 'lastSize': 19950, 'turnover': 35299842605, 'homeNotional': 14343.693875828814, 'foreignNotional': 3566539.34207382}] 2020-06-02 13:00:20 INFO: prepare candles [CandleItem(low=248.45, high=249.65, open=248.45, close=248.5, color='GREEN'), CandleItem(low=248.3, high=249.7, open=249.0, close=248.45, color='RED'), CandleItem(low=248.15, high=249.25, open=248.25, close=249.0, color='GREEN')] 2020-06-02 13:00:20 INFO: skip by colors first_candle=CandleItem(low=248.15, high=249.25, open=248.25, close=249.0, color='GREEN') second_candle=CandleItem(low=248.3, high=249.7, open=249.0, close=248.45, color='RED') last_candle=CandleItem(low=248.45, high=249.65, open=248.45, close=248.5, color='GREEN') 2020-06-02 13:00:20 INFO: check need new order None 2020-06-02 13:00:20 INFO: init new order end 2020-06-02 13:00:20 INFO: 2020-06-02 13:00:20 INFO: 2020-06-02 13:00:20 INFO: 2020-06-02 13:00:20 INFO: 2020-06-02 13:02:00 INFO: 2020-06-02 13:02:00 INFO: 2020-06-02 13:02:00 INFO: 2020-06-02 13:02:00 INFO: 2020-06-02 13:02:00 INFO: clearing start 2020-06-02 13:02:00 INFO: clearing end 2020-06-02 13:02:00 INFO: 2020-06-02 13:02:00 INFO: 2020-06-02 13:02:00 INFO: 2020-06-02 13:02:00 INFO: 2020-06-02 14:00:20 INFO: 2020-06-02 14:00:20 INFO: 2020-06-02 14:00:20 INFO: 2020-06-02 14:00:20 INFO: 2020-06-02 14:00:20 INFO: init new order start 2020-06-02 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.5, 'high': 254.0, 'low': 248.35, 'close': 253.05, 'trades': 6303, 'volume': 5598657, 'vwap': 251.33, 'lastSize': 100, 'turnover': 140705550950, 'homeNotional': 56656.074895999576, 'foreignNotional': 14238898.710441865}, {'timestamp': datetime.datetime(2020, 6, 2, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.45, 'high': 249.65, 'low': 248.45, 'close': 248.5, 'trades': 2406, 'volume': 2661211, 'vwap': 248.98, 'lastSize': 7, 'turnover': 66257893800, 'homeNotional': 26894.89506478483, 'foreignNotional': 6696199.899977459}, {'timestamp': datetime.datetime(2020, 6, 2, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.0, 'high': 249.7, 'low': 248.3, 'close': 248.45, 'trades': 2467, 'volume': 2622977, 'vwap': 249.01, 'lastSize': 139, 'turnover': 65312269270, 'homeNotional': 26548.763863121832, 'foreignNotional': 6610670.203983437}] 2020-06-02 14:00:20 INFO: prepare candles [CandleItem(low=248.35, high=254.0, open=248.5, close=253.05, color='GREEN'), CandleItem(low=248.45, high=249.65, open=248.45, close=248.5, color='GREEN'), CandleItem(low=248.3, high=249.7, open=249.0, close=248.45, color='RED')] 2020-06-02 14:00:20 INFO: skip by colors first_candle=CandleItem(low=248.3, high=249.7, open=249.0, close=248.45, color='RED') second_candle=CandleItem(low=248.45, high=249.65, open=248.45, close=248.5, color='GREEN') last_candle=CandleItem(low=248.35, high=254.0, open=248.5, close=253.05, color='GREEN') 2020-06-02 14:00:20 INFO: check need new order None 2020-06-02 14:00:20 INFO: init new order end 2020-06-02 14:00:20 INFO: 2020-06-02 14:00:20 INFO: 2020-06-02 14:00:20 INFO: 2020-06-02 14:00:20 INFO: 2020-06-02 14:02:00 INFO: 2020-06-02 14:02:00 INFO: 2020-06-02 14:02:00 INFO: 2020-06-02 14:02:00 INFO: 2020-06-02 14:02:00 INFO: clearing start 2020-06-02 14:02:00 INFO: clearing end 2020-06-02 14:02:00 INFO: 2020-06-02 14:02:00 INFO: 2020-06-02 14:02:00 INFO: 2020-06-02 14:02:00 INFO: 2020-06-02 15:00:20 INFO: 2020-06-02 15:00:20 INFO: 2020-06-02 15:00:20 INFO: 2020-06-02 15:00:20 INFO: 2020-06-02 15:00:20 INFO: init new order start 2020-06-02 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 253.05, 'high': 253.05, 'low': 251.5, 'close': 251.8, 'trades': 3886, 'volume': 4172356, 'vwap': 252.22, 'lastSize': 7601, 'turnover': 105232079865, 'homeNotional': 42169.89734661107, 'foreignNotional': 10635787.547924224}, {'timestamp': datetime.datetime(2020, 6, 2, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.5, 'high': 254.0, 'low': 248.35, 'close': 253.05, 'trades': 6303, 'volume': 5598657, 'vwap': 251.33, 'lastSize': 100, 'turnover': 140705550950, 'homeNotional': 56656.074895999576, 'foreignNotional': 14238898.710441865}, {'timestamp': datetime.datetime(2020, 6, 2, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.45, 'high': 249.65, 'low': 248.45, 'close': 248.5, 'trades': 2406, 'volume': 2661211, 'vwap': 248.98, 'lastSize': 7, 'turnover': 66257893800, 'homeNotional': 26894.89506478483, 'foreignNotional': 6696199.899977459}] 2020-06-02 15:00:20 INFO: prepare candles [CandleItem(low=251.5, high=253.05, open=253.05, close=251.8, color='RED'), CandleItem(low=248.35, high=254.0, open=248.5, close=253.05, color='GREEN'), CandleItem(low=248.45, high=249.65, open=248.45, close=248.5, color='GREEN')] 2020-06-02 15:00:20 INFO: last_candle=CandleItem(low=251.5, high=253.05, open=253.05, close=251.8, color='RED') 2020-06-02 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=251.5, high=253.05, open=253.05, close=251.8, color='RED') 2020-06-02 15:00:20 INFO: skip by CandleItem(low=251.5, high=253.05, open=253.05, close=251.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-02 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=251.5, high=253.05, open=253.05, close=251.8, color='RED') 2020-06-02 15:00:20 INFO: skip by CandleItem(low=251.5, high=253.05, open=253.05, close=251.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-02 15:00:20 INFO: not found applicable config for candle 2020-06-02 15:00:20 INFO: check need new order None 2020-06-02 15:00:20 INFO: init new order end 2020-06-02 15:00:20 INFO: 2020-06-02 15:00:20 INFO: 2020-06-02 15:00:20 INFO: 2020-06-02 15:00:20 INFO: 2020-06-02 15:02:00 INFO: 2020-06-02 15:02:00 INFO: 2020-06-02 15:02:00 INFO: 2020-06-02 15:02:00 INFO: 2020-06-02 15:02:00 INFO: clearing start 2020-06-02 15:02:00 INFO: clearing end 2020-06-02 15:02:00 INFO: 2020-06-02 15:02:00 INFO: 2020-06-02 15:02:00 INFO: 2020-06-02 15:02:00 INFO: 2020-06-02 16:00:20 INFO: 2020-06-02 16:00:20 INFO: 2020-06-02 16:00:20 INFO: 2020-06-02 16:00:20 INFO: 2020-06-02 16:00:20 INFO: init new order start 2020-06-02 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.8, 'high': 253.0, 'low': 250.85, 'close': 251.8, 'trades': 4307, 'volume': 5602006, 'vwap': 252.12, 'lastSize': 750, 'turnover': 141237083830, 'homeNotional': 56652.59159540719, 'foreignNotional': 14283192.091658741}, {'timestamp': datetime.datetime(2020, 6, 2, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 253.05, 'high': 253.05, 'low': 251.5, 'close': 251.8, 'trades': 3886, 'volume': 4172356, 'vwap': 252.22, 'lastSize': 7601, 'turnover': 105232079865, 'homeNotional': 42169.89734661107, 'foreignNotional': 10635787.547924224}, {'timestamp': datetime.datetime(2020, 6, 2, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.5, 'high': 254.0, 'low': 248.35, 'close': 253.05, 'trades': 6303, 'volume': 5598657, 'vwap': 251.33, 'lastSize': 100, 'turnover': 140705550950, 'homeNotional': 56656.074895999576, 'foreignNotional': 14238898.710441865}] 2020-06-02 16:00:20 INFO: skip by found empty buckets 2020-06-02 16:00:20 INFO: check need new order None 2020-06-02 16:00:20 INFO: init new order end 2020-06-02 16:00:20 INFO: 2020-06-02 16:00:20 INFO: 2020-06-02 16:00:20 INFO: 2020-06-02 16:00:20 INFO: 2020-06-02 16:02:00 INFO: 2020-06-02 16:02:00 INFO: 2020-06-02 16:02:00 INFO: 2020-06-02 16:02:00 INFO: 2020-06-02 16:02:00 INFO: clearing start 2020-06-02 16:02:00 INFO: clearing end 2020-06-02 16:02:00 INFO: 2020-06-02 16:02:00 INFO: 2020-06-02 16:02:00 INFO: 2020-06-02 16:02:00 INFO: 2020-06-02 17:00:20 INFO: 2020-06-02 17:00:20 INFO: 2020-06-02 17:00:20 INFO: 2020-06-02 17:00:20 INFO: 2020-06-02 17:00:20 INFO: init new order start 2020-06-02 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.8, 'high': 252.75, 'low': 251.45, 'close': 251.65, 'trades': 2649, 'volume': 3610099, 'vwap': 252.07, 'lastSize': 251, 'turnover': 90999066415, 'homeNotional': 36633.56609823899, 'foreignNotional': 9234151.051004315}, {'timestamp': datetime.datetime(2020, 6, 2, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.8, 'high': 253.0, 'low': 250.85, 'close': 251.8, 'trades': 4307, 'volume': 5602006, 'vwap': 252.12, 'lastSize': 750, 'turnover': 141237083830, 'homeNotional': 56652.59159540719, 'foreignNotional': 14283192.091658741}, {'timestamp': datetime.datetime(2020, 6, 2, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 253.05, 'high': 253.05, 'low': 251.5, 'close': 251.8, 'trades': 3886, 'volume': 4172356, 'vwap': 252.22, 'lastSize': 7601, 'turnover': 105232079865, 'homeNotional': 42169.89734661107, 'foreignNotional': 10635787.547924224}] 2020-06-02 17:00:20 INFO: skip by found empty buckets 2020-06-02 17:00:20 INFO: check need new order None 2020-06-02 17:00:20 INFO: init new order end 2020-06-02 17:00:20 INFO: 2020-06-02 17:00:20 INFO: 2020-06-02 17:00:20 INFO: 2020-06-02 17:00:20 INFO: 2020-06-02 17:02:00 INFO: 2020-06-02 17:02:00 INFO: 2020-06-02 17:02:00 INFO: 2020-06-02 17:02:00 INFO: 2020-06-02 17:02:00 INFO: clearing start 2020-06-02 17:02:00 INFO: clearing end 2020-06-02 17:02:00 INFO: 2020-06-02 17:02:00 INFO: 2020-06-02 17:02:00 INFO: 2020-06-02 17:02:00 INFO: 2020-06-02 18:00:20 INFO: 2020-06-02 18:00:20 INFO: 2020-06-02 18:00:20 INFO: 2020-06-02 18:00:20 INFO: 2020-06-02 18:00:20 INFO: init new order start 2020-06-02 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.65, 'high': 252.55, 'low': 224.45, 'close': 234.45, 'trades': 19748, 'volume': 35604640, 'vwap': 234.89, 'lastSize': 216, 'turnover': 836312195510, 'homeNotional': 341568.4720379592, 'foreignNotional': 80285249.16386206}, {'timestamp': datetime.datetime(2020, 6, 2, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.8, 'high': 252.75, 'low': 251.45, 'close': 251.65, 'trades': 2649, 'volume': 3610099, 'vwap': 252.07, 'lastSize': 251, 'turnover': 90999066415, 'homeNotional': 36633.56609823899, 'foreignNotional': 9234151.051004315}, {'timestamp': datetime.datetime(2020, 6, 2, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.8, 'high': 253.0, 'low': 250.85, 'close': 251.8, 'trades': 4307, 'volume': 5602006, 'vwap': 252.12, 'lastSize': 750, 'turnover': 141237083830, 'homeNotional': 56652.59159540719, 'foreignNotional': 14283192.091658741}] 2020-06-02 18:00:20 INFO: skip by found empty buckets 2020-06-02 18:00:20 INFO: check need new order None 2020-06-02 18:00:20 INFO: init new order end 2020-06-02 18:00:20 INFO: 2020-06-02 18:00:20 INFO: 2020-06-02 18:00:20 INFO: 2020-06-02 18:00:20 INFO: 2020-06-02 18:02:00 INFO: 2020-06-02 18:02:00 INFO: 2020-06-02 18:02:00 INFO: 2020-06-02 18:02:00 INFO: 2020-06-02 18:02:00 INFO: clearing start 2020-06-02 18:02:00 INFO: clearing end 2020-06-02 18:02:00 INFO: 2020-06-02 18:02:00 INFO: 2020-06-02 18:02:00 INFO: 2020-06-02 18:02:00 INFO: 2020-06-02 19:00:20 INFO: 2020-06-02 19:00:20 INFO: 2020-06-02 19:00:20 INFO: 2020-06-02 19:00:20 INFO: 2020-06-02 19:00:20 INFO: init new order start 2020-06-02 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.45, 'high': 236.8, 'low': 229.05, 'close': 233.3, 'trades': 19535, 'volume': 19340277, 'vwap': 233.49, 'lastSize': 377, 'turnover': 451564870415, 'homeNotional': 183571.84419534533, 'foreignNotional': 42862597.398574784}, {'timestamp': datetime.datetime(2020, 6, 2, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.65, 'high': 252.55, 'low': 224.45, 'close': 234.45, 'trades': 19748, 'volume': 35604640, 'vwap': 234.89, 'lastSize': 216, 'turnover': 836312195510, 'homeNotional': 341568.4720379592, 'foreignNotional': 80285249.16386206}, {'timestamp': datetime.datetime(2020, 6, 2, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.8, 'high': 252.75, 'low': 251.45, 'close': 251.65, 'trades': 2649, 'volume': 3610099, 'vwap': 252.07, 'lastSize': 251, 'turnover': 90999066415, 'homeNotional': 36633.56609823899, 'foreignNotional': 9234151.051004315}] 2020-06-02 19:00:20 INFO: prepare candles [CandleItem(low=229.05, high=236.8, open=234.45, close=233.3, color='RED'), CandleItem(low=224.45, high=252.55, open=251.65, close=234.45, color='RED'), CandleItem(low=251.45, high=252.75, open=251.8, close=251.65, color='RED')] 2020-06-02 19:00:20 INFO: skip by colors first_candle=CandleItem(low=251.45, high=252.75, open=251.8, close=251.65, color='RED') second_candle=CandleItem(low=224.45, high=252.55, open=251.65, close=234.45, color='RED') last_candle=CandleItem(low=229.05, high=236.8, open=234.45, close=233.3, color='RED') 2020-06-02 19:00:20 INFO: check need new order None 2020-06-02 19:00:20 INFO: init new order end 2020-06-02 19:00:20 INFO: 2020-06-02 19:00:20 INFO: 2020-06-02 19:00:20 INFO: 2020-06-02 19:00:20 INFO: 2020-06-02 19:02:00 INFO: 2020-06-02 19:02:00 INFO: 2020-06-02 19:02:00 INFO: 2020-06-02 19:02:00 INFO: 2020-06-02 19:02:00 INFO: clearing start 2020-06-02 19:02:00 INFO: clearing end 2020-06-02 19:02:00 INFO: 2020-06-02 19:02:00 INFO: 2020-06-02 19:02:00 INFO: 2020-06-02 19:02:00 INFO: 2020-06-02 20:00:20 INFO: 2020-06-02 20:00:20 INFO: 2020-06-02 20:00:20 INFO: 2020-06-02 20:00:20 INFO: 2020-06-02 20:00:20 INFO: init new order start 2020-06-02 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 234.2, 'low': 231.95, 'close': 234.05, 'trades': 7423, 'volume': 5653162, 'vwap': 233.38, 'lastSize': 900, 'turnover': 131932825025, 'homeNotional': 53533.848883489765, 'foreignNotional': 12493697.519182317}, {'timestamp': datetime.datetime(2020, 6, 2, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.45, 'high': 236.8, 'low': 229.05, 'close': 233.3, 'trades': 19535, 'volume': 19340277, 'vwap': 233.49, 'lastSize': 377, 'turnover': 451564870415, 'homeNotional': 183571.84419534533, 'foreignNotional': 42862597.398574784}, {'timestamp': datetime.datetime(2020, 6, 2, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 251.65, 'high': 252.55, 'low': 224.45, 'close': 234.45, 'trades': 19748, 'volume': 35604640, 'vwap': 234.89, 'lastSize': 216, 'turnover': 836312195510, 'homeNotional': 341568.4720379592, 'foreignNotional': 80285249.16386206}] 2020-06-02 20:00:20 INFO: prepare candles [CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN'), CandleItem(low=229.05, high=236.8, open=234.45, close=233.3, color='RED'), CandleItem(low=224.45, high=252.55, open=251.65, close=234.45, color='RED')] 2020-06-02 20:00:20 INFO: last_candle=CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN') 2020-06-02 20:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN') 2020-06-02 20:00:20 INFO: skip by CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-02 20:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN') 2020-06-02 20:00:20 INFO: skip by CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-02 20:00:20 INFO: not found applicable config for candle 2020-06-02 20:00:20 INFO: check need new order None 2020-06-02 20:00:20 INFO: init new order end 2020-06-02 20:00:20 INFO: 2020-06-02 20:00:20 INFO: 2020-06-02 20:00:20 INFO: 2020-06-02 20:00:20 INFO: 2020-06-02 20:02:00 INFO: 2020-06-02 20:02:00 INFO: 2020-06-02 20:02:00 INFO: 2020-06-02 20:02:00 INFO: 2020-06-02 20:02:00 INFO: clearing start 2020-06-02 20:02:00 INFO: clearing end 2020-06-02 20:02:00 INFO: 2020-06-02 20:02:00 INFO: 2020-06-02 20:02:00 INFO: 2020-06-02 20:02:00 INFO: 2020-06-02 21:00:20 INFO: 2020-06-02 21:00:20 INFO: 2020-06-02 21:00:20 INFO: 2020-06-02 21:00:20 INFO: 2020-06-02 21:00:20 INFO: init new order start 2020-06-02 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 235.3, 'low': 233.45, 'close': 234.8, 'trades': 3806, 'volume': 3964940, 'vwap': 234.38, 'lastSize': 3000, 'turnover': 92927926065, 'homeNotional': 37662.43158022546, 'foreignNotional': 8827130.776480552}, {'timestamp': datetime.datetime(2020, 6, 2, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 234.2, 'low': 231.95, 'close': 234.05, 'trades': 7423, 'volume': 5653162, 'vwap': 233.38, 'lastSize': 900, 'turnover': 131932825025, 'homeNotional': 53533.848883489765, 'foreignNotional': 12493697.519182317}, {'timestamp': datetime.datetime(2020, 6, 2, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.45, 'high': 236.8, 'low': 229.05, 'close': 233.3, 'trades': 19535, 'volume': 19340277, 'vwap': 233.49, 'lastSize': 377, 'turnover': 451564870415, 'homeNotional': 183571.84419534533, 'foreignNotional': 42862597.398574784}] 2020-06-02 21:00:20 INFO: prepare candles [CandleItem(low=233.45, high=235.3, open=234.05, close=234.8, color='GREEN'), CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN'), CandleItem(low=229.05, high=236.8, open=234.45, close=233.3, color='RED')] 2020-06-02 21:00:20 INFO: skip by colors first_candle=CandleItem(low=229.05, high=236.8, open=234.45, close=233.3, color='RED') second_candle=CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN') last_candle=CandleItem(low=233.45, high=235.3, open=234.05, close=234.8, color='GREEN') 2020-06-02 21:00:20 INFO: check need new order None 2020-06-02 21:00:20 INFO: init new order end 2020-06-02 21:00:20 INFO: 2020-06-02 21:00:20 INFO: 2020-06-02 21:00:20 INFO: 2020-06-02 21:00:20 INFO: 2020-06-02 21:02:00 INFO: 2020-06-02 21:02:00 INFO: 2020-06-02 21:02:00 INFO: 2020-06-02 21:02:00 INFO: 2020-06-02 21:02:00 INFO: clearing start 2020-06-02 21:02:00 INFO: clearing end 2020-06-02 21:02:00 INFO: 2020-06-02 21:02:00 INFO: 2020-06-02 21:02:00 INFO: 2020-06-02 21:02:00 INFO: 2020-06-02 22:00:20 INFO: 2020-06-02 22:00:20 INFO: 2020-06-02 22:00:20 INFO: 2020-06-02 22:00:20 INFO: 2020-06-02 22:00:20 INFO: init new order start 2020-06-02 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 234.8, 'low': 233.65, 'close': 234.55, 'trades': 3694, 'volume': 4181498, 'vwap': 234.24, 'lastSize': 416, 'turnover': 97946880405, 'homeNotional': 39798.457822177115, 'foreignNotional': 9322347.41755261}, {'timestamp': datetime.datetime(2020, 6, 2, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 235.3, 'low': 233.45, 'close': 234.8, 'trades': 3806, 'volume': 3964940, 'vwap': 234.38, 'lastSize': 3000, 'turnover': 92927926065, 'homeNotional': 37662.43158022546, 'foreignNotional': 8827130.776480552}, {'timestamp': datetime.datetime(2020, 6, 2, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 234.2, 'low': 231.95, 'close': 234.05, 'trades': 7423, 'volume': 5653162, 'vwap': 233.38, 'lastSize': 900, 'turnover': 131932825025, 'homeNotional': 53533.848883489765, 'foreignNotional': 12493697.519182317}] 2020-06-02 22:00:20 INFO: prepare candles [CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED'), CandleItem(low=233.45, high=235.3, open=234.05, close=234.8, color='GREEN'), CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN')] 2020-06-02 22:00:20 INFO: last_candle=CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED') 2020-06-02 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-02 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED') 2020-06-02 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=233.45, high=235.3, open=234.05, close=234.8, color='GREEN') 2020-06-02 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.95, high=234.2, open=233.3, close=234.05, color='GREEN') 2020-06-02 22:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-02 22:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-02 22:00:20 INFO: place order: start candle=CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-02 22:00:20 INFO: place order: side_factor=1 init_trigger_price=233.6 init_order_price=233.55 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=234.8 take_price=226.64999999999998 2020-06-02 22:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('233.599999999999994315658113919198513031005859375') init_order_price=Decimal('233.55000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('234.80000000000001136868377216160297393798828125') take_price=Decimal('226.6499999999999772626324556767940521240234375') 2020-06-02 22:00:20 INFO: place order: compute qty=-8 2020-06-02 22:00:20 INFO: place order: save order to db 7b70abc8fd18416ca1f021dc4bce926e; response=True 2020-06-02 22:00:21 INFO: post order to exchange resp={'orderID': 'cfa23065-16ab-3bfa-97a7-470b2dd8471d', 'clOrdID': '7b70abc8fd18416ca1f021dc4bce926e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 233.55, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc())} 2020-06-02 22:00:21 INFO: place new init order {'qty': -8, 'init_price': Decimal('233.599999999999994315658113919198513031005859375'), 'stop_price': Decimal('234.80000000000001136868377216160297393798828125'), 'take_price': Decimal('226.6499999999999772626324556767940521240234375'), 'order_uid': '7b70abc8fd18416ca1f021dc4bce926e', 'response': {'orderID': 'cfa23065-16ab-3bfa-97a7-470b2dd8471d', 'clOrdID': '7b70abc8fd18416ca1f021dc4bce926e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 233.55, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc())}} 2020-06-02 22:00:21 INFO: init new order end 2020-06-02 22:00:21 INFO: 2020-06-02 22:00:21 INFO: 2020-06-02 22:00:21 INFO: 2020-06-02 22:00:21 INFO: 2020-06-02 22:00:21 INFO: process event {'orderID': 'cfa23065-16ab-3bfa-97a7-470b2dd8471d', 'clOrdID': '7b70abc8fd18416ca1f021dc4bce926e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 233.55, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-02T19:00:21.771Z', 'timestamp': '2020-06-02T19:00:21.771Z'} 2020-06-02 22:00:21 INFO: skip event 7b70abc8fd18416ca1f021dc4bce926e New 2020-06-02 22:02:00 INFO: 2020-06-02 22:02:00 INFO: 2020-06-02 22:02:00 INFO: 2020-06-02 22:02:00 INFO: 2020-06-02 22:02:00 INFO: clearing start 2020-06-02 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cfa23065-16ab-3bfa-97a7-470b2dd8471d', 'clOrdID': '7b70abc8fd18416ca1f021dc4bce926e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 233.55, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc())} 2020-06-02 22:02:00 INFO: order time=2020-06-02 19:00:21.771000+00:00; delta from now UTC=0:01:39.193356 time_delta.total_seconds()=99.193356; time_diff_offset='3600' 2020-06-02 22:02:00 INFO: skip by time diff 2020-06-02 19:00:21.771000+00:00 2020-06-02 22:02:00 INFO: clearing end 2020-06-02 22:02:00 INFO: 2020-06-02 22:02:00 INFO: 2020-06-02 22:02:00 INFO: 2020-06-02 22:02:00 INFO: 2020-06-02 23:00:20 INFO: 2020-06-02 23:00:20 INFO: 2020-06-02 23:00:20 INFO: 2020-06-02 23:00:20 INFO: 2020-06-02 23:00:20 INFO: init new order start 2020-06-02 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 236.4, 'low': 234.1, 'close': 235.9, 'trades': 3190, 'volume': 2598304, 'vwap': 235.51, 'lastSize': 2500, 'turnover': 61190547425, 'homeNotional': 24740.132866774053, 'foreignNotional': 5826365.573971906}, {'timestamp': datetime.datetime(2020, 6, 2, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 234.8, 'low': 233.65, 'close': 234.55, 'trades': 3694, 'volume': 4181498, 'vwap': 234.24, 'lastSize': 416, 'turnover': 97946880405, 'homeNotional': 39798.457822177115, 'foreignNotional': 9322347.41755261}, {'timestamp': datetime.datetime(2020, 6, 2, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 235.3, 'low': 233.45, 'close': 234.8, 'trades': 3806, 'volume': 3964940, 'vwap': 234.38, 'lastSize': 3000, 'turnover': 92927926065, 'homeNotional': 37662.43158022546, 'foreignNotional': 8827130.776480552}] 2020-06-02 23:00:20 INFO: prepare candles [CandleItem(low=234.1, high=236.4, open=234.55, close=235.9, color='GREEN'), CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED'), CandleItem(low=233.45, high=235.3, open=234.05, close=234.8, color='GREEN')] 2020-06-02 23:00:20 INFO: skip by colors first_candle=CandleItem(low=233.45, high=235.3, open=234.05, close=234.8, color='GREEN') second_candle=CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED') last_candle=CandleItem(low=234.1, high=236.4, open=234.55, close=235.9, color='GREEN') 2020-06-02 23:00:20 INFO: check need new order None 2020-06-02 23:00:20 INFO: init new order end 2020-06-02 23:00:20 INFO: 2020-06-02 23:00:20 INFO: 2020-06-02 23:00:20 INFO: 2020-06-02 23:00:20 INFO: 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: clearing start 2020-06-02 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cfa23065-16ab-3bfa-97a7-470b2dd8471d', 'clOrdID': '7b70abc8fd18416ca1f021dc4bce926e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 233.55, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc())} 2020-06-02 23:02:00 INFO: order time=2020-06-02 19:00:21.771000+00:00; delta from now UTC=1:01:38.994928 time_delta.total_seconds()=3698.994928; time_diff_offset='3600' 2020-06-02 23:02:00 INFO: clear order 7b70abc8fd18416ca1f021dc4bce926e 2020-06-02 23:02:00 INFO: cancel order resp=[{'orderID': 'cfa23065-16ab-3bfa-97a7-470b2dd8471d', 'clOrdID': '7b70abc8fd18416ca1f021dc4bce926e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 233.55, 'displayQty': None, 'stopPx': 233.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 2, 19, 0, 21, 771000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 2, 20, 2, 0, 814000, tzinfo=tzutc())}] 2020-06-02 23:02:00 INFO: clearing end 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: 2020-06-02 23:02:00 INFO: process event {'orderID': 'cfa23065-16ab-3bfa-97a7-470b2dd8471d', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-02T20:02:00.814Z', 'clOrdID': '7b70abc8fd18416ca1f021dc4bce926e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-02 23:02:00 INFO: skip event 7b70abc8fd18416ca1f021dc4bce926e Canceled 2020-06-03 00:00:20 INFO: 2020-06-03 00:00:20 INFO: 2020-06-03 00:00:20 INFO: 2020-06-03 00:00:20 INFO: 2020-06-03 00:00:20 INFO: init new order start 2020-06-03 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 236.75, 'low': 234.85, 'close': 236.5, 'trades': 2424, 'volume': 2988795, 'vwap': 235.63, 'lastSize': 1, 'turnover': 70422905360, 'homeNotional': 28389.570877460676, 'foreignNotional': 6689245.718894746}, {'timestamp': datetime.datetime(2020, 6, 2, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 236.4, 'low': 234.1, 'close': 235.9, 'trades': 3190, 'volume': 2598304, 'vwap': 235.51, 'lastSize': 2500, 'turnover': 61190547425, 'homeNotional': 24740.132866774053, 'foreignNotional': 5826365.573971906}, {'timestamp': datetime.datetime(2020, 6, 2, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 234.8, 'low': 233.65, 'close': 234.55, 'trades': 3694, 'volume': 4181498, 'vwap': 234.24, 'lastSize': 416, 'turnover': 97946880405, 'homeNotional': 39798.457822177115, 'foreignNotional': 9322347.41755261}] 2020-06-03 00:00:20 INFO: prepare candles [CandleItem(low=234.85, high=236.75, open=235.9, close=236.5, color='GREEN'), CandleItem(low=234.1, high=236.4, open=234.55, close=235.9, color='GREEN'), CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED')] 2020-06-03 00:00:20 INFO: skip by colors first_candle=CandleItem(low=233.65, high=234.8, open=234.8, close=234.55, color='RED') second_candle=CandleItem(low=234.1, high=236.4, open=234.55, close=235.9, color='GREEN') last_candle=CandleItem(low=234.85, high=236.75, open=235.9, close=236.5, color='GREEN') 2020-06-03 00:00:20 INFO: check need new order None 2020-06-03 00:00:20 INFO: init new order end 2020-06-03 00:00:20 INFO: 2020-06-03 00:00:20 INFO: 2020-06-03 00:00:20 INFO: 2020-06-03 00:00:20 INFO: 2020-06-03 00:02:00 INFO: 2020-06-03 00:02:00 INFO: 2020-06-03 00:02:00 INFO: 2020-06-03 00:02:00 INFO: 2020-06-03 00:02:00 INFO: clearing start 2020-06-03 00:02:00 INFO: clearing end 2020-06-03 00:02:00 INFO: 2020-06-03 00:02:00 INFO: 2020-06-03 00:02:00 INFO: 2020-06-03 00:02:00 INFO: 2020-06-03 01:00:20 INFO: 2020-06-03 01:00:20 INFO: 2020-06-03 01:00:20 INFO: 2020-06-03 01:00:20 INFO: 2020-06-03 01:00:20 INFO: init new order start 2020-06-03 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 239.1, 'low': 236.25, 'close': 237.95, 'trades': 3525, 'volume': 3786372, 'vwap': 237.91, 'lastSize': 400, 'turnover': 90079853115, 'homeNotional': 36097.49455279032, 'foreignNotional': 8587811.863876013}, {'timestamp': datetime.datetime(2020, 6, 2, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 236.75, 'low': 234.85, 'close': 236.5, 'trades': 2424, 'volume': 2988795, 'vwap': 235.63, 'lastSize': 1, 'turnover': 70422905360, 'homeNotional': 28389.570877460676, 'foreignNotional': 6689245.718894746}, {'timestamp': datetime.datetime(2020, 6, 2, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 236.4, 'low': 234.1, 'close': 235.9, 'trades': 3190, 'volume': 2598304, 'vwap': 235.51, 'lastSize': 2500, 'turnover': 61190547425, 'homeNotional': 24740.132866774053, 'foreignNotional': 5826365.573971906}] 2020-06-03 01:00:21 INFO: prepare candles [CandleItem(low=236.25, high=239.1, open=236.5, close=237.95, color='GREEN'), CandleItem(low=234.85, high=236.75, open=235.9, close=236.5, color='GREEN'), CandleItem(low=234.1, high=236.4, open=234.55, close=235.9, color='GREEN')] 2020-06-03 01:00:21 INFO: skip by colors first_candle=CandleItem(low=234.1, high=236.4, open=234.55, close=235.9, color='GREEN') second_candle=CandleItem(low=234.85, high=236.75, open=235.9, close=236.5, color='GREEN') last_candle=CandleItem(low=236.25, high=239.1, open=236.5, close=237.95, color='GREEN') 2020-06-03 01:00:21 INFO: check need new order None 2020-06-03 01:00:21 INFO: init new order end 2020-06-03 01:00:21 INFO: 2020-06-03 01:00:21 INFO: 2020-06-03 01:00:21 INFO: 2020-06-03 01:00:21 INFO: 2020-06-03 01:02:00 INFO: 2020-06-03 01:02:00 INFO: 2020-06-03 01:02:00 INFO: 2020-06-03 01:02:00 INFO: 2020-06-03 01:02:00 INFO: clearing start 2020-06-03 01:02:00 INFO: clearing end 2020-06-03 01:02:00 INFO: 2020-06-03 01:02:00 INFO: 2020-06-03 01:02:00 INFO: 2020-06-03 01:02:00 INFO: 2020-06-03 02:00:20 INFO: 2020-06-03 02:00:20 INFO: 2020-06-03 02:00:20 INFO: 2020-06-03 02:00:20 INFO: 2020-06-03 02:00:20 INFO: init new order start 2020-06-03 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 2, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 239.55, 'low': 236.2, 'close': 237.35, 'trades': 5010, 'volume': 5070925, 'vwap': 238.19, 'lastSize': 1134, 'turnover': 120779457370, 'homeNotional': 48268.46226158073, 'foreignNotional': 11496674.702131592}, {'timestamp': datetime.datetime(2020, 6, 2, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 239.1, 'low': 236.25, 'close': 237.95, 'trades': 3525, 'volume': 3786372, 'vwap': 237.91, 'lastSize': 400, 'turnover': 90079853115, 'homeNotional': 36097.49455279032, 'foreignNotional': 8587811.863876013}, {'timestamp': datetime.datetime(2020, 6, 2, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 236.75, 'low': 234.85, 'close': 236.5, 'trades': 2424, 'volume': 2988795, 'vwap': 235.63, 'lastSize': 1, 'turnover': 70422905360, 'homeNotional': 28389.570877460676, 'foreignNotional': 6689245.718894746}] 2020-06-03 02:00:20 INFO: prepare candles [CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED'), CandleItem(low=236.25, high=239.1, open=236.5, close=237.95, color='GREEN'), CandleItem(low=234.85, high=236.75, open=235.9, close=236.5, color='GREEN')] 2020-06-03 02:00:20 INFO: last_candle=CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED') 2020-06-03 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED') 2020-06-03 02:00:20 INFO: skip by CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED') 2020-06-03 02:00:20 INFO: skip by CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 02:00:20 INFO: not found applicable config for candle 2020-06-03 02:00:20 INFO: check need new order None 2020-06-03 02:00:20 INFO: init new order end 2020-06-03 02:00:20 INFO: 2020-06-03 02:00:20 INFO: 2020-06-03 02:00:20 INFO: 2020-06-03 02:00:20 INFO: 2020-06-03 02:02:00 INFO: 2020-06-03 02:02:00 INFO: 2020-06-03 02:02:00 INFO: 2020-06-03 02:02:00 INFO: 2020-06-03 02:02:00 INFO: clearing start 2020-06-03 02:02:00 INFO: clearing end 2020-06-03 02:02:00 INFO: 2020-06-03 02:02:00 INFO: 2020-06-03 02:02:00 INFO: 2020-06-03 02:02:00 INFO: 2020-06-03 02:27:12 INFO: Websocket Closed 2020-06-03 02:27:12 WARNING: reconnect to socket 2020-06-03 02:27:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-03 02:27:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-03 02:27:12 INFO: Authenticating with API Key. 2020-06-03 02:27:13 INFO: Connected to WS. 2020-06-03 03:00:20 INFO: 2020-06-03 03:00:20 INFO: 2020-06-03 03:00:20 INFO: 2020-06-03 03:00:20 INFO: 2020-06-03 03:00:20 INFO: init new order start 2020-06-03 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 238.25, 'low': 235.75, 'close': 237.8, 'trades': 3680, 'volume': 2853549, 'vwap': 237.15, 'lastSize': 70, 'turnover': 67669360025, 'homeNotional': 27113.58836089655, 'foreignNotional': 6429773.01139144}, {'timestamp': datetime.datetime(2020, 6, 2, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 239.55, 'low': 236.2, 'close': 237.35, 'trades': 5010, 'volume': 5070925, 'vwap': 238.19, 'lastSize': 1134, 'turnover': 120779457370, 'homeNotional': 48268.46226158073, 'foreignNotional': 11496674.702131592}, {'timestamp': datetime.datetime(2020, 6, 2, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 239.1, 'low': 236.25, 'close': 237.95, 'trades': 3525, 'volume': 3786372, 'vwap': 237.91, 'lastSize': 400, 'turnover': 90079853115, 'homeNotional': 36097.49455279032, 'foreignNotional': 8587811.863876013}] 2020-06-03 03:00:20 INFO: prepare candles [CandleItem(low=235.75, high=238.25, open=237.35, close=237.8, color='GREEN'), CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED'), CandleItem(low=236.25, high=239.1, open=236.5, close=237.95, color='GREEN')] 2020-06-03 03:00:20 INFO: skip by colors first_candle=CandleItem(low=236.25, high=239.1, open=236.5, close=237.95, color='GREEN') second_candle=CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED') last_candle=CandleItem(low=235.75, high=238.25, open=237.35, close=237.8, color='GREEN') 2020-06-03 03:00:20 INFO: check need new order None 2020-06-03 03:00:20 INFO: init new order end 2020-06-03 03:00:20 INFO: 2020-06-03 03:00:20 INFO: 2020-06-03 03:00:20 INFO: 2020-06-03 03:00:20 INFO: 2020-06-03 03:02:00 INFO: 2020-06-03 03:02:00 INFO: 2020-06-03 03:02:00 INFO: 2020-06-03 03:02:00 INFO: 2020-06-03 03:02:00 INFO: clearing start 2020-06-03 03:02:00 INFO: clearing end 2020-06-03 03:02:00 INFO: 2020-06-03 03:02:00 INFO: 2020-06-03 03:02:00 INFO: 2020-06-03 03:02:00 INFO: 2020-06-03 04:00:20 INFO: 2020-06-03 04:00:20 INFO: 2020-06-03 04:00:20 INFO: 2020-06-03 04:00:20 INFO: 2020-06-03 04:00:20 INFO: init new order start 2020-06-03 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.8, 'high': 238.75, 'low': 237.0, 'close': 238.25, 'trades': 2759, 'volume': 1812283, 'vwap': 238.01, 'lastSize': 1, 'turnover': 43133500135, 'homeNotional': 17255.212572600114, 'foreignNotional': 4106856.057464394}, {'timestamp': datetime.datetime(2020, 6, 3, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 238.25, 'low': 235.75, 'close': 237.8, 'trades': 3680, 'volume': 2853549, 'vwap': 237.15, 'lastSize': 70, 'turnover': 67669360025, 'homeNotional': 27113.58836089655, 'foreignNotional': 6429773.01139144}, {'timestamp': datetime.datetime(2020, 6, 2, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 239.55, 'low': 236.2, 'close': 237.35, 'trades': 5010, 'volume': 5070925, 'vwap': 238.19, 'lastSize': 1134, 'turnover': 120779457370, 'homeNotional': 48268.46226158073, 'foreignNotional': 11496674.702131592}] 2020-06-03 04:00:20 INFO: prepare candles [CandleItem(low=237.0, high=238.75, open=237.8, close=238.25, color='GREEN'), CandleItem(low=235.75, high=238.25, open=237.35, close=237.8, color='GREEN'), CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED')] 2020-06-03 04:00:20 INFO: skip by colors first_candle=CandleItem(low=236.2, high=239.55, open=237.95, close=237.35, color='RED') second_candle=CandleItem(low=235.75, high=238.25, open=237.35, close=237.8, color='GREEN') last_candle=CandleItem(low=237.0, high=238.75, open=237.8, close=238.25, color='GREEN') 2020-06-03 04:00:20 INFO: check need new order None 2020-06-03 04:00:20 INFO: init new order end 2020-06-03 04:00:20 INFO: 2020-06-03 04:00:20 INFO: 2020-06-03 04:00:20 INFO: 2020-06-03 04:00:20 INFO: 2020-06-03 04:02:00 INFO: 2020-06-03 04:02:00 INFO: 2020-06-03 04:02:00 INFO: 2020-06-03 04:02:00 INFO: 2020-06-03 04:02:00 INFO: clearing start 2020-06-03 04:02:00 INFO: clearing end 2020-06-03 04:02:00 INFO: 2020-06-03 04:02:00 INFO: 2020-06-03 04:02:00 INFO: 2020-06-03 04:02:00 INFO: 2020-06-03 05:00:20 INFO: 2020-06-03 05:00:20 INFO: 2020-06-03 05:00:20 INFO: 2020-06-03 05:00:20 INFO: 2020-06-03 05:00:20 INFO: init new order start 2020-06-03 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.25, 'high': 238.8, 'low': 236.8, 'close': 237.15, 'trades': 2162, 'volume': 1639729, 'vwap': 237.66, 'lastSize': 20, 'turnover': 38969648170, 'homeNotional': 15591.914555942236, 'foreignNotional': 3705570.2639248706}, {'timestamp': datetime.datetime(2020, 6, 3, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.8, 'high': 238.75, 'low': 237.0, 'close': 238.25, 'trades': 2759, 'volume': 1812283, 'vwap': 238.01, 'lastSize': 1, 'turnover': 43133500135, 'homeNotional': 17255.212572600114, 'foreignNotional': 4106856.057464394}, {'timestamp': datetime.datetime(2020, 6, 3, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 238.25, 'low': 235.75, 'close': 237.8, 'trades': 3680, 'volume': 2853549, 'vwap': 237.15, 'lastSize': 70, 'turnover': 67669360025, 'homeNotional': 27113.58836089655, 'foreignNotional': 6429773.01139144}] 2020-06-03 05:00:20 INFO: prepare candles [CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED'), CandleItem(low=237.0, high=238.75, open=237.8, close=238.25, color='GREEN'), CandleItem(low=235.75, high=238.25, open=237.35, close=237.8, color='GREEN')] 2020-06-03 05:00:20 INFO: last_candle=CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED') 2020-06-03 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED') 2020-06-03 05:00:20 INFO: skip by CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED') 2020-06-03 05:00:20 INFO: skip by CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 05:00:20 INFO: not found applicable config for candle 2020-06-03 05:00:20 INFO: check need new order None 2020-06-03 05:00:20 INFO: init new order end 2020-06-03 05:00:20 INFO: 2020-06-03 05:00:20 INFO: 2020-06-03 05:00:20 INFO: 2020-06-03 05:00:20 INFO: 2020-06-03 05:02:00 INFO: 2020-06-03 05:02:00 INFO: 2020-06-03 05:02:00 INFO: 2020-06-03 05:02:00 INFO: 2020-06-03 05:02:00 INFO: clearing start 2020-06-03 05:02:00 INFO: clearing end 2020-06-03 05:02:00 INFO: 2020-06-03 05:02:00 INFO: 2020-06-03 05:02:00 INFO: 2020-06-03 05:02:00 INFO: 2020-06-03 06:00:20 INFO: 2020-06-03 06:00:20 INFO: 2020-06-03 06:00:20 INFO: 2020-06-03 06:00:20 INFO: 2020-06-03 06:00:20 INFO: init new order start 2020-06-03 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 237.9, 'low': 234.9, 'close': 236.25, 'trades': 3582, 'volume': 2293883, 'vwap': 236.28, 'lastSize': 100, 'turnover': 54199544435, 'homeNotional': 21777.18174499954, 'foreignNotional': 5145492.3816871615}, {'timestamp': datetime.datetime(2020, 6, 3, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.25, 'high': 238.8, 'low': 236.8, 'close': 237.15, 'trades': 2162, 'volume': 1639729, 'vwap': 237.66, 'lastSize': 20, 'turnover': 38969648170, 'homeNotional': 15591.914555942236, 'foreignNotional': 3705570.2639248706}, {'timestamp': datetime.datetime(2020, 6, 3, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.8, 'high': 238.75, 'low': 237.0, 'close': 238.25, 'trades': 2759, 'volume': 1812283, 'vwap': 238.01, 'lastSize': 1, 'turnover': 43133500135, 'homeNotional': 17255.212572600114, 'foreignNotional': 4106856.057464394}] 2020-06-03 06:00:20 INFO: prepare candles [CandleItem(low=234.9, high=237.9, open=237.15, close=236.25, color='RED'), CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED'), CandleItem(low=237.0, high=238.75, open=237.8, close=238.25, color='GREEN')] 2020-06-03 06:00:20 INFO: skip by colors first_candle=CandleItem(low=237.0, high=238.75, open=237.8, close=238.25, color='GREEN') second_candle=CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED') last_candle=CandleItem(low=234.9, high=237.9, open=237.15, close=236.25, color='RED') 2020-06-03 06:00:20 INFO: check need new order None 2020-06-03 06:00:20 INFO: init new order end 2020-06-03 06:00:20 INFO: 2020-06-03 06:00:20 INFO: 2020-06-03 06:00:20 INFO: 2020-06-03 06:00:20 INFO: 2020-06-03 06:02:00 INFO: 2020-06-03 06:02:00 INFO: 2020-06-03 06:02:00 INFO: 2020-06-03 06:02:00 INFO: 2020-06-03 06:02:00 INFO: clearing start 2020-06-03 06:02:00 INFO: clearing end 2020-06-03 06:02:00 INFO: 2020-06-03 06:02:00 INFO: 2020-06-03 06:02:00 INFO: 2020-06-03 06:02:00 INFO: 2020-06-03 07:00:20 INFO: 2020-06-03 07:00:20 INFO: 2020-06-03 07:00:20 INFO: 2020-06-03 07:00:20 INFO: 2020-06-03 07:00:20 INFO: init new order start 2020-06-03 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 236.65, 'low': 235.55, 'close': 235.95, 'trades': 2073, 'volume': 1769952, 'vwap': 236.09, 'lastSize': 1, 'turnover': 41785792735, 'homeNotional': 16795.78675811408, 'foreignNotional': 3965223.352330975}, {'timestamp': datetime.datetime(2020, 6, 3, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 237.9, 'low': 234.9, 'close': 236.25, 'trades': 3582, 'volume': 2293883, 'vwap': 236.28, 'lastSize': 100, 'turnover': 54199544435, 'homeNotional': 21777.18174499954, 'foreignNotional': 5145492.3816871615}, {'timestamp': datetime.datetime(2020, 6, 3, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.25, 'high': 238.8, 'low': 236.8, 'close': 237.15, 'trades': 2162, 'volume': 1639729, 'vwap': 237.66, 'lastSize': 20, 'turnover': 38969648170, 'homeNotional': 15591.914555942236, 'foreignNotional': 3705570.2639248706}] 2020-06-03 07:00:20 INFO: prepare candles [CandleItem(low=235.55, high=236.65, open=236.25, close=235.95, color='RED'), CandleItem(low=234.9, high=237.9, open=237.15, close=236.25, color='RED'), CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED')] 2020-06-03 07:00:20 INFO: skip by colors first_candle=CandleItem(low=236.8, high=238.8, open=238.25, close=237.15, color='RED') second_candle=CandleItem(low=234.9, high=237.9, open=237.15, close=236.25, color='RED') last_candle=CandleItem(low=235.55, high=236.65, open=236.25, close=235.95, color='RED') 2020-06-03 07:00:20 INFO: check need new order None 2020-06-03 07:00:20 INFO: init new order end 2020-06-03 07:00:20 INFO: 2020-06-03 07:00:20 INFO: 2020-06-03 07:00:20 INFO: 2020-06-03 07:00:20 INFO: 2020-06-03 07:02:00 INFO: 2020-06-03 07:02:00 INFO: 2020-06-03 07:02:00 INFO: 2020-06-03 07:02:00 INFO: 2020-06-03 07:02:00 INFO: clearing start 2020-06-03 07:02:00 INFO: clearing end 2020-06-03 07:02:00 INFO: 2020-06-03 07:02:00 INFO: 2020-06-03 07:02:00 INFO: 2020-06-03 07:02:00 INFO: 2020-06-03 08:00:20 INFO: 2020-06-03 08:00:20 INFO: 2020-06-03 08:00:20 INFO: 2020-06-03 08:00:20 INFO: 2020-06-03 08:00:20 INFO: init new order start 2020-06-03 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.95, 'high': 237.05, 'low': 235.15, 'close': 236.45, 'trades': 2705, 'volume': 2848014, 'vwap': 236.34, 'lastSize': 14550, 'turnover': 67309926955, 'homeNotional': 27050.378157857496, 'foreignNotional': 6393093.000791147}, {'timestamp': datetime.datetime(2020, 6, 3, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 236.65, 'low': 235.55, 'close': 235.95, 'trades': 2073, 'volume': 1769952, 'vwap': 236.09, 'lastSize': 1, 'turnover': 41785792735, 'homeNotional': 16795.78675811408, 'foreignNotional': 3965223.352330975}, {'timestamp': datetime.datetime(2020, 6, 3, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.15, 'high': 237.9, 'low': 234.9, 'close': 236.25, 'trades': 3582, 'volume': 2293883, 'vwap': 236.28, 'lastSize': 100, 'turnover': 54199544435, 'homeNotional': 21777.18174499954, 'foreignNotional': 5145492.3816871615}] 2020-06-03 08:00:20 INFO: prepare candles [CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN'), CandleItem(low=235.55, high=236.65, open=236.25, close=235.95, color='RED'), CandleItem(low=234.9, high=237.9, open=237.15, close=236.25, color='RED')] 2020-06-03 08:00:20 INFO: last_candle=CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN') 2020-06-03 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN') 2020-06-03 08:00:20 INFO: skip by CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN') 2020-06-03 08:00:20 INFO: skip by CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 08:00:20 INFO: not found applicable config for candle 2020-06-03 08:00:20 INFO: check need new order None 2020-06-03 08:00:20 INFO: init new order end 2020-06-03 08:00:20 INFO: 2020-06-03 08:00:20 INFO: 2020-06-03 08:00:20 INFO: 2020-06-03 08:00:20 INFO: 2020-06-03 08:02:00 INFO: 2020-06-03 08:02:00 INFO: 2020-06-03 08:02:00 INFO: 2020-06-03 08:02:00 INFO: 2020-06-03 08:02:00 INFO: clearing start 2020-06-03 08:02:00 INFO: clearing end 2020-06-03 08:02:00 INFO: 2020-06-03 08:02:00 INFO: 2020-06-03 08:02:00 INFO: 2020-06-03 08:02:00 INFO: 2020-06-03 09:00:20 INFO: 2020-06-03 09:00:21 INFO: 2020-06-03 09:00:21 INFO: 2020-06-03 09:00:21 INFO: 2020-06-03 09:00:21 INFO: init new order start 2020-06-03 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 237.0, 'low': 233.4, 'close': 236.75, 'trades': 4496, 'volume': 4325759, 'vwap': 235.43, 'lastSize': 500, 'turnover': 101839327195, 'homeNotional': 40977.733742864206, 'foreignNotional': 9647297.76520283}, {'timestamp': datetime.datetime(2020, 6, 3, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.95, 'high': 237.05, 'low': 235.15, 'close': 236.45, 'trades': 2705, 'volume': 2848014, 'vwap': 236.34, 'lastSize': 14550, 'turnover': 67309926955, 'homeNotional': 27050.378157857496, 'foreignNotional': 6393093.000791147}, {'timestamp': datetime.datetime(2020, 6, 3, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 236.65, 'low': 235.55, 'close': 235.95, 'trades': 2073, 'volume': 1769952, 'vwap': 236.09, 'lastSize': 1, 'turnover': 41785792735, 'homeNotional': 16795.78675811408, 'foreignNotional': 3965223.352330975}] 2020-06-03 09:00:21 INFO: prepare candles [CandleItem(low=233.4, high=237.0, open=236.45, close=236.75, color='GREEN'), CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN'), CandleItem(low=235.55, high=236.65, open=236.25, close=235.95, color='RED')] 2020-06-03 09:00:21 INFO: skip by colors first_candle=CandleItem(low=235.55, high=236.65, open=236.25, close=235.95, color='RED') second_candle=CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN') last_candle=CandleItem(low=233.4, high=237.0, open=236.45, close=236.75, color='GREEN') 2020-06-03 09:00:21 INFO: check need new order None 2020-06-03 09:00:21 INFO: init new order end 2020-06-03 09:00:21 INFO: 2020-06-03 09:00:21 INFO: 2020-06-03 09:00:21 INFO: 2020-06-03 09:00:21 INFO: 2020-06-03 09:02:00 INFO: 2020-06-03 09:02:00 INFO: 2020-06-03 09:02:00 INFO: 2020-06-03 09:02:00 INFO: 2020-06-03 09:02:00 INFO: clearing start 2020-06-03 09:02:00 INFO: clearing end 2020-06-03 09:02:00 INFO: 2020-06-03 09:02:00 INFO: 2020-06-03 09:02:00 INFO: 2020-06-03 09:02:00 INFO: 2020-06-03 10:00:20 INFO: 2020-06-03 10:00:20 INFO: 2020-06-03 10:00:20 INFO: 2020-06-03 10:00:20 INFO: 2020-06-03 10:00:20 INFO: init new order start 2020-06-03 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 237.6, 'low': 236.35, 'close': 236.85, 'trades': 2129, 'volume': 1314929, 'vwap': 237.0, 'lastSize': 100, 'turnover': 31163315490, 'homeNotional': 12512.604978521887, 'foreignNotional': 2965440.8597316924}, {'timestamp': datetime.datetime(2020, 6, 3, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 237.0, 'low': 233.4, 'close': 236.75, 'trades': 4496, 'volume': 4325759, 'vwap': 235.43, 'lastSize': 500, 'turnover': 101839327195, 'homeNotional': 40977.733742864206, 'foreignNotional': 9647297.76520283}, {'timestamp': datetime.datetime(2020, 6, 3, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.95, 'high': 237.05, 'low': 235.15, 'close': 236.45, 'trades': 2705, 'volume': 2848014, 'vwap': 236.34, 'lastSize': 14550, 'turnover': 67309926955, 'homeNotional': 27050.378157857496, 'foreignNotional': 6393093.000791147}] 2020-06-03 10:00:20 INFO: prepare candles [CandleItem(low=236.35, high=237.6, open=236.75, close=236.85, color='GREEN'), CandleItem(low=233.4, high=237.0, open=236.45, close=236.75, color='GREEN'), CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN')] 2020-06-03 10:00:20 INFO: skip by colors first_candle=CandleItem(low=235.15, high=237.05, open=235.95, close=236.45, color='GREEN') second_candle=CandleItem(low=233.4, high=237.0, open=236.45, close=236.75, color='GREEN') last_candle=CandleItem(low=236.35, high=237.6, open=236.75, close=236.85, color='GREEN') 2020-06-03 10:00:20 INFO: check need new order None 2020-06-03 10:00:20 INFO: init new order end 2020-06-03 10:00:20 INFO: 2020-06-03 10:00:20 INFO: 2020-06-03 10:00:20 INFO: 2020-06-03 10:00:20 INFO: 2020-06-03 10:02:00 INFO: 2020-06-03 10:02:00 INFO: 2020-06-03 10:02:00 INFO: 2020-06-03 10:02:00 INFO: 2020-06-03 10:02:00 INFO: clearing start 2020-06-03 10:02:00 INFO: clearing end 2020-06-03 10:02:00 INFO: 2020-06-03 10:02:00 INFO: 2020-06-03 10:02:00 INFO: 2020-06-03 10:02:00 INFO: 2020-06-03 11:00:20 INFO: 2020-06-03 11:00:20 INFO: 2020-06-03 11:00:20 INFO: 2020-06-03 11:00:20 INFO: 2020-06-03 11:00:20 INFO: init new order start 2020-06-03 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 237.55, 'low': 236.25, 'close': 237.2, 'trades': 1976, 'volume': 1591900, 'vwap': 236.95, 'lastSize': 13, 'turnover': 37720038380, 'homeNotional': 15143.084451377663, 'foreignNotional': 3588154.1782273767}, {'timestamp': datetime.datetime(2020, 6, 3, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 237.6, 'low': 236.35, 'close': 236.85, 'trades': 2129, 'volume': 1314929, 'vwap': 237.0, 'lastSize': 100, 'turnover': 31163315490, 'homeNotional': 12512.604978521887, 'foreignNotional': 2965440.8597316924}, {'timestamp': datetime.datetime(2020, 6, 3, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 237.0, 'low': 233.4, 'close': 236.75, 'trades': 4496, 'volume': 4325759, 'vwap': 235.43, 'lastSize': 500, 'turnover': 101839327195, 'homeNotional': 40977.733742864206, 'foreignNotional': 9647297.76520283}] 2020-06-03 11:00:21 INFO: prepare candles [CandleItem(low=236.25, high=237.55, open=236.85, close=237.2, color='GREEN'), CandleItem(low=236.35, high=237.6, open=236.75, close=236.85, color='GREEN'), CandleItem(low=233.4, high=237.0, open=236.45, close=236.75, color='GREEN')] 2020-06-03 11:00:21 INFO: skip by colors first_candle=CandleItem(low=233.4, high=237.0, open=236.45, close=236.75, color='GREEN') second_candle=CandleItem(low=236.35, high=237.6, open=236.75, close=236.85, color='GREEN') last_candle=CandleItem(low=236.25, high=237.55, open=236.85, close=237.2, color='GREEN') 2020-06-03 11:00:21 INFO: check need new order None 2020-06-03 11:00:21 INFO: init new order end 2020-06-03 11:00:21 INFO: 2020-06-03 11:00:21 INFO: 2020-06-03 11:00:21 INFO: 2020-06-03 11:00:21 INFO: 2020-06-03 11:02:00 INFO: 2020-06-03 11:02:00 INFO: 2020-06-03 11:02:00 INFO: 2020-06-03 11:02:00 INFO: 2020-06-03 11:02:00 INFO: clearing start 2020-06-03 11:02:00 INFO: clearing end 2020-06-03 11:02:00 INFO: 2020-06-03 11:02:00 INFO: 2020-06-03 11:02:00 INFO: 2020-06-03 11:02:00 INFO: 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:20 INFO: init new order start 2020-06-03 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.0, 'low': 236.65, 'close': 236.95, 'trades': 2138, 'volume': 2441542, 'vwap': 237.53, 'lastSize': 1500, 'turnover': 57993232170, 'homeNotional': 23236.23552930165, 'foreignNotional': 5519238.083030962}, {'timestamp': datetime.datetime(2020, 6, 3, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 237.55, 'low': 236.25, 'close': 237.2, 'trades': 1976, 'volume': 1591900, 'vwap': 236.95, 'lastSize': 13, 'turnover': 37720038380, 'homeNotional': 15143.084451377663, 'foreignNotional': 3588154.1782273767}, {'timestamp': datetime.datetime(2020, 6, 3, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 237.6, 'low': 236.35, 'close': 236.85, 'trades': 2129, 'volume': 1314929, 'vwap': 237.0, 'lastSize': 100, 'turnover': 31163315490, 'homeNotional': 12512.604978521887, 'foreignNotional': 2965440.8597316924}] 2020-06-03 12:00:20 INFO: prepare candles [CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED'), CandleItem(low=236.25, high=237.55, open=236.85, close=237.2, color='GREEN'), CandleItem(low=236.35, high=237.6, open=236.75, close=236.85, color='GREEN')] 2020-06-03 12:00:20 INFO: last_candle=CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED') 2020-06-03 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED') 2020-06-03 12:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.25, high=237.55, open=236.85, close=237.2, color='GREEN') 2020-06-03 12:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.35, high=237.6, open=236.75, close=236.85, color='GREEN') 2020-06-03 12:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-03 12:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-03 12:00:20 INFO: place order: start candle=CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-03 12:00:20 INFO: place order: side_factor=1 init_trigger_price=236.6 init_order_price=236.55 stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=238.0 take_price=228.45000000000005 2020-06-03 12:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('236.599999999999994315658113919198513031005859375') init_order_price=Decimal('236.55000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=Decimal('238') take_price=Decimal('228.450000000000045474735088646411895751953125') 2020-06-03 12:00:20 INFO: place order: compute qty=-7 2020-06-03 12:00:20 INFO: place order: save order to db 168b7a859bd44f39a64293c7e9c2d59a; response=True 2020-06-03 12:00:20 INFO: post order to exchange resp={'orderID': '13666127-7d4a-1fe4-1991-ed164542e437', 'clOrdID': '168b7a859bd44f39a64293c7e9c2d59a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 236.55, 'displayQty': None, 'stopPx': 236.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc())} 2020-06-03 12:00:20 INFO: place new init order {'qty': -7, 'init_price': Decimal('236.599999999999994315658113919198513031005859375'), 'stop_price': Decimal('238'), 'take_price': Decimal('228.450000000000045474735088646411895751953125'), 'order_uid': '168b7a859bd44f39a64293c7e9c2d59a', 'response': {'orderID': '13666127-7d4a-1fe4-1991-ed164542e437', 'clOrdID': '168b7a859bd44f39a64293c7e9c2d59a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 236.55, 'displayQty': None, 'stopPx': 236.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc())}} 2020-06-03 12:00:20 INFO: init new order end 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:20 INFO: 2020-06-03 12:00:21 INFO: process event {'orderID': '13666127-7d4a-1fe4-1991-ed164542e437', 'clOrdID': '168b7a859bd44f39a64293c7e9c2d59a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 236.55, 'displayQty': None, 'stopPx': 236.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-03T09:00:20.695Z', 'timestamp': '2020-06-03T09:00:20.695Z'} 2020-06-03 12:00:21 INFO: skip event 168b7a859bd44f39a64293c7e9c2d59a New 2020-06-03 12:02:00 INFO: 2020-06-03 12:02:00 INFO: 2020-06-03 12:02:00 INFO: 2020-06-03 12:02:00 INFO: 2020-06-03 12:02:00 INFO: clearing start 2020-06-03 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13666127-7d4a-1fe4-1991-ed164542e437', 'clOrdID': '168b7a859bd44f39a64293c7e9c2d59a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 236.55, 'displayQty': None, 'stopPx': 236.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc())} 2020-06-03 12:02:00 INFO: order time=2020-06-03 09:00:20.695000+00:00; delta from now UTC=0:01:40.184466 time_delta.total_seconds()=100.184466; time_diff_offset='3600' 2020-06-03 12:02:00 INFO: skip by time diff 2020-06-03 09:00:20.695000+00:00 2020-06-03 12:02:00 INFO: clearing end 2020-06-03 12:02:00 INFO: 2020-06-03 12:02:00 INFO: 2020-06-03 12:02:00 INFO: 2020-06-03 12:02:00 INFO: 2020-06-03 13:00:20 INFO: 2020-06-03 13:00:20 INFO: 2020-06-03 13:00:20 INFO: 2020-06-03 13:00:20 INFO: 2020-06-03 13:00:20 INFO: init new order start 2020-06-03 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 238.35, 'low': 236.9, 'close': 238.3, 'trades': 1777, 'volume': 1986168, 'vwap': 237.77, 'lastSize': 697, 'turnover': 47224919715, 'homeNotional': 18909.530192386395, 'foreignNotional': 4496104.692444181}, {'timestamp': datetime.datetime(2020, 6, 3, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.0, 'low': 236.65, 'close': 236.95, 'trades': 2138, 'volume': 2441542, 'vwap': 237.53, 'lastSize': 1500, 'turnover': 57993232170, 'homeNotional': 23236.23552930165, 'foreignNotional': 5519238.083030962}, {'timestamp': datetime.datetime(2020, 6, 3, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 237.55, 'low': 236.25, 'close': 237.2, 'trades': 1976, 'volume': 1591900, 'vwap': 236.95, 'lastSize': 13, 'turnover': 37720038380, 'homeNotional': 15143.084451377663, 'foreignNotional': 3588154.1782273767}] 2020-06-03 13:00:21 INFO: prepare candles [CandleItem(low=236.9, high=238.35, open=236.95, close=238.3, color='GREEN'), CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED'), CandleItem(low=236.25, high=237.55, open=236.85, close=237.2, color='GREEN')] 2020-06-03 13:00:21 INFO: skip by colors first_candle=CandleItem(low=236.25, high=237.55, open=236.85, close=237.2, color='GREEN') second_candle=CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED') last_candle=CandleItem(low=236.9, high=238.35, open=236.95, close=238.3, color='GREEN') 2020-06-03 13:00:21 INFO: check need new order None 2020-06-03 13:00:21 INFO: init new order end 2020-06-03 13:00:21 INFO: 2020-06-03 13:00:21 INFO: 2020-06-03 13:00:21 INFO: 2020-06-03 13:00:21 INFO: 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: clearing start 2020-06-03 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '13666127-7d4a-1fe4-1991-ed164542e437', 'clOrdID': '168b7a859bd44f39a64293c7e9c2d59a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 236.55, 'displayQty': None, 'stopPx': 236.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc())} 2020-06-03 13:02:00 INFO: order time=2020-06-03 09:00:20.695000+00:00; delta from now UTC=1:01:39.635611 time_delta.total_seconds()=3699.635611; time_diff_offset='3600' 2020-06-03 13:02:00 INFO: clear order 168b7a859bd44f39a64293c7e9c2d59a 2020-06-03 13:02:00 INFO: cancel order resp=[{'orderID': '13666127-7d4a-1fe4-1991-ed164542e437', 'clOrdID': '168b7a859bd44f39a64293c7e9c2d59a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 236.55, 'displayQty': None, 'stopPx': 236.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 3, 9, 0, 20, 695000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 3, 10, 2, 0, 663000, tzinfo=tzutc())}] 2020-06-03 13:02:00 INFO: clearing end 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: 2020-06-03 13:02:00 INFO: process event {'orderID': '13666127-7d4a-1fe4-1991-ed164542e437', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-03T10:02:00.663Z', 'clOrdID': '168b7a859bd44f39a64293c7e9c2d59a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-03 13:02:00 INFO: skip event 168b7a859bd44f39a64293c7e9c2d59a Canceled 2020-06-03 14:00:20 INFO: 2020-06-03 14:00:20 INFO: 2020-06-03 14:00:20 INFO: 2020-06-03 14:00:20 INFO: 2020-06-03 14:00:20 INFO: init new order start 2020-06-03 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.3, 'high': 241.5, 'low': 238.3, 'close': 240.15, 'trades': 5616, 'volume': 5875607, 'vwap': 240.0, 'lastSize': 150, 'turnover': 141011990950, 'homeNotional': 56196.86426663695, 'foreignNotional': 13487039.21906494}, {'timestamp': datetime.datetime(2020, 6, 3, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 238.35, 'low': 236.9, 'close': 238.3, 'trades': 1777, 'volume': 1986168, 'vwap': 237.77, 'lastSize': 697, 'turnover': 47224919715, 'homeNotional': 18909.530192386395, 'foreignNotional': 4496104.692444181}, {'timestamp': datetime.datetime(2020, 6, 3, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.0, 'low': 236.65, 'close': 236.95, 'trades': 2138, 'volume': 2441542, 'vwap': 237.53, 'lastSize': 1500, 'turnover': 57993232170, 'homeNotional': 23236.23552930165, 'foreignNotional': 5519238.083030962}] 2020-06-03 14:00:20 INFO: prepare candles [CandleItem(low=238.3, high=241.5, open=238.3, close=240.15, color='GREEN'), CandleItem(low=236.9, high=238.35, open=236.95, close=238.3, color='GREEN'), CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED')] 2020-06-03 14:00:20 INFO: skip by colors first_candle=CandleItem(low=236.65, high=238.0, open=237.2, close=236.95, color='RED') second_candle=CandleItem(low=236.9, high=238.35, open=236.95, close=238.3, color='GREEN') last_candle=CandleItem(low=238.3, high=241.5, open=238.3, close=240.15, color='GREEN') 2020-06-03 14:00:20 INFO: check need new order None 2020-06-03 14:00:20 INFO: init new order end 2020-06-03 14:00:20 INFO: 2020-06-03 14:00:20 INFO: 2020-06-03 14:00:20 INFO: 2020-06-03 14:00:20 INFO: 2020-06-03 14:02:00 INFO: 2020-06-03 14:02:00 INFO: 2020-06-03 14:02:00 INFO: 2020-06-03 14:02:00 INFO: 2020-06-03 14:02:00 INFO: clearing start 2020-06-03 14:02:00 INFO: clearing end 2020-06-03 14:02:00 INFO: 2020-06-03 14:02:00 INFO: 2020-06-03 14:02:00 INFO: 2020-06-03 14:02:00 INFO: 2020-06-03 15:00:20 INFO: 2020-06-03 15:00:20 INFO: 2020-06-03 15:00:20 INFO: 2020-06-03 15:00:20 INFO: 2020-06-03 15:00:20 INFO: init new order start 2020-06-03 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 240.4, 'low': 238.8, 'close': 240.0, 'trades': 3052, 'volume': 3399490, 'vwap': 239.53, 'lastSize': 1, 'turnover': 81425078065, 'homeNotional': 32597.07483023104, 'foreignNotional': 7807705.7189172115}, {'timestamp': datetime.datetime(2020, 6, 3, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.3, 'high': 241.5, 'low': 238.3, 'close': 240.15, 'trades': 5616, 'volume': 5875607, 'vwap': 240.0, 'lastSize': 150, 'turnover': 141011990950, 'homeNotional': 56196.86426663695, 'foreignNotional': 13487039.21906494}, {'timestamp': datetime.datetime(2020, 6, 3, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 238.35, 'low': 236.9, 'close': 238.3, 'trades': 1777, 'volume': 1986168, 'vwap': 237.77, 'lastSize': 697, 'turnover': 47224919715, 'homeNotional': 18909.530192386395, 'foreignNotional': 4496104.692444181}] 2020-06-03 15:00:20 INFO: prepare candles [CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED'), CandleItem(low=238.3, high=241.5, open=238.3, close=240.15, color='GREEN'), CandleItem(low=236.9, high=238.35, open=236.95, close=238.3, color='GREEN')] 2020-06-03 15:00:20 INFO: last_candle=CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED') 2020-06-03 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED') 2020-06-03 15:00:20 INFO: skip by CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED') 2020-06-03 15:00:20 INFO: skip by CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 15:00:20 INFO: not found applicable config for candle 2020-06-03 15:00:20 INFO: check need new order None 2020-06-03 15:00:20 INFO: init new order end 2020-06-03 15:00:20 INFO: 2020-06-03 15:00:20 INFO: 2020-06-03 15:00:20 INFO: 2020-06-03 15:00:20 INFO: 2020-06-03 15:02:00 INFO: 2020-06-03 15:02:00 INFO: 2020-06-03 15:02:00 INFO: 2020-06-03 15:02:00 INFO: 2020-06-03 15:02:00 INFO: clearing start 2020-06-03 15:02:00 INFO: clearing end 2020-06-03 15:02:00 INFO: 2020-06-03 15:02:00 INFO: 2020-06-03 15:02:00 INFO: 2020-06-03 15:02:00 INFO: 2020-06-03 16:00:20 INFO: 2020-06-03 16:00:20 INFO: 2020-06-03 16:00:20 INFO: 2020-06-03 16:00:20 INFO: 2020-06-03 16:00:20 INFO: init new order start 2020-06-03 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 241.2, 'low': 238.1, 'close': 239.35, 'trades': 3952, 'volume': 3982504, 'vwap': 239.62, 'lastSize': 10, 'turnover': 95425876885, 'homeNotional': 38248.14155288584, 'foreignNotional': 9164780.381431729}, {'timestamp': datetime.datetime(2020, 6, 3, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 240.4, 'low': 238.8, 'close': 240.0, 'trades': 3052, 'volume': 3399490, 'vwap': 239.53, 'lastSize': 1, 'turnover': 81425078065, 'homeNotional': 32597.07483023104, 'foreignNotional': 7807705.7189172115}, {'timestamp': datetime.datetime(2020, 6, 3, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.3, 'high': 241.5, 'low': 238.3, 'close': 240.15, 'trades': 5616, 'volume': 5875607, 'vwap': 240.0, 'lastSize': 150, 'turnover': 141011990950, 'homeNotional': 56196.86426663695, 'foreignNotional': 13487039.21906494}] 2020-06-03 16:00:20 INFO: prepare candles [CandleItem(low=238.1, high=241.2, open=240.0, close=239.35, color='RED'), CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED'), CandleItem(low=238.3, high=241.5, open=238.3, close=240.15, color='GREEN')] 2020-06-03 16:00:20 INFO: skip by colors first_candle=CandleItem(low=238.3, high=241.5, open=238.3, close=240.15, color='GREEN') second_candle=CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED') last_candle=CandleItem(low=238.1, high=241.2, open=240.0, close=239.35, color='RED') 2020-06-03 16:00:20 INFO: check need new order None 2020-06-03 16:00:20 INFO: init new order end 2020-06-03 16:00:20 INFO: 2020-06-03 16:00:20 INFO: 2020-06-03 16:00:20 INFO: 2020-06-03 16:00:20 INFO: 2020-06-03 16:02:00 INFO: 2020-06-03 16:02:00 INFO: 2020-06-03 16:02:00 INFO: 2020-06-03 16:02:00 INFO: 2020-06-03 16:02:00 INFO: clearing start 2020-06-03 16:02:00 INFO: clearing end 2020-06-03 16:02:00 INFO: 2020-06-03 16:02:00 INFO: 2020-06-03 16:02:00 INFO: 2020-06-03 16:02:00 INFO: 2020-06-03 17:00:20 INFO: 2020-06-03 17:00:20 INFO: 2020-06-03 17:00:20 INFO: 2020-06-03 17:00:20 INFO: 2020-06-03 17:00:20 INFO: init new order start 2020-06-03 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.35, 'high': 240.2, 'low': 239.3, 'close': 239.65, 'trades': 1812, 'volume': 1188842, 'vwap': 239.77, 'lastSize': 4000, 'turnover': 28504789810, 'homeNotional': 11409.396364798831, 'foreignNotional': 2735625.0159509415}, {'timestamp': datetime.datetime(2020, 6, 3, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 241.2, 'low': 238.1, 'close': 239.35, 'trades': 3952, 'volume': 3982504, 'vwap': 239.62, 'lastSize': 10, 'turnover': 95425876885, 'homeNotional': 38248.14155288584, 'foreignNotional': 9164780.381431729}, {'timestamp': datetime.datetime(2020, 6, 3, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 240.4, 'low': 238.8, 'close': 240.0, 'trades': 3052, 'volume': 3399490, 'vwap': 239.53, 'lastSize': 1, 'turnover': 81425078065, 'homeNotional': 32597.07483023104, 'foreignNotional': 7807705.7189172115}] 2020-06-03 17:00:21 INFO: prepare candles [CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN'), CandleItem(low=238.1, high=241.2, open=240.0, close=239.35, color='RED'), CandleItem(low=238.8, high=240.4, open=240.15, close=240.0, color='RED')] 2020-06-03 17:00:21 INFO: last_candle=CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN') 2020-06-03 17:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 17:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN') 2020-06-03 17:00:21 INFO: skip by CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 17:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 17:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN') 2020-06-03 17:00:21 INFO: skip by CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 17:00:21 INFO: not found applicable config for candle 2020-06-03 17:00:21 INFO: check need new order None 2020-06-03 17:00:21 INFO: init new order end 2020-06-03 17:00:21 INFO: 2020-06-03 17:00:21 INFO: 2020-06-03 17:00:21 INFO: 2020-06-03 17:00:21 INFO: 2020-06-03 17:02:00 INFO: 2020-06-03 17:02:00 INFO: 2020-06-03 17:02:00 INFO: 2020-06-03 17:02:00 INFO: 2020-06-03 17:02:00 INFO: clearing start 2020-06-03 17:02:00 INFO: clearing end 2020-06-03 17:02:00 INFO: 2020-06-03 17:02:00 INFO: 2020-06-03 17:02:00 INFO: 2020-06-03 17:02:00 INFO: 2020-06-03 18:00:20 INFO: 2020-06-03 18:00:20 INFO: 2020-06-03 18:00:20 INFO: 2020-06-03 18:00:20 INFO: 2020-06-03 18:00:20 INFO: init new order start 2020-06-03 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.65, 'high': 240.0, 'low': 237.1, 'close': 239.8, 'trades': 3962, 'volume': 3707044, 'vwap': 238.59, 'lastSize': 2045, 'turnover': 88445456245, 'homeNotional': 35430.816471874845, 'foreignNotional': 8453381.428508895}, {'timestamp': datetime.datetime(2020, 6, 3, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.35, 'high': 240.2, 'low': 239.3, 'close': 239.65, 'trades': 1812, 'volume': 1188842, 'vwap': 239.77, 'lastSize': 4000, 'turnover': 28504789810, 'homeNotional': 11409.396364798831, 'foreignNotional': 2735625.0159509415}, {'timestamp': datetime.datetime(2020, 6, 3, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 241.2, 'low': 238.1, 'close': 239.35, 'trades': 3952, 'volume': 3982504, 'vwap': 239.62, 'lastSize': 10, 'turnover': 95425876885, 'homeNotional': 38248.14155288584, 'foreignNotional': 9164780.381431729}] 2020-06-03 18:00:20 INFO: prepare candles [CandleItem(low=237.1, high=240.0, open=239.65, close=239.8, color='GREEN'), CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN'), CandleItem(low=238.1, high=241.2, open=240.0, close=239.35, color='RED')] 2020-06-03 18:00:20 INFO: skip by colors first_candle=CandleItem(low=238.1, high=241.2, open=240.0, close=239.35, color='RED') second_candle=CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN') last_candle=CandleItem(low=237.1, high=240.0, open=239.65, close=239.8, color='GREEN') 2020-06-03 18:00:20 INFO: check need new order None 2020-06-03 18:00:20 INFO: init new order end 2020-06-03 18:00:20 INFO: 2020-06-03 18:00:20 INFO: 2020-06-03 18:00:20 INFO: 2020-06-03 18:00:20 INFO: 2020-06-03 18:02:00 INFO: 2020-06-03 18:02:00 INFO: 2020-06-03 18:02:00 INFO: 2020-06-03 18:02:00 INFO: 2020-06-03 18:02:00 INFO: clearing start 2020-06-03 18:02:00 INFO: clearing end 2020-06-03 18:02:00 INFO: 2020-06-03 18:02:00 INFO: 2020-06-03 18:02:00 INFO: 2020-06-03 18:02:00 INFO: 2020-06-03 19:00:20 INFO: 2020-06-03 19:00:20 INFO: 2020-06-03 19:00:20 INFO: 2020-06-03 19:00:20 INFO: 2020-06-03 19:00:20 INFO: init new order start 2020-06-03 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.8, 'high': 240.2, 'low': 238.7, 'close': 239.55, 'trades': 2597, 'volume': 2810596, 'vwap': 239.46, 'lastSize': 48, 'turnover': 67299921715, 'homeNotional': 26877.777162439903, 'foreignNotional': 6435917.676831699}, {'timestamp': datetime.datetime(2020, 6, 3, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.65, 'high': 240.0, 'low': 237.1, 'close': 239.8, 'trades': 3962, 'volume': 3707044, 'vwap': 238.59, 'lastSize': 2045, 'turnover': 88445456245, 'homeNotional': 35430.816471874845, 'foreignNotional': 8453381.428508895}, {'timestamp': datetime.datetime(2020, 6, 3, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.35, 'high': 240.2, 'low': 239.3, 'close': 239.65, 'trades': 1812, 'volume': 1188842, 'vwap': 239.77, 'lastSize': 4000, 'turnover': 28504789810, 'homeNotional': 11409.396364798831, 'foreignNotional': 2735625.0159509415}] 2020-06-03 19:00:20 INFO: prepare candles [CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED'), CandleItem(low=237.1, high=240.0, open=239.65, close=239.8, color='GREEN'), CandleItem(low=239.3, high=240.2, open=239.35, close=239.65, color='GREEN')] 2020-06-03 19:00:20 INFO: last_candle=CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED') 2020-06-03 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED') 2020-06-03 19:00:20 INFO: skip by CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-03 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED') 2020-06-03 19:00:20 INFO: skip by CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-03 19:00:20 INFO: not found applicable config for candle 2020-06-03 19:00:20 INFO: check need new order None 2020-06-03 19:00:20 INFO: init new order end 2020-06-03 19:00:20 INFO: 2020-06-03 19:00:20 INFO: 2020-06-03 19:00:20 INFO: 2020-06-03 19:00:20 INFO: 2020-06-03 19:02:00 INFO: 2020-06-03 19:02:00 INFO: 2020-06-03 19:02:00 INFO: 2020-06-03 19:02:00 INFO: 2020-06-03 19:02:00 INFO: clearing start 2020-06-03 19:02:01 INFO: clearing end 2020-06-03 19:02:01 INFO: 2020-06-03 19:02:01 INFO: 2020-06-03 19:02:01 INFO: 2020-06-03 19:02:01 INFO: 2020-06-03 20:00:20 INFO: 2020-06-03 20:00:20 INFO: 2020-06-03 20:00:20 INFO: 2020-06-03 20:00:20 INFO: 2020-06-03 20:00:20 INFO: init new order start 2020-06-03 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.8, 'low': 239.3, 'close': 239.8, 'trades': 3369, 'volume': 3097418, 'vwap': 240.12, 'lastSize': 400, 'turnover': 74374554570, 'homeNotional': 29637.286353501528, 'foreignNotional': 7116449.3394991215}, {'timestamp': datetime.datetime(2020, 6, 3, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.8, 'high': 240.2, 'low': 238.7, 'close': 239.55, 'trades': 2597, 'volume': 2810596, 'vwap': 239.46, 'lastSize': 48, 'turnover': 67299921715, 'homeNotional': 26877.777162439903, 'foreignNotional': 6435917.676831699}, {'timestamp': datetime.datetime(2020, 6, 3, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.65, 'high': 240.0, 'low': 237.1, 'close': 239.8, 'trades': 3962, 'volume': 3707044, 'vwap': 238.59, 'lastSize': 2045, 'turnover': 88445456245, 'homeNotional': 35430.816471874845, 'foreignNotional': 8453381.428508895}] 2020-06-03 20:00:20 INFO: prepare candles [CandleItem(low=239.3, high=240.8, open=239.55, close=239.8, color='GREEN'), CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED'), CandleItem(low=237.1, high=240.0, open=239.65, close=239.8, color='GREEN')] 2020-06-03 20:00:20 INFO: skip by colors first_candle=CandleItem(low=237.1, high=240.0, open=239.65, close=239.8, color='GREEN') second_candle=CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED') last_candle=CandleItem(low=239.3, high=240.8, open=239.55, close=239.8, color='GREEN') 2020-06-03 20:00:20 INFO: check need new order None 2020-06-03 20:00:20 INFO: init new order end 2020-06-03 20:00:20 INFO: 2020-06-03 20:00:20 INFO: 2020-06-03 20:00:20 INFO: 2020-06-03 20:00:20 INFO: 2020-06-03 20:02:00 INFO: 2020-06-03 20:02:00 INFO: 2020-06-03 20:02:00 INFO: 2020-06-03 20:02:00 INFO: 2020-06-03 20:02:00 INFO: clearing start 2020-06-03 20:02:00 INFO: clearing end 2020-06-03 20:02:00 INFO: 2020-06-03 20:02:00 INFO: 2020-06-03 20:02:00 INFO: 2020-06-03 20:02:00 INFO: 2020-06-03 21:00:20 INFO: 2020-06-03 21:00:20 INFO: 2020-06-03 21:00:20 INFO: 2020-06-03 21:00:20 INFO: 2020-06-03 21:00:20 INFO: init new order start 2020-06-03 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.8, 'high': 240.2, 'low': 239.05, 'close': 239.1, 'trades': 1451, 'volume': 1326339, 'vwap': 239.69, 'lastSize': 5, 'turnover': 31790597250, 'homeNotional': 12689.047031968803, 'foreignNotional': 3041398.6332942513}, {'timestamp': datetime.datetime(2020, 6, 3, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.8, 'low': 239.3, 'close': 239.8, 'trades': 3369, 'volume': 3097418, 'vwap': 240.12, 'lastSize': 400, 'turnover': 74374554570, 'homeNotional': 29637.286353501528, 'foreignNotional': 7116449.3394991215}, {'timestamp': datetime.datetime(2020, 6, 3, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.8, 'high': 240.2, 'low': 238.7, 'close': 239.55, 'trades': 2597, 'volume': 2810596, 'vwap': 239.46, 'lastSize': 48, 'turnover': 67299921715, 'homeNotional': 26877.777162439903, 'foreignNotional': 6435917.676831699}] 2020-06-03 21:00:20 INFO: prepare candles [CandleItem(low=239.05, high=240.2, open=239.8, close=239.1, color='RED'), CandleItem(low=239.3, high=240.8, open=239.55, close=239.8, color='GREEN'), CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED')] 2020-06-03 21:00:20 INFO: skip by colors first_candle=CandleItem(low=238.7, high=240.2, open=239.8, close=239.55, color='RED') second_candle=CandleItem(low=239.3, high=240.8, open=239.55, close=239.8, color='GREEN') last_candle=CandleItem(low=239.05, high=240.2, open=239.8, close=239.1, color='RED') 2020-06-03 21:00:20 INFO: check need new order None 2020-06-03 21:00:20 INFO: init new order end 2020-06-03 21:00:20 INFO: 2020-06-03 21:00:20 INFO: 2020-06-03 21:00:20 INFO: 2020-06-03 21:00:20 INFO: 2020-06-03 21:02:00 INFO: 2020-06-03 21:02:00 INFO: 2020-06-03 21:02:00 INFO: 2020-06-03 21:02:00 INFO: 2020-06-03 21:02:00 INFO: clearing start 2020-06-03 21:02:00 INFO: clearing end 2020-06-03 21:02:00 INFO: 2020-06-03 21:02:00 INFO: 2020-06-03 21:02:00 INFO: 2020-06-03 21:02:00 INFO: 2020-06-03 22:00:20 INFO: 2020-06-03 22:00:20 INFO: 2020-06-03 22:00:20 INFO: 2020-06-03 22:00:20 INFO: 2020-06-03 22:00:20 INFO: init new order start 2020-06-03 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.1, 'high': 242.6, 'low': 238.85, 'close': 242.1, 'trades': 4183, 'volume': 3827594, 'vwap': 240.91, 'lastSize': 1, 'turnover': 92209308540, 'homeNotional': 36693.44644744465, 'foreignNotional': 8839804.201620387}, {'timestamp': datetime.datetime(2020, 6, 3, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.8, 'high': 240.2, 'low': 239.05, 'close': 239.1, 'trades': 1451, 'volume': 1326339, 'vwap': 239.69, 'lastSize': 5, 'turnover': 31790597250, 'homeNotional': 12689.047031968803, 'foreignNotional': 3041398.6332942513}, {'timestamp': datetime.datetime(2020, 6, 3, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.8, 'low': 239.3, 'close': 239.8, 'trades': 3369, 'volume': 3097418, 'vwap': 240.12, 'lastSize': 400, 'turnover': 74374554570, 'homeNotional': 29637.286353501528, 'foreignNotional': 7116449.3394991215}] 2020-06-03 22:00:21 INFO: prepare candles [CandleItem(low=238.85, high=242.6, open=239.1, close=242.1, color='GREEN'), CandleItem(low=239.05, high=240.2, open=239.8, close=239.1, color='RED'), CandleItem(low=239.3, high=240.8, open=239.55, close=239.8, color='GREEN')] 2020-06-03 22:00:21 INFO: skip by colors first_candle=CandleItem(low=239.3, high=240.8, open=239.55, close=239.8, color='GREEN') second_candle=CandleItem(low=239.05, high=240.2, open=239.8, close=239.1, color='RED') last_candle=CandleItem(low=238.85, high=242.6, open=239.1, close=242.1, color='GREEN') 2020-06-03 22:00:21 INFO: check need new order None 2020-06-03 22:00:21 INFO: init new order end 2020-06-03 22:00:21 INFO: 2020-06-03 22:00:21 INFO: 2020-06-03 22:00:21 INFO: 2020-06-03 22:00:21 INFO: 2020-06-03 22:02:00 INFO: 2020-06-03 22:02:00 INFO: 2020-06-03 22:02:00 INFO: 2020-06-03 22:02:00 INFO: 2020-06-03 22:02:00 INFO: clearing start 2020-06-03 22:02:00 INFO: clearing end 2020-06-03 22:02:00 INFO: 2020-06-03 22:02:00 INFO: 2020-06-03 22:02:00 INFO: 2020-06-03 22:02:00 INFO: 2020-06-03 23:00:20 INFO: 2020-06-03 23:00:20 INFO: 2020-06-03 23:00:20 INFO: 2020-06-03 23:00:20 INFO: 2020-06-03 23:00:20 INFO: init new order start 2020-06-03 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 243.15, 'low': 239.45, 'close': 240.95, 'trades': 4671, 'volume': 4124740, 'vwap': 241.6, 'lastSize': 1, 'turnover': 99651459350, 'homeNotional': 39534.40092447506, 'foreignNotional': 9551381.061317196}, {'timestamp': datetime.datetime(2020, 6, 3, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.1, 'high': 242.6, 'low': 238.85, 'close': 242.1, 'trades': 4183, 'volume': 3827594, 'vwap': 240.91, 'lastSize': 1, 'turnover': 92209308540, 'homeNotional': 36693.44644744465, 'foreignNotional': 8839804.201620387}, {'timestamp': datetime.datetime(2020, 6, 3, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.8, 'high': 240.2, 'low': 239.05, 'close': 239.1, 'trades': 1451, 'volume': 1326339, 'vwap': 239.69, 'lastSize': 5, 'turnover': 31790597250, 'homeNotional': 12689.047031968803, 'foreignNotional': 3041398.6332942513}] 2020-06-03 23:00:20 INFO: prepare candles [CandleItem(low=239.45, high=243.15, open=242.1, close=240.95, color='RED'), CandleItem(low=238.85, high=242.6, open=239.1, close=242.1, color='GREEN'), CandleItem(low=239.05, high=240.2, open=239.8, close=239.1, color='RED')] 2020-06-03 23:00:20 INFO: skip by colors first_candle=CandleItem(low=239.05, high=240.2, open=239.8, close=239.1, color='RED') second_candle=CandleItem(low=238.85, high=242.6, open=239.1, close=242.1, color='GREEN') last_candle=CandleItem(low=239.45, high=243.15, open=242.1, close=240.95, color='RED') 2020-06-03 23:00:20 INFO: check need new order None 2020-06-03 23:00:20 INFO: init new order end 2020-06-03 23:00:20 INFO: 2020-06-03 23:00:20 INFO: 2020-06-03 23:00:20 INFO: 2020-06-03 23:00:20 INFO: 2020-06-03 23:02:00 INFO: 2020-06-03 23:02:00 INFO: 2020-06-03 23:02:00 INFO: 2020-06-03 23:02:00 INFO: 2020-06-03 23:02:00 INFO: clearing start 2020-06-03 23:02:00 INFO: clearing end 2020-06-03 23:02:00 INFO: 2020-06-03 23:02:00 INFO: 2020-06-03 23:02:00 INFO: 2020-06-03 23:02:00 INFO: 2020-06-04 00:00:20 INFO: 2020-06-04 00:00:20 INFO: 2020-06-04 00:00:20 INFO: 2020-06-04 00:00:20 INFO: 2020-06-04 00:00:20 INFO: init new order start 2020-06-04 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 242.1, 'low': 240.35, 'close': 241.8, 'trades': 1979, 'volume': 1905938, 'vwap': 241.24, 'lastSize': 244, 'turnover': 45977988605, 'homeNotional': 18249.285766831785, 'foreignNotional': 4402379.738427845}, {'timestamp': datetime.datetime(2020, 6, 3, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 243.15, 'low': 239.45, 'close': 240.95, 'trades': 4671, 'volume': 4124740, 'vwap': 241.6, 'lastSize': 1, 'turnover': 99651459350, 'homeNotional': 39534.40092447506, 'foreignNotional': 9551381.061317196}, {'timestamp': datetime.datetime(2020, 6, 3, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.1, 'high': 242.6, 'low': 238.85, 'close': 242.1, 'trades': 4183, 'volume': 3827594, 'vwap': 240.91, 'lastSize': 1, 'turnover': 92209308540, 'homeNotional': 36693.44644744465, 'foreignNotional': 8839804.201620387}] 2020-06-04 00:00:20 INFO: prepare candles [CandleItem(low=240.35, high=242.1, open=240.95, close=241.8, color='GREEN'), CandleItem(low=239.45, high=243.15, open=242.1, close=240.95, color='RED'), CandleItem(low=238.85, high=242.6, open=239.1, close=242.1, color='GREEN')] 2020-06-04 00:00:20 INFO: skip by colors first_candle=CandleItem(low=238.85, high=242.6, open=239.1, close=242.1, color='GREEN') second_candle=CandleItem(low=239.45, high=243.15, open=242.1, close=240.95, color='RED') last_candle=CandleItem(low=240.35, high=242.1, open=240.95, close=241.8, color='GREEN') 2020-06-04 00:00:20 INFO: check need new order None 2020-06-04 00:00:20 INFO: init new order end 2020-06-04 00:00:20 INFO: 2020-06-04 00:00:20 INFO: 2020-06-04 00:00:20 INFO: 2020-06-04 00:00:20 INFO: 2020-06-04 00:02:00 INFO: 2020-06-04 00:02:00 INFO: 2020-06-04 00:02:00 INFO: 2020-06-04 00:02:00 INFO: 2020-06-04 00:02:00 INFO: clearing start 2020-06-04 00:02:00 INFO: clearing end 2020-06-04 00:02:00 INFO: 2020-06-04 00:02:00 INFO: 2020-06-04 00:02:00 INFO: 2020-06-04 00:02:00 INFO: 2020-06-04 01:00:20 INFO: 2020-06-04 01:00:20 INFO: 2020-06-04 01:00:20 INFO: 2020-06-04 01:00:20 INFO: 2020-06-04 01:00:20 INFO: init new order start 2020-06-04 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 242.5, 'low': 241.0, 'close': 241.6, 'trades': 1931, 'volume': 1667582, 'vwap': 241.7, 'lastSize': 4020, 'turnover': 40304369545, 'homeNotional': 15980.26401883355, 'foreignNotional': 3862326.808206335}, {'timestamp': datetime.datetime(2020, 6, 3, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 242.1, 'low': 240.35, 'close': 241.8, 'trades': 1979, 'volume': 1905938, 'vwap': 241.24, 'lastSize': 244, 'turnover': 45977988605, 'homeNotional': 18249.285766831785, 'foreignNotional': 4402379.738427845}, {'timestamp': datetime.datetime(2020, 6, 3, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 243.15, 'low': 239.45, 'close': 240.95, 'trades': 4671, 'volume': 4124740, 'vwap': 241.6, 'lastSize': 1, 'turnover': 99651459350, 'homeNotional': 39534.40092447506, 'foreignNotional': 9551381.061317196}] 2020-06-04 01:00:20 INFO: prepare candles [CandleItem(low=241.0, high=242.5, open=241.8, close=241.6, color='RED'), CandleItem(low=240.35, high=242.1, open=240.95, close=241.8, color='GREEN'), CandleItem(low=239.45, high=243.15, open=242.1, close=240.95, color='RED')] 2020-06-04 01:00:20 INFO: skip by colors first_candle=CandleItem(low=239.45, high=243.15, open=242.1, close=240.95, color='RED') second_candle=CandleItem(low=240.35, high=242.1, open=240.95, close=241.8, color='GREEN') last_candle=CandleItem(low=241.0, high=242.5, open=241.8, close=241.6, color='RED') 2020-06-04 01:00:20 INFO: check need new order None 2020-06-04 01:00:20 INFO: init new order end 2020-06-04 01:00:20 INFO: 2020-06-04 01:00:20 INFO: 2020-06-04 01:00:20 INFO: 2020-06-04 01:00:20 INFO: 2020-06-04 01:02:04 INFO: 2020-06-04 01:02:04 INFO: 2020-06-04 01:02:04 INFO: 2020-06-04 01:02:04 INFO: 2020-06-04 01:02:04 INFO: clearing start 2020-06-04 01:02:04 INFO: clearing end 2020-06-04 01:02:04 INFO: 2020-06-04 01:02:04 INFO: 2020-06-04 01:02:04 INFO: 2020-06-04 01:02:04 INFO: 2020-06-04 02:00:20 INFO: 2020-06-04 02:00:20 INFO: 2020-06-04 02:00:20 INFO: 2020-06-04 02:00:20 INFO: 2020-06-04 02:00:20 INFO: init new order start 2020-06-04 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 3, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 243.65, 'low': 241.55, 'close': 243.35, 'trades': 3184, 'volume': 2650661, 'vwap': 242.67, 'lastSize': 200, 'turnover': 64323126885, 'homeNotional': 25411.672978392296, 'foreignNotional': 6166620.567289632}, {'timestamp': datetime.datetime(2020, 6, 3, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 242.5, 'low': 241.0, 'close': 241.6, 'trades': 1931, 'volume': 1667582, 'vwap': 241.7, 'lastSize': 4020, 'turnover': 40304369545, 'homeNotional': 15980.26401883355, 'foreignNotional': 3862326.808206335}, {'timestamp': datetime.datetime(2020, 6, 3, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 242.1, 'low': 240.35, 'close': 241.8, 'trades': 1979, 'volume': 1905938, 'vwap': 241.24, 'lastSize': 244, 'turnover': 45977988605, 'homeNotional': 18249.285766831785, 'foreignNotional': 4402379.738427845}] 2020-06-04 02:00:20 INFO: prepare candles [CandleItem(low=241.55, high=243.65, open=241.6, close=243.35, color='GREEN'), CandleItem(low=241.0, high=242.5, open=241.8, close=241.6, color='RED'), CandleItem(low=240.35, high=242.1, open=240.95, close=241.8, color='GREEN')] 2020-06-04 02:00:20 INFO: skip by colors first_candle=CandleItem(low=240.35, high=242.1, open=240.95, close=241.8, color='GREEN') second_candle=CandleItem(low=241.0, high=242.5, open=241.8, close=241.6, color='RED') last_candle=CandleItem(low=241.55, high=243.65, open=241.6, close=243.35, color='GREEN') 2020-06-04 02:00:20 INFO: check need new order None 2020-06-04 02:00:20 INFO: init new order end 2020-06-04 02:00:20 INFO: 2020-06-04 02:00:20 INFO: 2020-06-04 02:00:20 INFO: 2020-06-04 02:00:20 INFO: 2020-06-04 02:02:00 INFO: 2020-06-04 02:02:00 INFO: 2020-06-04 02:02:00 INFO: 2020-06-04 02:02:00 INFO: 2020-06-04 02:02:00 INFO: clearing start 2020-06-04 02:02:00 INFO: clearing end 2020-06-04 02:02:00 INFO: 2020-06-04 02:02:00 INFO: 2020-06-04 02:02:00 INFO: 2020-06-04 02:02:00 INFO: 2020-06-04 03:00:20 INFO: 2020-06-04 03:00:20 INFO: 2020-06-04 03:00:20 INFO: 2020-06-04 03:00:20 INFO: 2020-06-04 03:00:20 INFO: init new order start 2020-06-04 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.35, 'high': 245.3, 'low': 242.7, 'close': 244.6, 'trades': 4219, 'volume': 5177938, 'vwap': 244.12, 'lastSize': 4000, 'turnover': 126400916305, 'homeNotional': 49878.07802599944, 'foreignNotional': 12176015.968506986}, {'timestamp': datetime.datetime(2020, 6, 3, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 243.65, 'low': 241.55, 'close': 243.35, 'trades': 3184, 'volume': 2650661, 'vwap': 242.67, 'lastSize': 200, 'turnover': 64323126885, 'homeNotional': 25411.672978392296, 'foreignNotional': 6166620.567289632}, {'timestamp': datetime.datetime(2020, 6, 3, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 242.5, 'low': 241.0, 'close': 241.6, 'trades': 1931, 'volume': 1667582, 'vwap': 241.7, 'lastSize': 4020, 'turnover': 40304369545, 'homeNotional': 15980.26401883355, 'foreignNotional': 3862326.808206335}] 2020-06-04 03:00:20 INFO: prepare candles [CandleItem(low=242.7, high=245.3, open=243.35, close=244.6, color='GREEN'), CandleItem(low=241.55, high=243.65, open=241.6, close=243.35, color='GREEN'), CandleItem(low=241.0, high=242.5, open=241.8, close=241.6, color='RED')] 2020-06-04 03:00:20 INFO: skip by colors first_candle=CandleItem(low=241.0, high=242.5, open=241.8, close=241.6, color='RED') second_candle=CandleItem(low=241.55, high=243.65, open=241.6, close=243.35, color='GREEN') last_candle=CandleItem(low=242.7, high=245.3, open=243.35, close=244.6, color='GREEN') 2020-06-04 03:00:20 INFO: check need new order None 2020-06-04 03:00:20 INFO: init new order end 2020-06-04 03:00:20 INFO: 2020-06-04 03:00:20 INFO: 2020-06-04 03:00:20 INFO: 2020-06-04 03:00:20 INFO: 2020-06-04 03:02:00 INFO: 2020-06-04 03:02:00 INFO: 2020-06-04 03:02:00 INFO: 2020-06-04 03:02:00 INFO: 2020-06-04 03:02:00 INFO: clearing start 2020-06-04 03:02:00 INFO: clearing end 2020-06-04 03:02:00 INFO: 2020-06-04 03:02:00 INFO: 2020-06-04 03:02:00 INFO: 2020-06-04 03:02:00 INFO: 2020-06-04 04:00:20 INFO: 2020-06-04 04:00:20 INFO: 2020-06-04 04:00:20 INFO: 2020-06-04 04:00:20 INFO: 2020-06-04 04:00:20 INFO: init new order start 2020-06-04 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.6, 'high': 245.0, 'low': 242.75, 'close': 244.0, 'trades': 3594, 'volume': 3654606, 'vwap': 243.8, 'lastSize': 17, 'turnover': 89099108060, 'homeNotional': 35240.93280177938, 'foreignNotional': 8591728.636040283}, {'timestamp': datetime.datetime(2020, 6, 4, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.35, 'high': 245.3, 'low': 242.7, 'close': 244.6, 'trades': 4219, 'volume': 5177938, 'vwap': 244.12, 'lastSize': 4000, 'turnover': 126400916305, 'homeNotional': 49878.07802599944, 'foreignNotional': 12176015.968506986}, {'timestamp': datetime.datetime(2020, 6, 3, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.6, 'high': 243.65, 'low': 241.55, 'close': 243.35, 'trades': 3184, 'volume': 2650661, 'vwap': 242.67, 'lastSize': 200, 'turnover': 64323126885, 'homeNotional': 25411.672978392296, 'foreignNotional': 6166620.567289632}] 2020-06-04 04:00:20 INFO: prepare candles [CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED'), CandleItem(low=242.7, high=245.3, open=243.35, close=244.6, color='GREEN'), CandleItem(low=241.55, high=243.65, open=241.6, close=243.35, color='GREEN')] 2020-06-04 04:00:20 INFO: last_candle=CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED') 2020-06-04 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED') 2020-06-04 04:00:20 INFO: skip by CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED') 2020-06-04 04:00:20 INFO: skip by CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 04:00:20 INFO: not found applicable config for candle 2020-06-04 04:00:20 INFO: check need new order None 2020-06-04 04:00:20 INFO: init new order end 2020-06-04 04:00:20 INFO: 2020-06-04 04:00:20 INFO: 2020-06-04 04:00:20 INFO: 2020-06-04 04:00:20 INFO: 2020-06-04 04:02:00 INFO: 2020-06-04 04:02:00 INFO: 2020-06-04 04:02:00 INFO: 2020-06-04 04:02:00 INFO: 2020-06-04 04:02:00 INFO: clearing start 2020-06-04 04:02:00 INFO: clearing end 2020-06-04 04:02:00 INFO: 2020-06-04 04:02:00 INFO: 2020-06-04 04:02:00 INFO: 2020-06-04 04:02:00 INFO: 2020-06-04 05:00:20 INFO: 2020-06-04 05:00:20 INFO: 2020-06-04 05:00:20 INFO: 2020-06-04 05:00:20 INFO: 2020-06-04 05:00:20 INFO: init new order start 2020-06-04 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.25, 'low': 243.55, 'close': 244.9, 'trades': 2474, 'volume': 3087736, 'vwap': 244.48, 'lastSize': 200, 'turnover': 75486341340, 'homeNotional': 29807.450908157858, 'foreignNotional': 7287074.407471282}, {'timestamp': datetime.datetime(2020, 6, 4, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.6, 'high': 245.0, 'low': 242.75, 'close': 244.0, 'trades': 3594, 'volume': 3654606, 'vwap': 243.8, 'lastSize': 17, 'turnover': 89099108060, 'homeNotional': 35240.93280177938, 'foreignNotional': 8591728.636040283}, {'timestamp': datetime.datetime(2020, 6, 4, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.35, 'high': 245.3, 'low': 242.7, 'close': 244.6, 'trades': 4219, 'volume': 5177938, 'vwap': 244.12, 'lastSize': 4000, 'turnover': 126400916305, 'homeNotional': 49878.07802599944, 'foreignNotional': 12176015.968506986}] 2020-06-04 05:00:20 INFO: prepare candles [CandleItem(low=243.55, high=245.25, open=244.0, close=244.9, color='GREEN'), CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED'), CandleItem(low=242.7, high=245.3, open=243.35, close=244.6, color='GREEN')] 2020-06-04 05:00:20 INFO: skip by colors first_candle=CandleItem(low=242.7, high=245.3, open=243.35, close=244.6, color='GREEN') second_candle=CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED') last_candle=CandleItem(low=243.55, high=245.25, open=244.0, close=244.9, color='GREEN') 2020-06-04 05:00:20 INFO: check need new order None 2020-06-04 05:00:20 INFO: init new order end 2020-06-04 05:00:20 INFO: 2020-06-04 05:00:20 INFO: 2020-06-04 05:00:20 INFO: 2020-06-04 05:00:20 INFO: 2020-06-04 05:02:00 INFO: 2020-06-04 05:02:00 INFO: 2020-06-04 05:02:00 INFO: 2020-06-04 05:02:00 INFO: 2020-06-04 05:02:00 INFO: clearing start 2020-06-04 05:02:00 INFO: clearing end 2020-06-04 05:02:00 INFO: 2020-06-04 05:02:00 INFO: 2020-06-04 05:02:00 INFO: 2020-06-04 05:02:00 INFO: 2020-06-04 06:00:20 INFO: 2020-06-04 06:00:20 INFO: 2020-06-04 06:00:20 INFO: 2020-06-04 06:00:20 INFO: 2020-06-04 06:00:20 INFO: init new order start 2020-06-04 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.9, 'high': 246.85, 'low': 244.55, 'close': 246.15, 'trades': 4152, 'volume': 5048944, 'vwap': 246.0, 'lastSize': 304, 'turnover': 124200709330, 'homeNotional': 48800.3916797558, 'foreignNotional': 12004595.639638582}, {'timestamp': datetime.datetime(2020, 6, 4, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.25, 'low': 243.55, 'close': 244.9, 'trades': 2474, 'volume': 3087736, 'vwap': 244.48, 'lastSize': 200, 'turnover': 75486341340, 'homeNotional': 29807.450908157858, 'foreignNotional': 7287074.407471282}, {'timestamp': datetime.datetime(2020, 6, 4, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.6, 'high': 245.0, 'low': 242.75, 'close': 244.0, 'trades': 3594, 'volume': 3654606, 'vwap': 243.8, 'lastSize': 17, 'turnover': 89099108060, 'homeNotional': 35240.93280177938, 'foreignNotional': 8591728.636040283}] 2020-06-04 06:00:20 INFO: prepare candles [CandleItem(low=244.55, high=246.85, open=244.9, close=246.15, color='GREEN'), CandleItem(low=243.55, high=245.25, open=244.0, close=244.9, color='GREEN'), CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED')] 2020-06-04 06:00:20 INFO: skip by colors first_candle=CandleItem(low=242.75, high=245.0, open=244.6, close=244.0, color='RED') second_candle=CandleItem(low=243.55, high=245.25, open=244.0, close=244.9, color='GREEN') last_candle=CandleItem(low=244.55, high=246.85, open=244.9, close=246.15, color='GREEN') 2020-06-04 06:00:20 INFO: check need new order None 2020-06-04 06:00:20 INFO: init new order end 2020-06-04 06:00:20 INFO: 2020-06-04 06:00:20 INFO: 2020-06-04 06:00:20 INFO: 2020-06-04 06:00:20 INFO: 2020-06-04 06:02:00 INFO: 2020-06-04 06:02:00 INFO: 2020-06-04 06:02:00 INFO: 2020-06-04 06:02:00 INFO: 2020-06-04 06:02:00 INFO: clearing start 2020-06-04 06:02:00 INFO: clearing end 2020-06-04 06:02:00 INFO: 2020-06-04 06:02:00 INFO: 2020-06-04 06:02:00 INFO: 2020-06-04 06:02:00 INFO: 2020-06-04 07:00:20 INFO: 2020-06-04 07:00:20 INFO: 2020-06-04 07:00:20 INFO: 2020-06-04 07:00:20 INFO: 2020-06-04 07:00:20 INFO: init new order start 2020-06-04 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.15, 'high': 246.6, 'low': 245.15, 'close': 245.45, 'trades': 2923, 'volume': 3163029, 'vwap': 245.79, 'lastSize': 1, 'turnover': 77743168845, 'homeNotional': 30593.65876665532, 'foreignNotional': 7519531.787518483}, {'timestamp': datetime.datetime(2020, 6, 4, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.9, 'high': 246.85, 'low': 244.55, 'close': 246.15, 'trades': 4152, 'volume': 5048944, 'vwap': 246.0, 'lastSize': 304, 'turnover': 124200709330, 'homeNotional': 48800.3916797558, 'foreignNotional': 12004595.639638582}, {'timestamp': datetime.datetime(2020, 6, 4, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.25, 'low': 243.55, 'close': 244.9, 'trades': 2474, 'volume': 3087736, 'vwap': 244.48, 'lastSize': 200, 'turnover': 75486341340, 'homeNotional': 29807.450908157858, 'foreignNotional': 7287074.407471282}] 2020-06-04 07:00:21 INFO: prepare candles [CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED'), CandleItem(low=244.55, high=246.85, open=244.9, close=246.15, color='GREEN'), CandleItem(low=243.55, high=245.25, open=244.0, close=244.9, color='GREEN')] 2020-06-04 07:00:21 INFO: last_candle=CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED') 2020-06-04 07:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 07:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED') 2020-06-04 07:00:21 INFO: skip by CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 07:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 07:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED') 2020-06-04 07:00:21 INFO: skip by CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 07:00:21 INFO: not found applicable config for candle 2020-06-04 07:00:21 INFO: check need new order None 2020-06-04 07:00:21 INFO: init new order end 2020-06-04 07:00:21 INFO: 2020-06-04 07:00:21 INFO: 2020-06-04 07:00:21 INFO: 2020-06-04 07:00:21 INFO: 2020-06-04 07:02:00 INFO: 2020-06-04 07:02:00 INFO: 2020-06-04 07:02:00 INFO: 2020-06-04 07:02:00 INFO: 2020-06-04 07:02:00 INFO: clearing start 2020-06-04 07:02:00 INFO: clearing end 2020-06-04 07:02:00 INFO: 2020-06-04 07:02:00 INFO: 2020-06-04 07:02:00 INFO: 2020-06-04 07:02:00 INFO: 2020-06-04 08:00:20 INFO: 2020-06-04 08:00:20 INFO: 2020-06-04 08:00:20 INFO: 2020-06-04 08:00:20 INFO: 2020-06-04 08:00:20 INFO: init new order start 2020-06-04 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.45, 'high': 245.65, 'low': 244.05, 'close': 244.8, 'trades': 2673, 'volume': 2055933, 'vwap': 244.91, 'lastSize': 13, 'turnover': 50350401360, 'homeNotional': 19856.447489219252, 'foreignNotional': 4862910.944660985}, {'timestamp': datetime.datetime(2020, 6, 4, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.15, 'high': 246.6, 'low': 245.15, 'close': 245.45, 'trades': 2923, 'volume': 3163029, 'vwap': 245.79, 'lastSize': 1, 'turnover': 77743168845, 'homeNotional': 30593.65876665532, 'foreignNotional': 7519531.787518483}, {'timestamp': datetime.datetime(2020, 6, 4, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.9, 'high': 246.85, 'low': 244.55, 'close': 246.15, 'trades': 4152, 'volume': 5048944, 'vwap': 246.0, 'lastSize': 304, 'turnover': 124200709330, 'homeNotional': 48800.3916797558, 'foreignNotional': 12004595.639638582}] 2020-06-04 08:00:20 INFO: prepare candles [CandleItem(low=244.05, high=245.65, open=245.45, close=244.8, color='RED'), CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED'), CandleItem(low=244.55, high=246.85, open=244.9, close=246.15, color='GREEN')] 2020-06-04 08:00:20 INFO: skip by colors first_candle=CandleItem(low=244.55, high=246.85, open=244.9, close=246.15, color='GREEN') second_candle=CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED') last_candle=CandleItem(low=244.05, high=245.65, open=245.45, close=244.8, color='RED') 2020-06-04 08:00:20 INFO: check need new order None 2020-06-04 08:00:20 INFO: init new order end 2020-06-04 08:00:20 INFO: 2020-06-04 08:00:20 INFO: 2020-06-04 08:00:20 INFO: 2020-06-04 08:00:20 INFO: 2020-06-04 08:02:00 INFO: 2020-06-04 08:02:00 INFO: 2020-06-04 08:02:00 INFO: 2020-06-04 08:02:00 INFO: 2020-06-04 08:02:00 INFO: clearing start 2020-06-04 08:02:00 INFO: clearing end 2020-06-04 08:02:00 INFO: 2020-06-04 08:02:00 INFO: 2020-06-04 08:02:00 INFO: 2020-06-04 08:02:00 INFO: 2020-06-04 09:00:20 INFO: 2020-06-04 09:00:20 INFO: 2020-06-04 09:00:20 INFO: 2020-06-04 09:00:20 INFO: 2020-06-04 09:00:20 INFO: init new order start 2020-06-04 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 245.0, 'low': 242.25, 'close': 243.45, 'trades': 3312, 'volume': 4507586, 'vwap': 243.34, 'lastSize': 1527, 'turnover': 109686209945, 'homeNotional': 43439.639059490735, 'foreignNotional': 10570485.010705585}, {'timestamp': datetime.datetime(2020, 6, 4, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.45, 'high': 245.65, 'low': 244.05, 'close': 244.8, 'trades': 2673, 'volume': 2055933, 'vwap': 244.91, 'lastSize': 13, 'turnover': 50350401360, 'homeNotional': 19856.447489219252, 'foreignNotional': 4862910.944660985}, {'timestamp': datetime.datetime(2020, 6, 4, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.15, 'high': 246.6, 'low': 245.15, 'close': 245.45, 'trades': 2923, 'volume': 3163029, 'vwap': 245.79, 'lastSize': 1, 'turnover': 77743168845, 'homeNotional': 30593.65876665532, 'foreignNotional': 7519531.787518483}] 2020-06-04 09:00:20 INFO: prepare candles [CandleItem(low=242.25, high=245.0, open=244.8, close=243.45, color='RED'), CandleItem(low=244.05, high=245.65, open=245.45, close=244.8, color='RED'), CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED')] 2020-06-04 09:00:20 INFO: skip by colors first_candle=CandleItem(low=245.15, high=246.6, open=246.15, close=245.45, color='RED') second_candle=CandleItem(low=244.05, high=245.65, open=245.45, close=244.8, color='RED') last_candle=CandleItem(low=242.25, high=245.0, open=244.8, close=243.45, color='RED') 2020-06-04 09:00:20 INFO: check need new order None 2020-06-04 09:00:20 INFO: init new order end 2020-06-04 09:00:20 INFO: 2020-06-04 09:00:20 INFO: 2020-06-04 09:00:20 INFO: 2020-06-04 09:00:20 INFO: 2020-06-04 09:02:00 INFO: 2020-06-04 09:02:00 INFO: 2020-06-04 09:02:00 INFO: 2020-06-04 09:02:00 INFO: 2020-06-04 09:02:00 INFO: clearing start 2020-06-04 09:02:00 INFO: clearing end 2020-06-04 09:02:00 INFO: 2020-06-04 09:02:00 INFO: 2020-06-04 09:02:00 INFO: 2020-06-04 09:02:00 INFO: 2020-06-04 10:00:20 INFO: 2020-06-04 10:00:20 INFO: 2020-06-04 10:00:20 INFO: 2020-06-04 10:00:20 INFO: 2020-06-04 10:00:20 INFO: init new order start 2020-06-04 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.45, 'high': 244.75, 'low': 242.6, 'close': 244.2, 'trades': 2193, 'volume': 1801230, 'vwap': 243.71, 'lastSize': 50, 'turnover': 43897246160, 'homeNotional': 17365.35905737792, 'foreignNotional': 4232067.403501518}, {'timestamp': datetime.datetime(2020, 6, 4, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 245.0, 'low': 242.25, 'close': 243.45, 'trades': 3312, 'volume': 4507586, 'vwap': 243.34, 'lastSize': 1527, 'turnover': 109686209945, 'homeNotional': 43439.639059490735, 'foreignNotional': 10570485.010705585}, {'timestamp': datetime.datetime(2020, 6, 4, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.45, 'high': 245.65, 'low': 244.05, 'close': 244.8, 'trades': 2673, 'volume': 2055933, 'vwap': 244.91, 'lastSize': 13, 'turnover': 50350401360, 'homeNotional': 19856.447489219252, 'foreignNotional': 4862910.944660985}] 2020-06-04 10:00:20 INFO: prepare candles [CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN'), CandleItem(low=242.25, high=245.0, open=244.8, close=243.45, color='RED'), CandleItem(low=244.05, high=245.65, open=245.45, close=244.8, color='RED')] 2020-06-04 10:00:20 INFO: last_candle=CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN') 2020-06-04 10:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 10:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN') 2020-06-04 10:00:20 INFO: skip by CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 10:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 10:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN') 2020-06-04 10:00:20 INFO: skip by CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 10:00:20 INFO: not found applicable config for candle 2020-06-04 10:00:20 INFO: check need new order None 2020-06-04 10:00:20 INFO: init new order end 2020-06-04 10:00:20 INFO: 2020-06-04 10:00:20 INFO: 2020-06-04 10:00:20 INFO: 2020-06-04 10:00:20 INFO: 2020-06-04 10:02:00 INFO: 2020-06-04 10:02:00 INFO: 2020-06-04 10:02:00 INFO: 2020-06-04 10:02:00 INFO: 2020-06-04 10:02:00 INFO: clearing start 2020-06-04 10:02:00 INFO: clearing end 2020-06-04 10:02:00 INFO: 2020-06-04 10:02:00 INFO: 2020-06-04 10:02:00 INFO: 2020-06-04 10:02:00 INFO: 2020-06-04 11:00:20 INFO: 2020-06-04 11:00:20 INFO: 2020-06-04 11:00:20 INFO: 2020-06-04 11:00:20 INFO: 2020-06-04 11:00:20 INFO: init new order start 2020-06-04 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.2, 'high': 244.6, 'low': 243.4, 'close': 243.5, 'trades': 1442, 'volume': 1048940, 'vwap': 243.98, 'lastSize': 100, 'turnover': 25591803810, 'homeNotional': 10126.03683752424, 'foreignNotional': 2470528.464568853}, {'timestamp': datetime.datetime(2020, 6, 4, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.45, 'high': 244.75, 'low': 242.6, 'close': 244.2, 'trades': 2193, 'volume': 1801230, 'vwap': 243.71, 'lastSize': 50, 'turnover': 43897246160, 'homeNotional': 17365.35905737792, 'foreignNotional': 4232067.403501518}, {'timestamp': datetime.datetime(2020, 6, 4, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 245.0, 'low': 242.25, 'close': 243.45, 'trades': 3312, 'volume': 4507586, 'vwap': 243.34, 'lastSize': 1527, 'turnover': 109686209945, 'homeNotional': 43439.639059490735, 'foreignNotional': 10570485.010705585}] 2020-06-04 11:00:20 INFO: prepare candles [CandleItem(low=243.4, high=244.6, open=244.2, close=243.5, color='RED'), CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN'), CandleItem(low=242.25, high=245.0, open=244.8, close=243.45, color='RED')] 2020-06-04 11:00:20 INFO: skip by colors first_candle=CandleItem(low=242.25, high=245.0, open=244.8, close=243.45, color='RED') second_candle=CandleItem(low=242.6, high=244.75, open=243.45, close=244.2, color='GREEN') last_candle=CandleItem(low=243.4, high=244.6, open=244.2, close=243.5, color='RED') 2020-06-04 11:00:20 INFO: check need new order None 2020-06-04 11:00:20 INFO: init new order end 2020-06-04 11:00:20 INFO: 2020-06-04 11:00:20 INFO: 2020-06-04 11:00:20 INFO: 2020-06-04 11:00:20 INFO: 2020-06-04 11:02:00 INFO: 2020-06-04 11:02:00 INFO: 2020-06-04 11:02:00 INFO: 2020-06-04 11:02:00 INFO: 2020-06-04 11:02:00 INFO: clearing start 2020-06-04 11:02:00 INFO: clearing end 2020-06-04 11:02:00 INFO: 2020-06-04 11:02:00 INFO: 2020-06-04 11:02:00 INFO: 2020-06-04 11:02:00 INFO: 2020-06-04 12:00:20 INFO: 2020-06-04 12:00:20 INFO: 2020-06-04 12:00:20 INFO: 2020-06-04 12:00:20 INFO: 2020-06-04 12:00:20 INFO: init new order start Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response incoming_response.swagger_result = unmarshal_response_inner( # type: ignore File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner response_spec = get_response_spec(status_code=response.status_code, op=op) File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec raise MatchingResponseNotFound( bravado_core.exception.MatchingResponseNotFound: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response. During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 131, in main() File "app/trader.py", line 88, in main order_props: OrderProperties = check_need_new_order(TICKER) File "/home/crypto/current/app/init_order_operations.py", line 53, in check_need_new_order source_buckets = get_buckets(ticker, 3) File "/home/crypto/current/app/bitmex_rest.py", line 16, in get_buckets return client_rest.Trade.Trade_getBucketed(binSize=bin_size, partial=False, symbol=ticker, count=count, start=start, 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 344, in unmarshal_response six.reraise( File "/home/crypto/venv/lib/python3.8/site-packages/six.py", line 695, in reraise raise value.with_traceback(tb) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response incoming_response.swagger_result = unmarshal_response_inner( # type: ignore File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner response_spec = get_response_spec(status_code=response.status_code, op=op) File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec raise MatchingResponseNotFound( bravado.exception.HTTPTooManyRequests: 429 Too Many Requests: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response. /home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences) warnings.warn( 2020-06-04 12:00:23 INFO: 2020-06-04 12:00:23 INFO: 2020-06-04 12:00:23 INFO: 2020-06-04 12:00:23 INFO: 2020-06-04 12:00:23 INFO: start trader process 2020-06-04 12:00:23 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-04 12:00:23 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-04 12:00:23 INFO: Authenticating with API Key. 2020-06-04 12:00:24 INFO: Connected to WS. 2020-06-04 13:00:20 INFO: 2020-06-04 13:00:20 INFO: 2020-06-04 13:00:20 INFO: 2020-06-04 13:00:20 INFO: 2020-06-04 13:00:20 INFO: init new order start 2020-06-04 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 244.1, 'low': 236.95, 'close': 240.65, 'trades': 7082, 'volume': 9155076, 'vwap': 239.93, 'lastSize': 1, 'turnover': 219649154260, 'homeNotional': 87603.70025659927, 'foreignNotional': 21018243.149527248}, {'timestamp': datetime.datetime(2020, 6, 4, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 244.1, 'low': 242.75, 'close': 244.05, 'trades': 2081, 'volume': 1514096, 'vwap': 243.39, 'lastSize': 50, 'turnover': 36850743620, 'homeNotional': 14584.923433459524, 'foreignNotional': 3549746.788603342}, {'timestamp': datetime.datetime(2020, 6, 4, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.2, 'high': 244.6, 'low': 243.4, 'close': 243.5, 'trades': 1442, 'volume': 1048940, 'vwap': 243.98, 'lastSize': 100, 'turnover': 25591803810, 'homeNotional': 10126.03683752424, 'foreignNotional': 2470528.464568853}] 2020-06-04 13:00:20 INFO: prepare candles [CandleItem(low=236.95, high=244.1, open=244.05, close=240.65, color='RED'), CandleItem(low=242.75, high=244.1, open=243.5, close=244.05, color='GREEN'), CandleItem(low=243.4, high=244.6, open=244.2, close=243.5, color='RED')] 2020-06-04 13:00:20 INFO: skip by colors first_candle=CandleItem(low=243.4, high=244.6, open=244.2, close=243.5, color='RED') second_candle=CandleItem(low=242.75, high=244.1, open=243.5, close=244.05, color='GREEN') last_candle=CandleItem(low=236.95, high=244.1, open=244.05, close=240.65, color='RED') 2020-06-04 13:00:20 INFO: check need new order None 2020-06-04 13:00:20 INFO: init new order end 2020-06-04 13:00:20 INFO: 2020-06-04 13:00:20 INFO: 2020-06-04 13:00:20 INFO: 2020-06-04 13:00:20 INFO: 2020-06-04 13:02:00 INFO: 2020-06-04 13:02:00 INFO: 2020-06-04 13:02:00 INFO: 2020-06-04 13:02:00 INFO: 2020-06-04 13:02:00 INFO: clearing start /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core! warnings.warn( /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core! warnings.warn( 2020-06-04 13:02:01 INFO: clearing end 2020-06-04 13:02:01 INFO: 2020-06-04 13:02:01 INFO: 2020-06-04 13:02:01 INFO: 2020-06-04 13:02:01 INFO: 2020-06-04 14:00:20 INFO: 2020-06-04 14:00:20 INFO: 2020-06-04 14:00:20 INFO: 2020-06-04 14:00:20 INFO: 2020-06-04 14:00:20 INFO: init new order start Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response incoming_response.swagger_result = unmarshal_response_inner( # type: ignore File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner response_spec = get_response_spec(status_code=response.status_code, op=op) File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec raise MatchingResponseNotFound( bravado_core.exception.MatchingResponseNotFound: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response. During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 131, in main() File "app/trader.py", line 88, in main order_props: OrderProperties = check_need_new_order(TICKER) File "/home/crypto/current/app/init_order_operations.py", line 53, in check_need_new_order source_buckets = get_buckets(ticker, 3) File "/home/crypto/current/app/bitmex_rest.py", line 16, in get_buckets return client_rest.Trade.Trade_getBucketed(binSize=bin_size, partial=False, symbol=ticker, count=count, start=start, 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 344, in unmarshal_response six.reraise( File "/home/crypto/venv/lib/python3.8/site-packages/six.py", line 695, in reraise raise value.with_traceback(tb) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response incoming_response.swagger_result = unmarshal_response_inner( # type: ignore File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner response_spec = get_response_spec(status_code=response.status_code, op=op) File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec raise MatchingResponseNotFound( bravado.exception.HTTPTooManyRequests: 429 Too Many Requests: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response. /home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences) warnings.warn( 2020-06-04 14:00:24 INFO: 2020-06-04 14:00:24 INFO: 2020-06-04 14:00:24 INFO: 2020-06-04 14:00:24 INFO: 2020-06-04 14:00:24 INFO: start trader process 2020-06-04 14:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-04 14:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-04 14:00:24 INFO: Authenticating with API Key. 2020-06-04 14:00:25 INFO: Connected to WS. 2020-06-04 15:00:20 INFO: 2020-06-04 15:00:20 INFO: 2020-06-04 15:00:20 INFO: 2020-06-04 15:00:20 INFO: 2020-06-04 15:00:20 INFO: init new order start 2020-06-04 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 243.95, 'low': 236.1, 'close': 243.2, 'trades': 9225, 'volume': 9658305, 'vwap': 239.7, 'lastSize': 1, 'turnover': 231502658090, 'homeNotional': 92336.94697846181, 'foreignNotional': 22133496.63283896}, {'timestamp': datetime.datetime(2020, 6, 4, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.65, 'high': 240.65, 'low': 238.55, 'close': 240.0, 'trades': 3239, 'volume': 3761382, 'vwap': 239.63, 'lastSize': 100, 'turnover': 90130369665, 'homeNotional': 35861.35691385543, 'foreignNotional': 8593130.302046921}, {'timestamp': datetime.datetime(2020, 6, 4, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 244.1, 'low': 236.95, 'close': 240.65, 'trades': 7082, 'volume': 9155076, 'vwap': 239.93, 'lastSize': 1, 'turnover': 219649154260, 'homeNotional': 87603.70025659927, 'foreignNotional': 21018243.149527248}] 2020-06-04 15:00:20 INFO: prepare candles [CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN'), CandleItem(low=238.55, high=240.65, open=240.65, close=240.0, color='RED'), CandleItem(low=236.95, high=244.1, open=244.05, close=240.65, color='RED')] 2020-06-04 15:00:20 INFO: last_candle=CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN') 2020-06-04 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN') 2020-06-04 15:00:20 INFO: skip by CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN') 2020-06-04 15:00:20 INFO: skip by CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 15:00:20 INFO: not found applicable config for candle 2020-06-04 15:00:20 INFO: check need new order None 2020-06-04 15:00:20 INFO: init new order end 2020-06-04 15:00:20 INFO: 2020-06-04 15:00:20 INFO: 2020-06-04 15:00:20 INFO: 2020-06-04 15:00:20 INFO: 2020-06-04 15:02:00 INFO: 2020-06-04 15:02:00 INFO: 2020-06-04 15:02:00 INFO: 2020-06-04 15:02:00 INFO: 2020-06-04 15:02:00 INFO: clearing start /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core! warnings.warn( /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core! warnings.warn( 2020-06-04 15:02:00 INFO: clearing end 2020-06-04 15:02:00 INFO: 2020-06-04 15:02:00 INFO: 2020-06-04 15:02:00 INFO: 2020-06-04 15:02:00 INFO: 2020-06-04 16:00:20 INFO: 2020-06-04 16:00:20 INFO: 2020-06-04 16:00:20 INFO: 2020-06-04 16:00:20 INFO: 2020-06-04 16:00:20 INFO: init new order start 2020-06-04 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.2, 'high': 244.5, 'low': 242.1, 'close': 243.4, 'trades': 4515, 'volume': 2701936, 'vwap': 243.42, 'lastSize': 894, 'turnover': 65769586440, 'homeNotional': 26051.224151505467, 'foreignNotional': 6341314.29625304}, {'timestamp': datetime.datetime(2020, 6, 4, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 243.95, 'low': 236.1, 'close': 243.2, 'trades': 9225, 'volume': 9658305, 'vwap': 239.7, 'lastSize': 1, 'turnover': 231502658090, 'homeNotional': 92336.94697846181, 'foreignNotional': 22133496.63283896}, {'timestamp': datetime.datetime(2020, 6, 4, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.65, 'high': 240.65, 'low': 238.55, 'close': 240.0, 'trades': 3239, 'volume': 3761382, 'vwap': 239.63, 'lastSize': 100, 'turnover': 90130369665, 'homeNotional': 35861.35691385543, 'foreignNotional': 8593130.302046921}] 2020-06-04 16:00:20 INFO: prepare candles [CandleItem(low=242.1, high=244.5, open=243.2, close=243.4, color='GREEN'), CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN'), CandleItem(low=238.55, high=240.65, open=240.65, close=240.0, color='RED')] 2020-06-04 16:00:20 INFO: skip by colors first_candle=CandleItem(low=238.55, high=240.65, open=240.65, close=240.0, color='RED') second_candle=CandleItem(low=236.1, high=243.95, open=240.0, close=243.2, color='GREEN') last_candle=CandleItem(low=242.1, high=244.5, open=243.2, close=243.4, color='GREEN') 2020-06-04 16:00:20 INFO: check need new order None 2020-06-04 16:00:20 INFO: init new order end 2020-06-04 16:00:20 INFO: 2020-06-04 16:00:20 INFO: 2020-06-04 16:00:20 INFO: 2020-06-04 16:00:20 INFO: 2020-06-04 16:02:00 INFO: 2020-06-04 16:02:00 INFO: 2020-06-04 16:02:00 INFO: 2020-06-04 16:02:00 INFO: 2020-06-04 16:02:00 INFO: clearing start 2020-06-04 16:02:00 INFO: clearing end 2020-06-04 16:02:00 INFO: 2020-06-04 16:02:00 INFO: 2020-06-04 16:02:00 INFO: 2020-06-04 16:02:00 INFO: 2020-06-04 17:00:20 INFO: 2020-06-04 17:00:20 INFO: 2020-06-04 17:00:20 INFO: 2020-06-04 17:00:20 INFO: 2020-06-04 17:00:20 INFO: init new order start Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response incoming_response.swagger_result = unmarshal_response_inner( # type: ignore File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner response_spec = get_response_spec(status_code=response.status_code, op=op) File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec raise MatchingResponseNotFound( bravado_core.exception.MatchingResponseNotFound: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response. During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 131, in main() File "app/trader.py", line 88, in main order_props: OrderProperties = check_need_new_order(TICKER) File "/home/crypto/current/app/init_order_operations.py", line 53, in check_need_new_order source_buckets = get_buckets(ticker, 3) File "/home/crypto/current/app/bitmex_rest.py", line 16, in get_buckets return client_rest.Trade.Trade_getBucketed(binSize=bin_size, partial=False, symbol=ticker, count=count, start=start, 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 344, in unmarshal_response six.reraise( File "/home/crypto/venv/lib/python3.8/site-packages/six.py", line 695, in reraise raise value.with_traceback(tb) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response incoming_response.swagger_result = unmarshal_response_inner( # type: ignore File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner response_spec = get_response_spec(status_code=response.status_code, op=op) File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec raise MatchingResponseNotFound( bravado.exception.HTTPTooManyRequests: 429 Too Many Requests: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response. /home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences) warnings.warn( 2020-06-04 17:00:24 INFO: 2020-06-04 17:00:24 INFO: 2020-06-04 17:00:24 INFO: 2020-06-04 17:00:24 INFO: 2020-06-04 17:00:24 INFO: start trader process 2020-06-04 17:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-04 17:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-04 17:00:24 INFO: Authenticating with API Key. 2020-06-04 17:00:25 INFO: Connected to WS. 2020-06-04 18:00:20 INFO: 2020-06-04 18:00:20 INFO: 2020-06-04 18:00:20 INFO: 2020-06-04 18:00:20 INFO: 2020-06-04 18:00:20 INFO: init new order start 2020-06-04 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.7, 'low': 242.05, 'close': 243.6, 'trades': 4345, 'volume': 3101168, 'vwap': 243.96, 'lastSize': 1, 'turnover': 75654193470, 'homeNotional': 30237.27021786355, 'foreignNotional': 7376526.926656746}, {'timestamp': datetime.datetime(2020, 6, 4, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 249.9, 'low': 243.3, 'close': 245.2, 'trades': 8338, 'volume': 9115584, 'vwap': 246.01, 'lastSize': 5343, 'turnover': 224249718505, 'homeNotional': 88617.56276234411, 'foreignNotional': 21800471.48424293}, {'timestamp': datetime.datetime(2020, 6, 4, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.2, 'high': 244.5, 'low': 242.1, 'close': 243.4, 'trades': 4515, 'volume': 2701936, 'vwap': 243.42, 'lastSize': 894, 'turnover': 65769586440, 'homeNotional': 26051.224151505467, 'foreignNotional': 6341314.29625304}] 2020-06-04 18:00:20 INFO: prepare candles [CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED'), CandleItem(low=243.3, high=249.9, open=243.4, close=245.2, color='GREEN'), CandleItem(low=242.1, high=244.5, open=243.2, close=243.4, color='GREEN')] 2020-06-04 18:00:20 INFO: last_candle=CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED') 2020-06-04 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED') 2020-06-04 18:00:20 INFO: skip by CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-04 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED') 2020-06-04 18:00:20 INFO: skip by CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-04 18:00:20 INFO: not found applicable config for candle 2020-06-04 18:00:20 INFO: check need new order None 2020-06-04 18:00:20 INFO: init new order end 2020-06-04 18:00:20 INFO: 2020-06-04 18:00:20 INFO: 2020-06-04 18:00:20 INFO: 2020-06-04 18:00:20 INFO: 2020-06-04 18:02:00 INFO: 2020-06-04 18:02:00 INFO: 2020-06-04 18:02:00 INFO: 2020-06-04 18:02:00 INFO: 2020-06-04 18:02:00 INFO: clearing start /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core! warnings.warn( /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core! warnings.warn( 2020-06-04 18:02:01 INFO: clearing end 2020-06-04 18:02:01 INFO: 2020-06-04 18:02:01 INFO: 2020-06-04 18:02:01 INFO: 2020-06-04 18:02:01 INFO: 2020-06-04 19:00:20 INFO: 2020-06-04 19:00:20 INFO: 2020-06-04 19:00:20 INFO: 2020-06-04 19:00:20 INFO: 2020-06-04 19:00:20 INFO: init new order start 2020-06-04 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 246.1, 'low': 242.95, 'close': 245.3, 'trades': 3537, 'volume': 2331785, 'vwap': 244.19, 'lastSize': 2000, 'turnover': 56938033865, 'homeNotional': 22779.48603035736, 'foreignNotional': 5562381.698164852}, {'timestamp': datetime.datetime(2020, 6, 4, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.7, 'low': 242.05, 'close': 243.6, 'trades': 4345, 'volume': 3101168, 'vwap': 243.96, 'lastSize': 1, 'turnover': 75654193470, 'homeNotional': 30237.27021786355, 'foreignNotional': 7376526.926656746}, {'timestamp': datetime.datetime(2020, 6, 4, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 249.9, 'low': 243.3, 'close': 245.2, 'trades': 8338, 'volume': 9115584, 'vwap': 246.01, 'lastSize': 5343, 'turnover': 224249718505, 'homeNotional': 88617.56276234411, 'foreignNotional': 21800471.48424293}] 2020-06-04 19:00:20 INFO: prepare candles [CandleItem(low=242.95, high=246.1, open=243.6, close=245.3, color='GREEN'), CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED'), CandleItem(low=243.3, high=249.9, open=243.4, close=245.2, color='GREEN')] 2020-06-04 19:00:20 INFO: skip by colors first_candle=CandleItem(low=243.3, high=249.9, open=243.4, close=245.2, color='GREEN') second_candle=CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED') last_candle=CandleItem(low=242.95, high=246.1, open=243.6, close=245.3, color='GREEN') 2020-06-04 19:00:20 INFO: check need new order None 2020-06-04 19:00:20 INFO: init new order end 2020-06-04 19:00:20 INFO: 2020-06-04 19:00:20 INFO: 2020-06-04 19:00:20 INFO: 2020-06-04 19:00:20 INFO: 2020-06-04 19:02:00 INFO: 2020-06-04 19:02:00 INFO: 2020-06-04 19:02:00 INFO: 2020-06-04 19:02:00 INFO: 2020-06-04 19:02:00 INFO: clearing start 2020-06-04 19:02:00 INFO: clearing end 2020-06-04 19:02:00 INFO: 2020-06-04 19:02:00 INFO: 2020-06-04 19:02:00 INFO: 2020-06-04 19:02:00 INFO: 2020-06-04 20:00:20 INFO: 2020-06-04 20:00:20 INFO: 2020-06-04 20:00:20 INFO: 2020-06-04 20:00:20 INFO: 2020-06-04 20:00:20 INFO: init new order start 2020-06-04 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.3, 'high': 246.05, 'low': 243.25, 'close': 243.3, 'trades': 4865, 'volume': 3688949, 'vwap': 244.31, 'lastSize': 80, 'turnover': 90123993785, 'homeNotional': 36139.47399532264, 'foreignNotional': 8829186.327766225}, {'timestamp': datetime.datetime(2020, 6, 4, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 246.1, 'low': 242.95, 'close': 245.3, 'trades': 3537, 'volume': 2331785, 'vwap': 244.19, 'lastSize': 2000, 'turnover': 56938033865, 'homeNotional': 22779.48603035736, 'foreignNotional': 5562381.698164852}, {'timestamp': datetime.datetime(2020, 6, 4, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.7, 'low': 242.05, 'close': 243.6, 'trades': 4345, 'volume': 3101168, 'vwap': 243.96, 'lastSize': 1, 'turnover': 75654193470, 'homeNotional': 30237.27021786355, 'foreignNotional': 7376526.926656746}] 2020-06-04 20:00:20 INFO: prepare candles [CandleItem(low=243.25, high=246.05, open=245.3, close=243.3, color='RED'), CandleItem(low=242.95, high=246.1, open=243.6, close=245.3, color='GREEN'), CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED')] 2020-06-04 20:00:20 INFO: skip by colors first_candle=CandleItem(low=242.05, high=245.7, open=245.2, close=243.6, color='RED') second_candle=CandleItem(low=242.95, high=246.1, open=243.6, close=245.3, color='GREEN') last_candle=CandleItem(low=243.25, high=246.05, open=245.3, close=243.3, color='RED') 2020-06-04 20:00:20 INFO: check need new order None 2020-06-04 20:00:20 INFO: init new order end 2020-06-04 20:00:20 INFO: 2020-06-04 20:00:20 INFO: 2020-06-04 20:00:20 INFO: 2020-06-04 20:00:20 INFO: 2020-06-04 20:02:00 INFO: 2020-06-04 20:02:00 INFO: 2020-06-04 20:02:00 INFO: 2020-06-04 20:02:00 INFO: 2020-06-04 20:02:00 INFO: clearing start 2020-06-04 20:02:00 INFO: clearing end 2020-06-04 20:02:00 INFO: 2020-06-04 20:02:00 INFO: 2020-06-04 20:02:00 INFO: 2020-06-04 20:02:00 INFO: 2020-06-04 21:00:20 INFO: 2020-06-04 21:00:20 INFO: 2020-06-04 21:00:20 INFO: 2020-06-04 21:00:20 INFO: 2020-06-04 21:00:20 INFO: init new order start 2020-06-04 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.3, 'high': 244.45, 'low': 243.25, 'close': 244.3, 'trades': 2199, 'volume': 1379531, 'vwap': 243.78, 'lastSize': 20, 'turnover': 33629092355, 'homeNotional': 13511.44713159174, 'foreignNotional': 3293717.09254606}, {'timestamp': datetime.datetime(2020, 6, 4, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.3, 'high': 246.05, 'low': 243.25, 'close': 243.3, 'trades': 4865, 'volume': 3688949, 'vwap': 244.31, 'lastSize': 80, 'turnover': 90123993785, 'homeNotional': 36139.47399532264, 'foreignNotional': 8829186.327766225}, {'timestamp': datetime.datetime(2020, 6, 4, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 246.1, 'low': 242.95, 'close': 245.3, 'trades': 3537, 'volume': 2331785, 'vwap': 244.19, 'lastSize': 2000, 'turnover': 56938033865, 'homeNotional': 22779.48603035736, 'foreignNotional': 5562381.698164852}] 2020-06-04 21:00:21 INFO: prepare candles [CandleItem(low=243.25, high=244.45, open=243.3, close=244.3, color='GREEN'), CandleItem(low=243.25, high=246.05, open=245.3, close=243.3, color='RED'), CandleItem(low=242.95, high=246.1, open=243.6, close=245.3, color='GREEN')] 2020-06-04 21:00:21 INFO: skip by colors first_candle=CandleItem(low=242.95, high=246.1, open=243.6, close=245.3, color='GREEN') second_candle=CandleItem(low=243.25, high=246.05, open=245.3, close=243.3, color='RED') last_candle=CandleItem(low=243.25, high=244.45, open=243.3, close=244.3, color='GREEN') 2020-06-04 21:00:21 INFO: check need new order None 2020-06-04 21:00:21 INFO: init new order end 2020-06-04 21:00:21 INFO: 2020-06-04 21:00:21 INFO: 2020-06-04 21:00:21 INFO: 2020-06-04 21:00:21 INFO: 2020-06-04 21:02:00 INFO: 2020-06-04 21:02:00 INFO: 2020-06-04 21:02:00 INFO: 2020-06-04 21:02:00 INFO: 2020-06-04 21:02:00 INFO: clearing start 2020-06-04 21:02:00 INFO: clearing end 2020-06-04 21:02:00 INFO: 2020-06-04 21:02:00 INFO: 2020-06-04 21:02:00 INFO: 2020-06-04 21:02:00 INFO: 2020-06-04 22:00:20 INFO: 2020-06-04 22:00:20 INFO: 2020-06-04 22:00:20 INFO: 2020-06-04 22:00:20 INFO: 2020-06-04 22:00:20 INFO: init new order start 2020-06-04 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 245.3, 'low': 239.0, 'close': 240.55, 'trades': 7743, 'volume': 9097062, 'vwap': 242.68, 'lastSize': 5, 'turnover': 220761836470, 'homeNotional': 89413.13998573624, 'foreignNotional': 21698548.162625115}, {'timestamp': datetime.datetime(2020, 6, 4, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.3, 'high': 244.45, 'low': 243.25, 'close': 244.3, 'trades': 2199, 'volume': 1379531, 'vwap': 243.78, 'lastSize': 20, 'turnover': 33629092355, 'homeNotional': 13511.44713159174, 'foreignNotional': 3293717.09254606}, {'timestamp': datetime.datetime(2020, 6, 4, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.3, 'high': 246.05, 'low': 243.25, 'close': 243.3, 'trades': 4865, 'volume': 3688949, 'vwap': 244.31, 'lastSize': 80, 'turnover': 90123993785, 'homeNotional': 36139.47399532264, 'foreignNotional': 8829186.327766225}] 2020-06-04 22:00:20 INFO: prepare candles [CandleItem(low=239.0, high=245.3, open=244.3, close=240.55, color='RED'), CandleItem(low=243.25, high=244.45, open=243.3, close=244.3, color='GREEN'), CandleItem(low=243.25, high=246.05, open=245.3, close=243.3, color='RED')] 2020-06-04 22:00:20 INFO: skip by colors first_candle=CandleItem(low=243.25, high=246.05, open=245.3, close=243.3, color='RED') second_candle=CandleItem(low=243.25, high=244.45, open=243.3, close=244.3, color='GREEN') last_candle=CandleItem(low=239.0, high=245.3, open=244.3, close=240.55, color='RED') 2020-06-04 22:00:20 INFO: check need new order None 2020-06-04 22:00:20 INFO: init new order end 2020-06-04 22:00:20 INFO: 2020-06-04 22:00:20 INFO: 2020-06-04 22:00:20 INFO: 2020-06-04 22:00:20 INFO: 2020-06-04 22:02:00 INFO: 2020-06-04 22:02:00 INFO: 2020-06-04 22:02:00 INFO: 2020-06-04 22:02:00 INFO: 2020-06-04 22:02:00 INFO: clearing start 2020-06-04 22:02:00 INFO: clearing end 2020-06-04 22:02:00 INFO: 2020-06-04 22:02:00 INFO: 2020-06-04 22:02:00 INFO: 2020-06-04 22:02:00 INFO: 2020-06-04 23:00:20 INFO: 2020-06-04 23:00:20 INFO: 2020-06-04 23:00:20 INFO: 2020-06-04 23:00:20 INFO: 2020-06-04 23:00:20 INFO: init new order start 2020-06-04 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 241.45, 'low': 240.1, 'close': 241.4, 'trades': 3663, 'volume': 3567325, 'vwap': 240.83, 'lastSize': 1, 'turnover': 85909147480, 'homeNotional': 34920.959194022034, 'foreignNotional': 8409750.653216777}, {'timestamp': datetime.datetime(2020, 6, 4, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 245.3, 'low': 239.0, 'close': 240.55, 'trades': 7743, 'volume': 9097062, 'vwap': 242.68, 'lastSize': 5, 'turnover': 220761836470, 'homeNotional': 89413.13998573624, 'foreignNotional': 21698548.162625115}, {'timestamp': datetime.datetime(2020, 6, 4, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.3, 'high': 244.45, 'low': 243.25, 'close': 244.3, 'trades': 2199, 'volume': 1379531, 'vwap': 243.78, 'lastSize': 20, 'turnover': 33629092355, 'homeNotional': 13511.44713159174, 'foreignNotional': 3293717.09254606}] 2020-06-04 23:00:21 INFO: prepare candles [CandleItem(low=240.1, high=241.45, open=240.55, close=241.4, color='GREEN'), CandleItem(low=239.0, high=245.3, open=244.3, close=240.55, color='RED'), CandleItem(low=243.25, high=244.45, open=243.3, close=244.3, color='GREEN')] 2020-06-04 23:00:21 INFO: skip by colors first_candle=CandleItem(low=243.25, high=244.45, open=243.3, close=244.3, color='GREEN') second_candle=CandleItem(low=239.0, high=245.3, open=244.3, close=240.55, color='RED') last_candle=CandleItem(low=240.1, high=241.45, open=240.55, close=241.4, color='GREEN') 2020-06-04 23:00:21 INFO: check need new order None 2020-06-04 23:00:21 INFO: init new order end 2020-06-04 23:00:21 INFO: 2020-06-04 23:00:21 INFO: 2020-06-04 23:00:21 INFO: 2020-06-04 23:00:21 INFO: 2020-06-04 23:02:00 INFO: 2020-06-04 23:02:00 INFO: 2020-06-04 23:02:00 INFO: 2020-06-04 23:02:00 INFO: 2020-06-04 23:02:00 INFO: clearing start 2020-06-04 23:02:00 INFO: clearing end 2020-06-04 23:02:00 INFO: 2020-06-04 23:02:00 INFO: 2020-06-04 23:02:00 INFO: 2020-06-04 23:02:00 INFO: 2020-06-05 00:00:20 INFO: 2020-06-05 00:00:20 INFO: 2020-06-05 00:00:20 INFO: 2020-06-05 00:00:20 INFO: 2020-06-05 00:00:20 INFO: init new order start 2020-06-05 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.4, 'high': 241.9, 'low': 239.3, 'close': 241.85, 'trades': 3780, 'volume': 3147382, 'vwap': 240.73, 'lastSize': 50, 'turnover': 75764941075, 'homeNotional': 30809.112470934288, 'foreignNotional': 7416499.248954176}, {'timestamp': datetime.datetime(2020, 6, 4, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 241.45, 'low': 240.1, 'close': 241.4, 'trades': 3663, 'volume': 3567325, 'vwap': 240.83, 'lastSize': 1, 'turnover': 85909147480, 'homeNotional': 34920.959194022034, 'foreignNotional': 8409750.653216777}, {'timestamp': datetime.datetime(2020, 6, 4, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 245.3, 'low': 239.0, 'close': 240.55, 'trades': 7743, 'volume': 9097062, 'vwap': 242.68, 'lastSize': 5, 'turnover': 220761836470, 'homeNotional': 89413.13998573624, 'foreignNotional': 21698548.162625115}] 2020-06-05 00:00:20 INFO: prepare candles [CandleItem(low=239.3, high=241.9, open=241.4, close=241.85, color='GREEN'), CandleItem(low=240.1, high=241.45, open=240.55, close=241.4, color='GREEN'), CandleItem(low=239.0, high=245.3, open=244.3, close=240.55, color='RED')] 2020-06-05 00:00:20 INFO: skip by colors first_candle=CandleItem(low=239.0, high=245.3, open=244.3, close=240.55, color='RED') second_candle=CandleItem(low=240.1, high=241.45, open=240.55, close=241.4, color='GREEN') last_candle=CandleItem(low=239.3, high=241.9, open=241.4, close=241.85, color='GREEN') 2020-06-05 00:00:20 INFO: check need new order None 2020-06-05 00:00:20 INFO: init new order end 2020-06-05 00:00:20 INFO: 2020-06-05 00:00:20 INFO: 2020-06-05 00:00:20 INFO: 2020-06-05 00:00:20 INFO: 2020-06-05 00:02:00 INFO: 2020-06-05 00:02:00 INFO: 2020-06-05 00:02:00 INFO: 2020-06-05 00:02:00 INFO: 2020-06-05 00:02:00 INFO: clearing start 2020-06-05 00:02:00 INFO: clearing end 2020-06-05 00:02:00 INFO: 2020-06-05 00:02:00 INFO: 2020-06-05 00:02:00 INFO: 2020-06-05 00:02:00 INFO: 2020-06-05 01:00:20 INFO: 2020-06-05 01:00:20 INFO: 2020-06-05 01:00:20 INFO: 2020-06-05 01:00:20 INFO: 2020-06-05 01:00:20 INFO: init new order start 2020-06-05 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.1, 'low': 240.75, 'close': 242.1, 'trades': 1589, 'volume': 1230364, 'vwap': 241.41, 'lastSize': 84, 'turnover': 29701841440, 'homeNotional': 12018.402824391693, 'foreignNotional': 2901330.0738317943}, {'timestamp': datetime.datetime(2020, 6, 4, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.4, 'high': 241.9, 'low': 239.3, 'close': 241.85, 'trades': 3780, 'volume': 3147382, 'vwap': 240.73, 'lastSize': 50, 'turnover': 75764941075, 'homeNotional': 30809.112470934288, 'foreignNotional': 7416499.248954176}, {'timestamp': datetime.datetime(2020, 6, 4, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 241.45, 'low': 240.1, 'close': 241.4, 'trades': 3663, 'volume': 3567325, 'vwap': 240.83, 'lastSize': 1, 'turnover': 85909147480, 'homeNotional': 34920.959194022034, 'foreignNotional': 8409750.653216777}] 2020-06-05 01:00:20 INFO: prepare candles [CandleItem(low=240.75, high=242.1, open=241.85, close=242.1, color='GREEN'), CandleItem(low=239.3, high=241.9, open=241.4, close=241.85, color='GREEN'), CandleItem(low=240.1, high=241.45, open=240.55, close=241.4, color='GREEN')] 2020-06-05 01:00:20 INFO: skip by colors first_candle=CandleItem(low=240.1, high=241.45, open=240.55, close=241.4, color='GREEN') second_candle=CandleItem(low=239.3, high=241.9, open=241.4, close=241.85, color='GREEN') last_candle=CandleItem(low=240.75, high=242.1, open=241.85, close=242.1, color='GREEN') 2020-06-05 01:00:20 INFO: check need new order None 2020-06-05 01:00:20 INFO: init new order end 2020-06-05 01:00:20 INFO: 2020-06-05 01:00:20 INFO: 2020-06-05 01:00:20 INFO: 2020-06-05 01:00:20 INFO: 2020-06-05 01:02:00 INFO: 2020-06-05 01:02:00 INFO: 2020-06-05 01:02:00 INFO: 2020-06-05 01:02:00 INFO: 2020-06-05 01:02:00 INFO: clearing start 2020-06-05 01:02:00 INFO: clearing end 2020-06-05 01:02:00 INFO: 2020-06-05 01:02:00 INFO: 2020-06-05 01:02:00 INFO: 2020-06-05 01:02:00 INFO: 2020-06-05 02:00:20 INFO: 2020-06-05 02:00:20 INFO: 2020-06-05 02:00:20 INFO: 2020-06-05 02:00:20 INFO: 2020-06-05 02:00:20 INFO: init new order start 2020-06-05 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 4, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 244.2, 'low': 241.6, 'close': 243.5, 'trades': 4109, 'volume': 3342209, 'vwap': 243.07, 'lastSize': 1000, 'turnover': 81238233505, 'homeNotional': 32718.440914257502, 'foreignNotional': 7952826.692689409}, {'timestamp': datetime.datetime(2020, 6, 4, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.1, 'low': 240.75, 'close': 242.1, 'trades': 1589, 'volume': 1230364, 'vwap': 241.41, 'lastSize': 84, 'turnover': 29701841440, 'homeNotional': 12018.402824391693, 'foreignNotional': 2901330.0738317943}, {'timestamp': datetime.datetime(2020, 6, 4, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.4, 'high': 241.9, 'low': 239.3, 'close': 241.85, 'trades': 3780, 'volume': 3147382, 'vwap': 240.73, 'lastSize': 50, 'turnover': 75764941075, 'homeNotional': 30809.112470934288, 'foreignNotional': 7416499.248954176}] 2020-06-05 02:00:20 INFO: prepare candles [CandleItem(low=241.6, high=244.2, open=242.1, close=243.5, color='GREEN'), CandleItem(low=240.75, high=242.1, open=241.85, close=242.1, color='GREEN'), CandleItem(low=239.3, high=241.9, open=241.4, close=241.85, color='GREEN')] 2020-06-05 02:00:20 INFO: skip by colors first_candle=CandleItem(low=239.3, high=241.9, open=241.4, close=241.85, color='GREEN') second_candle=CandleItem(low=240.75, high=242.1, open=241.85, close=242.1, color='GREEN') last_candle=CandleItem(low=241.6, high=244.2, open=242.1, close=243.5, color='GREEN') 2020-06-05 02:00:20 INFO: check need new order None 2020-06-05 02:00:20 INFO: init new order end 2020-06-05 02:00:20 INFO: 2020-06-05 02:00:20 INFO: 2020-06-05 02:00:20 INFO: 2020-06-05 02:00:20 INFO: 2020-06-05 02:02:00 INFO: 2020-06-05 02:02:00 INFO: 2020-06-05 02:02:00 INFO: 2020-06-05 02:02:00 INFO: 2020-06-05 02:02:00 INFO: clearing start 2020-06-05 02:02:00 INFO: clearing end 2020-06-05 02:02:00 INFO: 2020-06-05 02:02:00 INFO: 2020-06-05 02:02:00 INFO: 2020-06-05 02:02:00 INFO: 2020-06-05 03:00:20 INFO: 2020-06-05 03:00:20 INFO: 2020-06-05 03:00:20 INFO: 2020-06-05 03:00:20 INFO: 2020-06-05 03:00:20 INFO: init new order start 2020-06-05 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 245.0, 'low': 243.0, 'close': 243.55, 'trades': 3427, 'volume': 2821729, 'vwap': 244.16, 'lastSize': 15, 'turnover': 68893708470, 'homeNotional': 27738.989238492653, 'foreignNotional': 6772607.215785728}, {'timestamp': datetime.datetime(2020, 6, 4, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 244.2, 'low': 241.6, 'close': 243.5, 'trades': 4109, 'volume': 3342209, 'vwap': 243.07, 'lastSize': 1000, 'turnover': 81238233505, 'homeNotional': 32718.440914257502, 'foreignNotional': 7952826.692689409}, {'timestamp': datetime.datetime(2020, 6, 4, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.1, 'low': 240.75, 'close': 242.1, 'trades': 1589, 'volume': 1230364, 'vwap': 241.41, 'lastSize': 84, 'turnover': 29701841440, 'homeNotional': 12018.402824391693, 'foreignNotional': 2901330.0738317943}] 2020-06-05 03:00:20 INFO: prepare candles [CandleItem(low=243.0, high=245.0, open=243.5, close=243.55, color='GREEN'), CandleItem(low=241.6, high=244.2, open=242.1, close=243.5, color='GREEN'), CandleItem(low=240.75, high=242.1, open=241.85, close=242.1, color='GREEN')] 2020-06-05 03:00:20 INFO: skip by colors first_candle=CandleItem(low=240.75, high=242.1, open=241.85, close=242.1, color='GREEN') second_candle=CandleItem(low=241.6, high=244.2, open=242.1, close=243.5, color='GREEN') last_candle=CandleItem(low=243.0, high=245.0, open=243.5, close=243.55, color='GREEN') 2020-06-05 03:00:20 INFO: check need new order None 2020-06-05 03:00:20 INFO: init new order end 2020-06-05 03:00:20 INFO: 2020-06-05 03:00:20 INFO: 2020-06-05 03:00:20 INFO: 2020-06-05 03:00:20 INFO: 2020-06-05 03:02:00 INFO: 2020-06-05 03:02:00 INFO: 2020-06-05 03:02:00 INFO: 2020-06-05 03:02:00 INFO: 2020-06-05 03:02:00 INFO: clearing start 2020-06-05 03:02:00 INFO: clearing end 2020-06-05 03:02:00 INFO: 2020-06-05 03:02:00 INFO: 2020-06-05 03:02:00 INFO: 2020-06-05 03:02:00 INFO: 2020-06-05 04:00:20 INFO: 2020-06-05 04:00:20 INFO: 2020-06-05 04:00:20 INFO: 2020-06-05 04:00:20 INFO: 2020-06-05 04:00:20 INFO: init new order start 2020-06-05 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 244.15, 'low': 242.05, 'close': 244.0, 'trades': 3003, 'volume': 1822804, 'vwap': 242.92, 'lastSize': 400, 'turnover': 44278859280, 'homeNotional': 17852.0101126784, 'foreignNotional': 4336547.811475826}, {'timestamp': datetime.datetime(2020, 6, 5, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 245.0, 'low': 243.0, 'close': 243.55, 'trades': 3427, 'volume': 2821729, 'vwap': 244.16, 'lastSize': 15, 'turnover': 68893708470, 'homeNotional': 27738.989238492653, 'foreignNotional': 6772607.215785728}, {'timestamp': datetime.datetime(2020, 6, 4, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 244.2, 'low': 241.6, 'close': 243.5, 'trades': 4109, 'volume': 3342209, 'vwap': 243.07, 'lastSize': 1000, 'turnover': 81238233505, 'homeNotional': 32718.440914257502, 'foreignNotional': 7952826.692689409}] 2020-06-05 04:00:21 INFO: prepare candles [CandleItem(low=242.05, high=244.15, open=243.55, close=244.0, color='GREEN'), CandleItem(low=243.0, high=245.0, open=243.5, close=243.55, color='GREEN'), CandleItem(low=241.6, high=244.2, open=242.1, close=243.5, color='GREEN')] 2020-06-05 04:00:21 INFO: skip by colors first_candle=CandleItem(low=241.6, high=244.2, open=242.1, close=243.5, color='GREEN') second_candle=CandleItem(low=243.0, high=245.0, open=243.5, close=243.55, color='GREEN') last_candle=CandleItem(low=242.05, high=244.15, open=243.55, close=244.0, color='GREEN') 2020-06-05 04:00:21 INFO: check need new order None 2020-06-05 04:00:21 INFO: init new order end 2020-06-05 04:00:21 INFO: 2020-06-05 04:00:21 INFO: 2020-06-05 04:00:21 INFO: 2020-06-05 04:00:21 INFO: 2020-06-05 04:02:00 INFO: 2020-06-05 04:02:00 INFO: 2020-06-05 04:02:00 INFO: 2020-06-05 04:02:00 INFO: 2020-06-05 04:02:00 INFO: clearing start 2020-06-05 04:02:00 INFO: clearing end 2020-06-05 04:02:00 INFO: 2020-06-05 04:02:00 INFO: 2020-06-05 04:02:00 INFO: 2020-06-05 04:02:00 INFO: 2020-06-05 05:00:20 INFO: 2020-06-05 05:00:20 INFO: 2020-06-05 05:00:20 INFO: 2020-06-05 05:00:20 INFO: 2020-06-05 05:00:20 INFO: init new order start 2020-06-05 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.6, 'low': 243.5, 'close': 244.8, 'trades': 3180, 'volume': 2559897, 'vwap': 244.62, 'lastSize': 500, 'turnover': 62619958930, 'homeNotional': 25150.682155278413, 'foreignNotional': 6152350.317601441}, {'timestamp': datetime.datetime(2020, 6, 5, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 244.15, 'low': 242.05, 'close': 244.0, 'trades': 3003, 'volume': 1822804, 'vwap': 242.92, 'lastSize': 400, 'turnover': 44278859280, 'homeNotional': 17852.0101126784, 'foreignNotional': 4336547.811475826}, {'timestamp': datetime.datetime(2020, 6, 5, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 245.0, 'low': 243.0, 'close': 243.55, 'trades': 3427, 'volume': 2821729, 'vwap': 244.16, 'lastSize': 15, 'turnover': 68893708470, 'homeNotional': 27738.989238492653, 'foreignNotional': 6772607.215785728}] 2020-06-05 05:00:20 INFO: prepare candles [CandleItem(low=243.5, high=245.6, open=244.0, close=244.8, color='GREEN'), CandleItem(low=242.05, high=244.15, open=243.55, close=244.0, color='GREEN'), CandleItem(low=243.0, high=245.0, open=243.5, close=243.55, color='GREEN')] 2020-06-05 05:00:20 INFO: skip by colors first_candle=CandleItem(low=243.0, high=245.0, open=243.5, close=243.55, color='GREEN') second_candle=CandleItem(low=242.05, high=244.15, open=243.55, close=244.0, color='GREEN') last_candle=CandleItem(low=243.5, high=245.6, open=244.0, close=244.8, color='GREEN') 2020-06-05 05:00:20 INFO: check need new order None 2020-06-05 05:00:20 INFO: init new order end 2020-06-05 05:00:20 INFO: 2020-06-05 05:00:20 INFO: 2020-06-05 05:00:20 INFO: 2020-06-05 05:00:20 INFO: 2020-06-05 05:02:00 INFO: 2020-06-05 05:02:00 INFO: 2020-06-05 05:02:00 INFO: 2020-06-05 05:02:00 INFO: 2020-06-05 05:02:00 INFO: clearing start 2020-06-05 05:02:00 INFO: clearing end 2020-06-05 05:02:00 INFO: 2020-06-05 05:02:00 INFO: 2020-06-05 05:02:00 INFO: 2020-06-05 05:02:00 INFO: 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:20 INFO: init new order start 2020-06-05 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 244.85, 'low': 243.8, 'close': 243.85, 'trades': 1901, 'volume': 1810210, 'vwap': 244.27, 'lastSize': 21, 'turnover': 44217339875, 'homeNotional': 17765.14030386415, 'foreignNotional': 4339432.349918764}, {'timestamp': datetime.datetime(2020, 6, 5, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.6, 'low': 243.5, 'close': 244.8, 'trades': 3180, 'volume': 2559897, 'vwap': 244.62, 'lastSize': 500, 'turnover': 62619958930, 'homeNotional': 25150.682155278413, 'foreignNotional': 6152350.317601441}, {'timestamp': datetime.datetime(2020, 6, 5, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 244.15, 'low': 242.05, 'close': 244.0, 'trades': 3003, 'volume': 1822804, 'vwap': 242.92, 'lastSize': 400, 'turnover': 44278859280, 'homeNotional': 17852.0101126784, 'foreignNotional': 4336547.811475826}] 2020-06-05 06:00:20 INFO: prepare candles [CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED'), CandleItem(low=243.5, high=245.6, open=244.0, close=244.8, color='GREEN'), CandleItem(low=242.05, high=244.15, open=243.55, close=244.0, color='GREEN')] 2020-06-05 06:00:20 INFO: last_candle=CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED') 2020-06-05 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-05 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED') 2020-06-05 06:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.5, high=245.6, open=244.0, close=244.8, color='GREEN') 2020-06-05 06:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.05, high=244.15, open=243.55, close=244.0, color='GREEN') 2020-06-05 06:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 06:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 06:00:20 INFO: place order: start candle=CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-05 06:00:20 INFO: place order: side_factor=1 init_trigger_price=243.75 init_order_price=243.70000000000002 stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=244.85 take_price=237.40000000000012 2020-06-05 06:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('243.75') init_order_price=Decimal('243.700000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=Decimal('244.849999999999994315658113919198513031005859375') take_price=Decimal('237.400000000000119371179607696831226348876953125') 2020-06-05 06:00:20 INFO: place order: compute qty=-9 2020-06-05 06:00:20 INFO: place order: save order to db 295691ecc3db46bfa951f8628beb371a; response=True 2020-06-05 06:00:20 INFO: post order to exchange resp={'orderID': 'e9009f74-5d19-13a3-505b-94d4f76fb1cc', 'clOrdID': '295691ecc3db46bfa951f8628beb371a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 0, 20, 686000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 0, 20, 686000, tzinfo=tzutc())} 2020-06-05 06:00:20 INFO: place new init order {'qty': -9, 'init_price': Decimal('243.75'), 'stop_price': Decimal('244.849999999999994315658113919198513031005859375'), 'take_price': Decimal('237.400000000000119371179607696831226348876953125'), 'order_uid': '295691ecc3db46bfa951f8628beb371a', 'response': {'orderID': 'e9009f74-5d19-13a3-505b-94d4f76fb1cc', 'clOrdID': '295691ecc3db46bfa951f8628beb371a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 0, 20, 686000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 0, 20, 686000, tzinfo=tzutc())}} 2020-06-05 06:00:20 INFO: init new order end 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:20 INFO: 2020-06-05 06:00:21 INFO: process event {'orderID': 'e9009f74-5d19-13a3-505b-94d4f76fb1cc', 'clOrdID': '295691ecc3db46bfa951f8628beb371a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-05T03:00:20.686Z', 'timestamp': '2020-06-05T03:00:20.686Z'} 2020-06-05 06:00:21 INFO: skip event 295691ecc3db46bfa951f8628beb371a New 2020-06-05 06:02:00 INFO: 2020-06-05 06:02:00 INFO: 2020-06-05 06:02:00 INFO: 2020-06-05 06:02:00 INFO: 2020-06-05 06:02:00 INFO: clearing start 2020-06-05 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e9009f74-5d19-13a3-505b-94d4f76fb1cc', 'clOrdID': '295691ecc3db46bfa951f8628beb371a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 243.7, 'displayQty': None, 'stopPx': 243.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 0, 20, 686000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 0, 20, 686000, tzinfo=tzutc())} 2020-06-05 06:02:00 INFO: order time=2020-06-05 03:00:20.686000+00:00; delta from now UTC=0:01:40.199164 time_delta.total_seconds()=100.199164; time_diff_offset='3600' 2020-06-05 06:02:00 INFO: skip by time diff 2020-06-05 03:00:20.686000+00:00 2020-06-05 06:02:00 INFO: clearing end 2020-06-05 06:02:00 INFO: 2020-06-05 06:02:00 INFO: 2020-06-05 06:02:00 INFO: 2020-06-05 06:02:00 INFO: 2020-06-05 06:27:15 INFO: process event {'orderID': 'e9009f74-5d19-13a3-505b-94d4f76fb1cc', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-05T03:27:07.737Z', 'clOrdID': '295691ecc3db46bfa951f8628beb371a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 06:27:15 INFO: skip event 295691ecc3db46bfa951f8628beb371a 2020-06-05 06:27:15 INFO: process event {'orderID': 'e9009f74-5d19-13a3-505b-94d4f76fb1cc', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 9, 'avgPx': 243.7, 'transactTime': '2020-06-05T03:27:07.737Z', 'clOrdID': '295691ecc3db46bfa951f8628beb371a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T03:27:07.737Z'} 2020-06-05 06:27:15 INFO: add new event={'uid': '295691ecc3db46bfa951f8628beb371a', 'status': 'Filled'} 2020-06-05 06:27:16 INFO: 2020-06-05 06:27:16 INFO: 2020-06-05 06:27:16 INFO: 2020-06-05 06:27:16 INFO: 2020-06-05 06:27:16 INFO: process event start 2020-06-05 06:27:16 INFO: fetch new order event 295691ecc3db46bfa951f8628beb371a 2020-06-05 06:27:16 INFO: fetch orders by event init={'stop': '244.849999999999994315658113919198513031005859375', 'take': '237.400000000000119371179607696831226348876953125', 'qty': '9', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-05 06:27:16 INFO: process init order filled 2020-06-05 06:27:16 INFO: save profit orders to storage stop=67327695ecc440a7ad719e62e41bdc6e take=8af74c5ac35d4c989484cd7eb9e74ad2 2020-06-05 06:27:16 INFO: place profit orders take_price=237.400000000000119371179607696831226348876953125, stop_price=244.849999999999994315658113919198513031005859375, qty=9, color=RED, ticker=ETHUSD 67327695ecc440a7ad719e62e41bdc6e 8af74c5ac35d4c989484cd7eb9e74ad2 2020-06-05 06:27:16 INFO: place stop order ETHUSD: qty=9, stop_price=244.849999999999994315658113919198513031005859375, stop_uid=67327695ecc440a7ad719e62e41bdc6e 2020-06-05 06:27:17 INFO: process event {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-05T03:27:17.000Z', 'timestamp': '2020-06-05T03:27:17.000Z'} 2020-06-05 06:27:17 INFO: exchange resp for stop order={'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc())} 2020-06-05 06:27:17 INFO: place limit order ETHUSD: qty=9, price=237.400000000000119371179607696831226348876953125, take_uid=8af74c5ac35d4c989484cd7eb9e74ad2 2020-06-05 06:27:17 INFO: skip event 67327695ecc440a7ad719e62e41bdc6e New 2020-06-05 06:27:17 INFO: process event {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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': '2020-06-05T03:27:17.038Z', 'timestamp': '2020-06-05T03:27:17.038Z'} 2020-06-05 06:27:17 INFO: skip event 8af74c5ac35d4c989484cd7eb9e74ad2 New 2020-06-05 06:27:17 INFO: exchange resp for take profit order={'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc())} 2020-06-05 06:27:17 INFO: place profit orders={'stop': {'response': {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc())}, 'qty': Decimal('9'), 'uid': '67327695ecc440a7ad719e62e41bdc6e', 'price': Decimal('244.849999999999994315658113919198513031005859375')}, 'take': {'response': {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc())}, 'qty': Decimal('9'), 'uid': '8af74c5ac35d4c989484cd7eb9e74ad2', 'price': Decimal('237.400000000000119371179607696831226348876953125')}} 2020-06-05 06:27:17 INFO: process event {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'workingIndicator': True, 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T03:27:17.038Z'} 2020-06-05 06:27:17 INFO: rm init order from db 295691ecc3db46bfa951f8628beb371a 2020-06-05 06:27:17 INFO: end process event_processing_result='proceed init order' 2020-06-05 06:27:17 INFO: 2020-06-05 06:27:17 INFO: 2020-06-05 06:27:17 INFO: 2020-06-05 06:27:17 INFO: 2020-06-05 06:27:17 INFO: skip event 8af74c5ac35d4c989484cd7eb9e74ad2 2020-06-05 07:00:20 INFO: 2020-06-05 07:00:20 INFO: 2020-06-05 07:00:20 INFO: 2020-06-05 07:00:20 INFO: 2020-06-05 07:00:20 INFO: init new order start 2020-06-05 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.85, 'high': 244.75, 'low': 242.4, 'close': 243.4, 'trades': 2976, 'volume': 2593639, 'vwap': 243.35, 'lastSize': 2, 'turnover': 63114601750, 'homeNotional': 25397.160709320782, 'foreignNotional': 6180274.637320774}, {'timestamp': datetime.datetime(2020, 6, 5, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 244.85, 'low': 243.8, 'close': 243.85, 'trades': 1901, 'volume': 1810210, 'vwap': 244.27, 'lastSize': 21, 'turnover': 44217339875, 'homeNotional': 17765.14030386415, 'foreignNotional': 4339432.349918764}, {'timestamp': datetime.datetime(2020, 6, 5, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.6, 'low': 243.5, 'close': 244.8, 'trades': 3180, 'volume': 2559897, 'vwap': 244.62, 'lastSize': 500, 'turnover': 62619958930, 'homeNotional': 25150.682155278413, 'foreignNotional': 6152350.317601441}] 2020-06-05 07:00:20 INFO: prepare candles [CandleItem(low=242.4, high=244.75, open=243.85, close=243.4, color='RED'), CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED'), CandleItem(low=243.5, high=245.6, open=244.0, close=244.8, color='GREEN')] 2020-06-05 07:00:20 INFO: skip by colors first_candle=CandleItem(low=243.5, high=245.6, open=244.0, close=244.8, color='GREEN') second_candle=CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED') last_candle=CandleItem(low=242.4, high=244.75, open=243.85, close=243.4, color='RED') 2020-06-05 07:00:20 INFO: check need new order None 2020-06-05 07:00:20 INFO: init new order end 2020-06-05 07:00:20 INFO: 2020-06-05 07:00:20 INFO: 2020-06-05 07:00:20 INFO: 2020-06-05 07:00:20 INFO: 2020-06-05 07:02:00 INFO: 2020-06-05 07:02:00 INFO: 2020-06-05 07:02:00 INFO: 2020-06-05 07:02:00 INFO: 2020-06-05 07:02:00 INFO: clearing start 2020-06-05 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc())} 2020-06-05 07:02:00 INFO: skip by not found init order into storage 2020-06-05 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc())} 2020-06-05 07:02:00 INFO: skip by not found init order into storage 2020-06-05 07:02:00 INFO: clearing end 2020-06-05 07:02:00 INFO: 2020-06-05 07:02:00 INFO: 2020-06-05 07:02:00 INFO: 2020-06-05 07:02:00 INFO: 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:20 INFO: init new order start 2020-06-05 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 244.5, 'low': 243.3, 'close': 243.75, 'trades': 2318, 'volume': 2232297, 'vwap': 243.88, 'lastSize': 298, 'turnover': 54439392835, 'homeNotional': 21875.24546766655, 'foreignNotional': 5334762.019935737}, {'timestamp': datetime.datetime(2020, 6, 5, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.85, 'high': 244.75, 'low': 242.4, 'close': 243.4, 'trades': 2976, 'volume': 2593639, 'vwap': 243.35, 'lastSize': 2, 'turnover': 63114601750, 'homeNotional': 25397.160709320782, 'foreignNotional': 6180274.637320774}, {'timestamp': datetime.datetime(2020, 6, 5, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 244.85, 'low': 243.8, 'close': 243.85, 'trades': 1901, 'volume': 1810210, 'vwap': 244.27, 'lastSize': 21, 'turnover': 44217339875, 'homeNotional': 17765.14030386415, 'foreignNotional': 4339432.349918764}] 2020-06-05 08:00:20 INFO: prepare candles [CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN'), CandleItem(low=242.4, high=244.75, open=243.85, close=243.4, color='RED'), CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED')] 2020-06-05 08:00:20 INFO: last_candle=CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN') 2020-06-05 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-05 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN') 2020-06-05 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.4, high=244.75, open=243.85, close=243.4, color='RED') 2020-06-05 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.8, high=244.85, open=244.8, close=243.85, color='RED') 2020-06-05 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 08:00:20 INFO: place order: start candle=CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-06-05 08:00:20 INFO: place order: side_factor=-1 init_trigger_price=244.55 init_order_price=244.6 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=243.3 take_price=251.79999999999993 2020-06-05 08:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('244.55000000000001136868377216160297393798828125') init_order_price=Decimal('244.599999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('243.30000000000001136868377216160297393798828125') take_price=Decimal('251.799999999999926103555480949580669403076171875') 2020-06-05 08:00:20 INFO: place order: compute qty=8 2020-06-05 08:00:20 INFO: place order: save order to db b23fe8f82d684719b30f17f2a030f266; response=True 2020-06-05 08:00:20 INFO: post order to exchange resp={'orderID': '89e1f3ab-4e22-f86d-524a-b7fb0caf176c', 'clOrdID': 'b23fe8f82d684719b30f17f2a030f266', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 244.6, 'displayQty': None, 'stopPx': 244.55, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 5, 0, 20, 841000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 0, 20, 841000, tzinfo=tzutc())} 2020-06-05 08:00:20 INFO: place new init order {'qty': 8, 'init_price': Decimal('244.55000000000001136868377216160297393798828125'), 'stop_price': Decimal('243.30000000000001136868377216160297393798828125'), 'take_price': Decimal('251.799999999999926103555480949580669403076171875'), 'order_uid': 'b23fe8f82d684719b30f17f2a030f266', 'response': {'orderID': '89e1f3ab-4e22-f86d-524a-b7fb0caf176c', 'clOrdID': 'b23fe8f82d684719b30f17f2a030f266', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 244.6, 'displayQty': None, 'stopPx': 244.55, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 5, 0, 20, 841000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 0, 20, 841000, tzinfo=tzutc())}} 2020-06-05 08:00:20 INFO: init new order end 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:20 INFO: 2020-06-05 08:00:21 INFO: process event {'orderID': '89e1f3ab-4e22-f86d-524a-b7fb0caf176c', 'clOrdID': 'b23fe8f82d684719b30f17f2a030f266', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 244.6, 'displayQty': None, 'stopPx': 244.55, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-05T05:00:20.841Z', 'timestamp': '2020-06-05T05:00:20.841Z'} 2020-06-05 08:00:21 INFO: skip event b23fe8f82d684719b30f17f2a030f266 New 2020-06-05 08:02:00 INFO: 2020-06-05 08:02:00 INFO: 2020-06-05 08:02:00 INFO: 2020-06-05 08:02:00 INFO: 2020-06-05 08:02:00 INFO: clearing start 2020-06-05 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc())} 2020-06-05 08:02:00 INFO: skip by not found init order into storage 2020-06-05 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc())} 2020-06-05 08:02:00 INFO: skip by not found init order into storage 2020-06-05 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '89e1f3ab-4e22-f86d-524a-b7fb0caf176c', 'clOrdID': 'b23fe8f82d684719b30f17f2a030f266', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 244.6, 'displayQty': None, 'stopPx': 244.55, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 5, 0, 20, 841000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 0, 20, 841000, tzinfo=tzutc())} 2020-06-05 08:02:00 INFO: order time=2020-06-05 05:00:20.841000+00:00; delta from now UTC=0:01:39.273831 time_delta.total_seconds()=99.273831; time_diff_offset='3600' 2020-06-05 08:02:00 INFO: skip by time diff 2020-06-05 05:00:20.841000+00:00 2020-06-05 08:02:00 INFO: clearing end 2020-06-05 08:02:00 INFO: 2020-06-05 08:02:00 INFO: 2020-06-05 08:02:00 INFO: 2020-06-05 08:02:00 INFO: 2020-06-05 08:28:23 INFO: process event {'orderID': '89e1f3ab-4e22-f86d-524a-b7fb0caf176c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-05T05:28:23.005Z', 'clOrdID': 'b23fe8f82d684719b30f17f2a030f266', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 08:28:23 INFO: skip event b23fe8f82d684719b30f17f2a030f266 2020-06-05 08:28:23 INFO: process event {'orderID': '89e1f3ab-4e22-f86d-524a-b7fb0caf176c', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 244.6, 'transactTime': '2020-06-05T05:28:23.005Z', 'clOrdID': 'b23fe8f82d684719b30f17f2a030f266', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T05:28:23.005Z'} 2020-06-05 08:28:23 INFO: add new event={'uid': 'b23fe8f82d684719b30f17f2a030f266', 'status': 'Filled'} 2020-06-05 08:28:23 INFO: 2020-06-05 08:28:23 INFO: 2020-06-05 08:28:23 INFO: 2020-06-05 08:28:23 INFO: 2020-06-05 08:28:23 INFO: process event start 2020-06-05 08:28:23 INFO: fetch new order event b23fe8f82d684719b30f17f2a030f266 2020-06-05 08:28:23 INFO: fetch orders by event init={'stop': '243.30000000000001136868377216160297393798828125', 'take': '251.799999999999926103555480949580669403076171875', 'qty': '8', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-05 08:28:23 INFO: process init order filled 2020-06-05 08:28:23 INFO: save profit orders to storage stop=f65ff87cfa304b4586dd58570c618234 take=08e2e4a952024e8eb5c9f14de2b3ca49 2020-06-05 08:28:23 INFO: place profit orders take_price=251.799999999999926103555480949580669403076171875, stop_price=243.30000000000001136868377216160297393798828125, qty=8, color=GREEN, ticker=ETHUSD f65ff87cfa304b4586dd58570c618234 08e2e4a952024e8eb5c9f14de2b3ca49 2020-06-05 08:28:23 INFO: place stop order ETHUSD: qty=-8, stop_price=243.30000000000001136868377216160297393798828125, stop_uid=f65ff87cfa304b4586dd58570c618234 2020-06-05 08:28:24 INFO: exchange resp for stop order={'orderID': '41512625-3d62-2ab2-6177-2ec84bef5e5f', 'clOrdID': 'f65ff87cfa304b4586dd58570c618234', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 243.3, '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(2020, 6, 5, 5, 28, 24, 50000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 28, 24, 50000, tzinfo=tzutc())} 2020-06-05 08:28:24 INFO: process event {'orderID': '41512625-3d62-2ab2-6177-2ec84bef5e5f', 'clOrdID': 'f65ff87cfa304b4586dd58570c618234', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 243.3, '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': '2020-06-05T05:28:24.050Z', 'timestamp': '2020-06-05T05:28:24.050Z'} 2020-06-05 08:28:24 INFO: skip event f65ff87cfa304b4586dd58570c618234 New 2020-06-05 08:28:24 INFO: place limit order ETHUSD: qty=-8, price=251.799999999999926103555480949580669403076171875, take_uid=08e2e4a952024e8eb5c9f14de2b3ca49 2020-06-05 08:28:24 INFO: process event {'orderID': 'da7a9503-5e1a-2dd0-1e13-7ab49e34781b', 'clOrdID': '08e2e4a952024e8eb5c9f14de2b3ca49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 251.8, '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': 'Profit order by trader.py', 'transactTime': '2020-06-05T05:28:24.096Z', 'timestamp': '2020-06-05T05:28:24.096Z'} 2020-06-05 08:28:24 INFO: skip event 08e2e4a952024e8eb5c9f14de2b3ca49 New 2020-06-05 08:28:24 INFO: process event {'orderID': 'da7a9503-5e1a-2dd0-1e13-7ab49e34781b', 'workingIndicator': True, 'clOrdID': '08e2e4a952024e8eb5c9f14de2b3ca49', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T05:28:24.096Z'} 2020-06-05 08:28:24 INFO: skip event 08e2e4a952024e8eb5c9f14de2b3ca49 2020-06-05 08:28:24 INFO: exchange resp for take profit order={'orderID': 'da7a9503-5e1a-2dd0-1e13-7ab49e34781b', 'clOrdID': '08e2e4a952024e8eb5c9f14de2b3ca49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 251.8, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 5, 28, 24, 96000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 28, 24, 96000, tzinfo=tzutc())} 2020-06-05 08:28:24 INFO: place profit orders={'stop': {'response': {'orderID': '41512625-3d62-2ab2-6177-2ec84bef5e5f', 'clOrdID': 'f65ff87cfa304b4586dd58570c618234', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 243.3, '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(2020, 6, 5, 5, 28, 24, 50000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 28, 24, 50000, tzinfo=tzutc())}, 'qty': Decimal('-8'), 'uid': 'f65ff87cfa304b4586dd58570c618234', 'price': Decimal('243.30000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': 'da7a9503-5e1a-2dd0-1e13-7ab49e34781b', 'clOrdID': '08e2e4a952024e8eb5c9f14de2b3ca49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 251.8, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 5, 28, 24, 96000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 28, 24, 96000, tzinfo=tzutc())}, 'qty': Decimal('-8'), 'uid': '08e2e4a952024e8eb5c9f14de2b3ca49', 'price': Decimal('251.799999999999926103555480949580669403076171875')}} 2020-06-05 08:28:24 INFO: rm init order from db b23fe8f82d684719b30f17f2a030f266 2020-06-05 08:28:24 INFO: end process event_processing_result='proceed init order' 2020-06-05 08:28:24 INFO: 2020-06-05 08:28:24 INFO: 2020-06-05 08:28:24 INFO: 2020-06-05 08:28:24 INFO: 2020-06-05 09:00:20 INFO: 2020-06-05 09:00:20 INFO: 2020-06-05 09:00:20 INFO: 2020-06-05 09:00:20 INFO: 2020-06-05 09:00:20 INFO: init new order start 2020-06-05 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 244.6, 'low': 243.65, 'close': 244.3, 'trades': 1989, 'volume': 2847930, 'vwap': 244.28, 'lastSize': 1400, 'turnover': 69568697295, 'homeNotional': 27877.44202569779, 'foreignNotional': 6809848.906743333}, {'timestamp': datetime.datetime(2020, 6, 5, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 244.5, 'low': 243.3, 'close': 243.75, 'trades': 2318, 'volume': 2232297, 'vwap': 243.88, 'lastSize': 298, 'turnover': 54439392835, 'homeNotional': 21875.24546766655, 'foreignNotional': 5334762.019935737}, {'timestamp': datetime.datetime(2020, 6, 5, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.85, 'high': 244.75, 'low': 242.4, 'close': 243.4, 'trades': 2976, 'volume': 2593639, 'vwap': 243.35, 'lastSize': 2, 'turnover': 63114601750, 'homeNotional': 25397.160709320782, 'foreignNotional': 6180274.637320774}] 2020-06-05 09:00:20 INFO: prepare candles [CandleItem(low=243.65, high=244.6, open=243.75, close=244.3, color='GREEN'), CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN'), CandleItem(low=242.4, high=244.75, open=243.85, close=243.4, color='RED')] 2020-06-05 09:00:20 INFO: skip by colors first_candle=CandleItem(low=242.4, high=244.75, open=243.85, close=243.4, color='RED') second_candle=CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN') last_candle=CandleItem(low=243.65, high=244.6, open=243.75, close=244.3, color='GREEN') 2020-06-05 09:00:20 INFO: check need new order None 2020-06-05 09:00:20 INFO: init new order end 2020-06-05 09:00:20 INFO: 2020-06-05 09:00:20 INFO: 2020-06-05 09:00:20 INFO: 2020-06-05 09:00:20 INFO: 2020-06-05 09:02:00 INFO: 2020-06-05 09:02:00 INFO: 2020-06-05 09:02:00 INFO: 2020-06-05 09:02:00 INFO: 2020-06-05 09:02:00 INFO: clearing start 2020-06-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc())} 2020-06-05 09:02:00 INFO: skip by not found init order into storage 2020-06-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc())} 2020-06-05 09:02:00 INFO: skip by not found init order into storage 2020-06-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '41512625-3d62-2ab2-6177-2ec84bef5e5f', 'clOrdID': 'f65ff87cfa304b4586dd58570c618234', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 243.3, '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(2020, 6, 5, 5, 28, 24, 50000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 28, 24, 50000, tzinfo=tzutc())} 2020-06-05 09:02:00 INFO: skip by not found init order into storage 2020-06-05 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'da7a9503-5e1a-2dd0-1e13-7ab49e34781b', 'clOrdID': '08e2e4a952024e8eb5c9f14de2b3ca49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 251.8, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 5, 28, 24, 96000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 5, 28, 24, 96000, tzinfo=tzutc())} 2020-06-05 09:02:00 INFO: skip by not found init order into storage 2020-06-05 09:02:00 INFO: clearing end 2020-06-05 09:02:00 INFO: 2020-06-05 09:02:00 INFO: 2020-06-05 09:02:00 INFO: 2020-06-05 09:02:00 INFO: 2020-06-05 09:15:03 INFO: process event {'orderID': '41512625-3d62-2ab2-6177-2ec84bef5e5f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-05T06:15:03.315Z', 'clOrdID': 'f65ff87cfa304b4586dd58570c618234', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 09:15:03 INFO: skip event f65ff87cfa304b4586dd58570c618234 2020-06-05 09:15:03 INFO: process event {'orderID': '41512625-3d62-2ab2-6177-2ec84bef5e5f', 'price': 243.3, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 243.3, 'transactTime': '2020-06-05T06:15:03.315Z', 'clOrdID': 'f65ff87cfa304b4586dd58570c618234', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T06:15:03.315Z'} 2020-06-05 09:15:03 INFO: add new event={'uid': 'f65ff87cfa304b4586dd58570c618234', 'status': 'Filled'} 2020-06-05 09:15:03 INFO: 2020-06-05 09:15:03 INFO: 2020-06-05 09:15:03 INFO: 2020-06-05 09:15:03 INFO: 2020-06-05 09:15:03 INFO: process event start 2020-06-05 09:15:03 INFO: fetch new order event f65ff87cfa304b4586dd58570c618234 2020-06-05 09:15:03 INFO: fetch orders by event init=None profit_pair=08e2e4a952024e8eb5c9f14de2b3ca49 2020-06-05 09:15:03 INFO: process profit order filled 2020-06-05 09:15:03 INFO: process event {'orderID': 'da7a9503-5e1a-2dd0-1e13-7ab49e34781b', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-05T06:15:03.679Z', 'clOrdID': '08e2e4a952024e8eb5c9f14de2b3ca49', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 09:15:03 INFO: skip event 08e2e4a952024e8eb5c9f14de2b3ca49 Canceled 2020-06-05 09:15:03 INFO: cancel order=08e2e4a952024e8eb5c9f14de2b3ca49 [{'orderID': 'da7a9503-5e1a-2dd0-1e13-7ab49e34781b', 'clOrdID': '08e2e4a952024e8eb5c9f14de2b3ca49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 251.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 5, 28, 24, 96000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 6, 15, 3, 679000, tzinfo=tzutc())}] 2020-06-05 09:15:03 INFO: end process event_processing_result='proceed profit order' 2020-06-05 09:15:03 INFO: 2020-06-05 09:15:03 INFO: 2020-06-05 09:15:03 INFO: 2020-06-05 09:15:03 INFO: 2020-06-05 10:00:20 INFO: 2020-06-05 10:00:20 INFO: 2020-06-05 10:00:20 INFO: 2020-06-05 10:00:20 INFO: 2020-06-05 10:00:20 INFO: init new order start 2020-06-05 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.65, 'low': 242.7, 'close': 244.6, 'trades': 2507, 'volume': 3422800, 'vwap': 243.79, 'lastSize': 10, 'turnover': 83443173030, 'homeNotional': 33475.69650001797, 'foreignNotional': 8160943.070948749}, {'timestamp': datetime.datetime(2020, 6, 5, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 244.6, 'low': 243.65, 'close': 244.3, 'trades': 1989, 'volume': 2847930, 'vwap': 244.28, 'lastSize': 1400, 'turnover': 69568697295, 'homeNotional': 27877.44202569779, 'foreignNotional': 6809848.906743333}, {'timestamp': datetime.datetime(2020, 6, 5, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 244.5, 'low': 243.3, 'close': 243.75, 'trades': 2318, 'volume': 2232297, 'vwap': 243.88, 'lastSize': 298, 'turnover': 54439392835, 'homeNotional': 21875.24546766655, 'foreignNotional': 5334762.019935737}] 2020-06-05 10:00:21 INFO: prepare candles [CandleItem(low=242.7, high=244.65, open=244.3, close=244.6, color='GREEN'), CandleItem(low=243.65, high=244.6, open=243.75, close=244.3, color='GREEN'), CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN')] 2020-06-05 10:00:21 INFO: skip by colors first_candle=CandleItem(low=243.3, high=244.5, open=243.4, close=243.75, color='GREEN') second_candle=CandleItem(low=243.65, high=244.6, open=243.75, close=244.3, color='GREEN') last_candle=CandleItem(low=242.7, high=244.65, open=244.3, close=244.6, color='GREEN') 2020-06-05 10:00:21 INFO: check need new order None 2020-06-05 10:00:21 INFO: init new order end 2020-06-05 10:00:21 INFO: 2020-06-05 10:00:21 INFO: 2020-06-05 10:00:21 INFO: 2020-06-05 10:00:21 INFO: 2020-06-05 10:02:00 INFO: 2020-06-05 10:02:00 INFO: 2020-06-05 10:02:00 INFO: 2020-06-05 10:02:00 INFO: 2020-06-05 10:02:00 INFO: clearing start 2020-06-05 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc())} 2020-06-05 10:02:00 INFO: skip by not found init order into storage 2020-06-05 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc())} 2020-06-05 10:02:00 INFO: skip by not found init order into storage 2020-06-05 10:02:00 INFO: clearing end 2020-06-05 10:02:00 INFO: 2020-06-05 10:02:00 INFO: 2020-06-05 10:02:00 INFO: 2020-06-05 10:02:00 INFO: 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:20 INFO: init new order start 2020-06-05 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.6, 'high': 244.55, 'low': 243.4, 'close': 243.95, 'trades': 1437, 'volume': 1948517, 'vwap': 243.91, 'lastSize': 10000, 'turnover': 47524353460, 'homeNotional': 19042.744659647713, 'foreignNotional': 4644531.002186377}, {'timestamp': datetime.datetime(2020, 6, 5, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.65, 'low': 242.7, 'close': 244.6, 'trades': 2507, 'volume': 3422800, 'vwap': 243.79, 'lastSize': 10, 'turnover': 83443173030, 'homeNotional': 33475.69650001797, 'foreignNotional': 8160943.070948749}, {'timestamp': datetime.datetime(2020, 6, 5, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 244.6, 'low': 243.65, 'close': 244.3, 'trades': 1989, 'volume': 2847930, 'vwap': 244.28, 'lastSize': 1400, 'turnover': 69568697295, 'homeNotional': 27877.44202569779, 'foreignNotional': 6809848.906743333}] 2020-06-05 11:00:20 INFO: prepare candles [CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED'), CandleItem(low=242.7, high=244.65, open=244.3, close=244.6, color='GREEN'), CandleItem(low=243.65, high=244.6, open=243.75, close=244.3, color='GREEN')] 2020-06-05 11:00:20 INFO: last_candle=CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED') 2020-06-05 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-05 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED') 2020-06-05 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.7, high=244.65, open=244.3, close=244.6, color='GREEN') 2020-06-05 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.65, high=244.6, open=243.75, close=244.3, color='GREEN') 2020-06-05 11:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 11:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 11:00:20 INFO: place order: start candle=CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-05 11:00:20 INFO: place order: side_factor=1 init_trigger_price=243.35 init_order_price=243.3 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=244.55 take_price=236.39999999999998 2020-06-05 11:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('243.349999999999994315658113919198513031005859375') init_order_price=Decimal('243.30000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('244.55000000000001136868377216160297393798828125') take_price=Decimal('236.3999999999999772626324556767940521240234375') 2020-06-05 11:00:20 INFO: place order: compute qty=-8 2020-06-05 11:00:20 INFO: place order: save order to db 08c342cce27b4497afe9adf1ffc7fe7e; response=True 2020-06-05 11:00:20 INFO: post order to exchange resp={'orderID': '447be1be-2138-5321-2bb2-b8c6da7e4414', 'clOrdID': '08c342cce27b4497afe9adf1ffc7fe7e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 243.3, 'displayQty': None, 'stopPx': 243.35, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 8, 0, 20, 728000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 0, 20, 728000, tzinfo=tzutc())} 2020-06-05 11:00:20 INFO: place new init order {'qty': -8, 'init_price': Decimal('243.349999999999994315658113919198513031005859375'), 'stop_price': Decimal('244.55000000000001136868377216160297393798828125'), 'take_price': Decimal('236.3999999999999772626324556767940521240234375'), 'order_uid': '08c342cce27b4497afe9adf1ffc7fe7e', 'response': {'orderID': '447be1be-2138-5321-2bb2-b8c6da7e4414', 'clOrdID': '08c342cce27b4497afe9adf1ffc7fe7e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 243.3, 'displayQty': None, 'stopPx': 243.35, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 8, 0, 20, 728000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 0, 20, 728000, tzinfo=tzutc())}} 2020-06-05 11:00:20 INFO: init new order end 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:20 INFO: 2020-06-05 11:00:21 INFO: process event {'orderID': '447be1be-2138-5321-2bb2-b8c6da7e4414', 'clOrdID': '08c342cce27b4497afe9adf1ffc7fe7e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 243.3, 'displayQty': None, 'stopPx': 243.35, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-05T08:00:20.728Z', 'timestamp': '2020-06-05T08:00:20.728Z'} 2020-06-05 11:00:21 INFO: skip event 08c342cce27b4497afe9adf1ffc7fe7e New 2020-06-05 11:02:00 INFO: 2020-06-05 11:02:00 INFO: 2020-06-05 11:02:00 INFO: 2020-06-05 11:02:00 INFO: 2020-06-05 11:02:00 INFO: clearing start 2020-06-05 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 244.85, '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': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, tzinfo=tzutc())} 2020-06-05 11:02:00 INFO: skip by not found init order into storage 2020-06-05 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc())} 2020-06-05 11:02:00 INFO: skip by not found init order into storage 2020-06-05 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '447be1be-2138-5321-2bb2-b8c6da7e4414', 'clOrdID': '08c342cce27b4497afe9adf1ffc7fe7e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 243.3, 'displayQty': None, 'stopPx': 243.35, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 8, 0, 20, 728000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 0, 20, 728000, tzinfo=tzutc())} 2020-06-05 11:02:00 INFO: order time=2020-06-05 08:00:20.728000+00:00; delta from now UTC=0:01:40.194930 time_delta.total_seconds()=100.19493; time_diff_offset='3600' 2020-06-05 11:02:00 INFO: skip by time diff 2020-06-05 08:00:20.728000+00:00 2020-06-05 11:02:00 INFO: clearing end 2020-06-05 11:02:00 INFO: 2020-06-05 11:02:00 INFO: 2020-06-05 11:02:00 INFO: 2020-06-05 11:02:00 INFO: 2020-06-05 11:14:27 INFO: process event {'orderID': '447be1be-2138-5321-2bb2-b8c6da7e4414', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-05T08:14:27.427Z', 'clOrdID': '08c342cce27b4497afe9adf1ffc7fe7e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 11:14:27 INFO: skip event 08c342cce27b4497afe9adf1ffc7fe7e 2020-06-05 11:14:27 INFO: process event {'orderID': '447be1be-2138-5321-2bb2-b8c6da7e4414', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 243.35, 'transactTime': '2020-06-05T08:14:27.427Z', 'clOrdID': '08c342cce27b4497afe9adf1ffc7fe7e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T08:14:27.427Z'} 2020-06-05 11:14:27 INFO: add new event={'uid': '08c342cce27b4497afe9adf1ffc7fe7e', 'status': 'Filled'} 2020-06-05 11:14:27 INFO: 2020-06-05 11:14:27 INFO: 2020-06-05 11:14:27 INFO: 2020-06-05 11:14:27 INFO: 2020-06-05 11:14:27 INFO: process event start 2020-06-05 11:14:27 INFO: fetch new order event 08c342cce27b4497afe9adf1ffc7fe7e 2020-06-05 11:14:27 INFO: fetch orders by event init={'stop': '244.55000000000001136868377216160297393798828125', 'take': '236.3999999999999772626324556767940521240234375', 'qty': '8', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-05 11:14:27 INFO: process init order filled 2020-06-05 11:14:27 INFO: save profit orders to storage stop=dee6c46c1ea44668a0a2cf484be5d209 take=ee2f7ddaf1a64e97b61f80b6f1e7a31c 2020-06-05 11:14:27 INFO: place profit orders take_price=236.3999999999999772626324556767940521240234375, stop_price=244.55000000000001136868377216160297393798828125, qty=8, color=RED, ticker=ETHUSD dee6c46c1ea44668a0a2cf484be5d209 ee2f7ddaf1a64e97b61f80b6f1e7a31c 2020-06-05 11:14:27 INFO: place stop order ETHUSD: qty=8, stop_price=244.55000000000001136868377216160297393798828125, stop_uid=dee6c46c1ea44668a0a2cf484be5d209 2020-06-05 11:14:27 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-06-05 11:14:33 INFO: exchange resp for stop order={'orderID': 'a49b2b6a-7b88-dfe7-2f73-5ac62cfeb67d', 'clOrdID': 'dee6c46c1ea44668a0a2cf484be5d209', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 244.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 8, 14, 33, 817000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 14, 33, 817000, tzinfo=tzutc())} 2020-06-05 11:14:33 INFO: place limit order ETHUSD: qty=8, price=236.3999999999999772626324556767940521240234375, take_uid=ee2f7ddaf1a64e97b61f80b6f1e7a31c 2020-06-05 11:14:33 INFO: process event {'orderID': 'a49b2b6a-7b88-dfe7-2f73-5ac62cfeb67d', 'clOrdID': 'dee6c46c1ea44668a0a2cf484be5d209', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 244.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-05T08:14:33.817Z', 'timestamp': '2020-06-05T08:14:33.817Z'} 2020-06-05 11:14:33 INFO: skip event dee6c46c1ea44668a0a2cf484be5d209 New 2020-06-05 11:14:34 INFO: process event {'orderID': '2d77d0b0-69c8-56fe-8b77-03157b94b4dd', 'clOrdID': 'ee2f7ddaf1a64e97b61f80b6f1e7a31c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 236.4, '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': '2020-06-05T08:14:34.215Z', 'timestamp': '2020-06-05T08:14:34.215Z'} 2020-06-05 11:14:34 INFO: skip event ee2f7ddaf1a64e97b61f80b6f1e7a31c New 2020-06-05 11:14:34 INFO: exchange resp for take profit order={'orderID': '2d77d0b0-69c8-56fe-8b77-03157b94b4dd', 'clOrdID': 'ee2f7ddaf1a64e97b61f80b6f1e7a31c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 236.4, '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(2020, 6, 5, 8, 14, 34, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 14, 34, 215000, tzinfo=tzutc())} 2020-06-05 11:14:34 INFO: place profit orders={'stop': {'response': {'orderID': 'a49b2b6a-7b88-dfe7-2f73-5ac62cfeb67d', 'clOrdID': 'dee6c46c1ea44668a0a2cf484be5d209', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 244.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 8, 14, 33, 817000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 14, 33, 817000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': 'dee6c46c1ea44668a0a2cf484be5d209', 'price': Decimal('244.55000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '2d77d0b0-69c8-56fe-8b77-03157b94b4dd', 'clOrdID': 'ee2f7ddaf1a64e97b61f80b6f1e7a31c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 236.4, '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(2020, 6, 5, 8, 14, 34, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 14, 34, 215000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': 'ee2f7ddaf1a64e97b61f80b6f1e7a31c', 'price': Decimal('236.3999999999999772626324556767940521240234375')}} 2020-06-05 11:14:34 INFO: process event {'orderID': '2d77d0b0-69c8-56fe-8b77-03157b94b4dd', 'workingIndicator': True, 'clOrdID': 'ee2f7ddaf1a64e97b61f80b6f1e7a31c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T08:14:34.215Z'} 2020-06-05 11:14:34 INFO: skip event ee2f7ddaf1a64e97b61f80b6f1e7a31c 2020-06-05 11:14:34 INFO: rm init order from db 08c342cce27b4497afe9adf1ffc7fe7e 2020-06-05 11:14:34 INFO: end process event_processing_result='proceed init order' 2020-06-05 11:14:34 INFO: 2020-06-05 11:14:34 INFO: 2020-06-05 11:14:34 INFO: 2020-06-05 11:14:34 INFO: 2020-06-05 11:30:37 INFO: process event {'orderID': 'a49b2b6a-7b88-dfe7-2f73-5ac62cfeb67d', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-05T08:30:37.150Z', 'clOrdID': 'dee6c46c1ea44668a0a2cf484be5d209', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 11:30:37 INFO: skip event dee6c46c1ea44668a0a2cf484be5d209 2020-06-05 11:30:37 INFO: process event {'orderID': 'a49b2b6a-7b88-dfe7-2f73-5ac62cfeb67d', 'price': 244.55, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 244.55, 'transactTime': '2020-06-05T08:30:37.150Z', 'clOrdID': 'dee6c46c1ea44668a0a2cf484be5d209', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T08:30:37.150Z'} 2020-06-05 11:30:37 INFO: add new event={'uid': 'dee6c46c1ea44668a0a2cf484be5d209', 'status': 'Filled'} 2020-06-05 11:30:37 INFO: 2020-06-05 11:30:37 INFO: 2020-06-05 11:30:37 INFO: 2020-06-05 11:30:37 INFO: 2020-06-05 11:30:37 INFO: process event start 2020-06-05 11:30:37 INFO: fetch new order event dee6c46c1ea44668a0a2cf484be5d209 2020-06-05 11:30:37 INFO: fetch orders by event init=None profit_pair=ee2f7ddaf1a64e97b61f80b6f1e7a31c 2020-06-05 11:30:37 INFO: process profit order filled 2020-06-05 11:30:38 INFO: process event {'orderID': '2d77d0b0-69c8-56fe-8b77-03157b94b4dd', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-05T08:30:38.411Z', 'clOrdID': 'ee2f7ddaf1a64e97b61f80b6f1e7a31c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 11:30:38 INFO: skip event ee2f7ddaf1a64e97b61f80b6f1e7a31c Canceled 2020-06-05 11:30:38 INFO: cancel order=ee2f7ddaf1a64e97b61f80b6f1e7a31c [{'orderID': '2d77d0b0-69c8-56fe-8b77-03157b94b4dd', 'clOrdID': 'ee2f7ddaf1a64e97b61f80b6f1e7a31c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 236.4, '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(2020, 6, 5, 8, 14, 34, 215000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 30, 38, 411000, tzinfo=tzutc())}] 2020-06-05 11:30:38 INFO: end process event_processing_result='proceed profit order' 2020-06-05 11:30:38 INFO: 2020-06-05 11:30:38 INFO: 2020-06-05 11:30:38 INFO: 2020-06-05 11:30:38 INFO: 2020-06-05 11:30:58 INFO: process event {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-05T08:30:58.438Z', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 11:30:58 INFO: skip event 67327695ecc440a7ad719e62e41bdc6e 2020-06-05 11:30:58 INFO: process event {'orderID': 'a3599d31-e4c7-cf1f-dee7-e4974660759e', 'price': 244.9, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 9, 'avgPx': 244.9, 'transactTime': '2020-06-05T08:30:58.438Z', 'clOrdID': '67327695ecc440a7ad719e62e41bdc6e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T08:30:58.438Z'} 2020-06-05 11:30:58 INFO: add new event={'uid': '67327695ecc440a7ad719e62e41bdc6e', 'status': 'Filled'} 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: process event start 2020-06-05 11:30:58 INFO: fetch new order event 67327695ecc440a7ad719e62e41bdc6e 2020-06-05 11:30:58 INFO: fetch orders by event init=None profit_pair=8af74c5ac35d4c989484cd7eb9e74ad2 2020-06-05 11:30:58 INFO: process profit order filled 2020-06-05 11:30:58 INFO: cancel order=8af74c5ac35d4c989484cd7eb9e74ad2 [{'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 237.4, '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(2020, 6, 5, 3, 27, 17, 38000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 8, 30, 58, 598000, tzinfo=tzutc())}] 2020-06-05 11:30:58 INFO: end process event_processing_result='proceed profit order' 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: 2020-06-05 11:30:58 INFO: process event {'orderID': '827878e0-c24c-7c16-b929-7c77e5b48bce', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-05T08:30:58.598Z', 'clOrdID': '8af74c5ac35d4c989484cd7eb9e74ad2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 11:30:58 INFO: skip event 8af74c5ac35d4c989484cd7eb9e74ad2 Canceled 2020-06-05 12:00:20 INFO: 2020-06-05 12:00:20 INFO: 2020-06-05 12:00:20 INFO: 2020-06-05 12:00:20 INFO: 2020-06-05 12:00:20 INFO: init new order start 2020-06-05 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 248.5, 'low': 240.75, 'close': 246.85, 'trades': 10138, 'volume': 13158471, 'vwap': 245.27, 'lastSize': 850, 'turnover': 322736321795, 'homeNotional': 128888.53791795515, 'foreignNotional': 31613684.9642021}, {'timestamp': datetime.datetime(2020, 6, 5, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.6, 'high': 244.55, 'low': 243.4, 'close': 243.95, 'trades': 1437, 'volume': 1948517, 'vwap': 243.91, 'lastSize': 10000, 'turnover': 47524353460, 'homeNotional': 19042.744659647713, 'foreignNotional': 4644531.002186377}, {'timestamp': datetime.datetime(2020, 6, 5, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.65, 'low': 242.7, 'close': 244.6, 'trades': 2507, 'volume': 3422800, 'vwap': 243.79, 'lastSize': 10, 'turnover': 83443173030, 'homeNotional': 33475.69650001797, 'foreignNotional': 8160943.070948749}] 2020-06-05 12:00:20 INFO: prepare candles [CandleItem(low=240.75, high=248.5, open=243.95, close=246.85, color='GREEN'), CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED'), CandleItem(low=242.7, high=244.65, open=244.3, close=244.6, color='GREEN')] 2020-06-05 12:00:20 INFO: skip by colors first_candle=CandleItem(low=242.7, high=244.65, open=244.3, close=244.6, color='GREEN') second_candle=CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED') last_candle=CandleItem(low=240.75, high=248.5, open=243.95, close=246.85, color='GREEN') 2020-06-05 12:00:20 INFO: check need new order None 2020-06-05 12:00:20 INFO: init new order end 2020-06-05 12:00:20 INFO: 2020-06-05 12:00:20 INFO: 2020-06-05 12:00:20 INFO: 2020-06-05 12:00:20 INFO: 2020-06-05 12:02:00 INFO: 2020-06-05 12:02:00 INFO: 2020-06-05 12:02:00 INFO: 2020-06-05 12:02:00 INFO: 2020-06-05 12:02:00 INFO: clearing start 2020-06-05 12:02:00 INFO: clearing end 2020-06-05 12:02:00 INFO: 2020-06-05 12:02:00 INFO: 2020-06-05 12:02:00 INFO: 2020-06-05 12:02:00 INFO: 2020-06-05 13:00:20 INFO: 2020-06-05 13:00:21 INFO: 2020-06-05 13:00:21 INFO: 2020-06-05 13:00:21 INFO: 2020-06-05 13:00:21 INFO: init new order start 2020-06-05 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 247.6, 'low': 244.6, 'close': 246.15, 'trades': 3520, 'volume': 3322820, 'vwap': 246.28, 'lastSize': 43, 'turnover': 81833243135, 'homeNotional': 32650.732790570622, 'foreignNotional': 8041129.700014967}, {'timestamp': datetime.datetime(2020, 6, 5, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 248.5, 'low': 240.75, 'close': 246.85, 'trades': 10138, 'volume': 13158471, 'vwap': 245.27, 'lastSize': 850, 'turnover': 322736321795, 'homeNotional': 128888.53791795515, 'foreignNotional': 31613684.9642021}, {'timestamp': datetime.datetime(2020, 6, 5, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.6, 'high': 244.55, 'low': 243.4, 'close': 243.95, 'trades': 1437, 'volume': 1948517, 'vwap': 243.91, 'lastSize': 10000, 'turnover': 47524353460, 'homeNotional': 19042.744659647713, 'foreignNotional': 4644531.002186377}] 2020-06-05 13:00:21 INFO: prepare candles [CandleItem(low=244.6, high=247.6, open=246.85, close=246.15, color='RED'), CandleItem(low=240.75, high=248.5, open=243.95, close=246.85, color='GREEN'), CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED')] 2020-06-05 13:00:21 INFO: skip by colors first_candle=CandleItem(low=243.4, high=244.55, open=244.6, close=243.95, color='RED') second_candle=CandleItem(low=240.75, high=248.5, open=243.95, close=246.85, color='GREEN') last_candle=CandleItem(low=244.6, high=247.6, open=246.85, close=246.15, color='RED') 2020-06-05 13:00:21 INFO: check need new order None 2020-06-05 13:00:21 INFO: init new order end 2020-06-05 13:00:21 INFO: 2020-06-05 13:00:21 INFO: 2020-06-05 13:00:21 INFO: 2020-06-05 13:00:21 INFO: 2020-06-05 13:02:00 INFO: 2020-06-05 13:02:00 INFO: 2020-06-05 13:02:00 INFO: 2020-06-05 13:02:00 INFO: 2020-06-05 13:02:00 INFO: clearing start 2020-06-05 13:02:00 INFO: clearing end 2020-06-05 13:02:00 INFO: 2020-06-05 13:02:00 INFO: 2020-06-05 13:02:00 INFO: 2020-06-05 13:02:00 INFO: 2020-06-05 14:00:20 INFO: 2020-06-05 14:00:20 INFO: 2020-06-05 14:00:20 INFO: 2020-06-05 14:00:20 INFO: 2020-06-05 14:00:20 INFO: init new order start 2020-06-05 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.15, 'high': 246.15, 'low': 241.5, 'close': 242.95, 'trades': 5476, 'volume': 6369810, 'vwap': 243.22, 'lastSize': 35, 'turnover': 154923141895, 'homeNotional': 62019.88768780548, 'foreignNotional': 15084391.392221546}, {'timestamp': datetime.datetime(2020, 6, 5, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 247.6, 'low': 244.6, 'close': 246.15, 'trades': 3520, 'volume': 3322820, 'vwap': 246.28, 'lastSize': 43, 'turnover': 81833243135, 'homeNotional': 32650.732790570622, 'foreignNotional': 8041129.700014967}, {'timestamp': datetime.datetime(2020, 6, 5, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 248.5, 'low': 240.75, 'close': 246.85, 'trades': 10138, 'volume': 13158471, 'vwap': 245.27, 'lastSize': 850, 'turnover': 322736321795, 'homeNotional': 128888.53791795515, 'foreignNotional': 31613684.9642021}] 2020-06-05 14:00:20 INFO: prepare candles [CandleItem(low=241.5, high=246.15, open=246.15, close=242.95, color='RED'), CandleItem(low=244.6, high=247.6, open=246.85, close=246.15, color='RED'), CandleItem(low=240.75, high=248.5, open=243.95, close=246.85, color='GREEN')] 2020-06-05 14:00:20 INFO: skip by colors first_candle=CandleItem(low=240.75, high=248.5, open=243.95, close=246.85, color='GREEN') second_candle=CandleItem(low=244.6, high=247.6, open=246.85, close=246.15, color='RED') last_candle=CandleItem(low=241.5, high=246.15, open=246.15, close=242.95, color='RED') 2020-06-05 14:00:20 INFO: check need new order None 2020-06-05 14:00:20 INFO: init new order end 2020-06-05 14:00:20 INFO: 2020-06-05 14:00:20 INFO: 2020-06-05 14:00:20 INFO: 2020-06-05 14:00:20 INFO: 2020-06-05 14:02:00 INFO: 2020-06-05 14:02:00 INFO: 2020-06-05 14:02:00 INFO: 2020-06-05 14:02:00 INFO: 2020-06-05 14:02:00 INFO: clearing start 2020-06-05 14:02:00 INFO: clearing end 2020-06-05 14:02:00 INFO: 2020-06-05 14:02:00 INFO: 2020-06-05 14:02:00 INFO: 2020-06-05 14:02:00 INFO: 2020-06-05 15:00:20 INFO: 2020-06-05 15:00:20 INFO: 2020-06-05 15:00:20 INFO: 2020-06-05 15:00:20 INFO: 2020-06-05 15:00:20 INFO: init new order start 2020-06-05 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.9, 'low': 241.3, 'close': 243.05, 'trades': 3715, 'volume': 3381609, 'vwap': 242.78, 'lastSize': 1500, 'turnover': 82096556400, 'homeNotional': 32750.432090456397, 'foreignNotional': 7950990.913242293}, {'timestamp': datetime.datetime(2020, 6, 5, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.15, 'high': 246.15, 'low': 241.5, 'close': 242.95, 'trades': 5476, 'volume': 6369810, 'vwap': 243.22, 'lastSize': 35, 'turnover': 154923141895, 'homeNotional': 62019.88768780548, 'foreignNotional': 15084391.392221546}, {'timestamp': datetime.datetime(2020, 6, 5, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.85, 'high': 247.6, 'low': 244.6, 'close': 246.15, 'trades': 3520, 'volume': 3322820, 'vwap': 246.28, 'lastSize': 43, 'turnover': 81833243135, 'homeNotional': 32650.732790570622, 'foreignNotional': 8041129.700014967}] 2020-06-05 15:00:20 INFO: prepare candles [CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN'), CandleItem(low=241.5, high=246.15, open=246.15, close=242.95, color='RED'), CandleItem(low=244.6, high=247.6, open=246.85, close=246.15, color='RED')] 2020-06-05 15:00:20 INFO: last_candle=CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN') 2020-06-05 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-05 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN') 2020-06-05 15:00:20 INFO: skip by CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-05 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-05 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN') 2020-06-05 15:00:20 INFO: skip by CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-05 15:00:20 INFO: not found applicable config for candle 2020-06-05 15:00:20 INFO: check need new order None 2020-06-05 15:00:20 INFO: init new order end 2020-06-05 15:00:20 INFO: 2020-06-05 15:00:20 INFO: 2020-06-05 15:00:20 INFO: 2020-06-05 15:00:20 INFO: 2020-06-05 15:02:00 INFO: 2020-06-05 15:02:00 INFO: 2020-06-05 15:02:00 INFO: 2020-06-05 15:02:00 INFO: 2020-06-05 15:02:00 INFO: clearing start 2020-06-05 15:02:01 INFO: clearing end 2020-06-05 15:02:01 INFO: 2020-06-05 15:02:01 INFO: 2020-06-05 15:02:01 INFO: 2020-06-05 15:02:01 INFO: 2020-06-05 16:00:20 INFO: 2020-06-05 16:00:20 INFO: 2020-06-05 16:00:20 INFO: 2020-06-05 16:00:20 INFO: 2020-06-05 16:00:20 INFO: init new order start 2020-06-05 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.05, 'high': 243.3, 'low': 241.2, 'close': 242.55, 'trades': 3029, 'volume': 3631681, 'vwap': 242.43, 'lastSize': 400, 'turnover': 88042321120, 'homeNotional': 35119.39748505173, 'foreignNotional': 8513980.929121045}, {'timestamp': datetime.datetime(2020, 6, 5, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.9, 'low': 241.3, 'close': 243.05, 'trades': 3715, 'volume': 3381609, 'vwap': 242.78, 'lastSize': 1500, 'turnover': 82096556400, 'homeNotional': 32750.432090456397, 'foreignNotional': 7950990.913242293}, {'timestamp': datetime.datetime(2020, 6, 5, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.15, 'high': 246.15, 'low': 241.5, 'close': 242.95, 'trades': 5476, 'volume': 6369810, 'vwap': 243.22, 'lastSize': 35, 'turnover': 154923141895, 'homeNotional': 62019.88768780548, 'foreignNotional': 15084391.392221546}] 2020-06-05 16:00:20 INFO: prepare candles [CandleItem(low=241.2, high=243.3, open=243.05, close=242.55, color='RED'), CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN'), CandleItem(low=241.5, high=246.15, open=246.15, close=242.95, color='RED')] 2020-06-05 16:00:20 INFO: skip by colors first_candle=CandleItem(low=241.5, high=246.15, open=246.15, close=242.95, color='RED') second_candle=CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN') last_candle=CandleItem(low=241.2, high=243.3, open=243.05, close=242.55, color='RED') 2020-06-05 16:00:20 INFO: check need new order None 2020-06-05 16:00:20 INFO: init new order end 2020-06-05 16:00:20 INFO: 2020-06-05 16:00:20 INFO: 2020-06-05 16:00:20 INFO: 2020-06-05 16:00:20 INFO: 2020-06-05 16:02:00 INFO: 2020-06-05 16:02:00 INFO: 2020-06-05 16:02:00 INFO: 2020-06-05 16:02:00 INFO: 2020-06-05 16:02:00 INFO: clearing start 2020-06-05 16:02:00 INFO: clearing end 2020-06-05 16:02:00 INFO: 2020-06-05 16:02:00 INFO: 2020-06-05 16:02:00 INFO: 2020-06-05 16:02:00 INFO: 2020-06-05 17:00:20 INFO: 2020-06-05 17:00:20 INFO: 2020-06-05 17:00:20 INFO: 2020-06-05 17:00:20 INFO: 2020-06-05 17:00:20 INFO: init new order start 2020-06-05 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.55, 'high': 243.5, 'low': 241.9, 'close': 243.25, 'trades': 2309, 'volume': 2504083, 'vwap': 242.67, 'lastSize': 1, 'turnover': 60766397165, 'homeNotional': 24249.39916188814, 'foreignNotional': 5884604.2829763545}, {'timestamp': datetime.datetime(2020, 6, 5, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.05, 'high': 243.3, 'low': 241.2, 'close': 242.55, 'trades': 3029, 'volume': 3631681, 'vwap': 242.43, 'lastSize': 400, 'turnover': 88042321120, 'homeNotional': 35119.39748505173, 'foreignNotional': 8513980.929121045}, {'timestamp': datetime.datetime(2020, 6, 5, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.9, 'low': 241.3, 'close': 243.05, 'trades': 3715, 'volume': 3381609, 'vwap': 242.78, 'lastSize': 1500, 'turnover': 82096556400, 'homeNotional': 32750.432090456397, 'foreignNotional': 7950990.913242293}] 2020-06-05 17:00:20 INFO: prepare candles [CandleItem(low=241.9, high=243.5, open=242.55, close=243.25, color='GREEN'), CandleItem(low=241.2, high=243.3, open=243.05, close=242.55, color='RED'), CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN')] 2020-06-05 17:00:20 INFO: skip by colors first_candle=CandleItem(low=241.3, high=243.9, open=242.95, close=243.05, color='GREEN') second_candle=CandleItem(low=241.2, high=243.3, open=243.05, close=242.55, color='RED') last_candle=CandleItem(low=241.9, high=243.5, open=242.55, close=243.25, color='GREEN') 2020-06-05 17:00:20 INFO: check need new order None 2020-06-05 17:00:20 INFO: init new order end 2020-06-05 17:00:20 INFO: 2020-06-05 17:00:20 INFO: 2020-06-05 17:00:20 INFO: 2020-06-05 17:00:20 INFO: 2020-06-05 17:02:00 INFO: 2020-06-05 17:02:00 INFO: 2020-06-05 17:02:00 INFO: 2020-06-05 17:02:00 INFO: 2020-06-05 17:02:00 INFO: clearing start 2020-06-05 17:02:00 INFO: clearing end 2020-06-05 17:02:00 INFO: 2020-06-05 17:02:00 INFO: 2020-06-05 17:02:00 INFO: 2020-06-05 17:02:00 INFO: 2020-06-05 18:00:20 INFO: 2020-06-05 18:00:20 INFO: 2020-06-05 18:00:20 INFO: 2020-06-05 18:00:20 INFO: 2020-06-05 18:00:20 INFO: init new order start 2020-06-05 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 243.45, 'low': 241.7, 'close': 241.85, 'trades': 1922, 'volume': 2097117, 'vwap': 242.83, 'lastSize': 50, 'turnover': 50924146415, 'homeNotional': 20338.057253207277, 'foreignNotional': 4938689.01422765}, {'timestamp': datetime.datetime(2020, 6, 5, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.55, 'high': 243.5, 'low': 241.9, 'close': 243.25, 'trades': 2309, 'volume': 2504083, 'vwap': 242.67, 'lastSize': 1, 'turnover': 60766397165, 'homeNotional': 24249.39916188814, 'foreignNotional': 5884604.2829763545}, {'timestamp': datetime.datetime(2020, 6, 5, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.05, 'high': 243.3, 'low': 241.2, 'close': 242.55, 'trades': 3029, 'volume': 3631681, 'vwap': 242.43, 'lastSize': 400, 'turnover': 88042321120, 'homeNotional': 35119.39748505173, 'foreignNotional': 8513980.929121045}] 2020-06-05 18:00:21 INFO: prepare candles [CandleItem(low=241.7, high=243.45, open=243.25, close=241.85, color='RED'), CandleItem(low=241.9, high=243.5, open=242.55, close=243.25, color='GREEN'), CandleItem(low=241.2, high=243.3, open=243.05, close=242.55, color='RED')] 2020-06-05 18:00:21 INFO: skip by colors first_candle=CandleItem(low=241.2, high=243.3, open=243.05, close=242.55, color='RED') second_candle=CandleItem(low=241.9, high=243.5, open=242.55, close=243.25, color='GREEN') last_candle=CandleItem(low=241.7, high=243.45, open=243.25, close=241.85, color='RED') 2020-06-05 18:00:21 INFO: check need new order None 2020-06-05 18:00:21 INFO: init new order end 2020-06-05 18:00:21 INFO: 2020-06-05 18:00:21 INFO: 2020-06-05 18:00:21 INFO: 2020-06-05 18:00:21 INFO: 2020-06-05 18:02:00 INFO: 2020-06-05 18:02:00 INFO: 2020-06-05 18:02:00 INFO: 2020-06-05 18:02:00 INFO: 2020-06-05 18:02:00 INFO: clearing start 2020-06-05 18:02:00 INFO: clearing end 2020-06-05 18:02:00 INFO: 2020-06-05 18:02:00 INFO: 2020-06-05 18:02:00 INFO: 2020-06-05 18:02:00 INFO: 2020-06-05 19:00:20 INFO: 2020-06-05 19:00:20 INFO: 2020-06-05 19:00:20 INFO: 2020-06-05 19:00:20 INFO: 2020-06-05 19:00:20 INFO: init new order start 2020-06-05 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.05, 'low': 238.7, 'close': 241.9, 'trades': 5824, 'volume': 7456123, 'vwap': 240.45, 'lastSize': 779, 'turnover': 179275637295, 'homeNotional': 72181.31650791742, 'foreignNotional': 17355385.804706544}, {'timestamp': datetime.datetime(2020, 6, 5, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 243.45, 'low': 241.7, 'close': 241.85, 'trades': 1922, 'volume': 2097117, 'vwap': 242.83, 'lastSize': 50, 'turnover': 50924146415, 'homeNotional': 20338.057253207277, 'foreignNotional': 4938689.01422765}, {'timestamp': datetime.datetime(2020, 6, 5, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.55, 'high': 243.5, 'low': 241.9, 'close': 243.25, 'trades': 2309, 'volume': 2504083, 'vwap': 242.67, 'lastSize': 1, 'turnover': 60766397165, 'homeNotional': 24249.39916188814, 'foreignNotional': 5884604.2829763545}] 2020-06-05 19:00:20 INFO: prepare candles [CandleItem(low=238.7, high=242.05, open=241.85, close=241.9, color='GREEN'), CandleItem(low=241.7, high=243.45, open=243.25, close=241.85, color='RED'), CandleItem(low=241.9, high=243.5, open=242.55, close=243.25, color='GREEN')] 2020-06-05 19:00:20 INFO: skip by colors first_candle=CandleItem(low=241.9, high=243.5, open=242.55, close=243.25, color='GREEN') second_candle=CandleItem(low=241.7, high=243.45, open=243.25, close=241.85, color='RED') last_candle=CandleItem(low=238.7, high=242.05, open=241.85, close=241.9, color='GREEN') 2020-06-05 19:00:20 INFO: check need new order None 2020-06-05 19:00:20 INFO: init new order end 2020-06-05 19:00:20 INFO: 2020-06-05 19:00:20 INFO: 2020-06-05 19:00:20 INFO: 2020-06-05 19:00:20 INFO: 2020-06-05 19:02:00 INFO: 2020-06-05 19:02:00 INFO: 2020-06-05 19:02:00 INFO: 2020-06-05 19:02:00 INFO: 2020-06-05 19:02:00 INFO: clearing start 2020-06-05 19:02:00 INFO: clearing end 2020-06-05 19:02:00 INFO: 2020-06-05 19:02:00 INFO: 2020-06-05 19:02:00 INFO: 2020-06-05 19:02:00 INFO: 2020-06-05 20:00:20 INFO: 2020-06-05 20:00:20 INFO: 2020-06-05 20:00:20 INFO: 2020-06-05 20:00:20 INFO: 2020-06-05 20:00:20 INFO: init new order start 2020-06-05 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.9, 'high': 242.75, 'low': 241.15, 'close': 241.85, 'trades': 2599, 'volume': 2680374, 'vwap': 242.05, 'lastSize': 13, 'turnover': 64877274275, 'homeNotional': 26038.570543630307, 'foreignNotional': 6302528.195180748}, {'timestamp': datetime.datetime(2020, 6, 5, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.05, 'low': 238.7, 'close': 241.9, 'trades': 5824, 'volume': 7456123, 'vwap': 240.45, 'lastSize': 779, 'turnover': 179275637295, 'homeNotional': 72181.31650791742, 'foreignNotional': 17355385.804706544}, {'timestamp': datetime.datetime(2020, 6, 5, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 243.45, 'low': 241.7, 'close': 241.85, 'trades': 1922, 'volume': 2097117, 'vwap': 242.83, 'lastSize': 50, 'turnover': 50924146415, 'homeNotional': 20338.057253207277, 'foreignNotional': 4938689.01422765}] 2020-06-05 20:00:20 INFO: prepare candles [CandleItem(low=241.15, high=242.75, open=241.9, close=241.85, color='RED'), CandleItem(low=238.7, high=242.05, open=241.85, close=241.9, color='GREEN'), CandleItem(low=241.7, high=243.45, open=243.25, close=241.85, color='RED')] 2020-06-05 20:00:20 INFO: skip by colors first_candle=CandleItem(low=241.7, high=243.45, open=243.25, close=241.85, color='RED') second_candle=CandleItem(low=238.7, high=242.05, open=241.85, close=241.9, color='GREEN') last_candle=CandleItem(low=241.15, high=242.75, open=241.9, close=241.85, color='RED') 2020-06-05 20:00:20 INFO: check need new order None 2020-06-05 20:00:20 INFO: init new order end 2020-06-05 20:00:20 INFO: 2020-06-05 20:00:20 INFO: 2020-06-05 20:00:20 INFO: 2020-06-05 20:00:20 INFO: 2020-06-05 20:02:00 INFO: 2020-06-05 20:02:00 INFO: 2020-06-05 20:02:00 INFO: 2020-06-05 20:02:00 INFO: 2020-06-05 20:02:00 INFO: clearing start 2020-06-05 20:02:01 INFO: clearing end 2020-06-05 20:02:01 INFO: 2020-06-05 20:02:01 INFO: 2020-06-05 20:02:01 INFO: 2020-06-05 20:02:01 INFO: 2020-06-05 21:00:20 INFO: 2020-06-05 21:00:20 INFO: 2020-06-05 21:00:20 INFO: 2020-06-05 21:00:20 INFO: 2020-06-05 21:00:20 INFO: init new order start 2020-06-05 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.65, 'low': 241.65, 'close': 242.1, 'trades': 1518, 'volume': 1746772, 'vwap': 242.12, 'lastSize': 178, 'turnover': 42291843020, 'homeNotional': 17002.3887271651, 'foreignNotional': 4116524.543278514}, {'timestamp': datetime.datetime(2020, 6, 5, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.9, 'high': 242.75, 'low': 241.15, 'close': 241.85, 'trades': 2599, 'volume': 2680374, 'vwap': 242.05, 'lastSize': 13, 'turnover': 64877274275, 'homeNotional': 26038.570543630307, 'foreignNotional': 6302528.195180748}, {'timestamp': datetime.datetime(2020, 6, 5, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.05, 'low': 238.7, 'close': 241.9, 'trades': 5824, 'volume': 7456123, 'vwap': 240.45, 'lastSize': 779, 'turnover': 179275637295, 'homeNotional': 72181.31650791742, 'foreignNotional': 17355385.804706544}] 2020-06-05 21:00:21 INFO: prepare candles [CandleItem(low=241.65, high=242.65, open=241.85, close=242.1, color='GREEN'), CandleItem(low=241.15, high=242.75, open=241.9, close=241.85, color='RED'), CandleItem(low=238.7, high=242.05, open=241.85, close=241.9, color='GREEN')] 2020-06-05 21:00:21 INFO: skip by colors first_candle=CandleItem(low=238.7, high=242.05, open=241.85, close=241.9, color='GREEN') second_candle=CandleItem(low=241.15, high=242.75, open=241.9, close=241.85, color='RED') last_candle=CandleItem(low=241.65, high=242.65, open=241.85, close=242.1, color='GREEN') 2020-06-05 21:00:21 INFO: check need new order None 2020-06-05 21:00:21 INFO: init new order end 2020-06-05 21:00:21 INFO: 2020-06-05 21:00:21 INFO: 2020-06-05 21:00:21 INFO: 2020-06-05 21:00:21 INFO: 2020-06-05 21:02:00 INFO: 2020-06-05 21:02:00 INFO: 2020-06-05 21:02:00 INFO: 2020-06-05 21:02:00 INFO: 2020-06-05 21:02:00 INFO: clearing start 2020-06-05 21:02:00 INFO: clearing end 2020-06-05 21:02:00 INFO: 2020-06-05 21:02:00 INFO: 2020-06-05 21:02:00 INFO: 2020-06-05 21:02:00 INFO: 2020-06-05 22:00:20 INFO: 2020-06-05 22:00:20 INFO: 2020-06-05 22:00:20 INFO: 2020-06-05 22:00:20 INFO: 2020-06-05 22:00:20 INFO: init new order start 2020-06-05 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 243.0, 'low': 242.1, 'close': 242.5, 'trades': 1532, 'volume': 1934989, 'vwap': 242.68, 'lastSize': 45, 'turnover': 46956421905, 'homeNotional': 18839.80260968439, 'foreignNotional': 4571859.1446487885}, {'timestamp': datetime.datetime(2020, 6, 5, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.65, 'low': 241.65, 'close': 242.1, 'trades': 1518, 'volume': 1746772, 'vwap': 242.12, 'lastSize': 178, 'turnover': 42291843020, 'homeNotional': 17002.3887271651, 'foreignNotional': 4116524.543278514}, {'timestamp': datetime.datetime(2020, 6, 5, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.9, 'high': 242.75, 'low': 241.15, 'close': 241.85, 'trades': 2599, 'volume': 2680374, 'vwap': 242.05, 'lastSize': 13, 'turnover': 64877274275, 'homeNotional': 26038.570543630307, 'foreignNotional': 6302528.195180748}] 2020-06-05 22:00:20 INFO: prepare candles [CandleItem(low=242.1, high=243.0, open=242.1, close=242.5, color='GREEN'), CandleItem(low=241.65, high=242.65, open=241.85, close=242.1, color='GREEN'), CandleItem(low=241.15, high=242.75, open=241.9, close=241.85, color='RED')] 2020-06-05 22:00:20 INFO: skip by colors first_candle=CandleItem(low=241.15, high=242.75, open=241.9, close=241.85, color='RED') second_candle=CandleItem(low=241.65, high=242.65, open=241.85, close=242.1, color='GREEN') last_candle=CandleItem(low=242.1, high=243.0, open=242.1, close=242.5, color='GREEN') 2020-06-05 22:00:20 INFO: check need new order None 2020-06-05 22:00:20 INFO: init new order end 2020-06-05 22:00:20 INFO: 2020-06-05 22:00:20 INFO: 2020-06-05 22:00:20 INFO: 2020-06-05 22:00:20 INFO: 2020-06-05 22:02:00 INFO: 2020-06-05 22:02:00 INFO: 2020-06-05 22:02:00 INFO: 2020-06-05 22:02:00 INFO: 2020-06-05 22:02:00 INFO: clearing start 2020-06-05 22:02:00 INFO: clearing end 2020-06-05 22:02:00 INFO: 2020-06-05 22:02:00 INFO: 2020-06-05 22:02:00 INFO: 2020-06-05 22:02:00 INFO: 2020-06-05 23:00:20 INFO: 2020-06-05 23:00:20 INFO: 2020-06-05 23:00:20 INFO: 2020-06-05 23:00:20 INFO: 2020-06-05 23:00:20 INFO: init new order start 2020-06-05 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.5, 'high': 242.5, 'low': 241.2, 'close': 242.0, 'trades': 1590, 'volume': 1653585, 'vwap': 241.7, 'lastSize': 1, 'turnover': 39966121075, 'homeNotional': 16081.059349495732, 'foreignNotional': 3886694.5006788336}, {'timestamp': datetime.datetime(2020, 6, 5, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 243.0, 'low': 242.1, 'close': 242.5, 'trades': 1532, 'volume': 1934989, 'vwap': 242.68, 'lastSize': 45, 'turnover': 46956421905, 'homeNotional': 18839.80260968439, 'foreignNotional': 4571859.1446487885}, {'timestamp': datetime.datetime(2020, 6, 5, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.85, 'high': 242.65, 'low': 241.65, 'close': 242.1, 'trades': 1518, 'volume': 1746772, 'vwap': 242.12, 'lastSize': 178, 'turnover': 42291843020, 'homeNotional': 17002.3887271651, 'foreignNotional': 4116524.543278514}] 2020-06-05 23:00:21 INFO: prepare candles [CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED'), CandleItem(low=242.1, high=243.0, open=242.1, close=242.5, color='GREEN'), CandleItem(low=241.65, high=242.65, open=241.85, close=242.1, color='GREEN')] 2020-06-05 23:00:21 INFO: last_candle=CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED') 2020-06-05 23:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-05 23:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED') 2020-06-05 23:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.1, high=243.0, open=242.1, close=242.5, color='GREEN') 2020-06-05 23:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.65, high=242.65, open=241.85, close=242.1, color='GREEN') 2020-06-05 23:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 23:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-05 23:00:21 INFO: place order: start candle=CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-05 23:00:21 INFO: place order: side_factor=1 init_trigger_price=241.14999999999998 init_order_price=241.1 stop_price_offset=0.0 candle.size=1.3000000000000114 stop_price=242.5 take_price=233.29999999999993 2020-06-05 23:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('241.1499999999999772626324556767940521240234375') init_order_price=Decimal('241.099999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.3000000000000114 stop_price=Decimal('242.5') take_price=Decimal('233.299999999999926103555480949580669403076171875') 2020-06-05 23:00:21 INFO: place order: compute qty=-7 2020-06-05 23:00:21 INFO: place order: save order to db 4dc0655e4c2c4ff0a70c541c7fbaf4b2; response=True 2020-06-05 23:00:22 INFO: process event {'orderID': '381d9b13-db97-7c99-765e-ebbe95f2f7d4', 'clOrdID': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 241.1, 'displayQty': None, 'stopPx': 241.15, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-05T20:00:22.114Z', 'timestamp': '2020-06-05T20:00:22.114Z'} 2020-06-05 23:00:22 INFO: skip event 4dc0655e4c2c4ff0a70c541c7fbaf4b2 New 2020-06-05 23:00:22 INFO: post order to exchange resp={'orderID': '381d9b13-db97-7c99-765e-ebbe95f2f7d4', 'clOrdID': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 241.1, 'displayQty': None, 'stopPx': 241.15, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 0, 22, 114000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 0, 22, 114000, tzinfo=tzutc())} 2020-06-05 23:00:22 INFO: place new init order {'qty': -7, 'init_price': Decimal('241.1499999999999772626324556767940521240234375'), 'stop_price': Decimal('242.5'), 'take_price': Decimal('233.299999999999926103555480949580669403076171875'), 'order_uid': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'response': {'orderID': '381d9b13-db97-7c99-765e-ebbe95f2f7d4', 'clOrdID': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 241.1, 'displayQty': None, 'stopPx': 241.15, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 0, 22, 114000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 0, 22, 114000, tzinfo=tzutc())}} 2020-06-05 23:00:22 INFO: init new order end 2020-06-05 23:00:22 INFO: 2020-06-05 23:00:22 INFO: 2020-06-05 23:00:22 INFO: 2020-06-05 23:00:22 INFO: 2020-06-05 23:02:00 INFO: 2020-06-05 23:02:00 INFO: 2020-06-05 23:02:00 INFO: 2020-06-05 23:02:00 INFO: 2020-06-05 23:02:00 INFO: clearing start 2020-06-05 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '381d9b13-db97-7c99-765e-ebbe95f2f7d4', 'clOrdID': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 241.1, 'displayQty': None, 'stopPx': 241.15, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 0, 22, 114000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 0, 22, 114000, tzinfo=tzutc())} 2020-06-05 23:02:00 INFO: order time=2020-06-05 20:00:22.114000+00:00; delta from now UTC=0:01:38.189414 time_delta.total_seconds()=98.189414; time_diff_offset='3600' 2020-06-05 23:02:00 INFO: skip by time diff 2020-06-05 20:00:22.114000+00:00 2020-06-05 23:02:00 INFO: clearing end 2020-06-05 23:02:00 INFO: 2020-06-05 23:02:00 INFO: 2020-06-05 23:02:00 INFO: 2020-06-05 23:02:00 INFO: 2020-06-05 23:28:31 INFO: process event {'orderID': '381d9b13-db97-7c99-765e-ebbe95f2f7d4', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-05T20:28:31.144Z', 'clOrdID': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 23:28:31 INFO: skip event 4dc0655e4c2c4ff0a70c541c7fbaf4b2 2020-06-05 23:28:31 INFO: process event {'orderID': '381d9b13-db97-7c99-765e-ebbe95f2f7d4', 'workingIndicator': True, 'transactTime': '2020-06-05T20:28:31.144Z', 'clOrdID': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T20:28:31.144Z'} 2020-06-05 23:28:31 INFO: skip event 4dc0655e4c2c4ff0a70c541c7fbaf4b2 2020-06-05 23:28:44 INFO: process event {'orderID': '381d9b13-db97-7c99-765e-ebbe95f2f7d4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 7, 'avgPx': 241.1, 'timestamp': '2020-06-05T20:28:44.892Z', 'clOrdID': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-05 23:28:44 INFO: add new event={'uid': '4dc0655e4c2c4ff0a70c541c7fbaf4b2', 'status': 'Filled'} 2020-06-05 23:28:45 INFO: 2020-06-05 23:28:45 INFO: 2020-06-05 23:28:45 INFO: 2020-06-05 23:28:45 INFO: 2020-06-05 23:28:45 INFO: process event start 2020-06-05 23:28:45 INFO: fetch new order event 4dc0655e4c2c4ff0a70c541c7fbaf4b2 2020-06-05 23:28:45 INFO: fetch orders by event init={'stop': '242.5', 'take': '233.299999999999926103555480949580669403076171875', 'qty': '7', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-05 23:28:45 INFO: process init order filled 2020-06-05 23:28:45 INFO: save profit orders to storage stop=1e14ecc5b55b43fa84e69248e7c996fe take=f1a6529a48d94982aba977736a7252b6 2020-06-05 23:28:45 INFO: place profit orders take_price=233.299999999999926103555480949580669403076171875, stop_price=242.5, qty=7, color=RED, ticker=ETHUSD 1e14ecc5b55b43fa84e69248e7c996fe f1a6529a48d94982aba977736a7252b6 2020-06-05 23:28:45 INFO: place stop order ETHUSD: qty=7, stop_price=242.5, stop_uid=1e14ecc5b55b43fa84e69248e7c996fe 2020-06-05 23:28:45 INFO: exchange resp for stop order={'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-05 23:28:45 INFO: place limit order ETHUSD: qty=7, price=233.299999999999926103555480949580669403076171875, take_uid=f1a6529a48d94982aba977736a7252b6 2020-06-05 23:28:45 INFO: exchange resp for take profit order={'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-05 23:28:45 INFO: process event {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-05T20:28:45.266Z', 'timestamp': '2020-06-05T20:28:45.266Z'} 2020-06-05 23:28:45 INFO: place profit orders={'stop': {'response': {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())}, 'qty': Decimal('7'), 'uid': '1e14ecc5b55b43fa84e69248e7c996fe', 'price': Decimal('242.5')}, 'take': {'response': {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())}, 'qty': Decimal('7'), 'uid': 'f1a6529a48d94982aba977736a7252b6', 'price': Decimal('233.299999999999926103555480949580669403076171875')}} 2020-06-05 23:28:45 INFO: skip event 1e14ecc5b55b43fa84e69248e7c996fe New 2020-06-05 23:28:45 INFO: rm init order from db 4dc0655e4c2c4ff0a70c541c7fbaf4b2 2020-06-05 23:28:45 INFO: process event {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-05T20:28:45.309Z', 'timestamp': '2020-06-05T20:28:45.309Z'} 2020-06-05 23:28:45 INFO: end process event_processing_result='proceed init order' 2020-06-05 23:28:45 INFO: skip event f1a6529a48d94982aba977736a7252b6 New 2020-06-05 23:28:45 INFO: 2020-06-05 23:28:45 INFO: process event {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'workingIndicator': True, 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-05T20:28:45.309Z'} 2020-06-05 23:28:45 INFO: 2020-06-05 23:28:45 INFO: skip event f1a6529a48d94982aba977736a7252b6 2020-06-05 23:28:45 INFO: 2020-06-05 23:28:45 INFO: 2020-06-06 00:00:20 INFO: 2020-06-06 00:00:20 INFO: 2020-06-06 00:00:20 INFO: 2020-06-06 00:00:20 INFO: 2020-06-06 00:00:20 INFO: init new order start 2020-06-06 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.65, 'low': 240.1, 'close': 241.55, 'trades': 2294, 'volume': 2948717, 'vwap': 241.21, 'lastSize': 30000, 'turnover': 71125601610, 'homeNotional': 28624.52227304167, 'foreignNotional': 6904511.014385604}, {'timestamp': datetime.datetime(2020, 6, 5, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.5, 'high': 242.5, 'low': 241.2, 'close': 242.0, 'trades': 1590, 'volume': 1653585, 'vwap': 241.7, 'lastSize': 1, 'turnover': 39966121075, 'homeNotional': 16081.059349495732, 'foreignNotional': 3886694.5006788336}, {'timestamp': datetime.datetime(2020, 6, 5, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.1, 'high': 243.0, 'low': 242.1, 'close': 242.5, 'trades': 1532, 'volume': 1934989, 'vwap': 242.68, 'lastSize': 45, 'turnover': 46956421905, 'homeNotional': 18839.80260968439, 'foreignNotional': 4571859.1446487885}] 2020-06-06 00:00:20 INFO: prepare candles [CandleItem(low=240.1, high=242.65, open=242.0, close=241.55, color='RED'), CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED'), CandleItem(low=242.1, high=243.0, open=242.1, close=242.5, color='GREEN')] 2020-06-06 00:00:20 INFO: skip by colors first_candle=CandleItem(low=242.1, high=243.0, open=242.1, close=242.5, color='GREEN') second_candle=CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED') last_candle=CandleItem(low=240.1, high=242.65, open=242.0, close=241.55, color='RED') 2020-06-06 00:00:20 INFO: check need new order None 2020-06-06 00:00:20 INFO: init new order end 2020-06-06 00:00:20 INFO: 2020-06-06 00:00:20 INFO: 2020-06-06 00:00:20 INFO: 2020-06-06 00:00:20 INFO: 2020-06-06 00:02:00 INFO: 2020-06-06 00:02:00 INFO: 2020-06-06 00:02:00 INFO: 2020-06-06 00:02:00 INFO: 2020-06-06 00:02:00 INFO: clearing start 2020-06-06 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 00:02:00 INFO: skip by not found init order into storage 2020-06-06 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 00:02:00 INFO: skip by not found init order into storage 2020-06-06 00:02:00 INFO: clearing end 2020-06-06 00:02:00 INFO: 2020-06-06 00:02:00 INFO: 2020-06-06 00:02:00 INFO: 2020-06-06 00:02:00 INFO: 2020-06-06 01:00:20 INFO: 2020-06-06 01:00:20 INFO: 2020-06-06 01:00:20 INFO: 2020-06-06 01:00:20 INFO: 2020-06-06 01:00:20 INFO: init new order start 2020-06-06 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.55, 'high': 241.7, 'low': 240.2, 'close': 240.7, 'trades': 1941, 'volume': 2147185, 'vwap': 240.89, 'lastSize': 74, 'turnover': 51722983485, 'homeNotional': 20799.51524031918, 'foreignNotional': 5010349.695934432}, {'timestamp': datetime.datetime(2020, 6, 5, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.65, 'low': 240.1, 'close': 241.55, 'trades': 2294, 'volume': 2948717, 'vwap': 241.21, 'lastSize': 30000, 'turnover': 71125601610, 'homeNotional': 28624.52227304167, 'foreignNotional': 6904511.014385604}, {'timestamp': datetime.datetime(2020, 6, 5, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.5, 'high': 242.5, 'low': 241.2, 'close': 242.0, 'trades': 1590, 'volume': 1653585, 'vwap': 241.7, 'lastSize': 1, 'turnover': 39966121075, 'homeNotional': 16081.059349495732, 'foreignNotional': 3886694.5006788336}] 2020-06-06 01:00:21 INFO: prepare candles [CandleItem(low=240.2, high=241.7, open=241.55, close=240.7, color='RED'), CandleItem(low=240.1, high=242.65, open=242.0, close=241.55, color='RED'), CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED')] 2020-06-06 01:00:21 INFO: skip by colors first_candle=CandleItem(low=241.2, high=242.5, open=242.5, close=242.0, color='RED') second_candle=CandleItem(low=240.1, high=242.65, open=242.0, close=241.55, color='RED') last_candle=CandleItem(low=240.2, high=241.7, open=241.55, close=240.7, color='RED') 2020-06-06 01:00:21 INFO: check need new order None 2020-06-06 01:00:21 INFO: init new order end 2020-06-06 01:00:21 INFO: 2020-06-06 01:00:21 INFO: 2020-06-06 01:00:21 INFO: 2020-06-06 01:00:21 INFO: 2020-06-06 01:02:00 INFO: 2020-06-06 01:02:00 INFO: 2020-06-06 01:02:00 INFO: 2020-06-06 01:02:00 INFO: 2020-06-06 01:02:00 INFO: clearing start 2020-06-06 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 01:02:00 INFO: skip by not found init order into storage 2020-06-06 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 01:02:00 INFO: skip by not found init order into storage 2020-06-06 01:02:00 INFO: clearing end 2020-06-06 01:02:00 INFO: 2020-06-06 01:02:00 INFO: 2020-06-06 01:02:00 INFO: 2020-06-06 01:02:00 INFO: 2020-06-06 02:00:20 INFO: 2020-06-06 02:00:20 INFO: 2020-06-06 02:00:20 INFO: 2020-06-06 02:00:20 INFO: 2020-06-06 02:00:20 INFO: init new order start 2020-06-06 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 5, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.7, 'high': 241.3, 'low': 239.45, 'close': 240.95, 'trades': 2864, 'volume': 2708907, 'vwap': 240.35, 'lastSize': 318, 'turnover': 65108439375, 'homeNotional': 26162.63548043835, 'foreignNotional': 6288188.377223352}, {'timestamp': datetime.datetime(2020, 6, 5, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.55, 'high': 241.7, 'low': 240.2, 'close': 240.7, 'trades': 1941, 'volume': 2147185, 'vwap': 240.89, 'lastSize': 74, 'turnover': 51722983485, 'homeNotional': 20799.51524031918, 'foreignNotional': 5010349.695934432}, {'timestamp': datetime.datetime(2020, 6, 5, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.65, 'low': 240.1, 'close': 241.55, 'trades': 2294, 'volume': 2948717, 'vwap': 241.21, 'lastSize': 30000, 'turnover': 71125601610, 'homeNotional': 28624.52227304167, 'foreignNotional': 6904511.014385604}] 2020-06-06 02:00:20 INFO: prepare candles [CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN'), CandleItem(low=240.2, high=241.7, open=241.55, close=240.7, color='RED'), CandleItem(low=240.1, high=242.65, open=242.0, close=241.55, color='RED')] 2020-06-06 02:00:20 INFO: last_candle=CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN') 2020-06-06 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN') 2020-06-06 02:00:20 INFO: skip by CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN') 2020-06-06 02:00:20 INFO: skip by CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 02:00:20 INFO: not found applicable config for candle 2020-06-06 02:00:20 INFO: check need new order None 2020-06-06 02:00:20 INFO: init new order end 2020-06-06 02:00:20 INFO: 2020-06-06 02:00:20 INFO: 2020-06-06 02:00:20 INFO: 2020-06-06 02:00:20 INFO: 2020-06-06 02:02:00 INFO: 2020-06-06 02:02:00 INFO: 2020-06-06 02:02:00 INFO: 2020-06-06 02:02:00 INFO: 2020-06-06 02:02:00 INFO: clearing start 2020-06-06 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 02:02:00 INFO: skip by not found init order into storage 2020-06-06 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 02:02:00 INFO: skip by not found init order into storage 2020-06-06 02:02:00 INFO: clearing end 2020-06-06 02:02:00 INFO: 2020-06-06 02:02:00 INFO: 2020-06-06 02:02:00 INFO: 2020-06-06 02:02:00 INFO: 2020-06-06 03:00:20 INFO: 2020-06-06 03:00:20 INFO: 2020-06-06 03:00:20 INFO: 2020-06-06 03:00:20 INFO: 2020-06-06 03:00:20 INFO: init new order start 2020-06-06 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.2, 'low': 239.45, 'close': 240.05, 'trades': 2000, 'volume': 1547807, 'vwap': 240.32, 'lastSize': 2536, 'turnover': 37196295745, 'homeNotional': 14939.666840164597, 'foreignNotional': 3590247.0486382735}, {'timestamp': datetime.datetime(2020, 6, 5, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.7, 'high': 241.3, 'low': 239.45, 'close': 240.95, 'trades': 2864, 'volume': 2708907, 'vwap': 240.35, 'lastSize': 318, 'turnover': 65108439375, 'homeNotional': 26162.63548043835, 'foreignNotional': 6288188.377223352}, {'timestamp': datetime.datetime(2020, 6, 5, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.55, 'high': 241.7, 'low': 240.2, 'close': 240.7, 'trades': 1941, 'volume': 2147185, 'vwap': 240.89, 'lastSize': 74, 'turnover': 51722983485, 'homeNotional': 20799.51524031918, 'foreignNotional': 5010349.695934432}] 2020-06-06 03:00:20 INFO: prepare candles [CandleItem(low=239.45, high=241.2, open=240.95, close=240.05, color='RED'), CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN'), CandleItem(low=240.2, high=241.7, open=241.55, close=240.7, color='RED')] 2020-06-06 03:00:20 INFO: skip by colors first_candle=CandleItem(low=240.2, high=241.7, open=241.55, close=240.7, color='RED') second_candle=CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN') last_candle=CandleItem(low=239.45, high=241.2, open=240.95, close=240.05, color='RED') 2020-06-06 03:00:20 INFO: check need new order None 2020-06-06 03:00:20 INFO: init new order end 2020-06-06 03:00:20 INFO: 2020-06-06 03:00:20 INFO: 2020-06-06 03:00:20 INFO: 2020-06-06 03:00:20 INFO: 2020-06-06 03:02:00 INFO: 2020-06-06 03:02:00 INFO: 2020-06-06 03:02:00 INFO: 2020-06-06 03:02:00 INFO: 2020-06-06 03:02:00 INFO: clearing start 2020-06-06 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 03:02:01 INFO: skip by not found init order into storage 2020-06-06 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 03:02:01 INFO: skip by not found init order into storage 2020-06-06 03:02:01 INFO: clearing end 2020-06-06 03:02:01 INFO: 2020-06-06 03:02:01 INFO: 2020-06-06 03:02:01 INFO: 2020-06-06 03:02:01 INFO: 2020-06-06 04:00:20 INFO: 2020-06-06 04:00:20 INFO: 2020-06-06 04:00:20 INFO: 2020-06-06 04:00:20 INFO: 2020-06-06 04:00:20 INFO: init new order start 2020-06-06 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.05, 'high': 241.75, 'low': 237.75, 'close': 241.25, 'trades': 6031, 'volume': 6336927, 'vwap': 239.27, 'lastSize': 100, 'turnover': 151621903355, 'homeNotional': 60681.93888161542, 'foreignNotional': 14519239.13592756}, {'timestamp': datetime.datetime(2020, 6, 6, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.2, 'low': 239.45, 'close': 240.05, 'trades': 2000, 'volume': 1547807, 'vwap': 240.32, 'lastSize': 2536, 'turnover': 37196295745, 'homeNotional': 14939.666840164597, 'foreignNotional': 3590247.0486382735}, {'timestamp': datetime.datetime(2020, 6, 5, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.7, 'high': 241.3, 'low': 239.45, 'close': 240.95, 'trades': 2864, 'volume': 2708907, 'vwap': 240.35, 'lastSize': 318, 'turnover': 65108439375, 'homeNotional': 26162.63548043835, 'foreignNotional': 6288188.377223352}] 2020-06-06 04:00:20 INFO: prepare candles [CandleItem(low=237.75, high=241.75, open=240.05, close=241.25, color='GREEN'), CandleItem(low=239.45, high=241.2, open=240.95, close=240.05, color='RED'), CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN')] 2020-06-06 04:00:20 INFO: skip by colors first_candle=CandleItem(low=239.45, high=241.3, open=240.7, close=240.95, color='GREEN') second_candle=CandleItem(low=239.45, high=241.2, open=240.95, close=240.05, color='RED') last_candle=CandleItem(low=237.75, high=241.75, open=240.05, close=241.25, color='GREEN') 2020-06-06 04:00:20 INFO: check need new order None 2020-06-06 04:00:20 INFO: init new order end 2020-06-06 04:00:20 INFO: 2020-06-06 04:00:20 INFO: 2020-06-06 04:00:20 INFO: 2020-06-06 04:00:20 INFO: 2020-06-06 04:02:00 INFO: 2020-06-06 04:02:00 INFO: 2020-06-06 04:02:00 INFO: 2020-06-06 04:02:00 INFO: 2020-06-06 04:02:00 INFO: clearing start 2020-06-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 04:02:00 INFO: skip by not found init order into storage 2020-06-06 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 04:02:00 INFO: skip by not found init order into storage 2020-06-06 04:02:00 INFO: clearing end 2020-06-06 04:02:00 INFO: 2020-06-06 04:02:00 INFO: 2020-06-06 04:02:00 INFO: 2020-06-06 04:02:00 INFO: 2020-06-06 05:00:20 INFO: 2020-06-06 05:00:20 INFO: 2020-06-06 05:00:20 INFO: 2020-06-06 05:00:20 INFO: 2020-06-06 05:00:20 INFO: init new order start 2020-06-06 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.25, 'high': 241.2, 'low': 239.35, 'close': 239.35, 'trades': 2124, 'volume': 1494881, 'vwap': 240.37, 'lastSize': 230, 'turnover': 35932014890, 'homeNotional': 14329.231196482804, 'foreignNotional': 3444280.4309225897}, {'timestamp': datetime.datetime(2020, 6, 6, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.05, 'high': 241.75, 'low': 237.75, 'close': 241.25, 'trades': 6031, 'volume': 6336927, 'vwap': 239.27, 'lastSize': 100, 'turnover': 151621903355, 'homeNotional': 60681.93888161542, 'foreignNotional': 14519239.13592756}, {'timestamp': datetime.datetime(2020, 6, 6, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.2, 'low': 239.45, 'close': 240.05, 'trades': 2000, 'volume': 1547807, 'vwap': 240.32, 'lastSize': 2536, 'turnover': 37196295745, 'homeNotional': 14939.666840164597, 'foreignNotional': 3590247.0486382735}] 2020-06-06 05:00:20 INFO: prepare candles [CandleItem(low=239.35, high=241.2, open=241.25, close=239.35, color='RED'), CandleItem(low=237.75, high=241.75, open=240.05, close=241.25, color='GREEN'), CandleItem(low=239.45, high=241.2, open=240.95, close=240.05, color='RED')] 2020-06-06 05:00:20 INFO: skip by colors first_candle=CandleItem(low=239.45, high=241.2, open=240.95, close=240.05, color='RED') second_candle=CandleItem(low=237.75, high=241.75, open=240.05, close=241.25, color='GREEN') last_candle=CandleItem(low=239.35, high=241.2, open=241.25, close=239.35, color='RED') 2020-06-06 05:00:20 INFO: check need new order None 2020-06-06 05:00:20 INFO: init new order end 2020-06-06 05:00:20 INFO: 2020-06-06 05:00:20 INFO: 2020-06-06 05:00:20 INFO: 2020-06-06 05:00:20 INFO: 2020-06-06 05:02:00 INFO: 2020-06-06 05:02:00 INFO: 2020-06-06 05:02:00 INFO: 2020-06-06 05:02:00 INFO: 2020-06-06 05:02:00 INFO: clearing start 2020-06-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 05:02:00 INFO: skip by not found init order into storage 2020-06-06 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 05:02:00 INFO: skip by not found init order into storage 2020-06-06 05:02:00 INFO: clearing end 2020-06-06 05:02:00 INFO: 2020-06-06 05:02:00 INFO: 2020-06-06 05:02:00 INFO: 2020-06-06 05:02:00 INFO: 2020-06-06 06:00:20 INFO: 2020-06-06 06:00:20 INFO: 2020-06-06 06:00:20 INFO: 2020-06-06 06:00:20 INFO: 2020-06-06 06:00:20 INFO: init new order start 2020-06-06 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.35, 'high': 240.25, 'low': 238.75, 'close': 239.9, 'trades': 2201, 'volume': 2289487, 'vwap': 239.46, 'lastSize': 25, 'turnover': 54822854320, 'homeNotional': 21919.59184059492, 'foreignNotional': 5248756.986956161}, {'timestamp': datetime.datetime(2020, 6, 6, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.25, 'high': 241.2, 'low': 239.35, 'close': 239.35, 'trades': 2124, 'volume': 1494881, 'vwap': 240.37, 'lastSize': 230, 'turnover': 35932014890, 'homeNotional': 14329.231196482804, 'foreignNotional': 3444280.4309225897}, {'timestamp': datetime.datetime(2020, 6, 6, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.05, 'high': 241.75, 'low': 237.75, 'close': 241.25, 'trades': 6031, 'volume': 6336927, 'vwap': 239.27, 'lastSize': 100, 'turnover': 151621903355, 'homeNotional': 60681.93888161542, 'foreignNotional': 14519239.13592756}] 2020-06-06 06:00:21 INFO: prepare candles [CandleItem(low=238.75, high=240.25, open=239.35, close=239.9, color='GREEN'), CandleItem(low=239.35, high=241.2, open=241.25, close=239.35, color='RED'), CandleItem(low=237.75, high=241.75, open=240.05, close=241.25, color='GREEN')] 2020-06-06 06:00:21 INFO: skip by colors first_candle=CandleItem(low=237.75, high=241.75, open=240.05, close=241.25, color='GREEN') second_candle=CandleItem(low=239.35, high=241.2, open=241.25, close=239.35, color='RED') last_candle=CandleItem(low=238.75, high=240.25, open=239.35, close=239.9, color='GREEN') 2020-06-06 06:00:21 INFO: check need new order None 2020-06-06 06:00:21 INFO: init new order end 2020-06-06 06:00:21 INFO: 2020-06-06 06:00:21 INFO: 2020-06-06 06:00:21 INFO: 2020-06-06 06:00:21 INFO: 2020-06-06 06:02:00 INFO: 2020-06-06 06:02:00 INFO: 2020-06-06 06:02:00 INFO: 2020-06-06 06:02:00 INFO: 2020-06-06 06:02:00 INFO: clearing start 2020-06-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 06:02:00 INFO: skip by not found init order into storage 2020-06-06 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 06:02:00 INFO: skip by not found init order into storage 2020-06-06 06:02:00 INFO: clearing end 2020-06-06 06:02:00 INFO: 2020-06-06 06:02:00 INFO: 2020-06-06 06:02:00 INFO: 2020-06-06 06:02:00 INFO: 2020-06-06 07:00:20 INFO: 2020-06-06 07:00:20 INFO: 2020-06-06 07:00:20 INFO: 2020-06-06 07:00:20 INFO: 2020-06-06 07:00:20 INFO: init new order start 2020-06-06 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.9, 'high': 240.55, 'low': 238.65, 'close': 240.35, 'trades': 1793, 'volume': 1396717, 'vwap': 239.78, 'lastSize': 1, 'turnover': 33490358695, 'homeNotional': 13411.03162489085, 'foreignNotional': 3215694.0707597835}, {'timestamp': datetime.datetime(2020, 6, 6, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.35, 'high': 240.25, 'low': 238.75, 'close': 239.9, 'trades': 2201, 'volume': 2289487, 'vwap': 239.46, 'lastSize': 25, 'turnover': 54822854320, 'homeNotional': 21919.59184059492, 'foreignNotional': 5248756.986956161}, {'timestamp': datetime.datetime(2020, 6, 6, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.25, 'high': 241.2, 'low': 239.35, 'close': 239.35, 'trades': 2124, 'volume': 1494881, 'vwap': 240.37, 'lastSize': 230, 'turnover': 35932014890, 'homeNotional': 14329.231196482804, 'foreignNotional': 3444280.4309225897}] 2020-06-06 07:00:20 INFO: prepare candles [CandleItem(low=238.65, high=240.55, open=239.9, close=240.35, color='GREEN'), CandleItem(low=238.75, high=240.25, open=239.35, close=239.9, color='GREEN'), CandleItem(low=239.35, high=241.2, open=241.25, close=239.35, color='RED')] 2020-06-06 07:00:20 INFO: skip by colors first_candle=CandleItem(low=239.35, high=241.2, open=241.25, close=239.35, color='RED') second_candle=CandleItem(low=238.75, high=240.25, open=239.35, close=239.9, color='GREEN') last_candle=CandleItem(low=238.65, high=240.55, open=239.9, close=240.35, color='GREEN') 2020-06-06 07:00:20 INFO: check need new order None 2020-06-06 07:00:20 INFO: init new order end 2020-06-06 07:00:20 INFO: 2020-06-06 07:00:20 INFO: 2020-06-06 07:00:20 INFO: 2020-06-06 07:00:20 INFO: 2020-06-06 07:02:00 INFO: 2020-06-06 07:02:00 INFO: 2020-06-06 07:02:00 INFO: 2020-06-06 07:02:00 INFO: 2020-06-06 07:02:00 INFO: clearing start 2020-06-06 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 07:02:00 INFO: skip by not found init order into storage 2020-06-06 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 07:02:00 INFO: skip by not found init order into storage 2020-06-06 07:02:00 INFO: clearing end 2020-06-06 07:02:00 INFO: 2020-06-06 07:02:00 INFO: 2020-06-06 07:02:00 INFO: 2020-06-06 07:02:00 INFO: 2020-06-06 08:00:20 INFO: 2020-06-06 08:00:20 INFO: 2020-06-06 08:00:20 INFO: 2020-06-06 08:00:20 INFO: 2020-06-06 08:00:20 INFO: init new order start 2020-06-06 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 240.45, 'low': 239.3, 'close': 239.55, 'trades': 1173, 'volume': 2065679, 'vwap': 239.75, 'lastSize': 1, 'turnover': 49523376745, 'homeNotional': 19858.235335468216, 'foreignNotional': 4760893.83530324}, {'timestamp': datetime.datetime(2020, 6, 6, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.9, 'high': 240.55, 'low': 238.65, 'close': 240.35, 'trades': 1793, 'volume': 1396717, 'vwap': 239.78, 'lastSize': 1, 'turnover': 33490358695, 'homeNotional': 13411.03162489085, 'foreignNotional': 3215694.0707597835}, {'timestamp': datetime.datetime(2020, 6, 6, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.35, 'high': 240.25, 'low': 238.75, 'close': 239.9, 'trades': 2201, 'volume': 2289487, 'vwap': 239.46, 'lastSize': 25, 'turnover': 54822854320, 'homeNotional': 21919.59184059492, 'foreignNotional': 5248756.986956161}] 2020-06-06 08:00:20 INFO: prepare candles [CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED'), CandleItem(low=238.65, high=240.55, open=239.9, close=240.35, color='GREEN'), CandleItem(low=238.75, high=240.25, open=239.35, close=239.9, color='GREEN')] 2020-06-06 08:00:20 INFO: last_candle=CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED') 2020-06-06 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED') 2020-06-06 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.65, high=240.55, open=239.9, close=240.35, color='GREEN') 2020-06-06 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=238.75, high=240.25, open=239.35, close=239.9, color='GREEN') 2020-06-06 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-06 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-06 08:00:20 INFO: place order: start candle=CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-06 08:00:20 INFO: place order: side_factor=1 init_trigger_price=239.25 init_order_price=239.20000000000002 stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=240.45 take_price=232.30000000000015 2020-06-06 08:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('239.25') init_order_price=Decimal('239.200000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=Decimal('240.44999999999998863131622783839702606201171875') take_price=Decimal('232.300000000000153477230924181640148162841796875') 2020-06-06 08:00:20 INFO: place order: compute qty=-8 2020-06-06 08:00:21 INFO: place order: save order to db 906cfea4994e4d8c92b644ab3a14f57d; response=True 2020-06-06 08:00:21 INFO: process event {'orderID': '09d1802a-36cc-e1a8-49ce-42ece6a45566', 'clOrdID': '906cfea4994e4d8c92b644ab3a14f57d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 239.2, 'displayQty': None, 'stopPx': 239.25, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-06T05:00:21.829Z', 'timestamp': '2020-06-06T05:00:21.829Z'} 2020-06-06 08:00:21 INFO: post order to exchange resp={'orderID': '09d1802a-36cc-e1a8-49ce-42ece6a45566', 'clOrdID': '906cfea4994e4d8c92b644ab3a14f57d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 239.2, 'displayQty': None, 'stopPx': 239.25, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 0, 21, 829000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 0, 21, 829000, tzinfo=tzutc())} 2020-06-06 08:00:21 INFO: skip event 906cfea4994e4d8c92b644ab3a14f57d New 2020-06-06 08:00:21 INFO: place new init order {'qty': -8, 'init_price': Decimal('239.25'), 'stop_price': Decimal('240.44999999999998863131622783839702606201171875'), 'take_price': Decimal('232.300000000000153477230924181640148162841796875'), 'order_uid': '906cfea4994e4d8c92b644ab3a14f57d', 'response': {'orderID': '09d1802a-36cc-e1a8-49ce-42ece6a45566', 'clOrdID': '906cfea4994e4d8c92b644ab3a14f57d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 239.2, 'displayQty': None, 'stopPx': 239.25, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 0, 21, 829000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 0, 21, 829000, tzinfo=tzutc())}} 2020-06-06 08:00:21 INFO: init new order end 2020-06-06 08:00:21 INFO: 2020-06-06 08:00:21 INFO: 2020-06-06 08:00:21 INFO: 2020-06-06 08:00:21 INFO: 2020-06-06 08:01:17 INFO: process event {'orderID': '09d1802a-36cc-e1a8-49ce-42ece6a45566', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-06T05:01:17.119Z', 'clOrdID': '906cfea4994e4d8c92b644ab3a14f57d', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 08:01:17 INFO: skip event 906cfea4994e4d8c92b644ab3a14f57d 2020-06-06 08:01:17 INFO: process event {'orderID': '09d1802a-36cc-e1a8-49ce-42ece6a45566', 'workingIndicator': True, 'transactTime': '2020-06-06T05:01:17.119Z', 'clOrdID': '906cfea4994e4d8c92b644ab3a14f57d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-06T05:01:17.119Z'} 2020-06-06 08:01:17 INFO: skip event 906cfea4994e4d8c92b644ab3a14f57d 2020-06-06 08:01:18 INFO: process event {'orderID': '09d1802a-36cc-e1a8-49ce-42ece6a45566', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 239.2, 'timestamp': '2020-06-06T05:01:18.160Z', 'clOrdID': '906cfea4994e4d8c92b644ab3a14f57d', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 08:01:18 INFO: add new event={'uid': '906cfea4994e4d8c92b644ab3a14f57d', 'status': 'Filled'} 2020-06-06 08:01:18 INFO: 2020-06-06 08:01:18 INFO: 2020-06-06 08:01:18 INFO: 2020-06-06 08:01:18 INFO: 2020-06-06 08:01:18 INFO: process event start 2020-06-06 08:01:18 INFO: fetch new order event 906cfea4994e4d8c92b644ab3a14f57d 2020-06-06 08:01:18 INFO: fetch orders by event init={'stop': '240.44999999999998863131622783839702606201171875', 'take': '232.300000000000153477230924181640148162841796875', 'qty': '8', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-06 08:01:18 INFO: process init order filled 2020-06-06 08:01:18 INFO: save profit orders to storage stop=347f00dead114fa2b184956d230df6a0 take=52caed3438da4aff999c257599685326 2020-06-06 08:01:18 INFO: place profit orders take_price=232.300000000000153477230924181640148162841796875, stop_price=240.44999999999998863131622783839702606201171875, qty=8, color=RED, ticker=ETHUSD 347f00dead114fa2b184956d230df6a0 52caed3438da4aff999c257599685326 2020-06-06 08:01:18 INFO: place stop order ETHUSD: qty=8, stop_price=240.44999999999998863131622783839702606201171875, stop_uid=347f00dead114fa2b184956d230df6a0 2020-06-06 08:01:18 INFO: process event {'orderID': '54dbb376-68c8-e7e3-bd4c-b4ac1be06396', 'clOrdID': '347f00dead114fa2b184956d230df6a0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 240.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-06T05:01:18.967Z', 'timestamp': '2020-06-06T05:01:18.967Z'} 2020-06-06 08:01:18 INFO: skip event 347f00dead114fa2b184956d230df6a0 New 2020-06-06 08:01:18 INFO: exchange resp for stop order={'orderID': '54dbb376-68c8-e7e3-bd4c-b4ac1be06396', 'clOrdID': '347f00dead114fa2b184956d230df6a0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 240.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 1, 18, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 1, 18, 967000, tzinfo=tzutc())} 2020-06-06 08:01:18 INFO: place limit order ETHUSD: qty=8, price=232.300000000000153477230924181640148162841796875, take_uid=52caed3438da4aff999c257599685326 2020-06-06 08:01:19 INFO: process event {'orderID': '83905aff-0e3c-6db1-11c0-c0a5cebbd65f', 'clOrdID': '52caed3438da4aff999c257599685326', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.3, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-06T05:01:19.006Z', 'timestamp': '2020-06-06T05:01:19.006Z'} 2020-06-06 08:01:19 INFO: skip event 52caed3438da4aff999c257599685326 New 2020-06-06 08:01:19 INFO: process event {'orderID': '83905aff-0e3c-6db1-11c0-c0a5cebbd65f', 'workingIndicator': True, 'clOrdID': '52caed3438da4aff999c257599685326', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-06T05:01:19.006Z'} 2020-06-06 08:01:19 INFO: skip event 52caed3438da4aff999c257599685326 2020-06-06 08:01:19 INFO: exchange resp for take profit order={'orderID': '83905aff-0e3c-6db1-11c0-c0a5cebbd65f', 'clOrdID': '52caed3438da4aff999c257599685326', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.3, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 1, 19, 6000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 1, 19, 6000, tzinfo=tzutc())} 2020-06-06 08:01:19 INFO: place profit orders={'stop': {'response': {'orderID': '54dbb376-68c8-e7e3-bd4c-b4ac1be06396', 'clOrdID': '347f00dead114fa2b184956d230df6a0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 240.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 1, 18, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 1, 18, 967000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': '347f00dead114fa2b184956d230df6a0', 'price': Decimal('240.44999999999998863131622783839702606201171875')}, 'take': {'response': {'orderID': '83905aff-0e3c-6db1-11c0-c0a5cebbd65f', 'clOrdID': '52caed3438da4aff999c257599685326', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.3, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 1, 19, 6000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 1, 19, 6000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': '52caed3438da4aff999c257599685326', 'price': Decimal('232.300000000000153477230924181640148162841796875')}} 2020-06-06 08:01:19 INFO: rm init order from db 906cfea4994e4d8c92b644ab3a14f57d 2020-06-06 08:01:19 INFO: end process event_processing_result='proceed init order' 2020-06-06 08:01:19 INFO: 2020-06-06 08:01:19 INFO: 2020-06-06 08:01:19 INFO: 2020-06-06 08:01:19 INFO: 2020-06-06 08:02:00 INFO: 2020-06-06 08:02:00 INFO: 2020-06-06 08:02:00 INFO: 2020-06-06 08:02:00 INFO: 2020-06-06 08:02:00 INFO: clearing start 2020-06-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 08:02:00 INFO: skip by not found init order into storage 2020-06-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 08:02:00 INFO: skip by not found init order into storage 2020-06-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '54dbb376-68c8-e7e3-bd4c-b4ac1be06396', 'clOrdID': '347f00dead114fa2b184956d230df6a0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 240.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 1, 18, 967000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 1, 18, 967000, tzinfo=tzutc())} 2020-06-06 08:02:00 INFO: skip by not found init order into storage 2020-06-06 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '83905aff-0e3c-6db1-11c0-c0a5cebbd65f', 'clOrdID': '52caed3438da4aff999c257599685326', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.3, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 1, 19, 6000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 1, 19, 6000, tzinfo=tzutc())} 2020-06-06 08:02:00 INFO: skip by not found init order into storage 2020-06-06 08:02:00 INFO: clearing end 2020-06-06 08:02:00 INFO: 2020-06-06 08:02:00 INFO: 2020-06-06 08:02:00 INFO: 2020-06-06 08:02:00 INFO: 2020-06-06 08:37:14 INFO: process event {'orderID': '54dbb376-68c8-e7e3-bd4c-b4ac1be06396', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-06T05:37:14.842Z', 'clOrdID': '347f00dead114fa2b184956d230df6a0', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 08:37:14 INFO: skip event 347f00dead114fa2b184956d230df6a0 2020-06-06 08:37:14 INFO: process event {'orderID': '54dbb376-68c8-e7e3-bd4c-b4ac1be06396', 'price': 240.45, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 240.45, 'transactTime': '2020-06-06T05:37:14.842Z', 'clOrdID': '347f00dead114fa2b184956d230df6a0', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-06T05:37:14.842Z'} 2020-06-06 08:37:14 INFO: add new event={'uid': '347f00dead114fa2b184956d230df6a0', 'status': 'Filled'} 2020-06-06 08:37:15 INFO: 2020-06-06 08:37:15 INFO: 2020-06-06 08:37:15 INFO: 2020-06-06 08:37:15 INFO: 2020-06-06 08:37:15 INFO: process event start 2020-06-06 08:37:15 INFO: fetch new order event 347f00dead114fa2b184956d230df6a0 2020-06-06 08:37:15 INFO: fetch orders by event init=None profit_pair=52caed3438da4aff999c257599685326 2020-06-06 08:37:15 INFO: process profit order filled 2020-06-06 08:37:15 INFO: process event {'orderID': '83905aff-0e3c-6db1-11c0-c0a5cebbd65f', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-06T05:37:15.755Z', 'clOrdID': '52caed3438da4aff999c257599685326', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 08:37:15 INFO: skip event 52caed3438da4aff999c257599685326 Canceled 2020-06-06 08:37:15 INFO: cancel order=52caed3438da4aff999c257599685326 [{'orderID': '83905aff-0e3c-6db1-11c0-c0a5cebbd65f', 'clOrdID': '52caed3438da4aff999c257599685326', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 5, 1, 19, 6000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 5, 37, 15, 755000, tzinfo=tzutc())}] 2020-06-06 08:37:15 INFO: end process event_processing_result='proceed profit order' 2020-06-06 08:37:15 INFO: 2020-06-06 08:37:15 INFO: 2020-06-06 08:37:15 INFO: 2020-06-06 08:37:15 INFO: 2020-06-06 09:00:20 INFO: 2020-06-06 09:00:20 INFO: 2020-06-06 09:00:20 INFO: 2020-06-06 09:00:20 INFO: 2020-06-06 09:00:20 INFO: init new order start 2020-06-06 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.65, 'low': 239.15, 'close': 240.35, 'trades': 1330, 'volume': 1018630, 'vwap': 240.1, 'lastSize': 1, 'turnover': 24456451350, 'homeNotional': 9786.94601329546, 'foreignNotional': 2349766.0040993425}, {'timestamp': datetime.datetime(2020, 6, 6, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 240.45, 'low': 239.3, 'close': 239.55, 'trades': 1173, 'volume': 2065679, 'vwap': 239.75, 'lastSize': 1, 'turnover': 49523376745, 'homeNotional': 19858.235335468216, 'foreignNotional': 4760893.83530324}, {'timestamp': datetime.datetime(2020, 6, 6, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.9, 'high': 240.55, 'low': 238.65, 'close': 240.35, 'trades': 1793, 'volume': 1396717, 'vwap': 239.78, 'lastSize': 1, 'turnover': 33490358695, 'homeNotional': 13411.03162489085, 'foreignNotional': 3215694.0707597835}] 2020-06-06 09:00:20 INFO: prepare candles [CandleItem(low=239.15, high=240.65, open=239.55, close=240.35, color='GREEN'), CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED'), CandleItem(low=238.65, high=240.55, open=239.9, close=240.35, color='GREEN')] 2020-06-06 09:00:20 INFO: skip by colors first_candle=CandleItem(low=238.65, high=240.55, open=239.9, close=240.35, color='GREEN') second_candle=CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED') last_candle=CandleItem(low=239.15, high=240.65, open=239.55, close=240.35, color='GREEN') 2020-06-06 09:00:20 INFO: check need new order None 2020-06-06 09:00:20 INFO: init new order end 2020-06-06 09:00:20 INFO: 2020-06-06 09:00:20 INFO: 2020-06-06 09:00:20 INFO: 2020-06-06 09:00:20 INFO: 2020-06-06 09:02:00 INFO: 2020-06-06 09:02:00 INFO: 2020-06-06 09:02:00 INFO: 2020-06-06 09:02:00 INFO: 2020-06-06 09:02:00 INFO: clearing start 2020-06-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 09:02:00 INFO: skip by not found init order into storage 2020-06-06 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 09:02:00 INFO: skip by not found init order into storage 2020-06-06 09:02:00 INFO: clearing end 2020-06-06 09:02:00 INFO: 2020-06-06 09:02:00 INFO: 2020-06-06 09:02:00 INFO: 2020-06-06 09:02:00 INFO: 2020-06-06 10:00:20 INFO: 2020-06-06 10:00:20 INFO: 2020-06-06 10:00:20 INFO: 2020-06-06 10:00:20 INFO: 2020-06-06 10:00:20 INFO: init new order start 2020-06-06 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 241.35, 'low': 240.25, 'close': 240.65, 'trades': 1615, 'volume': 1556686, 'vwap': 240.88, 'lastSize': 100, 'turnover': 37496885045, 'homeNotional': 14972.291089530992, 'foreignNotional': 3606474.215112969}, {'timestamp': datetime.datetime(2020, 6, 6, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.65, 'low': 239.15, 'close': 240.35, 'trades': 1330, 'volume': 1018630, 'vwap': 240.1, 'lastSize': 1, 'turnover': 24456451350, 'homeNotional': 9786.94601329546, 'foreignNotional': 2349766.0040993425}, {'timestamp': datetime.datetime(2020, 6, 6, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 240.45, 'low': 239.3, 'close': 239.55, 'trades': 1173, 'volume': 2065679, 'vwap': 239.75, 'lastSize': 1, 'turnover': 49523376745, 'homeNotional': 19858.235335468216, 'foreignNotional': 4760893.83530324}] 2020-06-06 10:00:20 INFO: prepare candles [CandleItem(low=240.25, high=241.35, open=240.35, close=240.65, color='GREEN'), CandleItem(low=239.15, high=240.65, open=239.55, close=240.35, color='GREEN'), CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED')] 2020-06-06 10:00:20 INFO: skip by colors first_candle=CandleItem(low=239.3, high=240.45, open=240.35, close=239.55, color='RED') second_candle=CandleItem(low=239.15, high=240.65, open=239.55, close=240.35, color='GREEN') last_candle=CandleItem(low=240.25, high=241.35, open=240.35, close=240.65, color='GREEN') 2020-06-06 10:00:20 INFO: check need new order None 2020-06-06 10:00:20 INFO: init new order end 2020-06-06 10:00:20 INFO: 2020-06-06 10:00:20 INFO: 2020-06-06 10:00:20 INFO: 2020-06-06 10:00:20 INFO: 2020-06-06 10:02:00 INFO: 2020-06-06 10:02:00 INFO: 2020-06-06 10:02:00 INFO: 2020-06-06 10:02:00 INFO: 2020-06-06 10:02:00 INFO: clearing start 2020-06-06 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 10:02:00 INFO: skip by not found init order into storage 2020-06-06 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 10:02:00 INFO: skip by not found init order into storage 2020-06-06 10:02:00 INFO: clearing end 2020-06-06 10:02:00 INFO: 2020-06-06 10:02:00 INFO: 2020-06-06 10:02:00 INFO: 2020-06-06 10:02:00 INFO: 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:20 INFO: init new order start 2020-06-06 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.65, 'high': 241.4, 'low': 240.2, 'close': 240.25, 'trades': 1634, 'volume': 1501510, 'vwap': 240.79, 'lastSize': 500, 'turnover': 36154567165, 'homeNotional': 14434.071044617434, 'foreignNotional': 3475554.7226723325}, {'timestamp': datetime.datetime(2020, 6, 6, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 241.35, 'low': 240.25, 'close': 240.65, 'trades': 1615, 'volume': 1556686, 'vwap': 240.88, 'lastSize': 100, 'turnover': 37496885045, 'homeNotional': 14972.291089530992, 'foreignNotional': 3606474.215112969}, {'timestamp': datetime.datetime(2020, 6, 6, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 240.65, 'low': 239.15, 'close': 240.35, 'trades': 1330, 'volume': 1018630, 'vwap': 240.1, 'lastSize': 1, 'turnover': 24456451350, 'homeNotional': 9786.94601329546, 'foreignNotional': 2349766.0040993425}] 2020-06-06 11:00:20 INFO: prepare candles [CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED'), CandleItem(low=240.25, high=241.35, open=240.35, close=240.65, color='GREEN'), CandleItem(low=239.15, high=240.65, open=239.55, close=240.35, color='GREEN')] 2020-06-06 11:00:20 INFO: last_candle=CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED') 2020-06-06 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED') 2020-06-06 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.25, high=241.35, open=240.35, close=240.65, color='GREEN') 2020-06-06 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=239.15, high=240.65, open=239.55, close=240.35, color='GREEN') 2020-06-06 11:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-06 11:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-06 11:00:20 INFO: place order: start candle=CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-06 11:00:20 INFO: place order: side_factor=1 init_trigger_price=240.14999999999998 init_order_price=240.1 stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=241.4 take_price=232.8999999999999 2020-06-06 11:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('240.1499999999999772626324556767940521240234375') init_order_price=Decimal('240.099999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=Decimal('241.400000000000005684341886080801486968994140625') take_price=Decimal('232.899999999999891997504164464771747589111328125') 2020-06-06 11:00:20 INFO: place order: compute qty=-8 2020-06-06 11:00:20 INFO: place order: save order to db 08d6b4b3645a43b09cb29c9c784aa7d1; response=True 2020-06-06 11:00:20 INFO: post order to exchange resp={'orderID': '42829320-0efe-574b-265c-0fe9a775a631', 'clOrdID': '08d6b4b3645a43b09cb29c9c784aa7d1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 240.1, 'displayQty': None, 'stopPx': 240.15, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 20, 968000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 20, 968000, tzinfo=tzutc())} 2020-06-06 11:00:20 INFO: place new init order {'qty': -8, 'init_price': Decimal('240.1499999999999772626324556767940521240234375'), 'stop_price': Decimal('241.400000000000005684341886080801486968994140625'), 'take_price': Decimal('232.899999999999891997504164464771747589111328125'), 'order_uid': '08d6b4b3645a43b09cb29c9c784aa7d1', 'response': {'orderID': '42829320-0efe-574b-265c-0fe9a775a631', 'clOrdID': '08d6b4b3645a43b09cb29c9c784aa7d1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 240.1, 'displayQty': None, 'stopPx': 240.15, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 20, 968000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 20, 968000, tzinfo=tzutc())}} 2020-06-06 11:00:20 INFO: init new order end 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:20 INFO: 2020-06-06 11:00:21 INFO: process event {'orderID': '42829320-0efe-574b-265c-0fe9a775a631', 'clOrdID': '08d6b4b3645a43b09cb29c9c784aa7d1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 240.1, 'displayQty': None, 'stopPx': 240.15, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-06T08:00:20.968Z', 'timestamp': '2020-06-06T08:00:20.968Z'} 2020-06-06 11:00:21 INFO: skip event 08d6b4b3645a43b09cb29c9c784aa7d1 New 2020-06-06 11:00:53 INFO: process event {'orderID': '42829320-0efe-574b-265c-0fe9a775a631', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-06T08:00:53.099Z', 'clOrdID': '08d6b4b3645a43b09cb29c9c784aa7d1', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 11:00:53 INFO: skip event 08d6b4b3645a43b09cb29c9c784aa7d1 2020-06-06 11:00:53 INFO: process event {'orderID': '42829320-0efe-574b-265c-0fe9a775a631', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 240.15, 'transactTime': '2020-06-06T08:00:53.099Z', 'clOrdID': '08d6b4b3645a43b09cb29c9c784aa7d1', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-06T08:00:53.099Z'} 2020-06-06 11:00:53 INFO: add new event={'uid': '08d6b4b3645a43b09cb29c9c784aa7d1', 'status': 'Filled'} 2020-06-06 11:00:54 INFO: 2020-06-06 11:00:54 INFO: 2020-06-06 11:00:54 INFO: 2020-06-06 11:00:54 INFO: 2020-06-06 11:00:54 INFO: process event start 2020-06-06 11:00:54 INFO: fetch new order event 08d6b4b3645a43b09cb29c9c784aa7d1 2020-06-06 11:00:54 INFO: fetch orders by event init={'stop': '241.400000000000005684341886080801486968994140625', 'take': '232.899999999999891997504164464771747589111328125', 'qty': '8', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-06 11:00:54 INFO: process init order filled 2020-06-06 11:00:54 INFO: save profit orders to storage stop=e6f3f47a29354ce5a52c914e79e4092e take=c03f513210f743cbb1394d81d9111f29 2020-06-06 11:00:54 INFO: place profit orders take_price=232.899999999999891997504164464771747589111328125, stop_price=241.400000000000005684341886080801486968994140625, qty=8, color=RED, ticker=ETHUSD e6f3f47a29354ce5a52c914e79e4092e c03f513210f743cbb1394d81d9111f29 2020-06-06 11:00:54 INFO: place stop order ETHUSD: qty=8, stop_price=241.400000000000005684341886080801486968994140625, stop_uid=e6f3f47a29354ce5a52c914e79e4092e 2020-06-06 11:00:54 INFO: process event {'orderID': '5922d905-9257-8dac-0f53-2119bd26df3f', 'clOrdID': 'e6f3f47a29354ce5a52c914e79e4092e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 241.4, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-06T08:00:54.052Z', 'timestamp': '2020-06-06T08:00:54.052Z'} 2020-06-06 11:00:54 INFO: skip event e6f3f47a29354ce5a52c914e79e4092e New 2020-06-06 11:00:54 INFO: exchange resp for stop order={'orderID': '5922d905-9257-8dac-0f53-2119bd26df3f', 'clOrdID': 'e6f3f47a29354ce5a52c914e79e4092e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 241.4, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc())} 2020-06-06 11:00:54 INFO: place limit order ETHUSD: qty=8, price=232.899999999999891997504164464771747589111328125, take_uid=c03f513210f743cbb1394d81d9111f29 2020-06-06 11:00:54 INFO: process event {'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.9, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-06T08:00:54.093Z', 'timestamp': '2020-06-06T08:00:54.093Z'} 2020-06-06 11:00:54 INFO: skip event c03f513210f743cbb1394d81d9111f29 New 2020-06-06 11:00:54 INFO: process event {'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'workingIndicator': True, 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-06T08:00:54.093Z'} 2020-06-06 11:00:54 INFO: skip event c03f513210f743cbb1394d81d9111f29 2020-06-06 11:00:54 INFO: exchange resp for take profit order={'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.9, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc())} 2020-06-06 11:00:54 INFO: place profit orders={'stop': {'response': {'orderID': '5922d905-9257-8dac-0f53-2119bd26df3f', 'clOrdID': 'e6f3f47a29354ce5a52c914e79e4092e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 241.4, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': 'e6f3f47a29354ce5a52c914e79e4092e', 'price': Decimal('241.400000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.9, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': 'c03f513210f743cbb1394d81d9111f29', 'price': Decimal('232.899999999999891997504164464771747589111328125')}} 2020-06-06 11:00:54 INFO: rm init order from db 08d6b4b3645a43b09cb29c9c784aa7d1 2020-06-06 11:00:54 INFO: end process event_processing_result='proceed init order' 2020-06-06 11:00:54 INFO: 2020-06-06 11:00:54 INFO: 2020-06-06 11:00:54 INFO: 2020-06-06 11:00:54 INFO: 2020-06-06 11:02:00 INFO: 2020-06-06 11:02:00 INFO: 2020-06-06 11:02:00 INFO: 2020-06-06 11:02:00 INFO: 2020-06-06 11:02:00 INFO: clearing start 2020-06-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 11:02:00 INFO: skip by not found init order into storage 2020-06-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 11:02:00 INFO: skip by not found init order into storage 2020-06-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '5922d905-9257-8dac-0f53-2119bd26df3f', 'clOrdID': 'e6f3f47a29354ce5a52c914e79e4092e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 241.4, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc())} 2020-06-06 11:02:00 INFO: skip by not found init order into storage 2020-06-06 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.9, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc())} 2020-06-06 11:02:00 INFO: skip by not found init order into storage 2020-06-06 11:02:00 INFO: clearing end 2020-06-06 11:02:00 INFO: 2020-06-06 11:02:00 INFO: 2020-06-06 11:02:00 INFO: 2020-06-06 11:02:00 INFO: 2020-06-06 12:00:20 INFO: 2020-06-06 12:00:20 INFO: 2020-06-06 12:00:20 INFO: 2020-06-06 12:00:20 INFO: 2020-06-06 12:00:20 INFO: init new order start 2020-06-06 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.25, 'high': 240.6, 'low': 239.45, 'close': 240.6, 'trades': 1546, 'volume': 2177518, 'vwap': 239.89, 'lastSize': 7, 'turnover': 52235812160, 'homeNotional': 20891.276096349655, 'foreignNotional': 5011546.229695701}, {'timestamp': datetime.datetime(2020, 6, 6, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.65, 'high': 241.4, 'low': 240.2, 'close': 240.25, 'trades': 1634, 'volume': 1501510, 'vwap': 240.79, 'lastSize': 500, 'turnover': 36154567165, 'homeNotional': 14434.071044617434, 'foreignNotional': 3475554.7226723325}, {'timestamp': datetime.datetime(2020, 6, 6, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.35, 'high': 241.35, 'low': 240.25, 'close': 240.65, 'trades': 1615, 'volume': 1556686, 'vwap': 240.88, 'lastSize': 100, 'turnover': 37496885045, 'homeNotional': 14972.291089530992, 'foreignNotional': 3606474.215112969}] 2020-06-06 12:00:20 INFO: prepare candles [CandleItem(low=239.45, high=240.6, open=240.25, close=240.6, color='GREEN'), CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED'), CandleItem(low=240.25, high=241.35, open=240.35, close=240.65, color='GREEN')] 2020-06-06 12:00:20 INFO: skip by colors first_candle=CandleItem(low=240.25, high=241.35, open=240.35, close=240.65, color='GREEN') second_candle=CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED') last_candle=CandleItem(low=239.45, high=240.6, open=240.25, close=240.6, color='GREEN') 2020-06-06 12:00:20 INFO: check need new order None 2020-06-06 12:00:20 INFO: init new order end 2020-06-06 12:00:20 INFO: 2020-06-06 12:00:20 INFO: 2020-06-06 12:00:20 INFO: 2020-06-06 12:00:20 INFO: 2020-06-06 12:02:00 INFO: 2020-06-06 12:02:00 INFO: 2020-06-06 12:02:00 INFO: 2020-06-06 12:02:00 INFO: 2020-06-06 12:02:00 INFO: clearing start 2020-06-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': None, 'displayQty': None, 'stopPx': 242.5, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 266000, tzinfo=tzutc())} 2020-06-06 12:02:00 INFO: skip by not found init order into storage 2020-06-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, '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': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc())} 2020-06-06 12:02:00 INFO: skip by not found init order into storage 2020-06-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '5922d905-9257-8dac-0f53-2119bd26df3f', 'clOrdID': 'e6f3f47a29354ce5a52c914e79e4092e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 241.4, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 52000, tzinfo=tzutc())} 2020-06-06 12:02:00 INFO: skip by not found init order into storage 2020-06-06 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.9, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc())} 2020-06-06 12:02:00 INFO: skip by not found init order into storage 2020-06-06 12:02:00 INFO: clearing end 2020-06-06 12:02:00 INFO: 2020-06-06 12:02:00 INFO: 2020-06-06 12:02:00 INFO: 2020-06-06 12:02:00 INFO: 2020-06-06 12:03:02 INFO: process event {'orderID': '5922d905-9257-8dac-0f53-2119bd26df3f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-06T09:03:02.934Z', 'clOrdID': 'e6f3f47a29354ce5a52c914e79e4092e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 12:03:02 INFO: skip event e6f3f47a29354ce5a52c914e79e4092e 2020-06-06 12:03:02 INFO: process event {'orderID': '5922d905-9257-8dac-0f53-2119bd26df3f', 'price': 241.45, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 241.45, 'transactTime': '2020-06-06T09:03:02.934Z', 'clOrdID': 'e6f3f47a29354ce5a52c914e79e4092e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-06T09:03:02.934Z'} 2020-06-06 12:03:02 INFO: add new event={'uid': 'e6f3f47a29354ce5a52c914e79e4092e', 'status': 'Filled'} 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:03 INFO: process event start 2020-06-06 12:03:03 INFO: fetch new order event e6f3f47a29354ce5a52c914e79e4092e 2020-06-06 12:03:03 INFO: fetch orders by event init=None profit_pair=c03f513210f743cbb1394d81d9111f29 2020-06-06 12:03:03 INFO: process profit order filled 2020-06-06 12:03:03 INFO: process event {'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-06T09:03:03.142Z', 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 12:03:03 INFO: skip event c03f513210f743cbb1394d81d9111f29 Canceled 2020-06-06 12:03:03 INFO: cancel order=c03f513210f743cbb1394d81d9111f29 [{'orderID': 'da9d54cb-0e28-76ce-bb83-188170574fe7', 'clOrdID': 'c03f513210f743cbb1394d81d9111f29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 232.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 6, 8, 0, 54, 93000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 9, 3, 3, 142000, tzinfo=tzutc())}] 2020-06-06 12:03:03 INFO: end process event_processing_result='proceed profit order' 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:03 INFO: 2020-06-06 12:03:17 INFO: process event {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-06T09:03:17.412Z', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 12:03:17 INFO: skip event 1e14ecc5b55b43fa84e69248e7c996fe 2020-06-06 12:03:17 INFO: process event {'orderID': 'aadaedf9-d4ec-56df-4e36-41876c8da587', 'price': 242.4, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 7, 'avgPx': 242.4, 'transactTime': '2020-06-06T09:03:17.412Z', 'clOrdID': '1e14ecc5b55b43fa84e69248e7c996fe', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-06T09:03:17.412Z'} 2020-06-06 12:03:17 INFO: add new event={'uid': '1e14ecc5b55b43fa84e69248e7c996fe', 'status': 'Filled'} 2020-06-06 12:03:18 INFO: 2020-06-06 12:03:18 INFO: 2020-06-06 12:03:18 INFO: 2020-06-06 12:03:18 INFO: 2020-06-06 12:03:18 INFO: process event start 2020-06-06 12:03:18 INFO: fetch new order event 1e14ecc5b55b43fa84e69248e7c996fe 2020-06-06 12:03:18 INFO: fetch orders by event init=None profit_pair=f1a6529a48d94982aba977736a7252b6 2020-06-06 12:03:18 INFO: process profit order filled 2020-06-06 12:03:18 INFO: process event {'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-06T09:03:18.940Z', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-06 12:03:18 INFO: skip event f1a6529a48d94982aba977736a7252b6 Canceled 2020-06-06 12:03:18 INFO: cancel order=f1a6529a48d94982aba977736a7252b6 [{'orderID': 'cec89fe2-5b2a-b56c-9755-13e6d2141d4b', 'clOrdID': 'f1a6529a48d94982aba977736a7252b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 7, 'price': 233.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 5, 20, 28, 45, 309000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 6, 9, 3, 18, 940000, tzinfo=tzutc())}] 2020-06-06 12:03:18 INFO: end process event_processing_result='proceed profit order' 2020-06-06 12:03:18 INFO: 2020-06-06 12:03:18 INFO: 2020-06-06 12:03:18 INFO: 2020-06-06 12:03:18 INFO: 2020-06-06 13:00:20 INFO: 2020-06-06 13:00:20 INFO: 2020-06-06 13:00:20 INFO: 2020-06-06 13:00:20 INFO: 2020-06-06 13:00:20 INFO: init new order start 2020-06-06 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.6, 'high': 244.2, 'low': 240.55, 'close': 242.9, 'trades': 6575, 'volume': 9102271, 'vwap': 242.95, 'lastSize': 100, 'turnover': 221139064430, 'homeNotional': 87884.05089310654, 'foreignNotional': 21351513.333649755}, {'timestamp': datetime.datetime(2020, 6, 6, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.25, 'high': 240.6, 'low': 239.45, 'close': 240.6, 'trades': 1546, 'volume': 2177518, 'vwap': 239.89, 'lastSize': 7, 'turnover': 52235812160, 'homeNotional': 20891.276096349655, 'foreignNotional': 5011546.229695701}, {'timestamp': datetime.datetime(2020, 6, 6, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.65, 'high': 241.4, 'low': 240.2, 'close': 240.25, 'trades': 1634, 'volume': 1501510, 'vwap': 240.79, 'lastSize': 500, 'turnover': 36154567165, 'homeNotional': 14434.071044617434, 'foreignNotional': 3475554.7226723325}] 2020-06-06 13:00:20 INFO: prepare candles [CandleItem(low=240.55, high=244.2, open=240.6, close=242.9, color='GREEN'), CandleItem(low=239.45, high=240.6, open=240.25, close=240.6, color='GREEN'), CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED')] 2020-06-06 13:00:20 INFO: skip by colors first_candle=CandleItem(low=240.2, high=241.4, open=240.65, close=240.25, color='RED') second_candle=CandleItem(low=239.45, high=240.6, open=240.25, close=240.6, color='GREEN') last_candle=CandleItem(low=240.55, high=244.2, open=240.6, close=242.9, color='GREEN') 2020-06-06 13:00:20 INFO: check need new order None 2020-06-06 13:00:20 INFO: init new order end 2020-06-06 13:00:20 INFO: 2020-06-06 13:00:20 INFO: 2020-06-06 13:00:20 INFO: 2020-06-06 13:00:20 INFO: 2020-06-06 13:02:00 INFO: 2020-06-06 13:02:00 INFO: 2020-06-06 13:02:00 INFO: 2020-06-06 13:02:00 INFO: 2020-06-06 13:02:00 INFO: clearing start 2020-06-06 13:02:00 INFO: clearing end 2020-06-06 13:02:00 INFO: 2020-06-06 13:02:00 INFO: 2020-06-06 13:02:00 INFO: 2020-06-06 13:02:00 INFO: 2020-06-06 14:00:20 INFO: 2020-06-06 14:00:20 INFO: 2020-06-06 14:00:20 INFO: 2020-06-06 14:00:20 INFO: 2020-06-06 14:00:20 INFO: init new order start 2020-06-06 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.9, 'high': 243.55, 'low': 242.75, 'close': 243.05, 'trades': 1489, 'volume': 1902444, 'vwap': 243.08, 'lastSize': 2000, 'turnover': 46244257740, 'homeNotional': 18398.199919929662, 'foreignNotional': 4472201.724783508}, {'timestamp': datetime.datetime(2020, 6, 6, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.6, 'high': 244.2, 'low': 240.55, 'close': 242.9, 'trades': 6575, 'volume': 9102271, 'vwap': 242.95, 'lastSize': 100, 'turnover': 221139064430, 'homeNotional': 87884.05089310654, 'foreignNotional': 21351513.333649755}, {'timestamp': datetime.datetime(2020, 6, 6, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.25, 'high': 240.6, 'low': 239.45, 'close': 240.6, 'trades': 1546, 'volume': 2177518, 'vwap': 239.89, 'lastSize': 7, 'turnover': 52235812160, 'homeNotional': 20891.276096349655, 'foreignNotional': 5011546.229695701}] 2020-06-06 14:00:20 INFO: prepare candles [CandleItem(low=242.75, high=243.55, open=242.9, close=243.05, color='GREEN'), CandleItem(low=240.55, high=244.2, open=240.6, close=242.9, color='GREEN'), CandleItem(low=239.45, high=240.6, open=240.25, close=240.6, color='GREEN')] 2020-06-06 14:00:20 INFO: skip by colors first_candle=CandleItem(low=239.45, high=240.6, open=240.25, close=240.6, color='GREEN') second_candle=CandleItem(low=240.55, high=244.2, open=240.6, close=242.9, color='GREEN') last_candle=CandleItem(low=242.75, high=243.55, open=242.9, close=243.05, color='GREEN') 2020-06-06 14:00:20 INFO: check need new order None 2020-06-06 14:00:20 INFO: init new order end 2020-06-06 14:00:20 INFO: 2020-06-06 14:00:20 INFO: 2020-06-06 14:00:20 INFO: 2020-06-06 14:00:20 INFO: 2020-06-06 14:02:00 INFO: 2020-06-06 14:02:00 INFO: 2020-06-06 14:02:00 INFO: 2020-06-06 14:02:00 INFO: 2020-06-06 14:02:00 INFO: clearing start 2020-06-06 14:02:00 INFO: clearing end 2020-06-06 14:02:00 INFO: 2020-06-06 14:02:00 INFO: 2020-06-06 14:02:00 INFO: 2020-06-06 14:02:00 INFO: 2020-06-06 15:00:20 INFO: 2020-06-06 15:00:20 INFO: 2020-06-06 15:00:20 INFO: 2020-06-06 15:00:20 INFO: 2020-06-06 15:00:20 INFO: init new order start 2020-06-06 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.05, 'high': 243.9, 'low': 242.85, 'close': 243.7, 'trades': 1673, 'volume': 2089951, 'vwap': 243.29, 'lastSize': 1, 'turnover': 50845290500, 'homeNotional': 20225.209543803834, 'foreignNotional': 4920486.397301213}, {'timestamp': datetime.datetime(2020, 6, 6, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.9, 'high': 243.55, 'low': 242.75, 'close': 243.05, 'trades': 1489, 'volume': 1902444, 'vwap': 243.08, 'lastSize': 2000, 'turnover': 46244257740, 'homeNotional': 18398.199919929662, 'foreignNotional': 4472201.724783508}, {'timestamp': datetime.datetime(2020, 6, 6, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.6, 'high': 244.2, 'low': 240.55, 'close': 242.9, 'trades': 6575, 'volume': 9102271, 'vwap': 242.95, 'lastSize': 100, 'turnover': 221139064430, 'homeNotional': 87884.05089310654, 'foreignNotional': 21351513.333649755}] 2020-06-06 15:00:20 INFO: prepare candles [CandleItem(low=242.85, high=243.9, open=243.05, close=243.7, color='GREEN'), CandleItem(low=242.75, high=243.55, open=242.9, close=243.05, color='GREEN'), CandleItem(low=240.55, high=244.2, open=240.6, close=242.9, color='GREEN')] 2020-06-06 15:00:20 INFO: skip by colors first_candle=CandleItem(low=240.55, high=244.2, open=240.6, close=242.9, color='GREEN') second_candle=CandleItem(low=242.75, high=243.55, open=242.9, close=243.05, color='GREEN') last_candle=CandleItem(low=242.85, high=243.9, open=243.05, close=243.7, color='GREEN') 2020-06-06 15:00:20 INFO: check need new order None 2020-06-06 15:00:20 INFO: init new order end 2020-06-06 15:00:20 INFO: 2020-06-06 15:00:20 INFO: 2020-06-06 15:00:20 INFO: 2020-06-06 15:00:20 INFO: 2020-06-06 15:02:00 INFO: 2020-06-06 15:02:00 INFO: 2020-06-06 15:02:00 INFO: 2020-06-06 15:02:00 INFO: 2020-06-06 15:02:00 INFO: clearing start 2020-06-06 15:02:01 INFO: clearing end 2020-06-06 15:02:01 INFO: 2020-06-06 15:02:01 INFO: 2020-06-06 15:02:01 INFO: 2020-06-06 15:02:01 INFO: 2020-06-06 16:00:20 INFO: 2020-06-06 16:00:20 INFO: 2020-06-06 16:00:20 INFO: 2020-06-06 16:00:20 INFO: 2020-06-06 16:00:20 INFO: init new order start 2020-06-06 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 244.75, 'low': 241.05, 'close': 242.2, 'trades': 4413, 'volume': 5473156, 'vwap': 243.39, 'lastSize': 270, 'turnover': 133206743510, 'homeNotional': 53042.31552162814, 'foreignNotional': 12909698.992880562}, {'timestamp': datetime.datetime(2020, 6, 6, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.05, 'high': 243.9, 'low': 242.85, 'close': 243.7, 'trades': 1673, 'volume': 2089951, 'vwap': 243.29, 'lastSize': 1, 'turnover': 50845290500, 'homeNotional': 20225.209543803834, 'foreignNotional': 4920486.397301213}, {'timestamp': datetime.datetime(2020, 6, 6, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.9, 'high': 243.55, 'low': 242.75, 'close': 243.05, 'trades': 1489, 'volume': 1902444, 'vwap': 243.08, 'lastSize': 2000, 'turnover': 46244257740, 'homeNotional': 18398.199919929662, 'foreignNotional': 4472201.724783508}] 2020-06-06 16:00:20 INFO: prepare candles [CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED'), CandleItem(low=242.85, high=243.9, open=243.05, close=243.7, color='GREEN'), CandleItem(low=242.75, high=243.55, open=242.9, close=243.05, color='GREEN')] 2020-06-06 16:00:20 INFO: last_candle=CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED') 2020-06-06 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED') 2020-06-06 16:00:20 INFO: skip by CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED') 2020-06-06 16:00:20 INFO: skip by CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 16:00:20 INFO: not found applicable config for candle 2020-06-06 16:00:20 INFO: check need new order None 2020-06-06 16:00:20 INFO: init new order end 2020-06-06 16:00:20 INFO: 2020-06-06 16:00:20 INFO: 2020-06-06 16:00:20 INFO: 2020-06-06 16:00:20 INFO: 2020-06-06 16:02:00 INFO: 2020-06-06 16:02:00 INFO: 2020-06-06 16:02:00 INFO: 2020-06-06 16:02:00 INFO: 2020-06-06 16:02:00 INFO: clearing start 2020-06-06 16:02:00 INFO: clearing end 2020-06-06 16:02:00 INFO: 2020-06-06 16:02:00 INFO: 2020-06-06 16:02:00 INFO: 2020-06-06 16:02:00 INFO: 2020-06-06 17:00:20 INFO: 2020-06-06 17:00:20 INFO: 2020-06-06 17:00:20 INFO: 2020-06-06 17:00:20 INFO: 2020-06-06 17:00:20 INFO: init new order start 2020-06-06 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.2, 'high': 243.0, 'low': 241.9, 'close': 242.3, 'trades': 1684, 'volume': 1154326, 'vwap': 242.5, 'lastSize': 4101, 'turnover': 27991480475, 'homeNotional': 11144.901398021393, 'foreignNotional': 2702550.41682639}, {'timestamp': datetime.datetime(2020, 6, 6, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 244.75, 'low': 241.05, 'close': 242.2, 'trades': 4413, 'volume': 5473156, 'vwap': 243.39, 'lastSize': 270, 'turnover': 133206743510, 'homeNotional': 53042.31552162814, 'foreignNotional': 12909698.992880562}, {'timestamp': datetime.datetime(2020, 6, 6, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.05, 'high': 243.9, 'low': 242.85, 'close': 243.7, 'trades': 1673, 'volume': 2089951, 'vwap': 243.29, 'lastSize': 1, 'turnover': 50845290500, 'homeNotional': 20225.209543803834, 'foreignNotional': 4920486.397301213}] 2020-06-06 17:00:20 INFO: prepare candles [CandleItem(low=241.9, high=243.0, open=242.2, close=242.3, color='GREEN'), CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED'), CandleItem(low=242.85, high=243.9, open=243.05, close=243.7, color='GREEN')] 2020-06-06 17:00:20 INFO: skip by colors first_candle=CandleItem(low=242.85, high=243.9, open=243.05, close=243.7, color='GREEN') second_candle=CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED') last_candle=CandleItem(low=241.9, high=243.0, open=242.2, close=242.3, color='GREEN') 2020-06-06 17:00:20 INFO: check need new order None 2020-06-06 17:00:20 INFO: init new order end 2020-06-06 17:00:20 INFO: 2020-06-06 17:00:20 INFO: 2020-06-06 17:00:20 INFO: 2020-06-06 17:00:20 INFO: 2020-06-06 17:02:00 INFO: 2020-06-06 17:02:00 INFO: 2020-06-06 17:02:00 INFO: 2020-06-06 17:02:00 INFO: 2020-06-06 17:02:00 INFO: clearing start 2020-06-06 17:02:00 INFO: clearing end 2020-06-06 17:02:00 INFO: 2020-06-06 17:02:00 INFO: 2020-06-06 17:02:00 INFO: 2020-06-06 17:02:00 INFO: 2020-06-06 18:00:20 INFO: 2020-06-06 18:00:20 INFO: 2020-06-06 18:00:20 INFO: 2020-06-06 18:00:20 INFO: 2020-06-06 18:00:20 INFO: init new order start 2020-06-06 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.7, 'low': 242.15, 'close': 242.5, 'trades': 1058, 'volume': 634979, 'vwap': 242.4, 'lastSize': 5354, 'turnover': 15391837710, 'homeNotional': 6132.810114042215, 'foreignNotional': 1486588.093869465}, {'timestamp': datetime.datetime(2020, 6, 6, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.2, 'high': 243.0, 'low': 241.9, 'close': 242.3, 'trades': 1684, 'volume': 1154326, 'vwap': 242.5, 'lastSize': 4101, 'turnover': 27991480475, 'homeNotional': 11144.901398021393, 'foreignNotional': 2702550.41682639}, {'timestamp': datetime.datetime(2020, 6, 6, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 244.75, 'low': 241.05, 'close': 242.2, 'trades': 4413, 'volume': 5473156, 'vwap': 243.39, 'lastSize': 270, 'turnover': 133206743510, 'homeNotional': 53042.31552162814, 'foreignNotional': 12909698.992880562}] 2020-06-06 18:00:20 INFO: prepare candles [CandleItem(low=242.15, high=242.7, open=242.3, close=242.5, color='GREEN'), CandleItem(low=241.9, high=243.0, open=242.2, close=242.3, color='GREEN'), CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED')] 2020-06-06 18:00:20 INFO: skip by colors first_candle=CandleItem(low=241.05, high=244.75, open=243.7, close=242.2, color='RED') second_candle=CandleItem(low=241.9, high=243.0, open=242.2, close=242.3, color='GREEN') last_candle=CandleItem(low=242.15, high=242.7, open=242.3, close=242.5, color='GREEN') 2020-06-06 18:00:20 INFO: check need new order None 2020-06-06 18:00:20 INFO: init new order end 2020-06-06 18:00:20 INFO: 2020-06-06 18:00:20 INFO: 2020-06-06 18:00:20 INFO: 2020-06-06 18:00:20 INFO: 2020-06-06 18:02:00 INFO: 2020-06-06 18:02:00 INFO: 2020-06-06 18:02:00 INFO: 2020-06-06 18:02:00 INFO: 2020-06-06 18:02:00 INFO: clearing start 2020-06-06 18:02:00 INFO: clearing end 2020-06-06 18:02:00 INFO: 2020-06-06 18:02:00 INFO: 2020-06-06 18:02:00 INFO: 2020-06-06 18:02:00 INFO: 2020-06-06 19:00:20 INFO: 2020-06-06 19:00:20 INFO: 2020-06-06 19:00:20 INFO: 2020-06-06 19:00:20 INFO: 2020-06-06 19:00:20 INFO: init new order start 2020-06-06 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.5, 'high': 243.05, 'low': 242.0, 'close': 242.7, 'trades': 1849, 'volume': 1754698, 'vwap': 242.51, 'lastSize': 100, 'turnover': 42553151915, 'homeNotional': 16931.258112444633, 'foreignNotional': 4105998.932022559}, {'timestamp': datetime.datetime(2020, 6, 6, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.7, 'low': 242.15, 'close': 242.5, 'trades': 1058, 'volume': 634979, 'vwap': 242.4, 'lastSize': 5354, 'turnover': 15391837710, 'homeNotional': 6132.810114042215, 'foreignNotional': 1486588.093869465}, {'timestamp': datetime.datetime(2020, 6, 6, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.2, 'high': 243.0, 'low': 241.9, 'close': 242.3, 'trades': 1684, 'volume': 1154326, 'vwap': 242.5, 'lastSize': 4101, 'turnover': 27991480475, 'homeNotional': 11144.901398021393, 'foreignNotional': 2702550.41682639}] 2020-06-06 19:00:20 INFO: prepare candles [CandleItem(low=242.0, high=243.05, open=242.5, close=242.7, color='GREEN'), CandleItem(low=242.15, high=242.7, open=242.3, close=242.5, color='GREEN'), CandleItem(low=241.9, high=243.0, open=242.2, close=242.3, color='GREEN')] 2020-06-06 19:00:20 INFO: skip by colors first_candle=CandleItem(low=241.9, high=243.0, open=242.2, close=242.3, color='GREEN') second_candle=CandleItem(low=242.15, high=242.7, open=242.3, close=242.5, color='GREEN') last_candle=CandleItem(low=242.0, high=243.05, open=242.5, close=242.7, color='GREEN') 2020-06-06 19:00:20 INFO: check need new order None 2020-06-06 19:00:20 INFO: init new order end 2020-06-06 19:00:20 INFO: 2020-06-06 19:00:20 INFO: 2020-06-06 19:00:20 INFO: 2020-06-06 19:00:20 INFO: 2020-06-06 19:02:00 INFO: 2020-06-06 19:02:00 INFO: 2020-06-06 19:02:00 INFO: 2020-06-06 19:02:00 INFO: 2020-06-06 19:02:00 INFO: clearing start 2020-06-06 19:02:00 INFO: clearing end 2020-06-06 19:02:00 INFO: 2020-06-06 19:02:00 INFO: 2020-06-06 19:02:00 INFO: 2020-06-06 19:02:00 INFO: 2020-06-06 20:00:20 INFO: 2020-06-06 20:00:20 INFO: 2020-06-06 20:00:20 INFO: 2020-06-06 20:00:20 INFO: 2020-06-06 20:00:20 INFO: init new order start 2020-06-06 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.8, 'low': 240.0, 'close': 240.85, 'trades': 5011, 'volume': 5168526, 'vwap': 241.68, 'lastSize': 448, 'turnover': 124909556890, 'homeNotional': 49806.38776169017, 'foreignNotional': 12036993.660938423}, {'timestamp': datetime.datetime(2020, 6, 6, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.5, 'high': 243.05, 'low': 242.0, 'close': 242.7, 'trades': 1849, 'volume': 1754698, 'vwap': 242.51, 'lastSize': 100, 'turnover': 42553151915, 'homeNotional': 16931.258112444633, 'foreignNotional': 4105998.932022559}, {'timestamp': datetime.datetime(2020, 6, 6, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.7, 'low': 242.15, 'close': 242.5, 'trades': 1058, 'volume': 634979, 'vwap': 242.4, 'lastSize': 5354, 'turnover': 15391837710, 'homeNotional': 6132.810114042215, 'foreignNotional': 1486588.093869465}] 2020-06-06 20:00:20 INFO: prepare candles [CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED'), CandleItem(low=242.0, high=243.05, open=242.5, close=242.7, color='GREEN'), CandleItem(low=242.15, high=242.7, open=242.3, close=242.5, color='GREEN')] 2020-06-06 20:00:20 INFO: last_candle=CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED') 2020-06-06 20:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED') 2020-06-06 20:00:20 INFO: skip by CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 20:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED') 2020-06-06 20:00:20 INFO: skip by CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 20:00:20 INFO: not found applicable config for candle 2020-06-06 20:00:20 INFO: check need new order None 2020-06-06 20:00:20 INFO: init new order end 2020-06-06 20:00:20 INFO: 2020-06-06 20:00:20 INFO: 2020-06-06 20:00:20 INFO: 2020-06-06 20:00:20 INFO: 2020-06-06 20:02:00 INFO: 2020-06-06 20:02:00 INFO: 2020-06-06 20:02:00 INFO: 2020-06-06 20:02:00 INFO: 2020-06-06 20:02:00 INFO: clearing start 2020-06-06 20:02:00 INFO: clearing end 2020-06-06 20:02:00 INFO: 2020-06-06 20:02:00 INFO: 2020-06-06 20:02:00 INFO: 2020-06-06 20:02:00 INFO: 2020-06-06 21:00:20 INFO: 2020-06-06 21:00:21 INFO: 2020-06-06 21:00:21 INFO: 2020-06-06 21:00:21 INFO: 2020-06-06 21:00:21 INFO: init new order start 2020-06-06 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.85, 'high': 241.1, 'low': 240.0, 'close': 240.8, 'trades': 2523, 'volume': 2602340, 'vwap': 240.41, 'lastSize': 4, 'turnover': 62561135835, 'homeNotional': 24994.822477281592, 'foreignNotional': 6008843.486109404}, {'timestamp': datetime.datetime(2020, 6, 6, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.8, 'low': 240.0, 'close': 240.85, 'trades': 5011, 'volume': 5168526, 'vwap': 241.68, 'lastSize': 448, 'turnover': 124909556890, 'homeNotional': 49806.38776169017, 'foreignNotional': 12036993.660938423}, {'timestamp': datetime.datetime(2020, 6, 6, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.5, 'high': 243.05, 'low': 242.0, 'close': 242.7, 'trades': 1849, 'volume': 1754698, 'vwap': 242.51, 'lastSize': 100, 'turnover': 42553151915, 'homeNotional': 16931.258112444633, 'foreignNotional': 4105998.932022559}] 2020-06-06 21:00:21 INFO: prepare candles [CandleItem(low=240.0, high=241.1, open=240.85, close=240.8, color='RED'), CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED'), CandleItem(low=242.0, high=243.05, open=242.5, close=242.7, color='GREEN')] 2020-06-06 21:00:21 INFO: skip by colors first_candle=CandleItem(low=242.0, high=243.05, open=242.5, close=242.7, color='GREEN') second_candle=CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED') last_candle=CandleItem(low=240.0, high=241.1, open=240.85, close=240.8, color='RED') 2020-06-06 21:00:21 INFO: check need new order None 2020-06-06 21:00:21 INFO: init new order end 2020-06-06 21:00:21 INFO: 2020-06-06 21:00:21 INFO: 2020-06-06 21:00:21 INFO: 2020-06-06 21:00:21 INFO: 2020-06-06 21:02:00 INFO: 2020-06-06 21:02:00 INFO: 2020-06-06 21:02:00 INFO: 2020-06-06 21:02:00 INFO: 2020-06-06 21:02:00 INFO: clearing start 2020-06-06 21:02:00 INFO: clearing end 2020-06-06 21:02:00 INFO: 2020-06-06 21:02:00 INFO: 2020-06-06 21:02:00 INFO: 2020-06-06 21:02:00 INFO: 2020-06-06 22:00:20 INFO: 2020-06-06 22:00:20 INFO: 2020-06-06 22:00:20 INFO: 2020-06-06 22:00:20 INFO: 2020-06-06 22:00:20 INFO: init new order start 2020-06-06 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 240.95, 'low': 240.45, 'close': 240.95, 'trades': 857, 'volume': 682007, 'vwap': 240.7, 'lastSize': 600, 'turnover': 16415546675, 'homeNotional': 6559.7200586371155, 'foreignNotional': 1578890.1050373032}, {'timestamp': datetime.datetime(2020, 6, 6, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.85, 'high': 241.1, 'low': 240.0, 'close': 240.8, 'trades': 2523, 'volume': 2602340, 'vwap': 240.41, 'lastSize': 4, 'turnover': 62561135835, 'homeNotional': 24994.822477281592, 'foreignNotional': 6008843.486109404}, {'timestamp': datetime.datetime(2020, 6, 6, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.8, 'low': 240.0, 'close': 240.85, 'trades': 5011, 'volume': 5168526, 'vwap': 241.68, 'lastSize': 448, 'turnover': 124909556890, 'homeNotional': 49806.38776169017, 'foreignNotional': 12036993.660938423}] 2020-06-06 22:00:20 INFO: prepare candles [CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN'), CandleItem(low=240.0, high=241.1, open=240.85, close=240.8, color='RED'), CandleItem(low=240.0, high=243.8, open=242.7, close=240.85, color='RED')] 2020-06-06 22:00:20 INFO: last_candle=CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN') 2020-06-06 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN') 2020-06-06 22:00:20 INFO: skip by CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-06 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN') 2020-06-06 22:00:20 INFO: skip by CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-06 22:00:20 INFO: not found applicable config for candle 2020-06-06 22:00:20 INFO: check need new order None 2020-06-06 22:00:20 INFO: init new order end 2020-06-06 22:00:20 INFO: 2020-06-06 22:00:20 INFO: 2020-06-06 22:00:20 INFO: 2020-06-06 22:00:20 INFO: 2020-06-06 22:02:00 INFO: 2020-06-06 22:02:00 INFO: 2020-06-06 22:02:00 INFO: 2020-06-06 22:02:00 INFO: 2020-06-06 22:02:00 INFO: clearing start 2020-06-06 22:02:00 INFO: clearing end 2020-06-06 22:02:00 INFO: 2020-06-06 22:02:00 INFO: 2020-06-06 22:02:00 INFO: 2020-06-06 22:02:00 INFO: 2020-06-06 23:00:20 INFO: 2020-06-06 23:00:20 INFO: 2020-06-06 23:00:20 INFO: 2020-06-06 23:00:20 INFO: 2020-06-06 23:00:20 INFO: init new order start 2020-06-06 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.8, 'low': 240.3, 'close': 241.45, 'trades': 1451, 'volume': 1546925, 'vwap': 241.1, 'lastSize': 986, 'turnover': 37295282620, 'homeNotional': 14908.680744229168, 'foreignNotional': 3594390.195991374}, {'timestamp': datetime.datetime(2020, 6, 6, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 240.95, 'low': 240.45, 'close': 240.95, 'trades': 857, 'volume': 682007, 'vwap': 240.7, 'lastSize': 600, 'turnover': 16415546675, 'homeNotional': 6559.7200586371155, 'foreignNotional': 1578890.1050373032}, {'timestamp': datetime.datetime(2020, 6, 6, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.85, 'high': 241.1, 'low': 240.0, 'close': 240.8, 'trades': 2523, 'volume': 2602340, 'vwap': 240.41, 'lastSize': 4, 'turnover': 62561135835, 'homeNotional': 24994.822477281592, 'foreignNotional': 6008843.486109404}] 2020-06-06 23:00:20 INFO: prepare candles [CandleItem(low=240.3, high=241.8, open=240.95, close=241.45, color='GREEN'), CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN'), CandleItem(low=240.0, high=241.1, open=240.85, close=240.8, color='RED')] 2020-06-06 23:00:20 INFO: skip by colors first_candle=CandleItem(low=240.0, high=241.1, open=240.85, close=240.8, color='RED') second_candle=CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN') last_candle=CandleItem(low=240.3, high=241.8, open=240.95, close=241.45, color='GREEN') 2020-06-06 23:00:20 INFO: check need new order None 2020-06-06 23:00:20 INFO: init new order end 2020-06-06 23:00:20 INFO: 2020-06-06 23:00:20 INFO: 2020-06-06 23:00:20 INFO: 2020-06-06 23:00:20 INFO: 2020-06-06 23:02:00 INFO: 2020-06-06 23:02:00 INFO: 2020-06-06 23:02:00 INFO: 2020-06-06 23:02:00 INFO: 2020-06-06 23:02:00 INFO: clearing start 2020-06-06 23:02:00 INFO: clearing end 2020-06-06 23:02:00 INFO: 2020-06-06 23:02:00 INFO: 2020-06-06 23:02:00 INFO: 2020-06-06 23:02:00 INFO: 2020-06-07 00:00:20 INFO: 2020-06-07 00:00:20 INFO: 2020-06-07 00:00:20 INFO: 2020-06-07 00:00:20 INFO: 2020-06-07 00:00:20 INFO: init new order start 2020-06-07 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.45, 'high': 242.65, 'low': 241.15, 'close': 242.3, 'trades': 1799, 'volume': 2449047, 'vwap': 241.89, 'lastSize': 1700, 'turnover': 59239287485, 'homeNotional': 23700.058325077192, 'foreignNotional': 5732755.45381876}, {'timestamp': datetime.datetime(2020, 6, 6, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.8, 'low': 240.3, 'close': 241.45, 'trades': 1451, 'volume': 1546925, 'vwap': 241.1, 'lastSize': 986, 'turnover': 37295282620, 'homeNotional': 14908.680744229168, 'foreignNotional': 3594390.195991374}, {'timestamp': datetime.datetime(2020, 6, 6, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 240.95, 'low': 240.45, 'close': 240.95, 'trades': 857, 'volume': 682007, 'vwap': 240.7, 'lastSize': 600, 'turnover': 16415546675, 'homeNotional': 6559.7200586371155, 'foreignNotional': 1578890.1050373032}] 2020-06-07 00:00:20 INFO: prepare candles [CandleItem(low=241.15, high=242.65, open=241.45, close=242.3, color='GREEN'), CandleItem(low=240.3, high=241.8, open=240.95, close=241.45, color='GREEN'), CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN')] 2020-06-07 00:00:20 INFO: skip by colors first_candle=CandleItem(low=240.45, high=240.95, open=240.8, close=240.95, color='GREEN') second_candle=CandleItem(low=240.3, high=241.8, open=240.95, close=241.45, color='GREEN') last_candle=CandleItem(low=241.15, high=242.65, open=241.45, close=242.3, color='GREEN') 2020-06-07 00:00:20 INFO: check need new order None 2020-06-07 00:00:20 INFO: init new order end 2020-06-07 00:00:20 INFO: 2020-06-07 00:00:20 INFO: 2020-06-07 00:00:20 INFO: 2020-06-07 00:00:20 INFO: 2020-06-07 00:02:00 INFO: 2020-06-07 00:02:00 INFO: 2020-06-07 00:02:00 INFO: 2020-06-07 00:02:00 INFO: 2020-06-07 00:02:00 INFO: clearing start 2020-06-07 00:02:00 INFO: clearing end 2020-06-07 00:02:00 INFO: 2020-06-07 00:02:00 INFO: 2020-06-07 00:02:00 INFO: 2020-06-07 00:02:00 INFO: 2020-06-07 01:00:20 INFO: 2020-06-07 01:00:20 INFO: 2020-06-07 01:00:20 INFO: 2020-06-07 01:00:20 INFO: 2020-06-07 01:00:20 INFO: init new order start 2020-06-07 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.95, 'low': 242.0, 'close': 242.95, 'trades': 1588, 'volume': 1488959, 'vwap': 242.54, 'lastSize': 300, 'turnover': 36112263585, 'homeNotional': 14442.843419820663, 'foreignNotional': 3502878.994866276}, {'timestamp': datetime.datetime(2020, 6, 6, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.45, 'high': 242.65, 'low': 241.15, 'close': 242.3, 'trades': 1799, 'volume': 2449047, 'vwap': 241.89, 'lastSize': 1700, 'turnover': 59239287485, 'homeNotional': 23700.058325077192, 'foreignNotional': 5732755.45381876}, {'timestamp': datetime.datetime(2020, 6, 6, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.8, 'low': 240.3, 'close': 241.45, 'trades': 1451, 'volume': 1546925, 'vwap': 241.1, 'lastSize': 986, 'turnover': 37295282620, 'homeNotional': 14908.680744229168, 'foreignNotional': 3594390.195991374}] 2020-06-07 01:00:20 INFO: prepare candles [CandleItem(low=242.0, high=242.95, open=242.3, close=242.95, color='GREEN'), CandleItem(low=241.15, high=242.65, open=241.45, close=242.3, color='GREEN'), CandleItem(low=240.3, high=241.8, open=240.95, close=241.45, color='GREEN')] 2020-06-07 01:00:20 INFO: skip by colors first_candle=CandleItem(low=240.3, high=241.8, open=240.95, close=241.45, color='GREEN') second_candle=CandleItem(low=241.15, high=242.65, open=241.45, close=242.3, color='GREEN') last_candle=CandleItem(low=242.0, high=242.95, open=242.3, close=242.95, color='GREEN') 2020-06-07 01:00:20 INFO: check need new order None 2020-06-07 01:00:20 INFO: init new order end 2020-06-07 01:00:20 INFO: 2020-06-07 01:00:20 INFO: 2020-06-07 01:00:20 INFO: 2020-06-07 01:00:20 INFO: 2020-06-07 01:02:00 INFO: 2020-06-07 01:02:00 INFO: 2020-06-07 01:02:00 INFO: 2020-06-07 01:02:00 INFO: 2020-06-07 01:02:00 INFO: clearing start 2020-06-07 01:02:00 INFO: clearing end 2020-06-07 01:02:00 INFO: 2020-06-07 01:02:00 INFO: 2020-06-07 01:02:00 INFO: 2020-06-07 01:02:00 INFO: 2020-06-07 02:00:20 INFO: 2020-06-07 02:00:20 INFO: 2020-06-07 02:00:20 INFO: 2020-06-07 02:00:20 INFO: 2020-06-07 02:00:20 INFO: init new order start 2020-06-07 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 6, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.45, 'low': 241.8, 'close': 241.8, 'trades': 2327, 'volume': 2067865, 'vwap': 242.67, 'lastSize': 800, 'turnover': 50179261520, 'homeNotional': 20003.33903960568, 'foreignNotional': 4854084.8047952475}, {'timestamp': datetime.datetime(2020, 6, 6, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.95, 'low': 242.0, 'close': 242.95, 'trades': 1588, 'volume': 1488959, 'vwap': 242.54, 'lastSize': 300, 'turnover': 36112263585, 'homeNotional': 14442.843419820663, 'foreignNotional': 3502878.994866276}, {'timestamp': datetime.datetime(2020, 6, 6, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.45, 'high': 242.65, 'low': 241.15, 'close': 242.3, 'trades': 1799, 'volume': 2449047, 'vwap': 241.89, 'lastSize': 1700, 'turnover': 59239287485, 'homeNotional': 23700.058325077192, 'foreignNotional': 5732755.45381876}] 2020-06-07 02:00:20 INFO: prepare candles [CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED'), CandleItem(low=242.0, high=242.95, open=242.3, close=242.95, color='GREEN'), CandleItem(low=241.15, high=242.65, open=241.45, close=242.3, color='GREEN')] 2020-06-07 02:00:20 INFO: last_candle=CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED') 2020-06-07 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED') 2020-06-07 02:00:20 INFO: skip by CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED') 2020-06-07 02:00:20 INFO: skip by CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 02:00:20 INFO: not found applicable config for candle 2020-06-07 02:00:20 INFO: check need new order None 2020-06-07 02:00:20 INFO: init new order end 2020-06-07 02:00:20 INFO: 2020-06-07 02:00:20 INFO: 2020-06-07 02:00:20 INFO: 2020-06-07 02:00:20 INFO: 2020-06-07 02:02:00 INFO: 2020-06-07 02:02:00 INFO: 2020-06-07 02:02:00 INFO: 2020-06-07 02:02:00 INFO: 2020-06-07 02:02:00 INFO: clearing start 2020-06-07 02:02:01 INFO: clearing end 2020-06-07 02:02:01 INFO: 2020-06-07 02:02:01 INFO: 2020-06-07 02:02:01 INFO: 2020-06-07 02:02:01 INFO: 2020-06-07 02:25:05 ERROR: Error : Connection is already closed. 2020-06-07 02:25:05 ERROR: error from callback >: Connection is already closed. 2020-06-07 02:25:05 INFO: Websocket Closed 2020-06-07 02:25:05 WARNING: reconnect to socket 2020-06-07 02:25:05 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-07 02:25:05 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-07 02:25:05 INFO: Authenticating with API Key. 2020-06-07 02:25:06 INFO: Connected to WS. 2020-06-07 03:00:20 INFO: 2020-06-07 03:00:20 INFO: 2020-06-07 03:00:20 INFO: 2020-06-07 03:00:20 INFO: 2020-06-07 03:00:20 INFO: init new order start 2020-06-07 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 243.05, 'low': 241.6, 'close': 242.3, 'trades': 1350, 'volume': 1053066, 'vwap': 242.32, 'lastSize': 500, 'turnover': 25516853560, 'homeNotional': 10177.940635426312, 'foreignNotional': 2466221.2992078834}, {'timestamp': datetime.datetime(2020, 6, 6, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.45, 'low': 241.8, 'close': 241.8, 'trades': 2327, 'volume': 2067865, 'vwap': 242.67, 'lastSize': 800, 'turnover': 50179261520, 'homeNotional': 20003.33903960568, 'foreignNotional': 4854084.8047952475}, {'timestamp': datetime.datetime(2020, 6, 6, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.95, 'low': 242.0, 'close': 242.95, 'trades': 1588, 'volume': 1488959, 'vwap': 242.54, 'lastSize': 300, 'turnover': 36112263585, 'homeNotional': 14442.843419820663, 'foreignNotional': 3502878.994866276}] 2020-06-07 03:00:21 INFO: prepare candles [CandleItem(low=241.6, high=243.05, open=241.8, close=242.3, color='GREEN'), CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED'), CandleItem(low=242.0, high=242.95, open=242.3, close=242.95, color='GREEN')] 2020-06-07 03:00:21 INFO: skip by colors first_candle=CandleItem(low=242.0, high=242.95, open=242.3, close=242.95, color='GREEN') second_candle=CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED') last_candle=CandleItem(low=241.6, high=243.05, open=241.8, close=242.3, color='GREEN') 2020-06-07 03:00:21 INFO: check need new order None 2020-06-07 03:00:21 INFO: init new order end 2020-06-07 03:00:21 INFO: 2020-06-07 03:00:21 INFO: 2020-06-07 03:00:21 INFO: 2020-06-07 03:00:21 INFO: 2020-06-07 03:02:00 INFO: 2020-06-07 03:02:00 INFO: 2020-06-07 03:02:00 INFO: 2020-06-07 03:02:00 INFO: 2020-06-07 03:02:00 INFO: clearing start 2020-06-07 03:02:00 INFO: clearing end 2020-06-07 03:02:00 INFO: 2020-06-07 03:02:00 INFO: 2020-06-07 03:02:00 INFO: 2020-06-07 03:02:00 INFO: 2020-06-07 04:00:20 INFO: 2020-06-07 04:00:20 INFO: 2020-06-07 04:00:20 INFO: 2020-06-07 04:00:20 INFO: 2020-06-07 04:00:20 INFO: init new order start 2020-06-07 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.3, 'low': 240.4, 'close': 242.2, 'trades': 2500, 'volume': 2390905, 'vwap': 241.47, 'lastSize': 400, 'turnover': 57731647080, 'homeNotional': 23072.057718737924, 'foreignNotional': 5571070.739769397}, {'timestamp': datetime.datetime(2020, 6, 7, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 243.05, 'low': 241.6, 'close': 242.3, 'trades': 1350, 'volume': 1053066, 'vwap': 242.32, 'lastSize': 500, 'turnover': 25516853560, 'homeNotional': 10177.940635426312, 'foreignNotional': 2466221.2992078834}, {'timestamp': datetime.datetime(2020, 6, 6, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.45, 'low': 241.8, 'close': 241.8, 'trades': 2327, 'volume': 2067865, 'vwap': 242.67, 'lastSize': 800, 'turnover': 50179261520, 'homeNotional': 20003.33903960568, 'foreignNotional': 4854084.8047952475}] 2020-06-07 04:00:20 INFO: prepare candles [CandleItem(low=240.4, high=242.3, open=242.3, close=242.2, color='RED'), CandleItem(low=241.6, high=243.05, open=241.8, close=242.3, color='GREEN'), CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED')] 2020-06-07 04:00:20 INFO: skip by colors first_candle=CandleItem(low=241.8, high=243.45, open=242.95, close=241.8, color='RED') second_candle=CandleItem(low=241.6, high=243.05, open=241.8, close=242.3, color='GREEN') last_candle=CandleItem(low=240.4, high=242.3, open=242.3, close=242.2, color='RED') 2020-06-07 04:00:20 INFO: check need new order None 2020-06-07 04:00:20 INFO: init new order end 2020-06-07 04:00:20 INFO: 2020-06-07 04:00:20 INFO: 2020-06-07 04:00:20 INFO: 2020-06-07 04:00:20 INFO: 2020-06-07 04:02:00 INFO: 2020-06-07 04:02:00 INFO: 2020-06-07 04:02:00 INFO: 2020-06-07 04:02:00 INFO: 2020-06-07 04:02:00 INFO: clearing start 2020-06-07 04:02:00 INFO: clearing end 2020-06-07 04:02:00 INFO: 2020-06-07 04:02:00 INFO: 2020-06-07 04:02:00 INFO: 2020-06-07 04:02:00 INFO: 2020-06-07 05:00:20 INFO: 2020-06-07 05:00:20 INFO: 2020-06-07 05:00:20 INFO: 2020-06-07 05:00:20 INFO: 2020-06-07 05:00:20 INFO: init new order start 2020-06-07 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.2, 'high': 242.8, 'low': 241.45, 'close': 242.25, 'trades': 1628, 'volume': 2454053, 'vwap': 242.11, 'lastSize': 481, 'turnover': 59413967410, 'homeNotional': 23715.64114523919, 'foreignNotional': 5741694.030544157}, {'timestamp': datetime.datetime(2020, 6, 7, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.3, 'low': 240.4, 'close': 242.2, 'trades': 2500, 'volume': 2390905, 'vwap': 241.47, 'lastSize': 400, 'turnover': 57731647080, 'homeNotional': 23072.057718737924, 'foreignNotional': 5571070.739769397}, {'timestamp': datetime.datetime(2020, 6, 7, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.8, 'high': 243.05, 'low': 241.6, 'close': 242.3, 'trades': 1350, 'volume': 1053066, 'vwap': 242.32, 'lastSize': 500, 'turnover': 25516853560, 'homeNotional': 10177.940635426312, 'foreignNotional': 2466221.2992078834}] 2020-06-07 05:00:20 INFO: prepare candles [CandleItem(low=241.45, high=242.8, open=242.2, close=242.25, color='GREEN'), CandleItem(low=240.4, high=242.3, open=242.3, close=242.2, color='RED'), CandleItem(low=241.6, high=243.05, open=241.8, close=242.3, color='GREEN')] 2020-06-07 05:00:20 INFO: skip by colors first_candle=CandleItem(low=241.6, high=243.05, open=241.8, close=242.3, color='GREEN') second_candle=CandleItem(low=240.4, high=242.3, open=242.3, close=242.2, color='RED') last_candle=CandleItem(low=241.45, high=242.8, open=242.2, close=242.25, color='GREEN') 2020-06-07 05:00:20 INFO: check need new order None 2020-06-07 05:00:20 INFO: init new order end 2020-06-07 05:00:20 INFO: 2020-06-07 05:00:20 INFO: 2020-06-07 05:00:20 INFO: 2020-06-07 05:00:20 INFO: 2020-06-07 05:02:00 INFO: 2020-06-07 05:02:00 INFO: 2020-06-07 05:02:00 INFO: 2020-06-07 05:02:00 INFO: 2020-06-07 05:02:00 INFO: clearing start 2020-06-07 05:02:00 INFO: clearing end 2020-06-07 05:02:00 INFO: 2020-06-07 05:02:00 INFO: 2020-06-07 05:02:00 INFO: 2020-06-07 05:02:00 INFO: 2020-06-07 06:00:20 INFO: 2020-06-07 06:00:20 INFO: 2020-06-07 06:00:20 INFO: 2020-06-07 06:00:20 INFO: 2020-06-07 06:00:20 INFO: init new order start 2020-06-07 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 244.25, 'low': 241.95, 'close': 243.5, 'trades': 2926, 'volume': 3382504, 'vwap': 243.53, 'lastSize': 1500, 'turnover': 82371598245, 'homeNotional': 32788.62808666483, 'foreignNotional': 7984777.766621415}, {'timestamp': datetime.datetime(2020, 6, 7, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.2, 'high': 242.8, 'low': 241.45, 'close': 242.25, 'trades': 1628, 'volume': 2454053, 'vwap': 242.11, 'lastSize': 481, 'turnover': 59413967410, 'homeNotional': 23715.64114523919, 'foreignNotional': 5741694.030544157}, {'timestamp': datetime.datetime(2020, 6, 7, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.3, 'low': 240.4, 'close': 242.2, 'trades': 2500, 'volume': 2390905, 'vwap': 241.47, 'lastSize': 400, 'turnover': 57731647080, 'homeNotional': 23072.057718737924, 'foreignNotional': 5571070.739769397}] 2020-06-07 06:00:20 INFO: prepare candles [CandleItem(low=241.95, high=244.25, open=242.25, close=243.5, color='GREEN'), CandleItem(low=241.45, high=242.8, open=242.2, close=242.25, color='GREEN'), CandleItem(low=240.4, high=242.3, open=242.3, close=242.2, color='RED')] 2020-06-07 06:00:20 INFO: skip by colors first_candle=CandleItem(low=240.4, high=242.3, open=242.3, close=242.2, color='RED') second_candle=CandleItem(low=241.45, high=242.8, open=242.2, close=242.25, color='GREEN') last_candle=CandleItem(low=241.95, high=244.25, open=242.25, close=243.5, color='GREEN') 2020-06-07 06:00:20 INFO: check need new order None 2020-06-07 06:00:20 INFO: init new order end 2020-06-07 06:00:20 INFO: 2020-06-07 06:00:20 INFO: 2020-06-07 06:00:20 INFO: 2020-06-07 06:00:20 INFO: 2020-06-07 06:02:00 INFO: 2020-06-07 06:02:00 INFO: 2020-06-07 06:02:00 INFO: 2020-06-07 06:02:00 INFO: 2020-06-07 06:02:00 INFO: clearing start 2020-06-07 06:02:00 INFO: clearing end 2020-06-07 06:02:00 INFO: 2020-06-07 06:02:00 INFO: 2020-06-07 06:02:00 INFO: 2020-06-07 06:02:00 INFO: 2020-06-07 07:00:20 INFO: 2020-06-07 07:00:20 INFO: 2020-06-07 07:00:20 INFO: 2020-06-07 07:00:20 INFO: 2020-06-07 07:00:20 INFO: init new order start 2020-06-07 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 243.65, 'low': 242.7, 'close': 243.0, 'trades': 1543, 'volume': 1894180, 'vwap': 243.13, 'lastSize': 1, 'turnover': 46052701425, 'homeNotional': 18342.045476998308, 'foreignNotional': 4459454.767584183}, {'timestamp': datetime.datetime(2020, 6, 7, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 244.25, 'low': 241.95, 'close': 243.5, 'trades': 2926, 'volume': 3382504, 'vwap': 243.53, 'lastSize': 1500, 'turnover': 82371598245, 'homeNotional': 32788.62808666483, 'foreignNotional': 7984777.766621415}, {'timestamp': datetime.datetime(2020, 6, 7, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.2, 'high': 242.8, 'low': 241.45, 'close': 242.25, 'trades': 1628, 'volume': 2454053, 'vwap': 242.11, 'lastSize': 481, 'turnover': 59413967410, 'homeNotional': 23715.64114523919, 'foreignNotional': 5741694.030544157}] 2020-06-07 07:00:20 INFO: prepare candles [CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED'), CandleItem(low=241.95, high=244.25, open=242.25, close=243.5, color='GREEN'), CandleItem(low=241.45, high=242.8, open=242.2, close=242.25, color='GREEN')] 2020-06-07 07:00:20 INFO: last_candle=CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED') 2020-06-07 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED') 2020-06-07 07:00:20 INFO: skip by CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED') 2020-06-07 07:00:20 INFO: skip by CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 07:00:20 INFO: not found applicable config for candle 2020-06-07 07:00:20 INFO: check need new order None 2020-06-07 07:00:20 INFO: init new order end 2020-06-07 07:00:20 INFO: 2020-06-07 07:00:20 INFO: 2020-06-07 07:00:20 INFO: 2020-06-07 07:00:20 INFO: 2020-06-07 07:02:00 INFO: 2020-06-07 07:02:00 INFO: 2020-06-07 07:02:00 INFO: 2020-06-07 07:02:00 INFO: 2020-06-07 07:02:00 INFO: clearing start 2020-06-07 07:02:00 INFO: clearing end 2020-06-07 07:02:00 INFO: 2020-06-07 07:02:00 INFO: 2020-06-07 07:02:00 INFO: 2020-06-07 07:02:00 INFO: 2020-06-07 08:00:20 INFO: 2020-06-07 08:00:20 INFO: 2020-06-07 08:00:20 INFO: 2020-06-07 08:00:20 INFO: 2020-06-07 08:00:20 INFO: init new order start 2020-06-07 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.8, 'low': 242.6, 'close': 242.7, 'trades': 1218, 'volume': 1377938, 'vwap': 243.17, 'lastSize': 161, 'turnover': 33506868235, 'homeNotional': 13355.04724570446, 'foreignNotional': 3247505.474060996}, {'timestamp': datetime.datetime(2020, 6, 7, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 243.65, 'low': 242.7, 'close': 243.0, 'trades': 1543, 'volume': 1894180, 'vwap': 243.13, 'lastSize': 1, 'turnover': 46052701425, 'homeNotional': 18342.045476998308, 'foreignNotional': 4459454.767584183}, {'timestamp': datetime.datetime(2020, 6, 7, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 244.25, 'low': 241.95, 'close': 243.5, 'trades': 2926, 'volume': 3382504, 'vwap': 243.53, 'lastSize': 1500, 'turnover': 82371598245, 'homeNotional': 32788.62808666483, 'foreignNotional': 7984777.766621415}] 2020-06-07 08:00:21 INFO: prepare candles [CandleItem(low=242.6, high=243.8, open=243.0, close=242.7, color='RED'), CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED'), CandleItem(low=241.95, high=244.25, open=242.25, close=243.5, color='GREEN')] 2020-06-07 08:00:21 INFO: skip by colors first_candle=CandleItem(low=241.95, high=244.25, open=242.25, close=243.5, color='GREEN') second_candle=CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED') last_candle=CandleItem(low=242.6, high=243.8, open=243.0, close=242.7, color='RED') 2020-06-07 08:00:21 INFO: check need new order None 2020-06-07 08:00:21 INFO: init new order end 2020-06-07 08:00:21 INFO: 2020-06-07 08:00:21 INFO: 2020-06-07 08:00:21 INFO: 2020-06-07 08:00:21 INFO: 2020-06-07 08:02:00 INFO: 2020-06-07 08:02:00 INFO: 2020-06-07 08:02:00 INFO: 2020-06-07 08:02:00 INFO: 2020-06-07 08:02:00 INFO: clearing start 2020-06-07 08:02:00 INFO: clearing end 2020-06-07 08:02:00 INFO: 2020-06-07 08:02:00 INFO: 2020-06-07 08:02:00 INFO: 2020-06-07 08:02:00 INFO: 2020-06-07 09:00:20 INFO: 2020-06-07 09:00:20 INFO: 2020-06-07 09:00:20 INFO: 2020-06-07 09:00:20 INFO: 2020-06-07 09:00:20 INFO: init new order start 2020-06-07 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.35, 'low': 242.1, 'close': 242.3, 'trades': 1808, 'volume': 2424056, 'vwap': 242.61, 'lastSize': 5000, 'turnover': 58807884950, 'homeNotional': 23444.265261180648, 'foreignNotional': 5687610.489991288}, {'timestamp': datetime.datetime(2020, 6, 7, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.8, 'low': 242.6, 'close': 242.7, 'trades': 1218, 'volume': 1377938, 'vwap': 243.17, 'lastSize': 161, 'turnover': 33506868235, 'homeNotional': 13355.04724570446, 'foreignNotional': 3247505.474060996}, {'timestamp': datetime.datetime(2020, 6, 7, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 243.65, 'low': 242.7, 'close': 243.0, 'trades': 1543, 'volume': 1894180, 'vwap': 243.13, 'lastSize': 1, 'turnover': 46052701425, 'homeNotional': 18342.045476998308, 'foreignNotional': 4459454.767584183}] 2020-06-07 09:00:21 INFO: prepare candles [CandleItem(low=242.1, high=243.35, open=242.7, close=242.3, color='RED'), CandleItem(low=242.6, high=243.8, open=243.0, close=242.7, color='RED'), CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED')] 2020-06-07 09:00:21 INFO: skip by colors first_candle=CandleItem(low=242.7, high=243.65, open=243.5, close=243.0, color='RED') second_candle=CandleItem(low=242.6, high=243.8, open=243.0, close=242.7, color='RED') last_candle=CandleItem(low=242.1, high=243.35, open=242.7, close=242.3, color='RED') 2020-06-07 09:00:21 INFO: check need new order None 2020-06-07 09:00:21 INFO: init new order end 2020-06-07 09:00:21 INFO: 2020-06-07 09:00:21 INFO: 2020-06-07 09:00:21 INFO: 2020-06-07 09:00:21 INFO: 2020-06-07 09:02:00 INFO: 2020-06-07 09:02:00 INFO: 2020-06-07 09:02:00 INFO: 2020-06-07 09:02:00 INFO: 2020-06-07 09:02:00 INFO: clearing start 2020-06-07 09:02:00 INFO: clearing end 2020-06-07 09:02:00 INFO: 2020-06-07 09:02:00 INFO: 2020-06-07 09:02:00 INFO: 2020-06-07 09:02:00 INFO: 2020-06-07 10:00:20 INFO: 2020-06-07 10:00:20 INFO: 2020-06-07 10:00:20 INFO: 2020-06-07 10:00:20 INFO: 2020-06-07 10:00:20 INFO: init new order start 2020-06-07 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.55, 'low': 241.6, 'close': 242.25, 'trades': 1914, 'volume': 2567915, 'vwap': 242.03, 'lastSize': 1, 'turnover': 62148776385, 'homeNotional': 24810.68765518141, 'foreignNotional': 6004695.882237242}, {'timestamp': datetime.datetime(2020, 6, 7, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.35, 'low': 242.1, 'close': 242.3, 'trades': 1808, 'volume': 2424056, 'vwap': 242.61, 'lastSize': 5000, 'turnover': 58807884950, 'homeNotional': 23444.265261180648, 'foreignNotional': 5687610.489991288}, {'timestamp': datetime.datetime(2020, 6, 7, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.8, 'low': 242.6, 'close': 242.7, 'trades': 1218, 'volume': 1377938, 'vwap': 243.17, 'lastSize': 161, 'turnover': 33506868235, 'homeNotional': 13355.04724570446, 'foreignNotional': 3247505.474060996}] 2020-06-07 10:00:20 INFO: prepare candles [CandleItem(low=241.6, high=242.55, open=242.3, close=242.25, color='RED'), CandleItem(low=242.1, high=243.35, open=242.7, close=242.3, color='RED'), CandleItem(low=242.6, high=243.8, open=243.0, close=242.7, color='RED')] 2020-06-07 10:00:20 INFO: skip by colors first_candle=CandleItem(low=242.6, high=243.8, open=243.0, close=242.7, color='RED') second_candle=CandleItem(low=242.1, high=243.35, open=242.7, close=242.3, color='RED') last_candle=CandleItem(low=241.6, high=242.55, open=242.3, close=242.25, color='RED') 2020-06-07 10:00:20 INFO: check need new order None 2020-06-07 10:00:20 INFO: init new order end 2020-06-07 10:00:20 INFO: 2020-06-07 10:00:20 INFO: 2020-06-07 10:00:20 INFO: 2020-06-07 10:00:20 INFO: 2020-06-07 10:02:00 INFO: 2020-06-07 10:02:00 INFO: 2020-06-07 10:02:00 INFO: 2020-06-07 10:02:00 INFO: 2020-06-07 10:02:00 INFO: clearing start 2020-06-07 10:02:00 INFO: clearing end 2020-06-07 10:02:00 INFO: 2020-06-07 10:02:00 INFO: 2020-06-07 10:02:00 INFO: 2020-06-07 10:02:00 INFO: 2020-06-07 10:45:09 ERROR: Error : Connection is already closed. 2020-06-07 10:45:09 ERROR: error from callback >: Connection is already closed. 2020-06-07 10:45:09 INFO: Websocket Closed 2020-06-07 10:45:09 WARNING: reconnect to socket 2020-06-07 10:45:09 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-07 10:45:09 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-07 10:45:09 INFO: Authenticating with API Key. 2020-06-07 10:45:10 INFO: Connected to WS. 2020-06-07 10:59:10 ERROR: Error : Connection is already closed. 2020-06-07 10:59:10 ERROR: error from callback >: Connection is already closed. 2020-06-07 10:59:10 INFO: Websocket Closed 2020-06-07 10:59:11 WARNING: reconnect to socket 2020-06-07 10:59:11 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-07 10:59:11 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-07 10:59:11 INFO: Authenticating with API Key. 2020-06-07 10:59:12 INFO: Connected to WS. 2020-06-07 11:00:20 INFO: 2020-06-07 11:00:20 INFO: 2020-06-07 11:00:20 INFO: 2020-06-07 11:00:20 INFO: 2020-06-07 11:00:20 INFO: init new order start 2020-06-07 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 242.55, 'low': 241.8, 'close': 242.3, 'trades': 735, 'volume': 857221, 'vwap': 242.18, 'lastSize': 1, 'turnover': 20759989080, 'homeNotional': 8281.839210301121, 'foreignNotional': 2005678.5330357375}, {'timestamp': datetime.datetime(2020, 6, 7, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.55, 'low': 241.6, 'close': 242.25, 'trades': 1914, 'volume': 2567915, 'vwap': 242.03, 'lastSize': 1, 'turnover': 62148776385, 'homeNotional': 24810.68765518141, 'foreignNotional': 6004695.882237242}, {'timestamp': datetime.datetime(2020, 6, 7, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.35, 'low': 242.1, 'close': 242.3, 'trades': 1808, 'volume': 2424056, 'vwap': 242.61, 'lastSize': 5000, 'turnover': 58807884950, 'homeNotional': 23444.265261180648, 'foreignNotional': 5687610.489991288}] 2020-06-07 11:00:20 INFO: prepare candles [CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN'), CandleItem(low=241.6, high=242.55, open=242.3, close=242.25, color='RED'), CandleItem(low=242.1, high=243.35, open=242.7, close=242.3, color='RED')] 2020-06-07 11:00:20 INFO: last_candle=CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN') 2020-06-07 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN') 2020-06-07 11:00:20 INFO: skip by CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN') 2020-06-07 11:00:20 INFO: skip by CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 11:00:20 INFO: not found applicable config for candle 2020-06-07 11:00:20 INFO: check need new order None 2020-06-07 11:00:20 INFO: init new order end 2020-06-07 11:00:20 INFO: 2020-06-07 11:00:20 INFO: 2020-06-07 11:00:20 INFO: 2020-06-07 11:00:20 INFO: 2020-06-07 11:02:00 INFO: 2020-06-07 11:02:00 INFO: 2020-06-07 11:02:00 INFO: 2020-06-07 11:02:00 INFO: 2020-06-07 11:02:00 INFO: clearing start 2020-06-07 11:02:01 INFO: clearing end 2020-06-07 11:02:01 INFO: 2020-06-07 11:02:01 INFO: 2020-06-07 11:02:01 INFO: 2020-06-07 11:02:01 INFO: 2020-06-07 12:00:20 INFO: 2020-06-07 12:00:20 INFO: 2020-06-07 12:00:20 INFO: 2020-06-07 12:00:20 INFO: 2020-06-07 12:00:20 INFO: init new order start 2020-06-07 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.65, 'low': 239.1, 'close': 241.95, 'trades': 6160, 'volume': 7133229, 'vwap': 240.7, 'lastSize': 150, 'turnover': 171690167285, 'homeNotional': 68636.60806609815, 'foreignNotional': 16520315.44395832}, {'timestamp': datetime.datetime(2020, 6, 7, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 242.55, 'low': 241.8, 'close': 242.3, 'trades': 735, 'volume': 857221, 'vwap': 242.18, 'lastSize': 1, 'turnover': 20759989080, 'homeNotional': 8281.839210301121, 'foreignNotional': 2005678.5330357375}, {'timestamp': datetime.datetime(2020, 6, 7, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.55, 'low': 241.6, 'close': 242.25, 'trades': 1914, 'volume': 2567915, 'vwap': 242.03, 'lastSize': 1, 'turnover': 62148776385, 'homeNotional': 24810.68765518141, 'foreignNotional': 6004695.882237242}] 2020-06-07 12:00:20 INFO: prepare candles [CandleItem(low=239.1, high=242.65, open=242.3, close=241.95, color='RED'), CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN'), CandleItem(low=241.6, high=242.55, open=242.3, close=242.25, color='RED')] 2020-06-07 12:00:20 INFO: skip by colors first_candle=CandleItem(low=241.6, high=242.55, open=242.3, close=242.25, color='RED') second_candle=CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN') last_candle=CandleItem(low=239.1, high=242.65, open=242.3, close=241.95, color='RED') 2020-06-07 12:00:20 INFO: check need new order None 2020-06-07 12:00:20 INFO: init new order end 2020-06-07 12:00:20 INFO: 2020-06-07 12:00:20 INFO: 2020-06-07 12:00:20 INFO: 2020-06-07 12:00:20 INFO: 2020-06-07 12:02:00 INFO: 2020-06-07 12:02:00 INFO: 2020-06-07 12:02:00 INFO: 2020-06-07 12:02:00 INFO: 2020-06-07 12:02:00 INFO: clearing start 2020-06-07 12:02:00 INFO: clearing end 2020-06-07 12:02:00 INFO: 2020-06-07 12:02:00 INFO: 2020-06-07 12:02:00 INFO: 2020-06-07 12:02:00 INFO: 2020-06-07 13:00:20 INFO: 2020-06-07 13:00:20 INFO: 2020-06-07 13:00:20 INFO: 2020-06-07 13:00:20 INFO: 2020-06-07 13:00:20 INFO: init new order start 2020-06-07 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.5, 'low': 240.95, 'close': 240.95, 'trades': 1811, 'volume': 1472166, 'vwap': 241.79, 'lastSize': 200, 'turnover': 35594498690, 'homeNotional': 14200.905237249772, 'foreignNotional': 3433547.8169088634}, {'timestamp': datetime.datetime(2020, 6, 7, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.65, 'low': 239.1, 'close': 241.95, 'trades': 6160, 'volume': 7133229, 'vwap': 240.7, 'lastSize': 150, 'turnover': 171690167285, 'homeNotional': 68636.60806609815, 'foreignNotional': 16520315.44395832}, {'timestamp': datetime.datetime(2020, 6, 7, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.25, 'high': 242.55, 'low': 241.8, 'close': 242.3, 'trades': 735, 'volume': 857221, 'vwap': 242.18, 'lastSize': 1, 'turnover': 20759989080, 'homeNotional': 8281.839210301121, 'foreignNotional': 2005678.5330357375}] 2020-06-07 13:00:20 INFO: prepare candles [CandleItem(low=240.95, high=242.5, open=241.95, close=240.95, color='RED'), CandleItem(low=239.1, high=242.65, open=242.3, close=241.95, color='RED'), CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN')] 2020-06-07 13:00:20 INFO: skip by colors first_candle=CandleItem(low=241.8, high=242.55, open=242.25, close=242.3, color='GREEN') second_candle=CandleItem(low=239.1, high=242.65, open=242.3, close=241.95, color='RED') last_candle=CandleItem(low=240.95, high=242.5, open=241.95, close=240.95, color='RED') 2020-06-07 13:00:20 INFO: check need new order None 2020-06-07 13:00:20 INFO: init new order end 2020-06-07 13:00:20 INFO: 2020-06-07 13:00:20 INFO: 2020-06-07 13:00:20 INFO: 2020-06-07 13:00:20 INFO: 2020-06-07 13:02:00 INFO: 2020-06-07 13:02:00 INFO: 2020-06-07 13:02:00 INFO: 2020-06-07 13:02:00 INFO: 2020-06-07 13:02:00 INFO: clearing start 2020-06-07 13:02:00 INFO: clearing end 2020-06-07 13:02:00 INFO: 2020-06-07 13:02:00 INFO: 2020-06-07 13:02:00 INFO: 2020-06-07 13:02:00 INFO: 2020-06-07 14:00:20 INFO: 2020-06-07 14:00:20 INFO: 2020-06-07 14:00:20 INFO: 2020-06-07 14:00:20 INFO: 2020-06-07 14:00:20 INFO: init new order start 2020-06-07 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.35, 'low': 240.15, 'close': 240.3, 'trades': 1841, 'volume': 1869392, 'vwap': 240.88, 'lastSize': 677, 'turnover': 45029159250, 'homeNotional': 17992.332983263295, 'foreignNotional': 4333919.803977627}, {'timestamp': datetime.datetime(2020, 6, 7, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.5, 'low': 240.95, 'close': 240.95, 'trades': 1811, 'volume': 1472166, 'vwap': 241.79, 'lastSize': 200, 'turnover': 35594498690, 'homeNotional': 14200.905237249772, 'foreignNotional': 3433547.8169088634}, {'timestamp': datetime.datetime(2020, 6, 7, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.3, 'high': 242.65, 'low': 239.1, 'close': 241.95, 'trades': 6160, 'volume': 7133229, 'vwap': 240.7, 'lastSize': 150, 'turnover': 171690167285, 'homeNotional': 68636.60806609815, 'foreignNotional': 16520315.44395832}] 2020-06-07 14:00:21 INFO: prepare candles [CandleItem(low=240.15, high=241.35, open=240.95, close=240.3, color='RED'), CandleItem(low=240.95, high=242.5, open=241.95, close=240.95, color='RED'), CandleItem(low=239.1, high=242.65, open=242.3, close=241.95, color='RED')] 2020-06-07 14:00:21 INFO: skip by colors first_candle=CandleItem(low=239.1, high=242.65, open=242.3, close=241.95, color='RED') second_candle=CandleItem(low=240.95, high=242.5, open=241.95, close=240.95, color='RED') last_candle=CandleItem(low=240.15, high=241.35, open=240.95, close=240.3, color='RED') 2020-06-07 14:00:21 INFO: check need new order None 2020-06-07 14:00:21 INFO: init new order end 2020-06-07 14:00:21 INFO: 2020-06-07 14:00:21 INFO: 2020-06-07 14:00:21 INFO: 2020-06-07 14:00:21 INFO: 2020-06-07 14:02:00 INFO: 2020-06-07 14:02:00 INFO: 2020-06-07 14:02:00 INFO: 2020-06-07 14:02:00 INFO: 2020-06-07 14:02:00 INFO: clearing start 2020-06-07 14:02:00 INFO: clearing end 2020-06-07 14:02:00 INFO: 2020-06-07 14:02:00 INFO: 2020-06-07 14:02:00 INFO: 2020-06-07 14:02:00 INFO: 2020-06-07 15:00:20 INFO: 2020-06-07 15:00:20 INFO: 2020-06-07 15:00:20 INFO: 2020-06-07 15:00:20 INFO: 2020-06-07 15:00:20 INFO: init new order start 2020-06-07 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.3, 'high': 241.1, 'low': 237.8, 'close': 238.4, 'trades': 4528, 'volume': 6455181, 'vwap': 239.34, 'lastSize': 1945, 'turnover': 154494709530, 'homeNotional': 61908.627903461806, 'foreignNotional': 14816985.611446204}, {'timestamp': datetime.datetime(2020, 6, 7, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.35, 'low': 240.15, 'close': 240.3, 'trades': 1841, 'volume': 1869392, 'vwap': 240.88, 'lastSize': 677, 'turnover': 45029159250, 'homeNotional': 17992.332983263295, 'foreignNotional': 4333919.803977627}, {'timestamp': datetime.datetime(2020, 6, 7, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.5, 'low': 240.95, 'close': 240.95, 'trades': 1811, 'volume': 1472166, 'vwap': 241.79, 'lastSize': 200, 'turnover': 35594498690, 'homeNotional': 14200.905237249772, 'foreignNotional': 3433547.8169088634}] 2020-06-07 15:00:20 INFO: prepare candles [CandleItem(low=237.8, high=241.1, open=240.3, close=238.4, color='RED'), CandleItem(low=240.15, high=241.35, open=240.95, close=240.3, color='RED'), CandleItem(low=240.95, high=242.5, open=241.95, close=240.95, color='RED')] 2020-06-07 15:00:20 INFO: skip by colors first_candle=CandleItem(low=240.95, high=242.5, open=241.95, close=240.95, color='RED') second_candle=CandleItem(low=240.15, high=241.35, open=240.95, close=240.3, color='RED') last_candle=CandleItem(low=237.8, high=241.1, open=240.3, close=238.4, color='RED') 2020-06-07 15:00:20 INFO: check need new order None 2020-06-07 15:00:20 INFO: init new order end 2020-06-07 15:00:20 INFO: 2020-06-07 15:00:20 INFO: 2020-06-07 15:00:20 INFO: 2020-06-07 15:00:20 INFO: 2020-06-07 15:02:00 INFO: 2020-06-07 15:02:00 INFO: 2020-06-07 15:02:00 INFO: 2020-06-07 15:02:00 INFO: 2020-06-07 15:02:00 INFO: clearing start 2020-06-07 15:02:00 INFO: clearing end 2020-06-07 15:02:00 INFO: 2020-06-07 15:02:00 INFO: 2020-06-07 15:02:00 INFO: 2020-06-07 15:02:00 INFO: 2020-06-07 16:00:20 INFO: 2020-06-07 16:00:20 INFO: 2020-06-07 16:00:20 INFO: 2020-06-07 16:00:20 INFO: 2020-06-07 16:00:20 INFO: init new order start 2020-06-07 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.4, 'high': 239.55, 'low': 234.6, 'close': 238.0, 'trades': 8793, 'volume': 12905077, 'vwap': 237.67, 'lastSize': 500, 'turnover': 306710498490, 'homeNotional': 123219.44535680122, 'foreignNotional': 29285201.5869985}, {'timestamp': datetime.datetime(2020, 6, 7, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.3, 'high': 241.1, 'low': 237.8, 'close': 238.4, 'trades': 4528, 'volume': 6455181, 'vwap': 239.34, 'lastSize': 1945, 'turnover': 154494709530, 'homeNotional': 61908.627903461806, 'foreignNotional': 14816985.611446204}, {'timestamp': datetime.datetime(2020, 6, 7, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.95, 'high': 241.35, 'low': 240.15, 'close': 240.3, 'trades': 1841, 'volume': 1869392, 'vwap': 240.88, 'lastSize': 677, 'turnover': 45029159250, 'homeNotional': 17992.332983263295, 'foreignNotional': 4333919.803977627}] 2020-06-07 16:00:20 INFO: prepare candles [CandleItem(low=234.6, high=239.55, open=238.4, close=238.0, color='RED'), CandleItem(low=237.8, high=241.1, open=240.3, close=238.4, color='RED'), CandleItem(low=240.15, high=241.35, open=240.95, close=240.3, color='RED')] 2020-06-07 16:00:20 INFO: skip by colors first_candle=CandleItem(low=240.15, high=241.35, open=240.95, close=240.3, color='RED') second_candle=CandleItem(low=237.8, high=241.1, open=240.3, close=238.4, color='RED') last_candle=CandleItem(low=234.6, high=239.55, open=238.4, close=238.0, color='RED') 2020-06-07 16:00:20 INFO: check need new order None 2020-06-07 16:00:20 INFO: init new order end 2020-06-07 16:00:20 INFO: 2020-06-07 16:00:20 INFO: 2020-06-07 16:00:20 INFO: 2020-06-07 16:00:20 INFO: 2020-06-07 16:02:00 INFO: 2020-06-07 16:02:00 INFO: 2020-06-07 16:02:00 INFO: 2020-06-07 16:02:00 INFO: 2020-06-07 16:02:00 INFO: clearing start 2020-06-07 16:02:00 INFO: clearing end 2020-06-07 16:02:00 INFO: 2020-06-07 16:02:00 INFO: 2020-06-07 16:02:00 INFO: 2020-06-07 16:02:00 INFO: 2020-06-07 17:00:20 INFO: 2020-06-07 17:00:20 INFO: 2020-06-07 17:00:20 INFO: 2020-06-07 17:00:20 INFO: 2020-06-07 17:00:20 INFO: init new order start 2020-06-07 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.45, 'low': 235.55, 'close': 235.6, 'trades': 4839, 'volume': 4980367, 'vwap': 237.06, 'lastSize': 22, 'turnover': 118061998380, 'homeNotional': 47246.82684837269, 'foreignNotional': 11200157.9597981}, {'timestamp': datetime.datetime(2020, 6, 7, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.4, 'high': 239.55, 'low': 234.6, 'close': 238.0, 'trades': 8793, 'volume': 12905077, 'vwap': 237.67, 'lastSize': 500, 'turnover': 306710498490, 'homeNotional': 123219.44535680122, 'foreignNotional': 29285201.5869985}, {'timestamp': datetime.datetime(2020, 6, 7, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.3, 'high': 241.1, 'low': 237.8, 'close': 238.4, 'trades': 4528, 'volume': 6455181, 'vwap': 239.34, 'lastSize': 1945, 'turnover': 154494709530, 'homeNotional': 61908.627903461806, 'foreignNotional': 14816985.611446204}] 2020-06-07 17:00:20 INFO: prepare candles [CandleItem(low=235.55, high=238.45, open=238.0, close=235.6, color='RED'), CandleItem(low=234.6, high=239.55, open=238.4, close=238.0, color='RED'), CandleItem(low=237.8, high=241.1, open=240.3, close=238.4, color='RED')] 2020-06-07 17:00:20 INFO: skip by colors first_candle=CandleItem(low=237.8, high=241.1, open=240.3, close=238.4, color='RED') second_candle=CandleItem(low=234.6, high=239.55, open=238.4, close=238.0, color='RED') last_candle=CandleItem(low=235.55, high=238.45, open=238.0, close=235.6, color='RED') 2020-06-07 17:00:20 INFO: check need new order None 2020-06-07 17:00:20 INFO: init new order end 2020-06-07 17:00:20 INFO: 2020-06-07 17:00:20 INFO: 2020-06-07 17:00:20 INFO: 2020-06-07 17:00:20 INFO: 2020-06-07 17:02:00 INFO: 2020-06-07 17:02:00 INFO: 2020-06-07 17:02:00 INFO: 2020-06-07 17:02:00 INFO: 2020-06-07 17:02:00 INFO: clearing start 2020-06-07 17:02:00 INFO: clearing end 2020-06-07 17:02:00 INFO: 2020-06-07 17:02:00 INFO: 2020-06-07 17:02:00 INFO: 2020-06-07 17:02:00 INFO: 2020-06-07 18:00:20 INFO: 2020-06-07 18:00:20 INFO: 2020-06-07 18:00:20 INFO: 2020-06-07 18:00:20 INFO: 2020-06-07 18:00:20 INFO: init new order start 2020-06-07 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 237.45, 'low': 234.45, 'close': 236.8, 'trades': 3700, 'volume': 4850147, 'vwap': 236.25, 'lastSize': 400, 'turnover': 114581867530, 'homeNotional': 45836.34702835812, 'foreignNotional': 10828628.11165744}, {'timestamp': datetime.datetime(2020, 6, 7, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.45, 'low': 235.55, 'close': 235.6, 'trades': 4839, 'volume': 4980367, 'vwap': 237.06, 'lastSize': 22, 'turnover': 118061998380, 'homeNotional': 47246.82684837269, 'foreignNotional': 11200157.9597981}, {'timestamp': datetime.datetime(2020, 6, 7, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.4, 'high': 239.55, 'low': 234.6, 'close': 238.0, 'trades': 8793, 'volume': 12905077, 'vwap': 237.67, 'lastSize': 500, 'turnover': 306710498490, 'homeNotional': 123219.44535680122, 'foreignNotional': 29285201.5869985}] 2020-06-07 18:00:21 INFO: prepare candles [CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN'), CandleItem(low=235.55, high=238.45, open=238.0, close=235.6, color='RED'), CandleItem(low=234.6, high=239.55, open=238.4, close=238.0, color='RED')] 2020-06-07 18:00:21 INFO: last_candle=CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN') 2020-06-07 18:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 18:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN') 2020-06-07 18:00:21 INFO: skip by CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 18:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 18:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN') 2020-06-07 18:00:21 INFO: skip by CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 18:00:21 INFO: not found applicable config for candle 2020-06-07 18:00:21 INFO: check need new order None 2020-06-07 18:00:21 INFO: init new order end 2020-06-07 18:00:21 INFO: 2020-06-07 18:00:21 INFO: 2020-06-07 18:00:21 INFO: 2020-06-07 18:00:21 INFO: 2020-06-07 18:02:00 INFO: 2020-06-07 18:02:00 INFO: 2020-06-07 18:02:00 INFO: 2020-06-07 18:02:00 INFO: 2020-06-07 18:02:00 INFO: clearing start 2020-06-07 18:02:00 INFO: clearing end 2020-06-07 18:02:00 INFO: 2020-06-07 18:02:00 INFO: 2020-06-07 18:02:00 INFO: 2020-06-07 18:02:00 INFO: 2020-06-07 19:00:20 INFO: 2020-06-07 19:00:20 INFO: 2020-06-07 19:00:20 INFO: 2020-06-07 19:00:20 INFO: 2020-06-07 19:00:20 INFO: init new order start 2020-06-07 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.8, 'high': 237.45, 'low': 236.8, 'close': 237.2, 'trades': 1365, 'volume': 1234833, 'vwap': 237.2, 'lastSize': 200, 'turnover': 29290233560, 'homeNotional': 11706.406244949958, 'foreignNotional': 2776760.529876046}, {'timestamp': datetime.datetime(2020, 6, 7, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 237.45, 'low': 234.45, 'close': 236.8, 'trades': 3700, 'volume': 4850147, 'vwap': 236.25, 'lastSize': 400, 'turnover': 114581867530, 'homeNotional': 45836.34702835812, 'foreignNotional': 10828628.11165744}, {'timestamp': datetime.datetime(2020, 6, 7, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.45, 'low': 235.55, 'close': 235.6, 'trades': 4839, 'volume': 4980367, 'vwap': 237.06, 'lastSize': 22, 'turnover': 118061998380, 'homeNotional': 47246.82684837269, 'foreignNotional': 11200157.9597981}] 2020-06-07 19:00:20 INFO: prepare candles [CandleItem(low=236.8, high=237.45, open=236.8, close=237.2, color='GREEN'), CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN'), CandleItem(low=235.55, high=238.45, open=238.0, close=235.6, color='RED')] 2020-06-07 19:00:20 INFO: skip by colors first_candle=CandleItem(low=235.55, high=238.45, open=238.0, close=235.6, color='RED') second_candle=CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN') last_candle=CandleItem(low=236.8, high=237.45, open=236.8, close=237.2, color='GREEN') 2020-06-07 19:00:20 INFO: check need new order None 2020-06-07 19:00:20 INFO: init new order end 2020-06-07 19:00:20 INFO: 2020-06-07 19:00:20 INFO: 2020-06-07 19:00:20 INFO: 2020-06-07 19:00:20 INFO: 2020-06-07 19:02:00 INFO: 2020-06-07 19:02:00 INFO: 2020-06-07 19:02:00 INFO: 2020-06-07 19:02:00 INFO: 2020-06-07 19:02:00 INFO: clearing start 2020-06-07 19:02:00 INFO: clearing end 2020-06-07 19:02:00 INFO: 2020-06-07 19:02:00 INFO: 2020-06-07 19:02:00 INFO: 2020-06-07 19:02:00 INFO: 2020-06-07 20:00:20 INFO: 2020-06-07 20:00:20 INFO: 2020-06-07 20:00:20 INFO: 2020-06-07 20:00:20 INFO: 2020-06-07 20:00:20 INFO: init new order start 2020-06-07 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 237.25, 'low': 234.9, 'close': 236.5, 'trades': 3409, 'volume': 4346255, 'vwap': 235.89, 'lastSize': 7, 'turnover': 102521051400, 'homeNotional': 41165.94993808243, 'foreignNotional': 9710392.539019676}, {'timestamp': datetime.datetime(2020, 6, 7, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.8, 'high': 237.45, 'low': 236.8, 'close': 237.2, 'trades': 1365, 'volume': 1234833, 'vwap': 237.2, 'lastSize': 200, 'turnover': 29290233560, 'homeNotional': 11706.406244949958, 'foreignNotional': 2776760.529876046}, {'timestamp': datetime.datetime(2020, 6, 7, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 237.45, 'low': 234.45, 'close': 236.8, 'trades': 3700, 'volume': 4850147, 'vwap': 236.25, 'lastSize': 400, 'turnover': 114581867530, 'homeNotional': 45836.34702835812, 'foreignNotional': 10828628.11165744}] 2020-06-07 20:00:21 INFO: prepare candles [CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED'), CandleItem(low=236.8, high=237.45, open=236.8, close=237.2, color='GREEN'), CandleItem(low=234.45, high=237.45, open=235.6, close=236.8, color='GREEN')] 2020-06-07 20:00:21 INFO: last_candle=CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED') 2020-06-07 20:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 20:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED') 2020-06-07 20:00:21 INFO: skip by CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 20:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-07 20:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED') 2020-06-07 20:00:21 INFO: skip by CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-07 20:00:21 INFO: not found applicable config for candle 2020-06-07 20:00:21 INFO: check need new order None 2020-06-07 20:00:21 INFO: init new order end 2020-06-07 20:00:21 INFO: 2020-06-07 20:00:21 INFO: 2020-06-07 20:00:21 INFO: 2020-06-07 20:00:21 INFO: 2020-06-07 20:02:00 INFO: 2020-06-07 20:02:00 INFO: 2020-06-07 20:02:00 INFO: 2020-06-07 20:02:00 INFO: 2020-06-07 20:02:00 INFO: clearing start 2020-06-07 20:02:00 INFO: clearing end 2020-06-07 20:02:00 INFO: 2020-06-07 20:02:00 INFO: 2020-06-07 20:02:00 INFO: 2020-06-07 20:02:00 INFO: 2020-06-07 21:00:20 INFO: 2020-06-07 21:00:20 INFO: 2020-06-07 21:00:20 INFO: 2020-06-07 21:00:20 INFO: 2020-06-07 21:00:20 INFO: init new order start 2020-06-07 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.25, 'low': 235.55, 'close': 237.2, 'trades': 1834, 'volume': 1704799, 'vwap': 236.33, 'lastSize': 1, 'turnover': 40288420760, 'homeNotional': 16168.676528271913, 'foreignNotional': 3821043.681682327}, {'timestamp': datetime.datetime(2020, 6, 7, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 237.25, 'low': 234.9, 'close': 236.5, 'trades': 3409, 'volume': 4346255, 'vwap': 235.89, 'lastSize': 7, 'turnover': 102521051400, 'homeNotional': 41165.94993808243, 'foreignNotional': 9710392.539019676}, {'timestamp': datetime.datetime(2020, 6, 7, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.8, 'high': 237.45, 'low': 236.8, 'close': 237.2, 'trades': 1365, 'volume': 1234833, 'vwap': 237.2, 'lastSize': 200, 'turnover': 29290233560, 'homeNotional': 11706.406244949958, 'foreignNotional': 2776760.529876046}] 2020-06-07 21:00:20 INFO: prepare candles [CandleItem(low=235.55, high=237.25, open=236.5, close=237.2, color='GREEN'), CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED'), CandleItem(low=236.8, high=237.45, open=236.8, close=237.2, color='GREEN')] 2020-06-07 21:00:20 INFO: skip by colors first_candle=CandleItem(low=236.8, high=237.45, open=236.8, close=237.2, color='GREEN') second_candle=CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED') last_candle=CandleItem(low=235.55, high=237.25, open=236.5, close=237.2, color='GREEN') 2020-06-07 21:00:20 INFO: check need new order None 2020-06-07 21:00:20 INFO: init new order end 2020-06-07 21:00:20 INFO: 2020-06-07 21:00:20 INFO: 2020-06-07 21:00:20 INFO: 2020-06-07 21:00:20 INFO: 2020-06-07 21:02:00 INFO: 2020-06-07 21:02:00 INFO: 2020-06-07 21:02:00 INFO: 2020-06-07 21:02:00 INFO: 2020-06-07 21:02:00 INFO: clearing start 2020-06-07 21:02:00 INFO: clearing end 2020-06-07 21:02:00 INFO: 2020-06-07 21:02:00 INFO: 2020-06-07 21:02:00 INFO: 2020-06-07 21:02:00 INFO: 2020-06-07 22:00:20 INFO: 2020-06-07 22:00:20 INFO: 2020-06-07 22:00:20 INFO: 2020-06-07 22:00:20 INFO: 2020-06-07 22:00:20 INFO: init new order start 2020-06-07 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.45, 'low': 236.85, 'close': 237.7, 'trades': 2072, 'volume': 3151911, 'vwap': 237.92, 'lastSize': 50, 'turnover': 74987788730, 'homeNotional': 30014.293244917415, 'foreignNotional': 7140782.495375698}, {'timestamp': datetime.datetime(2020, 6, 7, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.25, 'low': 235.55, 'close': 237.2, 'trades': 1834, 'volume': 1704799, 'vwap': 236.33, 'lastSize': 1, 'turnover': 40288420760, 'homeNotional': 16168.676528271913, 'foreignNotional': 3821043.681682327}, {'timestamp': datetime.datetime(2020, 6, 7, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 237.25, 'low': 234.9, 'close': 236.5, 'trades': 3409, 'volume': 4346255, 'vwap': 235.89, 'lastSize': 7, 'turnover': 102521051400, 'homeNotional': 41165.94993808243, 'foreignNotional': 9710392.539019676}] 2020-06-07 22:00:21 INFO: prepare candles [CandleItem(low=236.85, high=238.45, open=237.2, close=237.7, color='GREEN'), CandleItem(low=235.55, high=237.25, open=236.5, close=237.2, color='GREEN'), CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED')] 2020-06-07 22:00:21 INFO: skip by colors first_candle=CandleItem(low=234.9, high=237.25, open=237.2, close=236.5, color='RED') second_candle=CandleItem(low=235.55, high=237.25, open=236.5, close=237.2, color='GREEN') last_candle=CandleItem(low=236.85, high=238.45, open=237.2, close=237.7, color='GREEN') 2020-06-07 22:00:21 INFO: check need new order None 2020-06-07 22:00:21 INFO: init new order end 2020-06-07 22:00:21 INFO: 2020-06-07 22:00:21 INFO: 2020-06-07 22:00:21 INFO: 2020-06-07 22:00:21 INFO: 2020-06-07 22:02:00 INFO: 2020-06-07 22:02:00 INFO: 2020-06-07 22:02:00 INFO: 2020-06-07 22:02:00 INFO: 2020-06-07 22:02:00 INFO: clearing start 2020-06-07 22:02:00 INFO: clearing end 2020-06-07 22:02:00 INFO: 2020-06-07 22:02:00 INFO: 2020-06-07 22:02:00 INFO: 2020-06-07 22:02:00 INFO: 2020-06-07 22:48:52 INFO: Websocket Closed 2020-06-07 22:48:52 WARNING: reconnect to socket 2020-06-07 22:48:52 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-07 22:48:52 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-07 22:48:52 INFO: Authenticating with API Key. 2020-06-07 22:48:53 INFO: Connected to WS. 2020-06-07 22:48:57 ERROR: Error : Connection is already closed. 2020-06-07 22:48:57 ERROR: error from callback >: Connection is already closed. 2020-06-07 22:48:57 INFO: Websocket Closed 2020-06-07 22:48:58 WARNING: reconnect to socket 2020-06-07 22:48:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-07 22:48:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-07 22:48:58 INFO: Authenticating with API Key. 2020-06-07 22:48:59 INFO: Connected to WS. 2020-06-07 23:00:20 INFO: 2020-06-07 23:00:20 INFO: 2020-06-07 23:00:20 INFO: 2020-06-07 23:00:20 INFO: 2020-06-07 23:00:20 INFO: init new order start 2020-06-07 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 243.35, 'low': 237.35, 'close': 242.85, 'trades': 8205, 'volume': 11026407, 'vwap': 240.93, 'lastSize': 4589, 'turnover': 265656470830, 'homeNotional': 106861.5109145746, 'foreignNotional': 25747025.221321933}, {'timestamp': datetime.datetime(2020, 6, 7, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.45, 'low': 236.85, 'close': 237.7, 'trades': 2072, 'volume': 3151911, 'vwap': 237.92, 'lastSize': 50, 'turnover': 74987788730, 'homeNotional': 30014.293244917415, 'foreignNotional': 7140782.495375698}, {'timestamp': datetime.datetime(2020, 6, 7, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.25, 'low': 235.55, 'close': 237.2, 'trades': 1834, 'volume': 1704799, 'vwap': 236.33, 'lastSize': 1, 'turnover': 40288420760, 'homeNotional': 16168.676528271913, 'foreignNotional': 3821043.681682327}] 2020-06-07 23:00:20 INFO: prepare candles [CandleItem(low=237.35, high=243.35, open=237.7, close=242.85, color='GREEN'), CandleItem(low=236.85, high=238.45, open=237.2, close=237.7, color='GREEN'), CandleItem(low=235.55, high=237.25, open=236.5, close=237.2, color='GREEN')] 2020-06-07 23:00:20 INFO: skip by colors first_candle=CandleItem(low=235.55, high=237.25, open=236.5, close=237.2, color='GREEN') second_candle=CandleItem(low=236.85, high=238.45, open=237.2, close=237.7, color='GREEN') last_candle=CandleItem(low=237.35, high=243.35, open=237.7, close=242.85, color='GREEN') 2020-06-07 23:00:20 INFO: check need new order None 2020-06-07 23:00:20 INFO: init new order end 2020-06-07 23:00:20 INFO: 2020-06-07 23:00:20 INFO: 2020-06-07 23:00:20 INFO: 2020-06-07 23:00:20 INFO: 2020-06-07 23:02:00 INFO: 2020-06-07 23:02:00 INFO: 2020-06-07 23:02:00 INFO: 2020-06-07 23:02:00 INFO: 2020-06-07 23:02:00 INFO: clearing start 2020-06-07 23:02:00 INFO: clearing end 2020-06-07 23:02:00 INFO: 2020-06-07 23:02:00 INFO: 2020-06-07 23:02:00 INFO: 2020-06-07 23:02:00 INFO: 2020-06-08 00:00:20 INFO: 2020-06-08 00:00:20 INFO: 2020-06-08 00:00:20 INFO: 2020-06-08 00:00:20 INFO: 2020-06-08 00:00:20 INFO: init new order start 2020-06-08 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.85, 'high': 244.1, 'low': 241.55, 'close': 242.8, 'trades': 6368, 'volume': 9262574, 'vwap': 243.15, 'lastSize': 11, 'turnover': 225214865275, 'homeNotional': 90329.37616842704, 'foreignNotional': 21963269.972469255}, {'timestamp': datetime.datetime(2020, 6, 7, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 243.35, 'low': 237.35, 'close': 242.85, 'trades': 8205, 'volume': 11026407, 'vwap': 240.93, 'lastSize': 4589, 'turnover': 265656470830, 'homeNotional': 106861.5109145746, 'foreignNotional': 25747025.221321933}, {'timestamp': datetime.datetime(2020, 6, 7, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.45, 'low': 236.85, 'close': 237.7, 'trades': 2072, 'volume': 3151911, 'vwap': 237.92, 'lastSize': 50, 'turnover': 74987788730, 'homeNotional': 30014.293244917415, 'foreignNotional': 7140782.495375698}] 2020-06-08 00:00:20 INFO: prepare candles [CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED'), CandleItem(low=237.35, high=243.35, open=237.7, close=242.85, color='GREEN'), CandleItem(low=236.85, high=238.45, open=237.2, close=237.7, color='GREEN')] 2020-06-08 00:00:20 INFO: last_candle=CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED') 2020-06-08 00:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED') 2020-06-08 00:00:20 INFO: skip by CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 00:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED') 2020-06-08 00:00:20 INFO: skip by CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 00:00:20 INFO: not found applicable config for candle 2020-06-08 00:00:20 INFO: check need new order None 2020-06-08 00:00:20 INFO: init new order end 2020-06-08 00:00:20 INFO: 2020-06-08 00:00:20 INFO: 2020-06-08 00:00:20 INFO: 2020-06-08 00:00:20 INFO: 2020-06-08 00:02:00 INFO: 2020-06-08 00:02:00 INFO: 2020-06-08 00:02:00 INFO: 2020-06-08 00:02:00 INFO: 2020-06-08 00:02:00 INFO: clearing start 2020-06-08 00:02:00 INFO: clearing end 2020-06-08 00:02:00 INFO: 2020-06-08 00:02:00 INFO: 2020-06-08 00:02:00 INFO: 2020-06-08 00:02:00 INFO: 2020-06-08 01:00:20 INFO: 2020-06-08 01:00:20 INFO: 2020-06-08 01:00:20 INFO: 2020-06-08 01:00:20 INFO: 2020-06-08 01:00:20 INFO: init new order start 2020-06-08 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.8, 'high': 243.35, 'low': 241.95, 'close': 242.45, 'trades': 2182, 'volume': 2422228, 'vwap': 242.73, 'lastSize': 1038, 'turnover': 58794231795, 'homeNotional': 23541.152288110196, 'foreignNotional': 5714101.707263197}, {'timestamp': datetime.datetime(2020, 6, 7, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.85, 'high': 244.1, 'low': 241.55, 'close': 242.8, 'trades': 6368, 'volume': 9262574, 'vwap': 243.15, 'lastSize': 11, 'turnover': 225214865275, 'homeNotional': 90329.37616842704, 'foreignNotional': 21963269.972469255}, {'timestamp': datetime.datetime(2020, 6, 7, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 243.35, 'low': 237.35, 'close': 242.85, 'trades': 8205, 'volume': 11026407, 'vwap': 240.93, 'lastSize': 4589, 'turnover': 265656470830, 'homeNotional': 106861.5109145746, 'foreignNotional': 25747025.221321933}] 2020-06-08 01:00:20 INFO: prepare candles [CandleItem(low=241.95, high=243.35, open=242.8, close=242.45, color='RED'), CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED'), CandleItem(low=237.35, high=243.35, open=237.7, close=242.85, color='GREEN')] 2020-06-08 01:00:20 INFO: skip by colors first_candle=CandleItem(low=237.35, high=243.35, open=237.7, close=242.85, color='GREEN') second_candle=CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED') last_candle=CandleItem(low=241.95, high=243.35, open=242.8, close=242.45, color='RED') 2020-06-08 01:00:20 INFO: check need new order None 2020-06-08 01:00:20 INFO: init new order end 2020-06-08 01:00:20 INFO: 2020-06-08 01:00:20 INFO: 2020-06-08 01:00:20 INFO: 2020-06-08 01:00:20 INFO: 2020-06-08 01:02:00 INFO: 2020-06-08 01:02:00 INFO: 2020-06-08 01:02:00 INFO: 2020-06-08 01:02:00 INFO: 2020-06-08 01:02:00 INFO: clearing start 2020-06-08 01:02:00 INFO: clearing end 2020-06-08 01:02:00 INFO: 2020-06-08 01:02:00 INFO: 2020-06-08 01:02:00 INFO: 2020-06-08 01:02:00 INFO: 2020-06-08 02:00:20 INFO: 2020-06-08 02:00:20 INFO: 2020-06-08 02:00:20 INFO: 2020-06-08 02:00:20 INFO: 2020-06-08 02:00:20 INFO: init new order start 2020-06-08 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 7, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.45, 'high': 244.1, 'low': 242.5, 'close': 243.7, 'trades': 2465, 'volume': 2554224, 'vwap': 243.34, 'lastSize': 63, 'turnover': 62152375545, 'homeNotional': 24909.489567995348, 'foreignNotional': 6061281.644547676}, {'timestamp': datetime.datetime(2020, 6, 7, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.8, 'high': 243.35, 'low': 241.95, 'close': 242.45, 'trades': 2182, 'volume': 2422228, 'vwap': 242.73, 'lastSize': 1038, 'turnover': 58794231795, 'homeNotional': 23541.152288110196, 'foreignNotional': 5714101.707263197}, {'timestamp': datetime.datetime(2020, 6, 7, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.85, 'high': 244.1, 'low': 241.55, 'close': 242.8, 'trades': 6368, 'volume': 9262574, 'vwap': 243.15, 'lastSize': 11, 'turnover': 225214865275, 'homeNotional': 90329.37616842704, 'foreignNotional': 21963269.972469255}] 2020-06-08 02:00:21 INFO: prepare candles [CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN'), CandleItem(low=241.95, high=243.35, open=242.8, close=242.45, color='RED'), CandleItem(low=241.55, high=244.1, open=242.85, close=242.8, color='RED')] 2020-06-08 02:00:21 INFO: last_candle=CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN') 2020-06-08 02:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 02:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN') 2020-06-08 02:00:21 INFO: skip by CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 02:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 02:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN') 2020-06-08 02:00:21 INFO: skip by CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 02:00:21 INFO: not found applicable config for candle 2020-06-08 02:00:21 INFO: check need new order None 2020-06-08 02:00:21 INFO: init new order end 2020-06-08 02:00:21 INFO: 2020-06-08 02:00:21 INFO: 2020-06-08 02:00:21 INFO: 2020-06-08 02:00:21 INFO: 2020-06-08 02:02:00 INFO: 2020-06-08 02:02:00 INFO: 2020-06-08 02:02:00 INFO: 2020-06-08 02:02:00 INFO: 2020-06-08 02:02:00 INFO: clearing start 2020-06-08 02:02:00 INFO: clearing end 2020-06-08 02:02:00 INFO: 2020-06-08 02:02:00 INFO: 2020-06-08 02:02:00 INFO: 2020-06-08 02:02:00 INFO: 2020-06-08 03:00:20 INFO: 2020-06-08 03:00:20 INFO: 2020-06-08 03:00:20 INFO: 2020-06-08 03:00:20 INFO: 2020-06-08 03:00:20 INFO: init new order start 2020-06-08 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 245.95, 'low': 243.7, 'close': 245.25, 'trades': 5863, 'volume': 8657791, 'vwap': 245.03, 'lastSize': 647, 'turnover': 212134917520, 'homeNotional': 84513.97721468125, 'foreignNotional': 20707810.531639855}, {'timestamp': datetime.datetime(2020, 6, 7, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.45, 'high': 244.1, 'low': 242.5, 'close': 243.7, 'trades': 2465, 'volume': 2554224, 'vwap': 243.34, 'lastSize': 63, 'turnover': 62152375545, 'homeNotional': 24909.489567995348, 'foreignNotional': 6061281.644547676}, {'timestamp': datetime.datetime(2020, 6, 7, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.8, 'high': 243.35, 'low': 241.95, 'close': 242.45, 'trades': 2182, 'volume': 2422228, 'vwap': 242.73, 'lastSize': 1038, 'turnover': 58794231795, 'homeNotional': 23541.152288110196, 'foreignNotional': 5714101.707263197}] 2020-06-08 03:00:20 INFO: prepare candles [CandleItem(low=243.7, high=245.95, open=243.7, close=245.25, color='GREEN'), CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN'), CandleItem(low=241.95, high=243.35, open=242.8, close=242.45, color='RED')] 2020-06-08 03:00:20 INFO: skip by colors first_candle=CandleItem(low=241.95, high=243.35, open=242.8, close=242.45, color='RED') second_candle=CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN') last_candle=CandleItem(low=243.7, high=245.95, open=243.7, close=245.25, color='GREEN') 2020-06-08 03:00:20 INFO: check need new order None 2020-06-08 03:00:20 INFO: init new order end 2020-06-08 03:00:20 INFO: 2020-06-08 03:00:20 INFO: 2020-06-08 03:00:20 INFO: 2020-06-08 03:00:20 INFO: 2020-06-08 03:02:00 INFO: 2020-06-08 03:02:00 INFO: 2020-06-08 03:02:00 INFO: 2020-06-08 03:02:00 INFO: 2020-06-08 03:02:00 INFO: clearing start 2020-06-08 03:02:00 INFO: clearing end 2020-06-08 03:02:00 INFO: 2020-06-08 03:02:00 INFO: 2020-06-08 03:02:00 INFO: 2020-06-08 03:02:00 INFO: 2020-06-08 04:00:20 INFO: 2020-06-08 04:00:20 INFO: 2020-06-08 04:00:20 INFO: 2020-06-08 04:00:20 INFO: 2020-06-08 04:00:20 INFO: init new order start 2020-06-08 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.25, 'high': 245.95, 'low': 244.2, 'close': 245.0, 'trades': 2959, 'volume': 3386074, 'vwap': 245.03, 'lastSize': 2, 'turnover': 82966229150, 'homeNotional': 33054.73257524564, 'foreignNotional': 8099143.652857325}, {'timestamp': datetime.datetime(2020, 6, 8, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 245.95, 'low': 243.7, 'close': 245.25, 'trades': 5863, 'volume': 8657791, 'vwap': 245.03, 'lastSize': 647, 'turnover': 212134917520, 'homeNotional': 84513.97721468125, 'foreignNotional': 20707810.531639855}, {'timestamp': datetime.datetime(2020, 6, 7, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.45, 'high': 244.1, 'low': 242.5, 'close': 243.7, 'trades': 2465, 'volume': 2554224, 'vwap': 243.34, 'lastSize': 63, 'turnover': 62152375545, 'homeNotional': 24909.489567995348, 'foreignNotional': 6061281.644547676}] 2020-06-08 04:00:20 INFO: prepare candles [CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED'), CandleItem(low=243.7, high=245.95, open=243.7, close=245.25, color='GREEN'), CandleItem(low=242.5, high=244.1, open=242.45, close=243.7, color='GREEN')] 2020-06-08 04:00:20 INFO: last_candle=CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED') 2020-06-08 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED') 2020-06-08 04:00:20 INFO: skip by CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED') 2020-06-08 04:00:20 INFO: skip by CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 04:00:20 INFO: not found applicable config for candle 2020-06-08 04:00:20 INFO: check need new order None 2020-06-08 04:00:20 INFO: init new order end 2020-06-08 04:00:20 INFO: 2020-06-08 04:00:20 INFO: 2020-06-08 04:00:20 INFO: 2020-06-08 04:00:20 INFO: 2020-06-08 04:02:00 INFO: 2020-06-08 04:02:00 INFO: 2020-06-08 04:02:00 INFO: 2020-06-08 04:02:00 INFO: 2020-06-08 04:02:00 INFO: clearing start 2020-06-08 04:02:00 INFO: clearing end 2020-06-08 04:02:00 INFO: 2020-06-08 04:02:00 INFO: 2020-06-08 04:02:00 INFO: 2020-06-08 04:02:00 INFO: 2020-06-08 05:00:20 INFO: 2020-06-08 05:00:20 INFO: 2020-06-08 05:00:20 INFO: 2020-06-08 05:00:20 INFO: 2020-06-08 05:00:20 INFO: init new order start 2020-06-08 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.1, 'low': 243.65, 'close': 244.5, 'trades': 2410, 'volume': 2769552, 'vwap': 244.51, 'lastSize': 200, 'turnover': 67716096935, 'homeNotional': 27037.512475943327, 'foreignNotional': 6610731.477762711}, {'timestamp': datetime.datetime(2020, 6, 8, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.25, 'high': 245.95, 'low': 244.2, 'close': 245.0, 'trades': 2959, 'volume': 3386074, 'vwap': 245.03, 'lastSize': 2, 'turnover': 82966229150, 'homeNotional': 33054.73257524564, 'foreignNotional': 8099143.652857325}, {'timestamp': datetime.datetime(2020, 6, 8, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 245.95, 'low': 243.7, 'close': 245.25, 'trades': 5863, 'volume': 8657791, 'vwap': 245.03, 'lastSize': 647, 'turnover': 212134917520, 'homeNotional': 84513.97721468125, 'foreignNotional': 20707810.531639855}] 2020-06-08 05:00:20 INFO: prepare candles [CandleItem(low=243.65, high=245.1, open=245.0, close=244.5, color='RED'), CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED'), CandleItem(low=243.7, high=245.95, open=243.7, close=245.25, color='GREEN')] 2020-06-08 05:00:20 INFO: skip by colors first_candle=CandleItem(low=243.7, high=245.95, open=243.7, close=245.25, color='GREEN') second_candle=CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED') last_candle=CandleItem(low=243.65, high=245.1, open=245.0, close=244.5, color='RED') 2020-06-08 05:00:20 INFO: check need new order None 2020-06-08 05:00:20 INFO: init new order end 2020-06-08 05:00:20 INFO: 2020-06-08 05:00:20 INFO: 2020-06-08 05:00:20 INFO: 2020-06-08 05:00:20 INFO: 2020-06-08 05:02:00 INFO: 2020-06-08 05:02:00 INFO: 2020-06-08 05:02:00 INFO: 2020-06-08 05:02:00 INFO: 2020-06-08 05:02:00 INFO: clearing start 2020-06-08 05:02:00 INFO: clearing end 2020-06-08 05:02:00 INFO: 2020-06-08 05:02:00 INFO: 2020-06-08 05:02:00 INFO: 2020-06-08 05:02:00 INFO: 2020-06-08 06:00:20 INFO: 2020-06-08 06:00:20 INFO: 2020-06-08 06:00:20 INFO: 2020-06-08 06:00:20 INFO: 2020-06-08 06:00:20 INFO: init new order start 2020-06-08 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.5, 'high': 245.1, 'low': 244.1, 'close': 244.45, 'trades': 1932, 'volume': 2613979, 'vwap': 244.62, 'lastSize': 49517, 'turnover': 63941759055, 'homeNotional': 25456.08196169554, 'foreignNotional': 6226938.4505988145}, {'timestamp': datetime.datetime(2020, 6, 8, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.1, 'low': 243.65, 'close': 244.5, 'trades': 2410, 'volume': 2769552, 'vwap': 244.51, 'lastSize': 200, 'turnover': 67716096935, 'homeNotional': 27037.512475943327, 'foreignNotional': 6610731.477762711}, {'timestamp': datetime.datetime(2020, 6, 8, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.25, 'high': 245.95, 'low': 244.2, 'close': 245.0, 'trades': 2959, 'volume': 3386074, 'vwap': 245.03, 'lastSize': 2, 'turnover': 82966229150, 'homeNotional': 33054.73257524564, 'foreignNotional': 8099143.652857325}] 2020-06-08 06:00:20 INFO: prepare candles [CandleItem(low=244.1, high=245.1, open=244.5, close=244.45, color='RED'), CandleItem(low=243.65, high=245.1, open=245.0, close=244.5, color='RED'), CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED')] 2020-06-08 06:00:20 INFO: skip by colors first_candle=CandleItem(low=244.2, high=245.95, open=245.25, close=245.0, color='RED') second_candle=CandleItem(low=243.65, high=245.1, open=245.0, close=244.5, color='RED') last_candle=CandleItem(low=244.1, high=245.1, open=244.5, close=244.45, color='RED') 2020-06-08 06:00:20 INFO: check need new order None 2020-06-08 06:00:20 INFO: init new order end 2020-06-08 06:00:20 INFO: 2020-06-08 06:00:20 INFO: 2020-06-08 06:00:20 INFO: 2020-06-08 06:00:20 INFO: 2020-06-08 06:02:00 INFO: 2020-06-08 06:02:00 INFO: 2020-06-08 06:02:00 INFO: 2020-06-08 06:02:00 INFO: 2020-06-08 06:02:00 INFO: clearing start 2020-06-08 06:02:00 INFO: clearing end 2020-06-08 06:02:00 INFO: 2020-06-08 06:02:00 INFO: 2020-06-08 06:02:00 INFO: 2020-06-08 06:02:00 INFO: 2020-06-08 07:00:20 INFO: 2020-06-08 07:00:20 INFO: 2020-06-08 07:00:20 INFO: 2020-06-08 07:00:20 INFO: 2020-06-08 07:00:20 INFO: init new order start 2020-06-08 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.45, 'high': 244.75, 'low': 244.35, 'close': 244.7, 'trades': 1010, 'volume': 1309123, 'vwap': 244.61, 'lastSize': 1, 'turnover': 32021540015, 'homeNotional': 12728.03495272363, 'foreignNotional': 3113315.7182683772}, {'timestamp': datetime.datetime(2020, 6, 8, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.5, 'high': 245.1, 'low': 244.1, 'close': 244.45, 'trades': 1932, 'volume': 2613979, 'vwap': 244.62, 'lastSize': 49517, 'turnover': 63941759055, 'homeNotional': 25456.08196169554, 'foreignNotional': 6226938.4505988145}, {'timestamp': datetime.datetime(2020, 6, 8, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.1, 'low': 243.65, 'close': 244.5, 'trades': 2410, 'volume': 2769552, 'vwap': 244.51, 'lastSize': 200, 'turnover': 67716096935, 'homeNotional': 27037.512475943327, 'foreignNotional': 6610731.477762711}] 2020-06-08 07:00:20 INFO: prepare candles [CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN'), CandleItem(low=244.1, high=245.1, open=244.5, close=244.45, color='RED'), CandleItem(low=243.65, high=245.1, open=245.0, close=244.5, color='RED')] 2020-06-08 07:00:20 INFO: last_candle=CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN') 2020-06-08 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN') 2020-06-08 07:00:20 INFO: skip by CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN') 2020-06-08 07:00:20 INFO: skip by CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 07:00:20 INFO: not found applicable config for candle 2020-06-08 07:00:20 INFO: check need new order None 2020-06-08 07:00:20 INFO: init new order end 2020-06-08 07:00:20 INFO: 2020-06-08 07:00:20 INFO: 2020-06-08 07:00:20 INFO: 2020-06-08 07:00:20 INFO: 2020-06-08 07:02:00 INFO: 2020-06-08 07:02:00 INFO: 2020-06-08 07:02:00 INFO: 2020-06-08 07:02:00 INFO: 2020-06-08 07:02:00 INFO: clearing start 2020-06-08 07:02:00 INFO: clearing end 2020-06-08 07:02:00 INFO: 2020-06-08 07:02:00 INFO: 2020-06-08 07:02:00 INFO: 2020-06-08 07:02:00 INFO: 2020-06-08 08:00:20 INFO: 2020-06-08 08:00:20 INFO: 2020-06-08 08:00:20 INFO: 2020-06-08 08:00:20 INFO: 2020-06-08 08:00:20 INFO: init new order start 2020-06-08 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 245.45, 'low': 244.4, 'close': 244.45, 'trades': 1902, 'volume': 3024071, 'vwap': 245.01, 'lastSize': 400, 'turnover': 74092300265, 'homeNotional': 29488.35386120175, 'foreignNotional': 7224899.501371233}, {'timestamp': datetime.datetime(2020, 6, 8, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.45, 'high': 244.75, 'low': 244.35, 'close': 244.7, 'trades': 1010, 'volume': 1309123, 'vwap': 244.61, 'lastSize': 1, 'turnover': 32021540015, 'homeNotional': 12728.03495272363, 'foreignNotional': 3113315.7182683772}, {'timestamp': datetime.datetime(2020, 6, 8, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.5, 'high': 245.1, 'low': 244.1, 'close': 244.45, 'trades': 1932, 'volume': 2613979, 'vwap': 244.62, 'lastSize': 49517, 'turnover': 63941759055, 'homeNotional': 25456.08196169554, 'foreignNotional': 6226938.4505988145}] 2020-06-08 08:00:20 INFO: prepare candles [CandleItem(low=244.4, high=245.45, open=244.7, close=244.45, color='RED'), CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN'), CandleItem(low=244.1, high=245.1, open=244.5, close=244.45, color='RED')] 2020-06-08 08:00:20 INFO: skip by colors first_candle=CandleItem(low=244.1, high=245.1, open=244.5, close=244.45, color='RED') second_candle=CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN') last_candle=CandleItem(low=244.4, high=245.45, open=244.7, close=244.45, color='RED') 2020-06-08 08:00:20 INFO: check need new order None 2020-06-08 08:00:20 INFO: init new order end 2020-06-08 08:00:20 INFO: 2020-06-08 08:00:20 INFO: 2020-06-08 08:00:20 INFO: 2020-06-08 08:00:20 INFO: 2020-06-08 08:02:00 INFO: 2020-06-08 08:02:00 INFO: 2020-06-08 08:02:00 INFO: 2020-06-08 08:02:00 INFO: 2020-06-08 08:02:00 INFO: clearing start 2020-06-08 08:02:01 INFO: clearing end 2020-06-08 08:02:01 INFO: 2020-06-08 08:02:01 INFO: 2020-06-08 08:02:01 INFO: 2020-06-08 08:02:01 INFO: 2020-06-08 09:00:20 INFO: 2020-06-08 09:00:20 INFO: 2020-06-08 09:00:20 INFO: 2020-06-08 09:00:20 INFO: 2020-06-08 09:00:20 INFO: init new order start 2020-06-08 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.45, 'high': 244.45, 'low': 244.05, 'close': 244.3, 'trades': 901, 'volume': 1429112, 'vwap': 244.29, 'lastSize': 292, 'turnover': 34911328015, 'homeNotional': 13918.353420146868, 'foreignNotional': 3400071.4148465954}, {'timestamp': datetime.datetime(2020, 6, 8, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 245.45, 'low': 244.4, 'close': 244.45, 'trades': 1902, 'volume': 3024071, 'vwap': 245.01, 'lastSize': 400, 'turnover': 74092300265, 'homeNotional': 29488.35386120175, 'foreignNotional': 7224899.501371233}, {'timestamp': datetime.datetime(2020, 6, 8, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.45, 'high': 244.75, 'low': 244.35, 'close': 244.7, 'trades': 1010, 'volume': 1309123, 'vwap': 244.61, 'lastSize': 1, 'turnover': 32021540015, 'homeNotional': 12728.03495272363, 'foreignNotional': 3113315.7182683772}] 2020-06-08 09:00:20 INFO: prepare candles [CandleItem(low=244.05, high=244.45, open=244.45, close=244.3, color='RED'), CandleItem(low=244.4, high=245.45, open=244.7, close=244.45, color='RED'), CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN')] 2020-06-08 09:00:20 INFO: skip by colors first_candle=CandleItem(low=244.35, high=244.75, open=244.45, close=244.7, color='GREEN') second_candle=CandleItem(low=244.4, high=245.45, open=244.7, close=244.45, color='RED') last_candle=CandleItem(low=244.05, high=244.45, open=244.45, close=244.3, color='RED') 2020-06-08 09:00:20 INFO: check need new order None 2020-06-08 09:00:20 INFO: init new order end 2020-06-08 09:00:20 INFO: 2020-06-08 09:00:20 INFO: 2020-06-08 09:00:20 INFO: 2020-06-08 09:00:20 INFO: 2020-06-08 09:02:00 INFO: 2020-06-08 09:02:00 INFO: 2020-06-08 09:02:00 INFO: 2020-06-08 09:02:00 INFO: 2020-06-08 09:02:00 INFO: clearing start 2020-06-08 09:02:00 INFO: clearing end 2020-06-08 09:02:00 INFO: 2020-06-08 09:02:00 INFO: 2020-06-08 09:02:00 INFO: 2020-06-08 09:02:00 INFO: 2020-06-08 10:00:20 INFO: 2020-06-08 10:00:20 INFO: 2020-06-08 10:00:20 INFO: 2020-06-08 10:00:20 INFO: 2020-06-08 10:00:20 INFO: init new order start 2020-06-08 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.35, 'low': 243.95, 'close': 244.15, 'trades': 906, 'volume': 1181172, 'vwap': 244.21, 'lastSize': 29, 'turnover': 28844639730, 'homeNotional': 11501.595613567053, 'foreignNotional': 2808731.159033826}, {'timestamp': datetime.datetime(2020, 6, 8, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.45, 'high': 244.45, 'low': 244.05, 'close': 244.3, 'trades': 901, 'volume': 1429112, 'vwap': 244.29, 'lastSize': 292, 'turnover': 34911328015, 'homeNotional': 13918.353420146868, 'foreignNotional': 3400071.4148465954}, {'timestamp': datetime.datetime(2020, 6, 8, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 245.45, 'low': 244.4, 'close': 244.45, 'trades': 1902, 'volume': 3024071, 'vwap': 245.01, 'lastSize': 400, 'turnover': 74092300265, 'homeNotional': 29488.35386120175, 'foreignNotional': 7224899.501371233}] 2020-06-08 10:00:20 INFO: prepare candles [CandleItem(low=243.95, high=244.35, open=244.3, close=244.15, color='RED'), CandleItem(low=244.05, high=244.45, open=244.45, close=244.3, color='RED'), CandleItem(low=244.4, high=245.45, open=244.7, close=244.45, color='RED')] 2020-06-08 10:00:20 INFO: skip by colors first_candle=CandleItem(low=244.4, high=245.45, open=244.7, close=244.45, color='RED') second_candle=CandleItem(low=244.05, high=244.45, open=244.45, close=244.3, color='RED') last_candle=CandleItem(low=243.95, high=244.35, open=244.3, close=244.15, color='RED') 2020-06-08 10:00:20 INFO: check need new order None 2020-06-08 10:00:20 INFO: init new order end 2020-06-08 10:00:20 INFO: 2020-06-08 10:00:20 INFO: 2020-06-08 10:00:20 INFO: 2020-06-08 10:00:20 INFO: 2020-06-08 10:02:00 INFO: 2020-06-08 10:02:00 INFO: 2020-06-08 10:02:00 INFO: 2020-06-08 10:02:00 INFO: 2020-06-08 10:02:00 INFO: clearing start 2020-06-08 10:02:00 INFO: clearing end 2020-06-08 10:02:00 INFO: 2020-06-08 10:02:00 INFO: 2020-06-08 10:02:00 INFO: 2020-06-08 10:02:00 INFO: 2020-06-08 11:00:20 INFO: 2020-06-08 11:00:20 INFO: 2020-06-08 11:00:20 INFO: 2020-06-08 11:00:20 INFO: 2020-06-08 11:00:20 INFO: init new order start 2020-06-08 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.35, 'low': 243.9, 'close': 244.1, 'trades': 1234, 'volume': 2028985, 'vwap': 244.11, 'lastSize': 100, 'turnover': 49529432095, 'homeNotional': 19741.124116357136, 'foreignNotional': 4818995.147756201}, {'timestamp': datetime.datetime(2020, 6, 8, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.35, 'low': 243.95, 'close': 244.15, 'trades': 906, 'volume': 1181172, 'vwap': 244.21, 'lastSize': 29, 'turnover': 28844639730, 'homeNotional': 11501.595613567053, 'foreignNotional': 2808731.159033826}, {'timestamp': datetime.datetime(2020, 6, 8, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.45, 'high': 244.45, 'low': 244.05, 'close': 244.3, 'trades': 901, 'volume': 1429112, 'vwap': 244.29, 'lastSize': 292, 'turnover': 34911328015, 'homeNotional': 13918.353420146868, 'foreignNotional': 3400071.4148465954}] 2020-06-08 11:00:20 INFO: prepare candles [CandleItem(low=243.9, high=244.35, open=244.15, close=244.1, color='RED'), CandleItem(low=243.95, high=244.35, open=244.3, close=244.15, color='RED'), CandleItem(low=244.05, high=244.45, open=244.45, close=244.3, color='RED')] 2020-06-08 11:00:20 INFO: skip by colors first_candle=CandleItem(low=244.05, high=244.45, open=244.45, close=244.3, color='RED') second_candle=CandleItem(low=243.95, high=244.35, open=244.3, close=244.15, color='RED') last_candle=CandleItem(low=243.9, high=244.35, open=244.15, close=244.1, color='RED') 2020-06-08 11:00:20 INFO: check need new order None 2020-06-08 11:00:20 INFO: init new order end 2020-06-08 11:00:20 INFO: 2020-06-08 11:00:20 INFO: 2020-06-08 11:00:20 INFO: 2020-06-08 11:00:20 INFO: 2020-06-08 11:02:00 INFO: 2020-06-08 11:02:00 INFO: 2020-06-08 11:02:00 INFO: 2020-06-08 11:02:00 INFO: 2020-06-08 11:02:00 INFO: clearing start 2020-06-08 11:02:00 INFO: clearing end 2020-06-08 11:02:00 INFO: 2020-06-08 11:02:00 INFO: 2020-06-08 11:02:00 INFO: 2020-06-08 11:02:00 INFO: 2020-06-08 12:00:20 INFO: 2020-06-08 12:00:20 INFO: 2020-06-08 12:00:20 INFO: 2020-06-08 12:00:20 INFO: 2020-06-08 12:00:20 INFO: init new order start 2020-06-08 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.1, 'high': 244.5, 'low': 242.65, 'close': 243.45, 'trades': 2455, 'volume': 3932106, 'vwap': 243.43, 'lastSize': 6000, 'turnover': 95718385060, 'homeNotional': 38104.669846599645, 'foreignNotional': 9275764.233463274}, {'timestamp': datetime.datetime(2020, 6, 8, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.35, 'low': 243.9, 'close': 244.1, 'trades': 1234, 'volume': 2028985, 'vwap': 244.11, 'lastSize': 100, 'turnover': 49529432095, 'homeNotional': 19741.124116357136, 'foreignNotional': 4818995.147756201}, {'timestamp': datetime.datetime(2020, 6, 8, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.3, 'high': 244.35, 'low': 243.95, 'close': 244.15, 'trades': 906, 'volume': 1181172, 'vwap': 244.21, 'lastSize': 29, 'turnover': 28844639730, 'homeNotional': 11501.595613567053, 'foreignNotional': 2808731.159033826}] 2020-06-08 12:00:20 INFO: prepare candles [CandleItem(low=242.65, high=244.5, open=244.1, close=243.45, color='RED'), CandleItem(low=243.9, high=244.35, open=244.15, close=244.1, color='RED'), CandleItem(low=243.95, high=244.35, open=244.3, close=244.15, color='RED')] 2020-06-08 12:00:20 INFO: skip by colors first_candle=CandleItem(low=243.95, high=244.35, open=244.3, close=244.15, color='RED') second_candle=CandleItem(low=243.9, high=244.35, open=244.15, close=244.1, color='RED') last_candle=CandleItem(low=242.65, high=244.5, open=244.1, close=243.45, color='RED') 2020-06-08 12:00:20 INFO: check need new order None 2020-06-08 12:00:20 INFO: init new order end 2020-06-08 12:00:20 INFO: 2020-06-08 12:00:20 INFO: 2020-06-08 12:00:20 INFO: 2020-06-08 12:00:20 INFO: 2020-06-08 12:02:00 INFO: 2020-06-08 12:02:00 INFO: 2020-06-08 12:02:00 INFO: 2020-06-08 12:02:00 INFO: 2020-06-08 12:02:00 INFO: clearing start 2020-06-08 12:02:00 INFO: clearing end 2020-06-08 12:02:00 INFO: 2020-06-08 12:02:00 INFO: 2020-06-08 12:02:00 INFO: 2020-06-08 12:02:00 INFO: 2020-06-08 13:00:20 INFO: 2020-06-08 13:00:20 INFO: 2020-06-08 13:00:20 INFO: 2020-06-08 13:00:20 INFO: 2020-06-08 13:00:20 INFO: init new order start 2020-06-08 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.45, 'high': 245.25, 'low': 243.45, 'close': 244.7, 'trades': 3082, 'volume': 3926457, 'vwap': 244.56, 'lastSize': 500, 'turnover': 96022493365, 'homeNotional': 38281.509690053565, 'foreignNotional': 9361873.108677348}, {'timestamp': datetime.datetime(2020, 6, 8, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.1, 'high': 244.5, 'low': 242.65, 'close': 243.45, 'trades': 2455, 'volume': 3932106, 'vwap': 243.43, 'lastSize': 6000, 'turnover': 95718385060, 'homeNotional': 38104.669846599645, 'foreignNotional': 9275764.233463274}, {'timestamp': datetime.datetime(2020, 6, 8, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.35, 'low': 243.9, 'close': 244.1, 'trades': 1234, 'volume': 2028985, 'vwap': 244.11, 'lastSize': 100, 'turnover': 49529432095, 'homeNotional': 19741.124116357136, 'foreignNotional': 4818995.147756201}] 2020-06-08 13:00:20 INFO: prepare candles [CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN'), CandleItem(low=242.65, high=244.5, open=244.1, close=243.45, color='RED'), CandleItem(low=243.9, high=244.35, open=244.15, close=244.1, color='RED')] 2020-06-08 13:00:20 INFO: last_candle=CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN') 2020-06-08 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN') 2020-06-08 13:00:20 INFO: skip by CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN') 2020-06-08 13:00:20 INFO: skip by CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 13:00:20 INFO: not found applicable config for candle 2020-06-08 13:00:20 INFO: check need new order None 2020-06-08 13:00:20 INFO: init new order end 2020-06-08 13:00:20 INFO: 2020-06-08 13:00:20 INFO: 2020-06-08 13:00:20 INFO: 2020-06-08 13:00:20 INFO: 2020-06-08 13:02:00 INFO: 2020-06-08 13:02:00 INFO: 2020-06-08 13:02:00 INFO: 2020-06-08 13:02:00 INFO: 2020-06-08 13:02:00 INFO: clearing start 2020-06-08 13:02:00 INFO: clearing end 2020-06-08 13:02:00 INFO: 2020-06-08 13:02:00 INFO: 2020-06-08 13:02:00 INFO: 2020-06-08 13:02:00 INFO: 2020-06-08 14:00:20 INFO: 2020-06-08 14:00:20 INFO: 2020-06-08 14:00:20 INFO: 2020-06-08 14:00:20 INFO: 2020-06-08 14:00:20 INFO: init new order start 2020-06-08 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 244.9, 'low': 243.8, 'close': 243.9, 'trades': 1095, 'volume': 1094875, 'vwap': 244.23, 'lastSize': 821, 'turnover': 26739608215, 'homeNotional': 10668.400410726756, 'foreignNotional': 2605493.3183013494}, {'timestamp': datetime.datetime(2020, 6, 8, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.45, 'high': 245.25, 'low': 243.45, 'close': 244.7, 'trades': 3082, 'volume': 3926457, 'vwap': 244.56, 'lastSize': 500, 'turnover': 96022493365, 'homeNotional': 38281.509690053565, 'foreignNotional': 9361873.108677348}, {'timestamp': datetime.datetime(2020, 6, 8, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.1, 'high': 244.5, 'low': 242.65, 'close': 243.45, 'trades': 2455, 'volume': 3932106, 'vwap': 243.43, 'lastSize': 6000, 'turnover': 95718385060, 'homeNotional': 38104.669846599645, 'foreignNotional': 9275764.233463274}] 2020-06-08 14:00:20 INFO: prepare candles [CandleItem(low=243.8, high=244.9, open=244.7, close=243.9, color='RED'), CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN'), CandleItem(low=242.65, high=244.5, open=244.1, close=243.45, color='RED')] 2020-06-08 14:00:20 INFO: skip by colors first_candle=CandleItem(low=242.65, high=244.5, open=244.1, close=243.45, color='RED') second_candle=CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN') last_candle=CandleItem(low=243.8, high=244.9, open=244.7, close=243.9, color='RED') 2020-06-08 14:00:20 INFO: check need new order None 2020-06-08 14:00:20 INFO: init new order end 2020-06-08 14:00:20 INFO: 2020-06-08 14:00:20 INFO: 2020-06-08 14:00:20 INFO: 2020-06-08 14:00:20 INFO: 2020-06-08 14:02:00 INFO: 2020-06-08 14:02:00 INFO: 2020-06-08 14:02:00 INFO: 2020-06-08 14:02:00 INFO: 2020-06-08 14:02:00 INFO: clearing start 2020-06-08 14:02:00 INFO: clearing end 2020-06-08 14:02:00 INFO: 2020-06-08 14:02:00 INFO: 2020-06-08 14:02:00 INFO: 2020-06-08 14:02:00 INFO: 2020-06-08 15:00:20 INFO: 2020-06-08 15:00:20 INFO: 2020-06-08 15:00:20 INFO: 2020-06-08 15:00:20 INFO: 2020-06-08 15:00:20 INFO: init new order start 2020-06-08 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.9, 'high': 244.1, 'low': 242.4, 'close': 244.0, 'trades': 2493, 'volume': 2472043, 'vwap': 243.36, 'lastSize': 1, 'turnover': 60158491870, 'homeNotional': 24070.88196558004, 'foreignNotional': 5857778.024530163}, {'timestamp': datetime.datetime(2020, 6, 8, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 244.9, 'low': 243.8, 'close': 243.9, 'trades': 1095, 'volume': 1094875, 'vwap': 244.23, 'lastSize': 821, 'turnover': 26739608215, 'homeNotional': 10668.400410726756, 'foreignNotional': 2605493.3183013494}, {'timestamp': datetime.datetime(2020, 6, 8, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.45, 'high': 245.25, 'low': 243.45, 'close': 244.7, 'trades': 3082, 'volume': 3926457, 'vwap': 244.56, 'lastSize': 500, 'turnover': 96022493365, 'homeNotional': 38281.509690053565, 'foreignNotional': 9361873.108677348}] 2020-06-08 15:00:20 INFO: prepare candles [CandleItem(low=242.4, high=244.1, open=243.9, close=244.0, color='GREEN'), CandleItem(low=243.8, high=244.9, open=244.7, close=243.9, color='RED'), CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN')] 2020-06-08 15:00:20 INFO: skip by colors first_candle=CandleItem(low=243.45, high=245.25, open=243.45, close=244.7, color='GREEN') second_candle=CandleItem(low=243.8, high=244.9, open=244.7, close=243.9, color='RED') last_candle=CandleItem(low=242.4, high=244.1, open=243.9, close=244.0, color='GREEN') 2020-06-08 15:00:20 INFO: check need new order None 2020-06-08 15:00:20 INFO: init new order end 2020-06-08 15:00:20 INFO: 2020-06-08 15:00:20 INFO: 2020-06-08 15:00:20 INFO: 2020-06-08 15:00:20 INFO: 2020-06-08 15:02:00 INFO: 2020-06-08 15:02:00 INFO: 2020-06-08 15:02:00 INFO: 2020-06-08 15:02:00 INFO: 2020-06-08 15:02:00 INFO: clearing start 2020-06-08 15:02:00 INFO: clearing end 2020-06-08 15:02:00 INFO: 2020-06-08 15:02:00 INFO: 2020-06-08 15:02:00 INFO: 2020-06-08 15:02:00 INFO: 2020-06-08 16:00:20 INFO: 2020-06-08 16:00:20 INFO: 2020-06-08 16:00:20 INFO: 2020-06-08 16:00:20 INFO: 2020-06-08 16:00:20 INFO: init new order start 2020-06-08 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 244.15, 'low': 243.25, 'close': 243.25, 'trades': 1326, 'volume': 1548974, 'vwap': 243.73, 'lastSize': 1000, 'turnover': 37752778835, 'homeNotional': 15087.017008084216, 'foreignNotional': 3677125.0375916646}, {'timestamp': datetime.datetime(2020, 6, 8, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.9, 'high': 244.1, 'low': 242.4, 'close': 244.0, 'trades': 2493, 'volume': 2472043, 'vwap': 243.36, 'lastSize': 1, 'turnover': 60158491870, 'homeNotional': 24070.88196558004, 'foreignNotional': 5857778.024530163}, {'timestamp': datetime.datetime(2020, 6, 8, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 244.9, 'low': 243.8, 'close': 243.9, 'trades': 1095, 'volume': 1094875, 'vwap': 244.23, 'lastSize': 821, 'turnover': 26739608215, 'homeNotional': 10668.400410726756, 'foreignNotional': 2605493.3183013494}] 2020-06-08 16:00:20 INFO: prepare candles [CandleItem(low=243.25, high=244.15, open=244.0, close=243.25, color='RED'), CandleItem(low=242.4, high=244.1, open=243.9, close=244.0, color='GREEN'), CandleItem(low=243.8, high=244.9, open=244.7, close=243.9, color='RED')] 2020-06-08 16:00:20 INFO: skip by colors first_candle=CandleItem(low=243.8, high=244.9, open=244.7, close=243.9, color='RED') second_candle=CandleItem(low=242.4, high=244.1, open=243.9, close=244.0, color='GREEN') last_candle=CandleItem(low=243.25, high=244.15, open=244.0, close=243.25, color='RED') 2020-06-08 16:00:20 INFO: check need new order None 2020-06-08 16:00:20 INFO: init new order end 2020-06-08 16:00:20 INFO: 2020-06-08 16:00:20 INFO: 2020-06-08 16:00:20 INFO: 2020-06-08 16:00:20 INFO: 2020-06-08 16:02:00 INFO: 2020-06-08 16:02:00 INFO: 2020-06-08 16:02:00 INFO: 2020-06-08 16:02:00 INFO: 2020-06-08 16:02:00 INFO: clearing start 2020-06-08 16:02:00 INFO: clearing end 2020-06-08 16:02:00 INFO: 2020-06-08 16:02:00 INFO: 2020-06-08 16:02:00 INFO: 2020-06-08 16:02:00 INFO: 2020-06-08 16:45:38 WARNING: handle interrupt sig 2 False 2020-06-08 16:45:38 INFO: Websocket Closed /home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences) warnings.warn( 2020-06-08 16:45:40 INFO: 2020-06-08 16:45:40 INFO: 2020-06-08 16:45:40 INFO: 2020-06-08 16:45:40 INFO: 2020-06-08 16:45:40 INFO: start trader process 2020-06-08 16:45:40 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-08 16:45:40 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-08 16:45:40 INFO: Authenticating with API Key. 2020-06-08 16:45:41 INFO: Connected to WS. 2020-06-08 17:00:20 INFO: 2020-06-08 17:00:20 INFO: 2020-06-08 17:00:20 INFO: 2020-06-08 17:00:20 INFO: 2020-06-08 17:00:20 INFO: init new order start 2020-06-08 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 244.15, 'low': 242.6, 'close': 243.1, 'trades': 2521, 'volume': 3283195, 'vwap': 243.15, 'lastSize': 1000, 'turnover': 79828298500, 'homeNotional': 31865.78158657703, 'foreignNotional': 7747929.721427586}, {'timestamp': datetime.datetime(2020, 6, 8, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 244.15, 'low': 243.25, 'close': 243.25, 'trades': 1326, 'volume': 1548974, 'vwap': 243.73, 'lastSize': 1000, 'turnover': 37752778835, 'homeNotional': 15087.017008084216, 'foreignNotional': 3677125.0375916646}, {'timestamp': datetime.datetime(2020, 6, 8, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.9, 'high': 244.1, 'low': 242.4, 'close': 244.0, 'trades': 2493, 'volume': 2472043, 'vwap': 243.36, 'lastSize': 1, 'turnover': 60158491870, 'homeNotional': 24070.88196558004, 'foreignNotional': 5857778.024530163}] 2020-06-08 17:00:20 INFO: prepare candles [CandleItem(low=242.6, high=244.15, open=243.25, close=243.1, color='RED'), CandleItem(low=243.25, high=244.15, open=244.0, close=243.25, color='RED'), CandleItem(low=242.4, high=244.1, open=243.9, close=244.0, color='GREEN')] 2020-06-08 17:00:20 INFO: skip by colors first_candle=CandleItem(low=242.4, high=244.1, open=243.9, close=244.0, color='GREEN') second_candle=CandleItem(low=243.25, high=244.15, open=244.0, close=243.25, color='RED') last_candle=CandleItem(low=242.6, high=244.15, open=243.25, close=243.1, color='RED') 2020-06-08 17:00:20 INFO: check need new order None 2020-06-08 17:00:20 INFO: init new order end 2020-06-08 17:00:20 INFO: 2020-06-08 17:00:20 INFO: 2020-06-08 17:00:20 INFO: 2020-06-08 17:00:20 INFO: 2020-06-08 17:02:00 INFO: 2020-06-08 17:02:00 INFO: 2020-06-08 17:02:00 INFO: 2020-06-08 17:02:00 INFO: 2020-06-08 17:02:00 INFO: clearing start /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core! warnings.warn( /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core! warnings.warn( 2020-06-08 17:02:00 INFO: clearing end 2020-06-08 17:02:00 INFO: 2020-06-08 17:02:00 INFO: 2020-06-08 17:02:00 INFO: 2020-06-08 17:02:00 INFO: 2020-06-08 18:00:20 INFO: 2020-06-08 18:00:20 INFO: 2020-06-08 18:00:20 INFO: 2020-06-08 18:00:20 INFO: 2020-06-08 18:00:20 INFO: init new order start 2020-06-08 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.1, 'low': 240.6, 'close': 241.55, 'trades': 4937, 'volume': 6509016, 'vwap': 241.91, 'lastSize': 9991, 'turnover': 157456992295, 'homeNotional': 63006.07862851445, 'foreignNotional': 15241563.992823243}, {'timestamp': datetime.datetime(2020, 6, 8, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 244.15, 'low': 242.6, 'close': 243.1, 'trades': 2521, 'volume': 3283195, 'vwap': 243.15, 'lastSize': 1000, 'turnover': 79828298500, 'homeNotional': 31865.78158657703, 'foreignNotional': 7747929.721427586}, {'timestamp': datetime.datetime(2020, 6, 8, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 244.15, 'low': 243.25, 'close': 243.25, 'trades': 1326, 'volume': 1548974, 'vwap': 243.73, 'lastSize': 1000, 'turnover': 37752778835, 'homeNotional': 15087.017008084216, 'foreignNotional': 3677125.0375916646}] 2020-06-08 18:00:20 INFO: prepare candles [CandleItem(low=240.6, high=243.1, open=243.1, close=241.55, color='RED'), CandleItem(low=242.6, high=244.15, open=243.25, close=243.1, color='RED'), CandleItem(low=243.25, high=244.15, open=244.0, close=243.25, color='RED')] 2020-06-08 18:00:20 INFO: skip by colors first_candle=CandleItem(low=243.25, high=244.15, open=244.0, close=243.25, color='RED') second_candle=CandleItem(low=242.6, high=244.15, open=243.25, close=243.1, color='RED') last_candle=CandleItem(low=240.6, high=243.1, open=243.1, close=241.55, color='RED') 2020-06-08 18:00:20 INFO: check need new order None 2020-06-08 18:00:20 INFO: init new order end 2020-06-08 18:00:20 INFO: 2020-06-08 18:00:20 INFO: 2020-06-08 18:00:20 INFO: 2020-06-08 18:00:20 INFO: 2020-06-08 18:02:00 INFO: 2020-06-08 18:02:00 INFO: 2020-06-08 18:02:00 INFO: 2020-06-08 18:02:00 INFO: 2020-06-08 18:02:00 INFO: clearing start 2020-06-08 18:02:00 INFO: clearing end 2020-06-08 18:02:00 INFO: 2020-06-08 18:02:00 INFO: 2020-06-08 18:02:00 INFO: 2020-06-08 18:02:00 INFO: 2020-06-08 19:00:20 INFO: 2020-06-08 19:00:20 INFO: 2020-06-08 19:00:20 INFO: 2020-06-08 19:00:20 INFO: 2020-06-08 19:00:20 INFO: init new order start 2020-06-08 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.55, 'high': 242.95, 'low': 241.05, 'close': 242.95, 'trades': 2994, 'volume': 4256128, 'vwap': 241.92, 'lastSize': 9, 'turnover': 102961945785, 'homeNotional': 41215.686042174515, 'foreignNotional': 9970692.036338316}, {'timestamp': datetime.datetime(2020, 6, 8, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.1, 'low': 240.6, 'close': 241.55, 'trades': 4937, 'volume': 6509016, 'vwap': 241.91, 'lastSize': 9991, 'turnover': 157456992295, 'homeNotional': 63006.07862851445, 'foreignNotional': 15241563.992823243}, {'timestamp': datetime.datetime(2020, 6, 8, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 244.15, 'low': 242.6, 'close': 243.1, 'trades': 2521, 'volume': 3283195, 'vwap': 243.15, 'lastSize': 1000, 'turnover': 79828298500, 'homeNotional': 31865.78158657703, 'foreignNotional': 7747929.721427586}] 2020-06-08 19:00:20 INFO: prepare candles [CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN'), CandleItem(low=240.6, high=243.1, open=243.1, close=241.55, color='RED'), CandleItem(low=242.6, high=244.15, open=243.25, close=243.1, color='RED')] 2020-06-08 19:00:20 INFO: last_candle=CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN') 2020-06-08 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN') 2020-06-08 19:00:20 INFO: skip by CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN') 2020-06-08 19:00:20 INFO: skip by CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 19:00:20 INFO: not found applicable config for candle 2020-06-08 19:00:20 INFO: check need new order None 2020-06-08 19:00:20 INFO: init new order end 2020-06-08 19:00:20 INFO: 2020-06-08 19:00:20 INFO: 2020-06-08 19:00:20 INFO: 2020-06-08 19:00:20 INFO: 2020-06-08 19:02:00 INFO: 2020-06-08 19:02:00 INFO: 2020-06-08 19:02:00 INFO: 2020-06-08 19:02:00 INFO: 2020-06-08 19:02:00 INFO: clearing start 2020-06-08 19:02:00 INFO: clearing end 2020-06-08 19:02:00 INFO: 2020-06-08 19:02:00 INFO: 2020-06-08 19:02:00 INFO: 2020-06-08 19:02:00 INFO: 2020-06-08 20:00:20 INFO: 2020-06-08 20:00:20 INFO: 2020-06-08 20:00:20 INFO: 2020-06-08 20:00:20 INFO: 2020-06-08 20:00:20 INFO: init new order start 2020-06-08 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.1, 'low': 241.55, 'close': 243.0, 'trades': 2370, 'volume': 2684849, 'vwap': 242.48, 'lastSize': 845, 'turnover': 65101514465, 'homeNotional': 26026.083393897454, 'foreignNotional': 6310752.126755473}, {'timestamp': datetime.datetime(2020, 6, 8, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.55, 'high': 242.95, 'low': 241.05, 'close': 242.95, 'trades': 2994, 'volume': 4256128, 'vwap': 241.92, 'lastSize': 9, 'turnover': 102961945785, 'homeNotional': 41215.686042174515, 'foreignNotional': 9970692.036338316}, {'timestamp': datetime.datetime(2020, 6, 8, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.1, 'low': 240.6, 'close': 241.55, 'trades': 4937, 'volume': 6509016, 'vwap': 241.91, 'lastSize': 9991, 'turnover': 157456992295, 'homeNotional': 63006.07862851445, 'foreignNotional': 15241563.992823243}] 2020-06-08 20:00:20 INFO: prepare candles [CandleItem(low=241.55, high=243.1, open=242.95, close=243.0, color='GREEN'), CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN'), CandleItem(low=240.6, high=243.1, open=243.1, close=241.55, color='RED')] 2020-06-08 20:00:20 INFO: skip by colors first_candle=CandleItem(low=240.6, high=243.1, open=243.1, close=241.55, color='RED') second_candle=CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN') last_candle=CandleItem(low=241.55, high=243.1, open=242.95, close=243.0, color='GREEN') 2020-06-08 20:00:20 INFO: check need new order None 2020-06-08 20:00:20 INFO: init new order end 2020-06-08 20:00:20 INFO: 2020-06-08 20:00:20 INFO: 2020-06-08 20:00:20 INFO: 2020-06-08 20:00:20 INFO: 2020-06-08 20:02:00 INFO: 2020-06-08 20:02:00 INFO: 2020-06-08 20:02:00 INFO: 2020-06-08 20:02:00 INFO: 2020-06-08 20:02:00 INFO: clearing start 2020-06-08 20:02:00 INFO: clearing end 2020-06-08 20:02:00 INFO: 2020-06-08 20:02:00 INFO: 2020-06-08 20:02:00 INFO: 2020-06-08 20:02:00 INFO: 2020-06-08 21:00:20 INFO: 2020-06-08 21:00:20 INFO: 2020-06-08 21:00:20 INFO: 2020-06-08 21:00:20 INFO: 2020-06-08 21:00:20 INFO: init new order start 2020-06-08 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.2, 'low': 242.4, 'close': 242.6, 'trades': 1732, 'volume': 1754116, 'vwap': 242.83, 'lastSize': 1, 'turnover': 42594242905, 'homeNotional': 17058.97660890479, 'foreignNotional': 4142340.16839667}, {'timestamp': datetime.datetime(2020, 6, 8, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.1, 'low': 241.55, 'close': 243.0, 'trades': 2370, 'volume': 2684849, 'vwap': 242.48, 'lastSize': 845, 'turnover': 65101514465, 'homeNotional': 26026.083393897454, 'foreignNotional': 6310752.126755473}, {'timestamp': datetime.datetime(2020, 6, 8, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 241.55, 'high': 242.95, 'low': 241.05, 'close': 242.95, 'trades': 2994, 'volume': 4256128, 'vwap': 241.92, 'lastSize': 9, 'turnover': 102961945785, 'homeNotional': 41215.686042174515, 'foreignNotional': 9970692.036338316}] 2020-06-08 21:00:20 INFO: prepare candles [CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED'), CandleItem(low=241.55, high=243.1, open=242.95, close=243.0, color='GREEN'), CandleItem(low=241.05, high=242.95, open=241.55, close=242.95, color='GREEN')] 2020-06-08 21:00:20 INFO: last_candle=CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED') 2020-06-08 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED') 2020-06-08 21:00:21 INFO: skip by CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 21:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 21:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED') 2020-06-08 21:00:21 INFO: skip by CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 21:00:21 INFO: not found applicable config for candle 2020-06-08 21:00:21 INFO: check need new order None 2020-06-08 21:00:21 INFO: init new order end 2020-06-08 21:00:21 INFO: 2020-06-08 21:00:21 INFO: 2020-06-08 21:00:21 INFO: 2020-06-08 21:00:21 INFO: 2020-06-08 21:02:00 INFO: 2020-06-08 21:02:00 INFO: 2020-06-08 21:02:00 INFO: 2020-06-08 21:02:00 INFO: 2020-06-08 21:02:00 INFO: clearing start 2020-06-08 21:02:00 INFO: clearing end 2020-06-08 21:02:00 INFO: 2020-06-08 21:02:00 INFO: 2020-06-08 21:02:00 INFO: 2020-06-08 21:02:00 INFO: 2020-06-08 22:00:20 INFO: 2020-06-08 22:00:20 INFO: 2020-06-08 22:00:20 INFO: 2020-06-08 22:00:20 INFO: 2020-06-08 22:00:20 INFO: init new order start 2020-06-08 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.6, 'high': 242.9, 'low': 241.9, 'close': 242.0, 'trades': 1680, 'volume': 1979926, 'vwap': 242.49, 'lastSize': 858, 'turnover': 48009544040, 'homeNotional': 19249.697208496607, 'foreignNotional': 4667699.105270898}, {'timestamp': datetime.datetime(2020, 6, 8, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.2, 'low': 242.4, 'close': 242.6, 'trades': 1732, 'volume': 1754116, 'vwap': 242.83, 'lastSize': 1, 'turnover': 42594242905, 'homeNotional': 17058.97660890479, 'foreignNotional': 4142340.16839667}, {'timestamp': datetime.datetime(2020, 6, 8, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.1, 'low': 241.55, 'close': 243.0, 'trades': 2370, 'volume': 2684849, 'vwap': 242.48, 'lastSize': 845, 'turnover': 65101514465, 'homeNotional': 26026.083393897454, 'foreignNotional': 6310752.126755473}] 2020-06-08 22:00:20 INFO: prepare candles [CandleItem(low=241.9, high=242.9, open=242.6, close=242.0, color='RED'), CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED'), CandleItem(low=241.55, high=243.1, open=242.95, close=243.0, color='GREEN')] 2020-06-08 22:00:20 INFO: skip by colors first_candle=CandleItem(low=241.55, high=243.1, open=242.95, close=243.0, color='GREEN') second_candle=CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED') last_candle=CandleItem(low=241.9, high=242.9, open=242.6, close=242.0, color='RED') 2020-06-08 22:00:20 INFO: check need new order None 2020-06-08 22:00:20 INFO: init new order end 2020-06-08 22:00:20 INFO: 2020-06-08 22:00:20 INFO: 2020-06-08 22:00:20 INFO: 2020-06-08 22:00:20 INFO: 2020-06-08 22:02:00 INFO: 2020-06-08 22:02:00 INFO: 2020-06-08 22:02:00 INFO: 2020-06-08 22:02:00 INFO: 2020-06-08 22:02:00 INFO: clearing start 2020-06-08 22:02:00 INFO: clearing end 2020-06-08 22:02:00 INFO: 2020-06-08 22:02:00 INFO: 2020-06-08 22:02:00 INFO: 2020-06-08 22:02:00 INFO: 2020-06-08 23:00:20 INFO: 2020-06-08 23:00:20 INFO: 2020-06-08 23:00:20 INFO: 2020-06-08 23:00:20 INFO: 2020-06-08 23:00:20 INFO: init new order start 2020-06-08 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.4, 'low': 241.8, 'close': 242.15, 'trades': 1250, 'volume': 1675613, 'vwap': 242.1, 'lastSize': 500, 'turnover': 40565527335, 'homeNotional': 16258.379398122, 'foreignNotional': 3936051.3249750966}, {'timestamp': datetime.datetime(2020, 6, 8, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.6, 'high': 242.9, 'low': 241.9, 'close': 242.0, 'trades': 1680, 'volume': 1979926, 'vwap': 242.49, 'lastSize': 858, 'turnover': 48009544040, 'homeNotional': 19249.697208496607, 'foreignNotional': 4667699.105270898}, {'timestamp': datetime.datetime(2020, 6, 8, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.2, 'low': 242.4, 'close': 242.6, 'trades': 1732, 'volume': 1754116, 'vwap': 242.83, 'lastSize': 1, 'turnover': 42594242905, 'homeNotional': 17058.97660890479, 'foreignNotional': 4142340.16839667}] 2020-06-08 23:00:20 INFO: prepare candles [CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN'), CandleItem(low=241.9, high=242.9, open=242.6, close=242.0, color='RED'), CandleItem(low=242.4, high=243.2, open=243.0, close=242.6, color='RED')] 2020-06-08 23:00:20 INFO: last_candle=CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN') 2020-06-08 23:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN') 2020-06-08 23:00:20 INFO: skip by CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 23:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-08 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN') 2020-06-08 23:00:20 INFO: skip by CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-08 23:00:20 INFO: not found applicable config for candle 2020-06-08 23:00:20 INFO: check need new order None 2020-06-08 23:00:20 INFO: init new order end 2020-06-08 23:00:20 INFO: 2020-06-08 23:00:20 INFO: 2020-06-08 23:00:20 INFO: 2020-06-08 23:00:20 INFO: 2020-06-08 23:02:00 INFO: 2020-06-08 23:02:00 INFO: 2020-06-08 23:02:00 INFO: 2020-06-08 23:02:00 INFO: 2020-06-08 23:02:00 INFO: clearing start 2020-06-08 23:02:00 INFO: clearing end 2020-06-08 23:02:00 INFO: 2020-06-08 23:02:00 INFO: 2020-06-08 23:02:00 INFO: 2020-06-08 23:02:00 INFO: 2020-06-09 00:00:20 INFO: 2020-06-09 00:00:20 INFO: 2020-06-09 00:00:20 INFO: 2020-06-09 00:00:20 INFO: 2020-06-09 00:00:20 INFO: init new order start 2020-06-09 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.15, 'high': 242.9, 'low': 242.05, 'close': 242.4, 'trades': 1265, 'volume': 1664072, 'vwap': 242.56, 'lastSize': 300, 'turnover': 40362277320, 'homeNotional': 16153.860586942224, 'foreignNotional': 3918142.3683464658}, {'timestamp': datetime.datetime(2020, 6, 8, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.4, 'low': 241.8, 'close': 242.15, 'trades': 1250, 'volume': 1675613, 'vwap': 242.1, 'lastSize': 500, 'turnover': 40565527335, 'homeNotional': 16258.379398122, 'foreignNotional': 3936051.3249750966}, {'timestamp': datetime.datetime(2020, 6, 8, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.6, 'high': 242.9, 'low': 241.9, 'close': 242.0, 'trades': 1680, 'volume': 1979926, 'vwap': 242.49, 'lastSize': 858, 'turnover': 48009544040, 'homeNotional': 19249.697208496607, 'foreignNotional': 4667699.105270898}] 2020-06-09 00:00:21 INFO: prepare candles [CandleItem(low=242.05, high=242.9, open=242.15, close=242.4, color='GREEN'), CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN'), CandleItem(low=241.9, high=242.9, open=242.6, close=242.0, color='RED')] 2020-06-09 00:00:21 INFO: skip by colors first_candle=CandleItem(low=241.9, high=242.9, open=242.6, close=242.0, color='RED') second_candle=CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN') last_candle=CandleItem(low=242.05, high=242.9, open=242.15, close=242.4, color='GREEN') 2020-06-09 00:00:21 INFO: check need new order None 2020-06-09 00:00:21 INFO: init new order end 2020-06-09 00:00:21 INFO: 2020-06-09 00:00:21 INFO: 2020-06-09 00:00:21 INFO: 2020-06-09 00:00:21 INFO: 2020-06-09 00:02:00 INFO: 2020-06-09 00:02:00 INFO: 2020-06-09 00:02:00 INFO: 2020-06-09 00:02:00 INFO: 2020-06-09 00:02:00 INFO: clearing start 2020-06-09 00:02:00 INFO: clearing end 2020-06-09 00:02:00 INFO: 2020-06-09 00:02:00 INFO: 2020-06-09 00:02:00 INFO: 2020-06-09 00:02:00 INFO: 2020-06-09 01:00:20 INFO: 2020-06-09 01:00:20 INFO: 2020-06-09 01:00:20 INFO: 2020-06-09 01:00:20 INFO: 2020-06-09 01:00:20 INFO: init new order start 2020-06-09 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.4, 'high': 243.4, 'low': 242.2, 'close': 243.1, 'trades': 1232, 'volume': 1182998, 'vwap': 242.7, 'lastSize': 427, 'turnover': 28710770570, 'homeNotional': 11476.073040896192, 'foreignNotional': 2785190.1237096526}, {'timestamp': datetime.datetime(2020, 6, 8, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.15, 'high': 242.9, 'low': 242.05, 'close': 242.4, 'trades': 1265, 'volume': 1664072, 'vwap': 242.56, 'lastSize': 300, 'turnover': 40362277320, 'homeNotional': 16153.860586942224, 'foreignNotional': 3918142.3683464658}, {'timestamp': datetime.datetime(2020, 6, 8, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.0, 'high': 242.4, 'low': 241.8, 'close': 242.15, 'trades': 1250, 'volume': 1675613, 'vwap': 242.1, 'lastSize': 500, 'turnover': 40565527335, 'homeNotional': 16258.379398122, 'foreignNotional': 3936051.3249750966}] 2020-06-09 01:00:20 INFO: prepare candles [CandleItem(low=242.2, high=243.4, open=242.4, close=243.1, color='GREEN'), CandleItem(low=242.05, high=242.9, open=242.15, close=242.4, color='GREEN'), CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN')] 2020-06-09 01:00:20 INFO: skip by colors first_candle=CandleItem(low=241.8, high=242.4, open=242.0, close=242.15, color='GREEN') second_candle=CandleItem(low=242.05, high=242.9, open=242.15, close=242.4, color='GREEN') last_candle=CandleItem(low=242.2, high=243.4, open=242.4, close=243.1, color='GREEN') 2020-06-09 01:00:20 INFO: check need new order None 2020-06-09 01:00:20 INFO: init new order end 2020-06-09 01:00:20 INFO: 2020-06-09 01:00:20 INFO: 2020-06-09 01:00:20 INFO: 2020-06-09 01:00:20 INFO: 2020-06-09 01:02:00 INFO: 2020-06-09 01:02:00 INFO: 2020-06-09 01:02:00 INFO: 2020-06-09 01:02:00 INFO: 2020-06-09 01:02:00 INFO: clearing start 2020-06-09 01:02:00 INFO: clearing end 2020-06-09 01:02:00 INFO: 2020-06-09 01:02:00 INFO: 2020-06-09 01:02:00 INFO: 2020-06-09 01:02:00 INFO: 2020-06-09 02:00:20 INFO: 2020-06-09 02:00:20 INFO: 2020-06-09 02:00:20 INFO: 2020-06-09 02:00:20 INFO: 2020-06-09 02:00:20 INFO: init new order start 2020-06-09 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 8, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.45, 'low': 242.75, 'close': 242.85, 'trades': 692, 'volume': 731790, 'vwap': 243.18, 'lastSize': 100, 'turnover': 17795364360, 'homeNotional': 7110.097167108484, 'foreignNotional': 1729004.687165406}, {'timestamp': datetime.datetime(2020, 6, 8, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.4, 'high': 243.4, 'low': 242.2, 'close': 243.1, 'trades': 1232, 'volume': 1182998, 'vwap': 242.7, 'lastSize': 427, 'turnover': 28710770570, 'homeNotional': 11476.073040896192, 'foreignNotional': 2785190.1237096526}, {'timestamp': datetime.datetime(2020, 6, 8, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.15, 'high': 242.9, 'low': 242.05, 'close': 242.4, 'trades': 1265, 'volume': 1664072, 'vwap': 242.56, 'lastSize': 300, 'turnover': 40362277320, 'homeNotional': 16153.860586942224, 'foreignNotional': 3918142.3683464658}] 2020-06-09 02:00:20 INFO: prepare candles [CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED'), CandleItem(low=242.2, high=243.4, open=242.4, close=243.1, color='GREEN'), CandleItem(low=242.05, high=242.9, open=242.15, close=242.4, color='GREEN')] 2020-06-09 02:00:20 INFO: last_candle=CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED') 2020-06-09 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-09 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED') 2020-06-09 02:00:20 INFO: skip by CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-09 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-09 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED') 2020-06-09 02:00:20 INFO: skip by CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-09 02:00:20 INFO: not found applicable config for candle 2020-06-09 02:00:20 INFO: check need new order None 2020-06-09 02:00:20 INFO: init new order end 2020-06-09 02:00:20 INFO: 2020-06-09 02:00:20 INFO: 2020-06-09 02:00:20 INFO: 2020-06-09 02:00:20 INFO: 2020-06-09 02:02:00 INFO: 2020-06-09 02:02:00 INFO: 2020-06-09 02:02:00 INFO: 2020-06-09 02:02:00 INFO: 2020-06-09 02:02:00 INFO: clearing start 2020-06-09 02:02:00 INFO: clearing end 2020-06-09 02:02:00 INFO: 2020-06-09 02:02:00 INFO: 2020-06-09 02:02:00 INFO: 2020-06-09 02:02:00 INFO: 2020-06-09 03:00:20 INFO: 2020-06-09 03:00:20 INFO: 2020-06-09 03:00:20 INFO: 2020-06-09 03:00:20 INFO: 2020-06-09 03:00:20 INFO: init new order start 2020-06-09 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.85, 'high': 248.55, 'low': 242.75, 'close': 247.15, 'trades': 9512, 'volume': 16031596, 'vwap': 246.32, 'lastSize': 3721, 'turnover': 394875638795, 'homeNotional': 156464.0711889331, 'foreignNotional': 38539367.69822578}, {'timestamp': datetime.datetime(2020, 6, 8, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.45, 'low': 242.75, 'close': 242.85, 'trades': 692, 'volume': 731790, 'vwap': 243.18, 'lastSize': 100, 'turnover': 17795364360, 'homeNotional': 7110.097167108484, 'foreignNotional': 1729004.687165406}, {'timestamp': datetime.datetime(2020, 6, 8, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.4, 'high': 243.4, 'low': 242.2, 'close': 243.1, 'trades': 1232, 'volume': 1182998, 'vwap': 242.7, 'lastSize': 427, 'turnover': 28710770570, 'homeNotional': 11476.073040896192, 'foreignNotional': 2785190.1237096526}] 2020-06-09 03:00:21 INFO: prepare candles [CandleItem(low=242.75, high=248.55, open=242.85, close=247.15, color='GREEN'), CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED'), CandleItem(low=242.2, high=243.4, open=242.4, close=243.1, color='GREEN')] 2020-06-09 03:00:21 INFO: skip by colors first_candle=CandleItem(low=242.2, high=243.4, open=242.4, close=243.1, color='GREEN') second_candle=CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED') last_candle=CandleItem(low=242.75, high=248.55, open=242.85, close=247.15, color='GREEN') 2020-06-09 03:00:21 INFO: check need new order None 2020-06-09 03:00:21 INFO: init new order end 2020-06-09 03:00:21 INFO: 2020-06-09 03:00:21 INFO: 2020-06-09 03:00:21 INFO: 2020-06-09 03:00:21 INFO: 2020-06-09 03:02:00 INFO: 2020-06-09 03:02:00 INFO: 2020-06-09 03:02:00 INFO: 2020-06-09 03:02:00 INFO: 2020-06-09 03:02:00 INFO: clearing start 2020-06-09 03:02:00 INFO: clearing end 2020-06-09 03:02:00 INFO: 2020-06-09 03:02:00 INFO: 2020-06-09 03:02:00 INFO: 2020-06-09 03:02:00 INFO: 2020-06-09 04:00:20 INFO: 2020-06-09 04:00:20 INFO: 2020-06-09 04:00:20 INFO: 2020-06-09 04:00:20 INFO: 2020-06-09 04:00:20 INFO: init new order start 2020-06-09 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.15, 'high': 250.55, 'low': 226.35, 'close': 244.15, 'trades': 19992, 'volume': 32939564, 'vwap': 242.58, 'lastSize': 250, 'turnover': 799021095150, 'homeNotional': 319374.00762852805, 'foreignNotional': 77481243.23411097}, {'timestamp': datetime.datetime(2020, 6, 9, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.85, 'high': 248.55, 'low': 242.75, 'close': 247.15, 'trades': 9512, 'volume': 16031596, 'vwap': 246.32, 'lastSize': 3721, 'turnover': 394875638795, 'homeNotional': 156464.0711889331, 'foreignNotional': 38539367.69822578}, {'timestamp': datetime.datetime(2020, 6, 8, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.45, 'low': 242.75, 'close': 242.85, 'trades': 692, 'volume': 731790, 'vwap': 243.18, 'lastSize': 100, 'turnover': 17795364360, 'homeNotional': 7110.097167108484, 'foreignNotional': 1729004.687165406}] 2020-06-09 04:00:20 INFO: prepare candles [CandleItem(low=226.35, high=250.55, open=247.15, close=244.15, color='RED'), CandleItem(low=242.75, high=248.55, open=242.85, close=247.15, color='GREEN'), CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED')] 2020-06-09 04:00:20 INFO: skip by colors first_candle=CandleItem(low=242.75, high=243.45, open=243.1, close=242.85, color='RED') second_candle=CandleItem(low=242.75, high=248.55, open=242.85, close=247.15, color='GREEN') last_candle=CandleItem(low=226.35, high=250.55, open=247.15, close=244.15, color='RED') 2020-06-09 04:00:20 INFO: check need new order None 2020-06-09 04:00:20 INFO: init new order end 2020-06-09 04:00:20 INFO: 2020-06-09 04:00:20 INFO: 2020-06-09 04:00:20 INFO: 2020-06-09 04:00:20 INFO: 2020-06-09 04:02:00 INFO: 2020-06-09 04:02:00 INFO: 2020-06-09 04:02:00 INFO: 2020-06-09 04:02:00 INFO: 2020-06-09 04:02:00 INFO: clearing start 2020-06-09 04:02:00 INFO: clearing end 2020-06-09 04:02:00 INFO: 2020-06-09 04:02:00 INFO: 2020-06-09 04:02:00 INFO: 2020-06-09 04:02:00 INFO: 2020-06-09 05:00:20 INFO: 2020-06-09 05:00:20 INFO: 2020-06-09 05:00:20 INFO: 2020-06-09 05:00:20 INFO: 2020-06-09 05:00:20 INFO: init new order start 2020-06-09 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.55, 'low': 243.35, 'close': 244.25, 'trades': 2080, 'volume': 1927644, 'vwap': 244.02, 'lastSize': 405, 'turnover': 47038014535, 'homeNotional': 18711.712596266145, 'foreignNotional': 4565998.946247052}, {'timestamp': datetime.datetime(2020, 6, 9, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.15, 'high': 250.55, 'low': 226.35, 'close': 244.15, 'trades': 19992, 'volume': 32939564, 'vwap': 242.58, 'lastSize': 250, 'turnover': 799021095150, 'homeNotional': 319374.00762852805, 'foreignNotional': 77481243.23411097}, {'timestamp': datetime.datetime(2020, 6, 9, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.85, 'high': 248.55, 'low': 242.75, 'close': 247.15, 'trades': 9512, 'volume': 16031596, 'vwap': 246.32, 'lastSize': 3721, 'turnover': 394875638795, 'homeNotional': 156464.0711889331, 'foreignNotional': 38539367.69822578}] 2020-06-09 05:00:20 INFO: prepare candles [CandleItem(low=243.35, high=244.55, open=244.15, close=244.25, color='GREEN'), CandleItem(low=226.35, high=250.55, open=247.15, close=244.15, color='RED'), CandleItem(low=242.75, high=248.55, open=242.85, close=247.15, color='GREEN')] 2020-06-09 05:00:20 INFO: skip by colors first_candle=CandleItem(low=242.75, high=248.55, open=242.85, close=247.15, color='GREEN') second_candle=CandleItem(low=226.35, high=250.55, open=247.15, close=244.15, color='RED') last_candle=CandleItem(low=243.35, high=244.55, open=244.15, close=244.25, color='GREEN') 2020-06-09 05:00:20 INFO: check need new order None 2020-06-09 05:00:20 INFO: init new order end 2020-06-09 05:00:20 INFO: 2020-06-09 05:00:20 INFO: 2020-06-09 05:00:20 INFO: 2020-06-09 05:00:20 INFO: 2020-06-09 05:02:00 INFO: 2020-06-09 05:02:00 INFO: 2020-06-09 05:02:00 INFO: 2020-06-09 05:02:00 INFO: 2020-06-09 05:02:00 INFO: clearing start 2020-06-09 05:02:01 INFO: clearing end 2020-06-09 05:02:01 INFO: 2020-06-09 05:02:01 INFO: 2020-06-09 05:02:01 INFO: 2020-06-09 05:02:01 INFO: 2020-06-09 06:00:20 INFO: 2020-06-09 06:00:20 INFO: 2020-06-09 06:00:20 INFO: 2020-06-09 06:00:20 INFO: 2020-06-09 06:00:20 INFO: init new order start 2020-06-09 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.25, 'high': 244.7, 'low': 243.75, 'close': 243.95, 'trades': 1384, 'volume': 1986897, 'vwap': 244.22, 'lastSize': 7, 'turnover': 48523420660, 'homeNotional': 19281.42499593961, 'foreignNotional': 4708853.948013427}, {'timestamp': datetime.datetime(2020, 6, 9, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.55, 'low': 243.35, 'close': 244.25, 'trades': 2080, 'volume': 1927644, 'vwap': 244.02, 'lastSize': 405, 'turnover': 47038014535, 'homeNotional': 18711.712596266145, 'foreignNotional': 4565998.946247052}, {'timestamp': datetime.datetime(2020, 6, 9, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.15, 'high': 250.55, 'low': 226.35, 'close': 244.15, 'trades': 19992, 'volume': 32939564, 'vwap': 242.58, 'lastSize': 250, 'turnover': 799021095150, 'homeNotional': 319374.00762852805, 'foreignNotional': 77481243.23411097}] 2020-06-09 06:00:20 INFO: prepare candles [CandleItem(low=243.75, high=244.7, open=244.25, close=243.95, color='RED'), CandleItem(low=243.35, high=244.55, open=244.15, close=244.25, color='GREEN'), CandleItem(low=226.35, high=250.55, open=247.15, close=244.15, color='RED')] 2020-06-09 06:00:20 INFO: skip by colors first_candle=CandleItem(low=226.35, high=250.55, open=247.15, close=244.15, color='RED') second_candle=CandleItem(low=243.35, high=244.55, open=244.15, close=244.25, color='GREEN') last_candle=CandleItem(low=243.75, high=244.7, open=244.25, close=243.95, color='RED') 2020-06-09 06:00:20 INFO: check need new order None 2020-06-09 06:00:20 INFO: init new order end 2020-06-09 06:00:20 INFO: 2020-06-09 06:00:20 INFO: 2020-06-09 06:00:20 INFO: 2020-06-09 06:00:20 INFO: 2020-06-09 06:02:00 INFO: 2020-06-09 06:02:00 INFO: 2020-06-09 06:02:00 INFO: 2020-06-09 06:02:00 INFO: 2020-06-09 06:02:00 INFO: clearing start 2020-06-09 06:02:00 INFO: clearing end 2020-06-09 06:02:00 INFO: 2020-06-09 06:02:00 INFO: 2020-06-09 06:02:00 INFO: 2020-06-09 06:02:00 INFO: 2020-06-09 07:00:20 INFO: 2020-06-09 07:00:20 INFO: 2020-06-09 07:00:20 INFO: 2020-06-09 07:00:20 INFO: 2020-06-09 07:00:20 INFO: init new order start 2020-06-09 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 244.05, 'low': 242.8, 'close': 243.5, 'trades': 1922, 'volume': 2632115, 'vwap': 243.48, 'lastSize': 1, 'turnover': 64086461050, 'homeNotional': 25492.232829137796, 'foreignNotional': 6206827.337820799}, {'timestamp': datetime.datetime(2020, 6, 9, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.25, 'high': 244.7, 'low': 243.75, 'close': 243.95, 'trades': 1384, 'volume': 1986897, 'vwap': 244.22, 'lastSize': 7, 'turnover': 48523420660, 'homeNotional': 19281.42499593961, 'foreignNotional': 4708853.948013427}, {'timestamp': datetime.datetime(2020, 6, 9, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.55, 'low': 243.35, 'close': 244.25, 'trades': 2080, 'volume': 1927644, 'vwap': 244.02, 'lastSize': 405, 'turnover': 47038014535, 'homeNotional': 18711.712596266145, 'foreignNotional': 4565998.946247052}] 2020-06-09 07:00:20 INFO: prepare candles [CandleItem(low=242.8, high=244.05, open=243.95, close=243.5, color='RED'), CandleItem(low=243.75, high=244.7, open=244.25, close=243.95, color='RED'), CandleItem(low=243.35, high=244.55, open=244.15, close=244.25, color='GREEN')] 2020-06-09 07:00:20 INFO: skip by colors first_candle=CandleItem(low=243.35, high=244.55, open=244.15, close=244.25, color='GREEN') second_candle=CandleItem(low=243.75, high=244.7, open=244.25, close=243.95, color='RED') last_candle=CandleItem(low=242.8, high=244.05, open=243.95, close=243.5, color='RED') 2020-06-09 07:00:20 INFO: check need new order None 2020-06-09 07:00:20 INFO: init new order end 2020-06-09 07:00:20 INFO: 2020-06-09 07:00:20 INFO: 2020-06-09 07:00:20 INFO: 2020-06-09 07:00:20 INFO: 2020-06-09 07:02:00 INFO: 2020-06-09 07:02:00 INFO: 2020-06-09 07:02:00 INFO: 2020-06-09 07:02:00 INFO: 2020-06-09 07:02:00 INFO: clearing start 2020-06-09 07:02:00 INFO: clearing end 2020-06-09 07:02:00 INFO: 2020-06-09 07:02:00 INFO: 2020-06-09 07:02:00 INFO: 2020-06-09 07:02:00 INFO: 2020-06-09 08:00:20 INFO: 2020-06-09 08:00:20 INFO: 2020-06-09 08:00:20 INFO: 2020-06-09 08:00:20 INFO: 2020-06-09 08:00:20 INFO: init new order start 2020-06-09 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 243.6, 'low': 243.0, 'close': 243.25, 'trades': 1066, 'volume': 1723262, 'vwap': 243.32, 'lastSize': 1500, 'turnover': 41929042960, 'homeNotional': 16677.42917151828, 'foreignNotional': 4057820.6808241596}, {'timestamp': datetime.datetime(2020, 6, 9, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 244.05, 'low': 242.8, 'close': 243.5, 'trades': 1922, 'volume': 2632115, 'vwap': 243.48, 'lastSize': 1, 'turnover': 64086461050, 'homeNotional': 25492.232829137796, 'foreignNotional': 6206827.337820799}, {'timestamp': datetime.datetime(2020, 6, 9, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.25, 'high': 244.7, 'low': 243.75, 'close': 243.95, 'trades': 1384, 'volume': 1986897, 'vwap': 244.22, 'lastSize': 7, 'turnover': 48523420660, 'homeNotional': 19281.42499593961, 'foreignNotional': 4708853.948013427}] 2020-06-09 08:00:20 INFO: prepare candles [CandleItem(low=243.0, high=243.6, open=243.5, close=243.25, color='RED'), CandleItem(low=242.8, high=244.05, open=243.95, close=243.5, color='RED'), CandleItem(low=243.75, high=244.7, open=244.25, close=243.95, color='RED')] 2020-06-09 08:00:20 INFO: skip by colors first_candle=CandleItem(low=243.75, high=244.7, open=244.25, close=243.95, color='RED') second_candle=CandleItem(low=242.8, high=244.05, open=243.95, close=243.5, color='RED') last_candle=CandleItem(low=243.0, high=243.6, open=243.5, close=243.25, color='RED') 2020-06-09 08:00:20 INFO: check need new order None 2020-06-09 08:00:20 INFO: init new order end 2020-06-09 08:00:20 INFO: 2020-06-09 08:00:20 INFO: 2020-06-09 08:00:20 INFO: 2020-06-09 08:00:20 INFO: 2020-06-09 08:02:00 INFO: 2020-06-09 08:02:00 INFO: 2020-06-09 08:02:00 INFO: 2020-06-09 08:02:00 INFO: 2020-06-09 08:02:00 INFO: clearing start 2020-06-09 08:02:01 INFO: clearing end 2020-06-09 08:02:01 INFO: 2020-06-09 08:02:01 INFO: 2020-06-09 08:02:01 INFO: 2020-06-09 08:02:01 INFO: 2020-06-09 09:00:21 INFO: 2020-06-09 09:00:21 INFO: 2020-06-09 09:00:21 INFO: 2020-06-09 09:00:21 INFO: 2020-06-09 09:00:21 INFO: init new order start 2020-06-09 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 244.0, 'low': 243.15, 'close': 243.8, 'trades': 1051, 'volume': 1309005, 'vwap': 243.55, 'lastSize': 20, 'turnover': 31880136180, 'homeNotional': 12676.972178911703, 'foreignNotional': 3087413.0036350973}, {'timestamp': datetime.datetime(2020, 6, 9, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 243.6, 'low': 243.0, 'close': 243.25, 'trades': 1066, 'volume': 1723262, 'vwap': 243.32, 'lastSize': 1500, 'turnover': 41929042960, 'homeNotional': 16677.42917151828, 'foreignNotional': 4057820.6808241596}, {'timestamp': datetime.datetime(2020, 6, 9, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 244.05, 'low': 242.8, 'close': 243.5, 'trades': 1922, 'volume': 2632115, 'vwap': 243.48, 'lastSize': 1, 'turnover': 64086461050, 'homeNotional': 25492.232829137796, 'foreignNotional': 6206827.337820799}] 2020-06-09 09:00:21 INFO: prepare candles [CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN'), CandleItem(low=243.0, high=243.6, open=243.5, close=243.25, color='RED'), CandleItem(low=242.8, high=244.05, open=243.95, close=243.5, color='RED')] 2020-06-09 09:00:21 INFO: last_candle=CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN') 2020-06-09 09:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-09 09:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN') 2020-06-09 09:00:21 INFO: skip by CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-09 09:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-09 09:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN') 2020-06-09 09:00:21 INFO: skip by CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-09 09:00:21 INFO: not found applicable config for candle 2020-06-09 09:00:21 INFO: check need new order None 2020-06-09 09:00:21 INFO: init new order end 2020-06-09 09:00:21 INFO: 2020-06-09 09:00:21 INFO: 2020-06-09 09:00:21 INFO: 2020-06-09 09:00:21 INFO: 2020-06-09 09:02:00 INFO: 2020-06-09 09:02:00 INFO: 2020-06-09 09:02:00 INFO: 2020-06-09 09:02:00 INFO: 2020-06-09 09:02:00 INFO: clearing start 2020-06-09 09:02:00 INFO: clearing end 2020-06-09 09:02:00 INFO: 2020-06-09 09:02:00 INFO: 2020-06-09 09:02:00 INFO: 2020-06-09 09:02:00 INFO: 2020-06-09 10:00:20 INFO: 2020-06-09 10:00:20 INFO: 2020-06-09 10:00:20 INFO: 2020-06-09 10:00:20 INFO: 2020-06-09 10:00:20 INFO: init new order start 2020-06-09 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 243.85, 'low': 243.2, 'close': 243.55, 'trades': 987, 'volume': 1105249, 'vwap': 243.55, 'lastSize': 25, 'turnover': 26917681065, 'homeNotional': 10711.03126611689, 'foreignNotional': 2608607.851182665}, {'timestamp': datetime.datetime(2020, 6, 9, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 244.0, 'low': 243.15, 'close': 243.8, 'trades': 1051, 'volume': 1309005, 'vwap': 243.55, 'lastSize': 20, 'turnover': 31880136180, 'homeNotional': 12676.972178911703, 'foreignNotional': 3087413.0036350973}, {'timestamp': datetime.datetime(2020, 6, 9, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.5, 'high': 243.6, 'low': 243.0, 'close': 243.25, 'trades': 1066, 'volume': 1723262, 'vwap': 243.32, 'lastSize': 1500, 'turnover': 41929042960, 'homeNotional': 16677.42917151828, 'foreignNotional': 4057820.6808241596}] 2020-06-09 10:00:20 INFO: prepare candles [CandleItem(low=243.2, high=243.85, open=243.8, close=243.55, color='RED'), CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN'), CandleItem(low=243.0, high=243.6, open=243.5, close=243.25, color='RED')] 2020-06-09 10:00:20 INFO: skip by colors first_candle=CandleItem(low=243.0, high=243.6, open=243.5, close=243.25, color='RED') second_candle=CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN') last_candle=CandleItem(low=243.2, high=243.85, open=243.8, close=243.55, color='RED') 2020-06-09 10:00:20 INFO: check need new order None 2020-06-09 10:00:20 INFO: init new order end 2020-06-09 10:00:20 INFO: 2020-06-09 10:00:20 INFO: 2020-06-09 10:00:20 INFO: 2020-06-09 10:00:20 INFO: 2020-06-09 10:02:00 INFO: 2020-06-09 10:02:00 INFO: 2020-06-09 10:02:00 INFO: 2020-06-09 10:02:00 INFO: 2020-06-09 10:02:00 INFO: clearing start 2020-06-09 10:02:00 INFO: clearing end 2020-06-09 10:02:00 INFO: 2020-06-09 10:02:00 INFO: 2020-06-09 10:02:00 INFO: 2020-06-09 10:02:00 INFO: 2020-06-09 11:00:20 INFO: 2020-06-09 11:00:20 INFO: 2020-06-09 11:00:20 INFO: 2020-06-09 11:00:20 INFO: 2020-06-09 11:00:20 INFO: init new order start 2020-06-09 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 244.05, 'low': 243.3, 'close': 243.7, 'trades': 1236, 'volume': 1516434, 'vwap': 243.64, 'lastSize': 50, 'turnover': 36945966360, 'homeNotional': 14695.482886146192, 'foreignNotional': 3580367.618220549}, {'timestamp': datetime.datetime(2020, 6, 9, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 243.85, 'low': 243.2, 'close': 243.55, 'trades': 987, 'volume': 1105249, 'vwap': 243.55, 'lastSize': 25, 'turnover': 26917681065, 'homeNotional': 10711.03126611689, 'foreignNotional': 2608607.851182665}, {'timestamp': datetime.datetime(2020, 6, 9, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.25, 'high': 244.0, 'low': 243.15, 'close': 243.8, 'trades': 1051, 'volume': 1309005, 'vwap': 243.55, 'lastSize': 20, 'turnover': 31880136180, 'homeNotional': 12676.972178911703, 'foreignNotional': 3087413.0036350973}] 2020-06-09 11:00:20 INFO: prepare candles [CandleItem(low=243.3, high=244.05, open=243.55, close=243.7, color='GREEN'), CandleItem(low=243.2, high=243.85, open=243.8, close=243.55, color='RED'), CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN')] 2020-06-09 11:00:20 INFO: skip by colors first_candle=CandleItem(low=243.15, high=244.0, open=243.25, close=243.8, color='GREEN') second_candle=CandleItem(low=243.2, high=243.85, open=243.8, close=243.55, color='RED') last_candle=CandleItem(low=243.3, high=244.05, open=243.55, close=243.7, color='GREEN') 2020-06-09 11:00:20 INFO: check need new order None 2020-06-09 11:00:20 INFO: init new order end 2020-06-09 11:00:20 INFO: 2020-06-09 11:00:20 INFO: 2020-06-09 11:00:20 INFO: 2020-06-09 11:00:20 INFO: 2020-06-09 11:02:00 INFO: 2020-06-09 11:02:00 INFO: 2020-06-09 11:02:00 INFO: 2020-06-09 11:02:00 INFO: 2020-06-09 11:02:00 INFO: clearing start 2020-06-09 11:02:00 INFO: clearing end 2020-06-09 11:02:00 INFO: 2020-06-09 11:02:00 INFO: 2020-06-09 11:02:00 INFO: 2020-06-09 11:02:00 INFO: 2020-06-09 12:00:20 INFO: 2020-06-09 12:00:20 INFO: 2020-06-09 12:00:20 INFO: 2020-06-09 12:00:20 INFO: 2020-06-09 12:00:20 INFO: init new order start 2020-06-09 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 244.15, 'low': 243.05, 'close': 243.55, 'trades': 1315, 'volume': 1895282, 'vwap': 243.6, 'lastSize': 151, 'turnover': 46167835440, 'homeNotional': 18350.922166391138, 'foreignNotional': 4470167.2577447975}, {'timestamp': datetime.datetime(2020, 6, 9, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 244.05, 'low': 243.3, 'close': 243.7, 'trades': 1236, 'volume': 1516434, 'vwap': 243.64, 'lastSize': 50, 'turnover': 36945966360, 'homeNotional': 14695.482886146192, 'foreignNotional': 3580367.618220549}, {'timestamp': datetime.datetime(2020, 6, 9, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 243.85, 'low': 243.2, 'close': 243.55, 'trades': 987, 'volume': 1105249, 'vwap': 243.55, 'lastSize': 25, 'turnover': 26917681065, 'homeNotional': 10711.03126611689, 'foreignNotional': 2608607.851182665}] 2020-06-09 12:00:20 INFO: prepare candles [CandleItem(low=243.05, high=244.15, open=243.7, close=243.55, color='RED'), CandleItem(low=243.3, high=244.05, open=243.55, close=243.7, color='GREEN'), CandleItem(low=243.2, high=243.85, open=243.8, close=243.55, color='RED')] 2020-06-09 12:00:20 INFO: skip by colors first_candle=CandleItem(low=243.2, high=243.85, open=243.8, close=243.55, color='RED') second_candle=CandleItem(low=243.3, high=244.05, open=243.55, close=243.7, color='GREEN') last_candle=CandleItem(low=243.05, high=244.15, open=243.7, close=243.55, color='RED') 2020-06-09 12:00:20 INFO: check need new order None 2020-06-09 12:00:20 INFO: init new order end 2020-06-09 12:00:20 INFO: 2020-06-09 12:00:20 INFO: 2020-06-09 12:00:20 INFO: 2020-06-09 12:00:20 INFO: 2020-06-09 12:02:00 INFO: 2020-06-09 12:02:00 INFO: 2020-06-09 12:02:00 INFO: 2020-06-09 12:02:00 INFO: 2020-06-09 12:02:00 INFO: clearing start 2020-06-09 12:02:00 INFO: clearing end 2020-06-09 12:02:00 INFO: 2020-06-09 12:02:00 INFO: 2020-06-09 12:02:00 INFO: 2020-06-09 12:02:00 INFO: 2020-06-09 13:00:20 INFO: 2020-06-09 13:00:20 INFO: 2020-06-09 13:00:20 INFO: 2020-06-09 13:00:20 INFO: 2020-06-09 13:00:20 INFO: init new order start 2020-06-09 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.6, 'low': 242.45, 'close': 243.15, 'trades': 1582, 'volume': 2211866, 'vwap': 243.04, 'lastSize': 1, 'turnover': 53755943015, 'homeNotional': 21382.650033113572, 'foreignNotional': 5196722.5414120825}, {'timestamp': datetime.datetime(2020, 6, 9, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 244.15, 'low': 243.05, 'close': 243.55, 'trades': 1315, 'volume': 1895282, 'vwap': 243.6, 'lastSize': 151, 'turnover': 46167835440, 'homeNotional': 18350.922166391138, 'foreignNotional': 4470167.2577447975}, {'timestamp': datetime.datetime(2020, 6, 9, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 244.05, 'low': 243.3, 'close': 243.7, 'trades': 1236, 'volume': 1516434, 'vwap': 243.64, 'lastSize': 50, 'turnover': 36945966360, 'homeNotional': 14695.482886146192, 'foreignNotional': 3580367.618220549}] 2020-06-09 13:00:20 INFO: prepare candles [CandleItem(low=242.45, high=243.6, open=243.55, close=243.15, color='RED'), CandleItem(low=243.05, high=244.15, open=243.7, close=243.55, color='RED'), CandleItem(low=243.3, high=244.05, open=243.55, close=243.7, color='GREEN')] 2020-06-09 13:00:20 INFO: skip by colors first_candle=CandleItem(low=243.3, high=244.05, open=243.55, close=243.7, color='GREEN') second_candle=CandleItem(low=243.05, high=244.15, open=243.7, close=243.55, color='RED') last_candle=CandleItem(low=242.45, high=243.6, open=243.55, close=243.15, color='RED') 2020-06-09 13:00:20 INFO: check need new order None 2020-06-09 13:00:20 INFO: init new order end 2020-06-09 13:00:20 INFO: 2020-06-09 13:00:20 INFO: 2020-06-09 13:00:20 INFO: 2020-06-09 13:00:20 INFO: 2020-06-09 13:02:00 INFO: 2020-06-09 13:02:00 INFO: 2020-06-09 13:02:00 INFO: 2020-06-09 13:02:00 INFO: 2020-06-09 13:02:00 INFO: clearing start 2020-06-09 13:02:00 INFO: clearing end 2020-06-09 13:02:00 INFO: 2020-06-09 13:02:00 INFO: 2020-06-09 13:02:00 INFO: 2020-06-09 13:02:00 INFO: 2020-06-09 14:00:20 INFO: 2020-06-09 14:00:20 INFO: 2020-06-09 14:00:20 INFO: 2020-06-09 14:00:20 INFO: 2020-06-09 14:00:20 INFO: init new order start 2020-06-09 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.25, 'low': 241.35, 'close': 242.55, 'trades': 2560, 'volume': 3129007, 'vwap': 242.13, 'lastSize': 1333, 'turnover': 75759663090, 'homeNotional': 30230.57661551706, 'foreignNotional': 7319449.407180942}, {'timestamp': datetime.datetime(2020, 6, 9, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.6, 'low': 242.45, 'close': 243.15, 'trades': 1582, 'volume': 2211866, 'vwap': 243.04, 'lastSize': 1, 'turnover': 53755943015, 'homeNotional': 21382.650033113572, 'foreignNotional': 5196722.5414120825}, {'timestamp': datetime.datetime(2020, 6, 9, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.7, 'high': 244.15, 'low': 243.05, 'close': 243.55, 'trades': 1315, 'volume': 1895282, 'vwap': 243.6, 'lastSize': 151, 'turnover': 46167835440, 'homeNotional': 18350.922166391138, 'foreignNotional': 4470167.2577447975}] 2020-06-09 14:00:20 INFO: prepare candles [CandleItem(low=241.35, high=243.25, open=243.15, close=242.55, color='RED'), CandleItem(low=242.45, high=243.6, open=243.55, close=243.15, color='RED'), CandleItem(low=243.05, high=244.15, open=243.7, close=243.55, color='RED')] 2020-06-09 14:00:20 INFO: skip by colors first_candle=CandleItem(low=243.05, high=244.15, open=243.7, close=243.55, color='RED') second_candle=CandleItem(low=242.45, high=243.6, open=243.55, close=243.15, color='RED') last_candle=CandleItem(low=241.35, high=243.25, open=243.15, close=242.55, color='RED') 2020-06-09 14:00:20 INFO: check need new order None 2020-06-09 14:00:20 INFO: init new order end 2020-06-09 14:00:20 INFO: 2020-06-09 14:00:20 INFO: 2020-06-09 14:00:20 INFO: 2020-06-09 14:00:20 INFO: 2020-06-09 14:02:00 INFO: 2020-06-09 14:02:00 INFO: 2020-06-09 14:02:00 INFO: 2020-06-09 14:02:00 INFO: 2020-06-09 14:02:00 INFO: clearing start 2020-06-09 14:02:00 INFO: clearing end 2020-06-09 14:02:00 INFO: 2020-06-09 14:02:00 INFO: 2020-06-09 14:02:00 INFO: 2020-06-09 14:02:00 INFO: 2020-06-09 15:00:20 INFO: 2020-06-09 15:00:20 INFO: 2020-06-09 15:00:20 INFO: 2020-06-09 15:00:20 INFO: 2020-06-09 15:00:20 INFO: init new order start 2020-06-09 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.55, 'high': 243.7, 'low': 242.55, 'close': 243.65, 'trades': 1813, 'volume': 2269780, 'vwap': 243.21, 'lastSize': 1, 'turnover': 55201724460, 'homeNotional': 22013.15107341777, 'foreignNotional': 5353677.52295575}, {'timestamp': datetime.datetime(2020, 6, 9, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.25, 'low': 241.35, 'close': 242.55, 'trades': 2560, 'volume': 3129007, 'vwap': 242.13, 'lastSize': 1333, 'turnover': 75759663090, 'homeNotional': 30230.57661551706, 'foreignNotional': 7319449.407180942}, {'timestamp': datetime.datetime(2020, 6, 9, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.6, 'low': 242.45, 'close': 243.15, 'trades': 1582, 'volume': 2211866, 'vwap': 243.04, 'lastSize': 1, 'turnover': 53755943015, 'homeNotional': 21382.650033113572, 'foreignNotional': 5196722.5414120825}] 2020-06-09 15:00:20 INFO: prepare candles [CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN'), CandleItem(low=241.35, high=243.25, open=243.15, close=242.55, color='RED'), CandleItem(low=242.45, high=243.6, open=243.55, close=243.15, color='RED')] 2020-06-09 15:00:20 INFO: last_candle=CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN') 2020-06-09 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-09 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN') 2020-06-09 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=241.35, high=243.25, open=243.15, close=242.55, color='RED') 2020-06-09 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.45, high=243.6, open=243.55, close=243.15, color='RED') 2020-06-09 15:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-09 15:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-09 15:00:20 INFO: place order: start candle=CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-06-09 15:00:20 INFO: place order: side_factor=-1 init_trigger_price=243.75 init_order_price=243.79999999999998 stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=242.55 take_price=250.69999999999985 2020-06-09 15:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('243.75') init_order_price=Decimal('243.799999999999982946974341757595539093017578125') stop_price_offset=0.0 candle.size=1.1499999999999773 stop_price=Decimal('242.55000000000001136868377216160297393798828125') take_price=Decimal('250.699999999999846522769075818359851837158203125') 2020-06-09 15:00:20 INFO: place order: compute qty=667 2020-06-09 15:00:20 INFO: place order: save order to db ea0b49bfc9944f38a5424abad41bf041; response=True Traceback (most recent call last): File "app/trader.py", line 131, in main() File "app/trader.py", line 92, in main order = place_order_init(init_price_offset=INIT_ORDER_PRICE_OFFSET, File "/home/crypto/current/app/init_order_operations.py", line 176, in place_order_init response = post_stop_limit_order(ticker, qty, init_trigger_price, init_order_price, order_uid, File "/home/crypto/current/app/bitmex_rest.py", line 22, in post_stop_limit_order return client_rest.Order.Order_new(symbol=ticker, orderQty=qty, ordType='StopLimit', stopPx=trigger_price, 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 334, in unmarshal_response raise_on_unexpected(incoming_response) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 408, in raise_on_unexpected raise make_http_exception(response=http_response) bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","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( 2020-06-09 15:00:24 INFO: 2020-06-09 15:00:24 INFO: 2020-06-09 15:00:24 INFO: 2020-06-09 15:00:24 INFO: 2020-06-09 15:00:24 INFO: start trader process 2020-06-09 15:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-09 15:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-09 15:00:24 INFO: Authenticating with API Key. 2020-06-09 15:00:25 INFO: Connected to WS. 2020-06-09 16:00:20 INFO: 2020-06-09 16:00:20 INFO: 2020-06-09 16:00:20 INFO: 2020-06-09 16:00:20 INFO: 2020-06-09 16:00:20 INFO: init new order start 2020-06-09 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 246.3, 'low': 243.7, 'close': 244.15, 'trades': 3454, 'volume': 4477698, 'vwap': 244.67, 'lastSize': 2000, 'turnover': 109554267605, 'homeNotional': 43590.65417026355, 'foreignNotional': 10665171.91309189}, {'timestamp': datetime.datetime(2020, 6, 9, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.55, 'high': 243.7, 'low': 242.55, 'close': 243.65, 'trades': 1813, 'volume': 2269780, 'vwap': 243.21, 'lastSize': 1, 'turnover': 55201724460, 'homeNotional': 22013.15107341777, 'foreignNotional': 5353677.52295575}, {'timestamp': datetime.datetime(2020, 6, 9, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.25, 'low': 241.35, 'close': 242.55, 'trades': 2560, 'volume': 3129007, 'vwap': 242.13, 'lastSize': 1333, 'turnover': 75759663090, 'homeNotional': 30230.57661551706, 'foreignNotional': 7319449.407180942}] 2020-06-09 16:00:20 INFO: prepare candles [CandleItem(low=243.7, high=246.3, open=243.65, close=244.15, color='GREEN'), CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN'), CandleItem(low=241.35, high=243.25, open=243.15, close=242.55, color='RED')] 2020-06-09 16:00:20 INFO: skip by colors first_candle=CandleItem(low=241.35, high=243.25, open=243.15, close=242.55, color='RED') second_candle=CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN') last_candle=CandleItem(low=243.7, high=246.3, open=243.65, close=244.15, color='GREEN') 2020-06-09 16:00:20 INFO: check need new order None 2020-06-09 16:00:20 INFO: init new order end 2020-06-09 16:00:20 INFO: 2020-06-09 16:00:20 INFO: 2020-06-09 16:00:20 INFO: 2020-06-09 16:00:20 INFO: 2020-06-09 16:02:00 INFO: 2020-06-09 16:02:00 INFO: 2020-06-09 16:02:00 INFO: 2020-06-09 16:02:00 INFO: 2020-06-09 16:02:00 INFO: clearing start /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core! warnings.warn( /home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core! warnings.warn( 2020-06-09 16:02:00 INFO: clearing end 2020-06-09 16:02:00 INFO: 2020-06-09 16:02:00 INFO: 2020-06-09 16:02:00 INFO: 2020-06-09 16:02:00 INFO: 2020-06-09 17:00:20 INFO: 2020-06-09 17:00:20 INFO: 2020-06-09 17:00:20 INFO: 2020-06-09 17:00:20 INFO: 2020-06-09 17:00:20 INFO: init new order start 2020-06-09 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.55, 'low': 243.05, 'close': 243.55, 'trades': 2020, 'volume': 2610808, 'vwap': 243.6, 'lastSize': 10000, 'turnover': 63598835390, 'homeNotional': 25365.639908281944, 'foreignNotional': 6179039.14432745}, {'timestamp': datetime.datetime(2020, 6, 9, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 246.3, 'low': 243.7, 'close': 244.15, 'trades': 3454, 'volume': 4477698, 'vwap': 244.67, 'lastSize': 2000, 'turnover': 109554267605, 'homeNotional': 43590.65417026355, 'foreignNotional': 10665171.91309189}, {'timestamp': datetime.datetime(2020, 6, 9, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.55, 'high': 243.7, 'low': 242.55, 'close': 243.65, 'trades': 1813, 'volume': 2269780, 'vwap': 243.21, 'lastSize': 1, 'turnover': 55201724460, 'homeNotional': 22013.15107341777, 'foreignNotional': 5353677.52295575}] 2020-06-09 17:00:20 INFO: prepare candles [CandleItem(low=243.05, high=244.55, open=244.15, close=243.55, color='RED'), CandleItem(low=243.7, high=246.3, open=243.65, close=244.15, color='GREEN'), CandleItem(low=242.55, high=243.7, open=242.55, close=243.65, color='GREEN')] 2020-06-09 17:00:20 INFO: last_candle=CandleItem(low=243.05, high=244.55, open=244.15, close=243.55, color='RED') 2020-06-09 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-09 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.05, high=244.55, open=244.15, close=243.55, color='RED') 2020-06-09 17:00:20 INFO: skip by CandleItem(low=243.05, high=244.55, open=244.15, close=243.55, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-09 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-09 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.05, high=244.55, open=244.15, close=243.55, color='RED') 2020-06-09 17:00:20 INFO: skip by CandleItem(low=243.05, high=244.55, open=244.15, close=243.55, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-09 17:00:20 INFO: not found applicable config for candle 2020-06-09 17:00:20 INFO: check need new order None 2020-06-09 17:00:20 INFO: init new order end 2020-06-09 17:00:20 INFO: 2020-06-09 17:00:20 INFO: 2020-06-09 17:00:20 INFO: 2020-06-09 17:00:20 INFO: 2020-06-09 17:02:00 INFO: 2020-06-09 17:02:00 INFO: 2020-06-09 17:02:00 INFO: 2020-06-09 17:02:00 INFO: 2020-06-09 17:02:00 INFO: clearing start 2020-06-09 17:02:00 INFO: clearing end 2020-06-09 17:02:00 INFO: 2020-06-09 17:02:00 INFO: 2020-06-09 17:02:00 INFO: 2020-06-09 17:02:00 INFO: 2020-06-09 18:00:20 INFO: 2020-06-09 18:00:20 INFO: 2020-06-09 18:00:20 INFO: 2020-06-09 18:00:20 INFO: 2020-06-09 18:00:20 INFO: init new order start 2020-06-09 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.95, 'low': 242.5, 'close': 243.55, 'trades': 1840, 'volume': 2680897, 'vwap': 243.21, 'lastSize': 500, 'turnover': 65199649210, 'homeNotional': 26018.77685785278, 'foreignNotional': 6327797.880345145}, {'timestamp': datetime.datetime(2020, 6, 9, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.55, 'low': 243.05, 'close': 243.55, 'trades': 2020, 'volume': 2610808, 'vwap': 243.6, 'lastSize': 10000, 'turnover': 63598835390, 'homeNotional': 25365.639908281944, 'foreignNotional': 6179039.14432745}, {'timestamp': datetime.datetime(2020, 6, 9, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 246.3, 'low': 243.7, 'close': 244.15, 'trades': 3454, 'volume': 4477698, 'vwap': 244.67, 'lastSize': 2000, 'turnover': 109554267605, 'homeNotional': 43590.65417026355, 'foreignNotional': 10665171.91309189}] 2020-06-09 18:00:20 INFO: skip by found empty buckets 2020-06-09 18:00:20 INFO: check need new order None 2020-06-09 18:00:20 INFO: init new order end 2020-06-09 18:00:20 INFO: 2020-06-09 18:00:20 INFO: 2020-06-09 18:00:20 INFO: 2020-06-09 18:00:20 INFO: 2020-06-09 18:02:00 INFO: 2020-06-09 18:02:00 INFO: 2020-06-09 18:02:00 INFO: 2020-06-09 18:02:00 INFO: 2020-06-09 18:02:00 INFO: clearing start 2020-06-09 18:02:00 INFO: clearing end 2020-06-09 18:02:00 INFO: 2020-06-09 18:02:00 INFO: 2020-06-09 18:02:00 INFO: 2020-06-09 18:02:00 INFO: 2020-06-09 19:00:20 INFO: 2020-06-09 19:00:20 INFO: 2020-06-09 19:00:20 INFO: 2020-06-09 19:00:20 INFO: 2020-06-09 19:00:20 INFO: init new order start 2020-06-09 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.95, 'low': 243.25, 'close': 243.65, 'trades': 1091, 'volume': 1001077, 'vwap': 243.53, 'lastSize': 50, 'turnover': 24378814405, 'homeNotional': 9731.916485895694, 'foreignNotional': 2369973.9433113225}, {'timestamp': datetime.datetime(2020, 6, 9, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.95, 'low': 242.5, 'close': 243.55, 'trades': 1840, 'volume': 2680897, 'vwap': 243.21, 'lastSize': 500, 'turnover': 65199649210, 'homeNotional': 26018.77685785278, 'foreignNotional': 6327797.880345145}, {'timestamp': datetime.datetime(2020, 6, 9, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.15, 'high': 244.55, 'low': 243.05, 'close': 243.55, 'trades': 2020, 'volume': 2610808, 'vwap': 243.6, 'lastSize': 10000, 'turnover': 63598835390, 'homeNotional': 25365.639908281944, 'foreignNotional': 6179039.14432745}] 2020-06-09 19:00:20 INFO: skip by found empty buckets 2020-06-09 19:00:20 INFO: check need new order None 2020-06-09 19:00:20 INFO: init new order end 2020-06-09 19:00:20 INFO: 2020-06-09 19:00:20 INFO: 2020-06-09 19:00:20 INFO: 2020-06-09 19:00:20 INFO: 2020-06-09 19:02:00 INFO: 2020-06-09 19:02:00 INFO: 2020-06-09 19:02:00 INFO: 2020-06-09 19:02:00 INFO: 2020-06-09 19:02:00 INFO: clearing start 2020-06-09 19:02:00 INFO: clearing end 2020-06-09 19:02:00 INFO: 2020-06-09 19:02:00 INFO: 2020-06-09 19:02:00 INFO: 2020-06-09 19:02:00 INFO: 2020-06-09 20:00:20 INFO: 2020-06-09 20:00:20 INFO: 2020-06-09 20:00:20 INFO: 2020-06-09 20:00:20 INFO: 2020-06-09 20:00:20 INFO: init new order start 2020-06-09 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 243.9, 'low': 242.95, 'close': 243.15, 'trades': 1771, 'volume': 1642177, 'vwap': 243.32, 'lastSize': 151, 'turnover': 39955809430, 'homeNotional': 15949.584008101245, 'foreignNotional': 3880695.92166262}, {'timestamp': datetime.datetime(2020, 6, 9, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.95, 'low': 243.25, 'close': 243.65, 'trades': 1091, 'volume': 1001077, 'vwap': 243.53, 'lastSize': 50, 'turnover': 24378814405, 'homeNotional': 9731.916485895694, 'foreignNotional': 2369973.9433113225}, {'timestamp': datetime.datetime(2020, 6, 9, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.95, 'low': 242.5, 'close': 243.55, 'trades': 1840, 'volume': 2680897, 'vwap': 243.21, 'lastSize': 500, 'turnover': 65199649210, 'homeNotional': 26018.77685785278, 'foreignNotional': 6327797.880345145}] 2020-06-09 20:00:21 INFO: skip by found empty buckets 2020-06-09 20:00:21 INFO: check need new order None 2020-06-09 20:00:21 INFO: init new order end 2020-06-09 20:00:21 INFO: 2020-06-09 20:00:21 INFO: 2020-06-09 20:00:21 INFO: 2020-06-09 20:00:21 INFO: 2020-06-09 20:02:00 INFO: 2020-06-09 20:02:00 INFO: 2020-06-09 20:02:00 INFO: 2020-06-09 20:02:00 INFO: 2020-06-09 20:02:00 INFO: clearing start 2020-06-09 20:02:00 INFO: clearing end 2020-06-09 20:02:00 INFO: 2020-06-09 20:02:00 INFO: 2020-06-09 20:02:00 INFO: 2020-06-09 20:02:00 INFO: 2020-06-09 21:00:20 INFO: 2020-06-09 21:00:20 INFO: 2020-06-09 21:00:20 INFO: 2020-06-09 21:00:20 INFO: 2020-06-09 21:00:20 INFO: init new order start 2020-06-09 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.55, 'low': 243.0, 'close': 243.15, 'trades': 1150, 'volume': 882719, 'vwap': 243.24, 'lastSize': 5, 'turnover': 21470718925, 'homeNotional': 8573.012980710764, 'foreignNotional': 2085247.9710616188}, {'timestamp': datetime.datetime(2020, 6, 9, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 243.9, 'low': 242.95, 'close': 243.15, 'trades': 1771, 'volume': 1642177, 'vwap': 243.32, 'lastSize': 151, 'turnover': 39955809430, 'homeNotional': 15949.584008101245, 'foreignNotional': 3880695.92166262}, {'timestamp': datetime.datetime(2020, 6, 9, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.95, 'low': 243.25, 'close': 243.65, 'trades': 1091, 'volume': 1001077, 'vwap': 243.53, 'lastSize': 50, 'turnover': 24378814405, 'homeNotional': 9731.916485895694, 'foreignNotional': 2369973.9433113225}] 2020-06-09 21:00:20 INFO: skip by found empty buckets 2020-06-09 21:00:20 INFO: check need new order None 2020-06-09 21:00:20 INFO: init new order end 2020-06-09 21:00:20 INFO: 2020-06-09 21:00:20 INFO: 2020-06-09 21:00:20 INFO: 2020-06-09 21:00:20 INFO: 2020-06-09 21:02:00 INFO: 2020-06-09 21:02:00 INFO: 2020-06-09 21:02:00 INFO: 2020-06-09 21:02:00 INFO: 2020-06-09 21:02:00 INFO: clearing start 2020-06-09 21:02:00 INFO: clearing end 2020-06-09 21:02:00 INFO: 2020-06-09 21:02:00 INFO: 2020-06-09 21:02:00 INFO: 2020-06-09 21:02:00 INFO: 2020-06-09 22:00:20 INFO: 2020-06-09 22:00:20 INFO: 2020-06-09 22:00:20 INFO: 2020-06-09 22:00:20 INFO: 2020-06-09 22:00:20 INFO: init new order start 2020-06-09 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.5, 'low': 242.95, 'close': 243.0, 'trades': 1165, 'volume': 852652, 'vwap': 243.13, 'lastSize': 5, 'turnover': 20729809190, 'homeNotional': 8279.465338900585, 'foreignNotional': 2012916.7978080658}, {'timestamp': datetime.datetime(2020, 6, 9, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.55, 'low': 243.0, 'close': 243.15, 'trades': 1150, 'volume': 882719, 'vwap': 243.24, 'lastSize': 5, 'turnover': 21470718925, 'homeNotional': 8573.012980710764, 'foreignNotional': 2085247.9710616188}, {'timestamp': datetime.datetime(2020, 6, 9, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 243.9, 'low': 242.95, 'close': 243.15, 'trades': 1771, 'volume': 1642177, 'vwap': 243.32, 'lastSize': 151, 'turnover': 39955809430, 'homeNotional': 15949.584008101245, 'foreignNotional': 3880695.92166262}] 2020-06-09 22:00:20 INFO: skip by found empty buckets 2020-06-09 22:00:20 INFO: check need new order None 2020-06-09 22:00:20 INFO: init new order end 2020-06-09 22:00:20 INFO: 2020-06-09 22:00:20 INFO: 2020-06-09 22:00:20 INFO: 2020-06-09 22:00:20 INFO: 2020-06-09 22:02:00 INFO: 2020-06-09 22:02:00 INFO: 2020-06-09 22:02:00 INFO: 2020-06-09 22:02:00 INFO: 2020-06-09 22:02:00 INFO: clearing start 2020-06-09 22:02:00 INFO: clearing end 2020-06-09 22:02:00 INFO: 2020-06-09 22:02:00 INFO: 2020-06-09 22:02:00 INFO: 2020-06-09 22:02:00 INFO: 2020-06-09 23:00:20 INFO: 2020-06-09 23:00:20 INFO: 2020-06-09 23:00:20 INFO: 2020-06-09 23:00:20 INFO: 2020-06-09 23:00:20 INFO: init new order start 2020-06-09 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.6, 'low': 240.6, 'close': 243.4, 'trades': 4208, 'volume': 5595903, 'vwap': 242.0, 'lastSize': 1, 'turnover': 135417734760, 'homeNotional': 54336.79156568171, 'foreignNotional': 13149223.52370403}, {'timestamp': datetime.datetime(2020, 6, 9, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.5, 'low': 242.95, 'close': 243.0, 'trades': 1165, 'volume': 852652, 'vwap': 243.13, 'lastSize': 5, 'turnover': 20729809190, 'homeNotional': 8279.465338900585, 'foreignNotional': 2012916.7978080658}, {'timestamp': datetime.datetime(2020, 6, 9, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.55, 'low': 243.0, 'close': 243.15, 'trades': 1150, 'volume': 882719, 'vwap': 243.24, 'lastSize': 5, 'turnover': 21470718925, 'homeNotional': 8573.012980710764, 'foreignNotional': 2085247.9710616188}] 2020-06-09 23:00:20 INFO: skip by found empty buckets 2020-06-09 23:00:20 INFO: check need new order None 2020-06-09 23:00:20 INFO: init new order end 2020-06-09 23:00:20 INFO: 2020-06-09 23:00:20 INFO: 2020-06-09 23:00:20 INFO: 2020-06-09 23:00:20 INFO: 2020-06-09 23:02:00 INFO: 2020-06-09 23:02:00 INFO: 2020-06-09 23:02:00 INFO: 2020-06-09 23:02:00 INFO: 2020-06-09 23:02:00 INFO: clearing start 2020-06-09 23:02:00 INFO: clearing end 2020-06-09 23:02:00 INFO: 2020-06-09 23:02:00 INFO: 2020-06-09 23:02:00 INFO: 2020-06-09 23:02:00 INFO: 2020-06-10 00:00:20 INFO: 2020-06-10 00:00:20 INFO: 2020-06-10 00:00:20 INFO: 2020-06-10 00:00:20 INFO: 2020-06-10 00:00:20 INFO: init new order start 2020-06-10 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 244.1, 'low': 242.55, 'close': 243.6, 'trades': 2030, 'volume': 2013164, 'vwap': 243.39, 'lastSize': 100, 'turnover': 48998352905, 'homeNotional': 19602.938761125493, 'foreignNotional': 4771163.615099316}, {'timestamp': datetime.datetime(2020, 6, 9, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.6, 'low': 240.6, 'close': 243.4, 'trades': 4208, 'volume': 5595903, 'vwap': 242.0, 'lastSize': 1, 'turnover': 135417734760, 'homeNotional': 54336.79156568171, 'foreignNotional': 13149223.52370403}, {'timestamp': datetime.datetime(2020, 6, 9, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.15, 'high': 243.5, 'low': 242.95, 'close': 243.0, 'trades': 1165, 'volume': 852652, 'vwap': 243.13, 'lastSize': 5, 'turnover': 20729809190, 'homeNotional': 8279.465338900585, 'foreignNotional': 2012916.7978080658}] 2020-06-10 00:00:20 INFO: prepare candles [CandleItem(low=242.55, high=244.1, open=243.4, close=243.6, color='GREEN'), CandleItem(low=240.6, high=243.6, open=243.0, close=243.4, color='GREEN'), CandleItem(low=242.95, high=243.5, open=243.15, close=243.0, color='RED')] 2020-06-10 00:00:20 INFO: skip by colors first_candle=CandleItem(low=242.95, high=243.5, open=243.15, close=243.0, color='RED') second_candle=CandleItem(low=240.6, high=243.6, open=243.0, close=243.4, color='GREEN') last_candle=CandleItem(low=242.55, high=244.1, open=243.4, close=243.6, color='GREEN') 2020-06-10 00:00:20 INFO: check need new order None 2020-06-10 00:00:20 INFO: init new order end 2020-06-10 00:00:20 INFO: 2020-06-10 00:00:20 INFO: 2020-06-10 00:00:20 INFO: 2020-06-10 00:00:20 INFO: 2020-06-10 00:02:00 INFO: 2020-06-10 00:02:00 INFO: 2020-06-10 00:02:00 INFO: 2020-06-10 00:02:00 INFO: 2020-06-10 00:02:00 INFO: clearing start 2020-06-10 00:02:00 INFO: clearing end 2020-06-10 00:02:00 INFO: 2020-06-10 00:02:00 INFO: 2020-06-10 00:02:00 INFO: 2020-06-10 00:02:00 INFO: 2020-06-10 01:00:20 INFO: 2020-06-10 01:00:20 INFO: 2020-06-10 01:00:20 INFO: 2020-06-10 01:00:20 INFO: 2020-06-10 01:00:20 INFO: init new order start 2020-06-10 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 245.15, 'low': 243.6, 'close': 244.8, 'trades': 2541, 'volume': 2930670, 'vwap': 244.43, 'lastSize': 1921, 'turnover': 71634150320, 'homeNotional': 28698.04718485543, 'foreignNotional': 7014659.120077195}, {'timestamp': datetime.datetime(2020, 6, 9, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 244.1, 'low': 242.55, 'close': 243.6, 'trades': 2030, 'volume': 2013164, 'vwap': 243.39, 'lastSize': 100, 'turnover': 48998352905, 'homeNotional': 19602.938761125493, 'foreignNotional': 4771163.615099316}, {'timestamp': datetime.datetime(2020, 6, 9, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.0, 'high': 243.6, 'low': 240.6, 'close': 243.4, 'trades': 4208, 'volume': 5595903, 'vwap': 242.0, 'lastSize': 1, 'turnover': 135417734760, 'homeNotional': 54336.79156568171, 'foreignNotional': 13149223.52370403}] 2020-06-10 01:00:20 INFO: prepare candles [CandleItem(low=243.6, high=245.15, open=243.6, close=244.8, color='GREEN'), CandleItem(low=242.55, high=244.1, open=243.4, close=243.6, color='GREEN'), CandleItem(low=240.6, high=243.6, open=243.0, close=243.4, color='GREEN')] 2020-06-10 01:00:20 INFO: skip by colors first_candle=CandleItem(low=240.6, high=243.6, open=243.0, close=243.4, color='GREEN') second_candle=CandleItem(low=242.55, high=244.1, open=243.4, close=243.6, color='GREEN') last_candle=CandleItem(low=243.6, high=245.15, open=243.6, close=244.8, color='GREEN') 2020-06-10 01:00:20 INFO: check need new order None 2020-06-10 01:00:20 INFO: init new order end 2020-06-10 01:00:20 INFO: 2020-06-10 01:00:20 INFO: 2020-06-10 01:00:20 INFO: 2020-06-10 01:00:20 INFO: 2020-06-10 01:02:00 INFO: 2020-06-10 01:02:00 INFO: 2020-06-10 01:02:00 INFO: 2020-06-10 01:02:00 INFO: 2020-06-10 01:02:00 INFO: clearing start 2020-06-10 01:02:00 INFO: clearing end 2020-06-10 01:02:00 INFO: 2020-06-10 01:02:00 INFO: 2020-06-10 01:02:00 INFO: 2020-06-10 01:02:00 INFO: 2020-06-10 02:00:20 INFO: 2020-06-10 02:00:20 INFO: 2020-06-10 02:00:20 INFO: 2020-06-10 02:00:20 INFO: 2020-06-10 02:00:20 INFO: init new order start 2020-06-10 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 9, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 245.75, 'low': 241.75, 'close': 245.0, 'trades': 3934, 'volume': 3708836, 'vwap': 244.37, 'lastSize': 10, 'turnover': 90631949185, 'homeNotional': 36270.536290576885, 'foreignNotional': 8863418.132785022}, {'timestamp': datetime.datetime(2020, 6, 9, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 245.15, 'low': 243.6, 'close': 244.8, 'trades': 2541, 'volume': 2930670, 'vwap': 244.43, 'lastSize': 1921, 'turnover': 71634150320, 'homeNotional': 28698.04718485543, 'foreignNotional': 7014659.120077195}, {'timestamp': datetime.datetime(2020, 6, 9, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 244.1, 'low': 242.55, 'close': 243.6, 'trades': 2030, 'volume': 2013164, 'vwap': 243.39, 'lastSize': 100, 'turnover': 48998352905, 'homeNotional': 19602.938761125493, 'foreignNotional': 4771163.615099316}] 2020-06-10 02:00:20 INFO: prepare candles [CandleItem(low=241.75, high=245.75, open=244.8, close=245.0, color='GREEN'), CandleItem(low=243.6, high=245.15, open=243.6, close=244.8, color='GREEN'), CandleItem(low=242.55, high=244.1, open=243.4, close=243.6, color='GREEN')] 2020-06-10 02:00:20 INFO: skip by colors first_candle=CandleItem(low=242.55, high=244.1, open=243.4, close=243.6, color='GREEN') second_candle=CandleItem(low=243.6, high=245.15, open=243.6, close=244.8, color='GREEN') last_candle=CandleItem(low=241.75, high=245.75, open=244.8, close=245.0, color='GREEN') 2020-06-10 02:00:20 INFO: check need new order None 2020-06-10 02:00:20 INFO: init new order end 2020-06-10 02:00:20 INFO: 2020-06-10 02:00:20 INFO: 2020-06-10 02:00:20 INFO: 2020-06-10 02:00:20 INFO: 2020-06-10 02:02:00 INFO: 2020-06-10 02:02:00 INFO: 2020-06-10 02:02:00 INFO: 2020-06-10 02:02:00 INFO: 2020-06-10 02:02:00 INFO: clearing start 2020-06-10 02:02:00 INFO: clearing end 2020-06-10 02:02:00 INFO: 2020-06-10 02:02:00 INFO: 2020-06-10 02:02:00 INFO: 2020-06-10 02:02:00 INFO: 2020-06-10 02:13:56 INFO: Websocket Closed 2020-06-10 02:13:57 WARNING: reconnect to socket 2020-06-10 02:13:57 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-10 02:13:57 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-10 02:13:57 INFO: Authenticating with API Key. 2020-06-10 02:13:58 INFO: Connected to WS. 2020-06-10 02:37:46 INFO: Websocket Closed 2020-06-10 02:37:47 WARNING: reconnect to socket 2020-06-10 02:37:47 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-10 02:37:47 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-10 02:37:47 INFO: Authenticating with API Key. 2020-06-10 02:37:48 INFO: Connected to WS. 2020-06-10 03:00:20 INFO: 2020-06-10 03:00:20 INFO: 2020-06-10 03:00:20 INFO: 2020-06-10 03:00:20 INFO: 2020-06-10 03:00:20 INFO: init new order start 2020-06-10 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.2, 'low': 243.55, 'close': 244.2, 'trades': 1719, 'volume': 1257998, 'vwap': 244.46, 'lastSize': 7, 'turnover': 30752170940, 'homeNotional': 12298.461952654769, 'foreignNotional': 3006401.161025249}, {'timestamp': datetime.datetime(2020, 6, 9, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 245.75, 'low': 241.75, 'close': 245.0, 'trades': 3934, 'volume': 3708836, 'vwap': 244.37, 'lastSize': 10, 'turnover': 90631949185, 'homeNotional': 36270.536290576885, 'foreignNotional': 8863418.132785022}, {'timestamp': datetime.datetime(2020, 6, 9, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 245.15, 'low': 243.6, 'close': 244.8, 'trades': 2541, 'volume': 2930670, 'vwap': 244.43, 'lastSize': 1921, 'turnover': 71634150320, 'homeNotional': 28698.04718485543, 'foreignNotional': 7014659.120077195}] 2020-06-10 03:00:20 INFO: prepare candles [CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED'), CandleItem(low=241.75, high=245.75, open=244.8, close=245.0, color='GREEN'), CandleItem(low=243.6, high=245.15, open=243.6, close=244.8, color='GREEN')] 2020-06-10 03:00:20 INFO: last_candle=CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED') 2020-06-10 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED') 2020-06-10 03:00:20 INFO: skip by CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED') 2020-06-10 03:00:20 INFO: skip by CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 03:00:20 INFO: not found applicable config for candle 2020-06-10 03:00:20 INFO: check need new order None 2020-06-10 03:00:20 INFO: init new order end 2020-06-10 03:00:20 INFO: 2020-06-10 03:00:20 INFO: 2020-06-10 03:00:20 INFO: 2020-06-10 03:00:20 INFO: 2020-06-10 03:02:00 INFO: 2020-06-10 03:02:00 INFO: 2020-06-10 03:02:00 INFO: 2020-06-10 03:02:00 INFO: 2020-06-10 03:02:00 INFO: clearing start 2020-06-10 03:02:00 INFO: clearing end 2020-06-10 03:02:00 INFO: 2020-06-10 03:02:00 INFO: 2020-06-10 03:02:00 INFO: 2020-06-10 03:02:00 INFO: 2020-06-10 04:00:20 INFO: 2020-06-10 04:00:20 INFO: 2020-06-10 04:00:20 INFO: 2020-06-10 04:00:20 INFO: 2020-06-10 04:00:20 INFO: init new order start 2020-06-10 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.2, 'high': 244.8, 'low': 243.9, 'close': 244.4, 'trades': 1501, 'volume': 1380250, 'vwap': 244.39, 'lastSize': 365, 'turnover': 33731923890, 'homeNotional': 13501.261975625395, 'foreignNotional': 3299575.5099414755}, {'timestamp': datetime.datetime(2020, 6, 10, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.2, 'low': 243.55, 'close': 244.2, 'trades': 1719, 'volume': 1257998, 'vwap': 244.46, 'lastSize': 7, 'turnover': 30752170940, 'homeNotional': 12298.461952654769, 'foreignNotional': 3006401.161025249}, {'timestamp': datetime.datetime(2020, 6, 9, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 245.75, 'low': 241.75, 'close': 245.0, 'trades': 3934, 'volume': 3708836, 'vwap': 244.37, 'lastSize': 10, 'turnover': 90631949185, 'homeNotional': 36270.536290576885, 'foreignNotional': 8863418.132785022}] 2020-06-10 04:00:20 INFO: prepare candles [CandleItem(low=243.9, high=244.8, open=244.2, close=244.4, color='GREEN'), CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED'), CandleItem(low=241.75, high=245.75, open=244.8, close=245.0, color='GREEN')] 2020-06-10 04:00:20 INFO: skip by colors first_candle=CandleItem(low=241.75, high=245.75, open=244.8, close=245.0, color='GREEN') second_candle=CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED') last_candle=CandleItem(low=243.9, high=244.8, open=244.2, close=244.4, color='GREEN') 2020-06-10 04:00:20 INFO: check need new order None 2020-06-10 04:00:20 INFO: init new order end 2020-06-10 04:00:20 INFO: 2020-06-10 04:00:20 INFO: 2020-06-10 04:00:20 INFO: 2020-06-10 04:00:20 INFO: 2020-06-10 04:02:00 INFO: 2020-06-10 04:02:00 INFO: 2020-06-10 04:02:00 INFO: 2020-06-10 04:02:00 INFO: 2020-06-10 04:02:00 INFO: clearing start 2020-06-10 04:02:00 INFO: clearing end 2020-06-10 04:02:00 INFO: 2020-06-10 04:02:00 INFO: 2020-06-10 04:02:00 INFO: 2020-06-10 04:02:00 INFO: 2020-06-10 05:00:20 INFO: 2020-06-10 05:00:20 INFO: 2020-06-10 05:00:20 INFO: 2020-06-10 05:00:20 INFO: 2020-06-10 05:00:20 INFO: init new order start 2020-06-10 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.4, 'high': 245.25, 'low': 244.35, 'close': 244.8, 'trades': 1628, 'volume': 1961499, 'vwap': 244.81, 'lastSize': 1126, 'turnover': 48018785590, 'homeNotional': 19223.33640290846, 'foreignNotional': 4706000.670526309}, {'timestamp': datetime.datetime(2020, 6, 10, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.2, 'high': 244.8, 'low': 243.9, 'close': 244.4, 'trades': 1501, 'volume': 1380250, 'vwap': 244.39, 'lastSize': 365, 'turnover': 33731923890, 'homeNotional': 13501.261975625395, 'foreignNotional': 3299575.5099414755}, {'timestamp': datetime.datetime(2020, 6, 10, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.2, 'low': 243.55, 'close': 244.2, 'trades': 1719, 'volume': 1257998, 'vwap': 244.46, 'lastSize': 7, 'turnover': 30752170940, 'homeNotional': 12298.461952654769, 'foreignNotional': 3006401.161025249}] 2020-06-10 05:00:20 INFO: prepare candles [CandleItem(low=244.35, high=245.25, open=244.4, close=244.8, color='GREEN'), CandleItem(low=243.9, high=244.8, open=244.2, close=244.4, color='GREEN'), CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED')] 2020-06-10 05:00:20 INFO: skip by colors first_candle=CandleItem(low=243.55, high=245.2, open=245.0, close=244.2, color='RED') second_candle=CandleItem(low=243.9, high=244.8, open=244.2, close=244.4, color='GREEN') last_candle=CandleItem(low=244.35, high=245.25, open=244.4, close=244.8, color='GREEN') 2020-06-10 05:00:20 INFO: check need new order None 2020-06-10 05:00:20 INFO: init new order end 2020-06-10 05:00:20 INFO: 2020-06-10 05:00:20 INFO: 2020-06-10 05:00:20 INFO: 2020-06-10 05:00:20 INFO: 2020-06-10 05:02:00 INFO: 2020-06-10 05:02:00 INFO: 2020-06-10 05:02:00 INFO: 2020-06-10 05:02:00 INFO: 2020-06-10 05:02:00 INFO: clearing start 2020-06-10 05:02:00 INFO: clearing end 2020-06-10 05:02:00 INFO: 2020-06-10 05:02:00 INFO: 2020-06-10 05:02:00 INFO: 2020-06-10 05:02:00 INFO: 2020-06-10 06:00:20 INFO: 2020-06-10 06:00:20 INFO: 2020-06-10 06:00:20 INFO: 2020-06-10 06:00:20 INFO: 2020-06-10 06:00:20 INFO: init new order start 2020-06-10 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 244.8, 'low': 244.15, 'close': 244.65, 'trades': 1000, 'volume': 926439, 'vwap': 244.37, 'lastSize': 75, 'turnover': 22638613060, 'homeNotional': 9059.750923610078, 'foreignNotional': 2213855.9083368666}, {'timestamp': datetime.datetime(2020, 6, 10, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.4, 'high': 245.25, 'low': 244.35, 'close': 244.8, 'trades': 1628, 'volume': 1961499, 'vwap': 244.81, 'lastSize': 1126, 'turnover': 48018785590, 'homeNotional': 19223.33640290846, 'foreignNotional': 4706000.670526309}, {'timestamp': datetime.datetime(2020, 6, 10, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.2, 'high': 244.8, 'low': 243.9, 'close': 244.4, 'trades': 1501, 'volume': 1380250, 'vwap': 244.39, 'lastSize': 365, 'turnover': 33731923890, 'homeNotional': 13501.261975625395, 'foreignNotional': 3299575.5099414755}] 2020-06-10 06:00:20 INFO: prepare candles [CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED'), CandleItem(low=244.35, high=245.25, open=244.4, close=244.8, color='GREEN'), CandleItem(low=243.9, high=244.8, open=244.2, close=244.4, color='GREEN')] 2020-06-10 06:00:20 INFO: last_candle=CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED') 2020-06-10 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED') 2020-06-10 06:00:20 INFO: skip by CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED') 2020-06-10 06:00:20 INFO: skip by CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 06:00:20 INFO: not found applicable config for candle 2020-06-10 06:00:20 INFO: check need new order None 2020-06-10 06:00:20 INFO: init new order end 2020-06-10 06:00:20 INFO: 2020-06-10 06:00:20 INFO: 2020-06-10 06:00:20 INFO: 2020-06-10 06:00:20 INFO: 2020-06-10 06:02:00 INFO: 2020-06-10 06:02:00 INFO: 2020-06-10 06:02:00 INFO: 2020-06-10 06:02:00 INFO: 2020-06-10 06:02:00 INFO: clearing start 2020-06-10 06:02:00 INFO: clearing end 2020-06-10 06:02:00 INFO: 2020-06-10 06:02:00 INFO: 2020-06-10 06:02:00 INFO: 2020-06-10 06:02:00 INFO: 2020-06-10 07:00:20 INFO: 2020-06-10 07:00:20 INFO: 2020-06-10 07:00:20 INFO: 2020-06-10 07:00:20 INFO: 2020-06-10 07:00:20 INFO: init new order start 2020-06-10 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.65, 'high': 244.65, 'low': 243.75, 'close': 243.9, 'trades': 1377, 'volume': 1471552, 'vwap': 244.15, 'lastSize': 1, 'turnover': 35926897135, 'homeNotional': 14363.429029821116, 'foreignNotional': 3506730.50167833}, {'timestamp': datetime.datetime(2020, 6, 10, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 244.8, 'low': 244.15, 'close': 244.65, 'trades': 1000, 'volume': 926439, 'vwap': 244.37, 'lastSize': 75, 'turnover': 22638613060, 'homeNotional': 9059.750923610078, 'foreignNotional': 2213855.9083368666}, {'timestamp': datetime.datetime(2020, 6, 10, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.4, 'high': 245.25, 'low': 244.35, 'close': 244.8, 'trades': 1628, 'volume': 1961499, 'vwap': 244.81, 'lastSize': 1126, 'turnover': 48018785590, 'homeNotional': 19223.33640290846, 'foreignNotional': 4706000.670526309}] 2020-06-10 07:00:20 INFO: prepare candles [CandleItem(low=243.75, high=244.65, open=244.65, close=243.9, color='RED'), CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED'), CandleItem(low=244.35, high=245.25, open=244.4, close=244.8, color='GREEN')] 2020-06-10 07:00:20 INFO: skip by colors first_candle=CandleItem(low=244.35, high=245.25, open=244.4, close=244.8, color='GREEN') second_candle=CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED') last_candle=CandleItem(low=243.75, high=244.65, open=244.65, close=243.9, color='RED') 2020-06-10 07:00:20 INFO: check need new order None 2020-06-10 07:00:20 INFO: init new order end 2020-06-10 07:00:20 INFO: 2020-06-10 07:00:20 INFO: 2020-06-10 07:00:20 INFO: 2020-06-10 07:00:20 INFO: 2020-06-10 07:02:00 INFO: 2020-06-10 07:02:00 INFO: 2020-06-10 07:02:00 INFO: 2020-06-10 07:02:00 INFO: 2020-06-10 07:02:00 INFO: clearing start 2020-06-10 07:02:00 INFO: clearing end 2020-06-10 07:02:00 INFO: 2020-06-10 07:02:00 INFO: 2020-06-10 07:02:00 INFO: 2020-06-10 07:02:00 INFO: 2020-06-10 08:00:20 INFO: 2020-06-10 08:00:20 INFO: 2020-06-10 08:00:20 INFO: 2020-06-10 08:00:20 INFO: 2020-06-10 08:00:20 INFO: init new order start 2020-06-10 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.9, 'high': 244.2, 'low': 243.3, 'close': 244.05, 'trades': 1272, 'volume': 1514266, 'vwap': 243.69, 'lastSize': 1, 'turnover': 36900321715, 'homeNotional': 14763.61222101339, 'foreignNotional': 3597665.9124952243}, {'timestamp': datetime.datetime(2020, 6, 10, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.65, 'high': 244.65, 'low': 243.75, 'close': 243.9, 'trades': 1377, 'volume': 1471552, 'vwap': 244.15, 'lastSize': 1, 'turnover': 35926897135, 'homeNotional': 14363.429029821116, 'foreignNotional': 3506730.50167833}, {'timestamp': datetime.datetime(2020, 6, 10, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.8, 'high': 244.8, 'low': 244.15, 'close': 244.65, 'trades': 1000, 'volume': 926439, 'vwap': 244.37, 'lastSize': 75, 'turnover': 22638613060, 'homeNotional': 9059.750923610078, 'foreignNotional': 2213855.9083368666}] 2020-06-10 08:00:20 INFO: prepare candles [CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN'), CandleItem(low=243.75, high=244.65, open=244.65, close=243.9, color='RED'), CandleItem(low=244.15, high=244.8, open=244.8, close=244.65, color='RED')] 2020-06-10 08:00:20 INFO: last_candle=CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN') 2020-06-10 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN') 2020-06-10 08:00:20 INFO: skip by CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN') 2020-06-10 08:00:20 INFO: skip by CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 08:00:20 INFO: not found applicable config for candle 2020-06-10 08:00:20 INFO: check need new order None 2020-06-10 08:00:20 INFO: init new order end 2020-06-10 08:00:20 INFO: 2020-06-10 08:00:20 INFO: 2020-06-10 08:00:20 INFO: 2020-06-10 08:00:20 INFO: 2020-06-10 08:02:00 INFO: 2020-06-10 08:02:00 INFO: 2020-06-10 08:02:00 INFO: 2020-06-10 08:02:00 INFO: 2020-06-10 08:02:00 INFO: clearing start 2020-06-10 08:02:00 INFO: clearing end 2020-06-10 08:02:00 INFO: 2020-06-10 08:02:00 INFO: 2020-06-10 08:02:00 INFO: 2020-06-10 08:02:00 INFO: 2020-06-10 09:00:20 INFO: 2020-06-10 09:00:20 INFO: 2020-06-10 09:00:20 INFO: 2020-06-10 09:00:20 INFO: 2020-06-10 09:00:20 INFO: init new order start 2020-06-10 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 245.45, 'low': 243.85, 'close': 244.5, 'trades': 2490, 'volume': 3047542, 'vwap': 244.7, 'lastSize': 1, 'turnover': 74572345000, 'homeNotional': 29780.537469246636, 'foreignNotional': 7287204.345371087}, {'timestamp': datetime.datetime(2020, 6, 10, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.9, 'high': 244.2, 'low': 243.3, 'close': 244.05, 'trades': 1272, 'volume': 1514266, 'vwap': 243.69, 'lastSize': 1, 'turnover': 36900321715, 'homeNotional': 14763.61222101339, 'foreignNotional': 3597665.9124952243}, {'timestamp': datetime.datetime(2020, 6, 10, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.65, 'high': 244.65, 'low': 243.75, 'close': 243.9, 'trades': 1377, 'volume': 1471552, 'vwap': 244.15, 'lastSize': 1, 'turnover': 35926897135, 'homeNotional': 14363.429029821116, 'foreignNotional': 3506730.50167833}] 2020-06-10 09:00:20 INFO: prepare candles [CandleItem(low=243.85, high=245.45, open=244.05, close=244.5, color='GREEN'), CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN'), CandleItem(low=243.75, high=244.65, open=244.65, close=243.9, color='RED')] 2020-06-10 09:00:20 INFO: skip by colors first_candle=CandleItem(low=243.75, high=244.65, open=244.65, close=243.9, color='RED') second_candle=CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN') last_candle=CandleItem(low=243.85, high=245.45, open=244.05, close=244.5, color='GREEN') 2020-06-10 09:00:20 INFO: check need new order None 2020-06-10 09:00:20 INFO: init new order end 2020-06-10 09:00:20 INFO: 2020-06-10 09:00:20 INFO: 2020-06-10 09:00:20 INFO: 2020-06-10 09:00:20 INFO: 2020-06-10 09:02:00 INFO: 2020-06-10 09:02:00 INFO: 2020-06-10 09:02:00 INFO: 2020-06-10 09:02:00 INFO: 2020-06-10 09:02:00 INFO: clearing start 2020-06-10 09:02:00 INFO: clearing end 2020-06-10 09:02:00 INFO: 2020-06-10 09:02:00 INFO: 2020-06-10 09:02:00 INFO: 2020-06-10 09:02:00 INFO: 2020-06-10 10:00:20 INFO: 2020-06-10 10:00:20 INFO: 2020-06-10 10:00:20 INFO: 2020-06-10 10:00:20 INFO: 2020-06-10 10:00:20 INFO: init new order start 2020-06-10 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.5, 'high': 244.65, 'low': 244.15, 'close': 244.55, 'trades': 766, 'volume': 833458, 'vwap': 244.42, 'lastSize': 1, 'turnover': 20370803215, 'homeNotional': 8143.183648050231, 'foreignNotional': 1990300.561720229}, {'timestamp': datetime.datetime(2020, 6, 10, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 245.45, 'low': 243.85, 'close': 244.5, 'trades': 2490, 'volume': 3047542, 'vwap': 244.7, 'lastSize': 1, 'turnover': 74572345000, 'homeNotional': 29780.537469246636, 'foreignNotional': 7287204.345371087}, {'timestamp': datetime.datetime(2020, 6, 10, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.9, 'high': 244.2, 'low': 243.3, 'close': 244.05, 'trades': 1272, 'volume': 1514266, 'vwap': 243.69, 'lastSize': 1, 'turnover': 36900321715, 'homeNotional': 14763.61222101339, 'foreignNotional': 3597665.9124952243}] 2020-06-10 10:00:20 INFO: prepare candles [CandleItem(low=244.15, high=244.65, open=244.5, close=244.55, color='GREEN'), CandleItem(low=243.85, high=245.45, open=244.05, close=244.5, color='GREEN'), CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN')] 2020-06-10 10:00:20 INFO: skip by colors first_candle=CandleItem(low=243.3, high=244.2, open=243.9, close=244.05, color='GREEN') second_candle=CandleItem(low=243.85, high=245.45, open=244.05, close=244.5, color='GREEN') last_candle=CandleItem(low=244.15, high=244.65, open=244.5, close=244.55, color='GREEN') 2020-06-10 10:00:20 INFO: check need new order None 2020-06-10 10:00:20 INFO: init new order end 2020-06-10 10:00:20 INFO: 2020-06-10 10:00:20 INFO: 2020-06-10 10:00:20 INFO: 2020-06-10 10:00:20 INFO: 2020-06-10 10:02:00 INFO: 2020-06-10 10:02:00 INFO: 2020-06-10 10:02:00 INFO: 2020-06-10 10:02:00 INFO: 2020-06-10 10:02:00 INFO: clearing start 2020-06-10 10:02:00 INFO: clearing end 2020-06-10 10:02:00 INFO: 2020-06-10 10:02:00 INFO: 2020-06-10 10:02:00 INFO: 2020-06-10 10:02:00 INFO: 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:20 INFO: init new order start 2020-06-10 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.55, 'high': 244.55, 'low': 243.15, 'close': 243.8, 'trades': 1974, 'volume': 3001404, 'vwap': 243.6, 'lastSize': 65, 'turnover': 73111645435, 'homeNotional': 29289.02047589446, 'foreignNotional': 7134562.783357084}, {'timestamp': datetime.datetime(2020, 6, 10, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.5, 'high': 244.65, 'low': 244.15, 'close': 244.55, 'trades': 766, 'volume': 833458, 'vwap': 244.42, 'lastSize': 1, 'turnover': 20370803215, 'homeNotional': 8143.183648050231, 'foreignNotional': 1990300.561720229}, {'timestamp': datetime.datetime(2020, 6, 10, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 245.45, 'low': 243.85, 'close': 244.5, 'trades': 2490, 'volume': 3047542, 'vwap': 244.7, 'lastSize': 1, 'turnover': 74572345000, 'homeNotional': 29780.537469246636, 'foreignNotional': 7287204.345371087}] 2020-06-10 11:00:20 INFO: prepare candles [CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED'), CandleItem(low=244.15, high=244.65, open=244.5, close=244.55, color='GREEN'), CandleItem(low=243.85, high=245.45, open=244.05, close=244.5, color='GREEN')] 2020-06-10 11:00:20 INFO: last_candle=CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED') 2020-06-10 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED') 2020-06-10 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=244.15, high=244.65, open=244.5, close=244.55, color='GREEN') 2020-06-10 11:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=243.85, high=245.45, open=244.05, close=244.5, color='GREEN') 2020-06-10 11:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-10 11:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-10 11:00:20 INFO: place order: start candle=CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-10 11:00:20 INFO: place order: side_factor=1 init_trigger_price=243.1 init_order_price=243.05 stop_price_offset=0.0 candle.size=1.4000000000000057 stop_price=244.55 take_price=234.64999999999998 2020-06-10 11:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('243.099999999999994315658113919198513031005859375') init_order_price=Decimal('243.05000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.4000000000000057 stop_price=Decimal('244.55000000000001136868377216160297393798828125') take_price=Decimal('234.6499999999999772626324556767940521240234375') 2020-06-10 11:00:20 INFO: place order: compute qty=-552 2020-06-10 11:00:20 INFO: place order: save order to db d7c43a69be7243c095973d8f663c43f8; response=True 2020-06-10 11:00:20 INFO: post order to exchange resp={'orderID': '2302e8b8-7f5f-7799-4692-1d4a1af4770c', 'clOrdID': 'd7c43a69be7243c095973d8f663c43f8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 552, 'price': 243.05, 'displayQty': None, 'stopPx': 243.1, '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': 552, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc())} 2020-06-10 11:00:20 INFO: place new init order {'qty': -552, 'init_price': Decimal('243.099999999999994315658113919198513031005859375'), 'stop_price': Decimal('244.55000000000001136868377216160297393798828125'), 'take_price': Decimal('234.6499999999999772626324556767940521240234375'), 'order_uid': 'd7c43a69be7243c095973d8f663c43f8', 'response': {'orderID': '2302e8b8-7f5f-7799-4692-1d4a1af4770c', 'clOrdID': 'd7c43a69be7243c095973d8f663c43f8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 552, 'price': 243.05, 'displayQty': None, 'stopPx': 243.1, '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': 552, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc())}} 2020-06-10 11:00:20 INFO: init new order end 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:20 INFO: 2020-06-10 11:00:21 INFO: process event {'orderID': '2302e8b8-7f5f-7799-4692-1d4a1af4770c', 'clOrdID': 'd7c43a69be7243c095973d8f663c43f8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 552, 'price': 243.05, 'displayQty': None, 'stopPx': 243.1, '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': 552, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-10T08:00:20.709Z', 'timestamp': '2020-06-10T08:00:20.709Z'} 2020-06-10 11:00:21 INFO: skip event d7c43a69be7243c095973d8f663c43f8 New 2020-06-10 11:02:00 INFO: 2020-06-10 11:02:00 INFO: 2020-06-10 11:02:00 INFO: 2020-06-10 11:02:00 INFO: 2020-06-10 11:02:00 INFO: clearing start 2020-06-10 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2302e8b8-7f5f-7799-4692-1d4a1af4770c', 'clOrdID': 'd7c43a69be7243c095973d8f663c43f8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 552, 'price': 243.05, 'displayQty': None, 'stopPx': 243.1, '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': 552, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc())} 2020-06-10 11:02:00 INFO: order time=2020-06-10 08:00:20.709000+00:00; delta from now UTC=0:01:40.166147 time_delta.total_seconds()=100.166147; time_diff_offset='3600' 2020-06-10 11:02:00 INFO: skip by time diff 2020-06-10 08:00:20.709000+00:00 2020-06-10 11:02:00 INFO: clearing end 2020-06-10 11:02:00 INFO: 2020-06-10 11:02:00 INFO: 2020-06-10 11:02:00 INFO: 2020-06-10 11:02:00 INFO: 2020-06-10 12:00:20 INFO: 2020-06-10 12:00:20 INFO: 2020-06-10 12:00:20 INFO: 2020-06-10 12:00:20 INFO: 2020-06-10 12:00:20 INFO: init new order start 2020-06-10 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 244.05, 'low': 243.2, 'close': 243.35, 'trades': 806, 'volume': 949333, 'vwap': 243.65, 'lastSize': 2880, 'turnover': 23130224445, 'homeNotional': 9256.042085479545, 'foreignNotional': 2255208.6678113104}, {'timestamp': datetime.datetime(2020, 6, 10, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.55, 'high': 244.55, 'low': 243.15, 'close': 243.8, 'trades': 1974, 'volume': 3001404, 'vwap': 243.6, 'lastSize': 65, 'turnover': 73111645435, 'homeNotional': 29289.02047589446, 'foreignNotional': 7134562.783357084}, {'timestamp': datetime.datetime(2020, 6, 10, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.5, 'high': 244.65, 'low': 244.15, 'close': 244.55, 'trades': 766, 'volume': 833458, 'vwap': 244.42, 'lastSize': 1, 'turnover': 20370803215, 'homeNotional': 8143.183648050231, 'foreignNotional': 1990300.561720229}] 2020-06-10 12:00:20 INFO: prepare candles [CandleItem(low=243.2, high=244.05, open=243.8, close=243.35, color='RED'), CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED'), CandleItem(low=244.15, high=244.65, open=244.5, close=244.55, color='GREEN')] 2020-06-10 12:00:20 INFO: skip by colors first_candle=CandleItem(low=244.15, high=244.65, open=244.5, close=244.55, color='GREEN') second_candle=CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED') last_candle=CandleItem(low=243.2, high=244.05, open=243.8, close=243.35, color='RED') 2020-06-10 12:00:20 INFO: check need new order None 2020-06-10 12:00:20 INFO: init new order end 2020-06-10 12:00:20 INFO: 2020-06-10 12:00:20 INFO: 2020-06-10 12:00:20 INFO: 2020-06-10 12:00:20 INFO: 2020-06-10 12:02:00 INFO: 2020-06-10 12:02:00 INFO: 2020-06-10 12:02:00 INFO: 2020-06-10 12:02:00 INFO: 2020-06-10 12:02:00 INFO: clearing start 2020-06-10 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2302e8b8-7f5f-7799-4692-1d4a1af4770c', 'clOrdID': 'd7c43a69be7243c095973d8f663c43f8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 552, 'price': 243.05, 'displayQty': None, 'stopPx': 243.1, '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': 552, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc())} 2020-06-10 12:02:00 INFO: order time=2020-06-10 08:00:20.709000+00:00; delta from now UTC=1:01:39.393590 time_delta.total_seconds()=3699.39359; time_diff_offset='3600' 2020-06-10 12:02:00 INFO: clear order d7c43a69be7243c095973d8f663c43f8 2020-06-10 12:02:00 INFO: cancel order resp=[{'orderID': '2302e8b8-7f5f-7799-4692-1d4a1af4770c', 'clOrdID': 'd7c43a69be7243c095973d8f663c43f8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 552, 'price': 243.05, 'displayQty': None, 'stopPx': 243.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 10, 8, 0, 20, 709000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 10, 9, 2, 0, 123000, tzinfo=tzutc())}] 2020-06-10 12:02:00 INFO: process event {'orderID': '2302e8b8-7f5f-7799-4692-1d4a1af4770c', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-10T09:02:00.123Z', 'clOrdID': 'd7c43a69be7243c095973d8f663c43f8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-10 12:02:00 INFO: skip event d7c43a69be7243c095973d8f663c43f8 Canceled 2020-06-10 12:02:00 INFO: clearing end 2020-06-10 12:02:00 INFO: 2020-06-10 12:02:00 INFO: 2020-06-10 12:02:00 INFO: 2020-06-10 12:02:00 INFO: 2020-06-10 13:00:20 INFO: 2020-06-10 13:00:20 INFO: 2020-06-10 13:00:20 INFO: 2020-06-10 13:00:20 INFO: 2020-06-10 13:00:20 INFO: init new order start 2020-06-10 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.35, 'high': 243.6, 'low': 242.6, 'close': 243.1, 'trades': 1964, 'volume': 2836566, 'vwap': 243.09, 'lastSize': 125, 'turnover': 68953095160, 'homeNotional': 27594.524723390157, 'foreignNotional': 6707860.307788365}, {'timestamp': datetime.datetime(2020, 6, 10, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 244.05, 'low': 243.2, 'close': 243.35, 'trades': 806, 'volume': 949333, 'vwap': 243.65, 'lastSize': 2880, 'turnover': 23130224445, 'homeNotional': 9256.042085479545, 'foreignNotional': 2255208.6678113104}, {'timestamp': datetime.datetime(2020, 6, 10, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.55, 'high': 244.55, 'low': 243.15, 'close': 243.8, 'trades': 1974, 'volume': 3001404, 'vwap': 243.6, 'lastSize': 65, 'turnover': 73111645435, 'homeNotional': 29289.02047589446, 'foreignNotional': 7134562.783357084}] 2020-06-10 13:00:20 INFO: prepare candles [CandleItem(low=242.6, high=243.6, open=243.35, close=243.1, color='RED'), CandleItem(low=243.2, high=244.05, open=243.8, close=243.35, color='RED'), CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED')] 2020-06-10 13:00:20 INFO: skip by colors first_candle=CandleItem(low=243.15, high=244.55, open=244.55, close=243.8, color='RED') second_candle=CandleItem(low=243.2, high=244.05, open=243.8, close=243.35, color='RED') last_candle=CandleItem(low=242.6, high=243.6, open=243.35, close=243.1, color='RED') 2020-06-10 13:00:20 INFO: check need new order None 2020-06-10 13:00:20 INFO: init new order end 2020-06-10 13:00:20 INFO: 2020-06-10 13:00:20 INFO: 2020-06-10 13:00:20 INFO: 2020-06-10 13:00:20 INFO: 2020-06-10 13:02:00 INFO: 2020-06-10 13:02:00 INFO: 2020-06-10 13:02:00 INFO: 2020-06-10 13:02:00 INFO: 2020-06-10 13:02:00 INFO: clearing start 2020-06-10 13:02:00 INFO: clearing end 2020-06-10 13:02:00 INFO: 2020-06-10 13:02:00 INFO: 2020-06-10 13:02:00 INFO: 2020-06-10 13:02:00 INFO: 2020-06-10 14:00:20 INFO: 2020-06-10 14:00:20 INFO: 2020-06-10 14:00:20 INFO: 2020-06-10 14:00:20 INFO: 2020-06-10 14:00:20 INFO: init new order start 2020-06-10 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.6, 'low': 242.95, 'close': 243.2, 'trades': 1061, 'volume': 907307, 'vwap': 243.32, 'lastSize': 232, 'turnover': 22075808410, 'homeNotional': 8831.308388059218, 'foreignNotional': 2148758.387786316}, {'timestamp': datetime.datetime(2020, 6, 10, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.35, 'high': 243.6, 'low': 242.6, 'close': 243.1, 'trades': 1964, 'volume': 2836566, 'vwap': 243.09, 'lastSize': 125, 'turnover': 68953095160, 'homeNotional': 27594.524723390157, 'foreignNotional': 6707860.307788365}, {'timestamp': datetime.datetime(2020, 6, 10, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 244.05, 'low': 243.2, 'close': 243.35, 'trades': 806, 'volume': 949333, 'vwap': 243.65, 'lastSize': 2880, 'turnover': 23130224445, 'homeNotional': 9256.042085479545, 'foreignNotional': 2255208.6678113104}] 2020-06-10 14:00:20 INFO: prepare candles [CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN'), CandleItem(low=242.6, high=243.6, open=243.35, close=243.1, color='RED'), CandleItem(low=243.2, high=244.05, open=243.8, close=243.35, color='RED')] 2020-06-10 14:00:20 INFO: last_candle=CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN') 2020-06-10 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN') 2020-06-10 14:00:20 INFO: skip by CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-10 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN') 2020-06-10 14:00:20 INFO: skip by CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-10 14:00:20 INFO: not found applicable config for candle 2020-06-10 14:00:20 INFO: check need new order None 2020-06-10 14:00:20 INFO: init new order end 2020-06-10 14:00:20 INFO: 2020-06-10 14:00:20 INFO: 2020-06-10 14:00:20 INFO: 2020-06-10 14:00:20 INFO: 2020-06-10 14:02:00 INFO: 2020-06-10 14:02:00 INFO: 2020-06-10 14:02:00 INFO: 2020-06-10 14:02:00 INFO: 2020-06-10 14:02:00 INFO: clearing start 2020-06-10 14:02:00 INFO: clearing end 2020-06-10 14:02:00 INFO: 2020-06-10 14:02:00 INFO: 2020-06-10 14:02:00 INFO: 2020-06-10 14:02:00 INFO: 2020-06-10 15:00:20 INFO: 2020-06-10 15:00:20 INFO: 2020-06-10 15:00:20 INFO: 2020-06-10 15:00:20 INFO: 2020-06-10 15:00:20 INFO: init new order start 2020-06-10 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.2, 'high': 243.5, 'low': 242.6, 'close': 242.7, 'trades': 1227, 'volume': 1486078, 'vwap': 243.19, 'lastSize': 5000, 'turnover': 36138720790, 'homeNotional': 14476.449455367798, 'foreignNotional': 3520411.500475493}, {'timestamp': datetime.datetime(2020, 6, 10, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.6, 'low': 242.95, 'close': 243.2, 'trades': 1061, 'volume': 907307, 'vwap': 243.32, 'lastSize': 232, 'turnover': 22075808410, 'homeNotional': 8831.308388059218, 'foreignNotional': 2148758.387786316}, {'timestamp': datetime.datetime(2020, 6, 10, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.35, 'high': 243.6, 'low': 242.6, 'close': 243.1, 'trades': 1964, 'volume': 2836566, 'vwap': 243.09, 'lastSize': 125, 'turnover': 68953095160, 'homeNotional': 27594.524723390157, 'foreignNotional': 6707860.307788365}] 2020-06-10 15:00:20 INFO: prepare candles [CandleItem(low=242.6, high=243.5, open=243.2, close=242.7, color='RED'), CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN'), CandleItem(low=242.6, high=243.6, open=243.35, close=243.1, color='RED')] 2020-06-10 15:00:20 INFO: skip by colors first_candle=CandleItem(low=242.6, high=243.6, open=243.35, close=243.1, color='RED') second_candle=CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN') last_candle=CandleItem(low=242.6, high=243.5, open=243.2, close=242.7, color='RED') 2020-06-10 15:00:20 INFO: check need new order None 2020-06-10 15:00:20 INFO: init new order end 2020-06-10 15:00:20 INFO: 2020-06-10 15:00:20 INFO: 2020-06-10 15:00:20 INFO: 2020-06-10 15:00:20 INFO: 2020-06-10 15:02:00 INFO: 2020-06-10 15:02:00 INFO: 2020-06-10 15:02:00 INFO: 2020-06-10 15:02:00 INFO: 2020-06-10 15:02:00 INFO: clearing start 2020-06-10 15:02:00 INFO: clearing end 2020-06-10 15:02:00 INFO: 2020-06-10 15:02:00 INFO: 2020-06-10 15:02:00 INFO: 2020-06-10 15:02:00 INFO: 2020-06-10 16:00:20 INFO: 2020-06-10 16:00:20 INFO: 2020-06-10 16:00:20 INFO: 2020-06-10 16:00:20 INFO: 2020-06-10 16:00:20 INFO: init new order start 2020-06-10 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.9, 'low': 242.5, 'close': 243.8, 'trades': 1479, 'volume': 2223045, 'vwap': 243.29, 'lastSize': 17, 'turnover': 54084253280, 'homeNotional': 21669.40271683, 'foreignNotional': 5271948.186198145}, {'timestamp': datetime.datetime(2020, 6, 10, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.2, 'high': 243.5, 'low': 242.6, 'close': 242.7, 'trades': 1227, 'volume': 1486078, 'vwap': 243.19, 'lastSize': 5000, 'turnover': 36138720790, 'homeNotional': 14476.449455367798, 'foreignNotional': 3520411.500475493}, {'timestamp': datetime.datetime(2020, 6, 10, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.1, 'high': 243.6, 'low': 242.95, 'close': 243.2, 'trades': 1061, 'volume': 907307, 'vwap': 243.32, 'lastSize': 232, 'turnover': 22075808410, 'homeNotional': 8831.308388059218, 'foreignNotional': 2148758.387786316}] 2020-06-10 16:00:20 INFO: prepare candles [CandleItem(low=242.5, high=243.9, open=242.7, close=243.8, color='GREEN'), CandleItem(low=242.6, high=243.5, open=243.2, close=242.7, color='RED'), CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN')] 2020-06-10 16:00:20 INFO: skip by colors first_candle=CandleItem(low=242.95, high=243.6, open=243.1, close=243.2, color='GREEN') second_candle=CandleItem(low=242.6, high=243.5, open=243.2, close=242.7, color='RED') last_candle=CandleItem(low=242.5, high=243.9, open=242.7, close=243.8, color='GREEN') 2020-06-10 16:00:20 INFO: check need new order None 2020-06-10 16:00:20 INFO: init new order end 2020-06-10 16:00:20 INFO: 2020-06-10 16:00:20 INFO: 2020-06-10 16:00:20 INFO: 2020-06-10 16:00:20 INFO: 2020-06-10 16:02:00 INFO: 2020-06-10 16:02:00 INFO: 2020-06-10 16:02:00 INFO: 2020-06-10 16:02:00 INFO: 2020-06-10 16:02:00 INFO: clearing start 2020-06-10 16:02:00 INFO: clearing end 2020-06-10 16:02:00 INFO: 2020-06-10 16:02:00 INFO: 2020-06-10 16:02:00 INFO: 2020-06-10 16:02:00 INFO: 2020-06-10 17:00:20 INFO: 2020-06-10 17:00:20 INFO: 2020-06-10 17:00:20 INFO: 2020-06-10 17:00:20 INFO: 2020-06-10 17:00:20 INFO: init new order start 2020-06-10 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 244.1, 'low': 243.45, 'close': 243.55, 'trades': 1109, 'volume': 1435354, 'vwap': 243.76, 'lastSize': 15, 'turnover': 34987532775, 'homeNotional': 14020.11709671204, 'foreignNotional': 3417481.458481355}, {'timestamp': datetime.datetime(2020, 6, 10, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.9, 'low': 242.5, 'close': 243.8, 'trades': 1479, 'volume': 2223045, 'vwap': 243.29, 'lastSize': 17, 'turnover': 54084253280, 'homeNotional': 21669.40271683, 'foreignNotional': 5271948.186198145}, {'timestamp': datetime.datetime(2020, 6, 10, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.2, 'high': 243.5, 'low': 242.6, 'close': 242.7, 'trades': 1227, 'volume': 1486078, 'vwap': 243.19, 'lastSize': 5000, 'turnover': 36138720790, 'homeNotional': 14476.449455367798, 'foreignNotional': 3520411.500475493}] 2020-06-10 17:00:20 INFO: prepare candles [CandleItem(low=243.45, high=244.1, open=243.8, close=243.55, color='RED'), CandleItem(low=242.5, high=243.9, open=242.7, close=243.8, color='GREEN'), CandleItem(low=242.6, high=243.5, open=243.2, close=242.7, color='RED')] 2020-06-10 17:00:20 INFO: skip by colors first_candle=CandleItem(low=242.6, high=243.5, open=243.2, close=242.7, color='RED') second_candle=CandleItem(low=242.5, high=243.9, open=242.7, close=243.8, color='GREEN') last_candle=CandleItem(low=243.45, high=244.1, open=243.8, close=243.55, color='RED') 2020-06-10 17:00:20 INFO: check need new order None 2020-06-10 17:00:20 INFO: init new order end 2020-06-10 17:00:20 INFO: 2020-06-10 17:00:20 INFO: 2020-06-10 17:00:20 INFO: 2020-06-10 17:00:20 INFO: 2020-06-10 17:02:00 INFO: 2020-06-10 17:02:00 INFO: 2020-06-10 17:02:00 INFO: 2020-06-10 17:02:00 INFO: 2020-06-10 17:02:00 INFO: clearing start 2020-06-10 17:02:00 INFO: clearing end 2020-06-10 17:02:00 INFO: 2020-06-10 17:02:00 INFO: 2020-06-10 17:02:00 INFO: 2020-06-10 17:02:00 INFO: 2020-06-10 18:00:20 INFO: 2020-06-10 18:00:20 INFO: 2020-06-10 18:00:20 INFO: 2020-06-10 18:00:20 INFO: 2020-06-10 18:00:20 INFO: init new order start 2020-06-10 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.7, 'low': 243.0, 'close': 243.55, 'trades': 1221, 'volume': 1526126, 'vwap': 243.39, 'lastSize': 3000, 'turnover': 37144211015, 'homeNotional': 14876.711472156629, 'foreignNotional': 3620827.8785090568}, {'timestamp': datetime.datetime(2020, 6, 10, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 244.1, 'low': 243.45, 'close': 243.55, 'trades': 1109, 'volume': 1435354, 'vwap': 243.76, 'lastSize': 15, 'turnover': 34987532775, 'homeNotional': 14020.11709671204, 'foreignNotional': 3417481.458481355}, {'timestamp': datetime.datetime(2020, 6, 10, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.7, 'high': 243.9, 'low': 242.5, 'close': 243.8, 'trades': 1479, 'volume': 2223045, 'vwap': 243.29, 'lastSize': 17, 'turnover': 54084253280, 'homeNotional': 21669.40271683, 'foreignNotional': 5271948.186198145}] 2020-06-10 18:00:20 INFO: skip by found empty buckets 2020-06-10 18:00:20 INFO: check need new order None 2020-06-10 18:00:20 INFO: init new order end 2020-06-10 18:00:20 INFO: 2020-06-10 18:00:20 INFO: 2020-06-10 18:00:20 INFO: 2020-06-10 18:00:20 INFO: 2020-06-10 18:02:00 INFO: 2020-06-10 18:02:00 INFO: 2020-06-10 18:02:00 INFO: 2020-06-10 18:02:00 INFO: 2020-06-10 18:02:00 INFO: clearing start 2020-06-10 18:02:00 INFO: clearing end 2020-06-10 18:02:00 INFO: 2020-06-10 18:02:00 INFO: 2020-06-10 18:02:00 INFO: 2020-06-10 18:02:00 INFO: 2020-06-10 19:00:20 INFO: 2020-06-10 19:00:20 INFO: 2020-06-10 19:00:20 INFO: 2020-06-10 19:00:20 INFO: 2020-06-10 19:00:20 INFO: init new order start 2020-06-10 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.8, 'low': 243.2, 'close': 243.75, 'trades': 959, 'volume': 1263784, 'vwap': 243.42, 'lastSize': 42, 'turnover': 30761921335, 'homeNotional': 12324.775530893732, 'foreignNotional': 2999989.133736765}, {'timestamp': datetime.datetime(2020, 6, 10, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.7, 'low': 243.0, 'close': 243.55, 'trades': 1221, 'volume': 1526126, 'vwap': 243.39, 'lastSize': 3000, 'turnover': 37144211015, 'homeNotional': 14876.711472156629, 'foreignNotional': 3620827.8785090568}, {'timestamp': datetime.datetime(2020, 6, 10, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 244.1, 'low': 243.45, 'close': 243.55, 'trades': 1109, 'volume': 1435354, 'vwap': 243.76, 'lastSize': 15, 'turnover': 34987532775, 'homeNotional': 14020.11709671204, 'foreignNotional': 3417481.458481355}] 2020-06-10 19:00:20 INFO: skip by found empty buckets 2020-06-10 19:00:20 INFO: check need new order None 2020-06-10 19:00:20 INFO: init new order end 2020-06-10 19:00:20 INFO: 2020-06-10 19:00:20 INFO: 2020-06-10 19:00:20 INFO: 2020-06-10 19:00:20 INFO: 2020-06-10 19:02:00 INFO: 2020-06-10 19:02:00 INFO: 2020-06-10 19:02:00 INFO: 2020-06-10 19:02:00 INFO: 2020-06-10 19:02:00 INFO: clearing start 2020-06-10 19:02:00 INFO: clearing end 2020-06-10 19:02:00 INFO: 2020-06-10 19:02:00 INFO: 2020-06-10 19:02:00 INFO: 2020-06-10 19:02:00 INFO: 2020-06-10 20:00:20 INFO: 2020-06-10 20:00:20 INFO: 2020-06-10 20:00:20 INFO: 2020-06-10 20:00:20 INFO: 2020-06-10 20:00:20 INFO: init new order start 2020-06-10 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 244.0, 'low': 243.35, 'close': 243.4, 'trades': 937, 'volume': 804606, 'vwap': 243.68, 'lastSize': 1, 'turnover': 19605964810, 'homeNotional': 7861.238753553556, 'foreignNotional': 1915560.8128691067}, {'timestamp': datetime.datetime(2020, 6, 10, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.8, 'low': 243.2, 'close': 243.75, 'trades': 959, 'volume': 1263784, 'vwap': 243.42, 'lastSize': 42, 'turnover': 30761921335, 'homeNotional': 12324.775530893732, 'foreignNotional': 2999989.133736765}, {'timestamp': datetime.datetime(2020, 6, 10, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.7, 'low': 243.0, 'close': 243.55, 'trades': 1221, 'volume': 1526126, 'vwap': 243.39, 'lastSize': 3000, 'turnover': 37144211015, 'homeNotional': 14876.711472156629, 'foreignNotional': 3620827.8785090568}] 2020-06-10 20:00:20 INFO: skip by found empty buckets 2020-06-10 20:00:20 INFO: check need new order None 2020-06-10 20:00:20 INFO: init new order end 2020-06-10 20:00:20 INFO: 2020-06-10 20:00:20 INFO: 2020-06-10 20:00:20 INFO: 2020-06-10 20:00:20 INFO: 2020-06-10 20:02:00 INFO: 2020-06-10 20:02:00 INFO: 2020-06-10 20:02:00 INFO: 2020-06-10 20:02:00 INFO: 2020-06-10 20:02:00 INFO: clearing start 2020-06-10 20:02:00 INFO: clearing end 2020-06-10 20:02:00 INFO: 2020-06-10 20:02:00 INFO: 2020-06-10 20:02:00 INFO: 2020-06-10 20:02:00 INFO: 2020-06-10 21:00:20 INFO: 2020-06-10 21:00:20 INFO: 2020-06-10 21:00:20 INFO: 2020-06-10 21:00:20 INFO: 2020-06-10 21:00:20 INFO: init new order start 2020-06-10 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 243.65, 'low': 242.9, 'close': 243.6, 'trades': 1265, 'volume': 1185095, 'vwap': 243.25, 'lastSize': 224, 'turnover': 28827323645, 'homeNotional': 11571.156994363218, 'foreignNotional': 2814673.187308828}, {'timestamp': datetime.datetime(2020, 6, 10, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 244.0, 'low': 243.35, 'close': 243.4, 'trades': 937, 'volume': 804606, 'vwap': 243.68, 'lastSize': 1, 'turnover': 19605964810, 'homeNotional': 7861.238753553556, 'foreignNotional': 1915560.8128691067}, {'timestamp': datetime.datetime(2020, 6, 10, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.55, 'high': 243.8, 'low': 243.2, 'close': 243.75, 'trades': 959, 'volume': 1263784, 'vwap': 243.42, 'lastSize': 42, 'turnover': 30761921335, 'homeNotional': 12324.775530893732, 'foreignNotional': 2999989.133736765}] 2020-06-10 21:00:20 INFO: prepare candles [CandleItem(low=242.9, high=243.65, open=243.4, close=243.6, color='GREEN'), CandleItem(low=243.35, high=244.0, open=243.75, close=243.4, color='RED'), CandleItem(low=243.2, high=243.8, open=243.55, close=243.75, color='GREEN')] 2020-06-10 21:00:20 INFO: skip by colors first_candle=CandleItem(low=243.2, high=243.8, open=243.55, close=243.75, color='GREEN') second_candle=CandleItem(low=243.35, high=244.0, open=243.75, close=243.4, color='RED') last_candle=CandleItem(low=242.9, high=243.65, open=243.4, close=243.6, color='GREEN') 2020-06-10 21:00:20 INFO: check need new order None 2020-06-10 21:00:20 INFO: init new order end 2020-06-10 21:00:20 INFO: 2020-06-10 21:00:20 INFO: 2020-06-10 21:00:20 INFO: 2020-06-10 21:00:20 INFO: 2020-06-10 21:02:00 INFO: 2020-06-10 21:02:00 INFO: 2020-06-10 21:02:00 INFO: 2020-06-10 21:02:00 INFO: 2020-06-10 21:02:00 INFO: clearing start 2020-06-10 21:02:00 INFO: clearing end 2020-06-10 21:02:00 INFO: 2020-06-10 21:02:00 INFO: 2020-06-10 21:02:00 INFO: 2020-06-10 21:02:00 INFO: 2020-06-10 22:00:20 INFO: 2020-06-10 22:00:20 INFO: 2020-06-10 22:00:20 INFO: 2020-06-10 22:00:20 INFO: 2020-06-10 22:00:20 INFO: init new order start 2020-06-10 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 251.55, 'low': 233.95, 'close': 245.6, 'trades': 22031, 'volume': 34084653, 'vwap': 246.62, 'lastSize': 4472, 'turnover': 840577253680, 'homeNotional': 336929.3120213594, 'foreignNotional': 83096552.72686437}, {'timestamp': datetime.datetime(2020, 6, 10, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 243.65, 'low': 242.9, 'close': 243.6, 'trades': 1265, 'volume': 1185095, 'vwap': 243.25, 'lastSize': 224, 'turnover': 28827323645, 'homeNotional': 11571.156994363218, 'foreignNotional': 2814673.187308828}, {'timestamp': datetime.datetime(2020, 6, 10, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 244.0, 'low': 243.35, 'close': 243.4, 'trades': 937, 'volume': 804606, 'vwap': 243.68, 'lastSize': 1, 'turnover': 19605964810, 'homeNotional': 7861.238753553556, 'foreignNotional': 1915560.8128691067}] 2020-06-10 22:00:20 INFO: prepare candles [CandleItem(low=233.95, high=251.55, open=243.6, close=245.6, color='GREEN'), CandleItem(low=242.9, high=243.65, open=243.4, close=243.6, color='GREEN'), CandleItem(low=243.35, high=244.0, open=243.75, close=243.4, color='RED')] 2020-06-10 22:00:20 INFO: skip by colors first_candle=CandleItem(low=243.35, high=244.0, open=243.75, close=243.4, color='RED') second_candle=CandleItem(low=242.9, high=243.65, open=243.4, close=243.6, color='GREEN') last_candle=CandleItem(low=233.95, high=251.55, open=243.6, close=245.6, color='GREEN') 2020-06-10 22:00:20 INFO: check need new order None 2020-06-10 22:00:20 INFO: init new order end 2020-06-10 22:00:20 INFO: 2020-06-10 22:00:20 INFO: 2020-06-10 22:00:20 INFO: 2020-06-10 22:00:20 INFO: 2020-06-10 22:02:00 INFO: 2020-06-10 22:02:00 INFO: 2020-06-10 22:02:00 INFO: 2020-06-10 22:02:00 INFO: 2020-06-10 22:02:00 INFO: clearing start 2020-06-10 22:02:00 INFO: clearing end 2020-06-10 22:02:00 INFO: 2020-06-10 22:02:00 INFO: 2020-06-10 22:02:00 INFO: 2020-06-10 22:02:00 INFO: 2020-06-10 23:00:20 INFO: 2020-06-10 23:00:20 INFO: 2020-06-10 23:00:20 INFO: 2020-06-10 23:00:20 INFO: 2020-06-10 23:00:20 INFO: init new order start 2020-06-10 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.6, 'high': 249.35, 'low': 244.35, 'close': 247.35, 'trades': 8080, 'volume': 10853948, 'vwap': 247.04, 'lastSize': 1, 'turnover': 268135304955, 'homeNotional': 106972.4086711315, 'foreignNotional': 26426549.553634115}, {'timestamp': datetime.datetime(2020, 6, 10, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 251.55, 'low': 233.95, 'close': 245.6, 'trades': 22031, 'volume': 34084653, 'vwap': 246.62, 'lastSize': 4472, 'turnover': 840577253680, 'homeNotional': 336929.3120213594, 'foreignNotional': 83096552.72686437}, {'timestamp': datetime.datetime(2020, 6, 10, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.4, 'high': 243.65, 'low': 242.9, 'close': 243.6, 'trades': 1265, 'volume': 1185095, 'vwap': 243.25, 'lastSize': 224, 'turnover': 28827323645, 'homeNotional': 11571.156994363218, 'foreignNotional': 2814673.187308828}] 2020-06-10 23:00:20 INFO: prepare candles [CandleItem(low=244.35, high=249.35, open=245.6, close=247.35, color='GREEN'), CandleItem(low=233.95, high=251.55, open=243.6, close=245.6, color='GREEN'), CandleItem(low=242.9, high=243.65, open=243.4, close=243.6, color='GREEN')] 2020-06-10 23:00:20 INFO: skip by colors first_candle=CandleItem(low=242.9, high=243.65, open=243.4, close=243.6, color='GREEN') second_candle=CandleItem(low=233.95, high=251.55, open=243.6, close=245.6, color='GREEN') last_candle=CandleItem(low=244.35, high=249.35, open=245.6, close=247.35, color='GREEN') 2020-06-10 23:00:20 INFO: check need new order None 2020-06-10 23:00:20 INFO: init new order end 2020-06-10 23:00:20 INFO: 2020-06-10 23:00:20 INFO: 2020-06-10 23:00:20 INFO: 2020-06-10 23:00:20 INFO: 2020-06-10 23:02:00 INFO: 2020-06-10 23:02:00 INFO: 2020-06-10 23:02:00 INFO: 2020-06-10 23:02:00 INFO: 2020-06-10 23:02:00 INFO: clearing start 2020-06-10 23:02:00 INFO: clearing end 2020-06-10 23:02:00 INFO: 2020-06-10 23:02:00 INFO: 2020-06-10 23:02:00 INFO: 2020-06-10 23:02:00 INFO: 2020-06-11 00:00:20 INFO: 2020-06-11 00:00:20 INFO: 2020-06-11 00:00:20 INFO: 2020-06-11 00:00:20 INFO: 2020-06-11 00:00:20 INFO: init new order start 2020-06-11 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.35, 'high': 249.35, 'low': 247.35, 'close': 248.25, 'trades': 3770, 'volume': 3811998, 'vwap': 248.52, 'lastSize': 40, 'turnover': 94734223950, 'homeNotional': 37666.99206028579, 'foreignNotional': 9360854.880298521}, {'timestamp': datetime.datetime(2020, 6, 10, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.6, 'high': 249.35, 'low': 244.35, 'close': 247.35, 'trades': 8080, 'volume': 10853948, 'vwap': 247.04, 'lastSize': 1, 'turnover': 268135304955, 'homeNotional': 106972.4086711315, 'foreignNotional': 26426549.553634115}, {'timestamp': datetime.datetime(2020, 6, 10, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.6, 'high': 251.55, 'low': 233.95, 'close': 245.6, 'trades': 22031, 'volume': 34084653, 'vwap': 246.62, 'lastSize': 4472, 'turnover': 840577253680, 'homeNotional': 336929.3120213594, 'foreignNotional': 83096552.72686437}] 2020-06-11 00:00:20 INFO: prepare candles [CandleItem(low=247.35, high=249.35, open=247.35, close=248.25, color='GREEN'), CandleItem(low=244.35, high=249.35, open=245.6, close=247.35, color='GREEN'), CandleItem(low=233.95, high=251.55, open=243.6, close=245.6, color='GREEN')] 2020-06-11 00:00:20 INFO: skip by colors first_candle=CandleItem(low=233.95, high=251.55, open=243.6, close=245.6, color='GREEN') second_candle=CandleItem(low=244.35, high=249.35, open=245.6, close=247.35, color='GREEN') last_candle=CandleItem(low=247.35, high=249.35, open=247.35, close=248.25, color='GREEN') 2020-06-11 00:00:20 INFO: check need new order None 2020-06-11 00:00:20 INFO: init new order end 2020-06-11 00:00:20 INFO: 2020-06-11 00:00:20 INFO: 2020-06-11 00:00:20 INFO: 2020-06-11 00:00:20 INFO: 2020-06-11 00:02:00 INFO: 2020-06-11 00:02:00 INFO: 2020-06-11 00:02:00 INFO: 2020-06-11 00:02:00 INFO: 2020-06-11 00:02:00 INFO: clearing start 2020-06-11 00:02:00 INFO: clearing end 2020-06-11 00:02:00 INFO: 2020-06-11 00:02:00 INFO: 2020-06-11 00:02:00 INFO: 2020-06-11 00:02:00 INFO: 2020-06-11 01:00:20 INFO: 2020-06-11 01:00:20 INFO: 2020-06-11 01:00:20 INFO: 2020-06-11 01:00:20 INFO: 2020-06-11 01:00:20 INFO: init new order start 2020-06-11 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.25, 'high': 248.65, 'low': 246.5, 'close': 247.4, 'trades': 2489, 'volume': 2181152, 'vwap': 247.58, 'lastSize': 210, 'turnover': 54000506715, 'homeNotional': 21497.035306163194, 'foreignNotional': 5322209.905862695}, {'timestamp': datetime.datetime(2020, 6, 10, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.35, 'high': 249.35, 'low': 247.35, 'close': 248.25, 'trades': 3770, 'volume': 3811998, 'vwap': 248.52, 'lastSize': 40, 'turnover': 94734223950, 'homeNotional': 37666.99206028579, 'foreignNotional': 9360854.880298521}, {'timestamp': datetime.datetime(2020, 6, 10, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.6, 'high': 249.35, 'low': 244.35, 'close': 247.35, 'trades': 8080, 'volume': 10853948, 'vwap': 247.04, 'lastSize': 1, 'turnover': 268135304955, 'homeNotional': 106972.4086711315, 'foreignNotional': 26426549.553634115}] 2020-06-11 01:00:20 INFO: prepare candles [CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED'), CandleItem(low=247.35, high=249.35, open=247.35, close=248.25, color='GREEN'), CandleItem(low=244.35, high=249.35, open=245.6, close=247.35, color='GREEN')] 2020-06-11 01:00:20 INFO: last_candle=CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED') 2020-06-11 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED') 2020-06-11 01:00:20 INFO: skip by CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-11 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED') 2020-06-11 01:00:20 INFO: skip by CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-11 01:00:20 INFO: not found applicable config for candle 2020-06-11 01:00:20 INFO: check need new order None 2020-06-11 01:00:20 INFO: init new order end 2020-06-11 01:00:20 INFO: 2020-06-11 01:00:20 INFO: 2020-06-11 01:00:20 INFO: 2020-06-11 01:00:20 INFO: 2020-06-11 01:02:00 INFO: 2020-06-11 01:02:00 INFO: 2020-06-11 01:02:00 INFO: 2020-06-11 01:02:00 INFO: 2020-06-11 01:02:00 INFO: clearing start 2020-06-11 01:02:00 INFO: clearing end 2020-06-11 01:02:00 INFO: 2020-06-11 01:02:00 INFO: 2020-06-11 01:02:00 INFO: 2020-06-11 01:02:00 INFO: 2020-06-11 02:00:20 INFO: 2020-06-11 02:00:20 INFO: 2020-06-11 02:00:20 INFO: 2020-06-11 02:00:20 INFO: 2020-06-11 02:00:20 INFO: init new order start 2020-06-11 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 10, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.4, 'high': 248.4, 'low': 247.1, 'close': 248.35, 'trades': 2137, 'volume': 1817061, 'vwap': 247.87, 'lastSize': 1248, 'turnover': 45038836330, 'homeNotional': 17960.657752233743, 'foreignNotional': 4451848.571323803}, {'timestamp': datetime.datetime(2020, 6, 10, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.25, 'high': 248.65, 'low': 246.5, 'close': 247.4, 'trades': 2489, 'volume': 2181152, 'vwap': 247.58, 'lastSize': 210, 'turnover': 54000506715, 'homeNotional': 21497.035306163194, 'foreignNotional': 5322209.905862695}, {'timestamp': datetime.datetime(2020, 6, 10, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.35, 'high': 249.35, 'low': 247.35, 'close': 248.25, 'trades': 3770, 'volume': 3811998, 'vwap': 248.52, 'lastSize': 40, 'turnover': 94734223950, 'homeNotional': 37666.99206028579, 'foreignNotional': 9360854.880298521}] 2020-06-11 02:00:20 INFO: prepare candles [CandleItem(low=247.1, high=248.4, open=247.4, close=248.35, color='GREEN'), CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED'), CandleItem(low=247.35, high=249.35, open=247.35, close=248.25, color='GREEN')] 2020-06-11 02:00:20 INFO: skip by colors first_candle=CandleItem(low=247.35, high=249.35, open=247.35, close=248.25, color='GREEN') second_candle=CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED') last_candle=CandleItem(low=247.1, high=248.4, open=247.4, close=248.35, color='GREEN') 2020-06-11 02:00:20 INFO: check need new order None 2020-06-11 02:00:20 INFO: init new order end 2020-06-11 02:00:20 INFO: 2020-06-11 02:00:20 INFO: 2020-06-11 02:00:20 INFO: 2020-06-11 02:00:20 INFO: 2020-06-11 02:02:00 INFO: 2020-06-11 02:02:00 INFO: 2020-06-11 02:02:00 INFO: 2020-06-11 02:02:00 INFO: 2020-06-11 02:02:00 INFO: clearing start 2020-06-11 02:02:00 INFO: clearing end 2020-06-11 02:02:00 INFO: 2020-06-11 02:02:00 INFO: 2020-06-11 02:02:00 INFO: 2020-06-11 02:02:00 INFO: 2020-06-11 03:00:20 INFO: 2020-06-11 03:00:20 INFO: 2020-06-11 03:00:20 INFO: 2020-06-11 03:00:20 INFO: 2020-06-11 03:00:20 INFO: init new order start 2020-06-11 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.35, 'high': 248.8, 'low': 247.65, 'close': 248.4, 'trades': 2022, 'volume': 2475474, 'vwap': 248.18, 'lastSize': 100, 'turnover': 61434055850, 'homeNotional': 24490.030725624318, 'foreignNotional': 6077721.141317059}, {'timestamp': datetime.datetime(2020, 6, 10, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.4, 'high': 248.4, 'low': 247.1, 'close': 248.35, 'trades': 2137, 'volume': 1817061, 'vwap': 247.87, 'lastSize': 1248, 'turnover': 45038836330, 'homeNotional': 17960.657752233743, 'foreignNotional': 4451848.571323803}, {'timestamp': datetime.datetime(2020, 6, 10, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.25, 'high': 248.65, 'low': 246.5, 'close': 247.4, 'trades': 2489, 'volume': 2181152, 'vwap': 247.58, 'lastSize': 210, 'turnover': 54000506715, 'homeNotional': 21497.035306163194, 'foreignNotional': 5322209.905862695}] 2020-06-11 03:00:20 INFO: prepare candles [CandleItem(low=247.65, high=248.8, open=248.35, close=248.4, color='GREEN'), CandleItem(low=247.1, high=248.4, open=247.4, close=248.35, color='GREEN'), CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED')] 2020-06-11 03:00:20 INFO: skip by colors first_candle=CandleItem(low=246.5, high=248.65, open=248.25, close=247.4, color='RED') second_candle=CandleItem(low=247.1, high=248.4, open=247.4, close=248.35, color='GREEN') last_candle=CandleItem(low=247.65, high=248.8, open=248.35, close=248.4, color='GREEN') 2020-06-11 03:00:20 INFO: check need new order None 2020-06-11 03:00:20 INFO: init new order end 2020-06-11 03:00:20 INFO: 2020-06-11 03:00:20 INFO: 2020-06-11 03:00:20 INFO: 2020-06-11 03:00:20 INFO: 2020-06-11 03:02:00 INFO: 2020-06-11 03:02:00 INFO: 2020-06-11 03:02:00 INFO: 2020-06-11 03:02:00 INFO: 2020-06-11 03:02:00 INFO: clearing start 2020-06-11 03:02:00 INFO: clearing end 2020-06-11 03:02:00 INFO: 2020-06-11 03:02:00 INFO: 2020-06-11 03:02:00 INFO: 2020-06-11 03:02:00 INFO: 2020-06-11 04:00:20 INFO: 2020-06-11 04:00:20 INFO: 2020-06-11 04:00:20 INFO: 2020-06-11 04:00:20 INFO: 2020-06-11 04:00:20 INFO: init new order start 2020-06-11 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.4, 'high': 250.0, 'low': 248.45, 'close': 249.75, 'trades': 4956, 'volume': 8103049, 'vwap': 249.26, 'lastSize': 32, 'turnover': 201969952925, 'homeNotional': 80180.32402532533, 'foreignNotional': 19985099.125800252}, {'timestamp': datetime.datetime(2020, 6, 11, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.35, 'high': 248.8, 'low': 247.65, 'close': 248.4, 'trades': 2022, 'volume': 2475474, 'vwap': 248.18, 'lastSize': 100, 'turnover': 61434055850, 'homeNotional': 24490.030725624318, 'foreignNotional': 6077721.141317059}, {'timestamp': datetime.datetime(2020, 6, 10, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.4, 'high': 248.4, 'low': 247.1, 'close': 248.35, 'trades': 2137, 'volume': 1817061, 'vwap': 247.87, 'lastSize': 1248, 'turnover': 45038836330, 'homeNotional': 17960.657752233743, 'foreignNotional': 4451848.571323803}] 2020-06-11 04:00:21 INFO: prepare candles [CandleItem(low=248.45, high=250.0, open=248.4, close=249.75, color='GREEN'), CandleItem(low=247.65, high=248.8, open=248.35, close=248.4, color='GREEN'), CandleItem(low=247.1, high=248.4, open=247.4, close=248.35, color='GREEN')] 2020-06-11 04:00:21 INFO: skip by colors first_candle=CandleItem(low=247.1, high=248.4, open=247.4, close=248.35, color='GREEN') second_candle=CandleItem(low=247.65, high=248.8, open=248.35, close=248.4, color='GREEN') last_candle=CandleItem(low=248.45, high=250.0, open=248.4, close=249.75, color='GREEN') 2020-06-11 04:00:21 INFO: check need new order None 2020-06-11 04:00:21 INFO: init new order end 2020-06-11 04:00:21 INFO: 2020-06-11 04:00:21 INFO: 2020-06-11 04:00:21 INFO: 2020-06-11 04:00:21 INFO: 2020-06-11 04:02:00 INFO: 2020-06-11 04:02:00 INFO: 2020-06-11 04:02:00 INFO: 2020-06-11 04:02:00 INFO: 2020-06-11 04:02:00 INFO: clearing start 2020-06-11 04:02:00 INFO: clearing end 2020-06-11 04:02:00 INFO: 2020-06-11 04:02:00 INFO: 2020-06-11 04:02:00 INFO: 2020-06-11 04:02:00 INFO: 2020-06-11 05:00:20 INFO: 2020-06-11 05:00:20 INFO: 2020-06-11 05:00:20 INFO: 2020-06-11 05:00:20 INFO: 2020-06-11 05:00:20 INFO: init new order start 2020-06-11 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.75, 'high': 250.9, 'low': 249.1, 'close': 250.2, 'trades': 3391, 'volume': 4133048, 'vwap': 250.04, 'lastSize': 1063, 'turnover': 103341471450, 'homeNotional': 41016.22530343207, 'foreignNotional': 10255595.87768171}, {'timestamp': datetime.datetime(2020, 6, 11, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.4, 'high': 250.0, 'low': 248.45, 'close': 249.75, 'trades': 4956, 'volume': 8103049, 'vwap': 249.26, 'lastSize': 32, 'turnover': 201969952925, 'homeNotional': 80180.32402532533, 'foreignNotional': 19985099.125800252}, {'timestamp': datetime.datetime(2020, 6, 11, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.35, 'high': 248.8, 'low': 247.65, 'close': 248.4, 'trades': 2022, 'volume': 2475474, 'vwap': 248.18, 'lastSize': 100, 'turnover': 61434055850, 'homeNotional': 24490.030725624318, 'foreignNotional': 6077721.141317059}] 2020-06-11 05:00:20 INFO: prepare candles [CandleItem(low=249.1, high=250.9, open=249.75, close=250.2, color='GREEN'), CandleItem(low=248.45, high=250.0, open=248.4, close=249.75, color='GREEN'), CandleItem(low=247.65, high=248.8, open=248.35, close=248.4, color='GREEN')] 2020-06-11 05:00:20 INFO: skip by colors first_candle=CandleItem(low=247.65, high=248.8, open=248.35, close=248.4, color='GREEN') second_candle=CandleItem(low=248.45, high=250.0, open=248.4, close=249.75, color='GREEN') last_candle=CandleItem(low=249.1, high=250.9, open=249.75, close=250.2, color='GREEN') 2020-06-11 05:00:20 INFO: check need new order None 2020-06-11 05:00:20 INFO: init new order end 2020-06-11 05:00:20 INFO: 2020-06-11 05:00:20 INFO: 2020-06-11 05:00:20 INFO: 2020-06-11 05:00:20 INFO: 2020-06-11 05:02:00 INFO: 2020-06-11 05:02:00 INFO: 2020-06-11 05:02:00 INFO: 2020-06-11 05:02:00 INFO: 2020-06-11 05:02:00 INFO: clearing start 2020-06-11 05:02:00 INFO: clearing end 2020-06-11 05:02:00 INFO: 2020-06-11 05:02:00 INFO: 2020-06-11 05:02:00 INFO: 2020-06-11 05:02:00 INFO: 2020-06-11 06:00:20 INFO: 2020-06-11 06:00:20 INFO: 2020-06-11 06:00:20 INFO: 2020-06-11 06:00:20 INFO: 2020-06-11 06:00:20 INFO: init new order start 2020-06-11 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 250.2, 'high': 250.6, 'low': 249.15, 'close': 249.4, 'trades': 2124, 'volume': 2471902, 'vwap': 249.78, 'lastSize': 100, 'turnover': 61741279040, 'homeNotional': 24546.52749239061, 'foreignNotional': 6131052.3790264595}, {'timestamp': datetime.datetime(2020, 6, 11, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.75, 'high': 250.9, 'low': 249.1, 'close': 250.2, 'trades': 3391, 'volume': 4133048, 'vwap': 250.04, 'lastSize': 1063, 'turnover': 103341471450, 'homeNotional': 41016.22530343207, 'foreignNotional': 10255595.87768171}, {'timestamp': datetime.datetime(2020, 6, 11, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.4, 'high': 250.0, 'low': 248.45, 'close': 249.75, 'trades': 4956, 'volume': 8103049, 'vwap': 249.26, 'lastSize': 32, 'turnover': 201969952925, 'homeNotional': 80180.32402532533, 'foreignNotional': 19985099.125800252}] 2020-06-11 06:00:20 INFO: prepare candles [CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED'), CandleItem(low=249.1, high=250.9, open=249.75, close=250.2, color='GREEN'), CandleItem(low=248.45, high=250.0, open=248.4, close=249.75, color='GREEN')] 2020-06-11 06:00:20 INFO: last_candle=CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED') 2020-06-11 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED') 2020-06-11 06:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=249.1, high=250.9, open=249.75, close=250.2, color='GREEN') 2020-06-11 06:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=248.45, high=250.0, open=248.4, close=249.75, color='GREEN') 2020-06-11 06:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-11 06:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-11 06:00:20 INFO: place order: start candle=CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-11 06:00:20 INFO: place order: side_factor=1 init_trigger_price=249.1 init_order_price=249.05 stop_price_offset=0.0 candle.size=1.4499999999999886 stop_price=250.6 take_price=240.35000000000008 2020-06-11 06:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('249.099999999999994315658113919198513031005859375') init_order_price=Decimal('249.05000000000001136868377216160297393798828125') stop_price_offset=0.0 candle.size=1.4499999999999886 stop_price=Decimal('250.599999999999994315658113919198513031005859375') take_price=Decimal('240.35000000000007958078640513122081756591796875') 2020-06-11 06:00:20 INFO: place order: compute qty=-533 2020-06-11 06:00:20 INFO: place order: save order to db 4ea0bc0cf33442eab82bdcbbf98ec49a; response=True 2020-06-11 06:00:20 INFO: post order to exchange resp={'orderID': '83728621-beae-4c3e-d3ae-1560ee83c15b', 'clOrdID': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 533, 'price': 249.05, 'displayQty': None, 'stopPx': 249.1, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 0, 20, 367000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 0, 20, 367000, tzinfo=tzutc())} 2020-06-11 06:00:20 INFO: process event {'orderID': '83728621-beae-4c3e-d3ae-1560ee83c15b', 'clOrdID': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 533, 'price': 249.05, 'displayQty': None, 'stopPx': 249.1, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-11T03:00:20.367Z', 'timestamp': '2020-06-11T03:00:20.367Z'} 2020-06-11 06:00:20 INFO: skip event 4ea0bc0cf33442eab82bdcbbf98ec49a New 2020-06-11 06:00:20 INFO: place new init order {'qty': -533, 'init_price': Decimal('249.099999999999994315658113919198513031005859375'), 'stop_price': Decimal('250.599999999999994315658113919198513031005859375'), 'take_price': Decimal('240.35000000000007958078640513122081756591796875'), 'order_uid': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'response': {'orderID': '83728621-beae-4c3e-d3ae-1560ee83c15b', 'clOrdID': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 533, 'price': 249.05, 'displayQty': None, 'stopPx': 249.1, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 0, 20, 367000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 0, 20, 367000, tzinfo=tzutc())}} 2020-06-11 06:00:20 INFO: init new order end 2020-06-11 06:00:20 INFO: 2020-06-11 06:00:20 INFO: 2020-06-11 06:00:20 INFO: 2020-06-11 06:00:20 INFO: 2020-06-11 06:02:00 INFO: 2020-06-11 06:02:00 INFO: 2020-06-11 06:02:00 INFO: 2020-06-11 06:02:00 INFO: 2020-06-11 06:02:00 INFO: clearing start 2020-06-11 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '83728621-beae-4c3e-d3ae-1560ee83c15b', 'clOrdID': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 533, 'price': 249.05, 'displayQty': None, 'stopPx': 249.1, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 0, 20, 367000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 0, 20, 367000, tzinfo=tzutc())} 2020-06-11 06:02:00 INFO: order time=2020-06-11 03:00:20.367000+00:00; delta from now UTC=0:01:40.195097 time_delta.total_seconds()=100.195097; time_diff_offset='3600' 2020-06-11 06:02:00 INFO: skip by time diff 2020-06-11 03:00:20.367000+00:00 2020-06-11 06:02:00 INFO: clearing end 2020-06-11 06:02:00 INFO: 2020-06-11 06:02:00 INFO: 2020-06-11 06:02:00 INFO: 2020-06-11 06:02:00 INFO: 2020-06-11 06:23:11 INFO: process event {'orderID': '83728621-beae-4c3e-d3ae-1560ee83c15b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-11T03:23:11.799Z', 'clOrdID': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-11 06:23:11 INFO: skip event 4ea0bc0cf33442eab82bdcbbf98ec49a 2020-06-11 06:23:11 INFO: process event {'orderID': '83728621-beae-4c3e-d3ae-1560ee83c15b', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 533, 'avgPx': 249.1, 'transactTime': '2020-06-11T03:23:11.799Z', 'clOrdID': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-11T03:23:11.799Z'} 2020-06-11 06:23:11 INFO: add new event={'uid': '4ea0bc0cf33442eab82bdcbbf98ec49a', 'status': 'Filled'} 2020-06-11 06:23:12 INFO: 2020-06-11 06:23:12 INFO: 2020-06-11 06:23:12 INFO: 2020-06-11 06:23:12 INFO: 2020-06-11 06:23:12 INFO: process event start 2020-06-11 06:23:12 INFO: fetch new order event 4ea0bc0cf33442eab82bdcbbf98ec49a 2020-06-11 06:23:12 INFO: fetch orders by event init={'stop': '250.599999999999994315658113919198513031005859375', 'take': '240.35000000000007958078640513122081756591796875', 'qty': '533', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-11 06:23:12 INFO: process init order filled 2020-06-11 06:23:12 INFO: save profit orders to storage stop=967cb3568a77418ebccc2184bfca67ef take=1d7509e4ee6f4017ad65041c5137e0b2 2020-06-11 06:23:12 INFO: place profit orders take_price=240.35000000000007958078640513122081756591796875, stop_price=250.599999999999994315658113919198513031005859375, qty=533, color=RED, ticker=ETHUSD 967cb3568a77418ebccc2184bfca67ef 1d7509e4ee6f4017ad65041c5137e0b2 2020-06-11 06:23:12 INFO: place stop order ETHUSD: qty=533, stop_price=250.599999999999994315658113919198513031005859375, stop_uid=967cb3568a77418ebccc2184bfca67ef 2020-06-11 06:23:12 INFO: process event {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-11T03:23:12.188Z', 'timestamp': '2020-06-11T03:23:12.188Z'} 2020-06-11 06:23:12 INFO: skip event 967cb3568a77418ebccc2184bfca67ef New 2020-06-11 06:23:12 INFO: exchange resp for stop order={'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 06:23:12 INFO: place limit order ETHUSD: qty=533, price=240.35000000000007958078640513122081756591796875, take_uid=1d7509e4ee6f4017ad65041c5137e0b2 2020-06-11 06:23:12 INFO: process event {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-11T03:23:12.222Z', 'timestamp': '2020-06-11T03:23:12.222Z'} 2020-06-11 06:23:12 INFO: skip event 1d7509e4ee6f4017ad65041c5137e0b2 New 2020-06-11 06:23:12 INFO: process event {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'workingIndicator': True, 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-11T03:23:12.222Z'} 2020-06-11 06:23:12 INFO: skip event 1d7509e4ee6f4017ad65041c5137e0b2 2020-06-11 06:23:12 INFO: exchange resp for take profit order={'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 06:23:12 INFO: place profit orders={'stop': {'response': {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())}, 'qty': Decimal('533'), 'uid': '967cb3568a77418ebccc2184bfca67ef', 'price': Decimal('250.599999999999994315658113919198513031005859375')}, 'take': {'response': {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())}, 'qty': Decimal('533'), 'uid': '1d7509e4ee6f4017ad65041c5137e0b2', 'price': Decimal('240.35000000000007958078640513122081756591796875')}} 2020-06-11 06:23:12 INFO: rm init order from db 4ea0bc0cf33442eab82bdcbbf98ec49a 2020-06-11 06:23:12 INFO: end process event_processing_result='proceed init order' 2020-06-11 06:23:12 INFO: 2020-06-11 06:23:12 INFO: 2020-06-11 06:23:12 INFO: 2020-06-11 06:23:12 INFO: 2020-06-11 07:00:20 INFO: 2020-06-11 07:00:20 INFO: 2020-06-11 07:00:20 INFO: 2020-06-11 07:00:20 INFO: 2020-06-11 07:00:20 INFO: init new order start 2020-06-11 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.4, 'high': 249.95, 'low': 248.35, 'close': 248.7, 'trades': 1941, 'volume': 2415395, 'vwap': 249.06, 'lastSize': 1, 'turnover': 60157632265, 'homeNotional': 23927.959985360194, 'foreignNotional': 5959494.589285521}, {'timestamp': datetime.datetime(2020, 6, 11, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 250.2, 'high': 250.6, 'low': 249.15, 'close': 249.4, 'trades': 2124, 'volume': 2471902, 'vwap': 249.78, 'lastSize': 100, 'turnover': 61741279040, 'homeNotional': 24546.52749239061, 'foreignNotional': 6131052.3790264595}, {'timestamp': datetime.datetime(2020, 6, 11, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.75, 'high': 250.9, 'low': 249.1, 'close': 250.2, 'trades': 3391, 'volume': 4133048, 'vwap': 250.04, 'lastSize': 1063, 'turnover': 103341471450, 'homeNotional': 41016.22530343207, 'foreignNotional': 10255595.87768171}] 2020-06-11 07:00:20 INFO: prepare candles [CandleItem(low=248.35, high=249.95, open=249.4, close=248.7, color='RED'), CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED'), CandleItem(low=249.1, high=250.9, open=249.75, close=250.2, color='GREEN')] 2020-06-11 07:00:20 INFO: skip by colors first_candle=CandleItem(low=249.1, high=250.9, open=249.75, close=250.2, color='GREEN') second_candle=CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED') last_candle=CandleItem(low=248.35, high=249.95, open=249.4, close=248.7, color='RED') 2020-06-11 07:00:20 INFO: check need new order None 2020-06-11 07:00:20 INFO: init new order end 2020-06-11 07:00:20 INFO: 2020-06-11 07:00:20 INFO: 2020-06-11 07:00:20 INFO: 2020-06-11 07:00:20 INFO: 2020-06-11 07:02:00 INFO: 2020-06-11 07:02:00 INFO: 2020-06-11 07:02:00 INFO: 2020-06-11 07:02:00 INFO: 2020-06-11 07:02:00 INFO: clearing start 2020-06-11 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 07:02:00 INFO: skip by not found init order into storage 2020-06-11 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 07:02:00 INFO: skip by not found init order into storage 2020-06-11 07:02:00 INFO: clearing end 2020-06-11 07:02:00 INFO: 2020-06-11 07:02:00 INFO: 2020-06-11 07:02:00 INFO: 2020-06-11 07:02:00 INFO: 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: init new order start 2020-06-11 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.7, 'high': 249.3, 'low': 248.2, 'close': 248.85, 'trades': 1169, 'volume': 1304834, 'vwap': 248.82, 'lastSize': 1, 'turnover': 32466830935, 'homeNotional': 12905.971098489888, 'foreignNotional': 3211260.896694433}, {'timestamp': datetime.datetime(2020, 6, 11, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.4, 'high': 249.95, 'low': 248.35, 'close': 248.7, 'trades': 1941, 'volume': 2415395, 'vwap': 249.06, 'lastSize': 1, 'turnover': 60157632265, 'homeNotional': 23927.959985360194, 'foreignNotional': 5959494.589285521}, {'timestamp': datetime.datetime(2020, 6, 11, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 250.2, 'high': 250.6, 'low': 249.15, 'close': 249.4, 'trades': 2124, 'volume': 2471902, 'vwap': 249.78, 'lastSize': 100, 'turnover': 61741279040, 'homeNotional': 24546.52749239061, 'foreignNotional': 6131052.3790264595}] 2020-06-11 08:00:20 INFO: prepare candles [CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN'), CandleItem(low=248.35, high=249.95, open=249.4, close=248.7, color='RED'), CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED')] 2020-06-11 08:00:20 INFO: last_candle=CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN') 2020-06-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN') 2020-06-11 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=248.35, high=249.95, open=249.4, close=248.7, color='RED') 2020-06-11 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=249.15, high=250.6, open=250.2, close=249.4, color='RED') 2020-06-11 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-11 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-11 08:00:20 INFO: place order: start candle=CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-06-11 08:00:20 INFO: place order: side_factor=-1 init_trigger_price=249.35000000000002 init_order_price=249.4 stop_price_offset=0.0 candle.size=1.1000000000000227 stop_price=248.2 take_price=256.00000000000017 2020-06-11 08:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('249.3500000000000227373675443232059478759765625') init_order_price=Decimal('249.400000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.1000000000000227 stop_price=Decimal('248.19999999999998863131622783839702606201171875') take_price=Decimal('256.00000000000017053025658242404460906982421875') 2020-06-11 08:00:20 INFO: place order: compute qty=696 2020-06-11 08:00:20 INFO: place order: save order to db 025c07456c8a4db4a04232039c1074f9; response=True 2020-06-11 08:00:20 INFO: post order to exchange resp={'orderID': 'd3118e26-f55b-1ab9-75bf-69a1d1eb7bac', 'clOrdID': '025c07456c8a4db4a04232039c1074f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 249.4, 'displayQty': None, 'stopPx': 249.35, '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': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc())} 2020-06-11 08:00:20 INFO: place new init order {'qty': 696, 'init_price': Decimal('249.3500000000000227373675443232059478759765625'), 'stop_price': Decimal('248.19999999999998863131622783839702606201171875'), 'take_price': Decimal('256.00000000000017053025658242404460906982421875'), 'order_uid': '025c07456c8a4db4a04232039c1074f9', 'response': {'orderID': 'd3118e26-f55b-1ab9-75bf-69a1d1eb7bac', 'clOrdID': '025c07456c8a4db4a04232039c1074f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 249.4, 'displayQty': None, 'stopPx': 249.35, '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': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc())}} 2020-06-11 08:00:20 INFO: init new order end 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: 2020-06-11 08:00:20 INFO: process event {'orderID': 'd3118e26-f55b-1ab9-75bf-69a1d1eb7bac', 'clOrdID': '025c07456c8a4db4a04232039c1074f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 249.4, 'displayQty': None, 'stopPx': 249.35, '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': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-11T05:00:20.730Z', 'timestamp': '2020-06-11T05:00:20.730Z'} 2020-06-11 08:00:20 INFO: skip event 025c07456c8a4db4a04232039c1074f9 New 2020-06-11 08:02:00 INFO: 2020-06-11 08:02:00 INFO: 2020-06-11 08:02:00 INFO: 2020-06-11 08:02:00 INFO: 2020-06-11 08:02:00 INFO: clearing start 2020-06-11 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 08:02:00 INFO: skip by not found init order into storage 2020-06-11 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 08:02:00 INFO: skip by not found init order into storage 2020-06-11 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3118e26-f55b-1ab9-75bf-69a1d1eb7bac', 'clOrdID': '025c07456c8a4db4a04232039c1074f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 249.4, 'displayQty': None, 'stopPx': 249.35, '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': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc())} 2020-06-11 08:02:00 INFO: order time=2020-06-11 05:00:20.730000+00:00; delta from now UTC=0:01:40.182371 time_delta.total_seconds()=100.182371; time_diff_offset='3600' 2020-06-11 08:02:00 INFO: skip by time diff 2020-06-11 05:00:20.730000+00:00 2020-06-11 08:02:00 INFO: clearing end 2020-06-11 08:02:00 INFO: 2020-06-11 08:02:00 INFO: 2020-06-11 08:02:00 INFO: 2020-06-11 08:02:00 INFO: 2020-06-11 09:00:20 INFO: 2020-06-11 09:00:20 INFO: 2020-06-11 09:00:20 INFO: 2020-06-11 09:00:20 INFO: 2020-06-11 09:00:20 INFO: init new order start 2020-06-11 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.85, 'high': 248.8, 'low': 248.0, 'close': 248.15, 'trades': 1231, 'volume': 1512822, 'vwap': 248.3, 'lastSize': 12, 'turnover': 37563198670, 'homeNotional': 14951.342233774494, 'foreignNotional': 3712403.45317369}, {'timestamp': datetime.datetime(2020, 6, 11, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.7, 'high': 249.3, 'low': 248.2, 'close': 248.85, 'trades': 1169, 'volume': 1304834, 'vwap': 248.82, 'lastSize': 1, 'turnover': 32466830935, 'homeNotional': 12905.971098489888, 'foreignNotional': 3211260.896694433}, {'timestamp': datetime.datetime(2020, 6, 11, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 249.4, 'high': 249.95, 'low': 248.35, 'close': 248.7, 'trades': 1941, 'volume': 2415395, 'vwap': 249.06, 'lastSize': 1, 'turnover': 60157632265, 'homeNotional': 23927.959985360194, 'foreignNotional': 5959494.589285521}] 2020-06-11 09:00:21 INFO: prepare candles [CandleItem(low=248.0, high=248.8, open=248.85, close=248.15, color='RED'), CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN'), CandleItem(low=248.35, high=249.95, open=249.4, close=248.7, color='RED')] 2020-06-11 09:00:21 INFO: skip by colors first_candle=CandleItem(low=248.35, high=249.95, open=249.4, close=248.7, color='RED') second_candle=CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN') last_candle=CandleItem(low=248.0, high=248.8, open=248.85, close=248.15, color='RED') 2020-06-11 09:00:21 INFO: check need new order None 2020-06-11 09:00:21 INFO: init new order end 2020-06-11 09:00:21 INFO: 2020-06-11 09:00:21 INFO: 2020-06-11 09:00:21 INFO: 2020-06-11 09:00:21 INFO: 2020-06-11 09:02:00 INFO: 2020-06-11 09:02:00 INFO: 2020-06-11 09:02:00 INFO: 2020-06-11 09:02:00 INFO: 2020-06-11 09:02:00 INFO: clearing start 2020-06-11 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 09:02:00 INFO: skip by not found init order into storage 2020-06-11 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 09:02:00 INFO: skip by not found init order into storage 2020-06-11 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3118e26-f55b-1ab9-75bf-69a1d1eb7bac', 'clOrdID': '025c07456c8a4db4a04232039c1074f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 249.4, 'displayQty': None, 'stopPx': 249.35, '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': 696, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc())} 2020-06-11 09:02:00 INFO: order time=2020-06-11 05:00:20.730000+00:00; delta from now UTC=1:01:39.538586 time_delta.total_seconds()=3699.538586; time_diff_offset='3600' 2020-06-11 09:02:00 INFO: clear order 025c07456c8a4db4a04232039c1074f9 2020-06-11 09:02:00 INFO: process event {'orderID': 'd3118e26-f55b-1ab9-75bf-69a1d1eb7bac', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-11T06:02:00.297Z', 'clOrdID': '025c07456c8a4db4a04232039c1074f9', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-11 09:02:00 INFO: skip event 025c07456c8a4db4a04232039c1074f9 Canceled 2020-06-11 09:02:00 INFO: cancel order resp=[{'orderID': 'd3118e26-f55b-1ab9-75bf-69a1d1eb7bac', 'clOrdID': '025c07456c8a4db4a04232039c1074f9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 696, 'price': 249.4, 'displayQty': None, 'stopPx': 249.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 5, 0, 20, 730000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 6, 2, 0, 297000, tzinfo=tzutc())}] 2020-06-11 09:02:00 INFO: clearing end 2020-06-11 09:02:00 INFO: 2020-06-11 09:02:00 INFO: 2020-06-11 09:02:00 INFO: 2020-06-11 09:02:00 INFO: 2020-06-11 10:00:20 INFO: 2020-06-11 10:00:20 INFO: 2020-06-11 10:00:20 INFO: 2020-06-11 10:00:20 INFO: 2020-06-11 10:00:20 INFO: init new order start 2020-06-11 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.15, 'high': 248.45, 'low': 243.0, 'close': 247.05, 'trades': 7352, 'volume': 13427588, 'vwap': 245.8, 'lastSize': 500, 'turnover': 330048003735, 'homeNotional': 131514.2684397135, 'foreignNotional': 32326312.125173423}, {'timestamp': datetime.datetime(2020, 6, 11, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.85, 'high': 248.8, 'low': 248.0, 'close': 248.15, 'trades': 1231, 'volume': 1512822, 'vwap': 248.3, 'lastSize': 12, 'turnover': 37563198670, 'homeNotional': 14951.342233774494, 'foreignNotional': 3712403.45317369}, {'timestamp': datetime.datetime(2020, 6, 11, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.7, 'high': 249.3, 'low': 248.2, 'close': 248.85, 'trades': 1169, 'volume': 1304834, 'vwap': 248.82, 'lastSize': 1, 'turnover': 32466830935, 'homeNotional': 12905.971098489888, 'foreignNotional': 3211260.896694433}] 2020-06-11 10:00:20 INFO: prepare candles [CandleItem(low=243.0, high=248.45, open=248.15, close=247.05, color='RED'), CandleItem(low=248.0, high=248.8, open=248.85, close=248.15, color='RED'), CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN')] 2020-06-11 10:00:20 INFO: skip by colors first_candle=CandleItem(low=248.2, high=249.3, open=248.7, close=248.85, color='GREEN') second_candle=CandleItem(low=248.0, high=248.8, open=248.85, close=248.15, color='RED') last_candle=CandleItem(low=243.0, high=248.45, open=248.15, close=247.05, color='RED') 2020-06-11 10:00:20 INFO: check need new order None 2020-06-11 10:00:20 INFO: init new order end 2020-06-11 10:00:20 INFO: 2020-06-11 10:00:20 INFO: 2020-06-11 10:00:20 INFO: 2020-06-11 10:00:20 INFO: 2020-06-11 10:02:00 INFO: 2020-06-11 10:02:00 INFO: 2020-06-11 10:02:00 INFO: 2020-06-11 10:02:00 INFO: 2020-06-11 10:02:00 INFO: clearing start 2020-06-11 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 10:02:00 INFO: skip by not found init order into storage 2020-06-11 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 10:02:00 INFO: skip by not found init order into storage 2020-06-11 10:02:00 INFO: clearing end 2020-06-11 10:02:00 INFO: 2020-06-11 10:02:00 INFO: 2020-06-11 10:02:00 INFO: 2020-06-11 10:02:00 INFO: 2020-06-11 11:00:20 INFO: 2020-06-11 11:00:20 INFO: 2020-06-11 11:00:20 INFO: 2020-06-11 11:00:20 INFO: 2020-06-11 11:00:20 INFO: init new order start 2020-06-11 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.05, 'high': 247.05, 'low': 246.05, 'close': 246.2, 'trades': 1589, 'volume': 2125757, 'vwap': 246.5, 'lastSize': 200, 'turnover': 52398633540, 'homeNotional': 20847.152811410935, 'foreignNotional': 5138700.569904032}, {'timestamp': datetime.datetime(2020, 6, 11, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.15, 'high': 248.45, 'low': 243.0, 'close': 247.05, 'trades': 7352, 'volume': 13427588, 'vwap': 245.8, 'lastSize': 500, 'turnover': 330048003735, 'homeNotional': 131514.2684397135, 'foreignNotional': 32326312.125173423}, {'timestamp': datetime.datetime(2020, 6, 11, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.85, 'high': 248.8, 'low': 248.0, 'close': 248.15, 'trades': 1231, 'volume': 1512822, 'vwap': 248.3, 'lastSize': 12, 'turnover': 37563198670, 'homeNotional': 14951.342233774494, 'foreignNotional': 3712403.45317369}] 2020-06-11 11:00:20 INFO: prepare candles [CandleItem(low=246.05, high=247.05, open=247.05, close=246.2, color='RED'), CandleItem(low=243.0, high=248.45, open=248.15, close=247.05, color='RED'), CandleItem(low=248.0, high=248.8, open=248.85, close=248.15, color='RED')] 2020-06-11 11:00:20 INFO: skip by colors first_candle=CandleItem(low=248.0, high=248.8, open=248.85, close=248.15, color='RED') second_candle=CandleItem(low=243.0, high=248.45, open=248.15, close=247.05, color='RED') last_candle=CandleItem(low=246.05, high=247.05, open=247.05, close=246.2, color='RED') 2020-06-11 11:00:20 INFO: check need new order None 2020-06-11 11:00:20 INFO: init new order end 2020-06-11 11:00:20 INFO: 2020-06-11 11:00:20 INFO: 2020-06-11 11:00:20 INFO: 2020-06-11 11:00:20 INFO: 2020-06-11 11:02:00 INFO: 2020-06-11 11:02:00 INFO: 2020-06-11 11:02:00 INFO: 2020-06-11 11:02:00 INFO: 2020-06-11 11:02:00 INFO: clearing start 2020-06-11 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 11:02:01 INFO: skip by not found init order into storage 2020-06-11 11:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 11:02:01 INFO: skip by not found init order into storage 2020-06-11 11:02:01 INFO: clearing end 2020-06-11 11:02:01 INFO: 2020-06-11 11:02:01 INFO: 2020-06-11 11:02:01 INFO: 2020-06-11 11:02:01 INFO: 2020-06-11 12:00:20 INFO: 2020-06-11 12:00:20 INFO: 2020-06-11 12:00:20 INFO: 2020-06-11 12:00:20 INFO: 2020-06-11 12:00:20 INFO: init new order start 2020-06-11 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.2, 'high': 246.8, 'low': 246.0, 'close': 246.5, 'trades': 1148, 'volume': 1549002, 'vwap': 246.46, 'lastSize': 2799, 'turnover': 38175194475, 'homeNotional': 15187.31932442683, 'foreignNotional': 3742920.5485574612}, {'timestamp': datetime.datetime(2020, 6, 11, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.05, 'high': 247.05, 'low': 246.05, 'close': 246.2, 'trades': 1589, 'volume': 2125757, 'vwap': 246.5, 'lastSize': 200, 'turnover': 52398633540, 'homeNotional': 20847.152811410935, 'foreignNotional': 5138700.569904032}, {'timestamp': datetime.datetime(2020, 6, 11, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 248.15, 'high': 248.45, 'low': 243.0, 'close': 247.05, 'trades': 7352, 'volume': 13427588, 'vwap': 245.8, 'lastSize': 500, 'turnover': 330048003735, 'homeNotional': 131514.2684397135, 'foreignNotional': 32326312.125173423}] 2020-06-11 12:00:20 INFO: prepare candles [CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN'), CandleItem(low=246.05, high=247.05, open=247.05, close=246.2, color='RED'), CandleItem(low=243.0, high=248.45, open=248.15, close=247.05, color='RED')] 2020-06-11 12:00:20 INFO: last_candle=CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN') 2020-06-11 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN') 2020-06-11 12:00:20 INFO: skip by CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-11 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN') 2020-06-11 12:00:20 INFO: skip by CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-11 12:00:20 INFO: not found applicable config for candle 2020-06-11 12:00:20 INFO: check need new order None 2020-06-11 12:00:20 INFO: init new order end 2020-06-11 12:00:20 INFO: 2020-06-11 12:00:20 INFO: 2020-06-11 12:00:20 INFO: 2020-06-11 12:00:20 INFO: 2020-06-11 12:02:00 INFO: 2020-06-11 12:02:00 INFO: 2020-06-11 12:02:00 INFO: 2020-06-11 12:02:00 INFO: 2020-06-11 12:02:00 INFO: clearing start 2020-06-11 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 12:02:00 INFO: skip by not found init order into storage 2020-06-11 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 12:02:00 INFO: skip by not found init order into storage 2020-06-11 12:02:00 INFO: clearing end 2020-06-11 12:02:00 INFO: 2020-06-11 12:02:00 INFO: 2020-06-11 12:02:00 INFO: 2020-06-11 12:02:00 INFO: 2020-06-11 13:00:20 INFO: 2020-06-11 13:00:20 INFO: 2020-06-11 13:00:20 INFO: 2020-06-11 13:00:20 INFO: 2020-06-11 13:00:20 INFO: init new order start 2020-06-11 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.5, 'high': 246.65, 'low': 244.85, 'close': 245.7, 'trades': 2847, 'volume': 3823876, 'vwap': 245.75, 'lastSize': 1296, 'turnover': 93971407725, 'homeNotional': 37464.03230079503, 'foreignNotional': 9206768.904456114}, {'timestamp': datetime.datetime(2020, 6, 11, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.2, 'high': 246.8, 'low': 246.0, 'close': 246.5, 'trades': 1148, 'volume': 1549002, 'vwap': 246.46, 'lastSize': 2799, 'turnover': 38175194475, 'homeNotional': 15187.31932442683, 'foreignNotional': 3742920.5485574612}, {'timestamp': datetime.datetime(2020, 6, 11, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 247.05, 'high': 247.05, 'low': 246.05, 'close': 246.2, 'trades': 1589, 'volume': 2125757, 'vwap': 246.5, 'lastSize': 200, 'turnover': 52398633540, 'homeNotional': 20847.152811410935, 'foreignNotional': 5138700.569904032}] 2020-06-11 13:00:20 INFO: prepare candles [CandleItem(low=244.85, high=246.65, open=246.5, close=245.7, color='RED'), CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN'), CandleItem(low=246.05, high=247.05, open=247.05, close=246.2, color='RED')] 2020-06-11 13:00:20 INFO: skip by colors first_candle=CandleItem(low=246.05, high=247.05, open=247.05, close=246.2, color='RED') second_candle=CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN') last_candle=CandleItem(low=244.85, high=246.65, open=246.5, close=245.7, color='RED') 2020-06-11 13:00:20 INFO: check need new order None 2020-06-11 13:00:20 INFO: init new order end 2020-06-11 13:00:20 INFO: 2020-06-11 13:00:20 INFO: 2020-06-11 13:00:20 INFO: 2020-06-11 13:00:20 INFO: 2020-06-11 13:02:00 INFO: 2020-06-11 13:02:00 INFO: 2020-06-11 13:02:00 INFO: 2020-06-11 13:02:00 INFO: 2020-06-11 13:02:00 INFO: clearing start 2020-06-11 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 13:02:00 INFO: skip by not found init order into storage 2020-06-11 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 13:02:00 INFO: skip by not found init order into storage 2020-06-11 13:02:00 INFO: clearing end 2020-06-11 13:02:00 INFO: 2020-06-11 13:02:00 INFO: 2020-06-11 13:02:00 INFO: 2020-06-11 13:02:00 INFO: 2020-06-11 14:00:20 INFO: 2020-06-11 14:00:20 INFO: 2020-06-11 14:00:20 INFO: 2020-06-11 14:00:20 INFO: 2020-06-11 14:00:20 INFO: init new order start 2020-06-11 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.7, 'high': 246.3, 'low': 245.15, 'close': 246.25, 'trades': 1605, 'volume': 2142734, 'vwap': 245.62, 'lastSize': 375, 'turnover': 52628648665, 'homeNotional': 20959.838028801347, 'foreignNotional': 5148043.775176849}, {'timestamp': datetime.datetime(2020, 6, 11, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.5, 'high': 246.65, 'low': 244.85, 'close': 245.7, 'trades': 2847, 'volume': 3823876, 'vwap': 245.75, 'lastSize': 1296, 'turnover': 93971407725, 'homeNotional': 37464.03230079503, 'foreignNotional': 9206768.904456114}, {'timestamp': datetime.datetime(2020, 6, 11, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.2, 'high': 246.8, 'low': 246.0, 'close': 246.5, 'trades': 1148, 'volume': 1549002, 'vwap': 246.46, 'lastSize': 2799, 'turnover': 38175194475, 'homeNotional': 15187.31932442683, 'foreignNotional': 3742920.5485574612}] 2020-06-11 14:00:21 INFO: prepare candles [CandleItem(low=245.15, high=246.3, open=245.7, close=246.25, color='GREEN'), CandleItem(low=244.85, high=246.65, open=246.5, close=245.7, color='RED'), CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN')] 2020-06-11 14:00:21 INFO: skip by colors first_candle=CandleItem(low=246.0, high=246.8, open=246.2, close=246.5, color='GREEN') second_candle=CandleItem(low=244.85, high=246.65, open=246.5, close=245.7, color='RED') last_candle=CandleItem(low=245.15, high=246.3, open=245.7, close=246.25, color='GREEN') 2020-06-11 14:00:21 INFO: check need new order None 2020-06-11 14:00:21 INFO: init new order end 2020-06-11 14:00:21 INFO: 2020-06-11 14:00:21 INFO: 2020-06-11 14:00:21 INFO: 2020-06-11 14:00:21 INFO: 2020-06-11 14:02:00 INFO: 2020-06-11 14:02:00 INFO: 2020-06-11 14:02:00 INFO: 2020-06-11 14:02:00 INFO: 2020-06-11 14:02:00 INFO: clearing start 2020-06-11 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 14:02:00 INFO: skip by not found init order into storage 2020-06-11 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 14:02:00 INFO: skip by not found init order into storage 2020-06-11 14:02:00 INFO: clearing end 2020-06-11 14:02:00 INFO: 2020-06-11 14:02:00 INFO: 2020-06-11 14:02:00 INFO: 2020-06-11 14:02:00 INFO: 2020-06-11 15:00:20 INFO: 2020-06-11 15:00:20 INFO: 2020-06-11 15:00:20 INFO: 2020-06-11 15:00:20 INFO: 2020-06-11 15:00:20 INFO: init new order start 2020-06-11 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.25, 'high': 246.3, 'low': 243.9, 'close': 245.35, 'trades': 2854, 'volume': 4112300, 'vwap': 245.01, 'lastSize': 1, 'turnover': 100751641495, 'homeNotional': 40159.313619474946, 'foreignNotional': 9839086.159471868}, {'timestamp': datetime.datetime(2020, 6, 11, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.7, 'high': 246.3, 'low': 245.15, 'close': 246.25, 'trades': 1605, 'volume': 2142734, 'vwap': 245.62, 'lastSize': 375, 'turnover': 52628648665, 'homeNotional': 20959.838028801347, 'foreignNotional': 5148043.775176849}, {'timestamp': datetime.datetime(2020, 6, 11, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.5, 'high': 246.65, 'low': 244.85, 'close': 245.7, 'trades': 2847, 'volume': 3823876, 'vwap': 245.75, 'lastSize': 1296, 'turnover': 93971407725, 'homeNotional': 37464.03230079503, 'foreignNotional': 9206768.904456114}] 2020-06-11 15:00:20 INFO: prepare candles [CandleItem(low=243.9, high=246.3, open=246.25, close=245.35, color='RED'), CandleItem(low=245.15, high=246.3, open=245.7, close=246.25, color='GREEN'), CandleItem(low=244.85, high=246.65, open=246.5, close=245.7, color='RED')] 2020-06-11 15:00:20 INFO: skip by colors first_candle=CandleItem(low=244.85, high=246.65, open=246.5, close=245.7, color='RED') second_candle=CandleItem(low=245.15, high=246.3, open=245.7, close=246.25, color='GREEN') last_candle=CandleItem(low=243.9, high=246.3, open=246.25, close=245.35, color='RED') 2020-06-11 15:00:20 INFO: check need new order None 2020-06-11 15:00:20 INFO: init new order end 2020-06-11 15:00:20 INFO: 2020-06-11 15:00:20 INFO: 2020-06-11 15:00:20 INFO: 2020-06-11 15:00:20 INFO: 2020-06-11 15:02:00 INFO: 2020-06-11 15:02:00 INFO: 2020-06-11 15:02:00 INFO: 2020-06-11 15:02:00 INFO: 2020-06-11 15:02:00 INFO: clearing start 2020-06-11 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 15:02:00 INFO: skip by not found init order into storage 2020-06-11 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 15:02:00 INFO: skip by not found init order into storage 2020-06-11 15:02:00 INFO: clearing end 2020-06-11 15:02:00 INFO: 2020-06-11 15:02:00 INFO: 2020-06-11 15:02:00 INFO: 2020-06-11 15:02:00 INFO: 2020-06-11 16:00:20 INFO: 2020-06-11 16:00:20 INFO: 2020-06-11 16:00:20 INFO: 2020-06-11 16:00:20 INFO: 2020-06-11 16:00:20 INFO: init new order start 2020-06-11 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 245.65, 'low': 243.0, 'close': 243.95, 'trades': 3806, 'volume': 4963871, 'vwap': 244.52, 'lastSize': 958, 'turnover': 121375337980, 'homeNotional': 48375.17643635295, 'foreignNotional': 11828679.052588409}, {'timestamp': datetime.datetime(2020, 6, 11, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.25, 'high': 246.3, 'low': 243.9, 'close': 245.35, 'trades': 2854, 'volume': 4112300, 'vwap': 245.01, 'lastSize': 1, 'turnover': 100751641495, 'homeNotional': 40159.313619474946, 'foreignNotional': 9839086.159471868}, {'timestamp': datetime.datetime(2020, 6, 11, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.7, 'high': 246.3, 'low': 245.15, 'close': 246.25, 'trades': 1605, 'volume': 2142734, 'vwap': 245.62, 'lastSize': 375, 'turnover': 52628648665, 'homeNotional': 20959.838028801347, 'foreignNotional': 5148043.775176849}] 2020-06-11 16:00:20 INFO: prepare candles [CandleItem(low=243.0, high=245.65, open=245.35, close=243.95, color='RED'), CandleItem(low=243.9, high=246.3, open=246.25, close=245.35, color='RED'), CandleItem(low=245.15, high=246.3, open=245.7, close=246.25, color='GREEN')] 2020-06-11 16:00:20 INFO: skip by colors first_candle=CandleItem(low=245.15, high=246.3, open=245.7, close=246.25, color='GREEN') second_candle=CandleItem(low=243.9, high=246.3, open=246.25, close=245.35, color='RED') last_candle=CandleItem(low=243.0, high=245.65, open=245.35, close=243.95, color='RED') 2020-06-11 16:00:20 INFO: check need new order None 2020-06-11 16:00:20 INFO: init new order end 2020-06-11 16:00:20 INFO: 2020-06-11 16:00:20 INFO: 2020-06-11 16:00:20 INFO: 2020-06-11 16:00:20 INFO: 2020-06-11 16:02:00 INFO: 2020-06-11 16:02:00 INFO: 2020-06-11 16:02:00 INFO: 2020-06-11 16:02:00 INFO: 2020-06-11 16:02:00 INFO: clearing start 2020-06-11 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc())} 2020-06-11 16:02:00 INFO: skip by not found init order into storage 2020-06-11 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': 240.35, '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': 533, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 3, 23, 12, 222000, tzinfo=tzutc())} 2020-06-11 16:02:00 INFO: skip by not found init order into storage 2020-06-11 16:02:00 INFO: clearing end 2020-06-11 16:02:00 INFO: 2020-06-11 16:02:00 INFO: 2020-06-11 16:02:00 INFO: 2020-06-11 16:02:00 INFO: 2020-06-11 16:16:20 INFO: process event {'orderID': '73678819-ff04-f178-1a66-40397f0579bf', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 533, 'avgPx': 240.35, 'timestamp': '2020-06-11T13:16:20.307Z', 'clOrdID': '1d7509e4ee6f4017ad65041c5137e0b2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-11 16:16:20 INFO: add new event={'uid': '1d7509e4ee6f4017ad65041c5137e0b2', 'status': 'Filled'} 2020-06-11 16:16:21 INFO: 2020-06-11 16:16:21 INFO: 2020-06-11 16:16:21 INFO: 2020-06-11 16:16:21 INFO: 2020-06-11 16:16:21 INFO: process event start 2020-06-11 16:16:21 INFO: fetch new order event 1d7509e4ee6f4017ad65041c5137e0b2 2020-06-11 16:16:21 INFO: fetch orders by event init=None profit_pair=967cb3568a77418ebccc2184bfca67ef 2020-06-11 16:16:21 INFO: process profit order filled 2020-06-11 16:16:22 INFO: cancel order=967cb3568a77418ebccc2184bfca67ef [{'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 533, 'price': None, 'displayQty': None, 'stopPx': 250.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 3, 23, 12, 188000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 13, 16, 22, 371000, tzinfo=tzutc())}] 2020-06-11 16:16:22 INFO: end process event_processing_result='proceed profit order' 2020-06-11 16:16:22 INFO: 2020-06-11 16:16:22 INFO: 2020-06-11 16:16:22 INFO: 2020-06-11 16:16:22 INFO: 2020-06-11 16:16:22 INFO: process event {'orderID': '30293f1b-fd17-0cb3-60b8-4a3f96e45afa', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-06-11T13:16:22.371Z', 'clOrdID': '967cb3568a77418ebccc2184bfca67ef', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-11 16:16:22 INFO: skip event 967cb3568a77418ebccc2184bfca67ef Canceled 2020-06-11 17:00:20 INFO: 2020-06-11 17:00:20 INFO: 2020-06-11 17:00:20 INFO: 2020-06-11 17:00:20 INFO: 2020-06-11 17:00:20 INFO: init new order start 2020-06-11 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 243.95, 'low': 239.35, 'close': 240.8, 'trades': 10745, 'volume': 14122064, 'vwap': 241.62, 'lastSize': 11, 'turnover': 341212849220, 'homeNotional': 136540.60699497492, 'foreignNotional': 32990922.442997}, {'timestamp': datetime.datetime(2020, 6, 11, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 245.65, 'low': 243.0, 'close': 243.95, 'trades': 3806, 'volume': 4963871, 'vwap': 244.52, 'lastSize': 958, 'turnover': 121375337980, 'homeNotional': 48375.17643635295, 'foreignNotional': 11828679.052588409}, {'timestamp': datetime.datetime(2020, 6, 11, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.25, 'high': 246.3, 'low': 243.9, 'close': 245.35, 'trades': 2854, 'volume': 4112300, 'vwap': 245.01, 'lastSize': 1, 'turnover': 100751641495, 'homeNotional': 40159.313619474946, 'foreignNotional': 9839086.159471868}] 2020-06-11 17:00:20 INFO: prepare candles [CandleItem(low=239.35, high=243.95, open=243.95, close=240.8, color='RED'), CandleItem(low=243.0, high=245.65, open=245.35, close=243.95, color='RED'), CandleItem(low=243.9, high=246.3, open=246.25, close=245.35, color='RED')] 2020-06-11 17:00:20 INFO: skip by colors first_candle=CandleItem(low=243.9, high=246.3, open=246.25, close=245.35, color='RED') second_candle=CandleItem(low=243.0, high=245.65, open=245.35, close=243.95, color='RED') last_candle=CandleItem(low=239.35, high=243.95, open=243.95, close=240.8, color='RED') 2020-06-11 17:00:20 INFO: check need new order None 2020-06-11 17:00:20 INFO: init new order end 2020-06-11 17:00:20 INFO: 2020-06-11 17:00:20 INFO: 2020-06-11 17:00:20 INFO: 2020-06-11 17:00:20 INFO: 2020-06-11 17:02:00 INFO: 2020-06-11 17:02:00 INFO: 2020-06-11 17:02:00 INFO: 2020-06-11 17:02:00 INFO: 2020-06-11 17:02:00 INFO: clearing start 2020-06-11 17:02:00 INFO: clearing end 2020-06-11 17:02:00 INFO: 2020-06-11 17:02:00 INFO: 2020-06-11 17:02:00 INFO: 2020-06-11 17:02:00 INFO: 2020-06-11 17:36:00 ERROR: Error : Connection is already closed. 2020-06-11 17:36:00 ERROR: error from callback >: Connection is already closed. 2020-06-11 17:36:00 INFO: Websocket Closed 2020-06-11 17:36:00 WARNING: reconnect to socket 2020-06-11 17:36:00 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-06-11 17:36:00 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-06-11 17:36:00 INFO: Authenticating with API Key. 2020-06-11 17:36:01 INFO: Connected to WS. 2020-06-11 18:00:20 INFO: 2020-06-11 18:00:20 INFO: 2020-06-11 18:00:20 INFO: 2020-06-11 18:00:20 INFO: 2020-06-11 18:00:20 INFO: init new order start 2020-06-11 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 241.85, 'low': 240.1, 'close': 240.7, 'trades': 3240, 'volume': 4101450, 'vwap': 241.06, 'lastSize': 200, 'turnover': 98867466165, 'homeNotional': 39484.0948472399, 'foreignNotional': 9517864.200375585}, {'timestamp': datetime.datetime(2020, 6, 11, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 243.95, 'low': 239.35, 'close': 240.8, 'trades': 10745, 'volume': 14122064, 'vwap': 241.62, 'lastSize': 11, 'turnover': 341212849220, 'homeNotional': 136540.60699497492, 'foreignNotional': 32990922.442997}, {'timestamp': datetime.datetime(2020, 6, 11, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 245.65, 'low': 243.0, 'close': 243.95, 'trades': 3806, 'volume': 4963871, 'vwap': 244.52, 'lastSize': 958, 'turnover': 121375337980, 'homeNotional': 48375.17643635295, 'foreignNotional': 11828679.052588409}] 2020-06-11 18:00:21 INFO: prepare candles [CandleItem(low=240.1, high=241.85, open=240.8, close=240.7, color='RED'), CandleItem(low=239.35, high=243.95, open=243.95, close=240.8, color='RED'), CandleItem(low=243.0, high=245.65, open=245.35, close=243.95, color='RED')] 2020-06-11 18:00:21 INFO: skip by colors first_candle=CandleItem(low=243.0, high=245.65, open=245.35, close=243.95, color='RED') second_candle=CandleItem(low=239.35, high=243.95, open=243.95, close=240.8, color='RED') last_candle=CandleItem(low=240.1, high=241.85, open=240.8, close=240.7, color='RED') 2020-06-11 18:00:21 INFO: check need new order None 2020-06-11 18:00:21 INFO: init new order end 2020-06-11 18:00:21 INFO: 2020-06-11 18:00:21 INFO: 2020-06-11 18:00:21 INFO: 2020-06-11 18:00:21 INFO: 2020-06-11 18:02:00 INFO: 2020-06-11 18:02:00 INFO: 2020-06-11 18:02:00 INFO: 2020-06-11 18:02:00 INFO: 2020-06-11 18:02:00 INFO: clearing start 2020-06-11 18:02:00 INFO: clearing end 2020-06-11 18:02:00 INFO: 2020-06-11 18:02:00 INFO: 2020-06-11 18:02:00 INFO: 2020-06-11 18:02:00 INFO: 2020-06-11 19:00:20 INFO: 2020-06-11 19:00:20 INFO: 2020-06-11 19:00:20 INFO: 2020-06-11 19:00:20 INFO: 2020-06-11 19:00:20 INFO: init new order start 2020-06-11 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.7, 'high': 240.75, 'low': 237.65, 'close': 238.7, 'trades': 5150, 'volume': 6332328, 'vwap': 239.23, 'lastSize': 37, 'turnover': 151483440555, 'homeNotional': 60385.333376400136, 'foreignNotional': 14445629.832339061}, {'timestamp': datetime.datetime(2020, 6, 11, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 241.85, 'low': 240.1, 'close': 240.7, 'trades': 3240, 'volume': 4101450, 'vwap': 241.06, 'lastSize': 200, 'turnover': 98867466165, 'homeNotional': 39484.0948472399, 'foreignNotional': 9517864.200375585}, {'timestamp': datetime.datetime(2020, 6, 11, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 243.95, 'low': 239.35, 'close': 240.8, 'trades': 10745, 'volume': 14122064, 'vwap': 241.62, 'lastSize': 11, 'turnover': 341212849220, 'homeNotional': 136540.60699497492, 'foreignNotional': 32990922.442997}] 2020-06-11 19:00:20 INFO: prepare candles [CandleItem(low=237.65, high=240.75, open=240.7, close=238.7, color='RED'), CandleItem(low=240.1, high=241.85, open=240.8, close=240.7, color='RED'), CandleItem(low=239.35, high=243.95, open=243.95, close=240.8, color='RED')] 2020-06-11 19:00:20 INFO: skip by colors first_candle=CandleItem(low=239.35, high=243.95, open=243.95, close=240.8, color='RED') second_candle=CandleItem(low=240.1, high=241.85, open=240.8, close=240.7, color='RED') last_candle=CandleItem(low=237.65, high=240.75, open=240.7, close=238.7, color='RED') 2020-06-11 19:00:20 INFO: check need new order None 2020-06-11 19:00:20 INFO: init new order end 2020-06-11 19:00:20 INFO: 2020-06-11 19:00:20 INFO: 2020-06-11 19:00:20 INFO: 2020-06-11 19:00:20 INFO: 2020-06-11 19:02:00 INFO: 2020-06-11 19:02:00 INFO: 2020-06-11 19:02:00 INFO: 2020-06-11 19:02:00 INFO: 2020-06-11 19:02:00 INFO: clearing start 2020-06-11 19:02:00 INFO: clearing end 2020-06-11 19:02:00 INFO: 2020-06-11 19:02:00 INFO: 2020-06-11 19:02:00 INFO: 2020-06-11 19:02:00 INFO: 2020-06-11 20:00:20 INFO: 2020-06-11 20:00:20 INFO: 2020-06-11 20:00:20 INFO: 2020-06-11 20:00:20 INFO: 2020-06-11 20:00:20 INFO: init new order start 2020-06-11 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 239.35, 'low': 226.1, 'close': 226.35, 'trades': 18421, 'volume': 27784460, 'vwap': 233.89, 'lastSize': 10, 'turnover': 649833864430, 'homeNotional': 261558.42687351926, 'foreignNotional': 61183067.92454095}, {'timestamp': datetime.datetime(2020, 6, 11, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.7, 'high': 240.75, 'low': 237.65, 'close': 238.7, 'trades': 5150, 'volume': 6332328, 'vwap': 239.23, 'lastSize': 37, 'turnover': 151483440555, 'homeNotional': 60385.333376400136, 'foreignNotional': 14445629.832339061}, {'timestamp': datetime.datetime(2020, 6, 11, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 241.85, 'low': 240.1, 'close': 240.7, 'trades': 3240, 'volume': 4101450, 'vwap': 241.06, 'lastSize': 200, 'turnover': 98867466165, 'homeNotional': 39484.0948472399, 'foreignNotional': 9517864.200375585}] 2020-06-11 20:00:21 INFO: prepare candles [CandleItem(low=226.1, high=239.35, open=238.7, close=226.35, color='RED'), CandleItem(low=237.65, high=240.75, open=240.7, close=238.7, color='RED'), CandleItem(low=240.1, high=241.85, open=240.8, close=240.7, color='RED')] 2020-06-11 20:00:21 INFO: skip by colors first_candle=CandleItem(low=240.1, high=241.85, open=240.8, close=240.7, color='RED') second_candle=CandleItem(low=237.65, high=240.75, open=240.7, close=238.7, color='RED') last_candle=CandleItem(low=226.1, high=239.35, open=238.7, close=226.35, color='RED') 2020-06-11 20:00:21 INFO: check need new order None 2020-06-11 20:00:21 INFO: init new order end 2020-06-11 20:00:21 INFO: 2020-06-11 20:00:21 INFO: 2020-06-11 20:00:21 INFO: 2020-06-11 20:00:21 INFO: 2020-06-11 20:02:00 INFO: 2020-06-11 20:02:00 INFO: 2020-06-11 20:02:00 INFO: 2020-06-11 20:02:00 INFO: 2020-06-11 20:02:00 INFO: clearing start 2020-06-11 20:02:00 INFO: clearing end 2020-06-11 20:02:00 INFO: 2020-06-11 20:02:00 INFO: 2020-06-11 20:02:00 INFO: 2020-06-11 20:02:00 INFO: 2020-06-11 21:00:20 INFO: 2020-06-11 21:00:20 INFO: 2020-06-11 21:00:20 INFO: 2020-06-11 21:00:20 INFO: 2020-06-11 21:00:20 INFO: init new order start 2020-06-11 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 234.7, 'low': 225.55, 'close': 234.55, 'trades': 10117, 'volume': 16514295, 'vwap': 231.19, 'lastSize': 3000, 'turnover': 381793161865, 'homeNotional': 152903.19979304538, 'foreignNotional': 35351989.97270655}, {'timestamp': datetime.datetime(2020, 6, 11, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 239.35, 'low': 226.1, 'close': 226.35, 'trades': 18421, 'volume': 27784460, 'vwap': 233.89, 'lastSize': 10, 'turnover': 649833864430, 'homeNotional': 261558.42687351926, 'foreignNotional': 61183067.92454095}, {'timestamp': datetime.datetime(2020, 6, 11, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.7, 'high': 240.75, 'low': 237.65, 'close': 238.7, 'trades': 5150, 'volume': 6332328, 'vwap': 239.23, 'lastSize': 37, 'turnover': 151483440555, 'homeNotional': 60385.333376400136, 'foreignNotional': 14445629.832339061}] 2020-06-11 21:00:20 INFO: prepare candles [CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN'), CandleItem(low=226.1, high=239.35, open=238.7, close=226.35, color='RED'), CandleItem(low=237.65, high=240.75, open=240.7, close=238.7, color='RED')] 2020-06-11 21:00:20 INFO: last_candle=CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN') 2020-06-11 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN') 2020-06-11 21:00:20 INFO: skip by CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-11 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-11 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN') 2020-06-11 21:00:20 INFO: skip by CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-11 21:00:20 INFO: not found applicable config for candle 2020-06-11 21:00:20 INFO: check need new order None 2020-06-11 21:00:20 INFO: init new order end 2020-06-11 21:00:20 INFO: 2020-06-11 21:00:20 INFO: 2020-06-11 21:00:20 INFO: 2020-06-11 21:00:20 INFO: 2020-06-11 21:02:00 INFO: 2020-06-11 21:02:00 INFO: 2020-06-11 21:02:00 INFO: 2020-06-11 21:02:00 INFO: 2020-06-11 21:02:00 INFO: clearing start 2020-06-11 21:02:00 INFO: clearing end 2020-06-11 21:02:00 INFO: 2020-06-11 21:02:00 INFO: 2020-06-11 21:02:00 INFO: 2020-06-11 21:02:00 INFO: 2020-06-11 22:00:20 INFO: 2020-06-11 22:00:20 INFO: 2020-06-11 22:00:20 INFO: 2020-06-11 22:00:20 INFO: 2020-06-11 22:00:20 INFO: init new order start 2020-06-11 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 234.7, 'low': 232.95, 'close': 233.7, 'trades': 3414, 'volume': 4201105, 'vwap': 234.05, 'lastSize': 1, 'turnover': 98326759240, 'homeNotional': 39229.485083069856, 'foreignNotional': 9181689.729021134}, {'timestamp': datetime.datetime(2020, 6, 11, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 234.7, 'low': 225.55, 'close': 234.55, 'trades': 10117, 'volume': 16514295, 'vwap': 231.19, 'lastSize': 3000, 'turnover': 381793161865, 'homeNotional': 152903.19979304538, 'foreignNotional': 35351989.97270655}, {'timestamp': datetime.datetime(2020, 6, 11, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.7, 'high': 239.35, 'low': 226.1, 'close': 226.35, 'trades': 18421, 'volume': 27784460, 'vwap': 233.89, 'lastSize': 10, 'turnover': 649833864430, 'homeNotional': 261558.42687351926, 'foreignNotional': 61183067.92454095}] 2020-06-11 22:00:20 INFO: prepare candles [CandleItem(low=232.95, high=234.7, open=234.55, close=233.7, color='RED'), CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN'), CandleItem(low=226.1, high=239.35, open=238.7, close=226.35, color='RED')] 2020-06-11 22:00:20 INFO: skip by colors first_candle=CandleItem(low=226.1, high=239.35, open=238.7, close=226.35, color='RED') second_candle=CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN') last_candle=CandleItem(low=232.95, high=234.7, open=234.55, close=233.7, color='RED') 2020-06-11 22:00:20 INFO: check need new order None 2020-06-11 22:00:20 INFO: init new order end 2020-06-11 22:00:20 INFO: 2020-06-11 22:00:20 INFO: 2020-06-11 22:00:20 INFO: 2020-06-11 22:00:20 INFO: 2020-06-11 22:02:00 INFO: 2020-06-11 22:02:00 INFO: 2020-06-11 22:02:00 INFO: 2020-06-11 22:02:00 INFO: 2020-06-11 22:02:00 INFO: clearing start 2020-06-11 22:02:00 INFO: clearing end 2020-06-11 22:02:00 INFO: 2020-06-11 22:02:00 INFO: 2020-06-11 22:02:00 INFO: 2020-06-11 22:02:00 INFO: 2020-06-11 23:00:20 INFO: 2020-06-11 23:00:20 INFO: 2020-06-11 23:00:20 INFO: 2020-06-11 23:00:20 INFO: 2020-06-11 23:00:20 INFO: init new order start 2020-06-11 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 233.75, 'low': 231.45, 'close': 232.1, 'trades': 3092, 'volume': 3541082, 'vwap': 232.48, 'lastSize': 1, 'turnover': 82322922550, 'homeNotional': 32878.06693790734, 'foreignNotional': 7643509.88480787}, {'timestamp': datetime.datetime(2020, 6, 11, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 234.7, 'low': 232.95, 'close': 233.7, 'trades': 3414, 'volume': 4201105, 'vwap': 234.05, 'lastSize': 1, 'turnover': 98326759240, 'homeNotional': 39229.485083069856, 'foreignNotional': 9181689.729021134}, {'timestamp': datetime.datetime(2020, 6, 11, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 226.35, 'high': 234.7, 'low': 225.55, 'close': 234.55, 'trades': 10117, 'volume': 16514295, 'vwap': 231.19, 'lastSize': 3000, 'turnover': 381793161865, 'homeNotional': 152903.19979304538, 'foreignNotional': 35351989.97270655}] 2020-06-11 23:00:20 INFO: prepare candles [CandleItem(low=231.45, high=233.75, open=233.7, close=232.1, color='RED'), CandleItem(low=232.95, high=234.7, open=234.55, close=233.7, color='RED'), CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN')] 2020-06-11 23:00:20 INFO: skip by colors first_candle=CandleItem(low=225.55, high=234.7, open=226.35, close=234.55, color='GREEN') second_candle=CandleItem(low=232.95, high=234.7, open=234.55, close=233.7, color='RED') last_candle=CandleItem(low=231.45, high=233.75, open=233.7, close=232.1, color='RED') 2020-06-11 23:00:20 INFO: check need new order None 2020-06-11 23:00:20 INFO: init new order end 2020-06-11 23:00:20 INFO: 2020-06-11 23:00:20 INFO: 2020-06-11 23:00:20 INFO: 2020-06-11 23:00:20 INFO: 2020-06-11 23:02:00 INFO: 2020-06-11 23:02:00 INFO: 2020-06-11 23:02:00 INFO: 2020-06-11 23:02:00 INFO: 2020-06-11 23:02:00 INFO: clearing start 2020-06-11 23:02:00 INFO: clearing end 2020-06-11 23:02:00 INFO: 2020-06-11 23:02:00 INFO: 2020-06-11 23:02:00 INFO: 2020-06-11 23:02:00 INFO: 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:20 INFO: init new order start 2020-06-12 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 232.5, 'low': 228.75, 'close': 232.3, 'trades': 7476, 'volume': 8401322, 'vwap': 230.19, 'lastSize': 1000, 'turnover': 193387266075, 'homeNotional': 77792.64991168438, 'foreignNotional': 17906974.622292683}, {'timestamp': datetime.datetime(2020, 6, 11, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 233.75, 'low': 231.45, 'close': 232.1, 'trades': 3092, 'volume': 3541082, 'vwap': 232.48, 'lastSize': 1, 'turnover': 82322922550, 'homeNotional': 32878.06693790734, 'foreignNotional': 7643509.88480787}, {'timestamp': datetime.datetime(2020, 6, 11, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.55, 'high': 234.7, 'low': 232.95, 'close': 233.7, 'trades': 3414, 'volume': 4201105, 'vwap': 234.05, 'lastSize': 1, 'turnover': 98326759240, 'homeNotional': 39229.485083069856, 'foreignNotional': 9181689.729021134}] 2020-06-12 00:00:20 INFO: prepare candles [CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN'), CandleItem(low=231.45, high=233.75, open=233.7, close=232.1, color='RED'), CandleItem(low=232.95, high=234.7, open=234.55, close=233.7, color='RED')] 2020-06-12 00:00:20 INFO: last_candle=CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN') 2020-06-12 00:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN') 2020-06-12 00:00:20 INFO: skip by CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 00:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 00:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN') 2020-06-12 00:00:20 INFO: apply filter None to candle=CandleItem(low=231.45, high=233.75, open=233.7, close=232.1, color='RED') 2020-06-12 00:00:20 INFO: apply filter None to candle=CandleItem(low=232.95, high=234.7, open=234.55, close=233.7, color='RED') 2020-06-12 00:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-06-12 00:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-06-12 00:00:20 INFO: place order: start candle=CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-06-12 00:00:20 INFO: place order: side_factor=-1 init_trigger_price=232.55 init_order_price=232.6 stop_price_offset=0.0 candle.size=3.75 stop_price=228.75 take_price=251.35 2020-06-12 00:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('232.55000000000001136868377216160297393798828125') init_order_price=Decimal('232.599999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=3.75 stop_price=Decimal('228.75') take_price=Decimal('251.349999999999994315658113919198513031005859375') 2020-06-12 00:00:20 INFO: place order: compute qty=211 2020-06-12 00:00:20 INFO: place order: save order to db 136fef24b64444df93a02ad93491e979; response=True 2020-06-12 00:00:20 INFO: post order to exchange resp={'orderID': '8660f782-db08-a325-f3c0-bc695ec05733', 'clOrdID': '136fef24b64444df93a02ad93491e979', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 211, 'price': 232.6, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 20, 801000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 20, 801000, tzinfo=tzutc())} 2020-06-12 00:00:20 INFO: place new init order {'qty': 211, 'init_price': Decimal('232.55000000000001136868377216160297393798828125'), 'stop_price': Decimal('228.75'), 'take_price': Decimal('251.349999999999994315658113919198513031005859375'), 'order_uid': '136fef24b64444df93a02ad93491e979', 'response': {'orderID': '8660f782-db08-a325-f3c0-bc695ec05733', 'clOrdID': '136fef24b64444df93a02ad93491e979', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 211, 'price': 232.6, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 20, 801000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 20, 801000, tzinfo=tzutc())}} 2020-06-12 00:00:20 INFO: init new order end 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:20 INFO: 2020-06-12 00:00:21 INFO: process event {'orderID': '8660f782-db08-a325-f3c0-bc695ec05733', 'clOrdID': '136fef24b64444df93a02ad93491e979', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 211, 'price': 232.6, 'displayQty': None, 'stopPx': 232.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-11T21:00:20.801Z', 'timestamp': '2020-06-11T21:00:20.801Z'} 2020-06-12 00:00:21 INFO: skip event 136fef24b64444df93a02ad93491e979 New 2020-06-12 00:00:57 INFO: process event {'orderID': '8660f782-db08-a325-f3c0-bc695ec05733', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-11T21:00:57.970Z', 'clOrdID': '136fef24b64444df93a02ad93491e979', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-12 00:00:57 INFO: skip event 136fef24b64444df93a02ad93491e979 2020-06-12 00:00:57 INFO: process event {'orderID': '8660f782-db08-a325-f3c0-bc695ec05733', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 211, 'avgPx': 232.55, 'transactTime': '2020-06-11T21:00:57.970Z', 'clOrdID': '136fef24b64444df93a02ad93491e979', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-11T21:00:57.970Z'} 2020-06-12 00:00:57 INFO: add new event={'uid': '136fef24b64444df93a02ad93491e979', 'status': 'Filled'} 2020-06-12 00:00:58 INFO: 2020-06-12 00:00:58 INFO: 2020-06-12 00:00:58 INFO: 2020-06-12 00:00:58 INFO: 2020-06-12 00:00:58 INFO: process event start 2020-06-12 00:00:58 INFO: fetch new order event 136fef24b64444df93a02ad93491e979 2020-06-12 00:00:58 INFO: fetch orders by event init={'stop': '228.75', 'take': '251.349999999999994315658113919198513031005859375', 'qty': '211', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-12 00:00:58 INFO: process init order filled 2020-06-12 00:00:58 INFO: save profit orders to storage stop=007c309bc6bb4066b8f30ced02fb376c take=cb103acbd94f49219694811ac22eae4a 2020-06-12 00:00:58 INFO: place profit orders take_price=251.349999999999994315658113919198513031005859375, stop_price=228.75, qty=211, color=GREEN, ticker=ETHUSD 007c309bc6bb4066b8f30ced02fb376c cb103acbd94f49219694811ac22eae4a 2020-06-12 00:00:58 INFO: place stop order ETHUSD: qty=-211, stop_price=228.75, stop_uid=007c309bc6bb4066b8f30ced02fb376c 2020-06-12 00:00:58 INFO: exchange resp for stop order={'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': None, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc())} 2020-06-12 00:00:58 INFO: process event {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': None, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-11T21:00:58.887Z', 'timestamp': '2020-06-11T21:00:58.887Z'} 2020-06-12 00:00:58 INFO: skip event 007c309bc6bb4066b8f30ced02fb376c New 2020-06-12 00:00:58 INFO: place limit order ETHUSD: qty=-211, price=251.349999999999994315658113919198513031005859375, take_uid=cb103acbd94f49219694811ac22eae4a 2020-06-12 00:00:58 INFO: process event {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, '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': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-11T21:00:58.922Z', 'timestamp': '2020-06-11T21:00:58.922Z'} 2020-06-12 00:00:58 INFO: skip event cb103acbd94f49219694811ac22eae4a New 2020-06-12 00:00:58 INFO: process event {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'workingIndicator': True, 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-11T21:00:58.922Z'} 2020-06-12 00:00:58 INFO: skip event cb103acbd94f49219694811ac22eae4a 2020-06-12 00:00:58 INFO: exchange resp for take profit order={'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, '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': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc())} 2020-06-12 00:00:58 INFO: place profit orders={'stop': {'response': {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': None, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc())}, 'qty': Decimal('-211'), 'uid': '007c309bc6bb4066b8f30ced02fb376c', 'price': Decimal('228.75')}, 'take': {'response': {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, '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': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc())}, 'qty': Decimal('-211'), 'uid': 'cb103acbd94f49219694811ac22eae4a', 'price': Decimal('251.349999999999994315658113919198513031005859375')}} 2020-06-12 00:00:58 INFO: rm init order from db 136fef24b64444df93a02ad93491e979 2020-06-12 00:00:58 INFO: end process event_processing_result='proceed init order' 2020-06-12 00:00:58 INFO: 2020-06-12 00:00:58 INFO: 2020-06-12 00:00:58 INFO: 2020-06-12 00:00:58 INFO: 2020-06-12 00:02:00 INFO: 2020-06-12 00:02:00 INFO: 2020-06-12 00:02:00 INFO: 2020-06-12 00:02:00 INFO: 2020-06-12 00:02:00 INFO: clearing start 2020-06-12 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': None, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc())} 2020-06-12 00:02:00 INFO: skip by not found init order into storage 2020-06-12 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, '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': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc())} 2020-06-12 00:02:00 INFO: skip by not found init order into storage 2020-06-12 00:02:00 INFO: clearing end 2020-06-12 00:02:00 INFO: 2020-06-12 00:02:00 INFO: 2020-06-12 00:02:00 INFO: 2020-06-12 00:02:00 INFO: 2020-06-12 01:00:20 INFO: 2020-06-12 01:00:20 INFO: 2020-06-12 01:00:20 INFO: 2020-06-12 01:00:20 INFO: 2020-06-12 01:00:20 INFO: init new order start 2020-06-12 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 233.15, 'low': 231.6, 'close': 232.95, 'trades': 2964, 'volume': 2449148, 'vwap': 232.49, 'lastSize': 918, 'turnover': 56939546820, 'homeNotional': 22875.089776699773, 'foreignNotional': 5318174.114100707}, {'timestamp': datetime.datetime(2020, 6, 11, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 232.5, 'low': 228.75, 'close': 232.3, 'trades': 7476, 'volume': 8401322, 'vwap': 230.19, 'lastSize': 1000, 'turnover': 193387266075, 'homeNotional': 77792.64991168438, 'foreignNotional': 17906974.622292683}, {'timestamp': datetime.datetime(2020, 6, 11, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 233.75, 'low': 231.45, 'close': 232.1, 'trades': 3092, 'volume': 3541082, 'vwap': 232.48, 'lastSize': 1, 'turnover': 82322922550, 'homeNotional': 32878.06693790734, 'foreignNotional': 7643509.88480787}] 2020-06-12 01:00:20 INFO: prepare candles [CandleItem(low=231.6, high=233.15, open=232.3, close=232.95, color='GREEN'), CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN'), CandleItem(low=231.45, high=233.75, open=233.7, close=232.1, color='RED')] 2020-06-12 01:00:20 INFO: skip by colors first_candle=CandleItem(low=231.45, high=233.75, open=233.7, close=232.1, color='RED') second_candle=CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN') last_candle=CandleItem(low=231.6, high=233.15, open=232.3, close=232.95, color='GREEN') 2020-06-12 01:00:20 INFO: check need new order None 2020-06-12 01:00:20 INFO: init new order end 2020-06-12 01:00:20 INFO: 2020-06-12 01:00:20 INFO: 2020-06-12 01:00:20 INFO: 2020-06-12 01:00:20 INFO: 2020-06-12 01:02:00 INFO: 2020-06-12 01:02:00 INFO: 2020-06-12 01:02:00 INFO: 2020-06-12 01:02:00 INFO: 2020-06-12 01:02:00 INFO: clearing start 2020-06-12 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': None, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc())} 2020-06-12 01:02:00 INFO: skip by not found init order into storage 2020-06-12 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, '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': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc())} 2020-06-12 01:02:00 INFO: skip by not found init order into storage 2020-06-12 01:02:00 INFO: clearing end 2020-06-12 01:02:00 INFO: 2020-06-12 01:02:00 INFO: 2020-06-12 01:02:00 INFO: 2020-06-12 01:02:00 INFO: 2020-06-12 02:00:20 INFO: 2020-06-12 02:00:20 INFO: 2020-06-12 02:00:20 INFO: 2020-06-12 02:00:20 INFO: 2020-06-12 02:00:20 INFO: init new order start 2020-06-12 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 11, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.15, 'low': 231.0, 'close': 231.65, 'trades': 2308, 'volume': 1948527, 'vwap': 232.38, 'lastSize': 100, 'turnover': 45278534135, 'homeNotional': 18176.364323270103, 'foreignNotional': 4223712.471498464}, {'timestamp': datetime.datetime(2020, 6, 11, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 233.15, 'low': 231.6, 'close': 232.95, 'trades': 2964, 'volume': 2449148, 'vwap': 232.49, 'lastSize': 918, 'turnover': 56939546820, 'homeNotional': 22875.089776699773, 'foreignNotional': 5318174.114100707}, {'timestamp': datetime.datetime(2020, 6, 11, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 232.5, 'low': 228.75, 'close': 232.3, 'trades': 7476, 'volume': 8401322, 'vwap': 230.19, 'lastSize': 1000, 'turnover': 193387266075, 'homeNotional': 77792.64991168438, 'foreignNotional': 17906974.622292683}] 2020-06-12 02:00:20 INFO: prepare candles [CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED'), CandleItem(low=231.6, high=233.15, open=232.3, close=232.95, color='GREEN'), CandleItem(low=228.75, high=232.5, open=232.1, close=232.3, color='GREEN')] 2020-06-12 02:00:20 INFO: last_candle=CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED') 2020-06-12 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED') 2020-06-12 02:00:20 INFO: skip by CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED') 2020-06-12 02:00:20 INFO: skip by CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 02:00:20 INFO: not found applicable config for candle 2020-06-12 02:00:20 INFO: check need new order None 2020-06-12 02:00:20 INFO: init new order end 2020-06-12 02:00:20 INFO: 2020-06-12 02:00:20 INFO: 2020-06-12 02:00:20 INFO: 2020-06-12 02:00:20 INFO: 2020-06-12 02:02:00 INFO: 2020-06-12 02:02:00 INFO: 2020-06-12 02:02:00 INFO: 2020-06-12 02:02:00 INFO: 2020-06-12 02:02:00 INFO: clearing start 2020-06-12 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': None, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc())} 2020-06-12 02:02:00 INFO: skip by not found init order into storage 2020-06-12 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, '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': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc())} 2020-06-12 02:02:00 INFO: skip by not found init order into storage 2020-06-12 02:02:00 INFO: clearing end 2020-06-12 02:02:00 INFO: 2020-06-12 02:02:00 INFO: 2020-06-12 02:02:00 INFO: 2020-06-12 02:02:00 INFO: 2020-06-12 03:00:20 INFO: 2020-06-12 03:00:20 INFO: 2020-06-12 03:00:20 INFO: 2020-06-12 03:00:20 INFO: 2020-06-12 03:00:20 INFO: init new order start 2020-06-12 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 232.0, 'low': 230.0, 'close': 230.05, 'trades': 2466, 'volume': 2244723, 'vwap': 231.08, 'lastSize': 14, 'turnover': 51869171520, 'homeNotional': 20838.89908185201, 'foreignNotional': 4815290.300137122}, {'timestamp': datetime.datetime(2020, 6, 11, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.15, 'low': 231.0, 'close': 231.65, 'trades': 2308, 'volume': 1948527, 'vwap': 232.38, 'lastSize': 100, 'turnover': 45278534135, 'homeNotional': 18176.364323270103, 'foreignNotional': 4223712.471498464}, {'timestamp': datetime.datetime(2020, 6, 11, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 233.15, 'low': 231.6, 'close': 232.95, 'trades': 2964, 'volume': 2449148, 'vwap': 232.49, 'lastSize': 918, 'turnover': 56939546820, 'homeNotional': 22875.089776699773, 'foreignNotional': 5318174.114100707}] 2020-06-12 03:00:21 INFO: prepare candles [CandleItem(low=230.0, high=232.0, open=231.65, close=230.05, color='RED'), CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED'), CandleItem(low=231.6, high=233.15, open=232.3, close=232.95, color='GREEN')] 2020-06-12 03:00:21 INFO: skip by colors first_candle=CandleItem(low=231.6, high=233.15, open=232.3, close=232.95, color='GREEN') second_candle=CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED') last_candle=CandleItem(low=230.0, high=232.0, open=231.65, close=230.05, color='RED') 2020-06-12 03:00:21 INFO: check need new order None 2020-06-12 03:00:21 INFO: init new order end 2020-06-12 03:00:21 INFO: 2020-06-12 03:00:21 INFO: 2020-06-12 03:00:21 INFO: 2020-06-12 03:00:21 INFO: 2020-06-12 03:02:00 INFO: 2020-06-12 03:02:00 INFO: 2020-06-12 03:02:00 INFO: 2020-06-12 03:02:00 INFO: 2020-06-12 03:02:00 INFO: clearing start 2020-06-12 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': None, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 887000, tzinfo=tzutc())} 2020-06-12 03:02:00 INFO: skip by not found init order into storage 2020-06-12 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, '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': 211, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc())} 2020-06-12 03:02:00 INFO: skip by not found init order into storage 2020-06-12 03:02:00 INFO: clearing end 2020-06-12 03:02:00 INFO: 2020-06-12 03:02:00 INFO: 2020-06-12 03:02:00 INFO: 2020-06-12 03:02:00 INFO: 2020-06-12 03:03:59 INFO: process event {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-12T00:03:59.188Z', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-12 03:03:59 INFO: skip event 007c309bc6bb4066b8f30ced02fb376c 2020-06-12 03:03:59 INFO: process event {'orderID': 'e8d2f5e3-9098-4bc4-ed46-5a33f721a51e', 'price': 228.7, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 211, 'avgPx': 228.7, 'transactTime': '2020-06-12T00:03:59.188Z', 'clOrdID': '007c309bc6bb4066b8f30ced02fb376c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-12T00:03:59.188Z'} 2020-06-12 03:03:59 INFO: add new event={'uid': '007c309bc6bb4066b8f30ced02fb376c', 'status': 'Filled'} 2020-06-12 03:03:59 INFO: 2020-06-12 03:03:59 INFO: 2020-06-12 03:03:59 INFO: 2020-06-12 03:03:59 INFO: 2020-06-12 03:03:59 INFO: process event start 2020-06-12 03:03:59 INFO: fetch new order event 007c309bc6bb4066b8f30ced02fb376c 2020-06-12 03:03:59 INFO: fetch orders by event init=None profit_pair=cb103acbd94f49219694811ac22eae4a 2020-06-12 03:03:59 INFO: process profit order filled 2020-06-12 03:03:59 INFO: process event {'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-12T00:03:59.423Z', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-12 03:03:59 INFO: skip event cb103acbd94f49219694811ac22eae4a Canceled 2020-06-12 03:03:59 INFO: cancel order=cb103acbd94f49219694811ac22eae4a [{'orderID': '694ae796-fa19-271f-908e-1f0c22f44a7a', 'clOrdID': 'cb103acbd94f49219694811ac22eae4a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 211, 'price': 251.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 11, 21, 0, 58, 922000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 0, 3, 59, 423000, tzinfo=tzutc())}] 2020-06-12 03:03:59 INFO: end process event_processing_result='proceed profit order' 2020-06-12 03:03:59 INFO: 2020-06-12 03:03:59 INFO: 2020-06-12 03:03:59 INFO: 2020-06-12 03:03:59 INFO: 2020-06-12 04:00:20 INFO: 2020-06-12 04:00:20 INFO: 2020-06-12 04:00:20 INFO: 2020-06-12 04:00:20 INFO: 2020-06-12 04:00:20 INFO: init new order start 2020-06-12 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.05, 'high': 231.8, 'low': 228.2, 'close': 231.05, 'trades': 4351, 'volume': 4468421, 'vwap': 230.21, 'lastSize': 1729, 'turnover': 102866207470, 'homeNotional': 41453.84196394675, 'foreignNotional': 9543088.128025578}, {'timestamp': datetime.datetime(2020, 6, 12, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 232.0, 'low': 230.0, 'close': 230.05, 'trades': 2466, 'volume': 2244723, 'vwap': 231.08, 'lastSize': 14, 'turnover': 51869171520, 'homeNotional': 20838.89908185201, 'foreignNotional': 4815290.300137122}, {'timestamp': datetime.datetime(2020, 6, 11, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.15, 'low': 231.0, 'close': 231.65, 'trades': 2308, 'volume': 1948527, 'vwap': 232.38, 'lastSize': 100, 'turnover': 45278534135, 'homeNotional': 18176.364323270103, 'foreignNotional': 4223712.471498464}] 2020-06-12 04:00:20 INFO: prepare candles [CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN'), CandleItem(low=230.0, high=232.0, open=231.65, close=230.05, color='RED'), CandleItem(low=231.0, high=233.15, open=232.95, close=231.65, color='RED')] 2020-06-12 04:00:20 INFO: last_candle=CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN') 2020-06-12 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN') 2020-06-12 04:00:20 INFO: skip by CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN') 2020-06-12 04:00:20 INFO: skip by CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 04:00:20 INFO: not found applicable config for candle 2020-06-12 04:00:20 INFO: check need new order None 2020-06-12 04:00:20 INFO: init new order end 2020-06-12 04:00:20 INFO: 2020-06-12 04:00:20 INFO: 2020-06-12 04:00:20 INFO: 2020-06-12 04:00:20 INFO: 2020-06-12 04:02:00 INFO: 2020-06-12 04:02:00 INFO: 2020-06-12 04:02:00 INFO: 2020-06-12 04:02:00 INFO: 2020-06-12 04:02:00 INFO: clearing start 2020-06-12 04:02:00 INFO: clearing end 2020-06-12 04:02:00 INFO: 2020-06-12 04:02:00 INFO: 2020-06-12 04:02:00 INFO: 2020-06-12 04:02:00 INFO: 2020-06-12 05:00:20 INFO: 2020-06-12 05:00:20 INFO: 2020-06-12 05:00:20 INFO: 2020-06-12 05:00:20 INFO: 2020-06-12 05:00:20 INFO: init new order start 2020-06-12 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.05, 'high': 232.75, 'low': 230.8, 'close': 232.45, 'trades': 2069, 'volume': 2512194, 'vwap': 231.82, 'lastSize': 10000, 'turnover': 58235258690, 'homeNotional': 23397.951433675917, 'foreignNotional': 5423902.274886029}, {'timestamp': datetime.datetime(2020, 6, 12, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.05, 'high': 231.8, 'low': 228.2, 'close': 231.05, 'trades': 4351, 'volume': 4468421, 'vwap': 230.21, 'lastSize': 1729, 'turnover': 102866207470, 'homeNotional': 41453.84196394675, 'foreignNotional': 9543088.128025578}, {'timestamp': datetime.datetime(2020, 6, 12, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 232.0, 'low': 230.0, 'close': 230.05, 'trades': 2466, 'volume': 2244723, 'vwap': 231.08, 'lastSize': 14, 'turnover': 51869171520, 'homeNotional': 20838.89908185201, 'foreignNotional': 4815290.300137122}] 2020-06-12 05:00:20 INFO: prepare candles [CandleItem(low=230.8, high=232.75, open=231.05, close=232.45, color='GREEN'), CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN'), CandleItem(low=230.0, high=232.0, open=231.65, close=230.05, color='RED')] 2020-06-12 05:00:20 INFO: skip by colors first_candle=CandleItem(low=230.0, high=232.0, open=231.65, close=230.05, color='RED') second_candle=CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN') last_candle=CandleItem(low=230.8, high=232.75, open=231.05, close=232.45, color='GREEN') 2020-06-12 05:00:20 INFO: check need new order None 2020-06-12 05:00:20 INFO: init new order end 2020-06-12 05:00:20 INFO: 2020-06-12 05:00:20 INFO: 2020-06-12 05:00:20 INFO: 2020-06-12 05:00:20 INFO: 2020-06-12 05:02:00 INFO: 2020-06-12 05:02:00 INFO: 2020-06-12 05:02:00 INFO: 2020-06-12 05:02:00 INFO: 2020-06-12 05:02:00 INFO: clearing start 2020-06-12 05:02:01 INFO: clearing end 2020-06-12 05:02:01 INFO: 2020-06-12 05:02:01 INFO: 2020-06-12 05:02:01 INFO: 2020-06-12 05:02:01 INFO: 2020-06-12 06:00:20 INFO: 2020-06-12 06:00:20 INFO: 2020-06-12 06:00:20 INFO: 2020-06-12 06:00:20 INFO: 2020-06-12 06:00:20 INFO: init new order start 2020-06-12 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 233.05, 'low': 232.15, 'close': 233.05, 'trades': 1335, 'volume': 1440898, 'vwap': 232.73, 'lastSize': 6042, 'turnover': 33532691910, 'homeNotional': 13446.854303874576, 'foreignNotional': 3129363.189299615}, {'timestamp': datetime.datetime(2020, 6, 12, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.05, 'high': 232.75, 'low': 230.8, 'close': 232.45, 'trades': 2069, 'volume': 2512194, 'vwap': 231.82, 'lastSize': 10000, 'turnover': 58235258690, 'homeNotional': 23397.951433675917, 'foreignNotional': 5423902.274886029}, {'timestamp': datetime.datetime(2020, 6, 12, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 230.05, 'high': 231.8, 'low': 228.2, 'close': 231.05, 'trades': 4351, 'volume': 4468421, 'vwap': 230.21, 'lastSize': 1729, 'turnover': 102866207470, 'homeNotional': 41453.84196394675, 'foreignNotional': 9543088.128025578}] 2020-06-12 06:00:20 INFO: prepare candles [CandleItem(low=232.15, high=233.05, open=232.45, close=233.05, color='GREEN'), CandleItem(low=230.8, high=232.75, open=231.05, close=232.45, color='GREEN'), CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN')] 2020-06-12 06:00:20 INFO: skip by colors first_candle=CandleItem(low=228.2, high=231.8, open=230.05, close=231.05, color='GREEN') second_candle=CandleItem(low=230.8, high=232.75, open=231.05, close=232.45, color='GREEN') last_candle=CandleItem(low=232.15, high=233.05, open=232.45, close=233.05, color='GREEN') 2020-06-12 06:00:20 INFO: check need new order None 2020-06-12 06:00:20 INFO: init new order end 2020-06-12 06:00:20 INFO: 2020-06-12 06:00:20 INFO: 2020-06-12 06:00:20 INFO: 2020-06-12 06:00:20 INFO: 2020-06-12 06:02:00 INFO: 2020-06-12 06:02:00 INFO: 2020-06-12 06:02:00 INFO: 2020-06-12 06:02:00 INFO: 2020-06-12 06:02:00 INFO: clearing start 2020-06-12 06:02:00 INFO: clearing end 2020-06-12 06:02:00 INFO: 2020-06-12 06:02:00 INFO: 2020-06-12 06:02:00 INFO: 2020-06-12 06:02:00 INFO: 2020-06-12 07:00:20 INFO: 2020-06-12 07:00:20 INFO: 2020-06-12 07:00:20 INFO: 2020-06-12 07:00:20 INFO: 2020-06-12 07:00:20 INFO: init new order start 2020-06-12 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 234.05, 'low': 233.05, 'close': 233.35, 'trades': 1943, 'volume': 3217627, 'vwap': 233.56, 'lastSize': 1, 'turnover': 75150479250, 'homeNotional': 30095.68876724776, 'foreignNotional': 7029117.867332945}, {'timestamp': datetime.datetime(2020, 6, 12, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 233.05, 'low': 232.15, 'close': 233.05, 'trades': 1335, 'volume': 1440898, 'vwap': 232.73, 'lastSize': 6042, 'turnover': 33532691910, 'homeNotional': 13446.854303874576, 'foreignNotional': 3129363.189299615}, {'timestamp': datetime.datetime(2020, 6, 12, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.05, 'high': 232.75, 'low': 230.8, 'close': 232.45, 'trades': 2069, 'volume': 2512194, 'vwap': 231.82, 'lastSize': 10000, 'turnover': 58235258690, 'homeNotional': 23397.951433675917, 'foreignNotional': 5423902.274886029}] 2020-06-12 07:00:20 INFO: prepare candles [CandleItem(low=233.05, high=234.05, open=233.05, close=233.35, color='GREEN'), CandleItem(low=232.15, high=233.05, open=232.45, close=233.05, color='GREEN'), CandleItem(low=230.8, high=232.75, open=231.05, close=232.45, color='GREEN')] 2020-06-12 07:00:20 INFO: skip by colors first_candle=CandleItem(low=230.8, high=232.75, open=231.05, close=232.45, color='GREEN') second_candle=CandleItem(low=232.15, high=233.05, open=232.45, close=233.05, color='GREEN') last_candle=CandleItem(low=233.05, high=234.05, open=233.05, close=233.35, color='GREEN') 2020-06-12 07:00:20 INFO: check need new order None 2020-06-12 07:00:20 INFO: init new order end 2020-06-12 07:00:20 INFO: 2020-06-12 07:00:20 INFO: 2020-06-12 07:00:20 INFO: 2020-06-12 07:00:20 INFO: 2020-06-12 07:02:00 INFO: 2020-06-12 07:02:00 INFO: 2020-06-12 07:02:00 INFO: 2020-06-12 07:02:00 INFO: 2020-06-12 07:02:00 INFO: clearing start 2020-06-12 07:02:00 INFO: clearing end 2020-06-12 07:02:00 INFO: 2020-06-12 07:02:00 INFO: 2020-06-12 07:02:00 INFO: 2020-06-12 07:02:00 INFO: 2020-06-12 08:00:20 INFO: 2020-06-12 08:00:20 INFO: 2020-06-12 08:00:20 INFO: 2020-06-12 08:00:20 INFO: 2020-06-12 08:00:20 INFO: init new order start 2020-06-12 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.15, 'low': 232.5, 'close': 232.55, 'trades': 1475, 'volume': 1707535, 'vwap': 233.45, 'lastSize': 500, 'turnover': 39862032435, 'homeNotional': 15980.937283371393, 'foreignNotional': 3730717.904521512}, {'timestamp': datetime.datetime(2020, 6, 12, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 234.05, 'low': 233.05, 'close': 233.35, 'trades': 1943, 'volume': 3217627, 'vwap': 233.56, 'lastSize': 1, 'turnover': 75150479250, 'homeNotional': 30095.68876724776, 'foreignNotional': 7029117.867332945}, {'timestamp': datetime.datetime(2020, 6, 12, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 233.05, 'low': 232.15, 'close': 233.05, 'trades': 1335, 'volume': 1440898, 'vwap': 232.73, 'lastSize': 6042, 'turnover': 33532691910, 'homeNotional': 13446.854303874576, 'foreignNotional': 3129363.189299615}] 2020-06-12 08:00:20 INFO: prepare candles [CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED'), CandleItem(low=233.05, high=234.05, open=233.05, close=233.35, color='GREEN'), CandleItem(low=232.15, high=233.05, open=232.45, close=233.05, color='GREEN')] 2020-06-12 08:00:20 INFO: last_candle=CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED') 2020-06-12 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED') 2020-06-12 08:00:20 INFO: skip by CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED') 2020-06-12 08:00:20 INFO: skip by CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 08:00:20 INFO: not found applicable config for candle 2020-06-12 08:00:20 INFO: check need new order None 2020-06-12 08:00:20 INFO: init new order end 2020-06-12 08:00:20 INFO: 2020-06-12 08:00:20 INFO: 2020-06-12 08:00:20 INFO: 2020-06-12 08:00:20 INFO: 2020-06-12 08:02:00 INFO: 2020-06-12 08:02:00 INFO: 2020-06-12 08:02:00 INFO: 2020-06-12 08:02:00 INFO: 2020-06-12 08:02:00 INFO: clearing start 2020-06-12 08:02:00 INFO: clearing end 2020-06-12 08:02:00 INFO: 2020-06-12 08:02:00 INFO: 2020-06-12 08:02:00 INFO: 2020-06-12 08:02:00 INFO: 2020-06-12 09:00:20 INFO: 2020-06-12 09:00:20 INFO: 2020-06-12 09:00:20 INFO: 2020-06-12 09:00:20 INFO: 2020-06-12 09:00:20 INFO: init new order start 2020-06-12 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.55, 'high': 234.45, 'low': 232.3, 'close': 234.1, 'trades': 1988, 'volume': 3536443, 'vwap': 233.66, 'lastSize': 2000, 'turnover': 82632118400, 'homeNotional': 33115.67955423604, 'foreignNotional': 7737787.5027225}, {'timestamp': datetime.datetime(2020, 6, 12, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.15, 'low': 232.5, 'close': 232.55, 'trades': 1475, 'volume': 1707535, 'vwap': 233.45, 'lastSize': 500, 'turnover': 39862032435, 'homeNotional': 15980.937283371393, 'foreignNotional': 3730717.904521512}, {'timestamp': datetime.datetime(2020, 6, 12, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.05, 'high': 234.05, 'low': 233.05, 'close': 233.35, 'trades': 1943, 'volume': 3217627, 'vwap': 233.56, 'lastSize': 1, 'turnover': 75150479250, 'homeNotional': 30095.68876724776, 'foreignNotional': 7029117.867332945}] 2020-06-12 09:00:20 INFO: prepare candles [CandleItem(low=232.3, high=234.45, open=232.55, close=234.1, color='GREEN'), CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED'), CandleItem(low=233.05, high=234.05, open=233.05, close=233.35, color='GREEN')] 2020-06-12 09:00:20 INFO: skip by colors first_candle=CandleItem(low=233.05, high=234.05, open=233.05, close=233.35, color='GREEN') second_candle=CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED') last_candle=CandleItem(low=232.3, high=234.45, open=232.55, close=234.1, color='GREEN') 2020-06-12 09:00:20 INFO: check need new order None 2020-06-12 09:00:20 INFO: init new order end 2020-06-12 09:00:20 INFO: 2020-06-12 09:00:20 INFO: 2020-06-12 09:00:20 INFO: 2020-06-12 09:00:20 INFO: 2020-06-12 09:02:00 INFO: 2020-06-12 09:02:00 INFO: 2020-06-12 09:02:00 INFO: 2020-06-12 09:02:00 INFO: 2020-06-12 09:02:00 INFO: clearing start 2020-06-12 09:02:00 INFO: clearing end 2020-06-12 09:02:00 INFO: 2020-06-12 09:02:00 INFO: 2020-06-12 09:02:00 INFO: 2020-06-12 09:02:00 INFO: 2020-06-12 10:00:20 INFO: 2020-06-12 10:00:20 INFO: 2020-06-12 10:00:20 INFO: 2020-06-12 10:00:20 INFO: 2020-06-12 10:00:20 INFO: init new order start 2020-06-12 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 234.85, 'low': 233.55, 'close': 233.7, 'trades': 1937, 'volume': 2856668, 'vwap': 234.28, 'lastSize': 1, 'turnover': 66924117450, 'homeNotional': 26765.752150994656, 'foreignNotional': 6270506.864098288}, {'timestamp': datetime.datetime(2020, 6, 12, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.55, 'high': 234.45, 'low': 232.3, 'close': 234.1, 'trades': 1988, 'volume': 3536443, 'vwap': 233.66, 'lastSize': 2000, 'turnover': 82632118400, 'homeNotional': 33115.67955423604, 'foreignNotional': 7737787.5027225}, {'timestamp': datetime.datetime(2020, 6, 12, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.15, 'low': 232.5, 'close': 232.55, 'trades': 1475, 'volume': 1707535, 'vwap': 233.45, 'lastSize': 500, 'turnover': 39862032435, 'homeNotional': 15980.937283371393, 'foreignNotional': 3730717.904521512}] 2020-06-12 10:00:20 INFO: prepare candles [CandleItem(low=233.55, high=234.85, open=234.1, close=233.7, color='RED'), CandleItem(low=232.3, high=234.45, open=232.55, close=234.1, color='GREEN'), CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED')] 2020-06-12 10:00:20 INFO: skip by colors first_candle=CandleItem(low=232.5, high=234.15, open=233.35, close=232.55, color='RED') second_candle=CandleItem(low=232.3, high=234.45, open=232.55, close=234.1, color='GREEN') last_candle=CandleItem(low=233.55, high=234.85, open=234.1, close=233.7, color='RED') 2020-06-12 10:00:20 INFO: check need new order None 2020-06-12 10:00:20 INFO: init new order end 2020-06-12 10:00:20 INFO: 2020-06-12 10:00:20 INFO: 2020-06-12 10:00:20 INFO: 2020-06-12 10:00:20 INFO: 2020-06-12 10:02:00 INFO: 2020-06-12 10:02:00 INFO: 2020-06-12 10:02:00 INFO: 2020-06-12 10:02:00 INFO: 2020-06-12 10:02:00 INFO: clearing start 2020-06-12 10:02:00 INFO: clearing end 2020-06-12 10:02:00 INFO: 2020-06-12 10:02:00 INFO: 2020-06-12 10:02:00 INFO: 2020-06-12 10:02:00 INFO: 2020-06-12 11:00:20 INFO: 2020-06-12 11:00:20 INFO: 2020-06-12 11:00:20 INFO: 2020-06-12 11:00:20 INFO: 2020-06-12 11:00:20 INFO: init new order start 2020-06-12 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 236.6, 'low': 233.7, 'close': 235.6, 'trades': 3332, 'volume': 5917969, 'vwap': 235.53, 'lastSize': 1, 'turnover': 139380842515, 'homeNotional': 55781.73449896286, 'foreignNotional': 13137903.69971853}, {'timestamp': datetime.datetime(2020, 6, 12, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 234.85, 'low': 233.55, 'close': 233.7, 'trades': 1937, 'volume': 2856668, 'vwap': 234.28, 'lastSize': 1, 'turnover': 66924117450, 'homeNotional': 26765.752150994656, 'foreignNotional': 6270506.864098288}, {'timestamp': datetime.datetime(2020, 6, 12, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.55, 'high': 234.45, 'low': 232.3, 'close': 234.1, 'trades': 1988, 'volume': 3536443, 'vwap': 233.66, 'lastSize': 2000, 'turnover': 82632118400, 'homeNotional': 33115.67955423604, 'foreignNotional': 7737787.5027225}] 2020-06-12 11:00:20 INFO: prepare candles [CandleItem(low=233.7, high=236.6, open=233.7, close=235.6, color='GREEN'), CandleItem(low=233.55, high=234.85, open=234.1, close=233.7, color='RED'), CandleItem(low=232.3, high=234.45, open=232.55, close=234.1, color='GREEN')] 2020-06-12 11:00:20 INFO: skip by colors first_candle=CandleItem(low=232.3, high=234.45, open=232.55, close=234.1, color='GREEN') second_candle=CandleItem(low=233.55, high=234.85, open=234.1, close=233.7, color='RED') last_candle=CandleItem(low=233.7, high=236.6, open=233.7, close=235.6, color='GREEN') 2020-06-12 11:00:20 INFO: check need new order None 2020-06-12 11:00:20 INFO: init new order end 2020-06-12 11:00:20 INFO: 2020-06-12 11:00:20 INFO: 2020-06-12 11:00:20 INFO: 2020-06-12 11:00:20 INFO: 2020-06-12 11:02:00 INFO: 2020-06-12 11:02:00 INFO: 2020-06-12 11:02:00 INFO: 2020-06-12 11:02:00 INFO: 2020-06-12 11:02:00 INFO: clearing start 2020-06-12 11:02:00 INFO: clearing end 2020-06-12 11:02:00 INFO: 2020-06-12 11:02:00 INFO: 2020-06-12 11:02:00 INFO: 2020-06-12 11:02:00 INFO: 2020-06-12 12:00:20 INFO: 2020-06-12 12:00:20 INFO: 2020-06-12 12:00:20 INFO: 2020-06-12 12:00:20 INFO: 2020-06-12 12:00:20 INFO: init new order start 2020-06-12 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 237.65, 'low': 235.35, 'close': 237.35, 'trades': 4259, 'volume': 7777027, 'vwap': 236.55, 'lastSize': 9, 'turnover': 183965044140, 'homeNotional': 73532.78126782305, 'foreignNotional': 17394188.189107236}, {'timestamp': datetime.datetime(2020, 6, 12, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 236.6, 'low': 233.7, 'close': 235.6, 'trades': 3332, 'volume': 5917969, 'vwap': 235.53, 'lastSize': 1, 'turnover': 139380842515, 'homeNotional': 55781.73449896286, 'foreignNotional': 13137903.69971853}, {'timestamp': datetime.datetime(2020, 6, 12, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.1, 'high': 234.85, 'low': 233.55, 'close': 233.7, 'trades': 1937, 'volume': 2856668, 'vwap': 234.28, 'lastSize': 1, 'turnover': 66924117450, 'homeNotional': 26765.752150994656, 'foreignNotional': 6270506.864098288}] 2020-06-12 12:00:20 INFO: prepare candles [CandleItem(low=235.35, high=237.65, open=235.6, close=237.35, color='GREEN'), CandleItem(low=233.7, high=236.6, open=233.7, close=235.6, color='GREEN'), CandleItem(low=233.55, high=234.85, open=234.1, close=233.7, color='RED')] 2020-06-12 12:00:20 INFO: skip by colors first_candle=CandleItem(low=233.55, high=234.85, open=234.1, close=233.7, color='RED') second_candle=CandleItem(low=233.7, high=236.6, open=233.7, close=235.6, color='GREEN') last_candle=CandleItem(low=235.35, high=237.65, open=235.6, close=237.35, color='GREEN') 2020-06-12 12:00:20 INFO: check need new order None 2020-06-12 12:00:20 INFO: init new order end 2020-06-12 12:00:20 INFO: 2020-06-12 12:00:20 INFO: 2020-06-12 12:00:20 INFO: 2020-06-12 12:00:20 INFO: 2020-06-12 12:02:00 INFO: 2020-06-12 12:02:00 INFO: 2020-06-12 12:02:00 INFO: 2020-06-12 12:02:00 INFO: 2020-06-12 12:02:00 INFO: clearing start 2020-06-12 12:02:00 INFO: clearing end 2020-06-12 12:02:00 INFO: 2020-06-12 12:02:00 INFO: 2020-06-12 12:02:00 INFO: 2020-06-12 12:02:00 INFO: 2020-06-12 13:00:20 INFO: 2020-06-12 13:00:20 INFO: 2020-06-12 13:00:20 INFO: 2020-06-12 13:00:20 INFO: 2020-06-12 13:00:20 INFO: init new order start 2020-06-12 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 237.35, 'low': 235.85, 'close': 236.45, 'trades': 1943, 'volume': 2756218, 'vwap': 236.61, 'lastSize': 4, 'turnover': 65214392705, 'homeNotional': 26065.981580407, 'foreignNotional': 6167437.543535527}, {'timestamp': datetime.datetime(2020, 6, 12, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 237.65, 'low': 235.35, 'close': 237.35, 'trades': 4259, 'volume': 7777027, 'vwap': 236.55, 'lastSize': 9, 'turnover': 183965044140, 'homeNotional': 73532.78126782305, 'foreignNotional': 17394188.189107236}, {'timestamp': datetime.datetime(2020, 6, 12, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.7, 'high': 236.6, 'low': 233.7, 'close': 235.6, 'trades': 3332, 'volume': 5917969, 'vwap': 235.53, 'lastSize': 1, 'turnover': 139380842515, 'homeNotional': 55781.73449896286, 'foreignNotional': 13137903.69971853}] 2020-06-12 13:00:21 INFO: prepare candles [CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED'), CandleItem(low=235.35, high=237.65, open=235.6, close=237.35, color='GREEN'), CandleItem(low=233.7, high=236.6, open=233.7, close=235.6, color='GREEN')] 2020-06-12 13:00:21 INFO: last_candle=CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED') 2020-06-12 13:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 13:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED') 2020-06-12 13:00:21 INFO: skip by CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 13:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 13:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED') 2020-06-12 13:00:21 INFO: skip by CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 13:00:21 INFO: not found applicable config for candle 2020-06-12 13:00:21 INFO: check need new order None 2020-06-12 13:00:21 INFO: init new order end 2020-06-12 13:00:21 INFO: 2020-06-12 13:00:21 INFO: 2020-06-12 13:00:21 INFO: 2020-06-12 13:00:21 INFO: 2020-06-12 13:02:00 INFO: 2020-06-12 13:02:00 INFO: 2020-06-12 13:02:00 INFO: 2020-06-12 13:02:00 INFO: 2020-06-12 13:02:00 INFO: clearing start 2020-06-12 13:02:00 INFO: clearing end 2020-06-12 13:02:00 INFO: 2020-06-12 13:02:00 INFO: 2020-06-12 13:02:00 INFO: 2020-06-12 13:02:00 INFO: 2020-06-12 14:00:20 INFO: 2020-06-12 14:00:20 INFO: 2020-06-12 14:00:20 INFO: 2020-06-12 14:00:20 INFO: 2020-06-12 14:00:20 INFO: init new order start 2020-06-12 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 237.2, 'low': 236.3, 'close': 236.5, 'trades': 1410, 'volume': 1535331, 'vwap': 236.68, 'lastSize': 9, 'turnover': 36337958785, 'homeNotional': 14528.29668674128, 'foreignNotional': 3438533.900841472}, {'timestamp': datetime.datetime(2020, 6, 12, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 237.35, 'low': 235.85, 'close': 236.45, 'trades': 1943, 'volume': 2756218, 'vwap': 236.61, 'lastSize': 4, 'turnover': 65214392705, 'homeNotional': 26065.981580407, 'foreignNotional': 6167437.543535527}, {'timestamp': datetime.datetime(2020, 6, 12, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 237.65, 'low': 235.35, 'close': 237.35, 'trades': 4259, 'volume': 7777027, 'vwap': 236.55, 'lastSize': 9, 'turnover': 183965044140, 'homeNotional': 73532.78126782305, 'foreignNotional': 17394188.189107236}] 2020-06-12 14:00:20 INFO: prepare candles [CandleItem(low=236.3, high=237.2, open=236.45, close=236.5, color='GREEN'), CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED'), CandleItem(low=235.35, high=237.65, open=235.6, close=237.35, color='GREEN')] 2020-06-12 14:00:20 INFO: skip by colors first_candle=CandleItem(low=235.35, high=237.65, open=235.6, close=237.35, color='GREEN') second_candle=CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED') last_candle=CandleItem(low=236.3, high=237.2, open=236.45, close=236.5, color='GREEN') 2020-06-12 14:00:20 INFO: check need new order None 2020-06-12 14:00:20 INFO: init new order end 2020-06-12 14:00:20 INFO: 2020-06-12 14:00:20 INFO: 2020-06-12 14:00:20 INFO: 2020-06-12 14:00:20 INFO: 2020-06-12 14:02:00 INFO: 2020-06-12 14:02:00 INFO: 2020-06-12 14:02:00 INFO: 2020-06-12 14:02:00 INFO: 2020-06-12 14:02:00 INFO: clearing start 2020-06-12 14:02:00 INFO: clearing end 2020-06-12 14:02:00 INFO: 2020-06-12 14:02:00 INFO: 2020-06-12 14:02:00 INFO: 2020-06-12 14:02:00 INFO: 2020-06-12 15:00:20 INFO: 2020-06-12 15:00:20 INFO: 2020-06-12 15:00:20 INFO: 2020-06-12 15:00:20 INFO: 2020-06-12 15:00:20 INFO: init new order start 2020-06-12 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.95, 'low': 236.5, 'close': 237.65, 'trades': 2884, 'volume': 3454299, 'vwap': 237.37, 'lastSize': 1, 'turnover': 81991683370, 'homeNotional': 32791.53027712737, 'foreignNotional': 7783443.826753705}, {'timestamp': datetime.datetime(2020, 6, 12, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 237.2, 'low': 236.3, 'close': 236.5, 'trades': 1410, 'volume': 1535331, 'vwap': 236.68, 'lastSize': 9, 'turnover': 36337958785, 'homeNotional': 14528.29668674128, 'foreignNotional': 3438533.900841472}, {'timestamp': datetime.datetime(2020, 6, 12, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.35, 'high': 237.35, 'low': 235.85, 'close': 236.45, 'trades': 1943, 'volume': 2756218, 'vwap': 236.61, 'lastSize': 4, 'turnover': 65214392705, 'homeNotional': 26065.981580407, 'foreignNotional': 6167437.543535527}] 2020-06-12 15:00:20 INFO: prepare candles [CandleItem(low=236.5, high=237.95, open=236.5, close=237.65, color='GREEN'), CandleItem(low=236.3, high=237.2, open=236.45, close=236.5, color='GREEN'), CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED')] 2020-06-12 15:00:20 INFO: skip by colors first_candle=CandleItem(low=235.85, high=237.35, open=237.35, close=236.45, color='RED') second_candle=CandleItem(low=236.3, high=237.2, open=236.45, close=236.5, color='GREEN') last_candle=CandleItem(low=236.5, high=237.95, open=236.5, close=237.65, color='GREEN') 2020-06-12 15:00:20 INFO: check need new order None 2020-06-12 15:00:20 INFO: init new order end 2020-06-12 15:00:20 INFO: 2020-06-12 15:00:20 INFO: 2020-06-12 15:00:20 INFO: 2020-06-12 15:00:20 INFO: 2020-06-12 15:02:00 INFO: 2020-06-12 15:02:00 INFO: 2020-06-12 15:02:00 INFO: 2020-06-12 15:02:00 INFO: 2020-06-12 15:02:00 INFO: clearing start 2020-06-12 15:02:00 INFO: clearing end 2020-06-12 15:02:00 INFO: 2020-06-12 15:02:00 INFO: 2020-06-12 15:02:00 INFO: 2020-06-12 15:02:00 INFO: 2020-06-12 16:00:20 INFO: 2020-06-12 16:00:20 INFO: 2020-06-12 16:00:20 INFO: 2020-06-12 16:00:20 INFO: 2020-06-12 16:00:20 INFO: init new order start 2020-06-12 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.65, 'high': 238.0, 'low': 236.4, 'close': 236.75, 'trades': 2080, 'volume': 3069630, 'vwap': 237.02, 'lastSize': 2526, 'turnover': 72754410390, 'homeNotional': 29049.1428661319, 'foreignNotional': 6885062.692352447}, {'timestamp': datetime.datetime(2020, 6, 12, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.95, 'low': 236.5, 'close': 237.65, 'trades': 2884, 'volume': 3454299, 'vwap': 237.37, 'lastSize': 1, 'turnover': 81991683370, 'homeNotional': 32791.53027712737, 'foreignNotional': 7783443.826753705}, {'timestamp': datetime.datetime(2020, 6, 12, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 237.2, 'low': 236.3, 'close': 236.5, 'trades': 1410, 'volume': 1535331, 'vwap': 236.68, 'lastSize': 9, 'turnover': 36337958785, 'homeNotional': 14528.29668674128, 'foreignNotional': 3438533.900841472}] 2020-06-12 16:00:20 INFO: prepare candles [CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED'), CandleItem(low=236.5, high=237.95, open=236.5, close=237.65, color='GREEN'), CandleItem(low=236.3, high=237.2, open=236.45, close=236.5, color='GREEN')] 2020-06-12 16:00:20 INFO: last_candle=CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED') 2020-06-12 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED') 2020-06-12 16:00:20 INFO: skip by CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED') 2020-06-12 16:00:20 INFO: skip by CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-12 16:00:20 INFO: not found applicable config for candle 2020-06-12 16:00:20 INFO: check need new order None 2020-06-12 16:00:20 INFO: init new order end 2020-06-12 16:00:20 INFO: 2020-06-12 16:00:20 INFO: 2020-06-12 16:00:20 INFO: 2020-06-12 16:00:20 INFO: 2020-06-12 16:02:00 INFO: 2020-06-12 16:02:00 INFO: 2020-06-12 16:02:00 INFO: 2020-06-12 16:02:00 INFO: 2020-06-12 16:02:00 INFO: clearing start 2020-06-12 16:02:00 INFO: clearing end 2020-06-12 16:02:00 INFO: 2020-06-12 16:02:00 INFO: 2020-06-12 16:02:00 INFO: 2020-06-12 16:02:00 INFO: 2020-06-12 17:00:20 INFO: 2020-06-12 17:00:20 INFO: 2020-06-12 17:00:20 INFO: 2020-06-12 17:00:20 INFO: 2020-06-12 17:00:20 INFO: init new order start 2020-06-12 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 239.35, 'low': 236.55, 'close': 239.05, 'trades': 2758, 'volume': 5421683, 'vwap': 237.67, 'lastSize': 3812, 'turnover': 128852951380, 'homeNotional': 51445.2940602497, 'foreignNotional': 12226721.424481247}, {'timestamp': datetime.datetime(2020, 6, 12, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.65, 'high': 238.0, 'low': 236.4, 'close': 236.75, 'trades': 2080, 'volume': 3069630, 'vwap': 237.02, 'lastSize': 2526, 'turnover': 72754410390, 'homeNotional': 29049.1428661319, 'foreignNotional': 6885062.692352447}, {'timestamp': datetime.datetime(2020, 6, 12, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.5, 'high': 237.95, 'low': 236.5, 'close': 237.65, 'trades': 2884, 'volume': 3454299, 'vwap': 237.37, 'lastSize': 1, 'turnover': 81991683370, 'homeNotional': 32791.53027712737, 'foreignNotional': 7783443.826753705}] 2020-06-12 17:00:20 INFO: prepare candles [CandleItem(low=236.55, high=239.35, open=236.75, close=239.05, color='GREEN'), CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED'), CandleItem(low=236.5, high=237.95, open=236.5, close=237.65, color='GREEN')] 2020-06-12 17:00:20 INFO: skip by colors first_candle=CandleItem(low=236.5, high=237.95, open=236.5, close=237.65, color='GREEN') second_candle=CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED') last_candle=CandleItem(low=236.55, high=239.35, open=236.75, close=239.05, color='GREEN') 2020-06-12 17:00:20 INFO: check need new order None 2020-06-12 17:00:20 INFO: init new order end 2020-06-12 17:00:20 INFO: 2020-06-12 17:00:20 INFO: 2020-06-12 17:00:20 INFO: 2020-06-12 17:00:20 INFO: 2020-06-12 17:02:00 INFO: 2020-06-12 17:02:00 INFO: 2020-06-12 17:02:00 INFO: 2020-06-12 17:02:00 INFO: 2020-06-12 17:02:00 INFO: clearing start 2020-06-12 17:02:00 INFO: clearing end 2020-06-12 17:02:00 INFO: 2020-06-12 17:02:00 INFO: 2020-06-12 17:02:00 INFO: 2020-06-12 17:02:00 INFO: 2020-06-12 18:00:20 INFO: 2020-06-12 18:00:20 INFO: 2020-06-12 18:00:20 INFO: 2020-06-12 18:00:20 INFO: 2020-06-12 18:00:20 INFO: init new order start 2020-06-12 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.5, 'low': 236.4, 'close': 236.55, 'trades': 3291, 'volume': 5746382, 'vwap': 238.06, 'lastSize': 3, 'turnover': 136795300395, 'homeNotional': 54594.55061081905, 'foreignNotional': 12996611.51802177}, {'timestamp': datetime.datetime(2020, 6, 12, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 239.35, 'low': 236.55, 'close': 239.05, 'trades': 2758, 'volume': 5421683, 'vwap': 237.67, 'lastSize': 3812, 'turnover': 128852951380, 'homeNotional': 51445.2940602497, 'foreignNotional': 12226721.424481247}, {'timestamp': datetime.datetime(2020, 6, 12, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.65, 'high': 238.0, 'low': 236.4, 'close': 236.75, 'trades': 2080, 'volume': 3069630, 'vwap': 237.02, 'lastSize': 2526, 'turnover': 72754410390, 'homeNotional': 29049.1428661319, 'foreignNotional': 6885062.692352447}] 2020-06-12 18:00:20 INFO: prepare candles [CandleItem(low=236.4, high=239.5, open=239.05, close=236.55, color='RED'), CandleItem(low=236.55, high=239.35, open=236.75, close=239.05, color='GREEN'), CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED')] 2020-06-12 18:00:20 INFO: skip by colors first_candle=CandleItem(low=236.4, high=238.0, open=237.65, close=236.75, color='RED') second_candle=CandleItem(low=236.55, high=239.35, open=236.75, close=239.05, color='GREEN') last_candle=CandleItem(low=236.4, high=239.5, open=239.05, close=236.55, color='RED') 2020-06-12 18:00:20 INFO: check need new order None 2020-06-12 18:00:20 INFO: init new order end 2020-06-12 18:00:20 INFO: 2020-06-12 18:00:20 INFO: 2020-06-12 18:00:20 INFO: 2020-06-12 18:00:20 INFO: 2020-06-12 18:02:00 INFO: 2020-06-12 18:02:00 INFO: 2020-06-12 18:02:00 INFO: 2020-06-12 18:02:00 INFO: 2020-06-12 18:02:00 INFO: clearing start 2020-06-12 18:02:00 INFO: clearing end 2020-06-12 18:02:00 INFO: 2020-06-12 18:02:00 INFO: 2020-06-12 18:02:00 INFO: 2020-06-12 18:02:00 INFO: 2020-06-12 19:00:20 INFO: 2020-06-12 19:00:20 INFO: 2020-06-12 19:00:20 INFO: 2020-06-12 19:00:20 INFO: 2020-06-12 19:00:20 INFO: init new order start 2020-06-12 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.55, 'high': 236.9, 'low': 235.45, 'close': 236.4, 'trades': 2240, 'volume': 3111194, 'vwap': 236.35, 'lastSize': 8000, 'turnover': 73532121030, 'homeNotional': 29278.31140606778, 'foreignNotional': 6919853.767374831}, {'timestamp': datetime.datetime(2020, 6, 12, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.5, 'low': 236.4, 'close': 236.55, 'trades': 3291, 'volume': 5746382, 'vwap': 238.06, 'lastSize': 3, 'turnover': 136795300395, 'homeNotional': 54594.55061081905, 'foreignNotional': 12996611.51802177}, {'timestamp': datetime.datetime(2020, 6, 12, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 239.35, 'low': 236.55, 'close': 239.05, 'trades': 2758, 'volume': 5421683, 'vwap': 237.67, 'lastSize': 3812, 'turnover': 128852951380, 'homeNotional': 51445.2940602497, 'foreignNotional': 12226721.424481247}] 2020-06-12 19:00:20 INFO: prepare candles [CandleItem(low=235.45, high=236.9, open=236.55, close=236.4, color='RED'), CandleItem(low=236.4, high=239.5, open=239.05, close=236.55, color='RED'), CandleItem(low=236.55, high=239.35, open=236.75, close=239.05, color='GREEN')] 2020-06-12 19:00:20 INFO: skip by colors first_candle=CandleItem(low=236.55, high=239.35, open=236.75, close=239.05, color='GREEN') second_candle=CandleItem(low=236.4, high=239.5, open=239.05, close=236.55, color='RED') last_candle=CandleItem(low=235.45, high=236.9, open=236.55, close=236.4, color='RED') 2020-06-12 19:00:20 INFO: check need new order None 2020-06-12 19:00:20 INFO: init new order end 2020-06-12 19:00:20 INFO: 2020-06-12 19:00:20 INFO: 2020-06-12 19:00:20 INFO: 2020-06-12 19:00:20 INFO: 2020-06-12 19:02:00 INFO: 2020-06-12 19:02:00 INFO: 2020-06-12 19:02:00 INFO: 2020-06-12 19:02:00 INFO: 2020-06-12 19:02:00 INFO: clearing start 2020-06-12 19:02:01 INFO: clearing end 2020-06-12 19:02:01 INFO: 2020-06-12 19:02:01 INFO: 2020-06-12 19:02:01 INFO: 2020-06-12 19:02:01 INFO: 2020-06-12 20:00:20 INFO: 2020-06-12 20:00:20 INFO: 2020-06-12 20:00:20 INFO: 2020-06-12 20:00:20 INFO: 2020-06-12 20:00:20 INFO: init new order start 2020-06-12 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.4, 'high': 237.35, 'low': 236.0, 'close': 236.45, 'trades': 1587, 'volume': 1556516, 'vwap': 236.65, 'lastSize': 20, 'turnover': 36834672760, 'homeNotional': 14662.35581782746, 'foreignNotional': 3469828.3304010816}, {'timestamp': datetime.datetime(2020, 6, 12, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.55, 'high': 236.9, 'low': 235.45, 'close': 236.4, 'trades': 2240, 'volume': 3111194, 'vwap': 236.35, 'lastSize': 8000, 'turnover': 73532121030, 'homeNotional': 29278.31140606778, 'foreignNotional': 6919853.767374831}, {'timestamp': datetime.datetime(2020, 6, 12, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.05, 'high': 239.5, 'low': 236.4, 'close': 236.55, 'trades': 3291, 'volume': 5746382, 'vwap': 238.06, 'lastSize': 3, 'turnover': 136795300395, 'homeNotional': 54594.55061081905, 'foreignNotional': 12996611.51802177}] 2020-06-12 20:00:20 INFO: prepare candles [CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN'), CandleItem(low=235.45, high=236.9, open=236.55, close=236.4, color='RED'), CandleItem(low=236.4, high=239.5, open=239.05, close=236.55, color='RED')] 2020-06-12 20:00:20 INFO: last_candle=CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN') 2020-06-12 20:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-12 20:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN') 2020-06-12 20:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.45, high=236.9, open=236.55, close=236.4, color='RED') 2020-06-12 20:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.4, high=239.5, open=239.05, close=236.55, color='RED') 2020-06-12 20:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-12 20:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-12 20:00:20 INFO: place order: start candle=CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-06-12 20:00:20 INFO: place order: side_factor=-1 init_trigger_price=237.4 init_order_price=237.45 stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=236.0 take_price=245.54999999999995 2020-06-12 20:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('237.400000000000005684341886080801486968994140625') init_order_price=Decimal('237.44999999999998863131622783839702606201171875') stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=Decimal('236') take_price=Decimal('245.549999999999954525264911353588104248046875') 2020-06-12 20:00:20 INFO: place order: compute qty=571 2020-06-12 20:00:20 INFO: place order: save order to db 9695b69d5a20426d9b9753a360664d2e; response=True 2020-06-12 20:00:20 INFO: process event {'orderID': '75eac500-bb4c-0b66-d55c-f20aa355d2d6', 'clOrdID': '9695b69d5a20426d9b9753a360664d2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 237.45, 'displayQty': None, 'stopPx': 237.4, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-12T17:00:20.335Z', 'timestamp': '2020-06-12T17:00:20.335Z'} 2020-06-12 20:00:20 INFO: skip event 9695b69d5a20426d9b9753a360664d2e New 2020-06-12 20:00:20 INFO: post order to exchange resp={'orderID': '75eac500-bb4c-0b66-d55c-f20aa355d2d6', 'clOrdID': '9695b69d5a20426d9b9753a360664d2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 237.45, 'displayQty': None, 'stopPx': 237.4, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc())} 2020-06-12 20:00:20 INFO: place new init order {'qty': 571, 'init_price': Decimal('237.400000000000005684341886080801486968994140625'), 'stop_price': Decimal('236'), 'take_price': Decimal('245.549999999999954525264911353588104248046875'), 'order_uid': '9695b69d5a20426d9b9753a360664d2e', 'response': {'orderID': '75eac500-bb4c-0b66-d55c-f20aa355d2d6', 'clOrdID': '9695b69d5a20426d9b9753a360664d2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 237.45, 'displayQty': None, 'stopPx': 237.4, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc())}} 2020-06-12 20:00:20 INFO: init new order end 2020-06-12 20:00:20 INFO: 2020-06-12 20:00:20 INFO: 2020-06-12 20:00:20 INFO: 2020-06-12 20:00:20 INFO: 2020-06-12 20:02:00 INFO: 2020-06-12 20:02:00 INFO: 2020-06-12 20:02:00 INFO: 2020-06-12 20:02:00 INFO: 2020-06-12 20:02:00 INFO: clearing start 2020-06-12 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '75eac500-bb4c-0b66-d55c-f20aa355d2d6', 'clOrdID': '9695b69d5a20426d9b9753a360664d2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 237.45, 'displayQty': None, 'stopPx': 237.4, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc())} 2020-06-12 20:02:00 INFO: order time=2020-06-12 17:00:20.335000+00:00; delta from now UTC=0:01:40.174389 time_delta.total_seconds()=100.174389; time_diff_offset='3600' 2020-06-12 20:02:00 INFO: skip by time diff 2020-06-12 17:00:20.335000+00:00 2020-06-12 20:02:00 INFO: clearing end 2020-06-12 20:02:00 INFO: 2020-06-12 20:02:00 INFO: 2020-06-12 20:02:00 INFO: 2020-06-12 20:02:00 INFO: 2020-06-12 21:00:20 INFO: 2020-06-12 21:00:20 INFO: 2020-06-12 21:00:20 INFO: 2020-06-12 21:00:20 INFO: 2020-06-12 21:00:20 INFO: init new order start 2020-06-12 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 236.45, 'low': 234.1, 'close': 235.35, 'trades': 2467, 'volume': 2918048, 'vwap': 235.17, 'lastSize': 9, 'turnover': 68621312795, 'homeNotional': 27271.270076749523, 'foreignNotional': 6413187.057447103}, {'timestamp': datetime.datetime(2020, 6, 12, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.4, 'high': 237.35, 'low': 236.0, 'close': 236.45, 'trades': 1587, 'volume': 1556516, 'vwap': 236.65, 'lastSize': 20, 'turnover': 36834672760, 'homeNotional': 14662.35581782746, 'foreignNotional': 3469828.3304010816}, {'timestamp': datetime.datetime(2020, 6, 12, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.55, 'high': 236.9, 'low': 235.45, 'close': 236.4, 'trades': 2240, 'volume': 3111194, 'vwap': 236.35, 'lastSize': 8000, 'turnover': 73532121030, 'homeNotional': 29278.31140606778, 'foreignNotional': 6919853.767374831}] 2020-06-12 21:00:20 INFO: prepare candles [CandleItem(low=234.1, high=236.45, open=236.45, close=235.35, color='RED'), CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN'), CandleItem(low=235.45, high=236.9, open=236.55, close=236.4, color='RED')] 2020-06-12 21:00:20 INFO: skip by colors first_candle=CandleItem(low=235.45, high=236.9, open=236.55, close=236.4, color='RED') second_candle=CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN') last_candle=CandleItem(low=234.1, high=236.45, open=236.45, close=235.35, color='RED') 2020-06-12 21:00:20 INFO: check need new order None 2020-06-12 21:00:20 INFO: init new order end 2020-06-12 21:00:20 INFO: 2020-06-12 21:00:20 INFO: 2020-06-12 21:00:20 INFO: 2020-06-12 21:00:20 INFO: 2020-06-12 21:02:00 INFO: 2020-06-12 21:02:00 INFO: 2020-06-12 21:02:00 INFO: 2020-06-12 21:02:00 INFO: 2020-06-12 21:02:00 INFO: clearing start 2020-06-12 21:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '75eac500-bb4c-0b66-d55c-f20aa355d2d6', 'clOrdID': '9695b69d5a20426d9b9753a360664d2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 237.45, 'displayQty': None, 'stopPx': 237.4, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc())} 2020-06-12 21:02:01 INFO: order time=2020-06-12 17:00:20.335000+00:00; delta from now UTC=1:01:40.677141 time_delta.total_seconds()=3700.677141; time_diff_offset='3600' 2020-06-12 21:02:01 INFO: clear order 9695b69d5a20426d9b9753a360664d2e 2020-06-12 21:02:01 INFO: process event {'orderID': '75eac500-bb4c-0b66-d55c-f20aa355d2d6', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-12T18:02:01.041Z', 'clOrdID': '9695b69d5a20426d9b9753a360664d2e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-12 21:02:01 INFO: skip event 9695b69d5a20426d9b9753a360664d2e Canceled 2020-06-12 21:02:01 INFO: cancel order resp=[{'orderID': '75eac500-bb4c-0b66-d55c-f20aa355d2d6', 'clOrdID': '9695b69d5a20426d9b9753a360664d2e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 237.45, 'displayQty': None, 'stopPx': 237.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 17, 0, 20, 335000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 18, 2, 1, 41000, tzinfo=tzutc())}] 2020-06-12 21:02:01 INFO: clearing end 2020-06-12 21:02:01 INFO: 2020-06-12 21:02:01 INFO: 2020-06-12 21:02:01 INFO: 2020-06-12 21:02:01 INFO: 2020-06-12 22:00:20 INFO: 2020-06-12 22:00:20 INFO: 2020-06-12 22:00:20 INFO: 2020-06-12 22:00:20 INFO: 2020-06-12 22:00:20 INFO: init new order start 2020-06-12 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.35, 'high': 236.5, 'low': 235.2, 'close': 236.25, 'trades': 1392, 'volume': 1287003, 'vwap': 235.95, 'lastSize': 100, 'turnover': 30366387750, 'homeNotional': 12062.447193734917, 'foreignNotional': 2846100.9275266277}, {'timestamp': datetime.datetime(2020, 6, 12, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 236.45, 'low': 234.1, 'close': 235.35, 'trades': 2467, 'volume': 2918048, 'vwap': 235.17, 'lastSize': 9, 'turnover': 68621312795, 'homeNotional': 27271.270076749523, 'foreignNotional': 6413187.057447103}, {'timestamp': datetime.datetime(2020, 6, 12, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.4, 'high': 237.35, 'low': 236.0, 'close': 236.45, 'trades': 1587, 'volume': 1556516, 'vwap': 236.65, 'lastSize': 20, 'turnover': 36834672760, 'homeNotional': 14662.35581782746, 'foreignNotional': 3469828.3304010816}] 2020-06-12 22:00:20 INFO: prepare candles [CandleItem(low=235.2, high=236.5, open=235.35, close=236.25, color='GREEN'), CandleItem(low=234.1, high=236.45, open=236.45, close=235.35, color='RED'), CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN')] 2020-06-12 22:00:20 INFO: skip by colors first_candle=CandleItem(low=236.0, high=237.35, open=236.4, close=236.45, color='GREEN') second_candle=CandleItem(low=234.1, high=236.45, open=236.45, close=235.35, color='RED') last_candle=CandleItem(low=235.2, high=236.5, open=235.35, close=236.25, color='GREEN') 2020-06-12 22:00:20 INFO: check need new order None 2020-06-12 22:00:20 INFO: init new order end 2020-06-12 22:00:20 INFO: 2020-06-12 22:00:20 INFO: 2020-06-12 22:00:20 INFO: 2020-06-12 22:00:20 INFO: 2020-06-12 22:02:00 INFO: 2020-06-12 22:02:00 INFO: 2020-06-12 22:02:00 INFO: 2020-06-12 22:02:00 INFO: 2020-06-12 22:02:00 INFO: clearing start 2020-06-12 22:02:00 INFO: clearing end 2020-06-12 22:02:00 INFO: 2020-06-12 22:02:00 INFO: 2020-06-12 22:02:00 INFO: 2020-06-12 22:02:00 INFO: 2020-06-12 23:00:20 INFO: 2020-06-12 23:00:20 INFO: 2020-06-12 23:00:20 INFO: 2020-06-12 23:00:20 INFO: 2020-06-12 23:00:20 INFO: init new order start 2020-06-12 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 237.0, 'low': 236.05, 'close': 236.75, 'trades': 1643, 'volume': 1869685, 'vwap': 236.62, 'lastSize': 1, 'turnover': 44240117210, 'homeNotional': 17607.0006797666, 'foreignNotional': 4166139.6943701324}, {'timestamp': datetime.datetime(2020, 6, 12, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.35, 'high': 236.5, 'low': 235.2, 'close': 236.25, 'trades': 1392, 'volume': 1287003, 'vwap': 235.95, 'lastSize': 100, 'turnover': 30366387750, 'homeNotional': 12062.447193734917, 'foreignNotional': 2846100.9275266277}, {'timestamp': datetime.datetime(2020, 6, 12, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 236.45, 'low': 234.1, 'close': 235.35, 'trades': 2467, 'volume': 2918048, 'vwap': 235.17, 'lastSize': 9, 'turnover': 68621312795, 'homeNotional': 27271.270076749523, 'foreignNotional': 6413187.057447103}] 2020-06-12 23:00:20 INFO: prepare candles [CandleItem(low=236.05, high=237.0, open=236.25, close=236.75, color='GREEN'), CandleItem(low=235.2, high=236.5, open=235.35, close=236.25, color='GREEN'), CandleItem(low=234.1, high=236.45, open=236.45, close=235.35, color='RED')] 2020-06-12 23:00:20 INFO: skip by colors first_candle=CandleItem(low=234.1, high=236.45, open=236.45, close=235.35, color='RED') second_candle=CandleItem(low=235.2, high=236.5, open=235.35, close=236.25, color='GREEN') last_candle=CandleItem(low=236.05, high=237.0, open=236.25, close=236.75, color='GREEN') 2020-06-12 23:00:20 INFO: check need new order None 2020-06-12 23:00:20 INFO: init new order end 2020-06-12 23:00:20 INFO: 2020-06-12 23:00:20 INFO: 2020-06-12 23:00:20 INFO: 2020-06-12 23:00:20 INFO: 2020-06-12 23:02:00 INFO: 2020-06-12 23:02:00 INFO: 2020-06-12 23:02:00 INFO: 2020-06-12 23:02:00 INFO: 2020-06-12 23:02:00 INFO: clearing start 2020-06-12 23:02:00 INFO: clearing end 2020-06-12 23:02:00 INFO: 2020-06-12 23:02:00 INFO: 2020-06-12 23:02:00 INFO: 2020-06-12 23:02:00 INFO: 2020-06-13 00:00:20 INFO: 2020-06-13 00:00:20 INFO: 2020-06-13 00:00:20 INFO: 2020-06-13 00:00:20 INFO: 2020-06-13 00:00:20 INFO: init new order start 2020-06-13 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 238.35, 'low': 236.65, 'close': 237.45, 'trades': 1710, 'volume': 1638578, 'vwap': 237.56, 'lastSize': 1, 'turnover': 38925105145, 'homeNotional': 15483.014228868546, 'foreignNotional': 3678068.147836075}, {'timestamp': datetime.datetime(2020, 6, 12, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 237.0, 'low': 236.05, 'close': 236.75, 'trades': 1643, 'volume': 1869685, 'vwap': 236.62, 'lastSize': 1, 'turnover': 44240117210, 'homeNotional': 17607.0006797666, 'foreignNotional': 4166139.6943701324}, {'timestamp': datetime.datetime(2020, 6, 12, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.35, 'high': 236.5, 'low': 235.2, 'close': 236.25, 'trades': 1392, 'volume': 1287003, 'vwap': 235.95, 'lastSize': 100, 'turnover': 30366387750, 'homeNotional': 12062.447193734917, 'foreignNotional': 2846100.9275266277}] 2020-06-13 00:00:20 INFO: prepare candles [CandleItem(low=236.65, high=238.35, open=236.75, close=237.45, color='GREEN'), CandleItem(low=236.05, high=237.0, open=236.25, close=236.75, color='GREEN'), CandleItem(low=235.2, high=236.5, open=235.35, close=236.25, color='GREEN')] 2020-06-13 00:00:20 INFO: skip by colors first_candle=CandleItem(low=235.2, high=236.5, open=235.35, close=236.25, color='GREEN') second_candle=CandleItem(low=236.05, high=237.0, open=236.25, close=236.75, color='GREEN') last_candle=CandleItem(low=236.65, high=238.35, open=236.75, close=237.45, color='GREEN') 2020-06-13 00:00:20 INFO: check need new order None 2020-06-13 00:00:20 INFO: init new order end 2020-06-13 00:00:20 INFO: 2020-06-13 00:00:20 INFO: 2020-06-13 00:00:20 INFO: 2020-06-13 00:00:20 INFO: 2020-06-13 00:02:00 INFO: 2020-06-13 00:02:00 INFO: 2020-06-13 00:02:00 INFO: 2020-06-13 00:02:00 INFO: 2020-06-13 00:02:00 INFO: clearing start 2020-06-13 00:02:00 INFO: clearing end 2020-06-13 00:02:00 INFO: 2020-06-13 00:02:00 INFO: 2020-06-13 00:02:00 INFO: 2020-06-13 00:02:00 INFO: 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:20 INFO: init new order start 2020-06-13 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.45, 'high': 237.7, 'low': 236.75, 'close': 237.1, 'trades': 1163, 'volume': 1404829, 'vwap': 237.28, 'lastSize': 50, 'turnover': 33333325690, 'homeNotional': 13287.267204258178, 'foreignNotional': 3152762.137361223}, {'timestamp': datetime.datetime(2020, 6, 12, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 238.35, 'low': 236.65, 'close': 237.45, 'trades': 1710, 'volume': 1638578, 'vwap': 237.56, 'lastSize': 1, 'turnover': 38925105145, 'homeNotional': 15483.014228868546, 'foreignNotional': 3678068.147836075}, {'timestamp': datetime.datetime(2020, 6, 12, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 237.0, 'low': 236.05, 'close': 236.75, 'trades': 1643, 'volume': 1869685, 'vwap': 236.62, 'lastSize': 1, 'turnover': 44240117210, 'homeNotional': 17607.0006797666, 'foreignNotional': 4166139.6943701324}] 2020-06-13 01:00:20 INFO: prepare candles [CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED'), CandleItem(low=236.65, high=238.35, open=236.75, close=237.45, color='GREEN'), CandleItem(low=236.05, high=237.0, open=236.25, close=236.75, color='GREEN')] 2020-06-13 01:00:20 INFO: last_candle=CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED') 2020-06-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED') 2020-06-13 01:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.65, high=238.35, open=236.75, close=237.45, color='GREEN') 2020-06-13 01:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.05, high=237.0, open=236.25, close=236.75, color='GREEN') 2020-06-13 01:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-13 01:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-13 01:00:20 INFO: place order: start candle=CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-13 01:00:20 INFO: place order: side_factor=1 init_trigger_price=236.7 init_order_price=236.65 stop_price_offset=0.0 candle.size=0.9499999999999886 stop_price=237.7 take_price=230.95000000000007 2020-06-13 01:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('236.69999999999998863131622783839702606201171875') init_order_price=Decimal('236.650000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=0.9499999999999886 stop_price=Decimal('237.69999999999998863131622783839702606201171875') take_price=Decimal('230.950000000000073896444519050419330596923828125') 2020-06-13 01:00:20 INFO: place order: compute qty=-800 2020-06-13 01:00:20 INFO: place order: save order to db 8f5695494f2a404aa06017696365b1fa; response=True 2020-06-13 01:00:20 INFO: post order to exchange resp={'orderID': '2291f23f-fdd2-c2c6-ec44-a4c9b34b6264', 'clOrdID': '8f5695494f2a404aa06017696365b1fa', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 236.65, 'displayQty': None, 'stopPx': 236.7, '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': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc())} 2020-06-13 01:00:20 INFO: place new init order {'qty': -800, 'init_price': Decimal('236.69999999999998863131622783839702606201171875'), 'stop_price': Decimal('237.69999999999998863131622783839702606201171875'), 'take_price': Decimal('230.950000000000073896444519050419330596923828125'), 'order_uid': '8f5695494f2a404aa06017696365b1fa', 'response': {'orderID': '2291f23f-fdd2-c2c6-ec44-a4c9b34b6264', 'clOrdID': '8f5695494f2a404aa06017696365b1fa', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 236.65, 'displayQty': None, 'stopPx': 236.7, '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': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc())}} 2020-06-13 01:00:20 INFO: init new order end 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:20 INFO: 2020-06-13 01:00:21 INFO: process event {'orderID': '2291f23f-fdd2-c2c6-ec44-a4c9b34b6264', 'clOrdID': '8f5695494f2a404aa06017696365b1fa', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 236.65, 'displayQty': None, 'stopPx': 236.7, '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': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-12T22:00:20.762Z', 'timestamp': '2020-06-12T22:00:20.762Z'} 2020-06-13 01:00:21 INFO: skip event 8f5695494f2a404aa06017696365b1fa New 2020-06-13 01:02:00 INFO: 2020-06-13 01:02:00 INFO: 2020-06-13 01:02:00 INFO: 2020-06-13 01:02:00 INFO: 2020-06-13 01:02:00 INFO: clearing start 2020-06-13 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2291f23f-fdd2-c2c6-ec44-a4c9b34b6264', 'clOrdID': '8f5695494f2a404aa06017696365b1fa', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 236.65, 'displayQty': None, 'stopPx': 236.7, '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': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc())} 2020-06-13 01:02:00 INFO: order time=2020-06-12 22:00:20.762000+00:00; delta from now UTC=0:01:39.639076 time_delta.total_seconds()=99.639076; time_diff_offset='3600' 2020-06-13 01:02:00 INFO: skip by time diff 2020-06-12 22:00:20.762000+00:00 2020-06-13 01:02:00 INFO: clearing end 2020-06-13 01:02:00 INFO: 2020-06-13 01:02:00 INFO: 2020-06-13 01:02:00 INFO: 2020-06-13 01:02:00 INFO: 2020-06-13 02:00:20 INFO: 2020-06-13 02:00:20 INFO: 2020-06-13 02:00:20 INFO: 2020-06-13 02:00:20 INFO: 2020-06-13 02:00:20 INFO: init new order start 2020-06-13 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 12, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.9, 'low': 236.75, 'close': 237.5, 'trades': 1406, 'volume': 1594543, 'vwap': 237.29, 'lastSize': 4, 'turnover': 37836139880, 'homeNotional': 15071.372692116664, 'foreignNotional': 3576215.234325157}, {'timestamp': datetime.datetime(2020, 6, 12, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.45, 'high': 237.7, 'low': 236.75, 'close': 237.1, 'trades': 1163, 'volume': 1404829, 'vwap': 237.28, 'lastSize': 50, 'turnover': 33333325690, 'homeNotional': 13287.267204258178, 'foreignNotional': 3152762.137361223}, {'timestamp': datetime.datetime(2020, 6, 12, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 238.35, 'low': 236.65, 'close': 237.45, 'trades': 1710, 'volume': 1638578, 'vwap': 237.56, 'lastSize': 1, 'turnover': 38925105145, 'homeNotional': 15483.014228868546, 'foreignNotional': 3678068.147836075}] 2020-06-13 02:00:20 INFO: prepare candles [CandleItem(low=236.75, high=237.9, open=237.1, close=237.5, color='GREEN'), CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED'), CandleItem(low=236.65, high=238.35, open=236.75, close=237.45, color='GREEN')] 2020-06-13 02:00:20 INFO: skip by colors first_candle=CandleItem(low=236.65, high=238.35, open=236.75, close=237.45, color='GREEN') second_candle=CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED') last_candle=CandleItem(low=236.75, high=237.9, open=237.1, close=237.5, color='GREEN') 2020-06-13 02:00:20 INFO: check need new order None 2020-06-13 02:00:20 INFO: init new order end 2020-06-13 02:00:20 INFO: 2020-06-13 02:00:20 INFO: 2020-06-13 02:00:20 INFO: 2020-06-13 02:00:20 INFO: 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:00 INFO: clearing start 2020-06-13 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2291f23f-fdd2-c2c6-ec44-a4c9b34b6264', 'clOrdID': '8f5695494f2a404aa06017696365b1fa', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 236.65, 'displayQty': None, 'stopPx': 236.7, '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': 800, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc())} 2020-06-13 02:02:00 INFO: order time=2020-06-12 22:00:20.762000+00:00; delta from now UTC=1:01:40.084256 time_delta.total_seconds()=3700.084256; time_diff_offset='3600' 2020-06-13 02:02:00 INFO: clear order 8f5695494f2a404aa06017696365b1fa 2020-06-13 02:02:00 INFO: cancel order resp=[{'orderID': '2291f23f-fdd2-c2c6-ec44-a4c9b34b6264', 'clOrdID': '8f5695494f2a404aa06017696365b1fa', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 800, 'price': 236.65, 'displayQty': None, 'stopPx': 236.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 12, 22, 0, 20, 762000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 12, 23, 2, 0, 868000, tzinfo=tzutc())}] 2020-06-13 02:02:00 INFO: clearing end 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:00 INFO: 2020-06-13 02:02:01 INFO: process event {'orderID': '2291f23f-fdd2-c2c6-ec44-a4c9b34b6264', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-12T23:02:00.868Z', 'clOrdID': '8f5695494f2a404aa06017696365b1fa', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-13 02:02:01 INFO: skip event 8f5695494f2a404aa06017696365b1fa Canceled 2020-06-13 03:00:20 INFO: 2020-06-13 03:00:20 INFO: 2020-06-13 03:00:20 INFO: 2020-06-13 03:00:20 INFO: 2020-06-13 03:00:20 INFO: init new order start 2020-06-13 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 237.85, 'low': 236.6, 'close': 237.7, 'trades': 1096, 'volume': 1087504, 'vwap': 237.35, 'lastSize': 100, 'turnover': 25811268375, 'homeNotional': 10290.124958324855, 'foreignNotional': 2442304.817790158}, {'timestamp': datetime.datetime(2020, 6, 12, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.9, 'low': 236.75, 'close': 237.5, 'trades': 1406, 'volume': 1594543, 'vwap': 237.29, 'lastSize': 4, 'turnover': 37836139880, 'homeNotional': 15071.372692116664, 'foreignNotional': 3576215.234325157}, {'timestamp': datetime.datetime(2020, 6, 12, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.45, 'high': 237.7, 'low': 236.75, 'close': 237.1, 'trades': 1163, 'volume': 1404829, 'vwap': 237.28, 'lastSize': 50, 'turnover': 33333325690, 'homeNotional': 13287.267204258178, 'foreignNotional': 3152762.137361223}] 2020-06-13 03:00:21 INFO: prepare candles [CandleItem(low=236.6, high=237.85, open=237.5, close=237.7, color='GREEN'), CandleItem(low=236.75, high=237.9, open=237.1, close=237.5, color='GREEN'), CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED')] 2020-06-13 03:00:21 INFO: skip by colors first_candle=CandleItem(low=236.75, high=237.7, open=237.45, close=237.1, color='RED') second_candle=CandleItem(low=236.75, high=237.9, open=237.1, close=237.5, color='GREEN') last_candle=CandleItem(low=236.6, high=237.85, open=237.5, close=237.7, color='GREEN') 2020-06-13 03:00:21 INFO: check need new order None 2020-06-13 03:00:21 INFO: init new order end 2020-06-13 03:00:21 INFO: 2020-06-13 03:00:21 INFO: 2020-06-13 03:00:21 INFO: 2020-06-13 03:00:21 INFO: 2020-06-13 03:02:00 INFO: 2020-06-13 03:02:00 INFO: 2020-06-13 03:02:00 INFO: 2020-06-13 03:02:00 INFO: 2020-06-13 03:02:00 INFO: clearing start 2020-06-13 03:02:00 INFO: clearing end 2020-06-13 03:02:00 INFO: 2020-06-13 03:02:00 INFO: 2020-06-13 03:02:00 INFO: 2020-06-13 03:02:00 INFO: 2020-06-13 04:00:20 INFO: 2020-06-13 04:00:20 INFO: 2020-06-13 04:00:20 INFO: 2020-06-13 04:00:20 INFO: 2020-06-13 04:00:20 INFO: init new order start 2020-06-13 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 238.0, 'low': 236.2, 'close': 236.7, 'trades': 1343, 'volume': 1035273, 'vwap': 236.84, 'lastSize': 15, 'turnover': 24519109910, 'homeNotional': 9778.791270754316, 'foreignNotional': 2315987.6005247235}, {'timestamp': datetime.datetime(2020, 6, 13, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 237.85, 'low': 236.6, 'close': 237.7, 'trades': 1096, 'volume': 1087504, 'vwap': 237.35, 'lastSize': 100, 'turnover': 25811268375, 'homeNotional': 10290.124958324855, 'foreignNotional': 2442304.817790158}, {'timestamp': datetime.datetime(2020, 6, 12, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.9, 'low': 236.75, 'close': 237.5, 'trades': 1406, 'volume': 1594543, 'vwap': 237.29, 'lastSize': 4, 'turnover': 37836139880, 'homeNotional': 15071.372692116664, 'foreignNotional': 3576215.234325157}] 2020-06-13 04:00:20 INFO: prepare candles [CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED'), CandleItem(low=236.6, high=237.85, open=237.5, close=237.7, color='GREEN'), CandleItem(low=236.75, high=237.9, open=237.1, close=237.5, color='GREEN')] 2020-06-13 04:00:20 INFO: last_candle=CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED') 2020-06-13 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-13 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED') 2020-06-13 04:00:20 INFO: skip by CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-13 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-13 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED') 2020-06-13 04:00:20 INFO: skip by CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-13 04:00:20 INFO: not found applicable config for candle 2020-06-13 04:00:20 INFO: check need new order None 2020-06-13 04:00:20 INFO: init new order end 2020-06-13 04:00:20 INFO: 2020-06-13 04:00:20 INFO: 2020-06-13 04:00:20 INFO: 2020-06-13 04:00:20 INFO: 2020-06-13 04:02:00 INFO: 2020-06-13 04:02:00 INFO: 2020-06-13 04:02:00 INFO: 2020-06-13 04:02:00 INFO: 2020-06-13 04:02:00 INFO: clearing start 2020-06-13 04:02:00 INFO: clearing end 2020-06-13 04:02:00 INFO: 2020-06-13 04:02:00 INFO: 2020-06-13 04:02:00 INFO: 2020-06-13 04:02:00 INFO: 2020-06-13 05:00:20 INFO: 2020-06-13 05:00:20 INFO: 2020-06-13 05:00:20 INFO: 2020-06-13 05:00:20 INFO: 2020-06-13 05:00:20 INFO: init new order start 2020-06-13 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.7, 'high': 237.25, 'low': 235.8, 'close': 236.65, 'trades': 1532, 'volume': 2632179, 'vwap': 236.59, 'lastSize': 50, 'turnover': 62272229275, 'homeNotional': 24835.74972066273, 'foreignNotional': 5875658.215386317}, {'timestamp': datetime.datetime(2020, 6, 13, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 238.0, 'low': 236.2, 'close': 236.7, 'trades': 1343, 'volume': 1035273, 'vwap': 236.84, 'lastSize': 15, 'turnover': 24519109910, 'homeNotional': 9778.791270754316, 'foreignNotional': 2315987.6005247235}, {'timestamp': datetime.datetime(2020, 6, 13, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 237.85, 'low': 236.6, 'close': 237.7, 'trades': 1096, 'volume': 1087504, 'vwap': 237.35, 'lastSize': 100, 'turnover': 25811268375, 'homeNotional': 10290.124958324855, 'foreignNotional': 2442304.817790158}] 2020-06-13 05:00:20 INFO: prepare candles [CandleItem(low=235.8, high=237.25, open=236.7, close=236.65, color='RED'), CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED'), CandleItem(low=236.6, high=237.85, open=237.5, close=237.7, color='GREEN')] 2020-06-13 05:00:20 INFO: skip by colors first_candle=CandleItem(low=236.6, high=237.85, open=237.5, close=237.7, color='GREEN') second_candle=CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED') last_candle=CandleItem(low=235.8, high=237.25, open=236.7, close=236.65, color='RED') 2020-06-13 05:00:20 INFO: check need new order None 2020-06-13 05:00:20 INFO: init new order end 2020-06-13 05:00:20 INFO: 2020-06-13 05:00:20 INFO: 2020-06-13 05:00:20 INFO: 2020-06-13 05:00:20 INFO: 2020-06-13 05:02:00 INFO: 2020-06-13 05:02:00 INFO: 2020-06-13 05:02:00 INFO: 2020-06-13 05:02:00 INFO: 2020-06-13 05:02:00 INFO: clearing start 2020-06-13 05:02:00 INFO: clearing end 2020-06-13 05:02:00 INFO: 2020-06-13 05:02:00 INFO: 2020-06-13 05:02:00 INFO: 2020-06-13 05:02:00 INFO: 2020-06-13 06:00:20 INFO: 2020-06-13 06:00:20 INFO: 2020-06-13 06:00:20 INFO: 2020-06-13 06:00:20 INFO: 2020-06-13 06:00:20 INFO: init new order start 2020-06-13 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.65, 'high': 236.65, 'low': 235.65, 'close': 236.15, 'trades': 1161, 'volume': 1871801, 'vwap': 236.03, 'lastSize': 500, 'turnover': 44180039155, 'homeNotional': 17644.772408456956, 'foreignNotional': 4164690.5117842355}, {'timestamp': datetime.datetime(2020, 6, 13, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.7, 'high': 237.25, 'low': 235.8, 'close': 236.65, 'trades': 1532, 'volume': 2632179, 'vwap': 236.59, 'lastSize': 50, 'turnover': 62272229275, 'homeNotional': 24835.74972066273, 'foreignNotional': 5875658.215386317}, {'timestamp': datetime.datetime(2020, 6, 13, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.7, 'high': 238.0, 'low': 236.2, 'close': 236.7, 'trades': 1343, 'volume': 1035273, 'vwap': 236.84, 'lastSize': 15, 'turnover': 24519109910, 'homeNotional': 9778.791270754316, 'foreignNotional': 2315987.6005247235}] 2020-06-13 06:00:21 INFO: prepare candles [CandleItem(low=235.65, high=236.65, open=236.65, close=236.15, color='RED'), CandleItem(low=235.8, high=237.25, open=236.7, close=236.65, color='RED'), CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED')] 2020-06-13 06:00:21 INFO: skip by colors first_candle=CandleItem(low=236.2, high=238.0, open=237.7, close=236.7, color='RED') second_candle=CandleItem(low=235.8, high=237.25, open=236.7, close=236.65, color='RED') last_candle=CandleItem(low=235.65, high=236.65, open=236.65, close=236.15, color='RED') 2020-06-13 06:00:21 INFO: check need new order None 2020-06-13 06:00:21 INFO: init new order end 2020-06-13 06:00:21 INFO: 2020-06-13 06:00:21 INFO: 2020-06-13 06:00:21 INFO: 2020-06-13 06:00:21 INFO: 2020-06-13 06:02:00 INFO: 2020-06-13 06:02:00 INFO: 2020-06-13 06:02:00 INFO: 2020-06-13 06:02:00 INFO: 2020-06-13 06:02:00 INFO: clearing start 2020-06-13 06:02:00 INFO: clearing end 2020-06-13 06:02:00 INFO: 2020-06-13 06:02:00 INFO: 2020-06-13 06:02:00 INFO: 2020-06-13 06:02:00 INFO: 2020-06-13 07:00:20 INFO: 2020-06-13 07:00:20 INFO: 2020-06-13 07:00:20 INFO: 2020-06-13 07:00:20 INFO: 2020-06-13 07:00:20 INFO: init new order start 2020-06-13 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.35, 'low': 235.3, 'close': 235.45, 'trades': 1125, 'volume': 1321743, 'vwap': 235.85, 'lastSize': 1, 'turnover': 31172951555, 'homeNotional': 12449.543497969666, 'foreignNotional': 2936193.5079923254}, {'timestamp': datetime.datetime(2020, 6, 13, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.65, 'high': 236.65, 'low': 235.65, 'close': 236.15, 'trades': 1161, 'volume': 1871801, 'vwap': 236.03, 'lastSize': 500, 'turnover': 44180039155, 'homeNotional': 17644.772408456956, 'foreignNotional': 4164690.5117842355}, {'timestamp': datetime.datetime(2020, 6, 13, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.7, 'high': 237.25, 'low': 235.8, 'close': 236.65, 'trades': 1532, 'volume': 2632179, 'vwap': 236.59, 'lastSize': 50, 'turnover': 62272229275, 'homeNotional': 24835.74972066273, 'foreignNotional': 5875658.215386317}] 2020-06-13 07:00:20 INFO: prepare candles [CandleItem(low=235.3, high=236.35, open=236.15, close=235.45, color='RED'), CandleItem(low=235.65, high=236.65, open=236.65, close=236.15, color='RED'), CandleItem(low=235.8, high=237.25, open=236.7, close=236.65, color='RED')] 2020-06-13 07:00:20 INFO: skip by colors first_candle=CandleItem(low=235.8, high=237.25, open=236.7, close=236.65, color='RED') second_candle=CandleItem(low=235.65, high=236.65, open=236.65, close=236.15, color='RED') last_candle=CandleItem(low=235.3, high=236.35, open=236.15, close=235.45, color='RED') 2020-06-13 07:00:20 INFO: check need new order None 2020-06-13 07:00:20 INFO: init new order end 2020-06-13 07:00:20 INFO: 2020-06-13 07:00:20 INFO: 2020-06-13 07:00:20 INFO: 2020-06-13 07:00:20 INFO: 2020-06-13 07:02:00 INFO: 2020-06-13 07:02:00 INFO: 2020-06-13 07:02:00 INFO: 2020-06-13 07:02:00 INFO: 2020-06-13 07:02:00 INFO: clearing start 2020-06-13 07:02:00 INFO: clearing end 2020-06-13 07:02:00 INFO: 2020-06-13 07:02:00 INFO: 2020-06-13 07:02:00 INFO: 2020-06-13 07:02:00 INFO: 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:20 INFO: init new order start 2020-06-13 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.45, 'high': 235.7, 'low': 234.65, 'close': 235.65, 'trades': 1725, 'volume': 2123971, 'vwap': 235.17, 'lastSize': 10000, 'turnover': 49947893180, 'homeNotional': 19937.963916796405, 'foreignNotional': 4688671.3910173485}, {'timestamp': datetime.datetime(2020, 6, 13, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.35, 'low': 235.3, 'close': 235.45, 'trades': 1125, 'volume': 1321743, 'vwap': 235.85, 'lastSize': 1, 'turnover': 31172951555, 'homeNotional': 12449.543497969666, 'foreignNotional': 2936193.5079923254}, {'timestamp': datetime.datetime(2020, 6, 13, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.65, 'high': 236.65, 'low': 235.65, 'close': 236.15, 'trades': 1161, 'volume': 1871801, 'vwap': 236.03, 'lastSize': 500, 'turnover': 44180039155, 'homeNotional': 17644.772408456956, 'foreignNotional': 4164690.5117842355}] 2020-06-13 08:00:20 INFO: prepare candles [CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN'), CandleItem(low=235.3, high=236.35, open=236.15, close=235.45, color='RED'), CandleItem(low=235.65, high=236.65, open=236.65, close=236.15, color='RED')] 2020-06-13 08:00:20 INFO: last_candle=CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN') 2020-06-13 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-13 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN') 2020-06-13 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.3, high=236.35, open=236.15, close=235.45, color='RED') 2020-06-13 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.65, high=236.65, open=236.65, close=236.15, color='RED') 2020-06-13 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-13 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-13 08:00:20 INFO: place order: start candle=CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-06-13 08:00:20 INFO: place order: side_factor=-1 init_trigger_price=235.75 init_order_price=235.79999999999998 stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=234.65 take_price=242.09999999999988 2020-06-13 08:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('235.75') init_order_price=Decimal('235.799999999999982946974341757595539093017578125') stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=Decimal('234.650000000000005684341886080801486968994140625') take_price=Decimal('242.099999999999880628820392303168773651123046875') 2020-06-13 08:00:20 INFO: place order: compute qty=727 2020-06-13 08:00:20 INFO: place order: save order to db 2601083362254415ae65d041b9148775; response=True 2020-06-13 08:00:20 INFO: post order to exchange resp={'orderID': 'fdc7928a-a3f0-9f65-ddfb-626c276585cd', 'clOrdID': '2601083362254415ae65d041b9148775', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 235.8, 'displayQty': None, 'stopPx': 235.75, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc())} 2020-06-13 08:00:20 INFO: place new init order {'qty': 727, 'init_price': Decimal('235.75'), 'stop_price': Decimal('234.650000000000005684341886080801486968994140625'), 'take_price': Decimal('242.099999999999880628820392303168773651123046875'), 'order_uid': '2601083362254415ae65d041b9148775', 'response': {'orderID': 'fdc7928a-a3f0-9f65-ddfb-626c276585cd', 'clOrdID': '2601083362254415ae65d041b9148775', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 235.8, 'displayQty': None, 'stopPx': 235.75, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc())}} 2020-06-13 08:00:20 INFO: init new order end 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:20 INFO: 2020-06-13 08:00:21 INFO: process event {'orderID': 'fdc7928a-a3f0-9f65-ddfb-626c276585cd', 'clOrdID': '2601083362254415ae65d041b9148775', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 235.8, 'displayQty': None, 'stopPx': 235.75, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-13T05:00:20.833Z', 'timestamp': '2020-06-13T05:00:20.833Z'} 2020-06-13 08:00:21 INFO: skip event 2601083362254415ae65d041b9148775 New 2020-06-13 08:02:00 INFO: 2020-06-13 08:02:00 INFO: 2020-06-13 08:02:00 INFO: 2020-06-13 08:02:00 INFO: 2020-06-13 08:02:00 INFO: clearing start 2020-06-13 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'fdc7928a-a3f0-9f65-ddfb-626c276585cd', 'clOrdID': '2601083362254415ae65d041b9148775', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 235.8, 'displayQty': None, 'stopPx': 235.75, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc())} 2020-06-13 08:02:01 INFO: order time=2020-06-13 05:00:20.833000+00:00; delta from now UTC=0:01:40.171224 time_delta.total_seconds()=100.171224; time_diff_offset='3600' 2020-06-13 08:02:01 INFO: skip by time diff 2020-06-13 05:00:20.833000+00:00 2020-06-13 08:02:01 INFO: clearing end 2020-06-13 08:02:01 INFO: 2020-06-13 08:02:01 INFO: 2020-06-13 08:02:01 INFO: 2020-06-13 08:02:01 INFO: 2020-06-13 09:00:20 INFO: 2020-06-13 09:00:20 INFO: 2020-06-13 09:00:20 INFO: 2020-06-13 09:00:20 INFO: 2020-06-13 09:00:20 INFO: init new order start 2020-06-13 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 235.7, 'low': 235.25, 'close': 235.7, 'trades': 841, 'volume': 1325122, 'vwap': 235.55, 'lastSize': 16, 'turnover': 31212500470, 'homeNotional': 12450.86887897372, 'foreignNotional': 2932732.3049920956}, {'timestamp': datetime.datetime(2020, 6, 13, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.45, 'high': 235.7, 'low': 234.65, 'close': 235.65, 'trades': 1725, 'volume': 2123971, 'vwap': 235.17, 'lastSize': 10000, 'turnover': 49947893180, 'homeNotional': 19937.963916796405, 'foreignNotional': 4688671.3910173485}, {'timestamp': datetime.datetime(2020, 6, 13, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.35, 'low': 235.3, 'close': 235.45, 'trades': 1125, 'volume': 1321743, 'vwap': 235.85, 'lastSize': 1, 'turnover': 31172951555, 'homeNotional': 12449.543497969666, 'foreignNotional': 2936193.5079923254}] 2020-06-13 09:00:20 INFO: prepare candles [CandleItem(low=235.25, high=235.7, open=235.65, close=235.7, color='GREEN'), CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN'), CandleItem(low=235.3, high=236.35, open=236.15, close=235.45, color='RED')] 2020-06-13 09:00:20 INFO: skip by colors first_candle=CandleItem(low=235.3, high=236.35, open=236.15, close=235.45, color='RED') second_candle=CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN') last_candle=CandleItem(low=235.25, high=235.7, open=235.65, close=235.7, color='GREEN') 2020-06-13 09:00:20 INFO: check need new order None 2020-06-13 09:00:20 INFO: init new order end 2020-06-13 09:00:20 INFO: 2020-06-13 09:00:20 INFO: 2020-06-13 09:00:20 INFO: 2020-06-13 09:00:20 INFO: 2020-06-13 09:02:00 INFO: 2020-06-13 09:02:00 INFO: 2020-06-13 09:02:00 INFO: 2020-06-13 09:02:00 INFO: 2020-06-13 09:02:00 INFO: clearing start 2020-06-13 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fdc7928a-a3f0-9f65-ddfb-626c276585cd', 'clOrdID': '2601083362254415ae65d041b9148775', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 235.8, 'displayQty': None, 'stopPx': 235.75, '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': 727, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc())} 2020-06-13 09:02:00 INFO: order time=2020-06-13 05:00:20.833000+00:00; delta from now UTC=1:01:39.500340 time_delta.total_seconds()=3699.50034; time_diff_offset='3600' 2020-06-13 09:02:00 INFO: clear order 2601083362254415ae65d041b9148775 2020-06-13 09:02:00 INFO: process event {'orderID': 'fdc7928a-a3f0-9f65-ddfb-626c276585cd', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-06-13T06:02:00.360Z', 'clOrdID': '2601083362254415ae65d041b9148775', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-13 09:02:00 INFO: skip event 2601083362254415ae65d041b9148775 Canceled 2020-06-13 09:02:00 INFO: cancel order resp=[{'orderID': 'fdc7928a-a3f0-9f65-ddfb-626c276585cd', 'clOrdID': '2601083362254415ae65d041b9148775', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 727, 'price': 235.8, 'displayQty': None, 'stopPx': 235.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 5, 0, 20, 833000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 6, 2, 0, 360000, tzinfo=tzutc())}] 2020-06-13 09:02:00 INFO: clearing end 2020-06-13 09:02:00 INFO: 2020-06-13 09:02:00 INFO: 2020-06-13 09:02:00 INFO: 2020-06-13 09:02:00 INFO: 2020-06-13 10:00:20 INFO: 2020-06-13 10:00:20 INFO: 2020-06-13 10:00:20 INFO: 2020-06-13 10:00:20 INFO: 2020-06-13 10:00:20 INFO: init new order start 2020-06-13 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.7, 'high': 236.2, 'low': 235.35, 'close': 236.05, 'trades': 1259, 'volume': 1659783, 'vwap': 235.79, 'lastSize': 400, 'turnover': 39135780865, 'homeNotional': 15623.169842646366, 'foreignNotional': 3683770.059356787}, {'timestamp': datetime.datetime(2020, 6, 13, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 235.7, 'low': 235.25, 'close': 235.7, 'trades': 841, 'volume': 1325122, 'vwap': 235.55, 'lastSize': 16, 'turnover': 31212500470, 'homeNotional': 12450.86887897372, 'foreignNotional': 2932732.3049920956}, {'timestamp': datetime.datetime(2020, 6, 13, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.45, 'high': 235.7, 'low': 234.65, 'close': 235.65, 'trades': 1725, 'volume': 2123971, 'vwap': 235.17, 'lastSize': 10000, 'turnover': 49947893180, 'homeNotional': 19937.963916796405, 'foreignNotional': 4688671.3910173485}] 2020-06-13 10:00:20 INFO: prepare candles [CandleItem(low=235.35, high=236.2, open=235.7, close=236.05, color='GREEN'), CandleItem(low=235.25, high=235.7, open=235.65, close=235.7, color='GREEN'), CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN')] 2020-06-13 10:00:20 INFO: skip by colors first_candle=CandleItem(low=234.65, high=235.7, open=235.45, close=235.65, color='GREEN') second_candle=CandleItem(low=235.25, high=235.7, open=235.65, close=235.7, color='GREEN') last_candle=CandleItem(low=235.35, high=236.2, open=235.7, close=236.05, color='GREEN') 2020-06-13 10:00:20 INFO: check need new order None 2020-06-13 10:00:20 INFO: init new order end 2020-06-13 10:00:20 INFO: 2020-06-13 10:00:20 INFO: 2020-06-13 10:00:20 INFO: 2020-06-13 10:00:20 INFO: 2020-06-13 10:02:00 INFO: 2020-06-13 10:02:00 INFO: 2020-06-13 10:02:00 INFO: 2020-06-13 10:02:00 INFO: 2020-06-13 10:02:00 INFO: clearing start 2020-06-13 10:02:00 INFO: clearing end 2020-06-13 10:02:00 INFO: 2020-06-13 10:02:00 INFO: 2020-06-13 10:02:00 INFO: 2020-06-13 10:02:00 INFO: 2020-06-13 11:00:20 INFO: 2020-06-13 11:00:20 INFO: 2020-06-13 11:00:20 INFO: 2020-06-13 11:00:20 INFO: 2020-06-13 11:00:20 INFO: init new order start 2020-06-13 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.05, 'high': 237.15, 'low': 236.05, 'close': 236.75, 'trades': 1081, 'volume': 1857314, 'vwap': 236.57, 'lastSize': 3, 'turnover': 43937993135, 'homeNotional': 17526.34448205862, 'foreignNotional': 4146164.0938509516}, {'timestamp': datetime.datetime(2020, 6, 13, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.7, 'high': 236.2, 'low': 235.35, 'close': 236.05, 'trades': 1259, 'volume': 1659783, 'vwap': 235.79, 'lastSize': 400, 'turnover': 39135780865, 'homeNotional': 15623.169842646366, 'foreignNotional': 3683770.059356787}, {'timestamp': datetime.datetime(2020, 6, 13, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 235.7, 'low': 235.25, 'close': 235.7, 'trades': 841, 'volume': 1325122, 'vwap': 235.55, 'lastSize': 16, 'turnover': 31212500470, 'homeNotional': 12450.86887897372, 'foreignNotional': 2932732.3049920956}] 2020-06-13 11:00:20 INFO: prepare candles [CandleItem(low=236.05, high=237.15, open=236.05, close=236.75, color='GREEN'), CandleItem(low=235.35, high=236.2, open=235.7, close=236.05, color='GREEN'), CandleItem(low=235.25, high=235.7, open=235.65, close=235.7, color='GREEN')] 2020-06-13 11:00:20 INFO: skip by colors first_candle=CandleItem(low=235.25, high=235.7, open=235.65, close=235.7, color='GREEN') second_candle=CandleItem(low=235.35, high=236.2, open=235.7, close=236.05, color='GREEN') last_candle=CandleItem(low=236.05, high=237.15, open=236.05, close=236.75, color='GREEN') 2020-06-13 11:00:20 INFO: check need new order None 2020-06-13 11:00:20 INFO: init new order end 2020-06-13 11:00:20 INFO: 2020-06-13 11:00:20 INFO: 2020-06-13 11:00:20 INFO: 2020-06-13 11:00:20 INFO: 2020-06-13 11:02:00 INFO: 2020-06-13 11:02:00 INFO: 2020-06-13 11:02:00 INFO: 2020-06-13 11:02:00 INFO: 2020-06-13 11:02:00 INFO: clearing start 2020-06-13 11:02:00 INFO: clearing end 2020-06-13 11:02:00 INFO: 2020-06-13 11:02:00 INFO: 2020-06-13 11:02:00 INFO: 2020-06-13 11:02:00 INFO: 2020-06-13 12:00:20 INFO: 2020-06-13 12:00:20 INFO: 2020-06-13 12:00:20 INFO: 2020-06-13 12:00:20 INFO: 2020-06-13 12:00:20 INFO: init new order start 2020-06-13 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 237.0, 'low': 236.3, 'close': 237.0, 'trades': 782, 'volume': 905137, 'vwap': 236.62, 'lastSize': 1200, 'turnover': 21416516365, 'homeNotional': 8540.503721821502, 'foreignNotional': 2020775.6400633415}, {'timestamp': datetime.datetime(2020, 6, 13, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.05, 'high': 237.15, 'low': 236.05, 'close': 236.75, 'trades': 1081, 'volume': 1857314, 'vwap': 236.57, 'lastSize': 3, 'turnover': 43937993135, 'homeNotional': 17526.34448205862, 'foreignNotional': 4146164.0938509516}, {'timestamp': datetime.datetime(2020, 6, 13, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.7, 'high': 236.2, 'low': 235.35, 'close': 236.05, 'trades': 1259, 'volume': 1659783, 'vwap': 235.79, 'lastSize': 400, 'turnover': 39135780865, 'homeNotional': 15623.169842646366, 'foreignNotional': 3683770.059356787}] 2020-06-13 12:00:20 INFO: prepare candles [CandleItem(low=236.3, high=237.0, open=236.75, close=237.0, color='GREEN'), CandleItem(low=236.05, high=237.15, open=236.05, close=236.75, color='GREEN'), CandleItem(low=235.35, high=236.2, open=235.7, close=236.05, color='GREEN')] 2020-06-13 12:00:20 INFO: skip by colors first_candle=CandleItem(low=235.35, high=236.2, open=235.7, close=236.05, color='GREEN') second_candle=CandleItem(low=236.05, high=237.15, open=236.05, close=236.75, color='GREEN') last_candle=CandleItem(low=236.3, high=237.0, open=236.75, close=237.0, color='GREEN') 2020-06-13 12:00:20 INFO: check need new order None 2020-06-13 12:00:20 INFO: init new order end 2020-06-13 12:00:20 INFO: 2020-06-13 12:00:20 INFO: 2020-06-13 12:00:20 INFO: 2020-06-13 12:00:20 INFO: 2020-06-13 12:02:00 INFO: 2020-06-13 12:02:00 INFO: 2020-06-13 12:02:00 INFO: 2020-06-13 12:02:00 INFO: 2020-06-13 12:02:00 INFO: clearing start 2020-06-13 12:02:00 INFO: clearing end 2020-06-13 12:02:00 INFO: 2020-06-13 12:02:00 INFO: 2020-06-13 12:02:00 INFO: 2020-06-13 12:02:00 INFO: 2020-06-13 13:00:20 INFO: 2020-06-13 13:00:20 INFO: 2020-06-13 13:00:20 INFO: 2020-06-13 13:00:20 INFO: 2020-06-13 13:00:20 INFO: init new order start 2020-06-13 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.4, 'low': 236.6, 'close': 237.1, 'trades': 1352, 'volume': 2139592, 'vwap': 237.08, 'lastSize': 100, 'turnover': 50724010060, 'homeNotional': 20207.851489013752, 'foreignNotional': 4790744.280171511}, {'timestamp': datetime.datetime(2020, 6, 13, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 237.0, 'low': 236.3, 'close': 237.0, 'trades': 782, 'volume': 905137, 'vwap': 236.62, 'lastSize': 1200, 'turnover': 21416516365, 'homeNotional': 8540.503721821502, 'foreignNotional': 2020775.6400633415}, {'timestamp': datetime.datetime(2020, 6, 13, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.05, 'high': 237.15, 'low': 236.05, 'close': 236.75, 'trades': 1081, 'volume': 1857314, 'vwap': 236.57, 'lastSize': 3, 'turnover': 43937993135, 'homeNotional': 17526.34448205862, 'foreignNotional': 4146164.0938509516}] 2020-06-13 13:00:20 INFO: prepare candles [CandleItem(low=236.6, high=237.4, open=237.0, close=237.1, color='GREEN'), CandleItem(low=236.3, high=237.0, open=236.75, close=237.0, color='GREEN'), CandleItem(low=236.05, high=237.15, open=236.05, close=236.75, color='GREEN')] 2020-06-13 13:00:20 INFO: skip by colors first_candle=CandleItem(low=236.05, high=237.15, open=236.05, close=236.75, color='GREEN') second_candle=CandleItem(low=236.3, high=237.0, open=236.75, close=237.0, color='GREEN') last_candle=CandleItem(low=236.6, high=237.4, open=237.0, close=237.1, color='GREEN') 2020-06-13 13:00:20 INFO: check need new order None 2020-06-13 13:00:20 INFO: init new order end 2020-06-13 13:00:20 INFO: 2020-06-13 13:00:20 INFO: 2020-06-13 13:00:20 INFO: 2020-06-13 13:00:20 INFO: 2020-06-13 13:02:00 INFO: 2020-06-13 13:02:00 INFO: 2020-06-13 13:02:00 INFO: 2020-06-13 13:02:00 INFO: 2020-06-13 13:02:00 INFO: clearing start 2020-06-13 13:02:00 INFO: clearing end 2020-06-13 13:02:00 INFO: 2020-06-13 13:02:00 INFO: 2020-06-13 13:02:00 INFO: 2020-06-13 13:02:00 INFO: 2020-06-13 14:00:20 INFO: 2020-06-13 14:00:20 INFO: 2020-06-13 14:00:20 INFO: 2020-06-13 14:00:20 INFO: 2020-06-13 14:00:20 INFO: init new order start 2020-06-13 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.2, 'low': 235.85, 'close': 236.0, 'trades': 1148, 'volume': 1386030, 'vwap': 236.33, 'lastSize': 11, 'turnover': 32755450950, 'homeNotional': 13058.307922072623, 'foreignNotional': 3086019.742826953}, {'timestamp': datetime.datetime(2020, 6, 13, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.4, 'low': 236.6, 'close': 237.1, 'trades': 1352, 'volume': 2139592, 'vwap': 237.08, 'lastSize': 100, 'turnover': 50724010060, 'homeNotional': 20207.851489013752, 'foreignNotional': 4790744.280171511}, {'timestamp': datetime.datetime(2020, 6, 13, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.75, 'high': 237.0, 'low': 236.3, 'close': 237.0, 'trades': 782, 'volume': 905137, 'vwap': 236.62, 'lastSize': 1200, 'turnover': 21416516365, 'homeNotional': 8540.503721821502, 'foreignNotional': 2020775.6400633415}] 2020-06-13 14:00:20 INFO: prepare candles [CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED'), CandleItem(low=236.6, high=237.4, open=237.0, close=237.1, color='GREEN'), CandleItem(low=236.3, high=237.0, open=236.75, close=237.0, color='GREEN')] 2020-06-13 14:00:20 INFO: last_candle=CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED') 2020-06-13 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-13 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED') 2020-06-13 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.6, high=237.4, open=237.0, close=237.1, color='GREEN') 2020-06-13 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=236.3, high=237.0, open=236.75, close=237.0, color='GREEN') 2020-06-13 14:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-13 14:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-06-13 14:00:20 INFO: place order: start candle=CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED') ticker='ETHUSD' price_offset=0.1 2020-06-13 14:00:20 INFO: place order: side_factor=1 init_trigger_price=235.79999999999998 init_order_price=235.75 stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=237.2 take_price=227.65000000000003 2020-06-13 14:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('235.799999999999982946974341757595539093017578125') init_order_price=Decimal('235.75') stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=Decimal('237.19999999999998863131622783839702606201171875') take_price=Decimal('227.65000000000003410605131648480892181396484375') 2020-06-13 14:00:20 INFO: place order: compute qty=-571 2020-06-13 14:00:20 INFO: place order: save order to db 5729afbbc86a44fda8f3fbef0cc37936; response=True 2020-06-13 14:00:20 INFO: process event {'orderID': '9667d8d2-6e9a-d46b-d372-e4f05abe574a', 'clOrdID': '5729afbbc86a44fda8f3fbef0cc37936', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 235.75, 'displayQty': None, 'stopPx': 235.8, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-06-13T11:00:20.248Z', 'timestamp': '2020-06-13T11:00:20.248Z'} 2020-06-13 14:00:20 INFO: skip event 5729afbbc86a44fda8f3fbef0cc37936 New 2020-06-13 14:00:20 INFO: post order to exchange resp={'orderID': '9667d8d2-6e9a-d46b-d372-e4f05abe574a', 'clOrdID': '5729afbbc86a44fda8f3fbef0cc37936', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 235.75, 'displayQty': None, 'stopPx': 235.8, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 0, 20, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 0, 20, 248000, tzinfo=tzutc())} 2020-06-13 14:00:20 INFO: place new init order {'qty': -571, 'init_price': Decimal('235.799999999999982946974341757595539093017578125'), 'stop_price': Decimal('237.19999999999998863131622783839702606201171875'), 'take_price': Decimal('227.65000000000003410605131648480892181396484375'), 'order_uid': '5729afbbc86a44fda8f3fbef0cc37936', 'response': {'orderID': '9667d8d2-6e9a-d46b-d372-e4f05abe574a', 'clOrdID': '5729afbbc86a44fda8f3fbef0cc37936', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 235.75, 'displayQty': None, 'stopPx': 235.8, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 0, 20, 248000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 0, 20, 248000, tzinfo=tzutc())}} 2020-06-13 14:00:20 INFO: init new order end 2020-06-13 14:00:20 INFO: 2020-06-13 14:00:20 INFO: 2020-06-13 14:00:20 INFO: 2020-06-13 14:00:20 INFO: 2020-06-13 14:01:42 INFO: process event {'orderID': '9667d8d2-6e9a-d46b-d372-e4f05abe574a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-06-13T11:01:42.065Z', 'clOrdID': '5729afbbc86a44fda8f3fbef0cc37936', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-13 14:01:42 INFO: skip event 5729afbbc86a44fda8f3fbef0cc37936 2020-06-13 14:01:42 INFO: process event {'orderID': '9667d8d2-6e9a-d46b-d372-e4f05abe574a', 'workingIndicator': True, 'transactTime': '2020-06-13T11:01:42.065Z', 'clOrdID': '5729afbbc86a44fda8f3fbef0cc37936', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-13T11:01:42.065Z'} 2020-06-13 14:01:42 INFO: skip event 5729afbbc86a44fda8f3fbef0cc37936 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:00 INFO: clearing start 2020-06-13 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9667d8d2-6e9a-d46b-d372-e4f05abe574a', 'clOrdID': '5729afbbc86a44fda8f3fbef0cc37936', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 571, 'price': 235.75, 'displayQty': None, 'stopPx': 235.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': 'StopOrderTriggered', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 1, 42, 65000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 1, 42, 65000, tzinfo=tzutc())} 2020-06-13 14:02:00 INFO: order time=2020-06-13 11:01:42.065000+00:00; delta from now UTC=0:00:18.300717 time_delta.total_seconds()=18.300717; time_diff_offset='3600' 2020-06-13 14:02:00 INFO: skip by time diff 2020-06-13 11:01:42.065000+00:00 2020-06-13 14:02:00 INFO: clearing end 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:00 INFO: 2020-06-13 14:02:47 INFO: process event {'orderID': '9667d8d2-6e9a-d46b-d372-e4f05abe574a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 571, 'avgPx': 235.75, 'timestamp': '2020-06-13T11:02:47.008Z', 'clOrdID': '5729afbbc86a44fda8f3fbef0cc37936', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-13 14:02:47 INFO: add new event={'uid': '5729afbbc86a44fda8f3fbef0cc37936', 'status': 'Filled'} 2020-06-13 14:02:47 INFO: 2020-06-13 14:02:47 INFO: 2020-06-13 14:02:47 INFO: 2020-06-13 14:02:47 INFO: 2020-06-13 14:02:47 INFO: process event start 2020-06-13 14:02:47 INFO: fetch new order event 5729afbbc86a44fda8f3fbef0cc37936 2020-06-13 14:02:47 INFO: fetch orders by event init={'stop': '237.19999999999998863131622783839702606201171875', 'take': '227.65000000000003410605131648480892181396484375', 'qty': '571', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-06-13 14:02:47 INFO: process init order filled 2020-06-13 14:02:47 INFO: save profit orders to storage stop=d606dedfa14e44cc8ef7b868ae4c344f take=846d8e7d73584dff84580d0dbdee22c8 2020-06-13 14:02:47 INFO: place profit orders take_price=227.65000000000003410605131648480892181396484375, stop_price=237.19999999999998863131622783839702606201171875, qty=571, color=RED, ticker=ETHUSD d606dedfa14e44cc8ef7b868ae4c344f 846d8e7d73584dff84580d0dbdee22c8 2020-06-13 14:02:47 INFO: place stop order ETHUSD: qty=571, stop_price=237.19999999999998863131622783839702606201171875, stop_uid=d606dedfa14e44cc8ef7b868ae4c344f 2020-06-13 14:02:47 INFO: process event {'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 237.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-06-13T11:02:47.446Z', 'timestamp': '2020-06-13T11:02:47.446Z'} 2020-06-13 14:02:47 INFO: skip event d606dedfa14e44cc8ef7b868ae4c344f New 2020-06-13 14:02:47 INFO: exchange resp for stop order={'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 237.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc())} 2020-06-13 14:02:47 INFO: place limit order ETHUSD: qty=571, price=227.65000000000003410605131648480892181396484375, take_uid=846d8e7d73584dff84580d0dbdee22c8 2020-06-13 14:02:47 INFO: process event {'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 227.65, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-06-13T11:02:47.482Z', 'timestamp': '2020-06-13T11:02:47.482Z'} 2020-06-13 14:02:47 INFO: skip event 846d8e7d73584dff84580d0dbdee22c8 New 2020-06-13 14:02:47 INFO: process event {'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'workingIndicator': True, 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-13T11:02:47.482Z'} 2020-06-13 14:02:47 INFO: skip event 846d8e7d73584dff84580d0dbdee22c8 2020-06-13 14:02:47 INFO: exchange resp for take profit order={'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 227.65, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc())} 2020-06-13 14:02:47 INFO: place profit orders={'stop': {'response': {'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 237.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc())}, 'qty': Decimal('571'), 'uid': 'd606dedfa14e44cc8ef7b868ae4c344f', 'price': Decimal('237.19999999999998863131622783839702606201171875')}, 'take': {'response': {'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 227.65, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc())}, 'qty': Decimal('571'), 'uid': '846d8e7d73584dff84580d0dbdee22c8', 'price': Decimal('227.65000000000003410605131648480892181396484375')}} 2020-06-13 14:02:47 INFO: rm init order from db 5729afbbc86a44fda8f3fbef0cc37936 2020-06-13 14:02:47 INFO: end process event_processing_result='proceed init order' 2020-06-13 14:02:47 INFO: 2020-06-13 14:02:47 INFO: 2020-06-13 14:02:47 INFO: 2020-06-13 14:02:47 INFO: 2020-06-13 15:00:20 INFO: 2020-06-13 15:00:20 INFO: 2020-06-13 15:00:20 INFO: 2020-06-13 15:00:20 INFO: 2020-06-13 15:00:20 INFO: init new order start 2020-06-13 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 236.2, 'low': 235.15, 'close': 235.65, 'trades': 1666, 'volume': 1358227, 'vwap': 235.67, 'lastSize': 1, 'turnover': 32008844370, 'homeNotional': 12779.308495275262, 'foreignNotional': 3011655.8904405097}, {'timestamp': datetime.datetime(2020, 6, 13, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.2, 'low': 235.85, 'close': 236.0, 'trades': 1148, 'volume': 1386030, 'vwap': 236.33, 'lastSize': 11, 'turnover': 32755450950, 'homeNotional': 13058.307922072623, 'foreignNotional': 3086019.742826953}, {'timestamp': datetime.datetime(2020, 6, 13, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.4, 'low': 236.6, 'close': 237.1, 'trades': 1352, 'volume': 2139592, 'vwap': 237.08, 'lastSize': 100, 'turnover': 50724010060, 'homeNotional': 20207.851489013752, 'foreignNotional': 4790744.280171511}] 2020-06-13 15:00:20 INFO: prepare candles [CandleItem(low=235.15, high=236.2, open=236.0, close=235.65, color='RED'), CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED'), CandleItem(low=236.6, high=237.4, open=237.0, close=237.1, color='GREEN')] 2020-06-13 15:00:20 INFO: skip by colors first_candle=CandleItem(low=236.6, high=237.4, open=237.0, close=237.1, color='GREEN') second_candle=CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED') last_candle=CandleItem(low=235.15, high=236.2, open=236.0, close=235.65, color='RED') 2020-06-13 15:00:20 INFO: check need new order None 2020-06-13 15:00:20 INFO: init new order end 2020-06-13 15:00:20 INFO: 2020-06-13 15:00:20 INFO: 2020-06-13 15:00:20 INFO: 2020-06-13 15:00:20 INFO: 2020-06-13 15:02:00 INFO: 2020-06-13 15:02:00 INFO: 2020-06-13 15:02:00 INFO: 2020-06-13 15:02:00 INFO: 2020-06-13 15:02:00 INFO: clearing start 2020-06-13 15:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 237.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc())} 2020-06-13 15:02:01 INFO: skip by not found init order into storage 2020-06-13 15:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 227.65, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc())} 2020-06-13 15:02:01 INFO: skip by not found init order into storage 2020-06-13 15:02:01 INFO: clearing end 2020-06-13 15:02:01 INFO: 2020-06-13 15:02:01 INFO: 2020-06-13 15:02:01 INFO: 2020-06-13 15:02:01 INFO: 2020-06-13 16:00:20 INFO: 2020-06-13 16:00:20 INFO: 2020-06-13 16:00:20 INFO: 2020-06-13 16:00:20 INFO: 2020-06-13 16:00:20 INFO: init new order start 2020-06-13 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 236.9, 'low': 235.0, 'close': 236.65, 'trades': 2250, 'volume': 3462423, 'vwap': 236.02, 'lastSize': 215, 'turnover': 81718764710, 'homeNotional': 32592.92906733596, 'foreignNotional': 7692486.005974628}, {'timestamp': datetime.datetime(2020, 6, 13, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 236.2, 'low': 235.15, 'close': 235.65, 'trades': 1666, 'volume': 1358227, 'vwap': 235.67, 'lastSize': 1, 'turnover': 32008844370, 'homeNotional': 12779.308495275262, 'foreignNotional': 3011655.8904405097}, {'timestamp': datetime.datetime(2020, 6, 13, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.2, 'low': 235.85, 'close': 236.0, 'trades': 1148, 'volume': 1386030, 'vwap': 236.33, 'lastSize': 11, 'turnover': 32755450950, 'homeNotional': 13058.307922072623, 'foreignNotional': 3086019.742826953}] 2020-06-13 16:00:20 INFO: prepare candles [CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN'), CandleItem(low=235.15, high=236.2, open=236.0, close=235.65, color='RED'), CandleItem(low=235.85, high=237.2, open=237.1, close=236.0, color='RED')] 2020-06-13 16:00:20 INFO: last_candle=CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN') 2020-06-13 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-13 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN') 2020-06-13 16:00:20 INFO: skip by CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-13 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-13 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN') 2020-06-13 16:00:20 INFO: skip by CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-13 16:00:20 INFO: not found applicable config for candle 2020-06-13 16:00:20 INFO: check need new order None 2020-06-13 16:00:20 INFO: init new order end 2020-06-13 16:00:20 INFO: 2020-06-13 16:00:20 INFO: 2020-06-13 16:00:20 INFO: 2020-06-13 16:00:20 INFO: 2020-06-13 16:02:00 INFO: 2020-06-13 16:02:00 INFO: 2020-06-13 16:02:00 INFO: 2020-06-13 16:02:00 INFO: 2020-06-13 16:02:00 INFO: clearing start 2020-06-13 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 237.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc())} 2020-06-13 16:02:00 INFO: skip by not found init order into storage 2020-06-13 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 227.65, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc())} 2020-06-13 16:02:00 INFO: skip by not found init order into storage 2020-06-13 16:02:00 INFO: clearing end 2020-06-13 16:02:00 INFO: 2020-06-13 16:02:00 INFO: 2020-06-13 16:02:00 INFO: 2020-06-13 16:02:00 INFO: 2020-06-13 17:00:20 INFO: 2020-06-13 17:00:20 INFO: 2020-06-13 17:00:20 INFO: 2020-06-13 17:00:20 INFO: 2020-06-13 17:00:20 INFO: init new order start 2020-06-13 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 13, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.65, 'high': 236.7, 'low': 235.7, 'close': 236.5, 'trades': 1227, 'volume': 1244087, 'vwap': 236.19, 'lastSize': 270, 'turnover': 29383951900, 'homeNotional': 11715.664364273582, 'foreignNotional': 2767112.436088568}, {'timestamp': datetime.datetime(2020, 6, 13, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.65, 'high': 236.9, 'low': 235.0, 'close': 236.65, 'trades': 2250, 'volume': 3462423, 'vwap': 236.02, 'lastSize': 215, 'turnover': 81718764710, 'homeNotional': 32592.92906733596, 'foreignNotional': 7692486.005974628}, {'timestamp': datetime.datetime(2020, 6, 13, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.0, 'high': 236.2, 'low': 235.15, 'close': 235.65, 'trades': 1666, 'volume': 1358227, 'vwap': 235.67, 'lastSize': 1, 'turnover': 32008844370, 'homeNotional': 12779.308495275262, 'foreignNotional': 3011655.8904405097}] 2020-06-13 17:00:21 INFO: prepare candles [CandleItem(low=235.7, high=236.7, open=236.65, close=236.5, color='RED'), CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN'), CandleItem(low=235.15, high=236.2, open=236.0, close=235.65, color='RED')] 2020-06-13 17:00:21 INFO: skip by colors first_candle=CandleItem(low=235.15, high=236.2, open=236.0, close=235.65, color='RED') second_candle=CandleItem(low=235.0, high=236.9, open=235.65, close=236.65, color='GREEN') last_candle=CandleItem(low=235.7, high=236.7, open=236.65, close=236.5, color='RED') 2020-06-13 17:00:21 INFO: check need new order None 2020-06-13 17:00:21 INFO: init new order end 2020-06-13 17:00:21 INFO: 2020-06-13 17:00:21 INFO: 2020-06-13 17:00:21 INFO: 2020-06-13 17:00:21 INFO: 2020-06-13 17:02:00 INFO: 2020-06-13 17:02:00 INFO: 2020-06-13 17:02:00 INFO: 2020-06-13 17:02:00 INFO: 2020-06-13 17:02:00 INFO: clearing start 2020-06-13 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': None, 'displayQty': None, 'stopPx': 237.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 446000, tzinfo=tzutc())} 2020-06-13 17:02:00 INFO: skip by not found init order into storage 2020-06-13 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 227.65, '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': 571, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc())} 2020-06-13 17:02:00 INFO: skip by not found init order into storage 2020-06-13 17:02:00 INFO: clearing end 2020-06-13 17:02:00 INFO: 2020-06-13 17:02:00 INFO: 2020-06-13 17:02:00 INFO: 2020-06-13 17:02:00 INFO: 2020-06-13 17:04:29 INFO: process event {'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-06-13T14:04:29.198Z', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-13 17:04:29 INFO: skip event d606dedfa14e44cc8ef7b868ae4c344f 2020-06-13 17:04:29 INFO: process event {'orderID': 'cd0b08a0-63f2-5975-2dd4-c78ba2ded186', 'price': 237.2, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 571, 'avgPx': 237.2, 'transactTime': '2020-06-13T14:04:29.198Z', 'clOrdID': 'd606dedfa14e44cc8ef7b868ae4c344f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-06-13T14:04:29.198Z'} 2020-06-13 17:04:29 INFO: add new event={'uid': 'd606dedfa14e44cc8ef7b868ae4c344f', 'status': 'Filled'} 2020-06-13 17:04:29 INFO: 2020-06-13 17:04:29 INFO: 2020-06-13 17:04:29 INFO: 2020-06-13 17:04:29 INFO: 2020-06-13 17:04:29 INFO: process event start 2020-06-13 17:04:29 INFO: fetch new order event d606dedfa14e44cc8ef7b868ae4c344f 2020-06-13 17:04:29 INFO: fetch orders by event init=None profit_pair=846d8e7d73584dff84580d0dbdee22c8 2020-06-13 17:04:29 INFO: process profit order filled 2020-06-13 17:04:29 INFO: process event {'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-06-13T14:04:29.387Z', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-06-13 17:04:29 INFO: skip event 846d8e7d73584dff84580d0dbdee22c8 Canceled 2020-06-13 17:04:29 INFO: cancel order=846d8e7d73584dff84580d0dbdee22c8 [{'orderID': '9c8e4995-2742-0d6d-5b7d-8b5e9b208734', 'clOrdID': '846d8e7d73584dff84580d0dbdee22c8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 571, 'price': 227.65, '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(2020, 6, 13, 11, 2, 47, 482000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 6, 13, 14, 4, 29, 387000, tzinfo=tzutc())}] 2020-06-13 17:04:29 INFO: end process event_processing_result='proceed profit order' 2020-06-13 17:04:29 INFO: 2020-06-13 17:04:29 INFO: 2020-06-13 17:04:29 INFO: 2020-06-13 17:04:29 INFO: 2020-06-13 18:00:20 INFO: 2020-06-13 18:00:20 INFO: 2020-06-13 18:00:20 INFO: 2020-06-13 18:00:20 INFO: 2020-06-13 18:00:20 INFO