2020-05-25 01:02:00 INFO: skip by not found init order into storage 2020-05-25 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 225.65, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc())} 2020-05-25 01:02:00 INFO: skip by not found init order into storage 2020-05-25 01:02:00 INFO: clearing end 2020-05-25 01:02:00 INFO: 2020-05-25 01:02:00 INFO: 2020-05-25 01:02:00 INFO: 2020-05-25 01:02:00 INFO: 2020-05-25 02:00:20 INFO: 2020-05-25 02:00:20 INFO: 2020-05-25 02:00:20 INFO: 2020-05-25 02:00:20 INFO: 2020-05-25 02:00:20 INFO: init new order start 2020-05-25 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.2, 'high': 207.25, 'low': 206.05, 'close': 206.45, 'trades': 2328, 'volume': 2484593, 'vwap': 206.69, 'lastSize': 499, 'turnover': 51352450895, 'homeNotional': 22447.980383781036, 'foreignNotional': 4639631.678832089}, {'timestamp': datetime.datetime(2020, 5, 24, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.9, 'low': 206.3, 'close': 207.2, 'trades': 2435, 'volume': 2425842, 'vwap': 207.16, 'lastSize': 100, 'turnover': 50252430850, 'homeNotional': 21949.064481146335, 'foreignNotional': 4546883.273332337}, {'timestamp': datetime.datetime(2020, 5, 24, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.1, 'low': 206.2, 'close': 206.4, 'trades': 2449, 'volume': 2797875, 'vwap': 206.71, 'lastSize': 150, 'turnover': 57834357795, 'homeNotional': 25231.539710671674, 'foreignNotional': 5215573.411504334}] 2020-05-25 02:00:21 INFO: skip by found empty buckets 2020-05-25 02:00:21 INFO: check need new order None 2020-05-25 02:00:21 INFO: init new order end 2020-05-25 02:00:21 INFO: 2020-05-25 02:00:21 INFO: 2020-05-25 02:00:21 INFO: 2020-05-25 02:00:21 INFO: 2020-05-25 02:02:00 INFO: 2020-05-25 02:02:00 INFO: 2020-05-25 02:02:00 INFO: 2020-05-25 02:02:00 INFO: 2020-05-25 02:02:00 INFO: clearing start 2020-05-25 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 203.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc())} 2020-05-25 02:02:00 INFO: skip by not found init order into storage 2020-05-25 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 225.65, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc())} 2020-05-25 02:02:00 INFO: skip by not found init order into storage 2020-05-25 02:02:00 INFO: clearing end 2020-05-25 02:02:00 INFO: 2020-05-25 02:02:00 INFO: 2020-05-25 02:02:00 INFO: 2020-05-25 02:02:00 INFO: 2020-05-25 02:33:58 INFO: process event {'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-05-24T23:33:58.287Z', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-25 02:33:58 INFO: skip event d076d49ddc3049bea3d7db897db220d5 2020-05-25 02:33:58 INFO: process event {'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'price': 203.05, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 3, 'avgPx': 203.05, 'transactTime': '2020-05-24T23:33:58.287Z', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-24T23:33:58.287Z'} 2020-05-25 02:33:58 INFO: add new event={'uid': 'd076d49ddc3049bea3d7db897db220d5', 'status': 'Filled'} 2020-05-25 02:33:58 INFO: 2020-05-25 02:33:58 INFO: 2020-05-25 02:33:58 INFO: 2020-05-25 02:33:58 INFO: 2020-05-25 02:33:58 INFO: process event start 2020-05-25 02:33:58 INFO: fetch new order event d076d49ddc3049bea3d7db897db220d5 2020-05-25 02:33:58 INFO: fetch orders by event init=None profit_pair=e68520fbcf49484cbc673466c9a79378 2020-05-25 02:33:58 INFO: process profit order filled 2020-05-25 02:33:59 INFO: process event {'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-05-24T23:33:59.948Z', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-25 02:33:59 INFO: cancel order=e68520fbcf49484cbc673466c9a79378 [{'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 225.65, '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, 24, 20, 2, 1, 926000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 23, 33, 59, 948000, tzinfo=tzutc())}] 2020-05-25 02:33:59 INFO: skip event e68520fbcf49484cbc673466c9a79378 Canceled 2020-05-25 02:33:59 INFO: end process event_processing_result='proceed profit order' 2020-05-25 02:33:59 INFO: 2020-05-25 02:33:59 INFO: 2020-05-25 02:33:59 INFO: 2020-05-25 02:33:59 INFO: 2020-05-25 03:00:20 INFO: 2020-05-25 03:00:20 INFO: 2020-05-25 03:00:20 INFO: 2020-05-25 03:00:20 INFO: 2020-05-25 03:00:20 INFO: init new order start 2020-05-25 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.65, 'low': 199.55, 'close': 199.55, 'trades': 10184, 'volume': 10687223, 'vwap': 202.49, 'lastSize': 8701, 'turnover': 216400136730, 'homeNotional': 94078.0703846828, 'foreignNotional': 19050922.83845248}, {'timestamp': datetime.datetime(2020, 5, 24, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.2, 'high': 207.25, 'low': 206.05, 'close': 206.45, 'trades': 2328, 'volume': 2484593, 'vwap': 206.69, 'lastSize': 499, 'turnover': 51352450895, 'homeNotional': 22447.980383781036, 'foreignNotional': 4639631.678832089}, {'timestamp': datetime.datetime(2020, 5, 24, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.9, 'low': 206.3, 'close': 207.2, 'trades': 2435, 'volume': 2425842, 'vwap': 207.16, 'lastSize': 100, 'turnover': 50252430850, 'homeNotional': 21949.064481146335, 'foreignNotional': 4546883.273332337}] 2020-05-25 03:00:20 INFO: prepare candles [CandleItem(low=199.55, high=206.65, open=206.45, close=199.55, color='RED'), CandleItem(low=206.05, high=207.25, open=207.2, close=206.45, color='RED'), CandleItem(low=206.3, high=207.9, open=206.4, close=207.2, color='GREEN')] 2020-05-25 03:00:20 INFO: skip by colors first_candle=CandleItem(low=206.3, high=207.9, open=206.4, close=207.2, color='GREEN') second_candle=CandleItem(low=206.05, high=207.25, open=207.2, close=206.45, color='RED') last_candle=CandleItem(low=199.55, high=206.65, open=206.45, close=199.55, color='RED') 2020-05-25 03:00:20 INFO: check need new order None 2020-05-25 03:00:20 INFO: init new order end 2020-05-25 03:00:20 INFO: 2020-05-25 03:00:20 INFO: 2020-05-25 03:00:20 INFO: 2020-05-25 03:00:20 INFO: 2020-05-25 03:02:00 INFO: 2020-05-25 03:02:00 INFO: 2020-05-25 03:02:00 INFO: 2020-05-25 03:02:00 INFO: 2020-05-25 03:02:00 INFO: clearing start 2020-05-25 03:02:00 INFO: clearing end 2020-05-25 03:02:00 INFO: 2020-05-25 03:02:00 INFO: 2020-05-25 03:02:00 INFO: 2020-05-25 03:02:00 INFO: 2020-05-25 04:00:20 INFO: 2020-05-25 04:00:20 INFO: 2020-05-25 04:00:20 INFO: 2020-05-25 04:00:20 INFO: 2020-05-25 04:00:20 INFO: init new order start 2020-05-25 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 203.15, 'low': 197.65, 'close': 202.95, 'trades': 8675, 'volume': 8097851, 'vwap': 200.83, 'lastSize': 1, 'turnover': 162626463035, 'homeNotional': 70845.18353533685, 'foreignNotional': 14228208.404827649}, {'timestamp': datetime.datetime(2020, 5, 25, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.65, 'low': 199.55, 'close': 199.55, 'trades': 10184, 'volume': 10687223, 'vwap': 202.49, 'lastSize': 8701, 'turnover': 216400136730, 'homeNotional': 94078.0703846828, 'foreignNotional': 19050922.83845248}, {'timestamp': datetime.datetime(2020, 5, 24, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.2, 'high': 207.25, 'low': 206.05, 'close': 206.45, 'trades': 2328, 'volume': 2484593, 'vwap': 206.69, 'lastSize': 499, 'turnover': 51352450895, 'homeNotional': 22447.980383781036, 'foreignNotional': 4639631.678832089}] 2020-05-25 04:00:20 INFO: prepare candles [CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN'), CandleItem(low=199.55, high=206.65, open=206.45, close=199.55, color='RED'), CandleItem(low=206.05, high=207.25, open=207.2, close=206.45, color='RED')] 2020-05-25 04:00:20 INFO: last_candle=CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN') 2020-05-25 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))) 2020-05-25 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=197.65, high=203.15, open=199.55, close=202.95, color='GREEN') 2020-05-25 04:00:20 INFO: skip by CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-25 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))) 2020-05-25 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=197.65, high=203.15, open=199.55, close=202.95, color='GREEN') 2020-05-25 04:00:20 INFO: skip by CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-25 04:00:20 INFO: not found applicable config for candle 2020-05-25 04:00:20 INFO: check need new order None 2020-05-25 04:00:20 INFO: init new order end 2020-05-25 04:00:20 INFO: 2020-05-25 04:00:20 INFO: 2020-05-25 04:00:20 INFO: 2020-05-25 04:00:20 INFO: 2020-05-25 04:02:00 INFO: 2020-05-25 04:02:00 INFO: 2020-05-25 04:02:00 INFO: 2020-05-25 04:02:00 INFO: 2020-05-25 04:02:00 INFO: clearing start 2020-05-25 04:02:00 INFO: clearing end 2020-05-25 04:02:00 INFO: 2020-05-25 04:02:00 INFO: 2020-05-25 04:02:00 INFO: 2020-05-25 04:02:00 INFO: 2020-05-25 05:00:20 INFO: 2020-05-25 05:00:20 INFO: 2020-05-25 05:00:20 INFO: 2020-05-25 05:00:20 INFO: 2020-05-25 05:00:20 INFO: init new order start 2020-05-25 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.95, 'high': 202.9, 'low': 201.65, 'close': 202.7, 'trades': 2620, 'volume': 2602820, 'vwap': 202.25, 'lastSize': 100, 'turnover': 52640786870, 'homeNotional': 22857.085423064316, 'foreignNotional': 4622742.384504558}, {'timestamp': datetime.datetime(2020, 5, 25, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 203.15, 'low': 197.65, 'close': 202.95, 'trades': 8675, 'volume': 8097851, 'vwap': 200.83, 'lastSize': 1, 'turnover': 162626463035, 'homeNotional': 70845.18353533685, 'foreignNotional': 14228208.404827649}, {'timestamp': datetime.datetime(2020, 5, 25, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.65, 'low': 199.55, 'close': 199.55, 'trades': 10184, 'volume': 10687223, 'vwap': 202.49, 'lastSize': 8701, 'turnover': 216400136730, 'homeNotional': 94078.0703846828, 'foreignNotional': 19050922.83845248}] 2020-05-25 05:00:20 INFO: prepare candles [CandleItem(low=201.65, high=202.9, open=202.95, close=202.7, color='RED'), CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN'), CandleItem(low=199.55, high=206.65, open=206.45, close=199.55, color='RED')] 2020-05-25 05:00:20 INFO: skip by colors first_candle=CandleItem(low=199.55, high=206.65, open=206.45, close=199.55, color='RED') second_candle=CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN') last_candle=CandleItem(low=201.65, high=202.9, open=202.95, close=202.7, color='RED') 2020-05-25 05:00:20 INFO: check need new order None 2020-05-25 05:00:20 INFO: init new order end 2020-05-25 05:00:20 INFO: 2020-05-25 05:00:20 INFO: 2020-05-25 05:00:20 INFO: 2020-05-25 05:00:20 INFO: 2020-05-25 05:02:00 INFO: 2020-05-25 05:02:00 INFO: 2020-05-25 05:02:00 INFO: 2020-05-25 05:02:00 INFO: 2020-05-25 05:02:00 INFO: clearing start 2020-05-25 05:02:00 INFO: clearing end 2020-05-25 05:02:00 INFO: 2020-05-25 05:02:00 INFO: 2020-05-25 05:02:00 INFO: 2020-05-25 05:02:00 INFO: 2020-05-25 06:00:20 INFO: 2020-05-25 06:00:20 INFO: 2020-05-25 06:00:20 INFO: 2020-05-25 06:00:20 INFO: 2020-05-25 06:00:20 INFO: init new order start 2020-05-25 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 202.9, 'low': 201.65, 'close': 202.6, 'trades': 2052, 'volume': 1910629, 'vwap': 202.36, 'lastSize': 30, 'turnover': 38663475585, 'homeNotional': 16785.716606301976, 'foreignNotional': 3396762.5881058457}, {'timestamp': datetime.datetime(2020, 5, 25, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.95, 'high': 202.9, 'low': 201.65, 'close': 202.7, 'trades': 2620, 'volume': 2602820, 'vwap': 202.25, 'lastSize': 100, 'turnover': 52640786870, 'homeNotional': 22857.085423064316, 'foreignNotional': 4622742.384504558}, {'timestamp': datetime.datetime(2020, 5, 25, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 203.15, 'low': 197.65, 'close': 202.95, 'trades': 8675, 'volume': 8097851, 'vwap': 200.83, 'lastSize': 1, 'turnover': 162626463035, 'homeNotional': 70845.18353533685, 'foreignNotional': 14228208.404827649}] 2020-05-25 06:00:20 INFO: prepare candles [CandleItem(low=201.65, high=202.9, open=202.7, close=202.6, color='RED'), CandleItem(low=201.65, high=202.9, open=202.95, close=202.7, color='RED'), CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN')] 2020-05-25 06:00:20 INFO: skip by colors first_candle=CandleItem(low=197.65, high=203.15, open=199.55, close=202.95, color='GREEN') second_candle=CandleItem(low=201.65, high=202.9, open=202.95, close=202.7, color='RED') last_candle=CandleItem(low=201.65, high=202.9, open=202.7, close=202.6, color='RED') 2020-05-25 06:00:20 INFO: check need new order None 2020-05-25 06:00:20 INFO: init new order end 2020-05-25 06:00:20 INFO: 2020-05-25 06:00:20 INFO: 2020-05-25 06:00:20 INFO: 2020-05-25 06:00:20 INFO: 2020-05-25 06:02:00 INFO: 2020-05-25 06:02:00 INFO: 2020-05-25 06:02:00 INFO: 2020-05-25 06:02:00 INFO: 2020-05-25 06:02:00 INFO: clearing start 2020-05-25 06:02:00 INFO: clearing end 2020-05-25 06:02:00 INFO: 2020-05-25 06:02:00 INFO: 2020-05-25 06:02:00 INFO: 2020-05-25 06:02:00 INFO: 2020-05-25 07:00:20 INFO: 2020-05-25 07:00:20 INFO: 2020-05-25 07:00:20 INFO: 2020-05-25 07:00:20 INFO: 2020-05-25 07:00:20 INFO: init new order start 2020-05-25 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 202.55, 'low': 201.2, 'close': 202.35, 'trades': 2643, 'volume': 1920014, 'vwap': 201.84, 'lastSize': 40, 'turnover': 38752075785, 'homeNotional': 16844.807490569365, 'foreignNotional': 3399830.7407315667}, {'timestamp': datetime.datetime(2020, 5, 25, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 202.9, 'low': 201.65, 'close': 202.6, 'trades': 2052, 'volume': 1910629, 'vwap': 202.36, 'lastSize': 30, 'turnover': 38663475585, 'homeNotional': 16785.716606301976, 'foreignNotional': 3396762.5881058457}, {'timestamp': datetime.datetime(2020, 5, 25, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.95, 'high': 202.9, 'low': 201.65, 'close': 202.7, 'trades': 2620, 'volume': 2602820, 'vwap': 202.25, 'lastSize': 100, 'turnover': 52640786870, 'homeNotional': 22857.085423064316, 'foreignNotional': 4622742.384504558}] 2020-05-25 07:00:20 INFO: prepare candles [CandleItem(low=201.2, high=202.55, open=202.6, close=202.35, color='RED'), CandleItem(low=201.65, high=202.9, open=202.7, close=202.6, color='RED'), CandleItem(low=201.65, high=202.9, open=202.95, close=202.7, color='RED')] 2020-05-25 07:00:20 INFO: skip by colors first_candle=CandleItem(low=201.65, high=202.9, open=202.95, close=202.7, color='RED') second_candle=CandleItem(low=201.65, high=202.9, open=202.7, close=202.6, color='RED') last_candle=CandleItem(low=201.2, high=202.55, open=202.6, close=202.35, color='RED') 2020-05-25 07:00:20 INFO: check need new order None 2020-05-25 07:00:20 INFO: init new order end 2020-05-25 07:00:20 INFO: 2020-05-25 07:00:20 INFO: 2020-05-25 07:00:20 INFO: 2020-05-25 07:00:20 INFO: 2020-05-25 07:02:00 INFO: 2020-05-25 07:02:00 INFO: 2020-05-25 07:02:00 INFO: 2020-05-25 07:02:00 INFO: 2020-05-25 07:02:00 INFO: clearing start 2020-05-25 07:02:00 INFO: clearing end 2020-05-25 07:02:00 INFO: 2020-05-25 07:02:00 INFO: 2020-05-25 07:02:00 INFO: 2020-05-25 07:02:00 INFO: 2020-05-25 08:00:20 INFO: 2020-05-25 08:00:20 INFO: 2020-05-25 08:00:20 INFO: 2020-05-25 08:00:20 INFO: 2020-05-25 08:00:20 INFO: init new order start 2020-05-25 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 203.15, 'low': 202.2, 'close': 203.0, 'trades': 1559, 'volume': 1452192, 'vwap': 202.73, 'lastSize': 400, 'turnover': 29439747660, 'homeNotional': 12767.283662290467, 'foreignNotional': 2588267.7152929637}, {'timestamp': datetime.datetime(2020, 5, 25, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 202.55, 'low': 201.2, 'close': 202.35, 'trades': 2643, 'volume': 1920014, 'vwap': 201.84, 'lastSize': 40, 'turnover': 38752075785, 'homeNotional': 16844.807490569365, 'foreignNotional': 3399830.7407315667}, {'timestamp': datetime.datetime(2020, 5, 25, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 202.9, 'low': 201.65, 'close': 202.6, 'trades': 2052, 'volume': 1910629, 'vwap': 202.36, 'lastSize': 30, 'turnover': 38663475585, 'homeNotional': 16785.716606301976, 'foreignNotional': 3396762.5881058457}] 2020-05-25 08:00:20 INFO: prepare candles [CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN'), CandleItem(low=201.2, high=202.55, open=202.6, close=202.35, color='RED'), CandleItem(low=201.65, high=202.9, open=202.7, close=202.6, color='RED')] 2020-05-25 08:00:20 INFO: last_candle=CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN') 2020-05-25 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))) 2020-05-25 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=202.2, high=203.15, open=202.35, close=203.0, color='GREEN') 2020-05-25 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.2, high=202.55, open=202.6, close=202.35, color='RED') 2020-05-25 08:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.65, high=202.9, open=202.7, close=202.6, color='RED') 2020-05-25 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-25 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-25 08:00:20 INFO: place order: start candle=CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-05-25 08:00:20 INFO: place order: side_factor=-1 init_trigger_price=203.20000000000002 init_order_price=203.25 stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=202.2 take_price=208.9500000000001 2020-05-25 08:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('203.200000000000017053025658242404460906982421875') init_order_price=Decimal('203.25') stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=Decimal('202.19999999999998863131622783839702606201171875') take_price=Decimal('208.95000000000010231815394945442676544189453125') 2020-05-25 08:00:20 INFO: place order: compute qty=10 2020-05-25 08:00:20 INFO: place order: save order to db a24cd005578548dca1289168a104b4f7; response=True 2020-05-25 08:00:21 INFO: post order to exchange resp={'orderID': '75ac1f6e-f80c-7426-de0c-b343f0bc1c8a', 'clOrdID': 'a24cd005578548dca1289168a104b4f7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.25, 'displayQty': None, 'stopPx': 203.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc())} 2020-05-25 08:00:21 INFO: place new init order {'qty': 10, 'init_price': Decimal('203.200000000000017053025658242404460906982421875'), 'stop_price': Decimal('202.19999999999998863131622783839702606201171875'), 'take_price': Decimal('208.95000000000010231815394945442676544189453125'), 'order_uid': 'a24cd005578548dca1289168a104b4f7', 'response': {'orderID': '75ac1f6e-f80c-7426-de0c-b343f0bc1c8a', 'clOrdID': 'a24cd005578548dca1289168a104b4f7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.25, 'displayQty': None, 'stopPx': 203.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc())}} 2020-05-25 08:00:21 INFO: init new order end 2020-05-25 08:00:21 INFO: 2020-05-25 08:00:21 INFO: 2020-05-25 08:00:21 INFO: 2020-05-25 08:00:21 INFO: 2020-05-25 08:00:21 INFO: process event {'orderID': '75ac1f6e-f80c-7426-de0c-b343f0bc1c8a', 'clOrdID': 'a24cd005578548dca1289168a104b4f7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.25, 'displayQty': None, 'stopPx': 203.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-25T05:00:21.075Z', 'timestamp': '2020-05-25T05:00:21.075Z'} 2020-05-25 08:00:21 INFO: skip event a24cd005578548dca1289168a104b4f7 New 2020-05-25 08:02:00 INFO: 2020-05-25 08:02:00 INFO: 2020-05-25 08:02:00 INFO: 2020-05-25 08:02:00 INFO: 2020-05-25 08:02:00 INFO: clearing start 2020-05-25 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '75ac1f6e-f80c-7426-de0c-b343f0bc1c8a', 'clOrdID': 'a24cd005578548dca1289168a104b4f7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.25, 'displayQty': None, 'stopPx': 203.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc())} 2020-05-25 08:02:00 INFO: order time=2020-05-25 05:00:21.075000+00:00; delta from now UTC=0:01:39.176785 time_delta.total_seconds()=99.176785; time_diff_offset='3600' 2020-05-25 08:02:00 INFO: skip by time diff 2020-05-25 05:00:21.075000+00:00 2020-05-25 08:02:00 INFO: clearing end 2020-05-25 08:02:00 INFO: 2020-05-25 08:02:00 INFO: 2020-05-25 08:02:00 INFO: 2020-05-25 08:02:00 INFO: 2020-05-25 09:00:20 INFO: 2020-05-25 09:00:20 INFO: 2020-05-25 09:00:20 INFO: 2020-05-25 09:00:20 INFO: 2020-05-25 09:00:20 INFO: init new order start 2020-05-25 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 203.15, 'low': 201.75, 'close': 202.2, 'trades': 1646, 'volume': 1734587, 'vwap': 202.34, 'lastSize': 250, 'turnover': 35096397260, 'homeNotional': 15237.495113101928, 'foreignNotional': 3083056.329117084}, {'timestamp': datetime.datetime(2020, 5, 25, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 203.15, 'low': 202.2, 'close': 203.0, 'trades': 1559, 'volume': 1452192, 'vwap': 202.73, 'lastSize': 400, 'turnover': 29439747660, 'homeNotional': 12767.283662290467, 'foreignNotional': 2588267.7152929637}, {'timestamp': datetime.datetime(2020, 5, 25, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 202.55, 'low': 201.2, 'close': 202.35, 'trades': 2643, 'volume': 1920014, 'vwap': 201.84, 'lastSize': 40, 'turnover': 38752075785, 'homeNotional': 16844.807490569365, 'foreignNotional': 3399830.7407315667}] 2020-05-25 09:00:20 INFO: prepare candles [CandleItem(low=201.75, high=203.15, open=203.0, close=202.2, color='RED'), CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN'), CandleItem(low=201.2, high=202.55, open=202.6, close=202.35, color='RED')] 2020-05-25 09:00:20 INFO: skip by colors first_candle=CandleItem(low=201.2, high=202.55, open=202.6, close=202.35, color='RED') second_candle=CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN') last_candle=CandleItem(low=201.75, high=203.15, open=203.0, close=202.2, color='RED') 2020-05-25 09:00:20 INFO: check need new order None 2020-05-25 09:00:20 INFO: init new order end 2020-05-25 09:00:20 INFO: 2020-05-25 09:00:20 INFO: 2020-05-25 09:00:20 INFO: 2020-05-25 09:00:20 INFO: 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: clearing start 2020-05-25 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '75ac1f6e-f80c-7426-de0c-b343f0bc1c8a', 'clOrdID': 'a24cd005578548dca1289168a104b4f7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.25, 'displayQty': None, 'stopPx': 203.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc())} 2020-05-25 09:02:00 INFO: order time=2020-05-25 05:00:21.075000+00:00; delta from now UTC=1:01:39.635944 time_delta.total_seconds()=3699.635944; time_diff_offset='3600' 2020-05-25 09:02:00 INFO: clear order a24cd005578548dca1289168a104b4f7 2020-05-25 09:02:00 INFO: cancel order resp=[{'orderID': '75ac1f6e-f80c-7426-de0c-b343f0bc1c8a', 'clOrdID': 'a24cd005578548dca1289168a104b4f7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.25, 'displayQty': None, 'stopPx': 203.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 5, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 6, 2, 0, 746000, tzinfo=tzutc())}] 2020-05-25 09:02:00 INFO: clearing end 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: 2020-05-25 09:02:00 INFO: process event {'orderID': '75ac1f6e-f80c-7426-de0c-b343f0bc1c8a', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-05-25T06:02:00.746Z', 'clOrdID': 'a24cd005578548dca1289168a104b4f7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-25 09:02:00 INFO: skip event a24cd005578548dca1289168a104b4f7 Canceled 2020-05-25 10:00:20 INFO: 2020-05-25 10:00:20 INFO: 2020-05-25 10:00:20 INFO: 2020-05-25 10:00:20 INFO: 2020-05-25 10:00:20 INFO: init new order start 2020-05-25 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 204.15, 'low': 201.45, 'close': 203.0, 'trades': 3833, 'volume': 3535096, 'vwap': 203.08, 'lastSize': 25, 'turnover': 71790126805, 'homeNotional': 31082.7712229027, 'foreignNotional': 6312265.539259708}, {'timestamp': datetime.datetime(2020, 5, 25, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 203.15, 'low': 201.75, 'close': 202.2, 'trades': 1646, 'volume': 1734587, 'vwap': 202.34, 'lastSize': 250, 'turnover': 35096397260, 'homeNotional': 15237.495113101928, 'foreignNotional': 3083056.329117084}, {'timestamp': datetime.datetime(2020, 5, 25, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 203.15, 'low': 202.2, 'close': 203.0, 'trades': 1559, 'volume': 1452192, 'vwap': 202.73, 'lastSize': 400, 'turnover': 29439747660, 'homeNotional': 12767.283662290467, 'foreignNotional': 2588267.7152929637}] 2020-05-25 10:00:20 INFO: prepare candles [CandleItem(low=201.45, high=204.15, open=202.2, close=203.0, color='GREEN'), CandleItem(low=201.75, high=203.15, open=203.0, close=202.2, color='RED'), CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN')] 2020-05-25 10:00:20 INFO: skip by colors first_candle=CandleItem(low=202.2, high=203.15, open=202.35, close=203.0, color='GREEN') second_candle=CandleItem(low=201.75, high=203.15, open=203.0, close=202.2, color='RED') last_candle=CandleItem(low=201.45, high=204.15, open=202.2, close=203.0, color='GREEN') 2020-05-25 10:00:20 INFO: check need new order None 2020-05-25 10:00:20 INFO: init new order end 2020-05-25 10:00:20 INFO: 2020-05-25 10:00:20 INFO: 2020-05-25 10:00:20 INFO: 2020-05-25 10:00:20 INFO: 2020-05-25 10:02:00 INFO: 2020-05-25 10:02:00 INFO: 2020-05-25 10:02:00 INFO: 2020-05-25 10:02:00 INFO: 2020-05-25 10:02:00 INFO: clearing start 2020-05-25 10:02:00 INFO: clearing end 2020-05-25 10:02:00 INFO: 2020-05-25 10:02:00 INFO: 2020-05-25 10:02:00 INFO: 2020-05-25 10:02:00 INFO: 2020-05-25 11:00:20 INFO: 2020-05-25 11:00:20 INFO: 2020-05-25 11:00:20 INFO: 2020-05-25 11:00:20 INFO: 2020-05-25 11:00:20 INFO: init new order start 2020-05-25 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 204.5, 'low': 202.7, 'close': 204.25, 'trades': 3010, 'volume': 3063474, 'vwap': 203.82, 'lastSize': 25, 'turnover': 62438583870, 'homeNotional': 27032.019636961555, 'foreignNotional': 5509601.8403720055}, {'timestamp': datetime.datetime(2020, 5, 25, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 204.15, 'low': 201.45, 'close': 203.0, 'trades': 3833, 'volume': 3535096, 'vwap': 203.08, 'lastSize': 25, 'turnover': 71790126805, 'homeNotional': 31082.7712229027, 'foreignNotional': 6312265.539259708}, {'timestamp': datetime.datetime(2020, 5, 25, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 203.15, 'low': 201.75, 'close': 202.2, 'trades': 1646, 'volume': 1734587, 'vwap': 202.34, 'lastSize': 250, 'turnover': 35096397260, 'homeNotional': 15237.495113101928, 'foreignNotional': 3083056.329117084}] 2020-05-25 11:00:20 INFO: prepare candles [CandleItem(low=202.7, high=204.5, open=203.0, close=204.25, color='GREEN'), CandleItem(low=201.45, high=204.15, open=202.2, close=203.0, color='GREEN'), CandleItem(low=201.75, high=203.15, open=203.0, close=202.2, color='RED')] 2020-05-25 11:00:20 INFO: skip by colors first_candle=CandleItem(low=201.75, high=203.15, open=203.0, close=202.2, color='RED') second_candle=CandleItem(low=201.45, high=204.15, open=202.2, close=203.0, color='GREEN') last_candle=CandleItem(low=202.7, high=204.5, open=203.0, close=204.25, color='GREEN') 2020-05-25 11:00:20 INFO: check need new order None 2020-05-25 11:00:20 INFO: init new order end 2020-05-25 11:00:20 INFO: 2020-05-25 11:00:20 INFO: 2020-05-25 11:00:20 INFO: 2020-05-25 11:00:20 INFO: 2020-05-25 11:02:00 INFO: 2020-05-25 11:02:00 INFO: 2020-05-25 11:02:00 INFO: 2020-05-25 11:02:00 INFO: 2020-05-25 11:02:00 INFO: clearing start 2020-05-25 11:02:00 INFO: clearing end 2020-05-25 11:02:00 INFO: 2020-05-25 11:02:00 INFO: 2020-05-25 11:02:00 INFO: 2020-05-25 11:02:00 INFO: 2020-05-25 12:00:20 INFO: 2020-05-25 12:00:20 INFO: 2020-05-25 12:00:20 INFO: 2020-05-25 12:00:20 INFO: 2020-05-25 12:00:20 INFO: init new order start 2020-05-25 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.25, 'high': 204.7, 'low': 203.1, 'close': 203.1, 'trades': 2693, 'volume': 2192077, 'vwap': 203.93, 'lastSize': 100, 'turnover': 44702414345, 'homeNotional': 19392.877900731728, 'foreignNotional': 3954748.971481492}, {'timestamp': datetime.datetime(2020, 5, 25, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 204.5, 'low': 202.7, 'close': 204.25, 'trades': 3010, 'volume': 3063474, 'vwap': 203.82, 'lastSize': 25, 'turnover': 62438583870, 'homeNotional': 27032.019636961555, 'foreignNotional': 5509601.8403720055}, {'timestamp': datetime.datetime(2020, 5, 25, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 204.15, 'low': 201.45, 'close': 203.0, 'trades': 3833, 'volume': 3535096, 'vwap': 203.08, 'lastSize': 25, 'turnover': 71790126805, 'homeNotional': 31082.7712229027, 'foreignNotional': 6312265.539259708}] 2020-05-25 12:00:20 INFO: prepare candles [CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED'), CandleItem(low=202.7, high=204.5, open=203.0, close=204.25, color='GREEN'), CandleItem(low=201.45, high=204.15, open=202.2, close=203.0, color='GREEN')] 2020-05-25 12:00:20 INFO: last_candle=CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED') 2020-05-25 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))) 2020-05-25 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=203.1, high=204.7, open=204.25, close=203.1, color='RED') 2020-05-25 12:00:20 INFO: skip by CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-25 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))) 2020-05-25 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=203.1, high=204.7, open=204.25, close=203.1, color='RED') 2020-05-25 12:00:20 INFO: skip by CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-25 12:00:20 INFO: not found applicable config for candle 2020-05-25 12:00:20 INFO: check need new order None 2020-05-25 12:00:20 INFO: init new order end 2020-05-25 12:00:20 INFO: 2020-05-25 12:00:20 INFO: 2020-05-25 12:00:20 INFO: 2020-05-25 12:00:20 INFO: 2020-05-25 12:02:00 INFO: 2020-05-25 12:02:00 INFO: 2020-05-25 12:02:00 INFO: 2020-05-25 12:02:00 INFO: 2020-05-25 12:02:00 INFO: clearing start 2020-05-25 12:02:01 INFO: clearing end 2020-05-25 12:02:01 INFO: 2020-05-25 12:02:01 INFO: 2020-05-25 12:02:01 INFO: 2020-05-25 12:02:01 INFO: 2020-05-25 13:00:20 INFO: 2020-05-25 13:00:20 INFO: 2020-05-25 13:00:20 INFO: 2020-05-25 13:00:20 INFO: 2020-05-25 13:00:20 INFO: init new order start 2020-05-25 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 205.25, 'low': 201.2, 'close': 202.45, 'trades': 6941, 'volume': 9943620, 'vwap': 203.15, 'lastSize': 35, 'turnover': 201996260460, 'homeNotional': 87336.22394007198, 'foreignNotional': 17742255.07769138}, {'timestamp': datetime.datetime(2020, 5, 25, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.25, 'high': 204.7, 'low': 203.1, 'close': 203.1, 'trades': 2693, 'volume': 2192077, 'vwap': 203.93, 'lastSize': 100, 'turnover': 44702414345, 'homeNotional': 19392.877900731728, 'foreignNotional': 3954748.971481492}, {'timestamp': datetime.datetime(2020, 5, 25, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 204.5, 'low': 202.7, 'close': 204.25, 'trades': 3010, 'volume': 3063474, 'vwap': 203.82, 'lastSize': 25, 'turnover': 62438583870, 'homeNotional': 27032.019636961555, 'foreignNotional': 5509601.8403720055}] 2020-05-25 13:00:20 INFO: prepare candles [CandleItem(low=201.2, high=205.25, open=203.1, close=202.45, color='RED'), CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED'), CandleItem(low=202.7, high=204.5, open=203.0, close=204.25, color='GREEN')] 2020-05-25 13:00:20 INFO: skip by colors first_candle=CandleItem(low=202.7, high=204.5, open=203.0, close=204.25, color='GREEN') second_candle=CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED') last_candle=CandleItem(low=201.2, high=205.25, open=203.1, close=202.45, color='RED') 2020-05-25 13:00:20 INFO: check need new order None 2020-05-25 13:00:20 INFO: init new order end 2020-05-25 13:00:20 INFO: 2020-05-25 13:00:20 INFO: 2020-05-25 13:00:20 INFO: 2020-05-25 13:00:20 INFO: 2020-05-25 13:02:00 INFO: 2020-05-25 13:02:00 INFO: 2020-05-25 13:02:00 INFO: 2020-05-25 13:02:00 INFO: 2020-05-25 13:02:00 INFO: clearing start 2020-05-25 13:02:00 INFO: clearing end 2020-05-25 13:02:00 INFO: 2020-05-25 13:02:00 INFO: 2020-05-25 13:02:00 INFO: 2020-05-25 13:02:00 INFO: 2020-05-25 14:00:20 INFO: 2020-05-25 14:00:20 INFO: 2020-05-25 14:00:20 INFO: 2020-05-25 14:00:20 INFO: 2020-05-25 14:00:20 INFO: init new order start 2020-05-25 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.45, 'high': 203.9, 'low': 201.95, 'close': 202.05, 'trades': 3509, 'volume': 4268361, 'vwap': 202.9, 'lastSize': 450, 'turnover': 86602911555, 'homeNotional': 37346.309368479044, 'foreignNotional': 7577445.648781676}, {'timestamp': datetime.datetime(2020, 5, 25, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 205.25, 'low': 201.2, 'close': 202.45, 'trades': 6941, 'volume': 9943620, 'vwap': 203.15, 'lastSize': 35, 'turnover': 201996260460, 'homeNotional': 87336.22394007198, 'foreignNotional': 17742255.07769138}, {'timestamp': datetime.datetime(2020, 5, 25, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.25, 'high': 204.7, 'low': 203.1, 'close': 203.1, 'trades': 2693, 'volume': 2192077, 'vwap': 203.93, 'lastSize': 100, 'turnover': 44702414345, 'homeNotional': 19392.877900731728, 'foreignNotional': 3954748.971481492}] 2020-05-25 14:00:20 INFO: prepare candles [CandleItem(low=201.95, high=203.9, open=202.45, close=202.05, color='RED'), CandleItem(low=201.2, high=205.25, open=203.1, close=202.45, color='RED'), CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED')] 2020-05-25 14:00:20 INFO: skip by colors first_candle=CandleItem(low=203.1, high=204.7, open=204.25, close=203.1, color='RED') second_candle=CandleItem(low=201.2, high=205.25, open=203.1, close=202.45, color='RED') last_candle=CandleItem(low=201.95, high=203.9, open=202.45, close=202.05, color='RED') 2020-05-25 14:00:20 INFO: check need new order None 2020-05-25 14:00:20 INFO: init new order end 2020-05-25 14:00:20 INFO: 2020-05-25 14:00:20 INFO: 2020-05-25 14:00:20 INFO: 2020-05-25 14:00:20 INFO: 2020-05-25 14:02:00 INFO: 2020-05-25 14:02:00 INFO: 2020-05-25 14:02:00 INFO: 2020-05-25 14:02:00 INFO: 2020-05-25 14:02:00 INFO: clearing start 2020-05-25 14:02:00 INFO: clearing end 2020-05-25 14:02:00 INFO: 2020-05-25 14:02:00 INFO: 2020-05-25 14:02:00 INFO: 2020-05-25 14:02:00 INFO: 2020-05-25 15:00:20 INFO: 2020-05-25 15:00:20 INFO: 2020-05-25 15:00:20 INFO: 2020-05-25 15:00:20 INFO: 2020-05-25 15:00:20 INFO: init new order start 2020-05-25 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.05, 'high': 202.65, 'low': 201.5, 'close': 202.6, 'trades': 2957, 'volume': 2124305, 'vwap': 202.21, 'lastSize': 500, 'turnover': 42955368625, 'homeNotional': 18537.401960431962, 'foreignNotional': 3748437.420050785}, {'timestamp': datetime.datetime(2020, 5, 25, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.45, 'high': 203.9, 'low': 201.95, 'close': 202.05, 'trades': 3509, 'volume': 4268361, 'vwap': 202.9, 'lastSize': 450, 'turnover': 86602911555, 'homeNotional': 37346.309368479044, 'foreignNotional': 7577445.648781676}, {'timestamp': datetime.datetime(2020, 5, 25, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 205.25, 'low': 201.2, 'close': 202.45, 'trades': 6941, 'volume': 9943620, 'vwap': 203.15, 'lastSize': 35, 'turnover': 201996260460, 'homeNotional': 87336.22394007198, 'foreignNotional': 17742255.07769138}] 2020-05-25 15:00:20 INFO: prepare candles [CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN'), CandleItem(low=201.95, high=203.9, open=202.45, close=202.05, color='RED'), CandleItem(low=201.2, high=205.25, open=203.1, close=202.45, color='RED')] 2020-05-25 15:00:20 INFO: last_candle=CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN') 2020-05-25 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))) 2020-05-25 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=201.5, high=202.65, open=202.05, close=202.6, color='GREEN') 2020-05-25 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.95, high=203.9, open=202.45, close=202.05, color='RED') 2020-05-25 15:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.2, high=205.25, open=203.1, close=202.45, color='RED') 2020-05-25 15:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-25 15:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-25 15:00:20 INFO: place order: start candle=CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-05-25 15:00:20 INFO: place order: side_factor=-1 init_trigger_price=202.70000000000002 init_order_price=202.75 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=201.5 take_price=209.65000000000003 2020-05-25 15:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('202.700000000000017053025658242404460906982421875') init_order_price=Decimal('202.75') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('201.5') take_price=Decimal('209.65000000000003410605131648480892181396484375') 2020-05-25 15:00:20 INFO: place order: compute qty=8 2020-05-25 15:00:20 INFO: place order: save order to db 2aed03fb66e54c0591c7680291963f49; response=True 2020-05-25 15:00:21 INFO: post order to exchange resp={'orderID': '0f3e1210-b094-8bff-0ba8-130946aef2f8', 'clOrdID': '2aed03fb66e54c0591c7680291963f49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 202.75, 'displayQty': None, 'stopPx': 202.7, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 21, 392000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 21, 392000, tzinfo=tzutc())} 2020-05-25 15:00:21 INFO: place new init order {'qty': 8, 'init_price': Decimal('202.700000000000017053025658242404460906982421875'), 'stop_price': Decimal('201.5'), 'take_price': Decimal('209.65000000000003410605131648480892181396484375'), 'order_uid': '2aed03fb66e54c0591c7680291963f49', 'response': {'orderID': '0f3e1210-b094-8bff-0ba8-130946aef2f8', 'clOrdID': '2aed03fb66e54c0591c7680291963f49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 202.75, 'displayQty': None, 'stopPx': 202.7, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 21, 392000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 21, 392000, tzinfo=tzutc())}} 2020-05-25 15:00:21 INFO: init new order end 2020-05-25 15:00:21 INFO: 2020-05-25 15:00:21 INFO: 2020-05-25 15:00:21 INFO: 2020-05-25 15:00:21 INFO: 2020-05-25 15:00:23 INFO: process event {'orderID': '0f3e1210-b094-8bff-0ba8-130946aef2f8', 'clOrdID': '2aed03fb66e54c0591c7680291963f49', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 202.75, 'displayQty': None, 'stopPx': 202.7, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-25T12:00:21.392Z', 'timestamp': '2020-05-25T12:00:21.392Z'} 2020-05-25 15:00:23 INFO: skip event 2aed03fb66e54c0591c7680291963f49 New 2020-05-25 15:00:23 INFO: process event {'orderID': '0f3e1210-b094-8bff-0ba8-130946aef2f8', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-25T12:00:21.394Z', 'clOrdID': '2aed03fb66e54c0591c7680291963f49', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-25 15:00:23 INFO: skip event 2aed03fb66e54c0591c7680291963f49 2020-05-25 15:00:23 INFO: process event {'orderID': '0f3e1210-b094-8bff-0ba8-130946aef2f8', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 202.75, 'transactTime': '2020-05-25T12:00:21.394Z', 'clOrdID': '2aed03fb66e54c0591c7680291963f49', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-25T12:00:21.394Z'} 2020-05-25 15:00:23 INFO: add new event={'uid': '2aed03fb66e54c0591c7680291963f49', 'status': 'Filled'} 2020-05-25 15:00:24 INFO: 2020-05-25 15:00:24 INFO: 2020-05-25 15:00:24 INFO: 2020-05-25 15:00:24 INFO: 2020-05-25 15:00:24 INFO: process event start 2020-05-25 15:00:24 INFO: fetch new order event 2aed03fb66e54c0591c7680291963f49 2020-05-25 15:00:24 INFO: fetch orders by event init={'stop': '201.5', 'take': '209.65000000000003410605131648480892181396484375', 'qty': '8', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-05-25 15:00:24 INFO: process init order filled 2020-05-25 15:00:24 INFO: save profit orders to storage stop=4ae93cdfb4f64500aa5bde547548b0fb take=e28f7388b35e4165b42987c911f5fa8e 2020-05-25 15:00:24 INFO: place profit orders take_price=209.65000000000003410605131648480892181396484375, stop_price=201.5, qty=8, color=GREEN, ticker=ETHUSD 4ae93cdfb4f64500aa5bde547548b0fb e28f7388b35e4165b42987c911f5fa8e 2020-05-25 15:00:24 INFO: place stop order ETHUSD: qty=-8, stop_price=201.5, stop_uid=4ae93cdfb4f64500aa5bde547548b0fb 2020-05-25 15:00:25 INFO: exchange resp for stop order={'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 15:00:25 INFO: place limit order ETHUSD: qty=-8, price=209.65000000000003410605131648480892181396484375, take_uid=e28f7388b35e4165b42987c911f5fa8e 2020-05-25 15:00:25 INFO: process event {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-25T12:00:25.287Z', 'timestamp': '2020-05-25T12:00:25.287Z'} 2020-05-25 15:00:25 INFO: skip event 4ae93cdfb4f64500aa5bde547548b0fb New 2020-05-25 15:00:27 INFO: process event {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-25T12:00:27.216Z', 'timestamp': '2020-05-25T12:00:27.216Z'} 2020-05-25 15:00:27 INFO: skip event e28f7388b35e4165b42987c911f5fa8e New 2020-05-25 15:00:27 INFO: exchange resp for take profit order={'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 15:00:27 INFO: place profit orders={'stop': {'response': {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())}, 'qty': Decimal('-8'), 'uid': '4ae93cdfb4f64500aa5bde547548b0fb', 'price': Decimal('201.5')}, 'take': {'response': {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())}, 'qty': Decimal('-8'), 'uid': 'e28f7388b35e4165b42987c911f5fa8e', 'price': Decimal('209.65000000000003410605131648480892181396484375')}} 2020-05-25 15:00:27 INFO: process event {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'workingIndicator': True, 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-25T12:00:27.216Z'} 2020-05-25 15:00:27 INFO: skip event e28f7388b35e4165b42987c911f5fa8e 2020-05-25 15:00:27 INFO: rm init order from db 2aed03fb66e54c0591c7680291963f49 2020-05-25 15:00:27 INFO: end process event_processing_result='proceed init order' 2020-05-25 15:00:27 INFO: 2020-05-25 15:00:27 INFO: 2020-05-25 15:00:27 INFO: 2020-05-25 15:00:27 INFO: 2020-05-25 15:02:00 INFO: 2020-05-25 15:02:00 INFO: 2020-05-25 15:02:00 INFO: 2020-05-25 15:02:00 INFO: 2020-05-25 15:02:00 INFO: clearing start 2020-05-25 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 15:02:00 INFO: skip by not found init order into storage 2020-05-25 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 15:02:00 INFO: skip by not found init order into storage 2020-05-25 15:02:00 INFO: clearing end 2020-05-25 15:02:00 INFO: 2020-05-25 15:02:00 INFO: 2020-05-25 15:02:00 INFO: 2020-05-25 15:02:00 INFO: 2020-05-25 16:00:20 INFO: 2020-05-25 16:00:20 INFO: 2020-05-25 16:00:20 INFO: 2020-05-25 16:00:20 INFO: 2020-05-25 16:00:20 INFO: init new order start 2020-05-25 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.95, 'low': 202.6, 'close': 203.2, 'trades': 3107, 'volume': 2856193, 'vwap': 203.39, 'lastSize': 50, 'turnover': 58092090715, 'homeNotional': 25021.45135153606, 'foreignNotional': 5089118.494825937}, {'timestamp': datetime.datetime(2020, 5, 25, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.05, 'high': 202.65, 'low': 201.5, 'close': 202.6, 'trades': 2957, 'volume': 2124305, 'vwap': 202.21, 'lastSize': 500, 'turnover': 42955368625, 'homeNotional': 18537.401960431962, 'foreignNotional': 3748437.420050785}, {'timestamp': datetime.datetime(2020, 5, 25, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.45, 'high': 203.9, 'low': 201.95, 'close': 202.05, 'trades': 3509, 'volume': 4268361, 'vwap': 202.9, 'lastSize': 450, 'turnover': 86602911555, 'homeNotional': 37346.309368479044, 'foreignNotional': 7577445.648781676}] 2020-05-25 16:00:20 INFO: prepare candles [CandleItem(low=202.6, high=203.95, open=202.6, close=203.2, color='GREEN'), CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN'), CandleItem(low=201.95, high=203.9, open=202.45, close=202.05, color='RED')] 2020-05-25 16:00:20 INFO: skip by colors first_candle=CandleItem(low=201.95, high=203.9, open=202.45, close=202.05, color='RED') second_candle=CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN') last_candle=CandleItem(low=202.6, high=203.95, open=202.6, close=203.2, color='GREEN') 2020-05-25 16:00:20 INFO: check need new order None 2020-05-25 16:00:20 INFO: init new order end 2020-05-25 16:00:20 INFO: 2020-05-25 16:00:20 INFO: 2020-05-25 16:00:20 INFO: 2020-05-25 16:00:20 INFO: 2020-05-25 16:02:00 INFO: 2020-05-25 16:02:00 INFO: 2020-05-25 16:02:00 INFO: 2020-05-25 16:02:00 INFO: 2020-05-25 16:02:00 INFO: clearing start 2020-05-25 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 16:02:00 INFO: skip by not found init order into storage 2020-05-25 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 16:02:00 INFO: skip by not found init order into storage 2020-05-25 16:02:00 INFO: clearing end 2020-05-25 16:02:00 INFO: 2020-05-25 16:02:00 INFO: 2020-05-25 16:02:00 INFO: 2020-05-25 16:02:00 INFO: 2020-05-25 17:00:20 INFO: 2020-05-25 17:00:20 INFO: 2020-05-25 17:00:20 INFO: 2020-05-25 17:00:20 INFO: 2020-05-25 17:00:20 INFO: init new order start 2020-05-25 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.2, 'high': 204.5, 'low': 202.45, 'close': 204.05, 'trades': 3474, 'volume': 3195656, 'vwap': 203.38, 'lastSize': 2, 'turnover': 64992436545, 'homeNotional': 28041.433900157223, 'foreignNotional': 5703046.761064051}, {'timestamp': datetime.datetime(2020, 5, 25, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.95, 'low': 202.6, 'close': 203.2, 'trades': 3107, 'volume': 2856193, 'vwap': 203.39, 'lastSize': 50, 'turnover': 58092090715, 'homeNotional': 25021.45135153606, 'foreignNotional': 5089118.494825937}, {'timestamp': datetime.datetime(2020, 5, 25, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.05, 'high': 202.65, 'low': 201.5, 'close': 202.6, 'trades': 2957, 'volume': 2124305, 'vwap': 202.21, 'lastSize': 500, 'turnover': 42955368625, 'homeNotional': 18537.401960431962, 'foreignNotional': 3748437.420050785}] 2020-05-25 17:00:21 INFO: prepare candles [CandleItem(low=202.45, high=204.5, open=203.2, close=204.05, color='GREEN'), CandleItem(low=202.6, high=203.95, open=202.6, close=203.2, color='GREEN'), CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN')] 2020-05-25 17:00:21 INFO: skip by colors first_candle=CandleItem(low=201.5, high=202.65, open=202.05, close=202.6, color='GREEN') second_candle=CandleItem(low=202.6, high=203.95, open=202.6, close=203.2, color='GREEN') last_candle=CandleItem(low=202.45, high=204.5, open=203.2, close=204.05, color='GREEN') 2020-05-25 17:00:21 INFO: check need new order None 2020-05-25 17:00:21 INFO: init new order end 2020-05-25 17:00:21 INFO: 2020-05-25 17:00:21 INFO: 2020-05-25 17:00:21 INFO: 2020-05-25 17:00:21 INFO: 2020-05-25 17:02:00 INFO: 2020-05-25 17:02:00 INFO: 2020-05-25 17:02:00 INFO: 2020-05-25 17:02:00 INFO: 2020-05-25 17:02:00 INFO: clearing start 2020-05-25 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 17:02:00 INFO: skip by not found init order into storage 2020-05-25 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 17:02:00 INFO: skip by not found init order into storage 2020-05-25 17:02:00 INFO: clearing end 2020-05-25 17:02:00 INFO: 2020-05-25 17:02:00 INFO: 2020-05-25 17:02:00 INFO: 2020-05-25 17:02:00 INFO: 2020-05-25 18:00:20 INFO: 2020-05-25 18:00:20 INFO: 2020-05-25 18:00:20 INFO: 2020-05-25 18:00:20 INFO: 2020-05-25 18:00:20 INFO: init new order start 2020-05-25 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.05, 'high': 204.8, 'low': 202.55, 'close': 202.6, 'trades': 3454, 'volume': 3154896, 'vwap': 203.81, 'lastSize': 200, 'turnover': 64299768995, 'homeNotional': 27818.805772424002, 'foreignNotional': 5669766.61285242}, {'timestamp': datetime.datetime(2020, 5, 25, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.2, 'high': 204.5, 'low': 202.45, 'close': 204.05, 'trades': 3474, 'volume': 3195656, 'vwap': 203.38, 'lastSize': 2, 'turnover': 64992436545, 'homeNotional': 28041.433900157223, 'foreignNotional': 5703046.761064051}, {'timestamp': datetime.datetime(2020, 5, 25, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.95, 'low': 202.6, 'close': 203.2, 'trades': 3107, 'volume': 2856193, 'vwap': 203.39, 'lastSize': 50, 'turnover': 58092090715, 'homeNotional': 25021.45135153606, 'foreignNotional': 5089118.494825937}] 2020-05-25 18:00:21 INFO: prepare candles [CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED'), CandleItem(low=202.45, high=204.5, open=203.2, close=204.05, color='GREEN'), CandleItem(low=202.6, high=203.95, open=202.6, close=203.2, color='GREEN')] 2020-05-25 18:00:21 INFO: last_candle=CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED') 2020-05-25 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))) 2020-05-25 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=202.55, high=204.8, open=204.05, close=202.6, color='RED') 2020-05-25 18:00:21 INFO: skip by CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-25 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))) 2020-05-25 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=202.55, high=204.8, open=204.05, close=202.6, color='RED') 2020-05-25 18:00:21 INFO: skip by CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-25 18:00:21 INFO: not found applicable config for candle 2020-05-25 18:00:21 INFO: check need new order None 2020-05-25 18:00:21 INFO: init new order end 2020-05-25 18:00:21 INFO: 2020-05-25 18:00:21 INFO: 2020-05-25 18:00:21 INFO: 2020-05-25 18:00:21 INFO: 2020-05-25 18:02:00 INFO: 2020-05-25 18:02:00 INFO: 2020-05-25 18:02:00 INFO: 2020-05-25 18:02:00 INFO: 2020-05-25 18:02:00 INFO: clearing start 2020-05-25 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 18:02:00 INFO: skip by not found init order into storage 2020-05-25 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 18:02:00 INFO: skip by not found init order into storage 2020-05-25 18:02:00 INFO: clearing end 2020-05-25 18:02:00 INFO: 2020-05-25 18:02:00 INFO: 2020-05-25 18:02:00 INFO: 2020-05-25 18:02:00 INFO: 2020-05-25 19:00:20 INFO: 2020-05-25 19:00:20 INFO: 2020-05-25 19:00:20 INFO: 2020-05-25 19:00:20 INFO: 2020-05-25 19:00:20 INFO: init new order start 2020-05-25 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.45, 'low': 202.4, 'close': 203.0, 'trades': 1934, 'volume': 1933950, 'vwap': 202.86, 'lastSize': 1, 'turnover': 39231055460, 'homeNotional': 16948.542837189987, 'foreignNotional': 3438093.7568702814}, {'timestamp': datetime.datetime(2020, 5, 25, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.05, 'high': 204.8, 'low': 202.55, 'close': 202.6, 'trades': 3454, 'volume': 3154896, 'vwap': 203.81, 'lastSize': 200, 'turnover': 64299768995, 'homeNotional': 27818.805772424002, 'foreignNotional': 5669766.61285242}, {'timestamp': datetime.datetime(2020, 5, 25, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.2, 'high': 204.5, 'low': 202.45, 'close': 204.05, 'trades': 3474, 'volume': 3195656, 'vwap': 203.38, 'lastSize': 2, 'turnover': 64992436545, 'homeNotional': 28041.433900157223, 'foreignNotional': 5703046.761064051}] 2020-05-25 19:00:20 INFO: prepare candles [CandleItem(low=202.4, high=203.45, open=202.6, close=203.0, color='GREEN'), CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED'), CandleItem(low=202.45, high=204.5, open=203.2, close=204.05, color='GREEN')] 2020-05-25 19:00:20 INFO: skip by colors first_candle=CandleItem(low=202.45, high=204.5, open=203.2, close=204.05, color='GREEN') second_candle=CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED') last_candle=CandleItem(low=202.4, high=203.45, open=202.6, close=203.0, color='GREEN') 2020-05-25 19:00:20 INFO: check need new order None 2020-05-25 19:00:20 INFO: init new order end 2020-05-25 19:00:20 INFO: 2020-05-25 19:00:20 INFO: 2020-05-25 19:00:20 INFO: 2020-05-25 19:00:20 INFO: 2020-05-25 19:02:00 INFO: 2020-05-25 19:02:00 INFO: 2020-05-25 19:02:00 INFO: 2020-05-25 19:02:00 INFO: 2020-05-25 19:02:00 INFO: clearing start 2020-05-25 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 19:02:00 INFO: skip by not found init order into storage 2020-05-25 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 19:02:00 INFO: skip by not found init order into storage 2020-05-25 19:02:00 INFO: clearing end 2020-05-25 19:02:00 INFO: 2020-05-25 19:02:00 INFO: 2020-05-25 19:02:00 INFO: 2020-05-25 19:02:00 INFO: 2020-05-25 20:00:20 INFO: 2020-05-25 20:00:20 INFO: 2020-05-25 20:00:20 INFO: 2020-05-25 20:00:20 INFO: 2020-05-25 20:00:20 INFO: init new order start 2020-05-25 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 204.2, 'low': 202.65, 'close': 203.5, 'trades': 2698, 'volume': 2228400, 'vwap': 203.75, 'lastSize': 300, 'turnover': 45402618485, 'homeNotional': 19644.521533990544, 'foreignNotional': 4002489.5207222146}, {'timestamp': datetime.datetime(2020, 5, 25, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.45, 'low': 202.4, 'close': 203.0, 'trades': 1934, 'volume': 1933950, 'vwap': 202.86, 'lastSize': 1, 'turnover': 39231055460, 'homeNotional': 16948.542837189987, 'foreignNotional': 3438093.7568702814}, {'timestamp': datetime.datetime(2020, 5, 25, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.05, 'high': 204.8, 'low': 202.55, 'close': 202.6, 'trades': 3454, 'volume': 3154896, 'vwap': 203.81, 'lastSize': 200, 'turnover': 64299768995, 'homeNotional': 27818.805772424002, 'foreignNotional': 5669766.61285242}] 2020-05-25 20:00:21 INFO: prepare candles [CandleItem(low=202.65, high=204.2, open=203.0, close=203.5, color='GREEN'), CandleItem(low=202.4, high=203.45, open=202.6, close=203.0, color='GREEN'), CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED')] 2020-05-25 20:00:21 INFO: skip by colors first_candle=CandleItem(low=202.55, high=204.8, open=204.05, close=202.6, color='RED') second_candle=CandleItem(low=202.4, high=203.45, open=202.6, close=203.0, color='GREEN') last_candle=CandleItem(low=202.65, high=204.2, open=203.0, close=203.5, color='GREEN') 2020-05-25 20:00:21 INFO: check need new order None 2020-05-25 20:00:21 INFO: init new order end 2020-05-25 20:00:21 INFO: 2020-05-25 20:00:21 INFO: 2020-05-25 20:00:21 INFO: 2020-05-25 20:00:21 INFO: 2020-05-25 20:02:00 INFO: 2020-05-25 20:02:00 INFO: 2020-05-25 20:02:00 INFO: 2020-05-25 20:02:00 INFO: 2020-05-25 20:02:00 INFO: clearing start 2020-05-25 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 20:02:00 INFO: skip by not found init order into storage 2020-05-25 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 20:02:00 INFO: skip by not found init order into storage 2020-05-25 20:02:00 INFO: clearing end 2020-05-25 20:02:00 INFO: 2020-05-25 20:02:00 INFO: 2020-05-25 20:02:00 INFO: 2020-05-25 20:02:00 INFO: 2020-05-25 21:00:20 INFO: 2020-05-25 21:00:20 INFO: 2020-05-25 21:00:20 INFO: 2020-05-25 21:00:20 INFO: 2020-05-25 21:00:20 INFO: init new order start 2020-05-25 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.5, 'high': 205.65, 'low': 203.45, 'close': 205.1, 'trades': 3355, 'volume': 3131007, 'vwap': 204.62, 'lastSize': 200, 'turnover': 64065531970, 'homeNotional': 27742.00438017938, 'foreignNotional': 5676523.597564753}, {'timestamp': datetime.datetime(2020, 5, 25, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 204.2, 'low': 202.65, 'close': 203.5, 'trades': 2698, 'volume': 2228400, 'vwap': 203.75, 'lastSize': 300, 'turnover': 45402618485, 'homeNotional': 19644.521533990544, 'foreignNotional': 4002489.5207222146}, {'timestamp': datetime.datetime(2020, 5, 25, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.45, 'low': 202.4, 'close': 203.0, 'trades': 1934, 'volume': 1933950, 'vwap': 202.86, 'lastSize': 1, 'turnover': 39231055460, 'homeNotional': 16948.542837189987, 'foreignNotional': 3438093.7568702814}] 2020-05-25 21:00:20 INFO: prepare candles [CandleItem(low=203.45, high=205.65, open=203.5, close=205.1, color='GREEN'), CandleItem(low=202.65, high=204.2, open=203.0, close=203.5, color='GREEN'), CandleItem(low=202.4, high=203.45, open=202.6, close=203.0, color='GREEN')] 2020-05-25 21:00:20 INFO: skip by colors first_candle=CandleItem(low=202.4, high=203.45, open=202.6, close=203.0, color='GREEN') second_candle=CandleItem(low=202.65, high=204.2, open=203.0, close=203.5, color='GREEN') last_candle=CandleItem(low=203.45, high=205.65, open=203.5, close=205.1, color='GREEN') 2020-05-25 21:00:20 INFO: check need new order None 2020-05-25 21:00:20 INFO: init new order end 2020-05-25 21:00:20 INFO: 2020-05-25 21:00:20 INFO: 2020-05-25 21:00:20 INFO: 2020-05-25 21:00:20 INFO: 2020-05-25 21:02:00 INFO: 2020-05-25 21:02:00 INFO: 2020-05-25 21:02:00 INFO: 2020-05-25 21:02:00 INFO: 2020-05-25 21:02:00 INFO: clearing start 2020-05-25 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 21:02:00 INFO: skip by not found init order into storage 2020-05-25 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 21:02:00 INFO: skip by not found init order into storage 2020-05-25 21:02:00 INFO: clearing end 2020-05-25 21:02:00 INFO: 2020-05-25 21:02:00 INFO: 2020-05-25 21:02:00 INFO: 2020-05-25 21:02:00 INFO: 2020-05-25 22:00:20 INFO: 2020-05-25 22:00:20 INFO: 2020-05-25 22:00:20 INFO: 2020-05-25 22:00:20 INFO: 2020-05-25 22:00:20 INFO: init new order start 2020-05-25 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.1, 'high': 205.35, 'low': 204.5, 'close': 204.75, 'trades': 2137, 'volume': 1969197, 'vwap': 204.81, 'lastSize': 23, 'turnover': 40330494725, 'homeNotional': 17500.584742091418, 'foreignNotional': 3584240.374190675}, {'timestamp': datetime.datetime(2020, 5, 25, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.5, 'high': 205.65, 'low': 203.45, 'close': 205.1, 'trades': 3355, 'volume': 3131007, 'vwap': 204.62, 'lastSize': 200, 'turnover': 64065531970, 'homeNotional': 27742.00438017938, 'foreignNotional': 5676523.597564753}, {'timestamp': datetime.datetime(2020, 5, 25, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.0, 'high': 204.2, 'low': 202.65, 'close': 203.5, 'trades': 2698, 'volume': 2228400, 'vwap': 203.75, 'lastSize': 300, 'turnover': 45402618485, 'homeNotional': 19644.521533990544, 'foreignNotional': 4002489.5207222146}] 2020-05-25 22:00:20 INFO: prepare candles [CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED'), CandleItem(low=203.45, high=205.65, open=203.5, close=205.1, color='GREEN'), CandleItem(low=202.65, high=204.2, open=203.0, close=203.5, color='GREEN')] 2020-05-25 22:00:20 INFO: last_candle=CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED') 2020-05-25 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))) 2020-05-25 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=204.5, high=205.35, open=205.1, close=204.75, color='RED') 2020-05-25 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=203.45, high=205.65, open=203.5, close=205.1, color='GREEN') 2020-05-25 22:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=202.65, high=204.2, open=203.0, close=203.5, color='GREEN') 2020-05-25 22:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-25 22:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-25 22:00:20 INFO: place order: start candle=CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED') ticker='ETHUSD' price_offset=0.1 2020-05-25 22:00:20 INFO: place order: side_factor=1 init_trigger_price=204.45 init_order_price=204.4 stop_price_offset=0.0 candle.size=0.8499999999999943 stop_price=205.35 take_price=199.30000000000004 2020-05-25 22:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('204.44999999999998863131622783839702606201171875') init_order_price=Decimal('204.400000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=0.8499999999999943 stop_price=Decimal('205.349999999999994315658113919198513031005859375') take_price=Decimal('199.300000000000039790393202565610408782958984375') 2020-05-25 22:00:20 INFO: place order: compute qty=-11 2020-05-25 22:00:20 INFO: place order: save order to db ccf064c805cb4e1591f084035fdda8b1; response=True 2020-05-25 22:00:21 INFO: post order to exchange resp={'orderID': 'ce9498f9-93d7-8417-ceb8-f071954fb4c8', 'clOrdID': 'ccf064c805cb4e1591f084035fdda8b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 204.4, 'displayQty': None, 'stopPx': 204.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc())} 2020-05-25 22:00:21 INFO: place new init order {'qty': -11, 'init_price': Decimal('204.44999999999998863131622783839702606201171875'), 'stop_price': Decimal('205.349999999999994315658113919198513031005859375'), 'take_price': Decimal('199.300000000000039790393202565610408782958984375'), 'order_uid': 'ccf064c805cb4e1591f084035fdda8b1', 'response': {'orderID': 'ce9498f9-93d7-8417-ceb8-f071954fb4c8', 'clOrdID': 'ccf064c805cb4e1591f084035fdda8b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 204.4, 'displayQty': None, 'stopPx': 204.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc())}} 2020-05-25 22:00:21 INFO: init new order end 2020-05-25 22:00:21 INFO: 2020-05-25 22:00:21 INFO: 2020-05-25 22:00:21 INFO: 2020-05-25 22:00:21 INFO: 2020-05-25 22:00:21 INFO: process event {'orderID': 'ce9498f9-93d7-8417-ceb8-f071954fb4c8', 'clOrdID': 'ccf064c805cb4e1591f084035fdda8b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 204.4, 'displayQty': None, 'stopPx': 204.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-25T19:00:21.582Z', 'timestamp': '2020-05-25T19:00:21.582Z'} 2020-05-25 22:00:21 INFO: skip event ccf064c805cb4e1591f084035fdda8b1 New 2020-05-25 22:02:00 INFO: 2020-05-25 22:02:00 INFO: 2020-05-25 22:02:00 INFO: 2020-05-25 22:02:00 INFO: 2020-05-25 22:02:00 INFO: clearing start 2020-05-25 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 22:02:00 INFO: skip by not found init order into storage 2020-05-25 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 22:02:00 INFO: skip by not found init order into storage 2020-05-25 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ce9498f9-93d7-8417-ceb8-f071954fb4c8', 'clOrdID': 'ccf064c805cb4e1591f084035fdda8b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 204.4, 'displayQty': None, 'stopPx': 204.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc())} 2020-05-25 22:02:00 INFO: order time=2020-05-25 19:00:21.582000+00:00; delta from now UTC=0:01:39.186350 time_delta.total_seconds()=99.18635; time_diff_offset='3600' 2020-05-25 22:02:00 INFO: skip by time diff 2020-05-25 19:00:21.582000+00:00 2020-05-25 22:02:00 INFO: clearing end 2020-05-25 22:02:00 INFO: 2020-05-25 22:02:00 INFO: 2020-05-25 22:02:00 INFO: 2020-05-25 22:02:00 INFO: 2020-05-25 23:00:20 INFO: 2020-05-25 23:00:20 INFO: 2020-05-25 23:00:20 INFO: 2020-05-25 23:00:20 INFO: 2020-05-25 23:00:20 INFO: init new order start 2020-05-25 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.75, 'high': 205.85, 'low': 204.6, 'close': 204.9, 'trades': 2879, 'volume': 2617008, 'vwap': 205.27, 'lastSize': 200, 'turnover': 53717769945, 'homeNotional': 23389.924812987945, 'foreignNotional': 4801123.730658461}, {'timestamp': datetime.datetime(2020, 5, 25, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.1, 'high': 205.35, 'low': 204.5, 'close': 204.75, 'trades': 2137, 'volume': 1969197, 'vwap': 204.81, 'lastSize': 23, 'turnover': 40330494725, 'homeNotional': 17500.584742091418, 'foreignNotional': 3584240.374190675}, {'timestamp': datetime.datetime(2020, 5, 25, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.5, 'high': 205.65, 'low': 203.45, 'close': 205.1, 'trades': 3355, 'volume': 3131007, 'vwap': 204.62, 'lastSize': 200, 'turnover': 64065531970, 'homeNotional': 27742.00438017938, 'foreignNotional': 5676523.597564753}] 2020-05-25 23:00:21 INFO: prepare candles [CandleItem(low=204.6, high=205.85, open=204.75, close=204.9, color='GREEN'), CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED'), CandleItem(low=203.45, high=205.65, open=203.5, close=205.1, color='GREEN')] 2020-05-25 23:00:21 INFO: skip by colors first_candle=CandleItem(low=203.45, high=205.65, open=203.5, close=205.1, color='GREEN') second_candle=CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED') last_candle=CandleItem(low=204.6, high=205.85, open=204.75, close=204.9, color='GREEN') 2020-05-25 23:00:21 INFO: check need new order None 2020-05-25 23:00:21 INFO: init new order end 2020-05-25 23:00:21 INFO: 2020-05-25 23:00:21 INFO: 2020-05-25 23:00:21 INFO: 2020-05-25 23:00:21 INFO: 2020-05-25 23:02:00 INFO: 2020-05-25 23:02:00 INFO: 2020-05-25 23:02:00 INFO: 2020-05-25 23:02:00 INFO: 2020-05-25 23:02:00 INFO: clearing start 2020-05-25 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-25 23:02:00 INFO: skip by not found init order into storage 2020-05-25 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-25 23:02:00 INFO: skip by not found init order into storage 2020-05-25 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ce9498f9-93d7-8417-ceb8-f071954fb4c8', 'clOrdID': 'ccf064c805cb4e1591f084035fdda8b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 204.4, 'displayQty': None, 'stopPx': 204.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc())} 2020-05-25 23:02:00 INFO: order time=2020-05-25 19:00:21.582000+00:00; delta from now UTC=1:01:38.621438 time_delta.total_seconds()=3698.621438; time_diff_offset='3600' 2020-05-25 23:02:00 INFO: clear order ccf064c805cb4e1591f084035fdda8b1 2020-05-25 23:02:00 INFO: cancel order resp=[{'orderID': 'ce9498f9-93d7-8417-ceb8-f071954fb4c8', 'clOrdID': 'ccf064c805cb4e1591f084035fdda8b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 204.4, 'displayQty': None, 'stopPx': 204.45, '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, 5, 25, 19, 0, 21, 582000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 20, 2, 0, 230000, tzinfo=tzutc())}] 2020-05-25 23:02:00 INFO: process event {'orderID': 'ce9498f9-93d7-8417-ceb8-f071954fb4c8', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-05-25T20:02:00.230Z', 'clOrdID': 'ccf064c805cb4e1591f084035fdda8b1', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-25 23:02:00 INFO: skip event ccf064c805cb4e1591f084035fdda8b1 Canceled 2020-05-25 23:02:00 INFO: clearing end 2020-05-25 23:02:00 INFO: 2020-05-25 23:02:00 INFO: 2020-05-25 23:02:00 INFO: 2020-05-25 23:02:00 INFO: 2020-05-25 23:33:44 ERROR: Error : Connection is already closed. 2020-05-25 23:33:44 ERROR: error from callback >: Connection is already closed. 2020-05-25 23:33:44 INFO: Websocket Closed 2020-05-25 23:33:45 WARNING: reconnect to socket 2020-05-25 23:33:45 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-05-25 23:33:45 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-05-25 23:33:45 INFO: Authenticating with API Key. 2020-05-25 23:33:46 INFO: Connected to WS. 2020-05-26 00:00:20 INFO: 2020-05-26 00:00:20 INFO: 2020-05-26 00:00:20 INFO: 2020-05-26 00:00:20 INFO: 2020-05-26 00:00:20 INFO: init new order start 2020-05-26 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.4, 'low': 204.75, 'close': 205.1, 'trades': 1387, 'volume': 1346691, 'vwap': 205.14, 'lastSize': 1, 'turnover': 27625005925, 'homeNotional': 12024.249061139135, 'foreignNotional': 2466565.935859094}, {'timestamp': datetime.datetime(2020, 5, 25, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.75, 'high': 205.85, 'low': 204.6, 'close': 204.9, 'trades': 2879, 'volume': 2617008, 'vwap': 205.27, 'lastSize': 200, 'turnover': 53717769945, 'homeNotional': 23389.924812987945, 'foreignNotional': 4801123.730658461}, {'timestamp': datetime.datetime(2020, 5, 25, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.1, 'high': 205.35, 'low': 204.5, 'close': 204.75, 'trades': 2137, 'volume': 1969197, 'vwap': 204.81, 'lastSize': 23, 'turnover': 40330494725, 'homeNotional': 17500.584742091418, 'foreignNotional': 3584240.374190675}] 2020-05-26 00:00:20 INFO: prepare candles [CandleItem(low=204.75, high=205.4, open=204.9, close=205.1, color='GREEN'), CandleItem(low=204.6, high=205.85, open=204.75, close=204.9, color='GREEN'), CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED')] 2020-05-26 00:00:20 INFO: skip by colors first_candle=CandleItem(low=204.5, high=205.35, open=205.1, close=204.75, color='RED') second_candle=CandleItem(low=204.6, high=205.85, open=204.75, close=204.9, color='GREEN') last_candle=CandleItem(low=204.75, high=205.4, open=204.9, close=205.1, color='GREEN') 2020-05-26 00:00:20 INFO: check need new order None 2020-05-26 00:00:20 INFO: init new order end 2020-05-26 00:00:20 INFO: 2020-05-26 00:00:20 INFO: 2020-05-26 00:00:20 INFO: 2020-05-26 00:00:20 INFO: 2020-05-26 00:02:00 INFO: 2020-05-26 00:02:00 INFO: 2020-05-26 00:02:00 INFO: 2020-05-26 00:02:00 INFO: 2020-05-26 00:02:00 INFO: clearing start 2020-05-26 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 00:02:00 INFO: skip by not found init order into storage 2020-05-26 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 00:02:00 INFO: skip by not found init order into storage 2020-05-26 00:02:00 INFO: clearing end 2020-05-26 00:02:00 INFO: 2020-05-26 00:02:00 INFO: 2020-05-26 00:02:00 INFO: 2020-05-26 00:02:00 INFO: 2020-05-26 01:00:20 INFO: 2020-05-26 01:00:20 INFO: 2020-05-26 01:00:20 INFO: 2020-05-26 01:00:20 INFO: 2020-05-26 01:00:20 INFO: init new order start 2020-05-26 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.1, 'high': 205.4, 'low': 204.2, 'close': 204.45, 'trades': 1467, 'volume': 1537701, 'vwap': 204.76, 'lastSize': 20, 'turnover': 31485802815, 'homeNotional': 13679.281425245423, 'foreignNotional': 2800965.7460279986}, {'timestamp': datetime.datetime(2020, 5, 25, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.4, 'low': 204.75, 'close': 205.1, 'trades': 1387, 'volume': 1346691, 'vwap': 205.14, 'lastSize': 1, 'turnover': 27625005925, 'homeNotional': 12024.249061139135, 'foreignNotional': 2466565.935859094}, {'timestamp': datetime.datetime(2020, 5, 25, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.75, 'high': 205.85, 'low': 204.6, 'close': 204.9, 'trades': 2879, 'volume': 2617008, 'vwap': 205.27, 'lastSize': 200, 'turnover': 53717769945, 'homeNotional': 23389.924812987945, 'foreignNotional': 4801123.730658461}] 2020-05-26 01:00:20 INFO: prepare candles [CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED'), CandleItem(low=204.75, high=205.4, open=204.9, close=205.1, color='GREEN'), CandleItem(low=204.6, high=205.85, open=204.75, close=204.9, color='GREEN')] 2020-05-26 01:00:20 INFO: last_candle=CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED') 2020-05-26 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))) 2020-05-26 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=204.2, high=205.4, open=205.1, close=204.45, color='RED') 2020-05-26 01:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=204.75, high=205.4, open=204.9, close=205.1, color='GREEN') 2020-05-26 01:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=204.6, high=205.85, open=204.75, close=204.9, color='GREEN') 2020-05-26 01:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-26 01:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-26 01:00:20 INFO: place order: start candle=CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED') ticker='ETHUSD' price_offset=0.1 2020-05-26 01:00:20 INFO: place order: side_factor=1 init_trigger_price=204.14999999999998 init_order_price=204.1 stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=205.4 take_price=196.8999999999999 2020-05-26 01:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('204.1499999999999772626324556767940521240234375') init_order_price=Decimal('204.099999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.200000000000017 stop_price=Decimal('205.400000000000005684341886080801486968994140625') take_price=Decimal('196.899999999999891997504164464771747589111328125') 2020-05-26 01:00:20 INFO: place order: compute qty=-8 2020-05-26 01:00:20 INFO: place order: save order to db ebccc2cc89bf41bcbf660e05b90a0f53; response=True 2020-05-26 01:00:21 INFO: post order to exchange resp={'orderID': '591c199f-084d-8b5d-494a-c2e7f8415663', 'clOrdID': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 204.1, 'displayQty': None, 'stopPx': 204.15, '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, 5, 25, 22, 0, 21, 58000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 0, 21, 58000, tzinfo=tzutc())} 2020-05-26 01:00:21 INFO: place new init order {'qty': -8, 'init_price': Decimal('204.1499999999999772626324556767940521240234375'), 'stop_price': Decimal('205.400000000000005684341886080801486968994140625'), 'take_price': Decimal('196.899999999999891997504164464771747589111328125'), 'order_uid': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'response': {'orderID': '591c199f-084d-8b5d-494a-c2e7f8415663', 'clOrdID': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 204.1, 'displayQty': None, 'stopPx': 204.15, '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, 5, 25, 22, 0, 21, 58000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 0, 21, 58000, tzinfo=tzutc())}} 2020-05-26 01:00:21 INFO: init new order end 2020-05-26 01:00:21 INFO: 2020-05-26 01:00:21 INFO: 2020-05-26 01:00:21 INFO: 2020-05-26 01:00:21 INFO: 2020-05-26 01:00:21 INFO: process event {'orderID': '591c199f-084d-8b5d-494a-c2e7f8415663', 'clOrdID': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 204.1, 'displayQty': None, 'stopPx': 204.15, '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': '2020-05-25T22:00:21.058Z', 'timestamp': '2020-05-25T22:00:21.058Z'} 2020-05-26 01:00:21 INFO: skip event ebccc2cc89bf41bcbf660e05b90a0f53 New 2020-05-26 01:02:00 INFO: 2020-05-26 01:02:00 INFO: 2020-05-26 01:02:00 INFO: 2020-05-26 01:02:00 INFO: 2020-05-26 01:02:00 INFO: clearing start 2020-05-26 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 01:02:00 INFO: skip by not found init order into storage 2020-05-26 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 01:02:00 INFO: skip by not found init order into storage 2020-05-26 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '591c199f-084d-8b5d-494a-c2e7f8415663', 'clOrdID': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 204.1, 'displayQty': None, 'stopPx': 204.15, '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, 5, 25, 22, 0, 21, 58000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 0, 21, 58000, tzinfo=tzutc())} 2020-05-26 01:02:00 INFO: order time=2020-05-25 22:00:21.058000+00:00; delta from now UTC=0:01:39.204392 time_delta.total_seconds()=99.204392; time_diff_offset='3600' 2020-05-26 01:02:00 INFO: skip by time diff 2020-05-25 22:00:21.058000+00:00 2020-05-26 01:02:00 INFO: clearing end 2020-05-26 01:02:00 INFO: 2020-05-26 01:02:00 INFO: 2020-05-26 01:02:00 INFO: 2020-05-26 01:02:00 INFO: 2020-05-26 01:24:22 INFO: process event {'orderID': '591c199f-084d-8b5d-494a-c2e7f8415663', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-25T22:24:22.345Z', 'clOrdID': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-26 01:24:22 INFO: skip event ebccc2cc89bf41bcbf660e05b90a0f53 2020-05-26 01:24:22 INFO: process event {'orderID': '591c199f-084d-8b5d-494a-c2e7f8415663', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 204.1, 'transactTime': '2020-05-25T22:24:22.345Z', 'clOrdID': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-25T22:24:22.345Z'} 2020-05-26 01:24:22 INFO: add new event={'uid': 'ebccc2cc89bf41bcbf660e05b90a0f53', 'status': 'Filled'} 2020-05-26 01:24:22 INFO: 2020-05-26 01:24:22 INFO: 2020-05-26 01:24:22 INFO: 2020-05-26 01:24:22 INFO: 2020-05-26 01:24:22 INFO: process event start 2020-05-26 01:24:22 INFO: fetch new order event ebccc2cc89bf41bcbf660e05b90a0f53 2020-05-26 01:24:22 INFO: fetch orders by event init={'stop': '205.400000000000005684341886080801486968994140625', 'take': '196.899999999999891997504164464771747589111328125', 'qty': '8', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-05-26 01:24:22 INFO: process init order filled 2020-05-26 01:24:22 INFO: save profit orders to storage stop=91f868d86d0846c19b818808cb46424c take=325180b6b4554691af82a2490f52e176 2020-05-26 01:24:22 INFO: place profit orders take_price=196.899999999999891997504164464771747589111328125, stop_price=205.400000000000005684341886080801486968994140625, qty=8, color=RED, ticker=ETHUSD 91f868d86d0846c19b818808cb46424c 325180b6b4554691af82a2490f52e176 2020-05-26 01:24:22 INFO: place stop order ETHUSD: qty=8, stop_price=205.400000000000005684341886080801486968994140625, stop_uid=91f868d86d0846c19b818808cb46424c 2020-05-26 01:24:22 INFO: process event {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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': '2020-05-25T22:24:22.965Z', 'timestamp': '2020-05-25T22:24:22.965Z'} 2020-05-26 01:24:22 INFO: skip event 91f868d86d0846c19b818808cb46424c New 2020-05-26 01:24:22 INFO: exchange resp for stop order={'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 01:24:22 INFO: place limit order ETHUSD: qty=8, price=196.899999999999891997504164464771747589111328125, take_uid=325180b6b4554691af82a2490f52e176 2020-05-26 01:24:23 INFO: process event {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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': '2020-05-25T22:24:23.003Z', 'timestamp': '2020-05-25T22:24:23.003Z'} 2020-05-26 01:24:23 INFO: skip event 325180b6b4554691af82a2490f52e176 New 2020-05-26 01:24:23 INFO: process event {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'workingIndicator': True, 'clOrdID': '325180b6b4554691af82a2490f52e176', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-25T22:24:23.003Z'} 2020-05-26 01:24:23 INFO: skip event 325180b6b4554691af82a2490f52e176 2020-05-26 01:24:23 INFO: exchange resp for take profit order={'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 01:24:23 INFO: place profit orders={'stop': {'response': {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': '91f868d86d0846c19b818808cb46424c', 'price': Decimal('205.400000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': '325180b6b4554691af82a2490f52e176', 'price': Decimal('196.899999999999891997504164464771747589111328125')}} 2020-05-26 01:24:23 INFO: rm init order from db ebccc2cc89bf41bcbf660e05b90a0f53 2020-05-26 01:24:23 INFO: end process event_processing_result='proceed init order' 2020-05-26 01:24:23 INFO: 2020-05-26 01:24:23 INFO: 2020-05-26 01:24:23 INFO: 2020-05-26 01:24:23 INFO: 2020-05-26 02:00:20 INFO: 2020-05-26 02:00:20 INFO: 2020-05-26 02:00:20 INFO: 2020-05-26 02:00:20 INFO: 2020-05-26 02:00:20 INFO: init new order start 2020-05-26 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 25, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.45, 'high': 205.0, 'low': 203.7, 'close': 204.1, 'trades': 1788, 'volume': 1623019, 'vwap': 204.23, 'lastSize': 11, 'turnover': 33146600755, 'homeNotional': 14443.064732865323, 'foreignNotional': 2949685.644064541}, {'timestamp': datetime.datetime(2020, 5, 25, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.1, 'high': 205.4, 'low': 204.2, 'close': 204.45, 'trades': 1467, 'volume': 1537701, 'vwap': 204.76, 'lastSize': 20, 'turnover': 31485802815, 'homeNotional': 13679.281425245423, 'foreignNotional': 2800965.7460279986}, {'timestamp': datetime.datetime(2020, 5, 25, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.4, 'low': 204.75, 'close': 205.1, 'trades': 1387, 'volume': 1346691, 'vwap': 205.14, 'lastSize': 1, 'turnover': 27625005925, 'homeNotional': 12024.249061139135, 'foreignNotional': 2466565.935859094}] 2020-05-26 02:00:20 INFO: prepare candles [CandleItem(low=203.7, high=205.0, open=204.45, close=204.1, color='RED'), CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED'), CandleItem(low=204.75, high=205.4, open=204.9, close=205.1, color='GREEN')] 2020-05-26 02:00:20 INFO: skip by colors first_candle=CandleItem(low=204.75, high=205.4, open=204.9, close=205.1, color='GREEN') second_candle=CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED') last_candle=CandleItem(low=203.7, high=205.0, open=204.45, close=204.1, color='RED') 2020-05-26 02:00:20 INFO: check need new order None 2020-05-26 02:00:20 INFO: init new order end 2020-05-26 02:00:20 INFO: 2020-05-26 02:00:20 INFO: 2020-05-26 02:00:20 INFO: 2020-05-26 02:00:20 INFO: 2020-05-26 02:02:00 INFO: 2020-05-26 02:02:00 INFO: 2020-05-26 02:02:00 INFO: 2020-05-26 02:02:00 INFO: 2020-05-26 02:02:00 INFO: clearing start 2020-05-26 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 02:02:00 INFO: skip by not found init order into storage 2020-05-26 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 02:02:00 INFO: skip by not found init order into storage 2020-05-26 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 02:02:00 INFO: skip by not found init order into storage 2020-05-26 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 02:02:00 INFO: skip by not found init order into storage 2020-05-26 02:02:00 INFO: clearing end 2020-05-26 02:02:00 INFO: 2020-05-26 02:02:00 INFO: 2020-05-26 02:02:00 INFO: 2020-05-26 02:02:00 INFO: 2020-05-26 03:00:20 INFO: 2020-05-26 03:00:20 INFO: 2020-05-26 03:00:20 INFO: 2020-05-26 03:00:20 INFO: 2020-05-26 03:00:20 INFO: init new order start 2020-05-26 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 204.95, 'low': 204.15, 'close': 204.25, 'trades': 1698, 'volume': 1377589, 'vwap': 204.53, 'lastSize': 1, 'turnover': 28175264535, 'homeNotional': 12283.708654721006, 'foreignNotional': 2512338.9835471483}, {'timestamp': datetime.datetime(2020, 5, 25, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.45, 'high': 205.0, 'low': 203.7, 'close': 204.1, 'trades': 1788, 'volume': 1623019, 'vwap': 204.23, 'lastSize': 11, 'turnover': 33146600755, 'homeNotional': 14443.064732865323, 'foreignNotional': 2949685.644064541}, {'timestamp': datetime.datetime(2020, 5, 25, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.1, 'high': 205.4, 'low': 204.2, 'close': 204.45, 'trades': 1467, 'volume': 1537701, 'vwap': 204.76, 'lastSize': 20, 'turnover': 31485802815, 'homeNotional': 13679.281425245423, 'foreignNotional': 2800965.7460279986}] 2020-05-26 03:00:21 INFO: prepare candles [CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN'), CandleItem(low=203.7, high=205.0, open=204.45, close=204.1, color='RED'), CandleItem(low=204.2, high=205.4, open=205.1, close=204.45, color='RED')] 2020-05-26 03:00:21 INFO: last_candle=CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN') 2020-05-26 03:00:21 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))) 2020-05-26 03:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN') 2020-05-26 03:00:21 INFO: skip by CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-26 03:00:21 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))) 2020-05-26 03:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN') 2020-05-26 03:00:21 INFO: skip by CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-26 03:00:21 INFO: not found applicable config for candle 2020-05-26 03:00:21 INFO: check need new order None 2020-05-26 03:00:21 INFO: init new order end 2020-05-26 03:00:21 INFO: 2020-05-26 03:00:21 INFO: 2020-05-26 03:00:21 INFO: 2020-05-26 03:00:21 INFO: 2020-05-26 03:02:00 INFO: 2020-05-26 03:02:00 INFO: 2020-05-26 03:02:00 INFO: 2020-05-26 03:02:00 INFO: 2020-05-26 03:02:00 INFO: clearing start 2020-05-26 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 03:02:00 INFO: skip by not found init order into storage 2020-05-26 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 03:02:00 INFO: skip by not found init order into storage 2020-05-26 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 03:02:00 INFO: skip by not found init order into storage 2020-05-26 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 03:02:00 INFO: skip by not found init order into storage 2020-05-26 03:02:00 INFO: clearing end 2020-05-26 03:02:00 INFO: 2020-05-26 03:02:00 INFO: 2020-05-26 03:02:00 INFO: 2020-05-26 03:02:00 INFO: 2020-05-26 04:00:20 INFO: 2020-05-26 04:00:20 INFO: 2020-05-26 04:00:20 INFO: 2020-05-26 04:00:20 INFO: 2020-05-26 04:00:20 INFO: init new order start 2020-05-26 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.25, 'high': 205.05, 'low': 202.8, 'close': 203.3, 'trades': 3696, 'volume': 4354295, 'vwap': 203.69, 'lastSize': 203, 'turnover': 88688682340, 'homeNotional': 38623.720409685884, 'foreignNotional': 7866983.914431138}, {'timestamp': datetime.datetime(2020, 5, 26, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 204.95, 'low': 204.15, 'close': 204.25, 'trades': 1698, 'volume': 1377589, 'vwap': 204.53, 'lastSize': 1, 'turnover': 28175264535, 'homeNotional': 12283.708654721006, 'foreignNotional': 2512338.9835471483}, {'timestamp': datetime.datetime(2020, 5, 25, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.45, 'high': 205.0, 'low': 203.7, 'close': 204.1, 'trades': 1788, 'volume': 1623019, 'vwap': 204.23, 'lastSize': 11, 'turnover': 33146600755, 'homeNotional': 14443.064732865323, 'foreignNotional': 2949685.644064541}] 2020-05-26 04:00:20 INFO: prepare candles [CandleItem(low=202.8, high=205.05, open=204.25, close=203.3, color='RED'), CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN'), CandleItem(low=203.7, high=205.0, open=204.45, close=204.1, color='RED')] 2020-05-26 04:00:20 INFO: skip by colors first_candle=CandleItem(low=203.7, high=205.0, open=204.45, close=204.1, color='RED') second_candle=CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN') last_candle=CandleItem(low=202.8, high=205.05, open=204.25, close=203.3, color='RED') 2020-05-26 04:00:20 INFO: check need new order None 2020-05-26 04:00:20 INFO: init new order end 2020-05-26 04:00:20 INFO: 2020-05-26 04:00:20 INFO: 2020-05-26 04:00:20 INFO: 2020-05-26 04:00:20 INFO: 2020-05-26 04:02:00 INFO: 2020-05-26 04:02:00 INFO: 2020-05-26 04:02:00 INFO: 2020-05-26 04:02:00 INFO: 2020-05-26 04:02:00 INFO: clearing start 2020-05-26 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 04:02:00 INFO: skip by not found init order into storage 2020-05-26 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 04:02:00 INFO: skip by not found init order into storage 2020-05-26 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 04:02:00 INFO: skip by not found init order into storage 2020-05-26 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 04:02:00 INFO: skip by not found init order into storage 2020-05-26 04:02:00 INFO: clearing end 2020-05-26 04:02:00 INFO: 2020-05-26 04:02:00 INFO: 2020-05-26 04:02:00 INFO: 2020-05-26 04:02:00 INFO: 2020-05-26 05:00:20 INFO: 2020-05-26 05:00:20 INFO: 2020-05-26 05:00:20 INFO: 2020-05-26 05:00:20 INFO: 2020-05-26 05:00:20 INFO: init new order start 2020-05-26 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 204.4, 'low': 203.35, 'close': 204.3, 'trades': 1350, 'volume': 1226681, 'vwap': 204.02, 'lastSize': 1, 'turnover': 25025627525, 'homeNotional': 10880.870386219096, 'foreignNotional': 2219816.9897836833}, {'timestamp': datetime.datetime(2020, 5, 26, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.25, 'high': 205.05, 'low': 202.8, 'close': 203.3, 'trades': 3696, 'volume': 4354295, 'vwap': 203.69, 'lastSize': 203, 'turnover': 88688682340, 'homeNotional': 38623.720409685884, 'foreignNotional': 7866983.914431138}, {'timestamp': datetime.datetime(2020, 5, 26, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 204.95, 'low': 204.15, 'close': 204.25, 'trades': 1698, 'volume': 1377589, 'vwap': 204.53, 'lastSize': 1, 'turnover': 28175264535, 'homeNotional': 12283.708654721006, 'foreignNotional': 2512338.9835471483}] 2020-05-26 05:00:20 INFO: prepare candles [CandleItem(low=203.35, high=204.4, open=203.3, close=204.3, color='GREEN'), CandleItem(low=202.8, high=205.05, open=204.25, close=203.3, color='RED'), CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN')] 2020-05-26 05:00:20 INFO: skip by colors first_candle=CandleItem(low=204.15, high=204.95, open=204.1, close=204.25, color='GREEN') second_candle=CandleItem(low=202.8, high=205.05, open=204.25, close=203.3, color='RED') last_candle=CandleItem(low=203.35, high=204.4, open=203.3, close=204.3, color='GREEN') 2020-05-26 05:00:20 INFO: check need new order None 2020-05-26 05:00:20 INFO: init new order end 2020-05-26 05:00:20 INFO: 2020-05-26 05:00:20 INFO: 2020-05-26 05:00:20 INFO: 2020-05-26 05:00:20 INFO: 2020-05-26 05:02:00 INFO: 2020-05-26 05:02:00 INFO: 2020-05-26 05:02:00 INFO: 2020-05-26 05:02:00 INFO: 2020-05-26 05:02:00 INFO: clearing start 2020-05-26 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 05:02:00 INFO: skip by not found init order into storage 2020-05-26 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 05:02:00 INFO: skip by not found init order into storage 2020-05-26 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 05:02:00 INFO: skip by not found init order into storage 2020-05-26 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 05:02:00 INFO: skip by not found init order into storage 2020-05-26 05:02:00 INFO: clearing end 2020-05-26 05:02:00 INFO: 2020-05-26 05:02:00 INFO: 2020-05-26 05:02:00 INFO: 2020-05-26 05:02:00 INFO: 2020-05-26 06:00:20 INFO: 2020-05-26 06:00:20 INFO: 2020-05-26 06:00:20 INFO: 2020-05-26 06:00:20 INFO: 2020-05-26 06:00:20 INFO: init new order start 2020-05-26 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 204.7, 'low': 203.95, 'close': 203.95, 'trades': 1308, 'volume': 1285243, 'vwap': 204.26, 'lastSize': 1, 'turnover': 26251326035, 'homeNotional': 11424.884886181775, 'foreignNotional': 2333554.3198569254}, {'timestamp': datetime.datetime(2020, 5, 26, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 204.4, 'low': 203.35, 'close': 204.3, 'trades': 1350, 'volume': 1226681, 'vwap': 204.02, 'lastSize': 1, 'turnover': 25025627525, 'homeNotional': 10880.870386219096, 'foreignNotional': 2219816.9897836833}, {'timestamp': datetime.datetime(2020, 5, 26, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.25, 'high': 205.05, 'low': 202.8, 'close': 203.3, 'trades': 3696, 'volume': 4354295, 'vwap': 203.69, 'lastSize': 203, 'turnover': 88688682340, 'homeNotional': 38623.720409685884, 'foreignNotional': 7866983.914431138}] 2020-05-26 06:00:20 INFO: prepare candles [CandleItem(low=203.95, high=204.7, open=204.3, close=203.95, color='RED'), CandleItem(low=203.35, high=204.4, open=203.3, close=204.3, color='GREEN'), CandleItem(low=202.8, high=205.05, open=204.25, close=203.3, color='RED')] 2020-05-26 06:00:20 INFO: skip by colors first_candle=CandleItem(low=202.8, high=205.05, open=204.25, close=203.3, color='RED') second_candle=CandleItem(low=203.35, high=204.4, open=203.3, close=204.3, color='GREEN') last_candle=CandleItem(low=203.95, high=204.7, open=204.3, close=203.95, color='RED') 2020-05-26 06:00:20 INFO: check need new order None 2020-05-26 06:00:21 INFO: init new order end 2020-05-26 06:00:21 INFO: 2020-05-26 06:00:21 INFO: 2020-05-26 06:00:21 INFO: 2020-05-26 06:00:21 INFO: 2020-05-26 06:02:00 INFO: 2020-05-26 06:02:00 INFO: 2020-05-26 06:02:00 INFO: 2020-05-26 06:02:00 INFO: 2020-05-26 06:02:00 INFO: clearing start 2020-05-26 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 06:02:00 INFO: skip by not found init order into storage 2020-05-26 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 06:02:00 INFO: skip by not found init order into storage 2020-05-26 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 06:02:00 INFO: skip by not found init order into storage 2020-05-26 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 06:02:00 INFO: skip by not found init order into storage 2020-05-26 06:02:00 INFO: clearing end 2020-05-26 06:02:00 INFO: 2020-05-26 06:02:00 INFO: 2020-05-26 06:02:00 INFO: 2020-05-26 06:02:00 INFO: 2020-05-26 07:00:20 INFO: 2020-05-26 07:00:20 INFO: 2020-05-26 07:00:20 INFO: 2020-05-26 07:00:20 INFO: 2020-05-26 07:00:20 INFO: init new order start 2020-05-26 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.95, 'high': 205.2, 'low': 203.85, 'close': 204.5, 'trades': 1751, 'volume': 2213002, 'vwap': 204.71, 'lastSize': 3233, 'turnover': 45300526640, 'homeNotional': 19722.90075069302, 'foreignNotional': 4037321.897000784}, {'timestamp': datetime.datetime(2020, 5, 26, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 204.7, 'low': 203.95, 'close': 203.95, 'trades': 1308, 'volume': 1285243, 'vwap': 204.26, 'lastSize': 1, 'turnover': 26251326035, 'homeNotional': 11424.884886181775, 'foreignNotional': 2333554.3198569254}, {'timestamp': datetime.datetime(2020, 5, 26, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 204.4, 'low': 203.35, 'close': 204.3, 'trades': 1350, 'volume': 1226681, 'vwap': 204.02, 'lastSize': 1, 'turnover': 25025627525, 'homeNotional': 10880.870386219096, 'foreignNotional': 2219816.9897836833}] 2020-05-26 07:00:20 INFO: prepare candles [CandleItem(low=203.85, high=205.2, open=203.95, close=204.5, color='GREEN'), CandleItem(low=203.95, high=204.7, open=204.3, close=203.95, color='RED'), CandleItem(low=203.35, high=204.4, open=203.3, close=204.3, color='GREEN')] 2020-05-26 07:00:20 INFO: skip by colors first_candle=CandleItem(low=203.35, high=204.4, open=203.3, close=204.3, color='GREEN') second_candle=CandleItem(low=203.95, high=204.7, open=204.3, close=203.95, color='RED') last_candle=CandleItem(low=203.85, high=205.2, open=203.95, close=204.5, color='GREEN') 2020-05-26 07:00:20 INFO: check need new order None 2020-05-26 07:00:20 INFO: init new order end 2020-05-26 07:00:20 INFO: 2020-05-26 07:00:20 INFO: 2020-05-26 07:00:20 INFO: 2020-05-26 07:00:20 INFO: 2020-05-26 07:02:00 INFO: 2020-05-26 07:02:00 INFO: 2020-05-26 07:02:00 INFO: 2020-05-26 07:02:00 INFO: 2020-05-26 07:02:00 INFO: clearing start 2020-05-26 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 07:02:00 INFO: skip by not found init order into storage 2020-05-26 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 07:02:00 INFO: skip by not found init order into storage 2020-05-26 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 07:02:00 INFO: skip by not found init order into storage 2020-05-26 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 07:02:00 INFO: skip by not found init order into storage 2020-05-26 07:02:00 INFO: clearing end 2020-05-26 07:02:00 INFO: 2020-05-26 07:02:00 INFO: 2020-05-26 07:02:00 INFO: 2020-05-26 07:02:00 INFO: 2020-05-26 08:00:20 INFO: 2020-05-26 08:00:20 INFO: 2020-05-26 08:00:20 INFO: 2020-05-26 08:00:20 INFO: 2020-05-26 08:00:20 INFO: init new order start 2020-05-26 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.5, 'high': 204.45, 'low': 203.7, 'close': 204.0, 'trades': 1503, 'volume': 1827791, 'vwap': 204.12, 'lastSize': 1, 'turnover': 37307439665, 'homeNotional': 16267.294091184905, 'foreignNotional': 3320354.9615729568}, {'timestamp': datetime.datetime(2020, 5, 26, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.95, 'high': 205.2, 'low': 203.85, 'close': 204.5, 'trades': 1751, 'volume': 2213002, 'vwap': 204.71, 'lastSize': 3233, 'turnover': 45300526640, 'homeNotional': 19722.90075069302, 'foreignNotional': 4037321.897000784}, {'timestamp': datetime.datetime(2020, 5, 26, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 204.7, 'low': 203.95, 'close': 203.95, 'trades': 1308, 'volume': 1285243, 'vwap': 204.26, 'lastSize': 1, 'turnover': 26251326035, 'homeNotional': 11424.884886181775, 'foreignNotional': 2333554.3198569254}] 2020-05-26 08:00:20 INFO: prepare candles [CandleItem(low=203.7, high=204.45, open=204.5, close=204.0, color='RED'), CandleItem(low=203.85, high=205.2, open=203.95, close=204.5, color='GREEN'), CandleItem(low=203.95, high=204.7, open=204.3, close=203.95, color='RED')] 2020-05-26 08:00:20 INFO: skip by colors first_candle=CandleItem(low=203.95, high=204.7, open=204.3, close=203.95, color='RED') second_candle=CandleItem(low=203.85, high=205.2, open=203.95, close=204.5, color='GREEN') last_candle=CandleItem(low=203.7, high=204.45, open=204.5, close=204.0, color='RED') 2020-05-26 08:00:20 INFO: check need new order None 2020-05-26 08:00:20 INFO: init new order end 2020-05-26 08:00:20 INFO: 2020-05-26 08:00:20 INFO: 2020-05-26 08:00:20 INFO: 2020-05-26 08:00:20 INFO: 2020-05-26 08:02:00 INFO: 2020-05-26 08:02:00 INFO: 2020-05-26 08:02:00 INFO: 2020-05-26 08:02:00 INFO: 2020-05-26 08:02:00 INFO: clearing start 2020-05-26 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 08:02:00 INFO: skip by not found init order into storage 2020-05-26 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 08:02:00 INFO: skip by not found init order into storage 2020-05-26 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 08:02:00 INFO: skip by not found init order into storage 2020-05-26 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 08:02:00 INFO: skip by not found init order into storage 2020-05-26 08:02:00 INFO: clearing end 2020-05-26 08:02:00 INFO: 2020-05-26 08:02:00 INFO: 2020-05-26 08:02:00 INFO: 2020-05-26 08:02:00 INFO: 2020-05-26 09:00:20 INFO: 2020-05-26 09:00:20 INFO: 2020-05-26 09:00:20 INFO: 2020-05-26 09:00:20 INFO: 2020-05-26 09:00:20 INFO: init new order start 2020-05-26 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 204.25, 'low': 203.6, 'close': 204.2, 'trades': 980, 'volume': 1127662, 'vwap': 203.84, 'lastSize': 2704, 'turnover': 22985502890, 'homeNotional': 10042.235587706815, 'foreignNotional': 2046943.4567053125}, {'timestamp': datetime.datetime(2020, 5, 26, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.5, 'high': 204.45, 'low': 203.7, 'close': 204.0, 'trades': 1503, 'volume': 1827791, 'vwap': 204.12, 'lastSize': 1, 'turnover': 37307439665, 'homeNotional': 16267.294091184905, 'foreignNotional': 3320354.9615729568}, {'timestamp': datetime.datetime(2020, 5, 26, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.95, 'high': 205.2, 'low': 203.85, 'close': 204.5, 'trades': 1751, 'volume': 2213002, 'vwap': 204.71, 'lastSize': 3233, 'turnover': 45300526640, 'homeNotional': 19722.90075069302, 'foreignNotional': 4037321.897000784}] 2020-05-26 09:00:21 INFO: prepare candles [CandleItem(low=203.6, high=204.25, open=204.0, close=204.2, color='GREEN'), CandleItem(low=203.7, high=204.45, open=204.5, close=204.0, color='RED'), CandleItem(low=203.85, high=205.2, open=203.95, close=204.5, color='GREEN')] 2020-05-26 09:00:21 INFO: skip by colors first_candle=CandleItem(low=203.85, high=205.2, open=203.95, close=204.5, color='GREEN') second_candle=CandleItem(low=203.7, high=204.45, open=204.5, close=204.0, color='RED') last_candle=CandleItem(low=203.6, high=204.25, open=204.0, close=204.2, color='GREEN') 2020-05-26 09:00:21 INFO: check need new order None 2020-05-26 09:00:21 INFO: init new order end 2020-05-26 09:00:21 INFO: 2020-05-26 09:00:21 INFO: 2020-05-26 09:00:21 INFO: 2020-05-26 09:00:21 INFO: 2020-05-26 09:02:00 INFO: 2020-05-26 09:02:00 INFO: 2020-05-26 09:02:00 INFO: 2020-05-26 09:02:00 INFO: 2020-05-26 09:02:00 INFO: clearing start 2020-05-26 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 201.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 25, 287000, tzinfo=tzutc())} 2020-05-26 09:02:00 INFO: skip by not found init order into storage 2020-05-26 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 12, 0, 27, 216000, tzinfo=tzutc())} 2020-05-26 09:02:00 INFO: skip by not found init order into storage 2020-05-26 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 09:02:00 INFO: skip by not found init order into storage 2020-05-26 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 09:02:00 INFO: skip by not found init order into storage 2020-05-26 09:02:00 INFO: clearing end 2020-05-26 09:02:00 INFO: 2020-05-26 09:02:00 INFO: 2020-05-26 09:02:00 INFO: 2020-05-26 09:02:00 INFO: 2020-05-26 09:32:22 INFO: process event {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-05-26T06:32:22.561Z', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-26 09:32:22 INFO: skip event 4ae93cdfb4f64500aa5bde547548b0fb 2020-05-26 09:32:22 INFO: process event {'orderID': '4651846f-3bc7-8a01-c27a-8280589f30d6', 'price': 201.5, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 201.5, 'transactTime': '2020-05-26T06:32:22.561Z', 'clOrdID': '4ae93cdfb4f64500aa5bde547548b0fb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-26T06:32:22.561Z'} 2020-05-26 09:32:22 INFO: add new event={'uid': '4ae93cdfb4f64500aa5bde547548b0fb', 'status': 'Filled'} 2020-05-26 09:32:23 INFO: 2020-05-26 09:32:23 INFO: 2020-05-26 09:32:23 INFO: 2020-05-26 09:32:23 INFO: 2020-05-26 09:32:23 INFO: process event start 2020-05-26 09:32:23 INFO: fetch new order event 4ae93cdfb4f64500aa5bde547548b0fb 2020-05-26 09:32:23 INFO: fetch orders by event init=None profit_pair=e28f7388b35e4165b42987c911f5fa8e 2020-05-26 09:32:23 INFO: process profit order filled 2020-05-26 09:32:24 INFO: process event {'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-05-26T06:32:24.665Z', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-26 09:32:24 INFO: skip event e28f7388b35e4165b42987c911f5fa8e Canceled 2020-05-26 09:32:24 INFO: cancel order=e28f7388b35e4165b42987c911f5fa8e [{'orderID': '1e096625-9530-a93a-11ef-6a34a7689140', 'clOrdID': 'e28f7388b35e4165b42987c911f5fa8e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.65, '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, 25, 12, 0, 27, 216000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 6, 32, 24, 665000, tzinfo=tzutc())}] 2020-05-26 09:32:24 INFO: end process event_processing_result='proceed profit order' 2020-05-26 09:32:24 INFO: 2020-05-26 09:32:24 INFO: 2020-05-26 09:32:24 INFO: 2020-05-26 09:32:24 INFO: 2020-05-26 10:00:20 INFO: 2020-05-26 10:00:20 INFO: 2020-05-26 10:00:20 INFO: 2020-05-26 10:00:20 INFO: 2020-05-26 10:00:20 INFO: init new order start 2020-05-26 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.2, 'high': 204.2, 'low': 201.5, 'close': 202.45, 'trades': 3856, 'volume': 5340672, 'vwap': 202.53, 'lastSize': 1, 'turnover': 108160159175, 'homeNotional': 47519.30599379899, 'foreignNotional': 9623715.524722068}, {'timestamp': datetime.datetime(2020, 5, 26, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 204.25, 'low': 203.6, 'close': 204.2, 'trades': 980, 'volume': 1127662, 'vwap': 203.84, 'lastSize': 2704, 'turnover': 22985502890, 'homeNotional': 10042.235587706815, 'foreignNotional': 2046943.4567053125}, {'timestamp': datetime.datetime(2020, 5, 26, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.5, 'high': 204.45, 'low': 203.7, 'close': 204.0, 'trades': 1503, 'volume': 1827791, 'vwap': 204.12, 'lastSize': 1, 'turnover': 37307439665, 'homeNotional': 16267.294091184905, 'foreignNotional': 3320354.9615729568}] 2020-05-26 10:00:20 INFO: prepare candles [CandleItem(low=201.5, high=204.2, open=204.2, close=202.45, color='RED'), CandleItem(low=203.6, high=204.25, open=204.0, close=204.2, color='GREEN'), CandleItem(low=203.7, high=204.45, open=204.5, close=204.0, color='RED')] 2020-05-26 10:00:20 INFO: skip by colors first_candle=CandleItem(low=203.7, high=204.45, open=204.5, close=204.0, color='RED') second_candle=CandleItem(low=203.6, high=204.25, open=204.0, close=204.2, color='GREEN') last_candle=CandleItem(low=201.5, high=204.2, open=204.2, close=202.45, color='RED') 2020-05-26 10:00:20 INFO: check need new order None 2020-05-26 10:00:20 INFO: init new order end 2020-05-26 10:00:20 INFO: 2020-05-26 10:00:20 INFO: 2020-05-26 10:00:20 INFO: 2020-05-26 10:00:20 INFO: 2020-05-26 10:02:00 INFO: 2020-05-26 10:02:00 INFO: 2020-05-26 10:02:00 INFO: 2020-05-26 10:02:00 INFO: 2020-05-26 10:02:00 INFO: clearing start 2020-05-26 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 10:02:00 INFO: skip by not found init order into storage 2020-05-26 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 10:02:00 INFO: skip by not found init order into storage 2020-05-26 10:02:00 INFO: clearing end 2020-05-26 10:02:00 INFO: 2020-05-26 10:02:00 INFO: 2020-05-26 10:02:00 INFO: 2020-05-26 10:02:00 INFO: 2020-05-26 11:00:20 INFO: 2020-05-26 11:00:20 INFO: 2020-05-26 11:00:20 INFO: 2020-05-26 11:00:20 INFO: 2020-05-26 11:00:20 INFO: init new order start 2020-05-26 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.45, 'high': 204.0, 'low': 201.65, 'close': 203.7, 'trades': 3217, 'volume': 3122325, 'vwap': 202.98, 'lastSize': 8542, 'turnover': 63373913800, 'homeNotional': 27812.583427487287, 'foreignNotional': 5645193.542590116}, {'timestamp': datetime.datetime(2020, 5, 26, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.2, 'high': 204.2, 'low': 201.5, 'close': 202.45, 'trades': 3856, 'volume': 5340672, 'vwap': 202.53, 'lastSize': 1, 'turnover': 108160159175, 'homeNotional': 47519.30599379899, 'foreignNotional': 9623715.524722068}, {'timestamp': datetime.datetime(2020, 5, 26, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 204.25, 'low': 203.6, 'close': 204.2, 'trades': 980, 'volume': 1127662, 'vwap': 203.84, 'lastSize': 2704, 'turnover': 22985502890, 'homeNotional': 10042.235587706815, 'foreignNotional': 2046943.4567053125}] 2020-05-26 11:00:20 INFO: prepare candles [CandleItem(low=201.65, high=204.0, open=202.45, close=203.7, color='GREEN'), CandleItem(low=201.5, high=204.2, open=204.2, close=202.45, color='RED'), CandleItem(low=203.6, high=204.25, open=204.0, close=204.2, color='GREEN')] 2020-05-26 11:00:20 INFO: skip by colors first_candle=CandleItem(low=203.6, high=204.25, open=204.0, close=204.2, color='GREEN') second_candle=CandleItem(low=201.5, high=204.2, open=204.2, close=202.45, color='RED') last_candle=CandleItem(low=201.65, high=204.0, open=202.45, close=203.7, color='GREEN') 2020-05-26 11:00:20 INFO: check need new order None 2020-05-26 11:00:20 INFO: init new order end 2020-05-26 11:00:20 INFO: 2020-05-26 11:00:20 INFO: 2020-05-26 11:00:20 INFO: 2020-05-26 11:00:20 INFO: 2020-05-26 11:02:00 INFO: 2020-05-26 11:02:00 INFO: 2020-05-26 11:02:00 INFO: 2020-05-26 11:02:00 INFO: 2020-05-26 11:02:00 INFO: clearing start 2020-05-26 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 11:02:00 INFO: skip by not found init order into storage 2020-05-26 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 11:02:00 INFO: skip by not found init order into storage 2020-05-26 11:02:00 INFO: clearing end 2020-05-26 11:02:00 INFO: 2020-05-26 11:02:00 INFO: 2020-05-26 11:02:00 INFO: 2020-05-26 11:02:00 INFO: 2020-05-26 12:00:20 INFO: 2020-05-26 12:00:20 INFO: 2020-05-26 12:00:20 INFO: 2020-05-26 12:00:20 INFO: 2020-05-26 12:00:20 INFO: init new order start 2020-05-26 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.7, 'high': 204.5, 'low': 203.35, 'close': 203.5, 'trades': 2357, 'volume': 3314961, 'vwap': 203.9, 'lastSize': 240, 'turnover': 67591599630, 'homeNotional': 29755.381583150072, 'foreignNotional': 6067100.050403938}, {'timestamp': datetime.datetime(2020, 5, 26, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.45, 'high': 204.0, 'low': 201.65, 'close': 203.7, 'trades': 3217, 'volume': 3122325, 'vwap': 202.98, 'lastSize': 8542, 'turnover': 63373913800, 'homeNotional': 27812.583427487287, 'foreignNotional': 5645193.542590116}, {'timestamp': datetime.datetime(2020, 5, 26, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.2, 'high': 204.2, 'low': 201.5, 'close': 202.45, 'trades': 3856, 'volume': 5340672, 'vwap': 202.53, 'lastSize': 1, 'turnover': 108160159175, 'homeNotional': 47519.30599379899, 'foreignNotional': 9623715.524722068}] 2020-05-26 12:00:20 INFO: prepare candles [CandleItem(low=203.35, high=204.5, open=203.7, close=203.5, color='RED'), CandleItem(low=201.65, high=204.0, open=202.45, close=203.7, color='GREEN'), CandleItem(low=201.5, high=204.2, open=204.2, close=202.45, color='RED')] 2020-05-26 12:00:20 INFO: skip by colors first_candle=CandleItem(low=201.5, high=204.2, open=204.2, close=202.45, color='RED') second_candle=CandleItem(low=201.65, high=204.0, open=202.45, close=203.7, color='GREEN') last_candle=CandleItem(low=203.35, high=204.5, open=203.7, close=203.5, color='RED') 2020-05-26 12:00:20 INFO: check need new order None 2020-05-26 12:00:20 INFO: init new order end 2020-05-26 12:00:20 INFO: 2020-05-26 12:00:20 INFO: 2020-05-26 12:00:20 INFO: 2020-05-26 12:00:20 INFO: 2020-05-26 12:02:00 INFO: 2020-05-26 12:02:00 INFO: 2020-05-26 12:02:00 INFO: 2020-05-26 12:02:00 INFO: 2020-05-26 12:02:00 INFO: clearing start 2020-05-26 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 12:02:00 INFO: skip by not found init order into storage 2020-05-26 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 12:02:00 INFO: skip by not found init order into storage 2020-05-26 12:02:00 INFO: clearing end 2020-05-26 12:02:00 INFO: 2020-05-26 12:02:00 INFO: 2020-05-26 12:02:00 INFO: 2020-05-26 12:02:00 INFO: 2020-05-26 13:00:20 INFO: 2020-05-26 13:00:20 INFO: 2020-05-26 13:00:20 INFO: 2020-05-26 13:00:20 INFO: 2020-05-26 13:00:20 INFO: init new order start 2020-05-26 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.5, 'high': 203.65, 'low': 202.55, 'close': 203.1, 'trades': 2056, 'volume': 2116610, 'vwap': 203.09, 'lastSize': 6000, 'turnover': 42985631080, 'homeNotional': 18902.01471117635, 'foreignNotional': 3838770.6131367865}, {'timestamp': datetime.datetime(2020, 5, 26, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.7, 'high': 204.5, 'low': 203.35, 'close': 203.5, 'trades': 2357, 'volume': 3314961, 'vwap': 203.9, 'lastSize': 240, 'turnover': 67591599630, 'homeNotional': 29755.381583150072, 'foreignNotional': 6067100.050403938}, {'timestamp': datetime.datetime(2020, 5, 26, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.45, 'high': 204.0, 'low': 201.65, 'close': 203.7, 'trades': 3217, 'volume': 3122325, 'vwap': 202.98, 'lastSize': 8542, 'turnover': 63373913800, 'homeNotional': 27812.583427487287, 'foreignNotional': 5645193.542590116}] 2020-05-26 13:00:21 INFO: prepare candles [CandleItem(low=202.55, high=203.65, open=203.5, close=203.1, color='RED'), CandleItem(low=203.35, high=204.5, open=203.7, close=203.5, color='RED'), CandleItem(low=201.65, high=204.0, open=202.45, close=203.7, color='GREEN')] 2020-05-26 13:00:21 INFO: skip by colors first_candle=CandleItem(low=201.65, high=204.0, open=202.45, close=203.7, color='GREEN') second_candle=CandleItem(low=203.35, high=204.5, open=203.7, close=203.5, color='RED') last_candle=CandleItem(low=202.55, high=203.65, open=203.5, close=203.1, color='RED') 2020-05-26 13:00:21 INFO: check need new order None 2020-05-26 13:00:21 INFO: init new order end 2020-05-26 13:00:21 INFO: 2020-05-26 13:00:21 INFO: 2020-05-26 13:00:21 INFO: 2020-05-26 13:00:21 INFO: 2020-05-26 13:02:00 INFO: 2020-05-26 13:02:00 INFO: 2020-05-26 13:02:00 INFO: 2020-05-26 13:02:00 INFO: 2020-05-26 13:02:00 INFO: clearing start 2020-05-26 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 13:02:00 INFO: skip by not found init order into storage 2020-05-26 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 13:02:00 INFO: skip by not found init order into storage 2020-05-26 13:02:00 INFO: clearing end 2020-05-26 13:02:00 INFO: 2020-05-26 13:02:00 INFO: 2020-05-26 13:02:00 INFO: 2020-05-26 13:02:00 INFO: 2020-05-26 14:00:20 INFO: 2020-05-26 14:00:20 INFO: 2020-05-26 14:00:20 INFO: 2020-05-26 14:00:20 INFO: 2020-05-26 14:00:20 INFO: init new order start 2020-05-26 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.15, 'low': 201.75, 'close': 202.25, 'trades': 2779, 'volume': 2399329, 'vwap': 202.38, 'lastSize': 1, 'turnover': 48556823055, 'homeNotional': 21285.025281623086, 'foreignNotional': 4307594.753846243}, {'timestamp': datetime.datetime(2020, 5, 26, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.5, 'high': 203.65, 'low': 202.55, 'close': 203.1, 'trades': 2056, 'volume': 2116610, 'vwap': 203.09, 'lastSize': 6000, 'turnover': 42985631080, 'homeNotional': 18902.01471117635, 'foreignNotional': 3838770.6131367865}, {'timestamp': datetime.datetime(2020, 5, 26, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.7, 'high': 204.5, 'low': 203.35, 'close': 203.5, 'trades': 2357, 'volume': 3314961, 'vwap': 203.9, 'lastSize': 240, 'turnover': 67591599630, 'homeNotional': 29755.381583150072, 'foreignNotional': 6067100.050403938}] 2020-05-26 14:00:20 INFO: prepare candles [CandleItem(low=201.75, high=203.15, open=203.1, close=202.25, color='RED'), CandleItem(low=202.55, high=203.65, open=203.5, close=203.1, color='RED'), CandleItem(low=203.35, high=204.5, open=203.7, close=203.5, color='RED')] 2020-05-26 14:00:20 INFO: skip by colors first_candle=CandleItem(low=203.35, high=204.5, open=203.7, close=203.5, color='RED') second_candle=CandleItem(low=202.55, high=203.65, open=203.5, close=203.1, color='RED') last_candle=CandleItem(low=201.75, high=203.15, open=203.1, close=202.25, color='RED') 2020-05-26 14:00:20 INFO: check need new order None 2020-05-26 14:00:20 INFO: init new order end 2020-05-26 14:00:20 INFO: 2020-05-26 14:00:20 INFO: 2020-05-26 14:00:20 INFO: 2020-05-26 14:00:20 INFO: 2020-05-26 14:02:00 INFO: 2020-05-26 14:02:00 INFO: 2020-05-26 14:02:00 INFO: 2020-05-26 14:02:00 INFO: 2020-05-26 14:02:00 INFO: clearing start 2020-05-26 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 14:02:00 INFO: skip by not found init order into storage 2020-05-26 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 14:02:00 INFO: skip by not found init order into storage 2020-05-26 14:02:00 INFO: clearing end 2020-05-26 14:02:00 INFO: 2020-05-26 14:02:00 INFO: 2020-05-26 14:02:00 INFO: 2020-05-26 14:02:00 INFO: 2020-05-26 15:00:20 INFO: 2020-05-26 15:00:20 INFO: 2020-05-26 15:00:20 INFO: 2020-05-26 15:00:20 INFO: 2020-05-26 15:00:20 INFO: init new order start 2020-05-26 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.85, 'low': 201.55, 'close': 202.25, 'trades': 3110, 'volume': 3565852, 'vwap': 202.19, 'lastSize': 2000, 'turnover': 72095807135, 'homeNotional': 31614.6850627512, 'foreignNotional': 6391992.280925424}, {'timestamp': datetime.datetime(2020, 5, 26, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.15, 'low': 201.75, 'close': 202.25, 'trades': 2779, 'volume': 2399329, 'vwap': 202.38, 'lastSize': 1, 'turnover': 48556823055, 'homeNotional': 21285.025281623086, 'foreignNotional': 4307594.753846243}, {'timestamp': datetime.datetime(2020, 5, 26, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.5, 'high': 203.65, 'low': 202.55, 'close': 203.1, 'trades': 2056, 'volume': 2116610, 'vwap': 203.09, 'lastSize': 6000, 'turnover': 42985631080, 'homeNotional': 18902.01471117635, 'foreignNotional': 3838770.6131367865}] 2020-05-26 15:00:20 INFO: skip by found empty buckets 2020-05-26 15:00:20 INFO: check need new order None 2020-05-26 15:00:20 INFO: init new order end 2020-05-26 15:00:20 INFO: 2020-05-26 15:00:20 INFO: 2020-05-26 15:00:20 INFO: 2020-05-26 15:00:20 INFO: 2020-05-26 15:02:00 INFO: 2020-05-26 15:02:00 INFO: 2020-05-26 15:02:00 INFO: 2020-05-26 15:02:00 INFO: 2020-05-26 15:02:00 INFO: clearing start 2020-05-26 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 15:02:00 INFO: skip by not found init order into storage 2020-05-26 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 15:02:00 INFO: skip by not found init order into storage 2020-05-26 15:02:00 INFO: clearing end 2020-05-26 15:02:00 INFO: 2020-05-26 15:02:00 INFO: 2020-05-26 15:02:00 INFO: 2020-05-26 15:02:00 INFO: 2020-05-26 16:00:20 INFO: 2020-05-26 16:00:20 INFO: 2020-05-26 16:00:20 INFO: 2020-05-26 16:00:20 INFO: 2020-05-26 16:00:20 INFO: init new order start 2020-05-26 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.7, 'low': 200.35, 'close': 200.9, 'trades': 5329, 'volume': 4190765, 'vwap': 201.26, 'lastSize': 1566, 'turnover': 84341435055, 'homeNotional': 37011.531020071474, 'foreignNotional': 7448848.940030453}, {'timestamp': datetime.datetime(2020, 5, 26, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.85, 'low': 201.55, 'close': 202.25, 'trades': 3110, 'volume': 3565852, 'vwap': 202.19, 'lastSize': 2000, 'turnover': 72095807135, 'homeNotional': 31614.6850627512, 'foreignNotional': 6391992.280925424}, {'timestamp': datetime.datetime(2020, 5, 26, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.15, 'low': 201.75, 'close': 202.25, 'trades': 2779, 'volume': 2399329, 'vwap': 202.38, 'lastSize': 1, 'turnover': 48556823055, 'homeNotional': 21285.025281623086, 'foreignNotional': 4307594.753846243}] 2020-05-26 16:00:20 INFO: skip by found empty buckets 2020-05-26 16:00:20 INFO: check need new order None 2020-05-26 16:00:20 INFO: init new order end 2020-05-26 16:00:20 INFO: 2020-05-26 16:00:20 INFO: 2020-05-26 16:00:20 INFO: 2020-05-26 16:00:20 INFO: 2020-05-26 16:02:00 INFO: 2020-05-26 16:02:00 INFO: 2020-05-26 16:02:00 INFO: 2020-05-26 16:02:00 INFO: 2020-05-26 16:02:00 INFO: clearing start 2020-05-26 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 16:02:00 INFO: skip by not found init order into storage 2020-05-26 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 16:02:00 INFO: skip by not found init order into storage 2020-05-26 16:02:00 INFO: clearing end 2020-05-26 16:02:00 INFO: 2020-05-26 16:02:00 INFO: 2020-05-26 16:02:00 INFO: 2020-05-26 16:02:00 INFO: 2020-05-26 17:00:20 INFO: 2020-05-26 17:00:20 INFO: 2020-05-26 17:00:20 INFO: 2020-05-26 17:00:20 INFO: 2020-05-26 17:00:20 INFO: init new order start 2020-05-26 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.9, 'high': 202.35, 'low': 200.0, 'close': 201.6, 'trades': 3628, 'volume': 3448764, 'vwap': 201.33, 'lastSize': 1, 'turnover': 69431704125, 'homeNotional': 30433.193630916157, 'foreignNotional': 6126956.424464511}, {'timestamp': datetime.datetime(2020, 5, 26, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.7, 'low': 200.35, 'close': 200.9, 'trades': 5329, 'volume': 4190765, 'vwap': 201.26, 'lastSize': 1566, 'turnover': 84341435055, 'homeNotional': 37011.531020071474, 'foreignNotional': 7448848.940030453}, {'timestamp': datetime.datetime(2020, 5, 26, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.85, 'low': 201.55, 'close': 202.25, 'trades': 3110, 'volume': 3565852, 'vwap': 202.19, 'lastSize': 2000, 'turnover': 72095807135, 'homeNotional': 31614.6850627512, 'foreignNotional': 6391992.280925424}] 2020-05-26 17:00:20 INFO: skip by found empty buckets 2020-05-26 17:00:20 INFO: check need new order None 2020-05-26 17:00:20 INFO: init new order end 2020-05-26 17:00:20 INFO: 2020-05-26 17:00:20 INFO: 2020-05-26 17:00:20 INFO: 2020-05-26 17:00:20 INFO: 2020-05-26 17:02:00 INFO: 2020-05-26 17:02:00 INFO: 2020-05-26 17:02:00 INFO: 2020-05-26 17:02:00 INFO: 2020-05-26 17:02:00 INFO: clearing start 2020-05-26 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 17:02:00 INFO: skip by not found init order into storage 2020-05-26 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 17:02:00 INFO: skip by not found init order into storage 2020-05-26 17:02:00 INFO: clearing end 2020-05-26 17:02:00 INFO: 2020-05-26 17:02:00 INFO: 2020-05-26 17:02:00 INFO: 2020-05-26 17:02:00 INFO: 2020-05-26 18:00:20 INFO: 2020-05-26 18:00:20 INFO: 2020-05-26 18:00:20 INFO: 2020-05-26 18:00:20 INFO: 2020-05-26 18:00:20 INFO: init new order start 2020-05-26 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.6, 'high': 202.4, 'low': 201.25, 'close': 201.25, 'trades': 2025, 'volume': 1510000, 'vwap': 201.8, 'lastSize': 30, 'turnover': 30470846415, 'homeNotional': 13333.150307194614, 'foreignNotional': 2690551.0630165716}, {'timestamp': datetime.datetime(2020, 5, 26, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.9, 'high': 202.35, 'low': 200.0, 'close': 201.6, 'trades': 3628, 'volume': 3448764, 'vwap': 201.33, 'lastSize': 1, 'turnover': 69431704125, 'homeNotional': 30433.193630916157, 'foreignNotional': 6126956.424464511}, {'timestamp': datetime.datetime(2020, 5, 26, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.7, 'low': 200.35, 'close': 200.9, 'trades': 5329, 'volume': 4190765, 'vwap': 201.26, 'lastSize': 1566, 'turnover': 84341435055, 'homeNotional': 37011.531020071474, 'foreignNotional': 7448848.940030453}] 2020-05-26 18:00:21 INFO: prepare candles [CandleItem(low=201.25, high=202.4, open=201.6, close=201.25, color='RED'), CandleItem(low=200.0, high=202.35, open=200.9, close=201.6, color='GREEN'), CandleItem(low=200.35, high=202.7, open=202.25, close=200.9, color='RED')] 2020-05-26 18:00:21 INFO: skip by colors first_candle=CandleItem(low=200.35, high=202.7, open=202.25, close=200.9, color='RED') second_candle=CandleItem(low=200.0, high=202.35, open=200.9, close=201.6, color='GREEN') last_candle=CandleItem(low=201.25, high=202.4, open=201.6, close=201.25, color='RED') 2020-05-26 18:00:21 INFO: check need new order None 2020-05-26 18:00:21 INFO: init new order end 2020-05-26 18:00:21 INFO: 2020-05-26 18:00:21 INFO: 2020-05-26 18:00:21 INFO: 2020-05-26 18:00:21 INFO: 2020-05-26 18:02:00 INFO: 2020-05-26 18:02:00 INFO: 2020-05-26 18:02:00 INFO: 2020-05-26 18:02:00 INFO: 2020-05-26 18:02:00 INFO: clearing start 2020-05-26 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc())} 2020-05-26 18:02:00 INFO: skip by not found init order into storage 2020-05-26 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 196.9, '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, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 25, 22, 24, 23, 3000, tzinfo=tzutc())} 2020-05-26 18:02:00 INFO: skip by not found init order into storage 2020-05-26 18:02:00 INFO: clearing end 2020-05-26 18:02:00 INFO: 2020-05-26 18:02:00 INFO: 2020-05-26 18:02:00 INFO: 2020-05-26 18:02:00 INFO: 2020-05-26 18:58:30 INFO: process event {'orderID': '8b63e9e1-b846-0f12-d784-97579c601fe7', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 8, 'avgPx': 196.9, 'timestamp': '2020-05-26T15:58:29.457Z', 'clOrdID': '325180b6b4554691af82a2490f52e176', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-26 18:58:30 INFO: add new event={'uid': '325180b6b4554691af82a2490f52e176', 'status': 'Filled'} 2020-05-26 18:58:31 INFO: 2020-05-26 18:58:31 INFO: 2020-05-26 18:58:31 INFO: 2020-05-26 18:58:31 INFO: 2020-05-26 18:58:31 INFO: process event start 2020-05-26 18:58:31 INFO: fetch new order event 325180b6b4554691af82a2490f52e176 2020-05-26 18:58:31 INFO: fetch orders by event init=None profit_pair=91f868d86d0846c19b818808cb46424c 2020-05-26 18:58:31 INFO: process profit order filled 2020-05-26 18:58:33 INFO: cancel order=91f868d86d0846c19b818808cb46424c [{'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.4, '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, 5, 25, 22, 24, 22, 965000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 15, 58, 33, 483000, tzinfo=tzutc())}] 2020-05-26 18:58:33 INFO: end process event_processing_result='proceed profit order' 2020-05-26 18:58:33 INFO: 2020-05-26 18:58:33 INFO: 2020-05-26 18:58:33 INFO: 2020-05-26 18:58:33 INFO: 2020-05-26 18:58:33 INFO: process event {'orderID': '8ccc665e-7a79-ae27-4e8a-9e5bbdad308a', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-05-26T15:58:33.483Z', 'clOrdID': '91f868d86d0846c19b818808cb46424c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-26 18:58:33 INFO: skip event 91f868d86d0846c19b818808cb46424c Canceled 2020-05-26 19:00:20 INFO: 2020-05-26 19:00:20 INFO: 2020-05-26 19:00:20 INFO: 2020-05-26 19:00:20 INFO: 2020-05-26 19:00:20 INFO: init new order start 2020-05-26 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.25, 'high': 201.5, 'low': 196.65, 'close': 197.5, 'trades': 10304, 'volume': 11643539, 'vwap': 198.82, 'lastSize': 205, 'turnover': 231488306625, 'homeNotional': 101957.44836081409, 'foreignNotional': 20270649.431518666}, {'timestamp': datetime.datetime(2020, 5, 26, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.6, 'high': 202.4, 'low': 201.25, 'close': 201.25, 'trades': 2025, 'volume': 1510000, 'vwap': 201.8, 'lastSize': 30, 'turnover': 30470846415, 'homeNotional': 13333.150307194614, 'foreignNotional': 2690551.0630165716}, {'timestamp': datetime.datetime(2020, 5, 26, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.9, 'high': 202.35, 'low': 200.0, 'close': 201.6, 'trades': 3628, 'volume': 3448764, 'vwap': 201.33, 'lastSize': 1, 'turnover': 69431704125, 'homeNotional': 30433.193630916157, 'foreignNotional': 6126956.424464511}] 2020-05-26 19:00:21 INFO: prepare candles [CandleItem(low=196.65, high=201.5, open=201.25, close=197.5, color='RED'), CandleItem(low=201.25, high=202.4, open=201.6, close=201.25, color='RED'), CandleItem(low=200.0, high=202.35, open=200.9, close=201.6, color='GREEN')] 2020-05-26 19:00:21 INFO: skip by colors first_candle=CandleItem(low=200.0, high=202.35, open=200.9, close=201.6, color='GREEN') second_candle=CandleItem(low=201.25, high=202.4, open=201.6, close=201.25, color='RED') last_candle=CandleItem(low=196.65, high=201.5, open=201.25, close=197.5, color='RED') 2020-05-26 19:00:21 INFO: check need new order None 2020-05-26 19:00:21 INFO: init new order end 2020-05-26 19:00:21 INFO: 2020-05-26 19:00:21 INFO: 2020-05-26 19:00:21 INFO: 2020-05-26 19:00:21 INFO: 2020-05-26 19:02:00 INFO: 2020-05-26 19:02:00 INFO: 2020-05-26 19:02:00 INFO: 2020-05-26 19:02:00 INFO: 2020-05-26 19:02:00 INFO: clearing start 2020-05-26 19:02:00 INFO: clearing end 2020-05-26 19:02:00 INFO: 2020-05-26 19:02:00 INFO: 2020-05-26 19:02:00 INFO: 2020-05-26 19:02:00 INFO: 2020-05-26 20:00:20 INFO: 2020-05-26 20:00:20 INFO: 2020-05-26 20:00:20 INFO: 2020-05-26 20:00:20 INFO: 2020-05-26 20:00:20 INFO: init new order start 2020-05-26 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.5, 'high': 199.7, 'low': 196.25, 'close': 199.45, 'trades': 5712, 'volume': 6401155, 'vwap': 198.28, 'lastSize': 69, 'turnover': 126921443385, 'homeNotional': 56055.23806315055, 'foreignNotional': 11114754.997136835}, {'timestamp': datetime.datetime(2020, 5, 26, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.25, 'high': 201.5, 'low': 196.65, 'close': 197.5, 'trades': 10304, 'volume': 11643539, 'vwap': 198.82, 'lastSize': 205, 'turnover': 231488306625, 'homeNotional': 101957.44836081409, 'foreignNotional': 20270649.431518666}, {'timestamp': datetime.datetime(2020, 5, 26, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.6, 'high': 202.4, 'low': 201.25, 'close': 201.25, 'trades': 2025, 'volume': 1510000, 'vwap': 201.8, 'lastSize': 30, 'turnover': 30470846415, 'homeNotional': 13333.150307194614, 'foreignNotional': 2690551.0630165716}] 2020-05-26 20:00:21 INFO: prepare candles [CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN'), CandleItem(low=196.65, high=201.5, open=201.25, close=197.5, color='RED'), CandleItem(low=201.25, high=202.4, open=201.6, close=201.25, color='RED')] 2020-05-26 20:00:21 INFO: last_candle=CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN') 2020-05-26 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))) 2020-05-26 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=196.25, high=199.7, open=197.5, close=199.45, color='GREEN') 2020-05-26 20:00:21 INFO: skip by CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-26 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))) 2020-05-26 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=196.25, high=199.7, open=197.5, close=199.45, color='GREEN') 2020-05-26 20:00:21 INFO: apply filter None to candle=CandleItem(low=196.65, high=201.5, open=201.25, close=197.5, color='RED') 2020-05-26 20:00:21 INFO: apply filter None to candle=CandleItem(low=201.25, high=202.4, open=201.6, close=201.25, color='RED') 2020-05-26 20:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-26 20:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-26 20:00:21 INFO: place order: start candle=CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-05-26 20:00:21 INFO: place order: side_factor=-1 init_trigger_price=199.75 init_order_price=199.79999999999998 stop_price_offset=0.0 candle.size=3.4499999999999886 stop_price=196.25 take_price=217.04999999999993 2020-05-26 20:00:21 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('199.75') init_order_price=Decimal('199.799999999999982946974341757595539093017578125') stop_price_offset=0.0 candle.size=3.4499999999999886 stop_price=Decimal('196.25') take_price=Decimal('217.049999999999926103555480949580669403076171875') 2020-05-26 20:00:21 INFO: place order: compute qty=3 2020-05-26 20:00:21 INFO: place order: save order to db 35aebc34a32e4804877aa5d155315068; response=True 2020-05-26 20:00:21 INFO: process event {'orderID': 'b13c8b56-3d8c-2103-bb91-5b09f4d21708', 'clOrdID': '35aebc34a32e4804877aa5d155315068', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 199.8, 'displayQty': None, 'stopPx': 199.75, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-26T17:00:21.125Z', 'timestamp': '2020-05-26T17:00:21.125Z'} 2020-05-26 20:00:21 INFO: skip event 35aebc34a32e4804877aa5d155315068 New 2020-05-26 20:00:21 INFO: post order to exchange resp={'orderID': 'b13c8b56-3d8c-2103-bb91-5b09f4d21708', 'clOrdID': '35aebc34a32e4804877aa5d155315068', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 199.8, 'displayQty': None, 'stopPx': 199.75, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 0, 21, 125000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 0, 21, 125000, tzinfo=tzutc())} 2020-05-26 20:00:21 INFO: place new init order {'qty': 3, 'init_price': Decimal('199.75'), 'stop_price': Decimal('196.25'), 'take_price': Decimal('217.049999999999926103555480949580669403076171875'), 'order_uid': '35aebc34a32e4804877aa5d155315068', 'response': {'orderID': 'b13c8b56-3d8c-2103-bb91-5b09f4d21708', 'clOrdID': '35aebc34a32e4804877aa5d155315068', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 199.8, 'displayQty': None, 'stopPx': 199.75, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 0, 21, 125000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 0, 21, 125000, tzinfo=tzutc())}} 2020-05-26 20:00:21 INFO: init new order end 2020-05-26 20:00:21 INFO: 2020-05-26 20:00:21 INFO: 2020-05-26 20:00:21 INFO: 2020-05-26 20:00:21 INFO: 2020-05-26 20:02:00 INFO: 2020-05-26 20:02:00 INFO: 2020-05-26 20:02:00 INFO: 2020-05-26 20:02:00 INFO: 2020-05-26 20:02:00 INFO: clearing start 2020-05-26 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b13c8b56-3d8c-2103-bb91-5b09f4d21708', 'clOrdID': '35aebc34a32e4804877aa5d155315068', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 199.8, 'displayQty': None, 'stopPx': 199.75, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 0, 21, 125000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 0, 21, 125000, tzinfo=tzutc())} 2020-05-26 20:02:00 INFO: order time=2020-05-26 17:00:21.125000+00:00; delta from now UTC=0:01:39.190668 time_delta.total_seconds()=99.190668; time_diff_offset='3600' 2020-05-26 20:02:00 INFO: skip by time diff 2020-05-26 17:00:21.125000+00:00 2020-05-26 20:02:00 INFO: clearing end 2020-05-26 20:02:00 INFO: 2020-05-26 20:02:00 INFO: 2020-05-26 20:02:00 INFO: 2020-05-26 20:02:00 INFO: 2020-05-26 20:08:49 INFO: process event {'orderID': 'b13c8b56-3d8c-2103-bb91-5b09f4d21708', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-26T17:08:48.986Z', 'clOrdID': '35aebc34a32e4804877aa5d155315068', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-26 20:08:49 INFO: skip event 35aebc34a32e4804877aa5d155315068 2020-05-26 20:08:49 INFO: process event {'orderID': 'b13c8b56-3d8c-2103-bb91-5b09f4d21708', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 3, 'avgPx': 199.8, 'transactTime': '2020-05-26T17:08:48.986Z', 'clOrdID': '35aebc34a32e4804877aa5d155315068', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-26T17:08:48.986Z'} 2020-05-26 20:08:49 INFO: add new event={'uid': '35aebc34a32e4804877aa5d155315068', 'status': 'Filled'} 2020-05-26 20:08:49 INFO: 2020-05-26 20:08:49 INFO: 2020-05-26 20:08:49 INFO: 2020-05-26 20:08:49 INFO: 2020-05-26 20:08:49 INFO: process event start 2020-05-26 20:08:49 INFO: fetch new order event 35aebc34a32e4804877aa5d155315068 2020-05-26 20:08:49 INFO: fetch orders by event init={'stop': '196.25', 'take': '217.049999999999926103555480949580669403076171875', 'qty': '3', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-05-26 20:08:49 INFO: process init order filled 2020-05-26 20:08:49 INFO: save profit orders to storage stop=df0bca47597b4b2abb300749e36e4ef1 take=84db70b9a2f54cd8ab7ed4ad39a0c212 2020-05-26 20:08:49 INFO: place profit orders take_price=217.049999999999926103555480949580669403076171875, stop_price=196.25, qty=3, color=GREEN, ticker=ETHUSD df0bca47597b4b2abb300749e36e4ef1 84db70b9a2f54cd8ab7ed4ad39a0c212 2020-05-26 20:08:49 INFO: place stop order ETHUSD: qty=-3, stop_price=196.25, stop_uid=df0bca47597b4b2abb300749e36e4ef1 2020-05-26 20:08:50 INFO: exchange resp for stop order={'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-26 20:08:50 INFO: place limit order ETHUSD: qty=-3, price=217.049999999999926103555480949580669403076171875, take_uid=84db70b9a2f54cd8ab7ed4ad39a0c212 2020-05-26 20:08:51 INFO: process event {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-26T17:08:50.813Z', 'timestamp': '2020-05-26T17:08:50.813Z'} 2020-05-26 20:08:51 INFO: skip event df0bca47597b4b2abb300749e36e4ef1 New 2020-05-26 20:08:51 INFO: exchange resp for take profit order={'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-26 20:08:51 INFO: place profit orders={'stop': {'response': {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())}, 'qty': Decimal('-3'), 'uid': 'df0bca47597b4b2abb300749e36e4ef1', 'price': Decimal('196.25')}, 'take': {'response': {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())}, 'qty': Decimal('-3'), 'uid': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'price': Decimal('217.049999999999926103555480949580669403076171875')}} 2020-05-26 20:08:51 INFO: rm init order from db 35aebc34a32e4804877aa5d155315068 2020-05-26 20:08:51 INFO: end process event_processing_result='proceed init order' 2020-05-26 20:08:51 INFO: 2020-05-26 20:08:51 INFO: 2020-05-26 20:08:51 INFO: 2020-05-26 20:08:51 INFO: 2020-05-26 20:08:51 INFO: process event {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-26T17:08:51.314Z', 'timestamp': '2020-05-26T17:08:51.314Z'} 2020-05-26 20:08:51 INFO: skip event 84db70b9a2f54cd8ab7ed4ad39a0c212 New 2020-05-26 20:08:51 INFO: process event {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'workingIndicator': True, 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-26T17:08:51.314Z'} 2020-05-26 20:08:51 INFO: skip event 84db70b9a2f54cd8ab7ed4ad39a0c212 2020-05-26 21:00:20 INFO: 2020-05-26 21:00:20 INFO: 2020-05-26 21:00:20 INFO: 2020-05-26 21:00:20 INFO: 2020-05-26 21:00:20 INFO: init new order start 2020-05-26 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.45, 'high': 200.45, 'low': 199.35, 'close': 200.0, 'trades': 2154, 'volume': 1989265, 'vwap': 200.0, 'lastSize': 390, 'turnover': 39783467455, 'homeNotional': 17504.34218047677, 'foreignNotional': 3500710.0288952794}, {'timestamp': datetime.datetime(2020, 5, 26, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.5, 'high': 199.7, 'low': 196.25, 'close': 199.45, 'trades': 5712, 'volume': 6401155, 'vwap': 198.28, 'lastSize': 69, 'turnover': 126921443385, 'homeNotional': 56055.23806315055, 'foreignNotional': 11114754.997136835}, {'timestamp': datetime.datetime(2020, 5, 26, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.25, 'high': 201.5, 'low': 196.65, 'close': 197.5, 'trades': 10304, 'volume': 11643539, 'vwap': 198.82, 'lastSize': 205, 'turnover': 231488306625, 'homeNotional': 101957.44836081409, 'foreignNotional': 20270649.431518666}] 2020-05-26 21:00:21 INFO: prepare candles [CandleItem(low=199.35, high=200.45, open=199.45, close=200.0, color='GREEN'), CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN'), CandleItem(low=196.65, high=201.5, open=201.25, close=197.5, color='RED')] 2020-05-26 21:00:21 INFO: skip by colors first_candle=CandleItem(low=196.65, high=201.5, open=201.25, close=197.5, color='RED') second_candle=CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN') last_candle=CandleItem(low=199.35, high=200.45, open=199.45, close=200.0, color='GREEN') 2020-05-26 21:00:21 INFO: check need new order None 2020-05-26 21:00:21 INFO: init new order end 2020-05-26 21:00:21 INFO: 2020-05-26 21:00:21 INFO: 2020-05-26 21:00:21 INFO: 2020-05-26 21:00:21 INFO: 2020-05-26 21:02:00 INFO: 2020-05-26 21:02:00 INFO: 2020-05-26 21:02:00 INFO: 2020-05-26 21:02:00 INFO: 2020-05-26 21:02:00 INFO: clearing start 2020-05-26 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-26 21:02:00 INFO: skip by not found init order into storage 2020-05-26 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-26 21:02:00 INFO: skip by not found init order into storage 2020-05-26 21:02:00 INFO: clearing end 2020-05-26 21:02:00 INFO: 2020-05-26 21:02:00 INFO: 2020-05-26 21:02:00 INFO: 2020-05-26 21:02:00 INFO: 2020-05-26 22:00:20 INFO: 2020-05-26 22:00:20 INFO: 2020-05-26 22:00:20 INFO: 2020-05-26 22:00:20 INFO: 2020-05-26 22:00:20 INFO: init new order start 2020-05-26 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.0, 'high': 200.45, 'low': 199.6, 'close': 200.15, 'trades': 1530, 'volume': 1956328, 'vwap': 200.09, 'lastSize': 750, 'turnover': 39144029900, 'homeNotional': 17232.363002702932, 'foreignNotional': 3448013.004183718}, {'timestamp': datetime.datetime(2020, 5, 26, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.45, 'high': 200.45, 'low': 199.35, 'close': 200.0, 'trades': 2154, 'volume': 1989265, 'vwap': 200.0, 'lastSize': 390, 'turnover': 39783467455, 'homeNotional': 17504.34218047677, 'foreignNotional': 3500710.0288952794}, {'timestamp': datetime.datetime(2020, 5, 26, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.5, 'high': 199.7, 'low': 196.25, 'close': 199.45, 'trades': 5712, 'volume': 6401155, 'vwap': 198.28, 'lastSize': 69, 'turnover': 126921443385, 'homeNotional': 56055.23806315055, 'foreignNotional': 11114754.997136835}] 2020-05-26 22:00:20 INFO: prepare candles [CandleItem(low=199.6, high=200.45, open=200.0, close=200.15, color='GREEN'), CandleItem(low=199.35, high=200.45, open=199.45, close=200.0, color='GREEN'), CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN')] 2020-05-26 22:00:20 INFO: skip by colors first_candle=CandleItem(low=196.25, high=199.7, open=197.5, close=199.45, color='GREEN') second_candle=CandleItem(low=199.35, high=200.45, open=199.45, close=200.0, color='GREEN') last_candle=CandleItem(low=199.6, high=200.45, open=200.0, close=200.15, color='GREEN') 2020-05-26 22:00:20 INFO: check need new order None 2020-05-26 22:00:20 INFO: init new order end 2020-05-26 22:00:20 INFO: 2020-05-26 22:00:20 INFO: 2020-05-26 22:00:20 INFO: 2020-05-26 22:00:20 INFO: 2020-05-26 22:02:00 INFO: 2020-05-26 22:02:00 INFO: 2020-05-26 22:02:00 INFO: 2020-05-26 22:02:00 INFO: 2020-05-26 22:02:00 INFO: clearing start 2020-05-26 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-26 22:02:00 INFO: skip by not found init order into storage 2020-05-26 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-26 22:02:00 INFO: skip by not found init order into storage 2020-05-26 22:02:00 INFO: clearing end 2020-05-26 22:02:00 INFO: 2020-05-26 22:02:00 INFO: 2020-05-26 22:02:00 INFO: 2020-05-26 22:02:00 INFO: 2020-05-26 23:00:20 INFO: 2020-05-26 23:00:20 INFO: 2020-05-26 23:00:20 INFO: 2020-05-26 23:00:20 INFO: 2020-05-26 23:00:20 INFO: init new order start 2020-05-26 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.2, 'low': 198.7, 'close': 199.3, 'trades': 2036, 'volume': 1699106, 'vwap': 199.42, 'lastSize': 200, 'turnover': 33882538100, 'homeNotional': 14914.060979385305, 'foreignNotional': 2974077.571186695}, {'timestamp': datetime.datetime(2020, 5, 26, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.0, 'high': 200.45, 'low': 199.6, 'close': 200.15, 'trades': 1530, 'volume': 1956328, 'vwap': 200.09, 'lastSize': 750, 'turnover': 39144029900, 'homeNotional': 17232.363002702932, 'foreignNotional': 3448013.004183718}, {'timestamp': datetime.datetime(2020, 5, 26, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.45, 'high': 200.45, 'low': 199.35, 'close': 200.0, 'trades': 2154, 'volume': 1989265, 'vwap': 200.0, 'lastSize': 390, 'turnover': 39783467455, 'homeNotional': 17504.34218047677, 'foreignNotional': 3500710.0288952794}] 2020-05-26 23:00:20 INFO: prepare candles [CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED'), CandleItem(low=199.6, high=200.45, open=200.0, close=200.15, color='GREEN'), CandleItem(low=199.35, high=200.45, open=199.45, close=200.0, color='GREEN')] 2020-05-26 23:00:20 INFO: last_candle=CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED') 2020-05-26 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))) 2020-05-26 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=198.7, high=200.2, open=200.15, close=199.3, color='RED') 2020-05-26 23:00:20 INFO: skip by CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-26 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))) 2020-05-26 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=198.7, high=200.2, open=200.15, close=199.3, color='RED') 2020-05-26 23:00:20 INFO: skip by CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-26 23:00:20 INFO: not found applicable config for candle 2020-05-26 23:00:20 INFO: check need new order None 2020-05-26 23:00:20 INFO: init new order end 2020-05-26 23:00:20 INFO: 2020-05-26 23:00:20 INFO: 2020-05-26 23:00:20 INFO: 2020-05-26 23:00:20 INFO: 2020-05-26 23:02:00 INFO: 2020-05-26 23:02:00 INFO: 2020-05-26 23:02:00 INFO: 2020-05-26 23:02:00 INFO: 2020-05-26 23:02:00 INFO: clearing start 2020-05-26 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-26 23:02:00 INFO: skip by not found init order into storage 2020-05-26 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-26 23:02:00 INFO: skip by not found init order into storage 2020-05-26 23:02:00 INFO: clearing end 2020-05-26 23:02:00 INFO: 2020-05-26 23:02:00 INFO: 2020-05-26 23:02:00 INFO: 2020-05-26 23:02:00 INFO: 2020-05-27 00:00:20 INFO: 2020-05-27 00:00:20 INFO: 2020-05-27 00:00:20 INFO: 2020-05-27 00:00:20 INFO: 2020-05-27 00:00:20 INFO: init new order start 2020-05-27 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 203.15, 'low': 199.35, 'close': 202.25, 'trades': 5061, 'volume': 6408953, 'vwap': 201.65, 'lastSize': 79, 'turnover': 129232671755, 'homeNotional': 56732.95039443119, 'foreignNotional': 11439969.947327249}, {'timestamp': datetime.datetime(2020, 5, 26, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.2, 'low': 198.7, 'close': 199.3, 'trades': 2036, 'volume': 1699106, 'vwap': 199.42, 'lastSize': 200, 'turnover': 33882538100, 'homeNotional': 14914.060979385305, 'foreignNotional': 2974077.571186695}, {'timestamp': datetime.datetime(2020, 5, 26, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.0, 'high': 200.45, 'low': 199.6, 'close': 200.15, 'trades': 1530, 'volume': 1956328, 'vwap': 200.09, 'lastSize': 750, 'turnover': 39144029900, 'homeNotional': 17232.363002702932, 'foreignNotional': 3448013.004183718}] 2020-05-27 00:00:20 INFO: prepare candles [CandleItem(low=199.35, high=203.15, open=199.3, close=202.25, color='GREEN'), CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED'), CandleItem(low=199.6, high=200.45, open=200.0, close=200.15, color='GREEN')] 2020-05-27 00:00:20 INFO: skip by colors first_candle=CandleItem(low=199.6, high=200.45, open=200.0, close=200.15, color='GREEN') second_candle=CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED') last_candle=CandleItem(low=199.35, high=203.15, open=199.3, close=202.25, color='GREEN') 2020-05-27 00:00:20 INFO: check need new order None 2020-05-27 00:00:20 INFO: init new order end 2020-05-27 00:00:20 INFO: 2020-05-27 00:00:20 INFO: 2020-05-27 00:00:20 INFO: 2020-05-27 00:00:20 INFO: 2020-05-27 00:02:00 INFO: 2020-05-27 00:02:00 INFO: 2020-05-27 00:02:00 INFO: 2020-05-27 00:02:00 INFO: 2020-05-27 00:02:00 INFO: clearing start 2020-05-27 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 00:02:00 INFO: skip by not found init order into storage 2020-05-27 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 00:02:00 INFO: skip by not found init order into storage 2020-05-27 00:02:00 INFO: clearing end 2020-05-27 00:02:00 INFO: 2020-05-27 00:02:00 INFO: 2020-05-27 00:02:00 INFO: 2020-05-27 00:02:00 INFO: 2020-05-27 00:09:28 ERROR: Error : [Errno 110] Connection timed out 2020-05-27 00:09:28 ERROR: error from callback >: [Errno 110] Connection timed out 2020-05-27 00:09:28 INFO: Websocket Closed 2020-05-27 00:09:29 WARNING: reconnect to socket 2020-05-27 00:09:29 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-05-27 00:09:29 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-05-27 00:09:29 INFO: Authenticating with API Key. 2020-05-27 00:09:34 ERROR: Couldn't connect to WS! Exiting. Traceback (most recent call last): File "app/trader.py", line 131, in main() File "app/trader.py", line 107, in main WS_CLIENT = connect() File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__ self.__connect() File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.') websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting. Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 156, in _new_conn conn = connection.create_connection( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/connection.py", line 61, in create_connection for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM): File "/usr/lib/python3.8/socket.py", line 914, in getaddrinfo for res in _socket.getaddrinfo(host, port, family, type, proto, flags): socket.gaierror: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 665, in urlopen httplib_response = self._make_request( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 376, in _make_request self._validate_conn(conn) File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 994, in _validate_conn conn.connect() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 334, in connect conn = self._new_conn() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 168, in _new_conn raise NewConnectionError( urllib3.exceptions.NewConnectionError: : Failed to establish a new connection: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 439, in send resp = conn.urlopen( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 719, in urlopen retries = retries.increment( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/retry.py", line 436, in increment raise MaxRetryError(_pool, url, error or ResponseError(cause)) urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): 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 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) requests.exceptions.ConnectionError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 24, in from clearing_operations import fetch_orders_for_clearing, clear_order File "/home/crypto/current/app/clearing_operations.py", line 5, in from bitmex_rest import cancel_order, get_self_orders File "/home/crypto/current/app/bitmex_rest.py", line 48, in client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url spec_dict = loader.load_spec(spec_url) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec response = request( File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 270, in result incoming_response = self._get_incoming_response(timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 128, in wrapper self.future._raise_connection_error(exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 91, in _raise_connection_error self._raise_error(BravadoConnectionError, 'ConnectionError', exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 79, in _raise_error 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 124, in wrapper return func(self, *args, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) bravado.http_future.RequestsFutureAdapterConnectionError Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 156, in _new_conn conn = connection.create_connection( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/connection.py", line 61, in create_connection for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM): File "/usr/lib/python3.8/socket.py", line 914, in getaddrinfo for res in _socket.getaddrinfo(host, port, family, type, proto, flags): socket.gaierror: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 665, in urlopen httplib_response = self._make_request( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 376, in _make_request self._validate_conn(conn) File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 994, in _validate_conn conn.connect() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 334, in connect conn = self._new_conn() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 168, in _new_conn raise NewConnectionError( urllib3.exceptions.NewConnectionError: : Failed to establish a new connection: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 439, in send resp = conn.urlopen( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 719, in urlopen retries = retries.increment( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/retry.py", line 436, in increment raise MaxRetryError(_pool, url, error or ResponseError(cause)) urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): 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 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) requests.exceptions.ConnectionError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 24, in from clearing_operations import fetch_orders_for_clearing, clear_order File "/home/crypto/current/app/clearing_operations.py", line 5, in from bitmex_rest import cancel_order, get_self_orders File "/home/crypto/current/app/bitmex_rest.py", line 48, in client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url spec_dict = loader.load_spec(spec_url) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec response = request( File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 270, in result incoming_response = self._get_incoming_response(timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 128, in wrapper self.future._raise_connection_error(exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 91, in _raise_connection_error self._raise_error(BravadoConnectionError, 'ConnectionError', exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 79, in _raise_error 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 124, in wrapper return func(self, *args, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) bravado.http_future.RequestsFutureAdapterConnectionError Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 156, in _new_conn conn = connection.create_connection( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/connection.py", line 61, in create_connection for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM): File "/usr/lib/python3.8/socket.py", line 914, in getaddrinfo for res in _socket.getaddrinfo(host, port, family, type, proto, flags): socket.gaierror: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 665, in urlopen httplib_response = self._make_request( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 376, in _make_request self._validate_conn(conn) File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 994, in _validate_conn conn.connect() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 334, in connect conn = self._new_conn() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 168, in _new_conn raise NewConnectionError( urllib3.exceptions.NewConnectionError: : Failed to establish a new connection: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 439, in send resp = conn.urlopen( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 719, in urlopen retries = retries.increment( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/retry.py", line 436, in increment raise MaxRetryError(_pool, url, error or ResponseError(cause)) urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): 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 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) requests.exceptions.ConnectionError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 24, in from clearing_operations import fetch_orders_for_clearing, clear_order File "/home/crypto/current/app/clearing_operations.py", line 5, in from bitmex_rest import cancel_order, get_self_orders File "/home/crypto/current/app/bitmex_rest.py", line 48, in client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url spec_dict = loader.load_spec(spec_url) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec response = request( File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 270, in result incoming_response = self._get_incoming_response(timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 128, in wrapper self.future._raise_connection_error(exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 91, in _raise_connection_error self._raise_error(BravadoConnectionError, 'ConnectionError', exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 79, in _raise_error 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 124, in wrapper return func(self, *args, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) bravado.http_future.RequestsFutureAdapterConnectionError Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 156, in _new_conn conn = connection.create_connection( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/connection.py", line 61, in create_connection for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM): File "/usr/lib/python3.8/socket.py", line 914, in getaddrinfo for res in _socket.getaddrinfo(host, port, family, type, proto, flags): socket.gaierror: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 665, in urlopen httplib_response = self._make_request( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 376, in _make_request self._validate_conn(conn) File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 994, in _validate_conn conn.connect() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 334, in connect conn = self._new_conn() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 168, in _new_conn raise NewConnectionError( urllib3.exceptions.NewConnectionError: : Failed to establish a new connection: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 439, in send resp = conn.urlopen( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 719, in urlopen retries = retries.increment( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/retry.py", line 436, in increment raise MaxRetryError(_pool, url, error or ResponseError(cause)) urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): 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 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) requests.exceptions.ConnectionError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 24, in from clearing_operations import fetch_orders_for_clearing, clear_order File "/home/crypto/current/app/clearing_operations.py", line 5, in from bitmex_rest import cancel_order, get_self_orders File "/home/crypto/current/app/bitmex_rest.py", line 48, in client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url spec_dict = loader.load_spec(spec_url) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec response = request( File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 270, in result incoming_response = self._get_incoming_response(timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 128, in wrapper self.future._raise_connection_error(exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 91, in _raise_connection_error self._raise_error(BravadoConnectionError, 'ConnectionError', exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 79, in _raise_error 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 124, in wrapper return func(self, *args, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) bravado.http_future.RequestsFutureAdapterConnectionError Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 156, in _new_conn conn = connection.create_connection( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/connection.py", line 61, in create_connection for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM): File "/usr/lib/python3.8/socket.py", line 914, in getaddrinfo for res in _socket.getaddrinfo(host, port, family, type, proto, flags): socket.gaierror: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 665, in urlopen httplib_response = self._make_request( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 376, in _make_request self._validate_conn(conn) File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 994, in _validate_conn conn.connect() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 334, in connect conn = self._new_conn() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 168, in _new_conn raise NewConnectionError( urllib3.exceptions.NewConnectionError: : Failed to establish a new connection: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 439, in send resp = conn.urlopen( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 719, in urlopen retries = retries.increment( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/retry.py", line 436, in increment raise MaxRetryError(_pool, url, error or ResponseError(cause)) urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): 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 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) requests.exceptions.ConnectionError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 24, in from clearing_operations import fetch_orders_for_clearing, clear_order File "/home/crypto/current/app/clearing_operations.py", line 5, in from bitmex_rest import cancel_order, get_self_orders File "/home/crypto/current/app/bitmex_rest.py", line 48, in client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url spec_dict = loader.load_spec(spec_url) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec response = request( File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 270, in result incoming_response = self._get_incoming_response(timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 128, in wrapper self.future._raise_connection_error(exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 91, in _raise_connection_error self._raise_error(BravadoConnectionError, 'ConnectionError', exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 79, in _raise_error 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 124, in wrapper return func(self, *args, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) bravado.http_future.RequestsFutureAdapterConnectionError Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 156, in _new_conn conn = connection.create_connection( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/connection.py", line 61, in create_connection for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM): File "/usr/lib/python3.8/socket.py", line 914, in getaddrinfo for res in _socket.getaddrinfo(host, port, family, type, proto, flags): socket.gaierror: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 665, in urlopen httplib_response = self._make_request( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 376, in _make_request self._validate_conn(conn) File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 994, in _validate_conn conn.connect() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 334, in connect conn = self._new_conn() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 168, in _new_conn raise NewConnectionError( urllib3.exceptions.NewConnectionError: : Failed to establish a new connection: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 439, in send resp = conn.urlopen( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 719, in urlopen retries = retries.increment( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/retry.py", line 436, in increment raise MaxRetryError(_pool, url, error or ResponseError(cause)) urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): 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 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) requests.exceptions.ConnectionError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 24, in from clearing_operations import fetch_orders_for_clearing, clear_order File "/home/crypto/current/app/clearing_operations.py", line 5, in from bitmex_rest import cancel_order, get_self_orders File "/home/crypto/current/app/bitmex_rest.py", line 48, in client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url spec_dict = loader.load_spec(spec_url) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec response = request( File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 270, in result incoming_response = self._get_incoming_response(timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 128, in wrapper self.future._raise_connection_error(exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 91, in _raise_connection_error self._raise_error(BravadoConnectionError, 'ConnectionError', exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 79, in _raise_error 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 124, in wrapper return func(self, *args, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) bravado.http_future.RequestsFutureAdapterConnectionError Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 156, in _new_conn conn = connection.create_connection( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/connection.py", line 61, in create_connection for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM): File "/usr/lib/python3.8/socket.py", line 914, in getaddrinfo for res in _socket.getaddrinfo(host, port, family, type, proto, flags): socket.gaierror: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 665, in urlopen httplib_response = self._make_request( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 376, in _make_request self._validate_conn(conn) File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 994, in _validate_conn conn.connect() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 334, in connect conn = self._new_conn() File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connection.py", line 168, in _new_conn raise NewConnectionError( urllib3.exceptions.NewConnectionError: : Failed to establish a new connection: [Errno -3] Temporary failure in name resolution During handling of the above exception, another exception occurred: Traceback (most recent call last): File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 439, in send resp = conn.urlopen( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/connectionpool.py", line 719, in urlopen retries = retries.increment( File "/home/crypto/venv/lib/python3.8/site-packages/urllib3/util/retry.py", line 436, in increment raise MaxRetryError(_pool, url, error or ResponseError(cause)) urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): 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 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) requests.exceptions.ConnectionError: HTTPSConnectionPool(host='www.bitmex.com', port=443): Max retries exceeded with url: /api/explorer/swagger.json (Caused by NewConnectionError(': Failed to establish a new connection: [Errno -3] Temporary failure in name resolution')) During handling of the above exception, another exception occurred: Traceback (most recent call last): File "app/trader.py", line 24, in from clearing_operations import fetch_orders_for_clearing, clear_order File "/home/crypto/current/app/clearing_operations.py", line 5, in from bitmex_rest import cancel_order, get_self_orders File "/home/crypto/current/app/bitmex_rest.py", line 48, in client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET) File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url spec_dict = loader.load_spec(spec_url) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec response = request( File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 270, in result incoming_response = self._get_incoming_response(timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 128, in wrapper self.future._raise_connection_error(exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 91, in _raise_connection_error self._raise_error(BravadoConnectionError, 'ConnectionError', exception) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 79, in _raise_error 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 124, in wrapper return func(self, *args, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 291, in _get_incoming_response inner_response = self.future.result(timeout=timeout) File "/home/crypto/venv/lib/python3.8/site-packages/bravado/requests_client.py", line 266, in result response = self.session.send( File "/home/crypto/venv/lib/python3.8/site-packages/requests/sessions.py", line 646, in send r = adapter.send(request, **kwargs) File "/home/crypto/venv/lib/python3.8/site-packages/requests/adapters.py", line 516, in send raise ConnectionError(e, request=request) bravado.http_future.RequestsFutureAdapterConnectionError /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( 2020-05-27 00:11:31 INFO: 2020-05-27 00:11:31 INFO: 2020-05-27 00:11:31 INFO: 2020-05-27 00:11:31 INFO: 2020-05-27 00:11:31 INFO: start trader process 2020-05-27 00:11:31 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-05-27 00:11:31 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-05-27 00:11:31 INFO: Authenticating with API Key. 2020-05-27 00:11:32 INFO: Connected to WS. 2020-05-27 01:00:20 INFO: 2020-05-27 01:00:20 INFO: 2020-05-27 01:00:20 INFO: 2020-05-27 01:00:20 INFO: 2020-05-27 01:00:20 INFO: init new order start 2020-05-27 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.75, 'low': 201.0, 'close': 201.3, 'trades': 2368, 'volume': 2748274, 'vwap': 201.79, 'lastSize': 122, 'turnover': 55454957705, 'homeNotional': 24335.592911342057, 'foreignNotional': 4910467.777260289}, {'timestamp': datetime.datetime(2020, 5, 26, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 203.15, 'low': 199.35, 'close': 202.25, 'trades': 5061, 'volume': 6408953, 'vwap': 201.65, 'lastSize': 79, 'turnover': 129232671755, 'homeNotional': 56732.95039443119, 'foreignNotional': 11439969.947327249}, {'timestamp': datetime.datetime(2020, 5, 26, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.2, 'low': 198.7, 'close': 199.3, 'trades': 2036, 'volume': 1699106, 'vwap': 199.42, 'lastSize': 200, 'turnover': 33882538100, 'homeNotional': 14914.060979385305, 'foreignNotional': 2974077.571186695}] 2020-05-27 01:00:20 INFO: prepare candles [CandleItem(low=201.0, high=202.75, open=202.25, close=201.3, color='RED'), CandleItem(low=199.35, high=203.15, open=199.3, close=202.25, color='GREEN'), CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED')] 2020-05-27 01:00:20 INFO: skip by colors first_candle=CandleItem(low=198.7, high=200.2, open=200.15, close=199.3, color='RED') second_candle=CandleItem(low=199.35, high=203.15, open=199.3, close=202.25, color='GREEN') last_candle=CandleItem(low=201.0, high=202.75, open=202.25, close=201.3, color='RED') 2020-05-27 01:00:20 INFO: check need new order None 2020-05-27 01:00:20 INFO: init new order end 2020-05-27 01:00:20 INFO: 2020-05-27 01:00:20 INFO: 2020-05-27 01:00:20 INFO: 2020-05-27 01:00:20 INFO: 2020-05-27 01:02:00 INFO: 2020-05-27 01:02:00 INFO: 2020-05-27 01:02:00 INFO: 2020-05-27 01:02:00 INFO: 2020-05-27 01:02:00 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( 2020-05-27 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 01:02:00 INFO: skip by not found init order into storage 2020-05-27 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 01:02:00 INFO: skip by not found init order into storage 2020-05-27 01:02:00 INFO: clearing end 2020-05-27 01:02:00 INFO: 2020-05-27 01:02:00 INFO: 2020-05-27 01:02:00 INFO: 2020-05-27 01:02:00 INFO: 2020-05-27 02:00:20 INFO: 2020-05-27 02:00:20 INFO: 2020-05-27 02:00:20 INFO: 2020-05-27 02:00:20 INFO: 2020-05-27 02:00:20 INFO: init new order start 2020-05-27 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 26, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.3, 'high': 201.5, 'low': 200.65, 'close': 201.25, 'trades': 1326, 'volume': 1021098, 'vwap': 201.15, 'lastSize': 10000, 'turnover': 20538691390, 'homeNotional': 9012.556031200444, 'foreignNotional': 1812816.8859408866}, {'timestamp': datetime.datetime(2020, 5, 26, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.75, 'low': 201.0, 'close': 201.3, 'trades': 2368, 'volume': 2748274, 'vwap': 201.79, 'lastSize': 122, 'turnover': 55454957705, 'homeNotional': 24335.592911342057, 'foreignNotional': 4910467.777260289}, {'timestamp': datetime.datetime(2020, 5, 26, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 203.15, 'low': 199.35, 'close': 202.25, 'trades': 5061, 'volume': 6408953, 'vwap': 201.65, 'lastSize': 79, 'turnover': 129232671755, 'homeNotional': 56732.95039443119, 'foreignNotional': 11439969.947327249}] 2020-05-27 02:00:20 INFO: prepare candles [CandleItem(low=200.65, high=201.5, open=201.3, close=201.25, color='RED'), CandleItem(low=201.0, high=202.75, open=202.25, close=201.3, color='RED'), CandleItem(low=199.35, high=203.15, open=199.3, close=202.25, color='GREEN')] 2020-05-27 02:00:20 INFO: skip by colors first_candle=CandleItem(low=199.35, high=203.15, open=199.3, close=202.25, color='GREEN') second_candle=CandleItem(low=201.0, high=202.75, open=202.25, close=201.3, color='RED') last_candle=CandleItem(low=200.65, high=201.5, open=201.3, close=201.25, color='RED') 2020-05-27 02:00:20 INFO: check need new order None 2020-05-27 02:00:20 INFO: init new order end 2020-05-27 02:00:20 INFO: 2020-05-27 02:00:20 INFO: 2020-05-27 02:00:20 INFO: 2020-05-27 02:00:20 INFO: 2020-05-27 02:02:00 INFO: 2020-05-27 02:02:00 INFO: 2020-05-27 02:02:00 INFO: 2020-05-27 02:02:00 INFO: 2020-05-27 02:02:00 INFO: clearing start 2020-05-27 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 02:02:00 INFO: skip by not found init order into storage 2020-05-27 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 02:02:00 INFO: skip by not found init order into storage 2020-05-27 02:02:00 INFO: clearing end 2020-05-27 02:02:00 INFO: 2020-05-27 02:02:00 INFO: 2020-05-27 02:02:00 INFO: 2020-05-27 02:02:00 INFO: 2020-05-27 02:19:35 ERROR: Error : Connection is already closed. 2020-05-27 02:19:35 ERROR: error from callback >: Connection is already closed. 2020-05-27 02:19:35 INFO: Websocket Closed 2020-05-27 02:19:35 WARNING: reconnect to socket 2020-05-27 02:19:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-05-27 02:19:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-05-27 02:19:35 INFO: Authenticating with API Key. 2020-05-27 02:19:36 INFO: Connected to WS. 2020-05-27 03:00:20 INFO: 2020-05-27 03:00:20 INFO: 2020-05-27 03:00:20 INFO: 2020-05-27 03:00:20 INFO: 2020-05-27 03:00:20 INFO: init new order start 2020-05-27 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.25, 'high': 201.75, 'low': 200.65, 'close': 201.2, 'trades': 1558, 'volume': 1263890, 'vwap': 201.23, 'lastSize': 2139, 'turnover': 25432293925, 'homeNotional': 11168.00358590849, 'foreignNotional': 2247253.473046975}, {'timestamp': datetime.datetime(2020, 5, 26, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.3, 'high': 201.5, 'low': 200.65, 'close': 201.25, 'trades': 1326, 'volume': 1021098, 'vwap': 201.15, 'lastSize': 10000, 'turnover': 20538691390, 'homeNotional': 9012.556031200444, 'foreignNotional': 1812816.8859408866}, {'timestamp': datetime.datetime(2020, 5, 26, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 202.75, 'low': 201.0, 'close': 201.3, 'trades': 2368, 'volume': 2748274, 'vwap': 201.79, 'lastSize': 122, 'turnover': 55454957705, 'homeNotional': 24335.592911342057, 'foreignNotional': 4910467.777260289}] 2020-05-27 03:00:20 INFO: prepare candles [CandleItem(low=200.65, high=201.75, open=201.25, close=201.2, color='RED'), CandleItem(low=200.65, high=201.5, open=201.3, close=201.25, color='RED'), CandleItem(low=201.0, high=202.75, open=202.25, close=201.3, color='RED')] 2020-05-27 03:00:20 INFO: skip by colors first_candle=CandleItem(low=201.0, high=202.75, open=202.25, close=201.3, color='RED') second_candle=CandleItem(low=200.65, high=201.5, open=201.3, close=201.25, color='RED') last_candle=CandleItem(low=200.65, high=201.75, open=201.25, close=201.2, color='RED') 2020-05-27 03:00:20 INFO: check need new order None 2020-05-27 03:00:20 INFO: init new order end 2020-05-27 03:00:20 INFO: 2020-05-27 03:00:20 INFO: 2020-05-27 03:00:20 INFO: 2020-05-27 03:00:20 INFO: 2020-05-27 03:02:00 INFO: 2020-05-27 03:02:00 INFO: 2020-05-27 03:02:00 INFO: 2020-05-27 03:02:00 INFO: 2020-05-27 03:02:00 INFO: clearing start 2020-05-27 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 03:02:00 INFO: skip by not found init order into storage 2020-05-27 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 03:02:00 INFO: skip by not found init order into storage 2020-05-27 03:02:00 INFO: clearing end 2020-05-27 03:02:00 INFO: 2020-05-27 03:02:00 INFO: 2020-05-27 03:02:00 INFO: 2020-05-27 03:02:00 INFO: 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: init new order start 2020-05-27 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 202.25, 'low': 201.15, 'close': 201.95, 'trades': 2221, 'volume': 2474473, 'vwap': 201.74, 'lastSize': 146, 'turnover': 49917870215, 'homeNotional': 21922.96846965978, 'foreignNotional': 4422555.256797087}, {'timestamp': datetime.datetime(2020, 5, 27, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.25, 'high': 201.75, 'low': 200.65, 'close': 201.2, 'trades': 1558, 'volume': 1263890, 'vwap': 201.23, 'lastSize': 2139, 'turnover': 25432293925, 'homeNotional': 11168.00358590849, 'foreignNotional': 2247253.473046975}, {'timestamp': datetime.datetime(2020, 5, 26, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.3, 'high': 201.5, 'low': 200.65, 'close': 201.25, 'trades': 1326, 'volume': 1021098, 'vwap': 201.15, 'lastSize': 10000, 'turnover': 20538691390, 'homeNotional': 9012.556031200444, 'foreignNotional': 1812816.8859408866}] 2020-05-27 04:00:20 INFO: prepare candles [CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN'), CandleItem(low=200.65, high=201.75, open=201.25, close=201.2, color='RED'), CandleItem(low=200.65, high=201.5, open=201.3, close=201.25, color='RED')] 2020-05-27 04:00:20 INFO: last_candle=CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN') 2020-05-27 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))) 2020-05-27 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=201.15, high=202.25, open=201.2, close=201.95, color='GREEN') 2020-05-27 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=200.65, high=201.75, open=201.25, close=201.2, color='RED') 2020-05-27 04:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=200.65, high=201.5, open=201.3, close=201.25, color='RED') 2020-05-27 04:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-27 04:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-27 04:00:20 INFO: place order: start candle=CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-05-27 04:00:20 INFO: place order: side_factor=-1 init_trigger_price=202.3 init_order_price=202.35 stop_price_offset=0.0 candle.size=1.0999999999999943 stop_price=201.15 take_price=208.94999999999996 2020-05-27 04:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('202.30000000000001136868377216160297393798828125') init_order_price=Decimal('202.349999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.0999999999999943 stop_price=Decimal('201.150000000000005684341886080801486968994140625') take_price=Decimal('208.949999999999960209606797434389591217041015625') 2020-05-27 04:00:20 INFO: place order: compute qty=9 2020-05-27 04:00:20 INFO: place order: save order to db b696ede675b342768b210d24fa4777af; response=True 2020-05-27 04:00:20 INFO: post order to exchange resp={'orderID': '1cf39cee-d7a7-d1ce-f57f-52eaa9284cb0', 'clOrdID': 'b696ede675b342768b210d24fa4777af', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 202.35, 'displayQty': None, 'stopPx': 202.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 20, 185000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 20, 185000, tzinfo=tzutc())} 2020-05-27 04:00:20 INFO: process event {'orderID': '1cf39cee-d7a7-d1ce-f57f-52eaa9284cb0', 'clOrdID': 'b696ede675b342768b210d24fa4777af', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 202.35, 'displayQty': None, 'stopPx': 202.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-27T01:00:20.185Z', 'timestamp': '2020-05-27T01:00:20.185Z'} 2020-05-27 04:00:20 INFO: skip event b696ede675b342768b210d24fa4777af New 2020-05-27 04:00:20 INFO: process event {'orderID': '1cf39cee-d7a7-d1ce-f57f-52eaa9284cb0', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-27T01:00:20.186Z', 'clOrdID': 'b696ede675b342768b210d24fa4777af', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-27 04:00:20 INFO: skip event b696ede675b342768b210d24fa4777af 2020-05-27 04:00:20 INFO: place new init order {'qty': 9, 'init_price': Decimal('202.30000000000001136868377216160297393798828125'), 'stop_price': Decimal('201.150000000000005684341886080801486968994140625'), 'take_price': Decimal('208.949999999999960209606797434389591217041015625'), 'order_uid': 'b696ede675b342768b210d24fa4777af', 'response': {'orderID': '1cf39cee-d7a7-d1ce-f57f-52eaa9284cb0', 'clOrdID': 'b696ede675b342768b210d24fa4777af', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 202.35, 'displayQty': None, 'stopPx': 202.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 20, 185000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 20, 185000, tzinfo=tzutc())}} 2020-05-27 04:00:20 INFO: init new order end 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: 2020-05-27 04:00:20 INFO: process event {'orderID': '1cf39cee-d7a7-d1ce-f57f-52eaa9284cb0', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 9, 'avgPx': 202.35, 'transactTime': '2020-05-27T01:00:20.186Z', 'clOrdID': 'b696ede675b342768b210d24fa4777af', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-27T01:00:20.186Z'} 2020-05-27 04:00:20 INFO: add new event={'uid': 'b696ede675b342768b210d24fa4777af', 'status': 'Filled'} 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: process event start 2020-05-27 04:00:21 INFO: fetch new order event b696ede675b342768b210d24fa4777af 2020-05-27 04:00:21 INFO: fetch orders by event init={'stop': '201.150000000000005684341886080801486968994140625', 'take': '208.949999999999960209606797434389591217041015625', 'qty': '9', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-05-27 04:00:21 INFO: process init order filled 2020-05-27 04:00:21 INFO: save profit orders to storage stop=33337c43dcbb4c9ebd05a0ce6398100a take=bc022152528e4f3b97aefc7f33e452fc 2020-05-27 04:00:21 INFO: place profit orders take_price=208.949999999999960209606797434389591217041015625, stop_price=201.150000000000005684341886080801486968994140625, qty=9, color=GREEN, ticker=ETHUSD 33337c43dcbb4c9ebd05a0ce6398100a bc022152528e4f3b97aefc7f33e452fc 2020-05-27 04:00:21 INFO: place stop order ETHUSD: qty=-9, stop_price=201.150000000000005684341886080801486968994140625, stop_uid=33337c43dcbb4c9ebd05a0ce6398100a 2020-05-27 04:00:21 INFO: exchange resp for stop order={'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 04:00:21 INFO: place limit order ETHUSD: qty=-9, price=208.949999999999960209606797434389591217041015625, take_uid=bc022152528e4f3b97aefc7f33e452fc 2020-05-27 04:00:21 INFO: exchange resp for take profit order={'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 04:00:21 INFO: place profit orders={'stop': {'response': {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())}, 'qty': Decimal('-9'), 'uid': '33337c43dcbb4c9ebd05a0ce6398100a', 'price': Decimal('201.150000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())}, 'qty': Decimal('-9'), 'uid': 'bc022152528e4f3b97aefc7f33e452fc', 'price': Decimal('208.949999999999960209606797434389591217041015625')}} 2020-05-27 04:00:21 INFO: rm init order from db b696ede675b342768b210d24fa4777af 2020-05-27 04:00:21 INFO: end process event_processing_result='proceed init order' 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: 2020-05-27 04:00:21 INFO: process event {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-27T01:00:21.236Z', 'timestamp': '2020-05-27T01:00:21.236Z'} 2020-05-27 04:00:21 INFO: skip event 33337c43dcbb4c9ebd05a0ce6398100a New 2020-05-27 04:00:21 INFO: process event {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-27T01:00:21.276Z', 'timestamp': '2020-05-27T01:00:21.276Z'} 2020-05-27 04:00:21 INFO: skip event bc022152528e4f3b97aefc7f33e452fc New 2020-05-27 04:00:21 INFO: process event {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'workingIndicator': True, 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-27T01:00:21.276Z'} 2020-05-27 04:00:21 INFO: skip event bc022152528e4f3b97aefc7f33e452fc 2020-05-27 04:02:00 INFO: 2020-05-27 04:02:00 INFO: 2020-05-27 04:02:00 INFO: 2020-05-27 04:02:00 INFO: 2020-05-27 04:02:00 INFO: clearing start 2020-05-27 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 04:02:00 INFO: skip by not found init order into storage 2020-05-27 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 04:02:00 INFO: skip by not found init order into storage 2020-05-27 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 04:02:00 INFO: skip by not found init order into storage 2020-05-27 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 04:02:00 INFO: skip by not found init order into storage 2020-05-27 04:02:00 INFO: clearing end 2020-05-27 04:02:00 INFO: 2020-05-27 04:02:00 INFO: 2020-05-27 04:02:00 INFO: 2020-05-27 04:02:00 INFO: 2020-05-27 05:00:20 INFO: 2020-05-27 05:00:20 INFO: 2020-05-27 05:00:20 INFO: 2020-05-27 05:00:20 INFO: 2020-05-27 05:00:20 INFO: init new order start 2020-05-27 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.95, 'high': 202.5, 'low': 201.35, 'close': 201.45, 'trades': 1718, 'volume': 1812174, 'vwap': 201.87, 'lastSize': 1, 'turnover': 36581382225, 'homeNotional': 16075.20801545936, 'foreignNotional': 3245021.1470548958}, {'timestamp': datetime.datetime(2020, 5, 27, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 202.25, 'low': 201.15, 'close': 201.95, 'trades': 2221, 'volume': 2474473, 'vwap': 201.74, 'lastSize': 146, 'turnover': 49917870215, 'homeNotional': 21922.96846965978, 'foreignNotional': 4422555.256797087}, {'timestamp': datetime.datetime(2020, 5, 27, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.25, 'high': 201.75, 'low': 200.65, 'close': 201.2, 'trades': 1558, 'volume': 1263890, 'vwap': 201.23, 'lastSize': 2139, 'turnover': 25432293925, 'homeNotional': 11168.00358590849, 'foreignNotional': 2247253.473046975}] 2020-05-27 05:00:20 INFO: prepare candles [CandleItem(low=201.35, high=202.5, open=201.95, close=201.45, color='RED'), CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN'), CandleItem(low=200.65, high=201.75, open=201.25, close=201.2, color='RED')] 2020-05-27 05:00:20 INFO: skip by colors first_candle=CandleItem(low=200.65, high=201.75, open=201.25, close=201.2, color='RED') second_candle=CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN') last_candle=CandleItem(low=201.35, high=202.5, open=201.95, close=201.45, color='RED') 2020-05-27 05:00:20 INFO: check need new order None 2020-05-27 05:00:20 INFO: init new order end 2020-05-27 05:00:20 INFO: 2020-05-27 05:00:20 INFO: 2020-05-27 05:00:20 INFO: 2020-05-27 05:00:20 INFO: 2020-05-27 05:02:00 INFO: 2020-05-27 05:02:00 INFO: 2020-05-27 05:02:00 INFO: 2020-05-27 05:02:00 INFO: 2020-05-27 05:02:00 INFO: clearing start 2020-05-27 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 05:02:00 INFO: skip by not found init order into storage 2020-05-27 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 05:02:00 INFO: skip by not found init order into storage 2020-05-27 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 05:02:00 INFO: skip by not found init order into storage 2020-05-27 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 05:02:00 INFO: skip by not found init order into storage 2020-05-27 05:02:00 INFO: clearing end 2020-05-27 05:02:00 INFO: 2020-05-27 05:02:00 INFO: 2020-05-27 05:02:00 INFO: 2020-05-27 05:02:00 INFO: 2020-05-27 06:00:20 INFO: 2020-05-27 06:00:20 INFO: 2020-05-27 06:00:20 INFO: 2020-05-27 06:00:20 INFO: 2020-05-27 06:00:20 INFO: init new order start 2020-05-27 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 202.8, 'low': 201.5, 'close': 201.75, 'trades': 2670, 'volume': 2960054, 'vwap': 202.32, 'lastSize': 182, 'turnover': 59887802990, 'homeNotional': 26224.830139702357, 'foreignNotional': 5305814.046342169}, {'timestamp': datetime.datetime(2020, 5, 27, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.95, 'high': 202.5, 'low': 201.35, 'close': 201.45, 'trades': 1718, 'volume': 1812174, 'vwap': 201.87, 'lastSize': 1, 'turnover': 36581382225, 'homeNotional': 16075.20801545936, 'foreignNotional': 3245021.1470548958}, {'timestamp': datetime.datetime(2020, 5, 27, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 202.25, 'low': 201.15, 'close': 201.95, 'trades': 2221, 'volume': 2474473, 'vwap': 201.74, 'lastSize': 146, 'turnover': 49917870215, 'homeNotional': 21922.96846965978, 'foreignNotional': 4422555.256797087}] 2020-05-27 06:00:21 INFO: prepare candles [CandleItem(low=201.5, high=202.8, open=201.45, close=201.75, color='GREEN'), CandleItem(low=201.35, high=202.5, open=201.95, close=201.45, color='RED'), CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN')] 2020-05-27 06:00:21 INFO: skip by colors first_candle=CandleItem(low=201.15, high=202.25, open=201.2, close=201.95, color='GREEN') second_candle=CandleItem(low=201.35, high=202.5, open=201.95, close=201.45, color='RED') last_candle=CandleItem(low=201.5, high=202.8, open=201.45, close=201.75, color='GREEN') 2020-05-27 06:00:21 INFO: check need new order None 2020-05-27 06:00:21 INFO: init new order end 2020-05-27 06:00:21 INFO: 2020-05-27 06:00:21 INFO: 2020-05-27 06:00:21 INFO: 2020-05-27 06:00:21 INFO: 2020-05-27 06:02:00 INFO: 2020-05-27 06:02:00 INFO: 2020-05-27 06:02:00 INFO: 2020-05-27 06:02:00 INFO: 2020-05-27 06:02:00 INFO: clearing start 2020-05-27 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 06:02:00 INFO: skip by not found init order into storage 2020-05-27 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 06:02:00 INFO: skip by not found init order into storage 2020-05-27 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 06:02:00 INFO: skip by not found init order into storage 2020-05-27 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 06:02:00 INFO: skip by not found init order into storage 2020-05-27 06:02:00 INFO: clearing end 2020-05-27 06:02:00 INFO: 2020-05-27 06:02:00 INFO: 2020-05-27 06:02:00 INFO: 2020-05-27 06:02:00 INFO: 2020-05-27 07:00:20 INFO: 2020-05-27 07:00:20 INFO: 2020-05-27 07:00:20 INFO: 2020-05-27 07:00:20 INFO: 2020-05-27 07:00:20 INFO: init new order start 2020-05-27 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.75, 'high': 202.3, 'low': 201.7, 'close': 202.05, 'trades': 1493, 'volume': 1882133, 'vwap': 201.99, 'lastSize': 14121, 'turnover': 38015814110, 'homeNotional': 16627.017639566537, 'foreignNotional': 3358369.455424658}, {'timestamp': datetime.datetime(2020, 5, 27, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 202.8, 'low': 201.5, 'close': 201.75, 'trades': 2670, 'volume': 2960054, 'vwap': 202.32, 'lastSize': 182, 'turnover': 59887802990, 'homeNotional': 26224.830139702357, 'foreignNotional': 5305814.046342169}, {'timestamp': datetime.datetime(2020, 5, 27, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.95, 'high': 202.5, 'low': 201.35, 'close': 201.45, 'trades': 1718, 'volume': 1812174, 'vwap': 201.87, 'lastSize': 1, 'turnover': 36581382225, 'homeNotional': 16075.20801545936, 'foreignNotional': 3245021.1470548958}] 2020-05-27 07:00:20 INFO: prepare candles [CandleItem(low=201.7, high=202.3, open=201.75, close=202.05, color='GREEN'), CandleItem(low=201.5, high=202.8, open=201.45, close=201.75, color='GREEN'), CandleItem(low=201.35, high=202.5, open=201.95, close=201.45, color='RED')] 2020-05-27 07:00:20 INFO: skip by colors first_candle=CandleItem(low=201.35, high=202.5, open=201.95, close=201.45, color='RED') second_candle=CandleItem(low=201.5, high=202.8, open=201.45, close=201.75, color='GREEN') last_candle=CandleItem(low=201.7, high=202.3, open=201.75, close=202.05, color='GREEN') 2020-05-27 07:00:20 INFO: check need new order None 2020-05-27 07:00:20 INFO: init new order end 2020-05-27 07:00:20 INFO: 2020-05-27 07:00:20 INFO: 2020-05-27 07:00:20 INFO: 2020-05-27 07:00:20 INFO: 2020-05-27 07:02:00 INFO: 2020-05-27 07:02:00 INFO: 2020-05-27 07:02:00 INFO: 2020-05-27 07:02:00 INFO: 2020-05-27 07:02:00 INFO: clearing start 2020-05-27 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 07:02:00 INFO: skip by not found init order into storage 2020-05-27 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 07:02:00 INFO: skip by not found init order into storage 2020-05-27 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 07:02:00 INFO: skip by not found init order into storage 2020-05-27 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 07:02:00 INFO: skip by not found init order into storage 2020-05-27 07:02:00 INFO: clearing end 2020-05-27 07:02:00 INFO: 2020-05-27 07:02:00 INFO: 2020-05-27 07:02:00 INFO: 2020-05-27 07:02:00 INFO: 2020-05-27 08:00:20 INFO: 2020-05-27 08:00:20 INFO: 2020-05-27 08:00:20 INFO: 2020-05-27 08:00:20 INFO: 2020-05-27 08:00:20 INFO: init new order start 2020-05-27 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.05, 'high': 202.4, 'low': 201.6, 'close': 202.1, 'trades': 1396, 'volume': 1823923, 'vwap': 202.13, 'lastSize': 1848, 'turnover': 36866235070, 'homeNotional': 16113.695904088825, 'foreignNotional': 3256997.7842021883}, {'timestamp': datetime.datetime(2020, 5, 27, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.75, 'high': 202.3, 'low': 201.7, 'close': 202.05, 'trades': 1493, 'volume': 1882133, 'vwap': 201.99, 'lastSize': 14121, 'turnover': 38015814110, 'homeNotional': 16627.017639566537, 'foreignNotional': 3358369.455424658}, {'timestamp': datetime.datetime(2020, 5, 27, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 202.8, 'low': 201.5, 'close': 201.75, 'trades': 2670, 'volume': 2960054, 'vwap': 202.32, 'lastSize': 182, 'turnover': 59887802990, 'homeNotional': 26224.830139702357, 'foreignNotional': 5305814.046342169}] 2020-05-27 08:00:20 INFO: prepare candles [CandleItem(low=201.6, high=202.4, open=202.05, close=202.1, color='GREEN'), CandleItem(low=201.7, high=202.3, open=201.75, close=202.05, color='GREEN'), CandleItem(low=201.5, high=202.8, open=201.45, close=201.75, color='GREEN')] 2020-05-27 08:00:20 INFO: skip by colors first_candle=CandleItem(low=201.5, high=202.8, open=201.45, close=201.75, color='GREEN') second_candle=CandleItem(low=201.7, high=202.3, open=201.75, close=202.05, color='GREEN') last_candle=CandleItem(low=201.6, high=202.4, open=202.05, close=202.1, color='GREEN') 2020-05-27 08:00:20 INFO: check need new order None 2020-05-27 08:00:20 INFO: init new order end 2020-05-27 08:00:20 INFO: 2020-05-27 08:00:20 INFO: 2020-05-27 08:00:20 INFO: 2020-05-27 08:00:20 INFO: 2020-05-27 08:02:00 INFO: 2020-05-27 08:02:00 INFO: 2020-05-27 08:02:00 INFO: 2020-05-27 08:02:00 INFO: 2020-05-27 08:02:00 INFO: clearing start 2020-05-27 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 08:02:01 INFO: skip by not found init order into storage 2020-05-27 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 08:02:01 INFO: skip by not found init order into storage 2020-05-27 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 08:02:01 INFO: skip by not found init order into storage 2020-05-27 08:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 08:02:01 INFO: skip by not found init order into storage 2020-05-27 08:02:01 INFO: clearing end 2020-05-27 08:02:01 INFO: 2020-05-27 08:02:01 INFO: 2020-05-27 08:02:01 INFO: 2020-05-27 08:02:01 INFO: 2020-05-27 09:00:20 INFO: 2020-05-27 09:00:20 INFO: 2020-05-27 09:00:20 INFO: 2020-05-27 09:00:20 INFO: 2020-05-27 09:00:20 INFO: init new order start 2020-05-27 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.1, 'high': 204.25, 'low': 202.0, 'close': 204.0, 'trades': 4302, 'volume': 6320376, 'vwap': 203.1, 'lastSize': 1000, 'turnover': 128363977030, 'homeNotional': 56036.137023898125, 'foreignNotional': 11380699.311249305}, {'timestamp': datetime.datetime(2020, 5, 27, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.05, 'high': 202.4, 'low': 201.6, 'close': 202.1, 'trades': 1396, 'volume': 1823923, 'vwap': 202.13, 'lastSize': 1848, 'turnover': 36866235070, 'homeNotional': 16113.695904088825, 'foreignNotional': 3256997.7842021883}, {'timestamp': datetime.datetime(2020, 5, 27, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.75, 'high': 202.3, 'low': 201.7, 'close': 202.05, 'trades': 1493, 'volume': 1882133, 'vwap': 201.99, 'lastSize': 14121, 'turnover': 38015814110, 'homeNotional': 16627.017639566537, 'foreignNotional': 3358369.455424658}] 2020-05-27 09:00:20 INFO: prepare candles [CandleItem(low=202.0, high=204.25, open=202.1, close=204.0, color='GREEN'), CandleItem(low=201.6, high=202.4, open=202.05, close=202.1, color='GREEN'), CandleItem(low=201.7, high=202.3, open=201.75, close=202.05, color='GREEN')] 2020-05-27 09:00:20 INFO: skip by colors first_candle=CandleItem(low=201.7, high=202.3, open=201.75, close=202.05, color='GREEN') second_candle=CandleItem(low=201.6, high=202.4, open=202.05, close=202.1, color='GREEN') last_candle=CandleItem(low=202.0, high=204.25, open=202.1, close=204.0, color='GREEN') 2020-05-27 09:00:20 INFO: check need new order None 2020-05-27 09:00:20 INFO: init new order end 2020-05-27 09:00:20 INFO: 2020-05-27 09:00:20 INFO: 2020-05-27 09:00:20 INFO: 2020-05-27 09:00:20 INFO: 2020-05-27 09:02:00 INFO: 2020-05-27 09:02:00 INFO: 2020-05-27 09:02:00 INFO: 2020-05-27 09:02:00 INFO: 2020-05-27 09:02:00 INFO: clearing start 2020-05-27 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 09:02:00 INFO: skip by not found init order into storage 2020-05-27 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 09:02:00 INFO: skip by not found init order into storage 2020-05-27 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 09:02:00 INFO: skip by not found init order into storage 2020-05-27 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 09:02:00 INFO: skip by not found init order into storage 2020-05-27 09:02:00 INFO: clearing end 2020-05-27 09:02:00 INFO: 2020-05-27 09:02:00 INFO: 2020-05-27 09:02:00 INFO: 2020-05-27 09:02:00 INFO: 2020-05-27 10:00:20 INFO: 2020-05-27 10:00:20 INFO: 2020-05-27 10:00:20 INFO: 2020-05-27 10:00:20 INFO: 2020-05-27 10:00:20 INFO: init new order start 2020-05-27 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 205.2, 'low': 203.4, 'close': 203.4, 'trades': 4717, 'volume': 6670792, 'vwap': 204.29, 'lastSize': 250, 'turnover': 136273190645, 'homeNotional': 59122.84950988128, 'foreignNotional': 12077849.09332619}, {'timestamp': datetime.datetime(2020, 5, 27, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.1, 'high': 204.25, 'low': 202.0, 'close': 204.0, 'trades': 4302, 'volume': 6320376, 'vwap': 203.1, 'lastSize': 1000, 'turnover': 128363977030, 'homeNotional': 56036.137023898125, 'foreignNotional': 11380699.311249305}, {'timestamp': datetime.datetime(2020, 5, 27, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.05, 'high': 202.4, 'low': 201.6, 'close': 202.1, 'trades': 1396, 'volume': 1823923, 'vwap': 202.13, 'lastSize': 1848, 'turnover': 36866235070, 'homeNotional': 16113.695904088825, 'foreignNotional': 3256997.7842021883}] 2020-05-27 10:00:20 INFO: prepare candles [CandleItem(low=203.4, high=205.2, open=204.0, close=203.4, color='RED'), CandleItem(low=202.0, high=204.25, open=202.1, close=204.0, color='GREEN'), CandleItem(low=201.6, high=202.4, open=202.05, close=202.1, color='GREEN')] 2020-05-27 10:00:20 INFO: last_candle=CandleItem(low=203.4, high=205.2, open=204.0, close=203.4, color='RED') 2020-05-27 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))) 2020-05-27 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=203.4, high=205.2, open=204.0, close=203.4, color='RED') 2020-05-27 10:00:20 INFO: skip by CandleItem(low=203.4, high=205.2, open=204.0, close=203.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 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))) 2020-05-27 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=203.4, high=205.2, open=204.0, close=203.4, color='RED') 2020-05-27 10:00:20 INFO: skip by CandleItem(low=203.4, high=205.2, open=204.0, close=203.4, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 10:00:20 INFO: not found applicable config for candle 2020-05-27 10:00:20 INFO: check need new order None 2020-05-27 10:00:20 INFO: init new order end 2020-05-27 10:00:20 INFO: 2020-05-27 10:00:20 INFO: 2020-05-27 10:00:20 INFO: 2020-05-27 10:00:20 INFO: 2020-05-27 10:02:00 INFO: 2020-05-27 10:02:00 INFO: 2020-05-27 10:02:00 INFO: 2020-05-27 10:02:00 INFO: 2020-05-27 10:02:00 INFO: clearing start 2020-05-27 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 10:02:00 INFO: skip by not found init order into storage 2020-05-27 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 10:02:00 INFO: skip by not found init order into storage 2020-05-27 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 10:02:00 INFO: skip by not found init order into storage 2020-05-27 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 10:02:00 INFO: skip by not found init order into storage 2020-05-27 10:02:00 INFO: clearing end 2020-05-27 10:02:00 INFO: 2020-05-27 10:02:00 INFO: 2020-05-27 10:02:00 INFO: 2020-05-27 10:02:00 INFO: 2020-05-27 11:00:20 INFO: 2020-05-27 11:00:20 INFO: 2020-05-27 11:00:20 INFO: 2020-05-27 11:00:20 INFO: 2020-05-27 11:00:20 INFO: init new order start 2020-05-27 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.4, 'high': 203.5, 'low': 202.85, 'close': 203.1, 'trades': 1650, 'volume': 1546430, 'vwap': 203.19, 'lastSize': 1, 'turnover': 31421279970, 'homeNotional': 13675.60481423927, 'foreignNotional': 2778691.679478028}, {'timestamp': datetime.datetime(2020, 5, 27, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 205.2, 'low': 203.4, 'close': 203.4, 'trades': 4717, 'volume': 6670792, 'vwap': 204.29, 'lastSize': 250, 'turnover': 136273190645, 'homeNotional': 59122.84950988128, 'foreignNotional': 12077849.09332619}, {'timestamp': datetime.datetime(2020, 5, 27, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.1, 'high': 204.25, 'low': 202.0, 'close': 204.0, 'trades': 4302, 'volume': 6320376, 'vwap': 203.1, 'lastSize': 1000, 'turnover': 128363977030, 'homeNotional': 56036.137023898125, 'foreignNotional': 11380699.311249305}] 2020-05-27 11:00:20 INFO: prepare candles [CandleItem(low=202.85, high=203.5, open=203.4, close=203.1, color='RED'), CandleItem(low=203.4, high=205.2, open=204.0, close=203.4, color='RED'), CandleItem(low=202.0, high=204.25, open=202.1, close=204.0, color='GREEN')] 2020-05-27 11:00:20 INFO: skip by colors first_candle=CandleItem(low=202.0, high=204.25, open=202.1, close=204.0, color='GREEN') second_candle=CandleItem(low=203.4, high=205.2, open=204.0, close=203.4, color='RED') last_candle=CandleItem(low=202.85, high=203.5, open=203.4, close=203.1, color='RED') 2020-05-27 11:00:20 INFO: check need new order None 2020-05-27 11:00:20 INFO: init new order end 2020-05-27 11:00:20 INFO: 2020-05-27 11:00:20 INFO: 2020-05-27 11:00:20 INFO: 2020-05-27 11:00:20 INFO: 2020-05-27 11:02:00 INFO: 2020-05-27 11:02:00 INFO: 2020-05-27 11:02:00 INFO: 2020-05-27 11:02:00 INFO: 2020-05-27 11:02:00 INFO: clearing start 2020-05-27 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 11:02:00 INFO: skip by not found init order into storage 2020-05-27 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 11:02:00 INFO: skip by not found init order into storage 2020-05-27 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 11:02:00 INFO: skip by not found init order into storage 2020-05-27 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 11:02:00 INFO: skip by not found init order into storage 2020-05-27 11:02:00 INFO: clearing end 2020-05-27 11:02:00 INFO: 2020-05-27 11:02:00 INFO: 2020-05-27 11:02:00 INFO: 2020-05-27 11:02:00 INFO: 2020-05-27 12:00:20 INFO: 2020-05-27 12:00:20 INFO: 2020-05-27 12:00:20 INFO: 2020-05-27 12:00:20 INFO: 2020-05-27 12:00:20 INFO: init new order start 2020-05-27 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 204.5, 'low': 203.1, 'close': 204.0, 'trades': 2333, 'volume': 2642016, 'vwap': 203.97, 'lastSize': 150, 'turnover': 53887330875, 'homeNotional': 23516.047888429643, 'foreignNotional': 4796426.299998193}, {'timestamp': datetime.datetime(2020, 5, 27, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.4, 'high': 203.5, 'low': 202.85, 'close': 203.1, 'trades': 1650, 'volume': 1546430, 'vwap': 203.19, 'lastSize': 1, 'turnover': 31421279970, 'homeNotional': 13675.60481423927, 'foreignNotional': 2778691.679478028}, {'timestamp': datetime.datetime(2020, 5, 27, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 205.2, 'low': 203.4, 'close': 203.4, 'trades': 4717, 'volume': 6670792, 'vwap': 204.29, 'lastSize': 250, 'turnover': 136273190645, 'homeNotional': 59122.84950988128, 'foreignNotional': 12077849.09332619}] 2020-05-27 12:00:20 INFO: prepare candles [CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN'), CandleItem(low=202.85, high=203.5, open=203.4, close=203.1, color='RED'), CandleItem(low=203.4, high=205.2, open=204.0, close=203.4, color='RED')] 2020-05-27 12:00:20 INFO: last_candle=CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN') 2020-05-27 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))) 2020-05-27 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=203.1, high=204.5, open=203.1, close=204.0, color='GREEN') 2020-05-27 12:00:20 INFO: skip by CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 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))) 2020-05-27 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=203.1, high=204.5, open=203.1, close=204.0, color='GREEN') 2020-05-27 12:00:20 INFO: skip by CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 12:00:20 INFO: not found applicable config for candle 2020-05-27 12:00:20 INFO: check need new order None 2020-05-27 12:00:20 INFO: init new order end 2020-05-27 12:00:20 INFO: 2020-05-27 12:00:20 INFO: 2020-05-27 12:00:20 INFO: 2020-05-27 12:00:20 INFO: 2020-05-27 12:02:00 INFO: 2020-05-27 12:02:00 INFO: 2020-05-27 12:02:00 INFO: 2020-05-27 12:02:00 INFO: 2020-05-27 12:02:00 INFO: clearing start 2020-05-27 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 12:02:00 INFO: skip by not found init order into storage 2020-05-27 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 12:02:00 INFO: skip by not found init order into storage 2020-05-27 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 12:02:00 INFO: skip by not found init order into storage 2020-05-27 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 12:02:00 INFO: skip by not found init order into storage 2020-05-27 12:02:00 INFO: clearing end 2020-05-27 12:02:00 INFO: 2020-05-27 12:02:00 INFO: 2020-05-27 12:02:00 INFO: 2020-05-27 12:02:00 INFO: 2020-05-27 13:00:20 INFO: 2020-05-27 13:00:20 INFO: 2020-05-27 13:00:20 INFO: 2020-05-27 13:00:20 INFO: 2020-05-27 13:00:20 INFO: init new order start 2020-05-27 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 204.4, 'low': 203.75, 'close': 204.15, 'trades': 2041, 'volume': 2561324, 'vwap': 204.13, 'lastSize': 100, 'turnover': 52284279215, 'homeNotional': 22856.088036459678, 'foreignNotional': 4665612.38490486}, {'timestamp': datetime.datetime(2020, 5, 27, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 204.5, 'low': 203.1, 'close': 204.0, 'trades': 2333, 'volume': 2642016, 'vwap': 203.97, 'lastSize': 150, 'turnover': 53887330875, 'homeNotional': 23516.047888429643, 'foreignNotional': 4796426.299998193}, {'timestamp': datetime.datetime(2020, 5, 27, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.4, 'high': 203.5, 'low': 202.85, 'close': 203.1, 'trades': 1650, 'volume': 1546430, 'vwap': 203.19, 'lastSize': 1, 'turnover': 31421279970, 'homeNotional': 13675.60481423927, 'foreignNotional': 2778691.679478028}] 2020-05-27 13:00:20 INFO: prepare candles [CandleItem(low=203.75, high=204.4, open=204.0, close=204.15, color='GREEN'), CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN'), CandleItem(low=202.85, high=203.5, open=203.4, close=203.1, color='RED')] 2020-05-27 13:00:20 INFO: skip by colors first_candle=CandleItem(low=202.85, high=203.5, open=203.4, close=203.1, color='RED') second_candle=CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN') last_candle=CandleItem(low=203.75, high=204.4, open=204.0, close=204.15, color='GREEN') 2020-05-27 13:00:20 INFO: check need new order None 2020-05-27 13:00:20 INFO: init new order end 2020-05-27 13:00:20 INFO: 2020-05-27 13:00:20 INFO: 2020-05-27 13:00:20 INFO: 2020-05-27 13:00:20 INFO: 2020-05-27 13:02:00 INFO: 2020-05-27 13:02:00 INFO: 2020-05-27 13:02:00 INFO: 2020-05-27 13:02:00 INFO: 2020-05-27 13:02:00 INFO: clearing start 2020-05-27 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 13:02:00 INFO: skip by not found init order into storage 2020-05-27 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 13:02:00 INFO: skip by not found init order into storage 2020-05-27 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 13:02:00 INFO: skip by not found init order into storage 2020-05-27 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 13:02:00 INFO: skip by not found init order into storage 2020-05-27 13:02:00 INFO: clearing end 2020-05-27 13:02:00 INFO: 2020-05-27 13:02:00 INFO: 2020-05-27 13:02:00 INFO: 2020-05-27 13:02:00 INFO: 2020-05-27 14:00:20 INFO: 2020-05-27 14:00:20 INFO: 2020-05-27 14:00:20 INFO: 2020-05-27 14:00:20 INFO: 2020-05-27 14:00:20 INFO: init new order start 2020-05-27 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.15, 'high': 207.4, 'low': 203.95, 'close': 206.35, 'trades': 7112, 'volume': 9051923, 'vwap': 205.99, 'lastSize': 119, 'turnover': 186457903075, 'homeNotional': 82036.28625489403, 'foreignNotional': 16899095.501574457}, {'timestamp': datetime.datetime(2020, 5, 27, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 204.4, 'low': 203.75, 'close': 204.15, 'trades': 2041, 'volume': 2561324, 'vwap': 204.13, 'lastSize': 100, 'turnover': 52284279215, 'homeNotional': 22856.088036459678, 'foreignNotional': 4665612.38490486}, {'timestamp': datetime.datetime(2020, 5, 27, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 204.5, 'low': 203.1, 'close': 204.0, 'trades': 2333, 'volume': 2642016, 'vwap': 203.97, 'lastSize': 150, 'turnover': 53887330875, 'homeNotional': 23516.047888429643, 'foreignNotional': 4796426.299998193}] 2020-05-27 14:00:20 INFO: prepare candles [CandleItem(low=203.95, high=207.4, open=204.15, close=206.35, color='GREEN'), CandleItem(low=203.75, high=204.4, open=204.0, close=204.15, color='GREEN'), CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN')] 2020-05-27 14:00:20 INFO: skip by colors first_candle=CandleItem(low=203.1, high=204.5, open=203.1, close=204.0, color='GREEN') second_candle=CandleItem(low=203.75, high=204.4, open=204.0, close=204.15, color='GREEN') last_candle=CandleItem(low=203.95, high=207.4, open=204.15, close=206.35, color='GREEN') 2020-05-27 14:00:20 INFO: check need new order None 2020-05-27 14:00:20 INFO: init new order end 2020-05-27 14:00:20 INFO: 2020-05-27 14:00:20 INFO: 2020-05-27 14:00:20 INFO: 2020-05-27 14:00:20 INFO: 2020-05-27 14:02:00 INFO: 2020-05-27 14:02:00 INFO: 2020-05-27 14:02:00 INFO: 2020-05-27 14:02:00 INFO: 2020-05-27 14:02:00 INFO: clearing start 2020-05-27 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 14:02:00 INFO: skip by not found init order into storage 2020-05-27 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 14:02:00 INFO: skip by not found init order into storage 2020-05-27 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 14:02:00 INFO: skip by not found init order into storage 2020-05-27 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 14:02:00 INFO: skip by not found init order into storage 2020-05-27 14:02:00 INFO: clearing end 2020-05-27 14:02:00 INFO: 2020-05-27 14:02:00 INFO: 2020-05-27 14:02:00 INFO: 2020-05-27 14:02:00 INFO: 2020-05-27 15:00:20 INFO: 2020-05-27 15:00:20 INFO: 2020-05-27 15:00:20 INFO: 2020-05-27 15:00:20 INFO: 2020-05-27 15:00:20 INFO: init new order start 2020-05-27 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.35, 'high': 207.3, 'low': 206.35, 'close': 206.9, 'trades': 3384, 'volume': 4833249, 'vwap': 206.72, 'lastSize': 2000, 'turnover': 99909599115, 'homeNotional': 44147.359935922046, 'foreignNotional': 9125842.679075949}, {'timestamp': datetime.datetime(2020, 5, 27, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.15, 'high': 207.4, 'low': 203.95, 'close': 206.35, 'trades': 7112, 'volume': 9051923, 'vwap': 205.99, 'lastSize': 119, 'turnover': 186457903075, 'homeNotional': 82036.28625489403, 'foreignNotional': 16899095.501574457}, {'timestamp': datetime.datetime(2020, 5, 27, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.0, 'high': 204.4, 'low': 203.75, 'close': 204.15, 'trades': 2041, 'volume': 2561324, 'vwap': 204.13, 'lastSize': 100, 'turnover': 52284279215, 'homeNotional': 22856.088036459678, 'foreignNotional': 4665612.38490486}] 2020-05-27 15:00:20 INFO: prepare candles [CandleItem(low=206.35, high=207.3, open=206.35, close=206.9, color='GREEN'), CandleItem(low=203.95, high=207.4, open=204.15, close=206.35, color='GREEN'), CandleItem(low=203.75, high=204.4, open=204.0, close=204.15, color='GREEN')] 2020-05-27 15:00:20 INFO: skip by colors first_candle=CandleItem(low=203.75, high=204.4, open=204.0, close=204.15, color='GREEN') second_candle=CandleItem(low=203.95, high=207.4, open=204.15, close=206.35, color='GREEN') last_candle=CandleItem(low=206.35, high=207.3, open=206.35, close=206.9, color='GREEN') 2020-05-27 15:00:20 INFO: check need new order None 2020-05-27 15:00:20 INFO: init new order end 2020-05-27 15:00:20 INFO: 2020-05-27 15:00:20 INFO: 2020-05-27 15:00:20 INFO: 2020-05-27 15:00:20 INFO: 2020-05-27 15:02:00 INFO: 2020-05-27 15:02:00 INFO: 2020-05-27 15:02:00 INFO: 2020-05-27 15:02:00 INFO: 2020-05-27 15:02:00 INFO: clearing start 2020-05-27 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 15:02:00 INFO: skip by not found init order into storage 2020-05-27 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 15:02:00 INFO: skip by not found init order into storage 2020-05-27 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 15:02:00 INFO: skip by not found init order into storage 2020-05-27 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 15:02:00 INFO: skip by not found init order into storage 2020-05-27 15:02:00 INFO: clearing end 2020-05-27 15:02:00 INFO: 2020-05-27 15:02:00 INFO: 2020-05-27 15:02:00 INFO: 2020-05-27 15:02:00 INFO: 2020-05-27 16:00:20 INFO: 2020-05-27 16:00:20 INFO: 2020-05-27 16:00:20 INFO: 2020-05-27 16:00:20 INFO: 2020-05-27 16:00:20 INFO: init new order start 2020-05-27 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.9, 'high': 208.4, 'low': 206.55, 'close': 207.0, 'trades': 4806, 'volume': 6937567, 'vwap': 207.39, 'lastSize': 15, 'turnover': 143872677945, 'homeNotional': 63562.65977144948, 'foreignNotional': 13181781.549569752}, {'timestamp': datetime.datetime(2020, 5, 27, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.35, 'high': 207.3, 'low': 206.35, 'close': 206.9, 'trades': 3384, 'volume': 4833249, 'vwap': 206.72, 'lastSize': 2000, 'turnover': 99909599115, 'homeNotional': 44147.359935922046, 'foreignNotional': 9125842.679075949}, {'timestamp': datetime.datetime(2020, 5, 27, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 204.15, 'high': 207.4, 'low': 203.95, 'close': 206.35, 'trades': 7112, 'volume': 9051923, 'vwap': 205.99, 'lastSize': 119, 'turnover': 186457903075, 'homeNotional': 82036.28625489403, 'foreignNotional': 16899095.501574457}] 2020-05-27 16:00:21 INFO: prepare candles [CandleItem(low=206.55, high=208.4, open=206.9, close=207.0, color='GREEN'), CandleItem(low=206.35, high=207.3, open=206.35, close=206.9, color='GREEN'), CandleItem(low=203.95, high=207.4, open=204.15, close=206.35, color='GREEN')] 2020-05-27 16:00:21 INFO: skip by colors first_candle=CandleItem(low=203.95, high=207.4, open=204.15, close=206.35, color='GREEN') second_candle=CandleItem(low=206.35, high=207.3, open=206.35, close=206.9, color='GREEN') last_candle=CandleItem(low=206.55, high=208.4, open=206.9, close=207.0, color='GREEN') 2020-05-27 16:00:21 INFO: check need new order None 2020-05-27 16:00:21 INFO: init new order end 2020-05-27 16:00:21 INFO: 2020-05-27 16:00:21 INFO: 2020-05-27 16:00:21 INFO: 2020-05-27 16:00:21 INFO: 2020-05-27 16:02:00 INFO: 2020-05-27 16:02:00 INFO: 2020-05-27 16:02:00 INFO: 2020-05-27 16:02:00 INFO: 2020-05-27 16:02:00 INFO: clearing start 2020-05-27 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 16:02:00 INFO: skip by not found init order into storage 2020-05-27 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 16:02:00 INFO: skip by not found init order into storage 2020-05-27 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 16:02:00 INFO: skip by not found init order into storage 2020-05-27 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 16:02:00 INFO: skip by not found init order into storage 2020-05-27 16:02:00 INFO: clearing end 2020-05-27 16:02:00 INFO: 2020-05-27 16:02:00 INFO: 2020-05-27 16:02:00 INFO: 2020-05-27 16:02:00 INFO: 2020-05-27 17:00:20 INFO: 2020-05-27 17:00:20 INFO: 2020-05-27 17:00:20 INFO: 2020-05-27 17:00:20 INFO: 2020-05-27 17:00:20 INFO: init new order start 2020-05-27 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.0, 'high': 207.55, 'low': 206.25, 'close': 206.45, 'trades': 2669, 'volume': 3398470, 'vwap': 206.92, 'lastSize': 200, 'turnover': 70320708605, 'homeNotional': 31113.555950770085, 'foreignNotional': 6437994.101911381}, {'timestamp': datetime.datetime(2020, 5, 27, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.9, 'high': 208.4, 'low': 206.55, 'close': 207.0, 'trades': 4806, 'volume': 6937567, 'vwap': 207.39, 'lastSize': 15, 'turnover': 143872677945, 'homeNotional': 63562.65977144948, 'foreignNotional': 13181781.549569752}, {'timestamp': datetime.datetime(2020, 5, 27, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.35, 'high': 207.3, 'low': 206.35, 'close': 206.9, 'trades': 3384, 'volume': 4833249, 'vwap': 206.72, 'lastSize': 2000, 'turnover': 99909599115, 'homeNotional': 44147.359935922046, 'foreignNotional': 9125842.679075949}] 2020-05-27 17:00:20 INFO: prepare candles [CandleItem(low=206.25, high=207.55, open=207.0, close=206.45, color='RED'), CandleItem(low=206.55, high=208.4, open=206.9, close=207.0, color='GREEN'), CandleItem(low=206.35, high=207.3, open=206.35, close=206.9, color='GREEN')] 2020-05-27 17:00:20 INFO: last_candle=CandleItem(low=206.25, high=207.55, open=207.0, close=206.45, color='RED') 2020-05-27 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))) 2020-05-27 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=206.25, high=207.55, open=207.0, close=206.45, color='RED') 2020-05-27 17:00:20 INFO: skip by CandleItem(low=206.25, high=207.55, open=207.0, close=206.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 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))) 2020-05-27 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=206.25, high=207.55, open=207.0, close=206.45, color='RED') 2020-05-27 17:00:20 INFO: skip by CandleItem(low=206.25, high=207.55, open=207.0, close=206.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 17:00:20 INFO: not found applicable config for candle 2020-05-27 17:00:20 INFO: check need new order None 2020-05-27 17:00:20 INFO: init new order end 2020-05-27 17:00:20 INFO: 2020-05-27 17:00:20 INFO: 2020-05-27 17:00:20 INFO: 2020-05-27 17:00:20 INFO: 2020-05-27 17:02:00 INFO: 2020-05-27 17:02:00 INFO: 2020-05-27 17:02:00 INFO: 2020-05-27 17:02:00 INFO: 2020-05-27 17:02:00 INFO: clearing start 2020-05-27 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 17:02:00 INFO: skip by not found init order into storage 2020-05-27 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 17:02:00 INFO: skip by not found init order into storage 2020-05-27 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 17:02:00 INFO: skip by not found init order into storage 2020-05-27 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 17:02:00 INFO: skip by not found init order into storage 2020-05-27 17:02:00 INFO: clearing end 2020-05-27 17:02:00 INFO: 2020-05-27 17:02:00 INFO: 2020-05-27 17:02:00 INFO: 2020-05-27 17:02:00 INFO: 2020-05-27 18:00:20 INFO: 2020-05-27 18:00:20 INFO: 2020-05-27 18:00:20 INFO: 2020-05-27 18:00:20 INFO: 2020-05-27 18:00:20 INFO: init new order start 2020-05-27 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.9, 'low': 205.65, 'close': 206.05, 'trades': 2181, 'volume': 2681163, 'vwap': 206.33, 'lastSize': 557, 'turnover': 55318146485, 'homeNotional': 24519.019858502426, 'foreignNotional': 5058800.066942155}, {'timestamp': datetime.datetime(2020, 5, 27, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.0, 'high': 207.55, 'low': 206.25, 'close': 206.45, 'trades': 2669, 'volume': 3398470, 'vwap': 206.92, 'lastSize': 200, 'turnover': 70320708605, 'homeNotional': 31113.555950770085, 'foreignNotional': 6437994.101911381}, {'timestamp': datetime.datetime(2020, 5, 27, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.9, 'high': 208.4, 'low': 206.55, 'close': 207.0, 'trades': 4806, 'volume': 6937567, 'vwap': 207.39, 'lastSize': 15, 'turnover': 143872677945, 'homeNotional': 63562.65977144948, 'foreignNotional': 13181781.549569752}] 2020-05-27 18:00:21 INFO: prepare candles [CandleItem(low=205.65, high=206.9, open=206.45, close=206.05, color='RED'), CandleItem(low=206.25, high=207.55, open=207.0, close=206.45, color='RED'), CandleItem(low=206.55, high=208.4, open=206.9, close=207.0, color='GREEN')] 2020-05-27 18:00:21 INFO: skip by colors first_candle=CandleItem(low=206.55, high=208.4, open=206.9, close=207.0, color='GREEN') second_candle=CandleItem(low=206.25, high=207.55, open=207.0, close=206.45, color='RED') last_candle=CandleItem(low=205.65, high=206.9, open=206.45, close=206.05, color='RED') 2020-05-27 18:00:21 INFO: check need new order None 2020-05-27 18:00:21 INFO: init new order end 2020-05-27 18:00:21 INFO: 2020-05-27 18:00:21 INFO: 2020-05-27 18:00:21 INFO: 2020-05-27 18:00:21 INFO: 2020-05-27 18:02:00 INFO: 2020-05-27 18:02:00 INFO: 2020-05-27 18:02:00 INFO: 2020-05-27 18:02:00 INFO: 2020-05-27 18:02:00 INFO: clearing start 2020-05-27 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 18:02:00 INFO: skip by not found init order into storage 2020-05-27 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 18:02:00 INFO: skip by not found init order into storage 2020-05-27 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 18:02:00 INFO: skip by not found init order into storage 2020-05-27 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 18:02:00 INFO: skip by not found init order into storage 2020-05-27 18:02:00 INFO: clearing end 2020-05-27 18:02:00 INFO: 2020-05-27 18:02:00 INFO: 2020-05-27 18:02:00 INFO: 2020-05-27 18:02:00 INFO: 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:20 INFO: init new order start 2020-05-27 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 207.35, 'low': 205.7, 'close': 206.35, 'trades': 2901, 'volume': 3659704, 'vwap': 206.31, 'lastSize': 1000, 'turnover': 75500711125, 'homeNotional': 33531.29266315548, 'foreignNotional': 6917637.275451917}, {'timestamp': datetime.datetime(2020, 5, 27, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.9, 'low': 205.65, 'close': 206.05, 'trades': 2181, 'volume': 2681163, 'vwap': 206.33, 'lastSize': 557, 'turnover': 55318146485, 'homeNotional': 24519.019858502426, 'foreignNotional': 5058800.066942155}, {'timestamp': datetime.datetime(2020, 5, 27, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.0, 'high': 207.55, 'low': 206.25, 'close': 206.45, 'trades': 2669, 'volume': 3398470, 'vwap': 206.92, 'lastSize': 200, 'turnover': 70320708605, 'homeNotional': 31113.555950770085, 'foreignNotional': 6437994.101911381}] 2020-05-27 19:00:20 INFO: prepare candles [CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN'), CandleItem(low=205.65, high=206.9, open=206.45, close=206.05, color='RED'), CandleItem(low=206.25, high=207.55, open=207.0, close=206.45, color='RED')] 2020-05-27 19:00:20 INFO: last_candle=CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN') 2020-05-27 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))) 2020-05-27 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=205.7, high=207.35, open=206.05, close=206.35, color='GREEN') 2020-05-27 19:00:20 INFO: skip by CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 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))) 2020-05-27 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=205.7, high=207.35, open=206.05, close=206.35, color='GREEN') 2020-05-27 19:00:20 INFO: skip by CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 19:00:20 INFO: not found applicable config for candle 2020-05-27 19:00:20 INFO: check need new order None 2020-05-27 19:00:20 INFO: init new order end 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:20 INFO: 2020-05-27 19:00:38 INFO: Websocket Closed 2020-05-27 19:00:38 WARNING: reconnect to socket 2020-05-27 19:00:38 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-05-27 19:00:38 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-05-27 19:00:38 INFO: Authenticating with API Key. 2020-05-27 19:00:40 INFO: Connected to WS. 2020-05-27 19:02:00 INFO: 2020-05-27 19:02:00 INFO: 2020-05-27 19:02:00 INFO: 2020-05-27 19:02:00 INFO: 2020-05-27 19:02:00 INFO: clearing start 2020-05-27 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 19:02:00 INFO: skip by not found init order into storage 2020-05-27 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 19:02:00 INFO: skip by not found init order into storage 2020-05-27 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 19:02:00 INFO: skip by not found init order into storage 2020-05-27 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 19:02:00 INFO: skip by not found init order into storage 2020-05-27 19:02:00 INFO: clearing end 2020-05-27 19:02:00 INFO: 2020-05-27 19:02:00 INFO: 2020-05-27 19:02:00 INFO: 2020-05-27 19:02:00 INFO: 2020-05-27 20:00:20 INFO: 2020-05-27 20:00:20 INFO: 2020-05-27 20:00:20 INFO: 2020-05-27 20:00:20 INFO: 2020-05-27 20:00:20 INFO: init new order start 2020-05-27 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.35, 'high': 207.45, 'low': 206.3, 'close': 206.95, 'trades': 2299, 'volume': 2013476, 'vwap': 206.98, 'lastSize': 187, 'turnover': 41673418790, 'homeNotional': 18461.705913783302, 'foreignNotional': 3821072.6546459026}, {'timestamp': datetime.datetime(2020, 5, 27, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 207.35, 'low': 205.7, 'close': 206.35, 'trades': 2901, 'volume': 3659704, 'vwap': 206.31, 'lastSize': 1000, 'turnover': 75500711125, 'homeNotional': 33531.29266315548, 'foreignNotional': 6917637.275451917}, {'timestamp': datetime.datetime(2020, 5, 27, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.9, 'low': 205.65, 'close': 206.05, 'trades': 2181, 'volume': 2681163, 'vwap': 206.33, 'lastSize': 557, 'turnover': 55318146485, 'homeNotional': 24519.019858502426, 'foreignNotional': 5058800.066942155}] 2020-05-27 20:00:20 INFO: prepare candles [CandleItem(low=206.3, high=207.45, open=206.35, close=206.95, color='GREEN'), CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN'), CandleItem(low=205.65, high=206.9, open=206.45, close=206.05, color='RED')] 2020-05-27 20:00:20 INFO: skip by colors first_candle=CandleItem(low=205.65, high=206.9, open=206.45, close=206.05, color='RED') second_candle=CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN') last_candle=CandleItem(low=206.3, high=207.45, open=206.35, close=206.95, color='GREEN') 2020-05-27 20:00:20 INFO: check need new order None 2020-05-27 20:00:20 INFO: init new order end 2020-05-27 20:00:20 INFO: 2020-05-27 20:00:20 INFO: 2020-05-27 20:00:20 INFO: 2020-05-27 20:00:20 INFO: 2020-05-27 20:02:00 INFO: 2020-05-27 20:02:00 INFO: 2020-05-27 20:02:00 INFO: 2020-05-27 20:02:00 INFO: 2020-05-27 20:02:00 INFO: clearing start 2020-05-27 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 20:02:00 INFO: skip by not found init order into storage 2020-05-27 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 20:02:00 INFO: skip by not found init order into storage 2020-05-27 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 20:02:00 INFO: skip by not found init order into storage 2020-05-27 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 20:02:00 INFO: skip by not found init order into storage 2020-05-27 20:02:00 INFO: clearing end 2020-05-27 20:02:00 INFO: 2020-05-27 20:02:00 INFO: 2020-05-27 20:02:00 INFO: 2020-05-27 20:02:00 INFO: 2020-05-27 21:00:20 INFO: 2020-05-27 21:00:20 INFO: 2020-05-27 21:00:20 INFO: 2020-05-27 21:00:20 INFO: 2020-05-27 21:00:20 INFO: init new order start 2020-05-27 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.9, 'low': 206.75, 'close': 207.3, 'trades': 1951, 'volume': 1922117, 'vwap': 207.44, 'lastSize': 1800, 'turnover': 39871418765, 'homeNotional': 17661.158374628518, 'foreignNotional': 3663545.794302656}, {'timestamp': datetime.datetime(2020, 5, 27, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.35, 'high': 207.45, 'low': 206.3, 'close': 206.95, 'trades': 2299, 'volume': 2013476, 'vwap': 206.98, 'lastSize': 187, 'turnover': 41673418790, 'homeNotional': 18461.705913783302, 'foreignNotional': 3821072.6546459026}, {'timestamp': datetime.datetime(2020, 5, 27, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 207.35, 'low': 205.7, 'close': 206.35, 'trades': 2901, 'volume': 3659704, 'vwap': 206.31, 'lastSize': 1000, 'turnover': 75500711125, 'homeNotional': 33531.29266315548, 'foreignNotional': 6917637.275451917}] 2020-05-27 21:00:20 INFO: prepare candles [CandleItem(low=206.75, high=207.9, open=206.95, close=207.3, color='GREEN'), CandleItem(low=206.3, high=207.45, open=206.35, close=206.95, color='GREEN'), CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN')] 2020-05-27 21:00:20 INFO: skip by colors first_candle=CandleItem(low=205.7, high=207.35, open=206.05, close=206.35, color='GREEN') second_candle=CandleItem(low=206.3, high=207.45, open=206.35, close=206.95, color='GREEN') last_candle=CandleItem(low=206.75, high=207.9, open=206.95, close=207.3, color='GREEN') 2020-05-27 21:00:20 INFO: check need new order None 2020-05-27 21:00:20 INFO: init new order end 2020-05-27 21:00:20 INFO: 2020-05-27 21:00:20 INFO: 2020-05-27 21:00:20 INFO: 2020-05-27 21:00:20 INFO: 2020-05-27 21:02:00 INFO: 2020-05-27 21:02:00 INFO: 2020-05-27 21:02:00 INFO: 2020-05-27 21:02:00 INFO: 2020-05-27 21:02:00 INFO: clearing start 2020-05-27 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 21:02:00 INFO: skip by not found init order into storage 2020-05-27 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 21:02:00 INFO: skip by not found init order into storage 2020-05-27 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 21:02:00 INFO: skip by not found init order into storage 2020-05-27 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 21:02:00 INFO: skip by not found init order into storage 2020-05-27 21:02:00 INFO: clearing end 2020-05-27 21:02:00 INFO: 2020-05-27 21:02:00 INFO: 2020-05-27 21:02:00 INFO: 2020-05-27 21:02:00 INFO: 2020-05-27 22:00:20 INFO: 2020-05-27 22:00:20 INFO: 2020-05-27 22:00:20 INFO: 2020-05-27 22:00:20 INFO: 2020-05-27 22:00:20 INFO: init new order start 2020-05-27 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.3, 'high': 207.65, 'low': 206.95, 'close': 207.0, 'trades': 2040, 'volume': 3222855, 'vwap': 207.27, 'lastSize': 1670, 'turnover': 66799320920, 'homeNotional': 29581.4562213274, 'foreignNotional': 6131278.256987173}, {'timestamp': datetime.datetime(2020, 5, 27, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.9, 'low': 206.75, 'close': 207.3, 'trades': 1951, 'volume': 1922117, 'vwap': 207.44, 'lastSize': 1800, 'turnover': 39871418765, 'homeNotional': 17661.158374628518, 'foreignNotional': 3663545.794302656}, {'timestamp': datetime.datetime(2020, 5, 27, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.35, 'high': 207.45, 'low': 206.3, 'close': 206.95, 'trades': 2299, 'volume': 2013476, 'vwap': 206.98, 'lastSize': 187, 'turnover': 41673418790, 'homeNotional': 18461.705913783302, 'foreignNotional': 3821072.6546459026}] 2020-05-27 22:00:21 INFO: prepare candles [CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED'), CandleItem(low=206.75, high=207.9, open=206.95, close=207.3, color='GREEN'), CandleItem(low=206.3, high=207.45, open=206.35, close=206.95, color='GREEN')] 2020-05-27 22:00:21 INFO: last_candle=CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED') 2020-05-27 22:00:21 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))) 2020-05-27 22:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED') 2020-05-27 22:00:21 INFO: skip by CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 22:00:21 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))) 2020-05-27 22:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED') 2020-05-27 22:00:21 INFO: skip by CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-27 22:00:21 INFO: not found applicable config for candle 2020-05-27 22:00:21 INFO: check need new order None 2020-05-27 22:00:21 INFO: init new order end 2020-05-27 22:00:21 INFO: 2020-05-27 22:00:21 INFO: 2020-05-27 22:00:21 INFO: 2020-05-27 22:00:21 INFO: 2020-05-27 22:02:00 INFO: 2020-05-27 22:02:00 INFO: 2020-05-27 22:02:00 INFO: 2020-05-27 22:02:00 INFO: 2020-05-27 22:02:00 INFO: clearing start 2020-05-27 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 22:02:00 INFO: skip by not found init order into storage 2020-05-27 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 22:02:00 INFO: skip by not found init order into storage 2020-05-27 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 22:02:00 INFO: skip by not found init order into storage 2020-05-27 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 22:02:00 INFO: skip by not found init order into storage 2020-05-27 22:02:00 INFO: clearing end 2020-05-27 22:02:00 INFO: 2020-05-27 22:02:00 INFO: 2020-05-27 22:02:00 INFO: 2020-05-27 22:02:00 INFO: 2020-05-27 23:00:20 INFO: 2020-05-27 23:00:20 INFO: 2020-05-27 23:00:20 INFO: 2020-05-27 23:00:20 INFO: 2020-05-27 23:00:20 INFO: init new order start 2020-05-27 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.0, 'high': 207.05, 'low': 206.1, 'close': 206.55, 'trades': 1972, 'volume': 2375903, 'vwap': 206.4, 'lastSize': 2000, 'turnover': 49037752015, 'homeNotional': 21749.542916944778, 'foreignNotional': 4489028.9812141415}, {'timestamp': datetime.datetime(2020, 5, 27, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.3, 'high': 207.65, 'low': 206.95, 'close': 207.0, 'trades': 2040, 'volume': 3222855, 'vwap': 207.27, 'lastSize': 1670, 'turnover': 66799320920, 'homeNotional': 29581.4562213274, 'foreignNotional': 6131278.256987173}, {'timestamp': datetime.datetime(2020, 5, 27, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.9, 'low': 206.75, 'close': 207.3, 'trades': 1951, 'volume': 1922117, 'vwap': 207.44, 'lastSize': 1800, 'turnover': 39871418765, 'homeNotional': 17661.158374628518, 'foreignNotional': 3663545.794302656}] 2020-05-27 23:00:20 INFO: prepare candles [CandleItem(low=206.1, high=207.05, open=207.0, close=206.55, color='RED'), CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED'), CandleItem(low=206.75, high=207.9, open=206.95, close=207.3, color='GREEN')] 2020-05-27 23:00:20 INFO: skip by colors first_candle=CandleItem(low=206.75, high=207.9, open=206.95, close=207.3, color='GREEN') second_candle=CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED') last_candle=CandleItem(low=206.1, high=207.05, open=207.0, close=206.55, color='RED') 2020-05-27 23:00:20 INFO: check need new order None 2020-05-27 23:00:20 INFO: init new order end 2020-05-27 23:00:20 INFO: 2020-05-27 23:00:20 INFO: 2020-05-27 23:00:20 INFO: 2020-05-27 23:00:20 INFO: 2020-05-27 23:02:00 INFO: 2020-05-27 23:02:00 INFO: 2020-05-27 23:02:00 INFO: 2020-05-27 23:02:00 INFO: 2020-05-27 23:02:00 INFO: clearing start 2020-05-27 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-27 23:02:00 INFO: skip by not found init order into storage 2020-05-27 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-27 23:02:00 INFO: skip by not found init order into storage 2020-05-27 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-27 23:02:00 INFO: skip by not found init order into storage 2020-05-27 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-27 23:02:00 INFO: skip by not found init order into storage 2020-05-27 23:02:00 INFO: clearing end 2020-05-27 23:02:00 INFO: 2020-05-27 23:02:00 INFO: 2020-05-27 23:02:00 INFO: 2020-05-27 23:02:00 INFO: 2020-05-28 00:00:20 INFO: 2020-05-28 00:00:20 INFO: 2020-05-28 00:00:20 INFO: 2020-05-28 00:00:20 INFO: 2020-05-28 00:00:20 INFO: init new order start 2020-05-28 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.55, 'high': 206.9, 'low': 206.6, 'close': 206.65, 'trades': 1271, 'volume': 1178357, 'vwap': 206.77, 'lastSize': 10, 'turnover': 24364686985, 'homeNotional': 10797.934564944644, 'foreignNotional': 2232670.598895414}, {'timestamp': datetime.datetime(2020, 5, 27, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.0, 'high': 207.05, 'low': 206.1, 'close': 206.55, 'trades': 1972, 'volume': 2375903, 'vwap': 206.4, 'lastSize': 2000, 'turnover': 49037752015, 'homeNotional': 21749.542916944778, 'foreignNotional': 4489028.9812141415}, {'timestamp': datetime.datetime(2020, 5, 27, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.3, 'high': 207.65, 'low': 206.95, 'close': 207.0, 'trades': 2040, 'volume': 3222855, 'vwap': 207.27, 'lastSize': 1670, 'turnover': 66799320920, 'homeNotional': 29581.4562213274, 'foreignNotional': 6131278.256987173}] 2020-05-28 00:00:20 INFO: prepare candles [CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN'), CandleItem(low=206.1, high=207.05, open=207.0, close=206.55, color='RED'), CandleItem(low=206.95, high=207.65, open=207.3, close=207.0, color='RED')] 2020-05-28 00:00:20 INFO: last_candle=CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN') 2020-05-28 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))) 2020-05-28 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=206.6, high=206.9, open=206.55, close=206.65, color='GREEN') 2020-05-28 00:00:20 INFO: skip by CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 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))) 2020-05-28 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=206.6, high=206.9, open=206.55, close=206.65, color='GREEN') 2020-05-28 00:00:20 INFO: skip by CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 00:00:20 INFO: not found applicable config for candle 2020-05-28 00:00:20 INFO: check need new order None 2020-05-28 00:00:20 INFO: init new order end 2020-05-28 00:00:20 INFO: 2020-05-28 00:00:20 INFO: 2020-05-28 00:00:20 INFO: 2020-05-28 00:00:20 INFO: 2020-05-28 00:02:00 INFO: 2020-05-28 00:02:00 INFO: 2020-05-28 00:02:00 INFO: 2020-05-28 00:02:00 INFO: 2020-05-28 00:02:00 INFO: clearing start 2020-05-28 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 00:02:00 INFO: skip by not found init order into storage 2020-05-28 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 00:02:00 INFO: skip by not found init order into storage 2020-05-28 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-28 00:02:00 INFO: skip by not found init order into storage 2020-05-28 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-28 00:02:00 INFO: skip by not found init order into storage 2020-05-28 00:02:00 INFO: clearing end 2020-05-28 00:02:00 INFO: 2020-05-28 00:02:00 INFO: 2020-05-28 00:02:00 INFO: 2020-05-28 00:02:00 INFO: 2020-05-28 01:00:20 INFO: 2020-05-28 01:00:20 INFO: 2020-05-28 01:00:20 INFO: 2020-05-28 01:00:20 INFO: 2020-05-28 01:00:20 INFO: init new order start 2020-05-28 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.65, 'high': 206.65, 'low': 205.45, 'close': 205.65, 'trades': 1876, 'volume': 2460471, 'vwap': 205.96, 'lastSize': 289, 'turnover': 50675389805, 'homeNotional': 22418.593529369107, 'foreignNotional': 4617314.13349567}, {'timestamp': datetime.datetime(2020, 5, 27, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.55, 'high': 206.9, 'low': 206.6, 'close': 206.65, 'trades': 1271, 'volume': 1178357, 'vwap': 206.77, 'lastSize': 10, 'turnover': 24364686985, 'homeNotional': 10797.934564944644, 'foreignNotional': 2232670.598895414}, {'timestamp': datetime.datetime(2020, 5, 27, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.0, 'high': 207.05, 'low': 206.1, 'close': 206.55, 'trades': 1972, 'volume': 2375903, 'vwap': 206.4, 'lastSize': 2000, 'turnover': 49037752015, 'homeNotional': 21749.542916944778, 'foreignNotional': 4489028.9812141415}] 2020-05-28 01:00:20 INFO: prepare candles [CandleItem(low=205.45, high=206.65, open=206.65, close=205.65, color='RED'), CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN'), CandleItem(low=206.1, high=207.05, open=207.0, close=206.55, color='RED')] 2020-05-28 01:00:20 INFO: skip by colors first_candle=CandleItem(low=206.1, high=207.05, open=207.0, close=206.55, color='RED') second_candle=CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN') last_candle=CandleItem(low=205.45, high=206.65, open=206.65, close=205.65, color='RED') 2020-05-28 01:00:20 INFO: check need new order None 2020-05-28 01:00:20 INFO: init new order end 2020-05-28 01:00:20 INFO: 2020-05-28 01:00:20 INFO: 2020-05-28 01:00:20 INFO: 2020-05-28 01:00:20 INFO: 2020-05-28 01:02:00 INFO: 2020-05-28 01:02:00 INFO: 2020-05-28 01:02:00 INFO: 2020-05-28 01:02:00 INFO: 2020-05-28 01:02:00 INFO: clearing start 2020-05-28 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 01:02:00 INFO: skip by not found init order into storage 2020-05-28 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 01:02:00 INFO: skip by not found init order into storage 2020-05-28 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-28 01:02:00 INFO: skip by not found init order into storage 2020-05-28 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-28 01:02:00 INFO: skip by not found init order into storage 2020-05-28 01:02:00 INFO: clearing end 2020-05-28 01:02:00 INFO: 2020-05-28 01:02:00 INFO: 2020-05-28 01:02:00 INFO: 2020-05-28 01:02:00 INFO: 2020-05-28 02:00:20 INFO: 2020-05-28 02:00:20 INFO: 2020-05-28 02:00:20 INFO: 2020-05-28 02:00:20 INFO: 2020-05-28 02:00:20 INFO: init new order start 2020-05-28 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 27, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.65, 'high': 206.75, 'low': 205.5, 'close': 206.3, 'trades': 1629, 'volume': 2513848, 'vwap': 206.34, 'lastSize': 1, 'turnover': 51869290900, 'homeNotional': 22876.088322193766, 'foreignNotional': 4720131.825192356}, {'timestamp': datetime.datetime(2020, 5, 27, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.65, 'high': 206.65, 'low': 205.45, 'close': 205.65, 'trades': 1876, 'volume': 2460471, 'vwap': 205.96, 'lastSize': 289, 'turnover': 50675389805, 'homeNotional': 22418.593529369107, 'foreignNotional': 4617314.13349567}, {'timestamp': datetime.datetime(2020, 5, 27, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.55, 'high': 206.9, 'low': 206.6, 'close': 206.65, 'trades': 1271, 'volume': 1178357, 'vwap': 206.77, 'lastSize': 10, 'turnover': 24364686985, 'homeNotional': 10797.934564944644, 'foreignNotional': 2232670.598895414}] 2020-05-28 02:00:20 INFO: prepare candles [CandleItem(low=205.5, high=206.75, open=205.65, close=206.3, color='GREEN'), CandleItem(low=205.45, high=206.65, open=206.65, close=205.65, color='RED'), CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN')] 2020-05-28 02:00:20 INFO: skip by colors first_candle=CandleItem(low=206.6, high=206.9, open=206.55, close=206.65, color='GREEN') second_candle=CandleItem(low=205.45, high=206.65, open=206.65, close=205.65, color='RED') last_candle=CandleItem(low=205.5, high=206.75, open=205.65, close=206.3, color='GREEN') 2020-05-28 02:00:20 INFO: check need new order None 2020-05-28 02:00:20 INFO: init new order end 2020-05-28 02:00:20 INFO: 2020-05-28 02:00:20 INFO: 2020-05-28 02:00:20 INFO: 2020-05-28 02:00:20 INFO: 2020-05-28 02:02:00 INFO: 2020-05-28 02:02:00 INFO: 2020-05-28 02:02:00 INFO: 2020-05-28 02:02:00 INFO: 2020-05-28 02:02:00 INFO: clearing start 2020-05-28 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 02:02:00 INFO: skip by not found init order into storage 2020-05-28 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 02:02:00 INFO: skip by not found init order into storage 2020-05-28 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc())} 2020-05-28 02:02:00 INFO: skip by not found init order into storage 2020-05-28 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 208.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 1, 0, 21, 276000, tzinfo=tzutc())} 2020-05-28 02:02:00 INFO: skip by not found init order into storage 2020-05-28 02:02:00 INFO: clearing end 2020-05-28 02:02:00 INFO: 2020-05-28 02:02:00 INFO: 2020-05-28 02:02:00 INFO: 2020-05-28 02:02:00 INFO: 2020-05-28 02:36:01 INFO: process event {'orderID': '359625db-a378-a6c7-316e-b4be72f673e8', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 9, 'avgPx': 208.95, 'timestamp': '2020-05-27T23:36:01.623Z', 'clOrdID': 'bc022152528e4f3b97aefc7f33e452fc', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-28 02:36:01 INFO: add new event={'uid': 'bc022152528e4f3b97aefc7f33e452fc', 'status': 'Filled'} 2020-05-28 02:36:02 INFO: 2020-05-28 02:36:02 INFO: 2020-05-28 02:36:02 INFO: 2020-05-28 02:36:02 INFO: 2020-05-28 02:36:02 INFO: process event start 2020-05-28 02:36:02 INFO: fetch new order event bc022152528e4f3b97aefc7f33e452fc 2020-05-28 02:36:02 INFO: fetch orders by event init=None profit_pair=33337c43dcbb4c9ebd05a0ce6398100a 2020-05-28 02:36:02 INFO: process profit order filled 2020-05-28 02:36:03 INFO: cancel order=33337c43dcbb4c9ebd05a0ce6398100a [{'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 201.15, '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, 5, 27, 1, 0, 21, 236000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 27, 23, 36, 3, 935000, tzinfo=tzutc())}] 2020-05-28 02:36:03 INFO: end process event_processing_result='proceed profit order' 2020-05-28 02:36:03 INFO: 2020-05-28 02:36:03 INFO: 2020-05-28 02:36:03 INFO: 2020-05-28 02:36:03 INFO: 2020-05-28 02:36:03 INFO: process event {'orderID': '1e63917c-e23e-12cf-d98d-a65415bbe58c', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-05-27T23:36:03.935Z', 'clOrdID': '33337c43dcbb4c9ebd05a0ce6398100a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-28 02:36:03 INFO: skip event 33337c43dcbb4c9ebd05a0ce6398100a Canceled 2020-05-28 03:00:20 INFO: 2020-05-28 03:00:20 INFO: 2020-05-28 03:00:20 INFO: 2020-05-28 03:00:20 INFO: 2020-05-28 03:00:20 INFO: init new order start 2020-05-28 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.3, 'high': 208.95, 'low': 206.1, 'close': 208.6, 'trades': 4361, 'volume': 4464596, 'vwap': 207.83, 'lastSize': 150, 'turnover': 92783933365, 'homeNotional': 40903.79470667196, 'foreignNotional': 8500750.593313476}, {'timestamp': datetime.datetime(2020, 5, 27, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.65, 'high': 206.75, 'low': 205.5, 'close': 206.3, 'trades': 1629, 'volume': 2513848, 'vwap': 206.34, 'lastSize': 1, 'turnover': 51869290900, 'homeNotional': 22876.088322193766, 'foreignNotional': 4720131.825192356}, {'timestamp': datetime.datetime(2020, 5, 27, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.65, 'high': 206.65, 'low': 205.45, 'close': 205.65, 'trades': 1876, 'volume': 2460471, 'vwap': 205.96, 'lastSize': 289, 'turnover': 50675389805, 'homeNotional': 22418.593529369107, 'foreignNotional': 4617314.13349567}] 2020-05-28 03:00:20 INFO: prepare candles [CandleItem(low=206.1, high=208.95, open=206.3, close=208.6, color='GREEN'), CandleItem(low=205.5, high=206.75, open=205.65, close=206.3, color='GREEN'), CandleItem(low=205.45, high=206.65, open=206.65, close=205.65, color='RED')] 2020-05-28 03:00:20 INFO: skip by colors first_candle=CandleItem(low=205.45, high=206.65, open=206.65, close=205.65, color='RED') second_candle=CandleItem(low=205.5, high=206.75, open=205.65, close=206.3, color='GREEN') last_candle=CandleItem(low=206.1, high=208.95, open=206.3, close=208.6, color='GREEN') 2020-05-28 03:00:20 INFO: check need new order None 2020-05-28 03:00:20 INFO: init new order end 2020-05-28 03:00:20 INFO: 2020-05-28 03:00:20 INFO: 2020-05-28 03:00:20 INFO: 2020-05-28 03:00:20 INFO: 2020-05-28 03:02:00 INFO: 2020-05-28 03:02:00 INFO: 2020-05-28 03:02:00 INFO: 2020-05-28 03:02:00 INFO: 2020-05-28 03:02:00 INFO: clearing start 2020-05-28 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 03:02:00 INFO: skip by not found init order into storage 2020-05-28 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 03:02:00 INFO: skip by not found init order into storage 2020-05-28 03:02:00 INFO: clearing end 2020-05-28 03:02:00 INFO: 2020-05-28 03:02:00 INFO: 2020-05-28 03:02:00 INFO: 2020-05-28 03:02:00 INFO: 2020-05-28 04:00:20 INFO: 2020-05-28 04:00:20 INFO: 2020-05-28 04:00:20 INFO: 2020-05-28 04:00:20 INFO: 2020-05-28 04:00:20 INFO: init new order start 2020-05-28 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.6, 'high': 209.35, 'low': 207.6, 'close': 209.25, 'trades': 3270, 'volume': 3497066, 'vwap': 208.27, 'lastSize': 5, 'turnover': 72831557325, 'homeNotional': 32175.927687126645, 'foreignNotional': 6701137.634384938}, {'timestamp': datetime.datetime(2020, 5, 28, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.3, 'high': 208.95, 'low': 206.1, 'close': 208.6, 'trades': 4361, 'volume': 4464596, 'vwap': 207.83, 'lastSize': 150, 'turnover': 92783933365, 'homeNotional': 40903.79470667196, 'foreignNotional': 8500750.593313476}, {'timestamp': datetime.datetime(2020, 5, 27, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.65, 'high': 206.75, 'low': 205.5, 'close': 206.3, 'trades': 1629, 'volume': 2513848, 'vwap': 206.34, 'lastSize': 1, 'turnover': 51869290900, 'homeNotional': 22876.088322193766, 'foreignNotional': 4720131.825192356}] 2020-05-28 04:00:21 INFO: prepare candles [CandleItem(low=207.6, high=209.35, open=208.6, close=209.25, color='GREEN'), CandleItem(low=206.1, high=208.95, open=206.3, close=208.6, color='GREEN'), CandleItem(low=205.5, high=206.75, open=205.65, close=206.3, color='GREEN')] 2020-05-28 04:00:21 INFO: skip by colors first_candle=CandleItem(low=205.5, high=206.75, open=205.65, close=206.3, color='GREEN') second_candle=CandleItem(low=206.1, high=208.95, open=206.3, close=208.6, color='GREEN') last_candle=CandleItem(low=207.6, high=209.35, open=208.6, close=209.25, color='GREEN') 2020-05-28 04:00:21 INFO: check need new order None 2020-05-28 04:00:21 INFO: init new order end 2020-05-28 04:00:21 INFO: 2020-05-28 04:00:21 INFO: 2020-05-28 04:00:21 INFO: 2020-05-28 04:00:21 INFO: 2020-05-28 04:02:00 INFO: 2020-05-28 04:02:00 INFO: 2020-05-28 04:02:00 INFO: 2020-05-28 04:02:00 INFO: 2020-05-28 04:02:00 INFO: clearing start 2020-05-28 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 04:02:00 INFO: skip by not found init order into storage 2020-05-28 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 04:02:00 INFO: skip by not found init order into storage 2020-05-28 04:02:00 INFO: clearing end 2020-05-28 04:02:00 INFO: 2020-05-28 04:02:00 INFO: 2020-05-28 04:02:00 INFO: 2020-05-28 04:02:00 INFO: 2020-05-28 05:00:20 INFO: 2020-05-28 05:00:20 INFO: 2020-05-28 05:00:20 INFO: 2020-05-28 05:00:20 INFO: 2020-05-28 05:00:20 INFO: init new order start 2020-05-28 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.25, 'high': 209.3, 'low': 207.55, 'close': 207.6, 'trades': 2153, 'volume': 2422561, 'vwap': 208.49, 'lastSize': 340, 'turnover': 50505961620, 'homeNotional': 22410.944260427448, 'foreignNotional': 4672288.34607713}, {'timestamp': datetime.datetime(2020, 5, 28, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.6, 'high': 209.35, 'low': 207.6, 'close': 209.25, 'trades': 3270, 'volume': 3497066, 'vwap': 208.27, 'lastSize': 5, 'turnover': 72831557325, 'homeNotional': 32175.927687126645, 'foreignNotional': 6701137.634384938}, {'timestamp': datetime.datetime(2020, 5, 28, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.3, 'high': 208.95, 'low': 206.1, 'close': 208.6, 'trades': 4361, 'volume': 4464596, 'vwap': 207.83, 'lastSize': 150, 'turnover': 92783933365, 'homeNotional': 40903.79470667196, 'foreignNotional': 8500750.593313476}] 2020-05-28 05:00:20 INFO: prepare candles [CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED'), CandleItem(low=207.6, high=209.35, open=208.6, close=209.25, color='GREEN'), CandleItem(low=206.1, high=208.95, open=206.3, close=208.6, color='GREEN')] 2020-05-28 05:00:20 INFO: last_candle=CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED') 2020-05-28 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))) 2020-05-28 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=207.55, high=209.3, open=209.25, close=207.6, color='RED') 2020-05-28 05:00:20 INFO: skip by CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 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))) 2020-05-28 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=207.55, high=209.3, open=209.25, close=207.6, color='RED') 2020-05-28 05:00:20 INFO: skip by CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 05:00:20 INFO: not found applicable config for candle 2020-05-28 05:00:20 INFO: check need new order None 2020-05-28 05:00:20 INFO: init new order end 2020-05-28 05:00:20 INFO: 2020-05-28 05:00:20 INFO: 2020-05-28 05:00:20 INFO: 2020-05-28 05:00:20 INFO: 2020-05-28 05:02:00 INFO: 2020-05-28 05:02:00 INFO: 2020-05-28 05:02:00 INFO: 2020-05-28 05:02:00 INFO: 2020-05-28 05:02:00 INFO: clearing start 2020-05-28 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 05:02:00 INFO: skip by not found init order into storage 2020-05-28 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 05:02:00 INFO: skip by not found init order into storage 2020-05-28 05:02:00 INFO: clearing end 2020-05-28 05:02:00 INFO: 2020-05-28 05:02:00 INFO: 2020-05-28 05:02:00 INFO: 2020-05-28 05:02:00 INFO: 2020-05-28 06:00:20 INFO: 2020-05-28 06:00:20 INFO: 2020-05-28 06:00:20 INFO: 2020-05-28 06:00:20 INFO: 2020-05-28 06:00:20 INFO: init new order start 2020-05-28 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 207.7, 'low': 206.55, 'close': 207.55, 'trades': 2151, 'volume': 2674014, 'vwap': 207.25, 'lastSize': 1, 'turnover': 55416614650, 'homeNotional': 24608.97832276998, 'foreignNotional': 5100007.435517628}, {'timestamp': datetime.datetime(2020, 5, 28, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.25, 'high': 209.3, 'low': 207.55, 'close': 207.6, 'trades': 2153, 'volume': 2422561, 'vwap': 208.49, 'lastSize': 340, 'turnover': 50505961620, 'homeNotional': 22410.944260427448, 'foreignNotional': 4672288.34607713}, {'timestamp': datetime.datetime(2020, 5, 28, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.6, 'high': 209.35, 'low': 207.6, 'close': 209.25, 'trades': 3270, 'volume': 3497066, 'vwap': 208.27, 'lastSize': 5, 'turnover': 72831557325, 'homeNotional': 32175.927687126645, 'foreignNotional': 6701137.634384938}] 2020-05-28 06:00:20 INFO: prepare candles [CandleItem(low=206.55, high=207.7, open=207.6, close=207.55, color='RED'), CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED'), CandleItem(low=207.6, high=209.35, open=208.6, close=209.25, color='GREEN')] 2020-05-28 06:00:20 INFO: skip by colors first_candle=CandleItem(low=207.6, high=209.35, open=208.6, close=209.25, color='GREEN') second_candle=CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED') last_candle=CandleItem(low=206.55, high=207.7, open=207.6, close=207.55, color='RED') 2020-05-28 06:00:20 INFO: check need new order None 2020-05-28 06:00:20 INFO: init new order end 2020-05-28 06:00:20 INFO: 2020-05-28 06:00:20 INFO: 2020-05-28 06:00:20 INFO: 2020-05-28 06:00:20 INFO: 2020-05-28 06:02:00 INFO: 2020-05-28 06:02:00 INFO: 2020-05-28 06:02:00 INFO: 2020-05-28 06:02:00 INFO: 2020-05-28 06:02:00 INFO: clearing start 2020-05-28 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 06:02:00 INFO: skip by not found init order into storage 2020-05-28 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 06:02:00 INFO: skip by not found init order into storage 2020-05-28 06:02:00 INFO: clearing end 2020-05-28 06:02:00 INFO: 2020-05-28 06:02:00 INFO: 2020-05-28 06:02:00 INFO: 2020-05-28 06:02:00 INFO: 2020-05-28 07:00:20 INFO: 2020-05-28 07:00:20 INFO: 2020-05-28 07:00:20 INFO: 2020-05-28 07:00:20 INFO: 2020-05-28 07:00:20 INFO: init new order start 2020-05-28 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.55, 'high': 207.55, 'low': 206.4, 'close': 206.4, 'trades': 1362, 'volume': 2026966, 'vwap': 206.84, 'lastSize': 500, 'turnover': 41924954505, 'homeNotional': 18606.725298991707, 'foreignNotional': 3848546.62445877}, {'timestamp': datetime.datetime(2020, 5, 28, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 207.7, 'low': 206.55, 'close': 207.55, 'trades': 2151, 'volume': 2674014, 'vwap': 207.25, 'lastSize': 1, 'turnover': 55416614650, 'homeNotional': 24608.97832276998, 'foreignNotional': 5100007.435517628}, {'timestamp': datetime.datetime(2020, 5, 28, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.25, 'high': 209.3, 'low': 207.55, 'close': 207.6, 'trades': 2153, 'volume': 2422561, 'vwap': 208.49, 'lastSize': 340, 'turnover': 50505961620, 'homeNotional': 22410.944260427448, 'foreignNotional': 4672288.34607713}] 2020-05-28 07:00:21 INFO: prepare candles [CandleItem(low=206.4, high=207.55, open=207.55, close=206.4, color='RED'), CandleItem(low=206.55, high=207.7, open=207.6, close=207.55, color='RED'), CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED')] 2020-05-28 07:00:21 INFO: skip by colors first_candle=CandleItem(low=207.55, high=209.3, open=209.25, close=207.6, color='RED') second_candle=CandleItem(low=206.55, high=207.7, open=207.6, close=207.55, color='RED') last_candle=CandleItem(low=206.4, high=207.55, open=207.55, close=206.4, color='RED') 2020-05-28 07:00:21 INFO: check need new order None 2020-05-28 07:00:21 INFO: init new order end 2020-05-28 07:00:21 INFO: 2020-05-28 07:00:21 INFO: 2020-05-28 07:00:21 INFO: 2020-05-28 07:00:21 INFO: 2020-05-28 07:02:00 INFO: 2020-05-28 07:02:00 INFO: 2020-05-28 07:02:00 INFO: 2020-05-28 07:02:00 INFO: 2020-05-28 07:02:00 INFO: clearing start 2020-05-28 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 07:02:00 INFO: skip by not found init order into storage 2020-05-28 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 07:02:00 INFO: skip by not found init order into storage 2020-05-28 07:02:00 INFO: clearing end 2020-05-28 07:02:00 INFO: 2020-05-28 07:02:00 INFO: 2020-05-28 07:02:00 INFO: 2020-05-28 07:02:00 INFO: 2020-05-28 08:00:20 INFO: 2020-05-28 08:00:20 INFO: 2020-05-28 08:00:20 INFO: 2020-05-28 08:00:20 INFO: 2020-05-28 08:00:20 INFO: init new order start 2020-05-28 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.15, 'low': 205.1, 'close': 206.45, 'trades': 2655, 'volume': 2921799, 'vwap': 206.38, 'lastSize': 1300, 'turnover': 60299236645, 'homeNotional': 26791.319105360624, 'foreignNotional': 5529130.006520163}, {'timestamp': datetime.datetime(2020, 5, 28, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.55, 'high': 207.55, 'low': 206.4, 'close': 206.4, 'trades': 1362, 'volume': 2026966, 'vwap': 206.84, 'lastSize': 500, 'turnover': 41924954505, 'homeNotional': 18606.725298991707, 'foreignNotional': 3848546.62445877}, {'timestamp': datetime.datetime(2020, 5, 28, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 207.7, 'low': 206.55, 'close': 207.55, 'trades': 2151, 'volume': 2674014, 'vwap': 207.25, 'lastSize': 1, 'turnover': 55416614650, 'homeNotional': 24608.97832276998, 'foreignNotional': 5100007.435517628}] 2020-05-28 08:00:20 INFO: prepare candles [CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN'), CandleItem(low=206.4, high=207.55, open=207.55, close=206.4, color='RED'), CandleItem(low=206.55, high=207.7, open=207.6, close=207.55, color='RED')] 2020-05-28 08:00:20 INFO: last_candle=CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN') 2020-05-28 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))) 2020-05-28 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=205.1, high=207.15, open=206.4, close=206.45, color='GREEN') 2020-05-28 08:00:20 INFO: skip by CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 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))) 2020-05-28 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=205.1, high=207.15, open=206.4, close=206.45, color='GREEN') 2020-05-28 08:00:20 INFO: skip by CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 08:00:20 INFO: not found applicable config for candle 2020-05-28 08:00:20 INFO: check need new order None 2020-05-28 08:00:20 INFO: init new order end 2020-05-28 08:00:20 INFO: 2020-05-28 08:00:20 INFO: 2020-05-28 08:00:20 INFO: 2020-05-28 08:00:20 INFO: 2020-05-28 08:02:00 INFO: 2020-05-28 08:02:00 INFO: 2020-05-28 08:02:00 INFO: 2020-05-28 08:02:00 INFO: 2020-05-28 08:02:00 INFO: clearing start 2020-05-28 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 08:02:00 INFO: skip by not found init order into storage 2020-05-28 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 08:02:00 INFO: skip by not found init order into storage 2020-05-28 08:02:00 INFO: clearing end 2020-05-28 08:02:00 INFO: 2020-05-28 08:02:00 INFO: 2020-05-28 08:02:00 INFO: 2020-05-28 08:02:00 INFO: 2020-05-28 09:00:20 INFO: 2020-05-28 09:00:20 INFO: 2020-05-28 09:00:20 INFO: 2020-05-28 09:00:20 INFO: 2020-05-28 09:00:20 INFO: init new order start 2020-05-28 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.7, 'low': 205.8, 'close': 206.5, 'trades': 2217, 'volume': 3317075, 'vwap': 206.28, 'lastSize': 1, 'turnover': 68421844960, 'homeNotional': 30376.06819941056, 'foreignNotional': 6265726.864726901}, {'timestamp': datetime.datetime(2020, 5, 28, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.15, 'low': 205.1, 'close': 206.45, 'trades': 2655, 'volume': 2921799, 'vwap': 206.38, 'lastSize': 1300, 'turnover': 60299236645, 'homeNotional': 26791.319105360624, 'foreignNotional': 5529130.006520163}, {'timestamp': datetime.datetime(2020, 5, 28, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.55, 'high': 207.55, 'low': 206.4, 'close': 206.4, 'trades': 1362, 'volume': 2026966, 'vwap': 206.84, 'lastSize': 500, 'turnover': 41924954505, 'homeNotional': 18606.725298991707, 'foreignNotional': 3848546.62445877}] 2020-05-28 09:00:21 INFO: prepare candles [CandleItem(low=205.8, high=206.7, open=206.45, close=206.5, color='GREEN'), CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN'), CandleItem(low=206.4, high=207.55, open=207.55, close=206.4, color='RED')] 2020-05-28 09:00:21 INFO: skip by colors first_candle=CandleItem(low=206.4, high=207.55, open=207.55, close=206.4, color='RED') second_candle=CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN') last_candle=CandleItem(low=205.8, high=206.7, open=206.45, close=206.5, color='GREEN') 2020-05-28 09:00:21 INFO: check need new order None 2020-05-28 09:00:21 INFO: init new order end 2020-05-28 09:00:21 INFO: 2020-05-28 09:00:21 INFO: 2020-05-28 09:00:21 INFO: 2020-05-28 09:00:21 INFO: 2020-05-28 09:02:00 INFO: 2020-05-28 09:02:00 INFO: 2020-05-28 09:02:00 INFO: 2020-05-28 09:02:00 INFO: 2020-05-28 09:02:00 INFO: clearing start 2020-05-28 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 09:02:00 INFO: skip by not found init order into storage 2020-05-28 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 09:02:00 INFO: skip by not found init order into storage 2020-05-28 09:02:00 INFO: clearing end 2020-05-28 09:02:00 INFO: 2020-05-28 09:02:00 INFO: 2020-05-28 09:02:00 INFO: 2020-05-28 09:02:00 INFO: 2020-05-28 10:00:20 INFO: 2020-05-28 10:00:20 INFO: 2020-05-28 10:00:20 INFO: 2020-05-28 10:00:20 INFO: 2020-05-28 10:00:20 INFO: init new order start 2020-05-28 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.5, 'high': 206.7, 'low': 206.05, 'close': 206.7, 'trades': 1990, 'volume': 1698600, 'vwap': 206.41, 'lastSize': 310, 'turnover': 35059214310, 'homeNotional': 15562.539054306351, 'foreignNotional': 3212119.2716526687}, {'timestamp': datetime.datetime(2020, 5, 28, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.7, 'low': 205.8, 'close': 206.5, 'trades': 2217, 'volume': 3317075, 'vwap': 206.28, 'lastSize': 1, 'turnover': 68421844960, 'homeNotional': 30376.06819941056, 'foreignNotional': 6265726.864726901}, {'timestamp': datetime.datetime(2020, 5, 28, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.15, 'low': 205.1, 'close': 206.45, 'trades': 2655, 'volume': 2921799, 'vwap': 206.38, 'lastSize': 1300, 'turnover': 60299236645, 'homeNotional': 26791.319105360624, 'foreignNotional': 5529130.006520163}] 2020-05-28 10:00:20 INFO: prepare candles [CandleItem(low=206.05, high=206.7, open=206.5, close=206.7, color='GREEN'), CandleItem(low=205.8, high=206.7, open=206.45, close=206.5, color='GREEN'), CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN')] 2020-05-28 10:00:20 INFO: skip by colors first_candle=CandleItem(low=205.1, high=207.15, open=206.4, close=206.45, color='GREEN') second_candle=CandleItem(low=205.8, high=206.7, open=206.45, close=206.5, color='GREEN') last_candle=CandleItem(low=206.05, high=206.7, open=206.5, close=206.7, color='GREEN') 2020-05-28 10:00:20 INFO: check need new order None 2020-05-28 10:00:20 INFO: init new order end 2020-05-28 10:00:20 INFO: 2020-05-28 10:00:20 INFO: 2020-05-28 10:00:20 INFO: 2020-05-28 10:00:20 INFO: 2020-05-28 10:02:00 INFO: 2020-05-28 10:02:00 INFO: 2020-05-28 10:02:00 INFO: 2020-05-28 10:02:00 INFO: 2020-05-28 10:02:00 INFO: clearing start 2020-05-28 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 10:02:00 INFO: skip by not found init order into storage 2020-05-28 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 10:02:00 INFO: skip by not found init order into storage 2020-05-28 10:02:00 INFO: clearing end 2020-05-28 10:02:00 INFO: 2020-05-28 10:02:00 INFO: 2020-05-28 10:02:00 INFO: 2020-05-28 10:02:00 INFO: 2020-05-28 11:00:20 INFO: 2020-05-28 11:00:20 INFO: 2020-05-28 11:00:20 INFO: 2020-05-28 11:00:20 INFO: 2020-05-28 11:00:20 INFO: init new order start 2020-05-28 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.7, 'high': 206.8, 'low': 204.6, 'close': 205.25, 'trades': 4200, 'volume': 4870242, 'vwap': 205.54, 'lastSize': 50, 'turnover': 100102866100, 'homeNotional': 44547.84265668847, 'foreignNotional': 9156394.357864212}, {'timestamp': datetime.datetime(2020, 5, 28, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.5, 'high': 206.7, 'low': 206.05, 'close': 206.7, 'trades': 1990, 'volume': 1698600, 'vwap': 206.41, 'lastSize': 310, 'turnover': 35059214310, 'homeNotional': 15562.539054306351, 'foreignNotional': 3212119.2716526687}, {'timestamp': datetime.datetime(2020, 5, 28, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 206.7, 'low': 205.8, 'close': 206.5, 'trades': 2217, 'volume': 3317075, 'vwap': 206.28, 'lastSize': 1, 'turnover': 68421844960, 'homeNotional': 30376.06819941056, 'foreignNotional': 6265726.864726901}] 2020-05-28 11:00:20 INFO: prepare candles [CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED'), CandleItem(low=206.05, high=206.7, open=206.5, close=206.7, color='GREEN'), CandleItem(low=205.8, high=206.7, open=206.45, close=206.5, color='GREEN')] 2020-05-28 11:00:20 INFO: last_candle=CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED') 2020-05-28 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))) 2020-05-28 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=204.6, high=206.8, open=206.7, close=205.25, color='RED') 2020-05-28 11:00:20 INFO: skip by CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 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))) 2020-05-28 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=204.6, high=206.8, open=206.7, close=205.25, color='RED') 2020-05-28 11:00:20 INFO: skip by CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 11:00:20 INFO: not found applicable config for candle 2020-05-28 11:00:20 INFO: check need new order None 2020-05-28 11:00:20 INFO: init new order end 2020-05-28 11:00:20 INFO: 2020-05-28 11:00:20 INFO: 2020-05-28 11:00:20 INFO: 2020-05-28 11:00:20 INFO: 2020-05-28 11:02:00 INFO: 2020-05-28 11:02:00 INFO: 2020-05-28 11:02:00 INFO: 2020-05-28 11:02:00 INFO: 2020-05-28 11:02:00 INFO: clearing start 2020-05-28 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 11:02:00 INFO: skip by not found init order into storage 2020-05-28 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 11:02:00 INFO: skip by not found init order into storage 2020-05-28 11:02:00 INFO: clearing end 2020-05-28 11:02:00 INFO: 2020-05-28 11:02:00 INFO: 2020-05-28 11:02:00 INFO: 2020-05-28 11:02:00 INFO: 2020-05-28 11:49:43 ERROR: Error : Connection is already closed. 2020-05-28 11:49:43 ERROR: error from callback >: Connection is already closed. 2020-05-28 11:49:43 INFO: Websocket Closed 2020-05-28 11:49:43 WARNING: reconnect to socket 2020-05-28 11:49:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-05-28 11:49:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-05-28 11:49:43 INFO: Authenticating with API Key. 2020-05-28 11:49:44 INFO: Connected to WS. 2020-05-28 12:00:20 INFO: 2020-05-28 12:00:20 INFO: 2020-05-28 12:00:20 INFO: 2020-05-28 12:00:20 INFO: 2020-05-28 12:00:20 INFO: init new order start 2020-05-28 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.25, 'high': 206.45, 'low': 204.55, 'close': 206.4, 'trades': 2974, 'volume': 3672180, 'vwap': 205.39, 'lastSize': 200, 'turnover': 75421757085, 'homeNotional': 33584.51099933103, 'foreignNotional': 6897857.723982453}, {'timestamp': datetime.datetime(2020, 5, 28, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.7, 'high': 206.8, 'low': 204.6, 'close': 205.25, 'trades': 4200, 'volume': 4870242, 'vwap': 205.54, 'lastSize': 50, 'turnover': 100102866100, 'homeNotional': 44547.84265668847, 'foreignNotional': 9156394.357864212}, {'timestamp': datetime.datetime(2020, 5, 28, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.5, 'high': 206.7, 'low': 206.05, 'close': 206.7, 'trades': 1990, 'volume': 1698600, 'vwap': 206.41, 'lastSize': 310, 'turnover': 35059214310, 'homeNotional': 15562.539054306351, 'foreignNotional': 3212119.2716526687}] 2020-05-28 12:00:20 INFO: prepare candles [CandleItem(low=204.55, high=206.45, open=205.25, close=206.4, color='GREEN'), CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED'), CandleItem(low=206.05, high=206.7, open=206.5, close=206.7, color='GREEN')] 2020-05-28 12:00:20 INFO: skip by colors first_candle=CandleItem(low=206.05, high=206.7, open=206.5, close=206.7, color='GREEN') second_candle=CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED') last_candle=CandleItem(low=204.55, high=206.45, open=205.25, close=206.4, color='GREEN') 2020-05-28 12:00:20 INFO: check need new order None 2020-05-28 12:00:20 INFO: init new order end 2020-05-28 12:00:20 INFO: 2020-05-28 12:00:20 INFO: 2020-05-28 12:00:20 INFO: 2020-05-28 12:00:20 INFO: 2020-05-28 12:02:00 INFO: 2020-05-28 12:02:00 INFO: 2020-05-28 12:02:00 INFO: 2020-05-28 12:02:00 INFO: 2020-05-28 12:02:00 INFO: clearing start 2020-05-28 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 12:02:00 INFO: skip by not found init order into storage 2020-05-28 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 12:02:00 INFO: skip by not found init order into storage 2020-05-28 12:02:00 INFO: clearing end 2020-05-28 12:02:00 INFO: 2020-05-28 12:02:00 INFO: 2020-05-28 12:02:00 INFO: 2020-05-28 12:02:00 INFO: 2020-05-28 13:00:20 INFO: 2020-05-28 13:00:20 INFO: 2020-05-28 13:00:20 INFO: 2020-05-28 13:00:20 INFO: 2020-05-28 13:00:20 INFO: init new order start 2020-05-28 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 206.95, 'low': 206.0, 'close': 206.95, 'trades': 1655, 'volume': 1518907, 'vwap': 206.43, 'lastSize': 1000, 'turnover': 31354471995, 'homeNotional': 13954.686507946162, 'foreignNotional': 2880637.5226183594}, {'timestamp': datetime.datetime(2020, 5, 28, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.25, 'high': 206.45, 'low': 204.55, 'close': 206.4, 'trades': 2974, 'volume': 3672180, 'vwap': 205.39, 'lastSize': 200, 'turnover': 75421757085, 'homeNotional': 33584.51099933103, 'foreignNotional': 6897857.723982453}, {'timestamp': datetime.datetime(2020, 5, 28, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.7, 'high': 206.8, 'low': 204.6, 'close': 205.25, 'trades': 4200, 'volume': 4870242, 'vwap': 205.54, 'lastSize': 50, 'turnover': 100102866100, 'homeNotional': 44547.84265668847, 'foreignNotional': 9156394.357864212}] 2020-05-28 13:00:20 INFO: prepare candles [CandleItem(low=206.0, high=206.95, open=206.4, close=206.95, color='GREEN'), CandleItem(low=204.55, high=206.45, open=205.25, close=206.4, color='GREEN'), CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED')] 2020-05-28 13:00:20 INFO: skip by colors first_candle=CandleItem(low=204.6, high=206.8, open=206.7, close=205.25, color='RED') second_candle=CandleItem(low=204.55, high=206.45, open=205.25, close=206.4, color='GREEN') last_candle=CandleItem(low=206.0, high=206.95, open=206.4, close=206.95, color='GREEN') 2020-05-28 13:00:20 INFO: check need new order None 2020-05-28 13:00:20 INFO: init new order end 2020-05-28 13:00:20 INFO: 2020-05-28 13:00:20 INFO: 2020-05-28 13:00:20 INFO: 2020-05-28 13:00:20 INFO: 2020-05-28 13:02:00 INFO: 2020-05-28 13:02:00 INFO: 2020-05-28 13:02:00 INFO: 2020-05-28 13:02:00 INFO: 2020-05-28 13:02:00 INFO: clearing start 2020-05-28 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 13:02:00 INFO: skip by not found init order into storage 2020-05-28 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 13:02:00 INFO: skip by not found init order into storage 2020-05-28 13:02:00 INFO: clearing end 2020-05-28 13:02:00 INFO: 2020-05-28 13:02:00 INFO: 2020-05-28 13:02:00 INFO: 2020-05-28 13:02:00 INFO: 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: init new order start 2020-05-28 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.0, 'low': 206.1, 'close': 206.1, 'trades': 1349, 'volume': 1460455, 'vwap': 206.65, 'lastSize': 1256, 'turnover': 30178990060, 'homeNotional': 13412.36285959535, 'foreignNotional': 2771547.5964280586}, {'timestamp': datetime.datetime(2020, 5, 28, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 206.95, 'low': 206.0, 'close': 206.95, 'trades': 1655, 'volume': 1518907, 'vwap': 206.43, 'lastSize': 1000, 'turnover': 31354471995, 'homeNotional': 13954.686507946162, 'foreignNotional': 2880637.5226183594}, {'timestamp': datetime.datetime(2020, 5, 28, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.25, 'high': 206.45, 'low': 204.55, 'close': 206.4, 'trades': 2974, 'volume': 3672180, 'vwap': 205.39, 'lastSize': 200, 'turnover': 75421757085, 'homeNotional': 33584.51099933103, 'foreignNotional': 6897857.723982453}] 2020-05-28 14:00:20 INFO: prepare candles [CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED'), CandleItem(low=206.0, high=206.95, open=206.4, close=206.95, color='GREEN'), CandleItem(low=204.55, high=206.45, open=205.25, close=206.4, color='GREEN')] 2020-05-28 14:00:20 INFO: last_candle=CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED') 2020-05-28 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))) 2020-05-28 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=206.1, high=207.0, open=206.95, close=206.1, color='RED') 2020-05-28 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=206.0, high=206.95, open=206.4, close=206.95, color='GREEN') 2020-05-28 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=204.55, high=206.45, open=205.25, close=206.4, color='GREEN') 2020-05-28 14:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-28 14:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-28 14:00:20 INFO: place order: start candle=CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED') ticker='ETHUSD' price_offset=0.1 2020-05-28 14:00:20 INFO: place order: side_factor=1 init_trigger_price=206.04999999999998 init_order_price=206.0 stop_price_offset=0.0 candle.size=0.9000000000000057 stop_price=207.0 take_price=200.59999999999997 2020-05-28 14:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('206.049999999999982946974341757595539093017578125') init_order_price=Decimal('206') stop_price_offset=0.0 candle.size=0.9000000000000057 stop_price=Decimal('207') take_price=Decimal('200.59999999999996589394868351519107818603515625') 2020-05-28 14:00:20 INFO: place order: compute qty=-11 2020-05-28 14:00:20 INFO: place order: save order to db aaa3f45a16664151baa51e4c837d0cb5; response=True 2020-05-28 14:00:20 INFO: post order to exchange resp={'orderID': '73aeac6c-da2b-f8a2-0a80-05952bcbfb4a', 'clOrdID': 'aaa3f45a16664151baa51e4c837d0cb5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 206.0, 'displayQty': None, 'stopPx': 206.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc())} 2020-05-28 14:00:20 INFO: place new init order {'qty': -11, 'init_price': Decimal('206.049999999999982946974341757595539093017578125'), 'stop_price': Decimal('207'), 'take_price': Decimal('200.59999999999996589394868351519107818603515625'), 'order_uid': 'aaa3f45a16664151baa51e4c837d0cb5', 'response': {'orderID': '73aeac6c-da2b-f8a2-0a80-05952bcbfb4a', 'clOrdID': 'aaa3f45a16664151baa51e4c837d0cb5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 206.0, 'displayQty': None, 'stopPx': 206.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc())}} 2020-05-28 14:00:20 INFO: init new order end 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: 2020-05-28 14:00:20 INFO: process event {'orderID': '73aeac6c-da2b-f8a2-0a80-05952bcbfb4a', 'clOrdID': 'aaa3f45a16664151baa51e4c837d0cb5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 206, 'displayQty': None, 'stopPx': 206.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-28T11:00:20.608Z', 'timestamp': '2020-05-28T11:00:20.608Z'} 2020-05-28 14:00:20 INFO: skip event aaa3f45a16664151baa51e4c837d0cb5 New 2020-05-28 14:02:00 INFO: 2020-05-28 14:02:00 INFO: 2020-05-28 14:02:00 INFO: 2020-05-28 14:02:00 INFO: 2020-05-28 14:02:00 INFO: clearing start 2020-05-28 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 14:02:00 INFO: skip by not found init order into storage 2020-05-28 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 14:02:00 INFO: skip by not found init order into storage 2020-05-28 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73aeac6c-da2b-f8a2-0a80-05952bcbfb4a', 'clOrdID': 'aaa3f45a16664151baa51e4c837d0cb5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 206.0, 'displayQty': None, 'stopPx': 206.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc())} 2020-05-28 14:02:00 INFO: order time=2020-05-28 11:00:20.608000+00:00; delta from now UTC=0:01:40.181564 time_delta.total_seconds()=100.181564; time_diff_offset='3600' 2020-05-28 14:02:00 INFO: skip by time diff 2020-05-28 11:00:20.608000+00:00 2020-05-28 14:02:00 INFO: clearing end 2020-05-28 14:02:00 INFO: 2020-05-28 14:02:00 INFO: 2020-05-28 14:02:00 INFO: 2020-05-28 14:02:00 INFO: 2020-05-28 15:00:20 INFO: 2020-05-28 15:00:20 INFO: 2020-05-28 15:00:20 INFO: 2020-05-28 15:00:20 INFO: 2020-05-28 15:00:20 INFO: init new order start 2020-05-28 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.1, 'high': 207.5, 'low': 206.1, 'close': 207.5, 'trades': 1995, 'volume': 2752815, 'vwap': 207.13, 'lastSize': 289, 'turnover': 57018885210, 'homeNotional': 25430.02927574543, 'foreignNotional': 5267328.930562962}, {'timestamp': datetime.datetime(2020, 5, 28, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.0, 'low': 206.1, 'close': 206.1, 'trades': 1349, 'volume': 1460455, 'vwap': 206.65, 'lastSize': 1256, 'turnover': 30178990060, 'homeNotional': 13412.36285959535, 'foreignNotional': 2771547.5964280586}, {'timestamp': datetime.datetime(2020, 5, 28, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 206.95, 'low': 206.0, 'close': 206.95, 'trades': 1655, 'volume': 1518907, 'vwap': 206.43, 'lastSize': 1000, 'turnover': 31354471995, 'homeNotional': 13954.686507946162, 'foreignNotional': 2880637.5226183594}] 2020-05-28 15:00:21 INFO: prepare candles [CandleItem(low=206.1, high=207.5, open=206.1, close=207.5, color='GREEN'), CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED'), CandleItem(low=206.0, high=206.95, open=206.4, close=206.95, color='GREEN')] 2020-05-28 15:00:21 INFO: skip by colors first_candle=CandleItem(low=206.0, high=206.95, open=206.4, close=206.95, color='GREEN') second_candle=CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED') last_candle=CandleItem(low=206.1, high=207.5, open=206.1, close=207.5, color='GREEN') 2020-05-28 15:00:21 INFO: check need new order None 2020-05-28 15:00:21 INFO: init new order end 2020-05-28 15:00:21 INFO: 2020-05-28 15:00:21 INFO: 2020-05-28 15:00:21 INFO: 2020-05-28 15:00:21 INFO: 2020-05-28 15:02:00 INFO: 2020-05-28 15:02:00 INFO: 2020-05-28 15:02:00 INFO: 2020-05-28 15:02:00 INFO: 2020-05-28 15:02:00 INFO: clearing start 2020-05-28 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 15:02:00 INFO: skip by not found init order into storage 2020-05-28 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 15:02:00 INFO: skip by not found init order into storage 2020-05-28 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '73aeac6c-da2b-f8a2-0a80-05952bcbfb4a', 'clOrdID': 'aaa3f45a16664151baa51e4c837d0cb5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 206.0, 'displayQty': None, 'stopPx': 206.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc())} 2020-05-28 15:02:00 INFO: order time=2020-05-28 11:00:20.608000+00:00; delta from now UTC=1:01:39.609841 time_delta.total_seconds()=3699.609841; time_diff_offset='3600' 2020-05-28 15:02:00 INFO: clear order aaa3f45a16664151baa51e4c837d0cb5 2020-05-28 15:02:00 INFO: process event {'orderID': '73aeac6c-da2b-f8a2-0a80-05952bcbfb4a', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-05-28T12:02:00.240Z', 'clOrdID': 'aaa3f45a16664151baa51e4c837d0cb5', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-28 15:02:00 INFO: skip event aaa3f45a16664151baa51e4c837d0cb5 Canceled 2020-05-28 15:02:00 INFO: cancel order resp=[{'orderID': '73aeac6c-da2b-f8a2-0a80-05952bcbfb4a', 'clOrdID': 'aaa3f45a16664151baa51e4c837d0cb5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 206.0, 'displayQty': None, 'stopPx': 206.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 11, 0, 20, 608000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 12, 2, 0, 240000, tzinfo=tzutc())}] 2020-05-28 15:02:00 INFO: clearing end 2020-05-28 15:02:00 INFO: 2020-05-28 15:02:00 INFO: 2020-05-28 15:02:00 INFO: 2020-05-28 15:02:00 INFO: 2020-05-28 16:00:20 INFO: 2020-05-28 16:00:20 INFO: 2020-05-28 16:00:20 INFO: 2020-05-28 16:00:20 INFO: 2020-05-28 16:00:20 INFO: init new order start 2020-05-28 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.5, 'high': 212.45, 'low': 207.45, 'close': 210.35, 'trades': 8425, 'volume': 13558180, 'vwap': 209.63, 'lastSize': 2500, 'turnover': 284218404535, 'homeNotional': 127032.89445568527, 'foreignNotional': 26630264.512864288}, {'timestamp': datetime.datetime(2020, 5, 28, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.1, 'high': 207.5, 'low': 206.1, 'close': 207.5, 'trades': 1995, 'volume': 2752815, 'vwap': 207.13, 'lastSize': 289, 'turnover': 57018885210, 'homeNotional': 25430.02927574543, 'foreignNotional': 5267328.930562962}, {'timestamp': datetime.datetime(2020, 5, 28, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.0, 'low': 206.1, 'close': 206.1, 'trades': 1349, 'volume': 1460455, 'vwap': 206.65, 'lastSize': 1256, 'turnover': 30178990060, 'homeNotional': 13412.36285959535, 'foreignNotional': 2771547.5964280586}] 2020-05-28 16:00:20 INFO: prepare candles [CandleItem(low=207.45, high=212.45, open=207.5, close=210.35, color='GREEN'), CandleItem(low=206.1, high=207.5, open=206.1, close=207.5, color='GREEN'), CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED')] 2020-05-28 16:00:20 INFO: skip by colors first_candle=CandleItem(low=206.1, high=207.0, open=206.95, close=206.1, color='RED') second_candle=CandleItem(low=206.1, high=207.5, open=206.1, close=207.5, color='GREEN') last_candle=CandleItem(low=207.45, high=212.45, open=207.5, close=210.35, color='GREEN') 2020-05-28 16:00:20 INFO: check need new order None 2020-05-28 16:00:20 INFO: init new order end 2020-05-28 16:00:20 INFO: 2020-05-28 16:00:20 INFO: 2020-05-28 16:00:20 INFO: 2020-05-28 16:00:20 INFO: 2020-05-28 16:02:00 INFO: 2020-05-28 16:02:00 INFO: 2020-05-28 16:02:00 INFO: 2020-05-28 16:02:00 INFO: 2020-05-28 16:02:00 INFO: clearing start 2020-05-28 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 16:02:00 INFO: skip by not found init order into storage 2020-05-28 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 16:02:00 INFO: skip by not found init order into storage 2020-05-28 16:02:00 INFO: clearing end 2020-05-28 16:02:00 INFO: 2020-05-28 16:02:00 INFO: 2020-05-28 16:02:00 INFO: 2020-05-28 16:02:00 INFO: 2020-05-28 17:00:20 INFO: 2020-05-28 17:00:20 INFO: 2020-05-28 17:00:20 INFO: 2020-05-28 17:00:20 INFO: 2020-05-28 17:00:20 INFO: init new order start 2020-05-28 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.35, 'high': 212.25, 'low': 209.65, 'close': 209.8, 'trades': 3820, 'volume': 4710021, 'vwap': 210.48, 'lastSize': 2000, 'turnover': 99132642010, 'homeNotional': 44339.53457924708, 'foreignNotional': 9332260.36069646}, {'timestamp': datetime.datetime(2020, 5, 28, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.5, 'high': 212.45, 'low': 207.45, 'close': 210.35, 'trades': 8425, 'volume': 13558180, 'vwap': 209.63, 'lastSize': 2500, 'turnover': 284218404535, 'homeNotional': 127032.89445568527, 'foreignNotional': 26630264.512864288}, {'timestamp': datetime.datetime(2020, 5, 28, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.1, 'high': 207.5, 'low': 206.1, 'close': 207.5, 'trades': 1995, 'volume': 2752815, 'vwap': 207.13, 'lastSize': 289, 'turnover': 57018885210, 'homeNotional': 25430.02927574543, 'foreignNotional': 5267328.930562962}] 2020-05-28 17:00:20 INFO: prepare candles [CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED'), CandleItem(low=207.45, high=212.45, open=207.5, close=210.35, color='GREEN'), CandleItem(low=206.1, high=207.5, open=206.1, close=207.5, color='GREEN')] 2020-05-28 17:00:20 INFO: last_candle=CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED') 2020-05-28 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))) 2020-05-28 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=209.65, high=212.25, open=210.35, close=209.8, color='RED') 2020-05-28 17:00:20 INFO: skip by CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 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))) 2020-05-28 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=209.65, high=212.25, open=210.35, close=209.8, color='RED') 2020-05-28 17:00:20 INFO: skip by CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 17:00:20 INFO: not found applicable config for candle 2020-05-28 17:00:20 INFO: check need new order None 2020-05-28 17:00:20 INFO: init new order end 2020-05-28 17:00:20 INFO: 2020-05-28 17:00:20 INFO: 2020-05-28 17:00:20 INFO: 2020-05-28 17:00:20 INFO: 2020-05-28 17:02:00 INFO: 2020-05-28 17:02:00 INFO: 2020-05-28 17:02:00 INFO: 2020-05-28 17:02:00 INFO: 2020-05-28 17:02:00 INFO: clearing start 2020-05-28 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 17:02:00 INFO: skip by not found init order into storage 2020-05-28 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 17:02:00 INFO: skip by not found init order into storage 2020-05-28 17:02:00 INFO: clearing end 2020-05-28 17:02:00 INFO: 2020-05-28 17:02:00 INFO: 2020-05-28 17:02:00 INFO: 2020-05-28 17:02:00 INFO: 2020-05-28 18:00:20 INFO: 2020-05-28 18:00:20 INFO: 2020-05-28 18:00:20 INFO: 2020-05-28 18:00:20 INFO: 2020-05-28 18:00:20 INFO: init new order start 2020-05-28 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.8, 'high': 212.75, 'low': 209.8, 'close': 212.75, 'trades': 4500, 'volume': 6854992, 'vwap': 211.21, 'lastSize': 50, 'turnover': 144783247635, 'homeNotional': 64846.327132821054, 'foreignNotional': 13696145.357357407}, {'timestamp': datetime.datetime(2020, 5, 28, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.35, 'high': 212.25, 'low': 209.65, 'close': 209.8, 'trades': 3820, 'volume': 4710021, 'vwap': 210.48, 'lastSize': 2000, 'turnover': 99132642010, 'homeNotional': 44339.53457924708, 'foreignNotional': 9332260.36069646}, {'timestamp': datetime.datetime(2020, 5, 28, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.5, 'high': 212.45, 'low': 207.45, 'close': 210.35, 'trades': 8425, 'volume': 13558180, 'vwap': 209.63, 'lastSize': 2500, 'turnover': 284218404535, 'homeNotional': 127032.89445568527, 'foreignNotional': 26630264.512864288}] 2020-05-28 18:00:20 INFO: prepare candles [CandleItem(low=209.8, high=212.75, open=209.8, close=212.75, color='GREEN'), CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED'), CandleItem(low=207.45, high=212.45, open=207.5, close=210.35, color='GREEN')] 2020-05-28 18:00:20 INFO: skip by colors first_candle=CandleItem(low=207.45, high=212.45, open=207.5, close=210.35, color='GREEN') second_candle=CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED') last_candle=CandleItem(low=209.8, high=212.75, open=209.8, close=212.75, color='GREEN') 2020-05-28 18:00:20 INFO: check need new order None 2020-05-28 18:00:20 INFO: init new order end 2020-05-28 18:00:20 INFO: 2020-05-28 18:00:20 INFO: 2020-05-28 18:00:20 INFO: 2020-05-28 18:00:20 INFO: 2020-05-28 18:02:00 INFO: 2020-05-28 18:02:00 INFO: 2020-05-28 18:02:00 INFO: 2020-05-28 18:02:00 INFO: 2020-05-28 18:02:00 INFO: clearing start 2020-05-28 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 18:02:00 INFO: skip by not found init order into storage 2020-05-28 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 18:02:00 INFO: skip by not found init order into storage 2020-05-28 18:02:00 INFO: clearing end 2020-05-28 18:02:00 INFO: 2020-05-28 18:02:00 INFO: 2020-05-28 18:02:00 INFO: 2020-05-28 18:02:00 INFO: 2020-05-28 19:00:20 INFO: 2020-05-28 19:00:20 INFO: 2020-05-28 19:00:20 INFO: 2020-05-28 19:00:20 INFO: 2020-05-28 19:00:20 INFO: init new order start 2020-05-28 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.75, 'high': 215.0, 'low': 212.4, 'close': 214.65, 'trades': 7164, 'volume': 10347217, 'vwap': 213.63, 'lastSize': 2211, 'turnover': 221042302670, 'homeNotional': 97999.10342931206, 'foreignNotional': 20935133.939321265}, {'timestamp': datetime.datetime(2020, 5, 28, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.8, 'high': 212.75, 'low': 209.8, 'close': 212.75, 'trades': 4500, 'volume': 6854992, 'vwap': 211.21, 'lastSize': 50, 'turnover': 144783247635, 'homeNotional': 64846.327132821054, 'foreignNotional': 13696145.357357407}, {'timestamp': datetime.datetime(2020, 5, 28, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.35, 'high': 212.25, 'low': 209.65, 'close': 209.8, 'trades': 3820, 'volume': 4710021, 'vwap': 210.48, 'lastSize': 2000, 'turnover': 99132642010, 'homeNotional': 44339.53457924708, 'foreignNotional': 9332260.36069646}] 2020-05-28 19:00:20 INFO: prepare candles [CandleItem(low=212.4, high=215.0, open=212.75, close=214.65, color='GREEN'), CandleItem(low=209.8, high=212.75, open=209.8, close=212.75, color='GREEN'), CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED')] 2020-05-28 19:00:20 INFO: skip by colors first_candle=CandleItem(low=209.65, high=212.25, open=210.35, close=209.8, color='RED') second_candle=CandleItem(low=209.8, high=212.75, open=209.8, close=212.75, color='GREEN') last_candle=CandleItem(low=212.4, high=215.0, open=212.75, close=214.65, color='GREEN') 2020-05-28 19:00:20 INFO: check need new order None 2020-05-28 19:00:20 INFO: init new order end 2020-05-28 19:00:20 INFO: 2020-05-28 19:00:20 INFO: 2020-05-28 19:00:20 INFO: 2020-05-28 19:00:20 INFO: 2020-05-28 19:02:00 INFO: 2020-05-28 19:02:00 INFO: 2020-05-28 19:02:00 INFO: 2020-05-28 19:02:00 INFO: 2020-05-28 19:02:00 INFO: clearing start 2020-05-28 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 19:02:00 INFO: skip by not found init order into storage 2020-05-28 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 19:02:00 INFO: skip by not found init order into storage 2020-05-28 19:02:00 INFO: clearing end 2020-05-28 19:02:00 INFO: 2020-05-28 19:02:00 INFO: 2020-05-28 19:02:00 INFO: 2020-05-28 19:02:00 INFO: 2020-05-28 20:00:20 INFO: 2020-05-28 20:00:20 INFO: 2020-05-28 20:00:20 INFO: 2020-05-28 20:00:20 INFO: 2020-05-28 20:00:20 INFO: init new order start 2020-05-28 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.65, 'high': 216.2, 'low': 214.2, 'close': 214.7, 'trades': 7932, 'volume': 10739338, 'vwap': 215.32, 'lastSize': 1000, 'turnover': 231230622580, 'homeNotional': 101771.05977729415, 'foreignNotional': 21912506.405716643}, {'timestamp': datetime.datetime(2020, 5, 28, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.75, 'high': 215.0, 'low': 212.4, 'close': 214.65, 'trades': 7164, 'volume': 10347217, 'vwap': 213.63, 'lastSize': 2211, 'turnover': 221042302670, 'homeNotional': 97999.10342931206, 'foreignNotional': 20935133.939321265}, {'timestamp': datetime.datetime(2020, 5, 28, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.8, 'high': 212.75, 'low': 209.8, 'close': 212.75, 'trades': 4500, 'volume': 6854992, 'vwap': 211.21, 'lastSize': 50, 'turnover': 144783247635, 'homeNotional': 64846.327132821054, 'foreignNotional': 13696145.357357407}] 2020-05-28 20:00:20 INFO: prepare candles [CandleItem(low=214.2, high=216.2, open=214.65, close=214.7, color='GREEN'), CandleItem(low=212.4, high=215.0, open=212.75, close=214.65, color='GREEN'), CandleItem(low=209.8, high=212.75, open=209.8, close=212.75, color='GREEN')] 2020-05-28 20:00:20 INFO: skip by colors first_candle=CandleItem(low=209.8, high=212.75, open=209.8, close=212.75, color='GREEN') second_candle=CandleItem(low=212.4, high=215.0, open=212.75, close=214.65, color='GREEN') last_candle=CandleItem(low=214.2, high=216.2, open=214.65, close=214.7, color='GREEN') 2020-05-28 20:00:20 INFO: check need new order None 2020-05-28 20:00:20 INFO: init new order end 2020-05-28 20:00:20 INFO: 2020-05-28 20:00:20 INFO: 2020-05-28 20:00:20 INFO: 2020-05-28 20:00:20 INFO: 2020-05-28 20:02:00 INFO: 2020-05-28 20:02:00 INFO: 2020-05-28 20:02:00 INFO: 2020-05-28 20:02:00 INFO: 2020-05-28 20:02:00 INFO: clearing start 2020-05-28 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 20:02:00 INFO: skip by not found init order into storage 2020-05-28 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 20:02:00 INFO: skip by not found init order into storage 2020-05-28 20:02:00 INFO: clearing end 2020-05-28 20:02:00 INFO: 2020-05-28 20:02:00 INFO: 2020-05-28 20:02:00 INFO: 2020-05-28 20:02:00 INFO: 2020-05-28 20:59:34 ERROR: Error : Connection is already closed. 2020-05-28 20:59:34 ERROR: error from callback >: Connection is already closed. 2020-05-28 20:59:34 INFO: Websocket Closed 2020-05-28 20:59:35 WARNING: reconnect to socket 2020-05-28 20:59:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-05-28 20:59:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-05-28 20:59:35 INFO: Authenticating with API Key. 2020-05-28 20:59:36 INFO: Connected to WS. 2020-05-28 21:00:20 INFO: 2020-05-28 21:00:20 INFO: 2020-05-28 21:00:20 INFO: 2020-05-28 21:00:20 INFO: 2020-05-28 21:00:20 INFO: init new order start 2020-05-28 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 215.5, 'low': 214.6, 'close': 215.5, 'trades': 2168, 'volume': 2290229, 'vwap': 215.14, 'lastSize': 1000, 'turnover': 49271254805, 'homeNotional': 21672.2248762874, 'foreignNotional': 4662496.496823983}, {'timestamp': datetime.datetime(2020, 5, 28, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.65, 'high': 216.2, 'low': 214.2, 'close': 214.7, 'trades': 7932, 'volume': 10739338, 'vwap': 215.32, 'lastSize': 1000, 'turnover': 231230622580, 'homeNotional': 101771.05977729415, 'foreignNotional': 21912506.405716643}, {'timestamp': datetime.datetime(2020, 5, 28, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.75, 'high': 215.0, 'low': 212.4, 'close': 214.65, 'trades': 7164, 'volume': 10347217, 'vwap': 213.63, 'lastSize': 2211, 'turnover': 221042302670, 'homeNotional': 97999.10342931206, 'foreignNotional': 20935133.939321265}] 2020-05-28 21:00:20 INFO: prepare candles [CandleItem(low=214.6, high=215.5, open=214.7, close=215.5, color='GREEN'), CandleItem(low=214.2, high=216.2, open=214.65, close=214.7, color='GREEN'), CandleItem(low=212.4, high=215.0, open=212.75, close=214.65, color='GREEN')] 2020-05-28 21:00:20 INFO: skip by colors first_candle=CandleItem(low=212.4, high=215.0, open=212.75, close=214.65, color='GREEN') second_candle=CandleItem(low=214.2, high=216.2, open=214.65, close=214.7, color='GREEN') last_candle=CandleItem(low=214.6, high=215.5, open=214.7, close=215.5, color='GREEN') 2020-05-28 21:00:20 INFO: check need new order None 2020-05-28 21:00:20 INFO: init new order end 2020-05-28 21:00:20 INFO: 2020-05-28 21:00:20 INFO: 2020-05-28 21:00:20 INFO: 2020-05-28 21:00:20 INFO: 2020-05-28 21:02:00 INFO: 2020-05-28 21:02:00 INFO: 2020-05-28 21:02:00 INFO: 2020-05-28 21:02:00 INFO: 2020-05-28 21:02:00 INFO: clearing start 2020-05-28 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 21:02:00 INFO: skip by not found init order into storage 2020-05-28 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 21:02:00 INFO: skip by not found init order into storage 2020-05-28 21:02:00 INFO: clearing end 2020-05-28 21:02:00 INFO: 2020-05-28 21:02:00 INFO: 2020-05-28 21:02:00 INFO: 2020-05-28 21:02:00 INFO: 2020-05-28 22:00:20 INFO: 2020-05-28 22:00:20 INFO: 2020-05-28 22:00:20 INFO: 2020-05-28 22:00:20 INFO: 2020-05-28 22:00:20 INFO: init new order start 2020-05-28 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.5, 'high': 216.45, 'low': 214.45, 'close': 214.45, 'trades': 3287, 'volume': 4499277, 'vwap': 215.48, 'lastSize': 15, 'turnover': 96946728795, 'homeNotional': 42567.3629248953, 'foreignNotional': 9172087.800750406}, {'timestamp': datetime.datetime(2020, 5, 28, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 215.5, 'low': 214.6, 'close': 215.5, 'trades': 2168, 'volume': 2290229, 'vwap': 215.14, 'lastSize': 1000, 'turnover': 49271254805, 'homeNotional': 21672.2248762874, 'foreignNotional': 4662496.496823983}, {'timestamp': datetime.datetime(2020, 5, 28, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.65, 'high': 216.2, 'low': 214.2, 'close': 214.7, 'trades': 7932, 'volume': 10739338, 'vwap': 215.32, 'lastSize': 1000, 'turnover': 231230622580, 'homeNotional': 101771.05977729415, 'foreignNotional': 21912506.405716643}] 2020-05-28 22:00:21 INFO: prepare candles [CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED'), CandleItem(low=214.6, high=215.5, open=214.7, close=215.5, color='GREEN'), CandleItem(low=214.2, high=216.2, open=214.65, close=214.7, color='GREEN')] 2020-05-28 22:00:21 INFO: last_candle=CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED') 2020-05-28 22:00:21 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))) 2020-05-28 22:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED') 2020-05-28 22:00:21 INFO: skip by CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 22:00:21 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))) 2020-05-28 22:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED') 2020-05-28 22:00:21 INFO: skip by CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-28 22:00:21 INFO: not found applicable config for candle 2020-05-28 22:00:21 INFO: check need new order None 2020-05-28 22:00:21 INFO: init new order end 2020-05-28 22:00:21 INFO: 2020-05-28 22:00:21 INFO: 2020-05-28 22:00:21 INFO: 2020-05-28 22:00:21 INFO: 2020-05-28 22:02:00 INFO: 2020-05-28 22:02:00 INFO: 2020-05-28 22:02:00 INFO: 2020-05-28 22:02:00 INFO: 2020-05-28 22:02:00 INFO: clearing start 2020-05-28 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 22:02:00 INFO: skip by not found init order into storage 2020-05-28 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 22:02:00 INFO: skip by not found init order into storage 2020-05-28 22:02:00 INFO: clearing end 2020-05-28 22:02:00 INFO: 2020-05-28 22:02:00 INFO: 2020-05-28 22:02:00 INFO: 2020-05-28 22:02:00 INFO: 2020-05-28 23:00:20 INFO: 2020-05-28 23:00:20 INFO: 2020-05-28 23:00:20 INFO: 2020-05-28 23:00:20 INFO: 2020-05-28 23:00:20 INFO: init new order start 2020-05-28 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.45, 'high': 215.65, 'low': 214.2, 'close': 215.05, 'trades': 2637, 'volume': 2852594, 'vwap': 214.98, 'lastSize': 1799, 'turnover': 61322975535, 'homeNotional': 26948.278092097717, 'foreignNotional': 5793161.6307439525}, {'timestamp': datetime.datetime(2020, 5, 28, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.5, 'high': 216.45, 'low': 214.45, 'close': 214.45, 'trades': 3287, 'volume': 4499277, 'vwap': 215.48, 'lastSize': 15, 'turnover': 96946728795, 'homeNotional': 42567.3629248953, 'foreignNotional': 9172087.800750406}, {'timestamp': datetime.datetime(2020, 5, 28, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 215.5, 'low': 214.6, 'close': 215.5, 'trades': 2168, 'volume': 2290229, 'vwap': 215.14, 'lastSize': 1000, 'turnover': 49271254805, 'homeNotional': 21672.2248762874, 'foreignNotional': 4662496.496823983}] 2020-05-28 23:00:20 INFO: prepare candles [CandleItem(low=214.2, high=215.65, open=214.45, close=215.05, color='GREEN'), CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED'), CandleItem(low=214.6, high=215.5, open=214.7, close=215.5, color='GREEN')] 2020-05-28 23:00:20 INFO: skip by colors first_candle=CandleItem(low=214.6, high=215.5, open=214.7, close=215.5, color='GREEN') second_candle=CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED') last_candle=CandleItem(low=214.2, high=215.65, open=214.45, close=215.05, color='GREEN') 2020-05-28 23:00:20 INFO: check need new order None 2020-05-28 23:00:20 INFO: init new order end 2020-05-28 23:00:20 INFO: 2020-05-28 23:00:20 INFO: 2020-05-28 23:00:20 INFO: 2020-05-28 23:00:20 INFO: 2020-05-28 23:02:00 INFO: 2020-05-28 23:02:00 INFO: 2020-05-28 23:02:00 INFO: 2020-05-28 23:02:00 INFO: 2020-05-28 23:02:00 INFO: clearing start 2020-05-28 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-28 23:02:00 INFO: skip by not found init order into storage 2020-05-28 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-28 23:02:00 INFO: skip by not found init order into storage 2020-05-28 23:02:00 INFO: clearing end 2020-05-28 23:02:00 INFO: 2020-05-28 23:02:00 INFO: 2020-05-28 23:02:00 INFO: 2020-05-28 23:02:00 INFO: 2020-05-29 00:00:20 INFO: 2020-05-29 00:00:20 INFO: 2020-05-29 00:00:20 INFO: 2020-05-29 00:00:20 INFO: 2020-05-29 00:00:20 INFO: init new order start 2020-05-29 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.05, 'high': 215.45, 'low': 214.7, 'close': 214.95, 'trades': 1982, 'volume': 1830776, 'vwap': 215.0, 'lastSize': 423, 'turnover': 39360113320, 'homeNotional': 17281.641831448538, 'foreignNotional': 3715407.573392755}, {'timestamp': datetime.datetime(2020, 5, 28, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.45, 'high': 215.65, 'low': 214.2, 'close': 215.05, 'trades': 2637, 'volume': 2852594, 'vwap': 214.98, 'lastSize': 1799, 'turnover': 61322975535, 'homeNotional': 26948.278092097717, 'foreignNotional': 5793161.6307439525}, {'timestamp': datetime.datetime(2020, 5, 28, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.5, 'high': 216.45, 'low': 214.45, 'close': 214.45, 'trades': 3287, 'volume': 4499277, 'vwap': 215.48, 'lastSize': 15, 'turnover': 96946728795, 'homeNotional': 42567.3629248953, 'foreignNotional': 9172087.800750406}] 2020-05-29 00:00:21 INFO: prepare candles [CandleItem(low=214.7, high=215.45, open=215.05, close=214.95, color='RED'), CandleItem(low=214.2, high=215.65, open=214.45, close=215.05, color='GREEN'), CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED')] 2020-05-29 00:00:21 INFO: skip by colors first_candle=CandleItem(low=214.45, high=216.45, open=215.5, close=214.45, color='RED') second_candle=CandleItem(low=214.2, high=215.65, open=214.45, close=215.05, color='GREEN') last_candle=CandleItem(low=214.7, high=215.45, open=215.05, close=214.95, color='RED') 2020-05-29 00:00:21 INFO: check need new order None 2020-05-29 00:00:21 INFO: init new order end 2020-05-29 00:00:21 INFO: 2020-05-29 00:00:21 INFO: 2020-05-29 00:00:21 INFO: 2020-05-29 00:00:21 INFO: 2020-05-29 00:02:00 INFO: 2020-05-29 00:02:00 INFO: 2020-05-29 00:02:00 INFO: 2020-05-29 00:02:00 INFO: 2020-05-29 00:02:00 INFO: clearing start 2020-05-29 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-29 00:02:00 INFO: skip by not found init order into storage 2020-05-29 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-29 00:02:00 INFO: skip by not found init order into storage 2020-05-29 00:02:00 INFO: clearing end 2020-05-29 00:02:00 INFO: 2020-05-29 00:02:00 INFO: 2020-05-29 00:02:00 INFO: 2020-05-29 00:02:00 INFO: 2020-05-29 01:00:20 INFO: 2020-05-29 01:00:20 INFO: 2020-05-29 01:00:20 INFO: 2020-05-29 01:00:20 INFO: 2020-05-29 01:00:20 INFO: init new order start 2020-05-29 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 215.2, 'low': 214.0, 'close': 214.3, 'trades': 1757, 'volume': 1813510, 'vwap': 214.44, 'lastSize': 1000, 'turnover': 38887699610, 'homeNotional': 17106.09062903435, 'foreignNotional': 3668120.8063881635}, {'timestamp': datetime.datetime(2020, 5, 28, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.05, 'high': 215.45, 'low': 214.7, 'close': 214.95, 'trades': 1982, 'volume': 1830776, 'vwap': 215.0, 'lastSize': 423, 'turnover': 39360113320, 'homeNotional': 17281.641831448538, 'foreignNotional': 3715407.573392755}, {'timestamp': datetime.datetime(2020, 5, 28, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.45, 'high': 215.65, 'low': 214.2, 'close': 215.05, 'trades': 2637, 'volume': 2852594, 'vwap': 214.98, 'lastSize': 1799, 'turnover': 61322975535, 'homeNotional': 26948.278092097717, 'foreignNotional': 5793161.6307439525}] 2020-05-29 01:00:20 INFO: prepare candles [CandleItem(low=214.0, high=215.2, open=214.95, close=214.3, color='RED'), CandleItem(low=214.7, high=215.45, open=215.05, close=214.95, color='RED'), CandleItem(low=214.2, high=215.65, open=214.45, close=215.05, color='GREEN')] 2020-05-29 01:00:20 INFO: skip by colors first_candle=CandleItem(low=214.2, high=215.65, open=214.45, close=215.05, color='GREEN') second_candle=CandleItem(low=214.7, high=215.45, open=215.05, close=214.95, color='RED') last_candle=CandleItem(low=214.0, high=215.2, open=214.95, close=214.3, color='RED') 2020-05-29 01:00:20 INFO: check need new order None 2020-05-29 01:00:20 INFO: init new order end 2020-05-29 01:00:20 INFO: 2020-05-29 01:00:20 INFO: 2020-05-29 01:00:20 INFO: 2020-05-29 01:00:20 INFO: 2020-05-29 01:02:00 INFO: 2020-05-29 01:02:00 INFO: 2020-05-29 01:02:00 INFO: 2020-05-29 01:02:00 INFO: 2020-05-29 01:02:00 INFO: clearing start 2020-05-29 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc())} 2020-05-29 01:02:00 INFO: skip by not found init order into storage 2020-05-29 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 26, 17, 8, 51, 314000, tzinfo=tzutc())} 2020-05-29 01:02:00 INFO: skip by not found init order into storage 2020-05-29 01:02:00 INFO: clearing end 2020-05-29 01:02:00 INFO: 2020-05-29 01:02:00 INFO: 2020-05-29 01:02:00 INFO: 2020-05-29 01:02:00 INFO: 2020-05-29 01:42:14 INFO: process event {'orderID': '8906ee99-e9c5-a30a-9b90-b063cbc830e9', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 217.05, 'timestamp': '2020-05-28T22:42:14.394Z', 'clOrdID': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-29 01:42:14 INFO: add new event={'uid': '84db70b9a2f54cd8ab7ed4ad39a0c212', 'status': 'Filled'} 2020-05-29 01:42:15 INFO: 2020-05-29 01:42:15 INFO: 2020-05-29 01:42:15 INFO: 2020-05-29 01:42:15 INFO: 2020-05-29 01:42:15 INFO: process event start 2020-05-29 01:42:15 INFO: fetch new order event 84db70b9a2f54cd8ab7ed4ad39a0c212 2020-05-29 01:42:15 INFO: fetch orders by event init=None profit_pair=df0bca47597b4b2abb300749e36e4ef1 2020-05-29 01:42:15 INFO: process profit order filled 2020-05-29 01:42:16 INFO: cancel order=df0bca47597b4b2abb300749e36e4ef1 [{'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 196.25, '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, 5, 26, 17, 8, 50, 813000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 22, 42, 16, 117000, tzinfo=tzutc())}] 2020-05-29 01:42:16 INFO: end process event_processing_result='proceed profit order' 2020-05-29 01:42:16 INFO: 2020-05-29 01:42:16 INFO: 2020-05-29 01:42:16 INFO: 2020-05-29 01:42:16 INFO: 2020-05-29 01:42:16 INFO: process event {'orderID': '0868f9a9-bbf2-7823-0219-1a6c4b9fac0a', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-05-28T22:42:16.117Z', 'clOrdID': 'df0bca47597b4b2abb300749e36e4ef1', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-29 01:42:16 INFO: skip event df0bca47597b4b2abb300749e36e4ef1 Canceled 2020-05-29 02:00:20 INFO: 2020-05-29 02:00:20 INFO: 2020-05-29 02:00:20 INFO: 2020-05-29 02:00:20 INFO: 2020-05-29 02:00:20 INFO: init new order start 2020-05-29 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 28, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.3, 'high': 217.8, 'low': 214.3, 'close': 217.2, 'trades': 5058, 'volume': 4716020, 'vwap': 216.69, 'lastSize': 5, 'turnover': 102189875430, 'homeNotional': 44817.25477915901, 'foreignNotional': 9711383.540050486}, {'timestamp': datetime.datetime(2020, 5, 28, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 215.2, 'low': 214.0, 'close': 214.3, 'trades': 1757, 'volume': 1813510, 'vwap': 214.44, 'lastSize': 1000, 'turnover': 38887699610, 'homeNotional': 17106.09062903435, 'foreignNotional': 3668120.8063881635}, {'timestamp': datetime.datetime(2020, 5, 28, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.05, 'high': 215.45, 'low': 214.7, 'close': 214.95, 'trades': 1982, 'volume': 1830776, 'vwap': 215.0, 'lastSize': 423, 'turnover': 39360113320, 'homeNotional': 17281.641831448538, 'foreignNotional': 3715407.573392755}] 2020-05-29 02:00:20 INFO: prepare candles [CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN'), CandleItem(low=214.0, high=215.2, open=214.95, close=214.3, color='RED'), CandleItem(low=214.7, high=215.45, open=215.05, close=214.95, color='RED')] 2020-05-29 02:00:20 INFO: last_candle=CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN') 2020-05-29 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))) 2020-05-29 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=214.3, high=217.8, open=214.3, close=217.2, color='GREEN') 2020-05-29 02:00:20 INFO: skip by CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 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))) 2020-05-29 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=214.3, high=217.8, open=214.3, close=217.2, color='GREEN') 2020-05-29 02:00:20 INFO: apply filter None to candle=CandleItem(low=214.0, high=215.2, open=214.95, close=214.3, color='RED') 2020-05-29 02:00:20 INFO: apply filter None to candle=CandleItem(low=214.7, high=215.45, open=215.05, close=214.95, color='RED') 2020-05-29 02:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-29 02:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-29 02:00:20 INFO: place order: start candle=CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-05-29 02:00:20 INFO: place order: side_factor=-1 init_trigger_price=217.85000000000002 init_order_price=217.9 stop_price_offset=0.0 candle.size=3.5 stop_price=214.3 take_price=235.4 2020-05-29 02:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('217.8500000000000227373675443232059478759765625') init_order_price=Decimal('217.900000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=3.5 stop_price=Decimal('214.30000000000001136868377216160297393798828125') take_price=Decimal('235.400000000000005684341886080801486968994140625') 2020-05-29 02:00:20 INFO: place order: compute qty=3 2020-05-29 02:00:20 INFO: place order: save order to db d94097b3cc2c4218a1af9071d573e96a; response=True 2020-05-29 02:00:21 INFO: post order to exchange resp={'orderID': 'a81471f2-9f7e-1120-5c11-bc3f87b733f6', 'clOrdID': 'd94097b3cc2c4218a1af9071d573e96a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.9, 'displayQty': None, 'stopPx': 217.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 0, 21, 75000, tzinfo=tzutc())} 2020-05-29 02:00:21 INFO: place new init order {'qty': 3, 'init_price': Decimal('217.8500000000000227373675443232059478759765625'), 'stop_price': Decimal('214.30000000000001136868377216160297393798828125'), 'take_price': Decimal('235.400000000000005684341886080801486968994140625'), 'order_uid': 'd94097b3cc2c4218a1af9071d573e96a', 'response': {'orderID': 'a81471f2-9f7e-1120-5c11-bc3f87b733f6', 'clOrdID': 'd94097b3cc2c4218a1af9071d573e96a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.9, 'displayQty': None, 'stopPx': 217.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 0, 21, 75000, tzinfo=tzutc())}} 2020-05-29 02:00:21 INFO: init new order end 2020-05-29 02:00:21 INFO: 2020-05-29 02:00:21 INFO: 2020-05-29 02:00:21 INFO: 2020-05-29 02:00:21 INFO: 2020-05-29 02:00:21 INFO: process event {'orderID': 'a81471f2-9f7e-1120-5c11-bc3f87b733f6', 'clOrdID': 'd94097b3cc2c4218a1af9071d573e96a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.9, 'displayQty': None, 'stopPx': 217.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-28T23:00:21.075Z', 'timestamp': '2020-05-28T23:00:21.075Z'} 2020-05-29 02:00:21 INFO: skip event d94097b3cc2c4218a1af9071d573e96a New 2020-05-29 02:02:00 INFO: 2020-05-29 02:02:00 INFO: 2020-05-29 02:02:00 INFO: 2020-05-29 02:02:00 INFO: 2020-05-29 02:02:00 INFO: clearing start 2020-05-29 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a81471f2-9f7e-1120-5c11-bc3f87b733f6', 'clOrdID': 'd94097b3cc2c4218a1af9071d573e96a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 217.9, 'displayQty': None, 'stopPx': 217.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 0, 21, 75000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 0, 21, 75000, tzinfo=tzutc())} 2020-05-29 02:02:00 INFO: order time=2020-05-28 23:00:21.075000+00:00; delta from now UTC=0:01:39.173496 time_delta.total_seconds()=99.173496; time_diff_offset='3600' 2020-05-29 02:02:00 INFO: skip by time diff 2020-05-28 23:00:21.075000+00:00 2020-05-29 02:02:00 INFO: clearing end 2020-05-29 02:02:00 INFO: 2020-05-29 02:02:00 INFO: 2020-05-29 02:02:00 INFO: 2020-05-29 02:02:00 INFO: 2020-05-29 02:13:51 INFO: process event {'orderID': 'a81471f2-9f7e-1120-5c11-bc3f87b733f6', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-28T23:13:51.355Z', 'clOrdID': 'd94097b3cc2c4218a1af9071d573e96a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-29 02:13:51 INFO: skip event d94097b3cc2c4218a1af9071d573e96a 2020-05-29 02:13:51 INFO: process event {'orderID': 'a81471f2-9f7e-1120-5c11-bc3f87b733f6', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 3, 'avgPx': 217.85, 'transactTime': '2020-05-28T23:13:51.355Z', 'clOrdID': 'd94097b3cc2c4218a1af9071d573e96a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-28T23:13:51.355Z'} 2020-05-29 02:13:51 INFO: add new event={'uid': 'd94097b3cc2c4218a1af9071d573e96a', 'status': 'Filled'} 2020-05-29 02:13:52 INFO: 2020-05-29 02:13:52 INFO: 2020-05-29 02:13:52 INFO: 2020-05-29 02:13:52 INFO: 2020-05-29 02:13:52 INFO: process event start 2020-05-29 02:13:52 INFO: fetch new order event d94097b3cc2c4218a1af9071d573e96a 2020-05-29 02:13:52 INFO: fetch orders by event init={'stop': '214.30000000000001136868377216160297393798828125', 'take': '235.400000000000005684341886080801486968994140625', 'qty': '3', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-05-29 02:13:52 INFO: process init order filled 2020-05-29 02:13:52 INFO: save profit orders to storage stop=286de8e8c6cd43f0ac1656bb2d3b0dd9 take=47d7f9c4f52e4695b785ffa1dfc9f524 2020-05-29 02:13:52 INFO: place profit orders take_price=235.400000000000005684341886080801486968994140625, stop_price=214.30000000000001136868377216160297393798828125, qty=3, color=GREEN, ticker=ETHUSD 286de8e8c6cd43f0ac1656bb2d3b0dd9 47d7f9c4f52e4695b785ffa1dfc9f524 2020-05-29 02:13:52 INFO: place stop order ETHUSD: qty=-3, stop_price=214.30000000000001136868377216160297393798828125, stop_uid=286de8e8c6cd43f0ac1656bb2d3b0dd9 2020-05-29 02:13:52 INFO: exchange resp for stop order={'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 02:13:52 INFO: process event {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-28T23:13:52.206Z', 'timestamp': '2020-05-28T23:13:52.206Z'} 2020-05-29 02:13:52 INFO: skip event 286de8e8c6cd43f0ac1656bb2d3b0dd9 New 2020-05-29 02:13:52 INFO: place limit order ETHUSD: qty=-3, price=235.400000000000005684341886080801486968994140625, take_uid=47d7f9c4f52e4695b785ffa1dfc9f524 2020-05-29 02:13:52 INFO: exchange resp for take profit order={'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 02:13:52 INFO: process event {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-28T23:13:52.245Z', 'timestamp': '2020-05-28T23:13:52.245Z'} 2020-05-29 02:13:52 INFO: skip event 47d7f9c4f52e4695b785ffa1dfc9f524 New 2020-05-29 02:13:52 INFO: place profit orders={'stop': {'response': {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())}, 'qty': Decimal('-3'), 'uid': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'price': Decimal('214.30000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())}, 'qty': Decimal('-3'), 'uid': '47d7f9c4f52e4695b785ffa1dfc9f524', 'price': Decimal('235.400000000000005684341886080801486968994140625')}} 2020-05-29 02:13:52 INFO: process event {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'workingIndicator': True, 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-28T23:13:52.245Z'} 2020-05-29 02:13:52 INFO: skip event 47d7f9c4f52e4695b785ffa1dfc9f524 2020-05-29 02:13:52 INFO: rm init order from db d94097b3cc2c4218a1af9071d573e96a 2020-05-29 02:13:52 INFO: end process event_processing_result='proceed init order' 2020-05-29 02:13:52 INFO: 2020-05-29 02:13:52 INFO: 2020-05-29 02:13:52 INFO: 2020-05-29 02:13:52 INFO: 2020-05-29 03:00:20 INFO: 2020-05-29 03:00:20 INFO: 2020-05-29 03:00:20 INFO: 2020-05-29 03:00:20 INFO: 2020-05-29 03:00:20 INFO: init new order start 2020-05-29 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 217.2, 'high': 221.15, 'low': 217.15, 'close': 220.9, 'trades': 8914, 'volume': 10299302, 'vwap': 219.44, 'lastSize': 1, 'turnover': 226005453905, 'homeNotional': 98495.77127513221, 'foreignNotional': 21613957.204034142}, {'timestamp': datetime.datetime(2020, 5, 28, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.3, 'high': 217.8, 'low': 214.3, 'close': 217.2, 'trades': 5058, 'volume': 4716020, 'vwap': 216.69, 'lastSize': 5, 'turnover': 102189875430, 'homeNotional': 44817.25477915901, 'foreignNotional': 9711383.540050486}, {'timestamp': datetime.datetime(2020, 5, 28, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 215.2, 'low': 214.0, 'close': 214.3, 'trades': 1757, 'volume': 1813510, 'vwap': 214.44, 'lastSize': 1000, 'turnover': 38887699610, 'homeNotional': 17106.09062903435, 'foreignNotional': 3668120.8063881635}] 2020-05-29 03:00:20 INFO: prepare candles [CandleItem(low=217.15, high=221.15, open=217.2, close=220.9, color='GREEN'), CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN'), CandleItem(low=214.0, high=215.2, open=214.95, close=214.3, color='RED')] 2020-05-29 03:00:20 INFO: skip by colors first_candle=CandleItem(low=214.0, high=215.2, open=214.95, close=214.3, color='RED') second_candle=CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN') last_candle=CandleItem(low=217.15, high=221.15, open=217.2, close=220.9, color='GREEN') 2020-05-29 03:00:20 INFO: check need new order None 2020-05-29 03:00:20 INFO: init new order end 2020-05-29 03:00:20 INFO: 2020-05-29 03:00:20 INFO: 2020-05-29 03:00:20 INFO: 2020-05-29 03:00:20 INFO: 2020-05-29 03:02:00 INFO: 2020-05-29 03:02:00 INFO: 2020-05-29 03:02:00 INFO: 2020-05-29 03:02:00 INFO: 2020-05-29 03:02:00 INFO: clearing start 2020-05-29 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 03:02:00 INFO: skip by not found init order into storage 2020-05-29 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 03:02:00 INFO: skip by not found init order into storage 2020-05-29 03:02:00 INFO: clearing end 2020-05-29 03:02:00 INFO: 2020-05-29 03:02:00 INFO: 2020-05-29 03:02:00 INFO: 2020-05-29 03:02:00 INFO: 2020-05-29 04:00:20 INFO: 2020-05-29 04:00:20 INFO: 2020-05-29 04:00:20 INFO: 2020-05-29 04:00:20 INFO: 2020-05-29 04:00:20 INFO: init new order start 2020-05-29 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.9, 'high': 225.5, 'low': 220.85, 'close': 222.3, 'trades': 11099, 'volume': 10652866, 'vwap': 222.82, 'lastSize': 10, 'turnover': 237364384680, 'homeNotional': 101922.15709553836, 'foreignNotional': 22710082.008294716}, {'timestamp': datetime.datetime(2020, 5, 29, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 217.2, 'high': 221.15, 'low': 217.15, 'close': 220.9, 'trades': 8914, 'volume': 10299302, 'vwap': 219.44, 'lastSize': 1, 'turnover': 226005453905, 'homeNotional': 98495.77127513221, 'foreignNotional': 21613957.204034142}, {'timestamp': datetime.datetime(2020, 5, 28, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.3, 'high': 217.8, 'low': 214.3, 'close': 217.2, 'trades': 5058, 'volume': 4716020, 'vwap': 216.69, 'lastSize': 5, 'turnover': 102189875430, 'homeNotional': 44817.25477915901, 'foreignNotional': 9711383.540050486}] 2020-05-29 04:00:21 INFO: prepare candles [CandleItem(low=220.85, high=225.5, open=220.9, close=222.3, color='GREEN'), CandleItem(low=217.15, high=221.15, open=217.2, close=220.9, color='GREEN'), CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN')] 2020-05-29 04:00:21 INFO: skip by colors first_candle=CandleItem(low=214.3, high=217.8, open=214.3, close=217.2, color='GREEN') second_candle=CandleItem(low=217.15, high=221.15, open=217.2, close=220.9, color='GREEN') last_candle=CandleItem(low=220.85, high=225.5, open=220.9, close=222.3, color='GREEN') 2020-05-29 04:00:21 INFO: check need new order None 2020-05-29 04:00:21 INFO: init new order end 2020-05-29 04:00:21 INFO: 2020-05-29 04:00:21 INFO: 2020-05-29 04:00:21 INFO: 2020-05-29 04:00:21 INFO: 2020-05-29 04:02:00 INFO: 2020-05-29 04:02:00 INFO: 2020-05-29 04:02:00 INFO: 2020-05-29 04:02:00 INFO: 2020-05-29 04:02:00 INFO: clearing start 2020-05-29 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 04:02:00 INFO: skip by not found init order into storage 2020-05-29 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 04:02:00 INFO: skip by not found init order into storage 2020-05-29 04:02:00 INFO: clearing end 2020-05-29 04:02:00 INFO: 2020-05-29 04:02:00 INFO: 2020-05-29 04:02:00 INFO: 2020-05-29 04:02:00 INFO: 2020-05-29 05:00:20 INFO: 2020-05-29 05:00:20 INFO: 2020-05-29 05:00:20 INFO: 2020-05-29 05:00:20 INFO: 2020-05-29 05:00:20 INFO: init new order start 2020-05-29 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.3, 'high': 223.35, 'low': 220.65, 'close': 221.45, 'trades': 4064, 'volume': 5011336, 'vwap': 221.81, 'lastSize': 7000, 'turnover': 111153038745, 'homeNotional': 47593.42070235442, 'foreignNotional': 10556425.218619065}, {'timestamp': datetime.datetime(2020, 5, 29, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.9, 'high': 225.5, 'low': 220.85, 'close': 222.3, 'trades': 11099, 'volume': 10652866, 'vwap': 222.82, 'lastSize': 10, 'turnover': 237364384680, 'homeNotional': 101922.15709553836, 'foreignNotional': 22710082.008294716}, {'timestamp': datetime.datetime(2020, 5, 29, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 217.2, 'high': 221.15, 'low': 217.15, 'close': 220.9, 'trades': 8914, 'volume': 10299302, 'vwap': 219.44, 'lastSize': 1, 'turnover': 226005453905, 'homeNotional': 98495.77127513221, 'foreignNotional': 21613957.204034142}] 2020-05-29 05:00:20 INFO: prepare candles [CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED'), CandleItem(low=220.85, high=225.5, open=220.9, close=222.3, color='GREEN'), CandleItem(low=217.15, high=221.15, open=217.2, close=220.9, color='GREEN')] 2020-05-29 05:00:20 INFO: last_candle=CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED') 2020-05-29 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))) 2020-05-29 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=220.65, high=223.35, open=222.3, close=221.45, color='RED') 2020-05-29 05:00:20 INFO: skip by CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 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))) 2020-05-29 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=220.65, high=223.35, open=222.3, close=221.45, color='RED') 2020-05-29 05:00:20 INFO: skip by CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 05:00:20 INFO: not found applicable config for candle 2020-05-29 05:00:20 INFO: check need new order None 2020-05-29 05:00:20 INFO: init new order end 2020-05-29 05:00:20 INFO: 2020-05-29 05:00:20 INFO: 2020-05-29 05:00:20 INFO: 2020-05-29 05:00:20 INFO: 2020-05-29 05:02:00 INFO: 2020-05-29 05:02:00 INFO: 2020-05-29 05:02:00 INFO: 2020-05-29 05:02:00 INFO: 2020-05-29 05:02:00 INFO: clearing start 2020-05-29 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 05:02:00 INFO: skip by not found init order into storage 2020-05-29 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 05:02:00 INFO: skip by not found init order into storage 2020-05-29 05:02:00 INFO: clearing end 2020-05-29 05:02:00 INFO: 2020-05-29 05:02:00 INFO: 2020-05-29 05:02:00 INFO: 2020-05-29 05:02:00 INFO: 2020-05-29 06:00:20 INFO: 2020-05-29 06:00:20 INFO: 2020-05-29 06:00:20 INFO: 2020-05-29 06:00:20 INFO: 2020-05-29 06:00:20 INFO: init new order start 2020-05-29 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.45, 'high': 222.9, 'low': 221.0, 'close': 222.15, 'trades': 2756, 'volume': 3331188, 'vwap': 221.96, 'lastSize': 222, 'turnover': 73938914720, 'homeNotional': 31693.82247941551, 'foreignNotional': 7034755.585145984}, {'timestamp': datetime.datetime(2020, 5, 29, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.3, 'high': 223.35, 'low': 220.65, 'close': 221.45, 'trades': 4064, 'volume': 5011336, 'vwap': 221.81, 'lastSize': 7000, 'turnover': 111153038745, 'homeNotional': 47593.42070235442, 'foreignNotional': 10556425.218619065}, {'timestamp': datetime.datetime(2020, 5, 29, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.9, 'high': 225.5, 'low': 220.85, 'close': 222.3, 'trades': 11099, 'volume': 10652866, 'vwap': 222.82, 'lastSize': 10, 'turnover': 237364384680, 'homeNotional': 101922.15709553836, 'foreignNotional': 22710082.008294716}] 2020-05-29 06:00:20 INFO: prepare candles [CandleItem(low=221.0, high=222.9, open=221.45, close=222.15, color='GREEN'), CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED'), CandleItem(low=220.85, high=225.5, open=220.9, close=222.3, color='GREEN')] 2020-05-29 06:00:20 INFO: skip by colors first_candle=CandleItem(low=220.85, high=225.5, open=220.9, close=222.3, color='GREEN') second_candle=CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED') last_candle=CandleItem(low=221.0, high=222.9, open=221.45, close=222.15, color='GREEN') 2020-05-29 06:00:20 INFO: check need new order None 2020-05-29 06:00:20 INFO: init new order end 2020-05-29 06:00:20 INFO: 2020-05-29 06:00:20 INFO: 2020-05-29 06:00:20 INFO: 2020-05-29 06:00:20 INFO: 2020-05-29 06:02:00 INFO: 2020-05-29 06:02:00 INFO: 2020-05-29 06:02:00 INFO: 2020-05-29 06:02:00 INFO: 2020-05-29 06:02:00 INFO: clearing start 2020-05-29 06:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 06:02:01 INFO: skip by not found init order into storage 2020-05-29 06:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 06:02:01 INFO: skip by not found init order into storage 2020-05-29 06:02:01 INFO: clearing end 2020-05-29 06:02:01 INFO: 2020-05-29 06:02:01 INFO: 2020-05-29 06:02:01 INFO: 2020-05-29 06:02:01 INFO: 2020-05-29 07:00:20 INFO: 2020-05-29 07:00:20 INFO: 2020-05-29 07:00:20 INFO: 2020-05-29 07:00:20 INFO: 2020-05-29 07:00:20 INFO: init new order start 2020-05-29 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.15, 'high': 223.05, 'low': 221.4, 'close': 221.75, 'trades': 2758, 'volume': 3674318, 'vwap': 221.91, 'lastSize': 13, 'turnover': 81533344940, 'homeNotional': 34932.24366858997, 'foreignNotional': 7751500.55821186}, {'timestamp': datetime.datetime(2020, 5, 29, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.45, 'high': 222.9, 'low': 221.0, 'close': 222.15, 'trades': 2756, 'volume': 3331188, 'vwap': 221.96, 'lastSize': 222, 'turnover': 73938914720, 'homeNotional': 31693.82247941551, 'foreignNotional': 7034755.585145984}, {'timestamp': datetime.datetime(2020, 5, 29, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.3, 'high': 223.35, 'low': 220.65, 'close': 221.45, 'trades': 4064, 'volume': 5011336, 'vwap': 221.81, 'lastSize': 7000, 'turnover': 111153038745, 'homeNotional': 47593.42070235442, 'foreignNotional': 10556425.218619065}] 2020-05-29 07:00:20 INFO: prepare candles [CandleItem(low=221.4, high=223.05, open=222.15, close=221.75, color='RED'), CandleItem(low=221.0, high=222.9, open=221.45, close=222.15, color='GREEN'), CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED')] 2020-05-29 07:00:20 INFO: skip by colors first_candle=CandleItem(low=220.65, high=223.35, open=222.3, close=221.45, color='RED') second_candle=CandleItem(low=221.0, high=222.9, open=221.45, close=222.15, color='GREEN') last_candle=CandleItem(low=221.4, high=223.05, open=222.15, close=221.75, color='RED') 2020-05-29 07:00:20 INFO: check need new order None 2020-05-29 07:00:20 INFO: init new order end 2020-05-29 07:00:20 INFO: 2020-05-29 07:00:20 INFO: 2020-05-29 07:00:20 INFO: 2020-05-29 07:00:20 INFO: 2020-05-29 07:02:00 INFO: 2020-05-29 07:02:00 INFO: 2020-05-29 07:02:00 INFO: 2020-05-29 07:02:00 INFO: 2020-05-29 07:02:00 INFO: clearing start 2020-05-29 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 07:02:00 INFO: skip by not found init order into storage 2020-05-29 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 07:02:00 INFO: skip by not found init order into storage 2020-05-29 07:02:00 INFO: clearing end 2020-05-29 07:02:00 INFO: 2020-05-29 07:02:00 INFO: 2020-05-29 07:02:00 INFO: 2020-05-29 07:02:00 INFO: 2020-05-29 08:00:20 INFO: 2020-05-29 08:00:20 INFO: 2020-05-29 08:00:20 INFO: 2020-05-29 08:00:20 INFO: 2020-05-29 08:00:20 INFO: init new order start 2020-05-29 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.75, 'high': 222.65, 'low': 220.9, 'close': 221.2, 'trades': 2578, 'volume': 2608416, 'vwap': 221.92, 'lastSize': 450, 'turnover': 57884719670, 'homeNotional': 24812.497978853946, 'foreignNotional': 5506282.836847578}, {'timestamp': datetime.datetime(2020, 5, 29, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.15, 'high': 223.05, 'low': 221.4, 'close': 221.75, 'trades': 2758, 'volume': 3674318, 'vwap': 221.91, 'lastSize': 13, 'turnover': 81533344940, 'homeNotional': 34932.24366858997, 'foreignNotional': 7751500.55821186}, {'timestamp': datetime.datetime(2020, 5, 29, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.45, 'high': 222.9, 'low': 221.0, 'close': 222.15, 'trades': 2756, 'volume': 3331188, 'vwap': 221.96, 'lastSize': 222, 'turnover': 73938914720, 'homeNotional': 31693.82247941551, 'foreignNotional': 7034755.585145984}] 2020-05-29 08:00:20 INFO: prepare candles [CandleItem(low=220.9, high=222.65, open=221.75, close=221.2, color='RED'), CandleItem(low=221.4, high=223.05, open=222.15, close=221.75, color='RED'), CandleItem(low=221.0, high=222.9, open=221.45, close=222.15, color='GREEN')] 2020-05-29 08:00:20 INFO: skip by colors first_candle=CandleItem(low=221.0, high=222.9, open=221.45, close=222.15, color='GREEN') second_candle=CandleItem(low=221.4, high=223.05, open=222.15, close=221.75, color='RED') last_candle=CandleItem(low=220.9, high=222.65, open=221.75, close=221.2, color='RED') 2020-05-29 08:00:20 INFO: check need new order None 2020-05-29 08:00:20 INFO: init new order end 2020-05-29 08:00:20 INFO: 2020-05-29 08:00:20 INFO: 2020-05-29 08:00:20 INFO: 2020-05-29 08:00:20 INFO: 2020-05-29 08:02:00 INFO: 2020-05-29 08:02:00 INFO: 2020-05-29 08:02:00 INFO: 2020-05-29 08:02:00 INFO: 2020-05-29 08:02:00 INFO: clearing start 2020-05-29 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 08:02:00 INFO: skip by not found init order into storage 2020-05-29 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 08:02:00 INFO: skip by not found init order into storage 2020-05-29 08:02:00 INFO: clearing end 2020-05-29 08:02:00 INFO: 2020-05-29 08:02:00 INFO: 2020-05-29 08:02:00 INFO: 2020-05-29 08:02:00 INFO: 2020-05-29 09:00:20 INFO: 2020-05-29 09:00:20 INFO: 2020-05-29 09:00:20 INFO: 2020-05-29 09:00:20 INFO: 2020-05-29 09:00:20 INFO: init new order start 2020-05-29 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.2, 'high': 221.55, 'low': 219.2, 'close': 221.3, 'trades': 5604, 'volume': 8715578, 'vwap': 220.41, 'lastSize': 1850, 'turnover': 192093358205, 'homeNotional': 82761.40775955768, 'foreignNotional': 18240856.436400574}, {'timestamp': datetime.datetime(2020, 5, 29, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.75, 'high': 222.65, 'low': 220.9, 'close': 221.2, 'trades': 2578, 'volume': 2608416, 'vwap': 221.92, 'lastSize': 450, 'turnover': 57884719670, 'homeNotional': 24812.497978853946, 'foreignNotional': 5506282.836847578}, {'timestamp': datetime.datetime(2020, 5, 29, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.15, 'high': 223.05, 'low': 221.4, 'close': 221.75, 'trades': 2758, 'volume': 3674318, 'vwap': 221.91, 'lastSize': 13, 'turnover': 81533344940, 'homeNotional': 34932.24366858997, 'foreignNotional': 7751500.55821186}] 2020-05-29 09:00:21 INFO: prepare candles [CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN'), CandleItem(low=220.9, high=222.65, open=221.75, close=221.2, color='RED'), CandleItem(low=221.4, high=223.05, open=222.15, close=221.75, color='RED')] 2020-05-29 09:00:21 INFO: last_candle=CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN') 2020-05-29 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))) 2020-05-29 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=219.2, high=221.55, open=221.2, close=221.3, color='GREEN') 2020-05-29 09:00:21 INFO: skip by CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 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))) 2020-05-29 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=219.2, high=221.55, open=221.2, close=221.3, color='GREEN') 2020-05-29 09:00:21 INFO: skip by CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 09:00:21 INFO: not found applicable config for candle 2020-05-29 09:00:21 INFO: check need new order None 2020-05-29 09:00:21 INFO: init new order end 2020-05-29 09:00:21 INFO: 2020-05-29 09:00:21 INFO: 2020-05-29 09:00:21 INFO: 2020-05-29 09:00:21 INFO: 2020-05-29 09:02:00 INFO: 2020-05-29 09:02:00 INFO: 2020-05-29 09:02:00 INFO: 2020-05-29 09:02:00 INFO: 2020-05-29 09:02:00 INFO: clearing start 2020-05-29 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 09:02:00 INFO: skip by not found init order into storage 2020-05-29 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 09:02:00 INFO: skip by not found init order into storage 2020-05-29 09:02:00 INFO: clearing end 2020-05-29 09:02:00 INFO: 2020-05-29 09:02:00 INFO: 2020-05-29 09:02:00 INFO: 2020-05-29 09:02:00 INFO: 2020-05-29 10:00:20 INFO: 2020-05-29 10:00:20 INFO: 2020-05-29 10:00:20 INFO: 2020-05-29 10:00:20 INFO: 2020-05-29 10:00:20 INFO: init new order start 2020-05-29 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.3, 'high': 222.2, 'low': 220.6, 'close': 220.9, 'trades': 2299, 'volume': 1502145, 'vwap': 221.56, 'lastSize': 1500, 'turnover': 33280688690, 'homeNotional': 14308.073624589784, 'foreignNotional': 3170019.697488036}, {'timestamp': datetime.datetime(2020, 5, 29, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.2, 'high': 221.55, 'low': 219.2, 'close': 221.3, 'trades': 5604, 'volume': 8715578, 'vwap': 220.41, 'lastSize': 1850, 'turnover': 192093358205, 'homeNotional': 82761.40775955768, 'foreignNotional': 18240856.436400574}, {'timestamp': datetime.datetime(2020, 5, 29, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.75, 'high': 222.65, 'low': 220.9, 'close': 221.2, 'trades': 2578, 'volume': 2608416, 'vwap': 221.92, 'lastSize': 450, 'turnover': 57884719670, 'homeNotional': 24812.497978853946, 'foreignNotional': 5506282.836847578}] 2020-05-29 10:00:20 INFO: prepare candles [CandleItem(low=220.6, high=222.2, open=221.3, close=220.9, color='RED'), CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN'), CandleItem(low=220.9, high=222.65, open=221.75, close=221.2, color='RED')] 2020-05-29 10:00:20 INFO: skip by colors first_candle=CandleItem(low=220.9, high=222.65, open=221.75, close=221.2, color='RED') second_candle=CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN') last_candle=CandleItem(low=220.6, high=222.2, open=221.3, close=220.9, color='RED') 2020-05-29 10:00:20 INFO: check need new order None 2020-05-29 10:00:20 INFO: init new order end 2020-05-29 10:00:20 INFO: 2020-05-29 10:00:20 INFO: 2020-05-29 10:00:20 INFO: 2020-05-29 10:00:20 INFO: 2020-05-29 10:02:00 INFO: 2020-05-29 10:02:00 INFO: 2020-05-29 10:02:00 INFO: 2020-05-29 10:02:00 INFO: 2020-05-29 10:02:00 INFO: clearing start 2020-05-29 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 10:02:00 INFO: skip by not found init order into storage 2020-05-29 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 10:02:00 INFO: skip by not found init order into storage 2020-05-29 10:02:00 INFO: clearing end 2020-05-29 10:02:00 INFO: 2020-05-29 10:02:00 INFO: 2020-05-29 10:02:00 INFO: 2020-05-29 10:02:00 INFO: 2020-05-29 11:00:20 INFO: 2020-05-29 11:00:20 INFO: 2020-05-29 11:00:20 INFO: 2020-05-29 11:00:20 INFO: 2020-05-29 11:00:20 INFO: init new order start 2020-05-29 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.9, 'high': 221.8, 'low': 220.6, 'close': 221.3, 'trades': 1686, 'volume': 1521486, 'vwap': 221.25, 'lastSize': 729, 'turnover': 33661867835, 'homeNotional': 14482.598433752608, 'foreignNotional': 3204182.211368131}, {'timestamp': datetime.datetime(2020, 5, 29, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.3, 'high': 222.2, 'low': 220.6, 'close': 220.9, 'trades': 2299, 'volume': 1502145, 'vwap': 221.56, 'lastSize': 1500, 'turnover': 33280688690, 'homeNotional': 14308.073624589784, 'foreignNotional': 3170019.697488036}, {'timestamp': datetime.datetime(2020, 5, 29, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.2, 'high': 221.55, 'low': 219.2, 'close': 221.3, 'trades': 5604, 'volume': 8715578, 'vwap': 220.41, 'lastSize': 1850, 'turnover': 192093358205, 'homeNotional': 82761.40775955768, 'foreignNotional': 18240856.436400574}] 2020-05-29 11:00:21 INFO: prepare candles [CandleItem(low=220.6, high=221.8, open=220.9, close=221.3, color='GREEN'), CandleItem(low=220.6, high=222.2, open=221.3, close=220.9, color='RED'), CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN')] 2020-05-29 11:00:21 INFO: skip by colors first_candle=CandleItem(low=219.2, high=221.55, open=221.2, close=221.3, color='GREEN') second_candle=CandleItem(low=220.6, high=222.2, open=221.3, close=220.9, color='RED') last_candle=CandleItem(low=220.6, high=221.8, open=220.9, close=221.3, color='GREEN') 2020-05-29 11:00:21 INFO: check need new order None 2020-05-29 11:00:21 INFO: init new order end 2020-05-29 11:00:21 INFO: 2020-05-29 11:00:21 INFO: 2020-05-29 11:00:21 INFO: 2020-05-29 11:00:21 INFO: 2020-05-29 11:02:00 INFO: 2020-05-29 11:02:00 INFO: 2020-05-29 11:02:00 INFO: 2020-05-29 11:02:00 INFO: 2020-05-29 11:02:00 INFO: clearing start 2020-05-29 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 11:02:00 INFO: skip by not found init order into storage 2020-05-29 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 11:02:00 INFO: skip by not found init order into storage 2020-05-29 11:02:00 INFO: clearing end 2020-05-29 11:02:00 INFO: 2020-05-29 11:02:00 INFO: 2020-05-29 11:02:00 INFO: 2020-05-29 11:02:00 INFO: 2020-05-29 12:00:20 INFO: 2020-05-29 12:00:20 INFO: 2020-05-29 12:00:20 INFO: 2020-05-29 12:00:20 INFO: 2020-05-29 12:00:20 INFO: init new order start 2020-05-29 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.3, 'high': 223.45, 'low': 219.3, 'close': 219.7, 'trades': 6985, 'volume': 7559849, 'vwap': 221.06, 'lastSize': 2000, 'turnover': 167117499310, 'homeNotional': 71718.4598604343, 'foreignNotional': 15854339.998935735}, {'timestamp': datetime.datetime(2020, 5, 29, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.9, 'high': 221.8, 'low': 220.6, 'close': 221.3, 'trades': 1686, 'volume': 1521486, 'vwap': 221.25, 'lastSize': 729, 'turnover': 33661867835, 'homeNotional': 14482.598433752608, 'foreignNotional': 3204182.211368131}, {'timestamp': datetime.datetime(2020, 5, 29, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.3, 'high': 222.2, 'low': 220.6, 'close': 220.9, 'trades': 2299, 'volume': 1502145, 'vwap': 221.56, 'lastSize': 1500, 'turnover': 33280688690, 'homeNotional': 14308.073624589784, 'foreignNotional': 3170019.697488036}] 2020-05-29 12:00:20 INFO: prepare candles [CandleItem(low=219.3, high=223.45, open=221.3, close=219.7, color='RED'), CandleItem(low=220.6, high=221.8, open=220.9, close=221.3, color='GREEN'), CandleItem(low=220.6, high=222.2, open=221.3, close=220.9, color='RED')] 2020-05-29 12:00:20 INFO: skip by colors first_candle=CandleItem(low=220.6, high=222.2, open=221.3, close=220.9, color='RED') second_candle=CandleItem(low=220.6, high=221.8, open=220.9, close=221.3, color='GREEN') last_candle=CandleItem(low=219.3, high=223.45, open=221.3, close=219.7, color='RED') 2020-05-29 12:00:20 INFO: check need new order None 2020-05-29 12:00:20 INFO: init new order end 2020-05-29 12:00:20 INFO: 2020-05-29 12:00:20 INFO: 2020-05-29 12:00:20 INFO: 2020-05-29 12:00:20 INFO: 2020-05-29 12:02:00 INFO: 2020-05-29 12:02:00 INFO: 2020-05-29 12:02:00 INFO: 2020-05-29 12:02:00 INFO: 2020-05-29 12:02:00 INFO: clearing start 2020-05-29 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 12:02:00 INFO: skip by not found init order into storage 2020-05-29 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 12:02:00 INFO: skip by not found init order into storage 2020-05-29 12:02:00 INFO: clearing end 2020-05-29 12:02:00 INFO: 2020-05-29 12:02:00 INFO: 2020-05-29 12:02:00 INFO: 2020-05-29 12:02:00 INFO: 2020-05-29 13:00:20 INFO: 2020-05-29 13:00:20 INFO: 2020-05-29 13:00:20 INFO: 2020-05-29 13:00:20 INFO: 2020-05-29 13:00:20 INFO: init new order start 2020-05-29 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.7, 'high': 220.3, 'low': 219.15, 'close': 219.75, 'trades': 2752, 'volume': 2309727, 'vwap': 219.75, 'lastSize': 17, 'turnover': 50755910855, 'homeNotional': 21840.02681556933, 'foreignNotional': 4799317.527484361}, {'timestamp': datetime.datetime(2020, 5, 29, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.3, 'high': 223.45, 'low': 219.3, 'close': 219.7, 'trades': 6985, 'volume': 7559849, 'vwap': 221.06, 'lastSize': 2000, 'turnover': 167117499310, 'homeNotional': 71718.4598604343, 'foreignNotional': 15854339.998935735}, {'timestamp': datetime.datetime(2020, 5, 29, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.9, 'high': 221.8, 'low': 220.6, 'close': 221.3, 'trades': 1686, 'volume': 1521486, 'vwap': 221.25, 'lastSize': 729, 'turnover': 33661867835, 'homeNotional': 14482.598433752608, 'foreignNotional': 3204182.211368131}] 2020-05-29 13:00:21 INFO: prepare candles [CandleItem(low=219.15, high=220.3, open=219.7, close=219.75, color='GREEN'), CandleItem(low=219.3, high=223.45, open=221.3, close=219.7, color='RED'), CandleItem(low=220.6, high=221.8, open=220.9, close=221.3, color='GREEN')] 2020-05-29 13:00:21 INFO: skip by colors first_candle=CandleItem(low=220.6, high=221.8, open=220.9, close=221.3, color='GREEN') second_candle=CandleItem(low=219.3, high=223.45, open=221.3, close=219.7, color='RED') last_candle=CandleItem(low=219.15, high=220.3, open=219.7, close=219.75, color='GREEN') 2020-05-29 13:00:21 INFO: check need new order None 2020-05-29 13:00:21 INFO: init new order end 2020-05-29 13:00:21 INFO: 2020-05-29 13:00:21 INFO: 2020-05-29 13:00:21 INFO: 2020-05-29 13:00:21 INFO: 2020-05-29 13:02:00 INFO: 2020-05-29 13:02:00 INFO: 2020-05-29 13:02:00 INFO: 2020-05-29 13:02:00 INFO: 2020-05-29 13:02:00 INFO: clearing start 2020-05-29 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 13:02:00 INFO: skip by not found init order into storage 2020-05-29 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 13:02:00 INFO: skip by not found init order into storage 2020-05-29 13:02:00 INFO: clearing end 2020-05-29 13:02:00 INFO: 2020-05-29 13:02:00 INFO: 2020-05-29 13:02:00 INFO: 2020-05-29 13:02:00 INFO: 2020-05-29 14:00:20 INFO: 2020-05-29 14:00:20 INFO: 2020-05-29 14:00:20 INFO: 2020-05-29 14:00:20 INFO: 2020-05-29 14:00:20 INFO: init new order start 2020-05-29 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.75, 'high': 220.2, 'low': 218.0, 'close': 218.2, 'trades': 3607, 'volume': 2967720, 'vwap': 218.87, 'lastSize': 100, 'turnover': 64954275745, 'homeNotional': 27940.56940264844, 'foreignNotional': 6115381.9249880165}, {'timestamp': datetime.datetime(2020, 5, 29, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.7, 'high': 220.3, 'low': 219.15, 'close': 219.75, 'trades': 2752, 'volume': 2309727, 'vwap': 219.75, 'lastSize': 17, 'turnover': 50755910855, 'homeNotional': 21840.02681556933, 'foreignNotional': 4799317.527484361}, {'timestamp': datetime.datetime(2020, 5, 29, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.3, 'high': 223.45, 'low': 219.3, 'close': 219.7, 'trades': 6985, 'volume': 7559849, 'vwap': 221.06, 'lastSize': 2000, 'turnover': 167117499310, 'homeNotional': 71718.4598604343, 'foreignNotional': 15854339.998935735}] 2020-05-29 14:00:20 INFO: prepare candles [CandleItem(low=218.0, high=220.2, open=219.75, close=218.2, color='RED'), CandleItem(low=219.15, high=220.3, open=219.7, close=219.75, color='GREEN'), CandleItem(low=219.3, high=223.45, open=221.3, close=219.7, color='RED')] 2020-05-29 14:00:20 INFO: skip by colors first_candle=CandleItem(low=219.3, high=223.45, open=221.3, close=219.7, color='RED') second_candle=CandleItem(low=219.15, high=220.3, open=219.7, close=219.75, color='GREEN') last_candle=CandleItem(low=218.0, high=220.2, open=219.75, close=218.2, color='RED') 2020-05-29 14:00:20 INFO: check need new order None 2020-05-29 14:00:20 INFO: init new order end 2020-05-29 14:00:20 INFO: 2020-05-29 14:00:20 INFO: 2020-05-29 14:00:20 INFO: 2020-05-29 14:00:20 INFO: 2020-05-29 14:02:00 INFO: 2020-05-29 14:02:00 INFO: 2020-05-29 14:02:00 INFO: 2020-05-29 14:02:00 INFO: 2020-05-29 14:02:00 INFO: clearing start 2020-05-29 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 14:02:00 INFO: skip by not found init order into storage 2020-05-29 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 14:02:00 INFO: skip by not found init order into storage 2020-05-29 14:02:00 INFO: clearing end 2020-05-29 14:02:00 INFO: 2020-05-29 14:02:00 INFO: 2020-05-29 14:02:00 INFO: 2020-05-29 14:02:00 INFO: 2020-05-29 15:00:20 INFO: 2020-05-29 15:00:20 INFO: 2020-05-29 15:00:20 INFO: 2020-05-29 15:00:20 INFO: 2020-05-29 15:00:20 INFO: init new order start 2020-05-29 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 219.4, 'low': 217.45, 'close': 218.8, 'trades': 3533, 'volume': 4521352, 'vwap': 218.61, 'lastSize': 150, 'turnover': 98838719495, 'homeNotional': 42432.406622888644, 'foreignNotional': 9275944.074369423}, {'timestamp': datetime.datetime(2020, 5, 29, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.75, 'high': 220.2, 'low': 218.0, 'close': 218.2, 'trades': 3607, 'volume': 2967720, 'vwap': 218.87, 'lastSize': 100, 'turnover': 64954275745, 'homeNotional': 27940.56940264844, 'foreignNotional': 6115381.9249880165}, {'timestamp': datetime.datetime(2020, 5, 29, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.7, 'high': 220.3, 'low': 219.15, 'close': 219.75, 'trades': 2752, 'volume': 2309727, 'vwap': 219.75, 'lastSize': 17, 'turnover': 50755910855, 'homeNotional': 21840.02681556933, 'foreignNotional': 4799317.527484361}] 2020-05-29 15:00:20 INFO: prepare candles [CandleItem(low=217.45, high=219.4, open=218.2, close=218.8, color='GREEN'), CandleItem(low=218.0, high=220.2, open=219.75, close=218.2, color='RED'), CandleItem(low=219.15, high=220.3, open=219.7, close=219.75, color='GREEN')] 2020-05-29 15:00:20 INFO: skip by colors first_candle=CandleItem(low=219.15, high=220.3, open=219.7, close=219.75, color='GREEN') second_candle=CandleItem(low=218.0, high=220.2, open=219.75, close=218.2, color='RED') last_candle=CandleItem(low=217.45, high=219.4, open=218.2, close=218.8, color='GREEN') 2020-05-29 15:00:20 INFO: check need new order None 2020-05-29 15:00:20 INFO: init new order end 2020-05-29 15:00:20 INFO: 2020-05-29 15:00:20 INFO: 2020-05-29 15:00:20 INFO: 2020-05-29 15:00:20 INFO: 2020-05-29 15:02:00 INFO: 2020-05-29 15:02:00 INFO: 2020-05-29 15:02:00 INFO: 2020-05-29 15:02:00 INFO: 2020-05-29 15:02:00 INFO: clearing start 2020-05-29 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 15:02:00 INFO: skip by not found init order into storage 2020-05-29 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 15:02:00 INFO: skip by not found init order into storage 2020-05-29 15:02:00 INFO: clearing end 2020-05-29 15:02:00 INFO: 2020-05-29 15:02:00 INFO: 2020-05-29 15:02:00 INFO: 2020-05-29 15:02:00 INFO: 2020-05-29 16:00:20 INFO: 2020-05-29 16:00:20 INFO: 2020-05-29 16:00:20 INFO: 2020-05-29 16:00:20 INFO: 2020-05-29 16:00:20 INFO: init new order start 2020-05-29 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 218.8, 'high': 220.45, 'low': 217.95, 'close': 219.45, 'trades': 4531, 'volume': 5112590, 'vwap': 219.39, 'lastSize': 19, 'turnover': 112162436650, 'homeNotional': 48133.0007219721, 'foreignNotional': 10559704.664350959}, {'timestamp': datetime.datetime(2020, 5, 29, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 219.4, 'low': 217.45, 'close': 218.8, 'trades': 3533, 'volume': 4521352, 'vwap': 218.61, 'lastSize': 150, 'turnover': 98838719495, 'homeNotional': 42432.406622888644, 'foreignNotional': 9275944.074369423}, {'timestamp': datetime.datetime(2020, 5, 29, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.75, 'high': 220.2, 'low': 218.0, 'close': 218.2, 'trades': 3607, 'volume': 2967720, 'vwap': 218.87, 'lastSize': 100, 'turnover': 64954275745, 'homeNotional': 27940.56940264844, 'foreignNotional': 6115381.9249880165}] 2020-05-29 16:00:20 INFO: prepare candles [CandleItem(low=217.95, high=220.45, open=218.8, close=219.45, color='GREEN'), CandleItem(low=217.45, high=219.4, open=218.2, close=218.8, color='GREEN'), CandleItem(low=218.0, high=220.2, open=219.75, close=218.2, color='RED')] 2020-05-29 16:00:20 INFO: skip by colors first_candle=CandleItem(low=218.0, high=220.2, open=219.75, close=218.2, color='RED') second_candle=CandleItem(low=217.45, high=219.4, open=218.2, close=218.8, color='GREEN') last_candle=CandleItem(low=217.95, high=220.45, open=218.8, close=219.45, color='GREEN') 2020-05-29 16:00:20 INFO: check need new order None 2020-05-29 16:00:20 INFO: init new order end 2020-05-29 16:00:20 INFO: 2020-05-29 16:00:20 INFO: 2020-05-29 16:00:20 INFO: 2020-05-29 16:00:20 INFO: 2020-05-29 16:02:00 INFO: 2020-05-29 16:02:00 INFO: 2020-05-29 16:02:00 INFO: 2020-05-29 16:02:00 INFO: 2020-05-29 16:02:00 INFO: clearing start 2020-05-29 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 16:02:00 INFO: skip by not found init order into storage 2020-05-29 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 16:02:00 INFO: skip by not found init order into storage 2020-05-29 16:02:00 INFO: clearing end 2020-05-29 16:02:00 INFO: 2020-05-29 16:02:00 INFO: 2020-05-29 16:02:00 INFO: 2020-05-29 16:02:00 INFO: 2020-05-29 17:00:20 INFO: 2020-05-29 17:00:20 INFO: 2020-05-29 17:00:20 INFO: 2020-05-29 17:00:20 INFO: 2020-05-29 17:00:20 INFO: init new order start 2020-05-29 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.45, 'high': 220.2, 'low': 219.25, 'close': 220.0, 'trades': 2195, 'volume': 1834758, 'vwap': 219.73, 'lastSize': 300, 'turnover': 40314603770, 'homeNotional': 17271.54230372022, 'foreignNotional': 3795030.553605184}, {'timestamp': datetime.datetime(2020, 5, 29, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 218.8, 'high': 220.45, 'low': 217.95, 'close': 219.45, 'trades': 4531, 'volume': 5112590, 'vwap': 219.39, 'lastSize': 19, 'turnover': 112162436650, 'homeNotional': 48133.0007219721, 'foreignNotional': 10559704.664350959}, {'timestamp': datetime.datetime(2020, 5, 29, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 219.4, 'low': 217.45, 'close': 218.8, 'trades': 3533, 'volume': 4521352, 'vwap': 218.61, 'lastSize': 150, 'turnover': 98838719495, 'homeNotional': 42432.406622888644, 'foreignNotional': 9275944.074369423}] 2020-05-29 17:00:20 INFO: prepare candles [CandleItem(low=219.25, high=220.2, open=219.45, close=220.0, color='GREEN'), CandleItem(low=217.95, high=220.45, open=218.8, close=219.45, color='GREEN'), CandleItem(low=217.45, high=219.4, open=218.2, close=218.8, color='GREEN')] 2020-05-29 17:00:20 INFO: skip by colors first_candle=CandleItem(low=217.45, high=219.4, open=218.2, close=218.8, color='GREEN') second_candle=CandleItem(low=217.95, high=220.45, open=218.8, close=219.45, color='GREEN') last_candle=CandleItem(low=219.25, high=220.2, open=219.45, close=220.0, color='GREEN') 2020-05-29 17:00:20 INFO: check need new order None 2020-05-29 17:00:20 INFO: init new order end 2020-05-29 17:00:20 INFO: 2020-05-29 17:00:20 INFO: 2020-05-29 17:00:20 INFO: 2020-05-29 17:00:20 INFO: 2020-05-29 17:02:00 INFO: 2020-05-29 17:02:00 INFO: 2020-05-29 17:02:00 INFO: 2020-05-29 17:02:00 INFO: 2020-05-29 17:02:00 INFO: clearing start 2020-05-29 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 17:02:00 INFO: skip by not found init order into storage 2020-05-29 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 17:02:00 INFO: skip by not found init order into storage 2020-05-29 17:02:00 INFO: clearing end 2020-05-29 17:02:00 INFO: 2020-05-29 17:02:00 INFO: 2020-05-29 17:02:00 INFO: 2020-05-29 17:02:00 INFO: 2020-05-29 18:00:20 INFO: 2020-05-29 18:00:20 INFO: 2020-05-29 18:00:20 INFO: 2020-05-29 18:00:20 INFO: 2020-05-29 18:00:20 INFO: init new order start 2020-05-29 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.0, 'high': 220.85, 'low': 219.5, 'close': 219.9, 'trades': 2869, 'volume': 2609662, 'vwap': 220.18, 'lastSize': 600, 'turnover': 57458337565, 'homeNotional': 24646.87740892223, 'foreignNotional': 5426644.872715442}, {'timestamp': datetime.datetime(2020, 5, 29, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.45, 'high': 220.2, 'low': 219.25, 'close': 220.0, 'trades': 2195, 'volume': 1834758, 'vwap': 219.73, 'lastSize': 300, 'turnover': 40314603770, 'homeNotional': 17271.54230372022, 'foreignNotional': 3795030.553605184}, {'timestamp': datetime.datetime(2020, 5, 29, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 218.8, 'high': 220.45, 'low': 217.95, 'close': 219.45, 'trades': 4531, 'volume': 5112590, 'vwap': 219.39, 'lastSize': 19, 'turnover': 112162436650, 'homeNotional': 48133.0007219721, 'foreignNotional': 10559704.664350959}] 2020-05-29 18:00:20 INFO: prepare candles [CandleItem(low=219.5, high=220.85, open=220.0, close=219.9, color='RED'), CandleItem(low=219.25, high=220.2, open=219.45, close=220.0, color='GREEN'), CandleItem(low=217.95, high=220.45, open=218.8, close=219.45, color='GREEN')] 2020-05-29 18:00:20 INFO: last_candle=CandleItem(low=219.5, high=220.85, open=220.0, close=219.9, color='RED') 2020-05-29 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))) 2020-05-29 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=219.5, high=220.85, open=220.0, close=219.9, color='RED') 2020-05-29 18:00:20 INFO: skip by CandleItem(low=219.5, high=220.85, open=220.0, close=219.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 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))) 2020-05-29 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=219.5, high=220.85, open=220.0, close=219.9, color='RED') 2020-05-29 18:00:20 INFO: skip by CandleItem(low=219.5, high=220.85, open=220.0, close=219.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 18:00:20 INFO: not found applicable config for candle 2020-05-29 18:00:20 INFO: check need new order None 2020-05-29 18:00:20 INFO: init new order end 2020-05-29 18:00:20 INFO: 2020-05-29 18:00:20 INFO: 2020-05-29 18:00:20 INFO: 2020-05-29 18:00:20 INFO: 2020-05-29 18:02:00 INFO: 2020-05-29 18:02:00 INFO: 2020-05-29 18:02:00 INFO: 2020-05-29 18:02:00 INFO: 2020-05-29 18:02:00 INFO: clearing start 2020-05-29 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 18:02:00 INFO: skip by not found init order into storage 2020-05-29 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 18:02:00 INFO: skip by not found init order into storage 2020-05-29 18:02:00 INFO: clearing end 2020-05-29 18:02:00 INFO: 2020-05-29 18:02:00 INFO: 2020-05-29 18:02:00 INFO: 2020-05-29 18:02:00 INFO: 2020-05-29 19:00:20 INFO: 2020-05-29 19:00:20 INFO: 2020-05-29 19:00:20 INFO: 2020-05-29 19:00:20 INFO: 2020-05-29 19:00:20 INFO: init new order start 2020-05-29 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.9, 'high': 219.9, 'low': 218.65, 'close': 219.5, 'trades': 2485, 'volume': 3380436, 'vwap': 219.14, 'lastSize': 2000, 'turnover': 74076459355, 'homeNotional': 31736.078541788593, 'foreignNotional': 6954435.66503278}, {'timestamp': datetime.datetime(2020, 5, 29, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.0, 'high': 220.85, 'low': 219.5, 'close': 219.9, 'trades': 2869, 'volume': 2609662, 'vwap': 220.18, 'lastSize': 600, 'turnover': 57458337565, 'homeNotional': 24646.87740892223, 'foreignNotional': 5426644.872715442}, {'timestamp': datetime.datetime(2020, 5, 29, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.45, 'high': 220.2, 'low': 219.25, 'close': 220.0, 'trades': 2195, 'volume': 1834758, 'vwap': 219.73, 'lastSize': 300, 'turnover': 40314603770, 'homeNotional': 17271.54230372022, 'foreignNotional': 3795030.553605184}] 2020-05-29 19:00:20 INFO: prepare candles [CandleItem(low=218.65, high=219.9, open=219.9, close=219.5, color='RED'), CandleItem(low=219.5, high=220.85, open=220.0, close=219.9, color='RED'), CandleItem(low=219.25, high=220.2, open=219.45, close=220.0, color='GREEN')] 2020-05-29 19:00:20 INFO: skip by colors first_candle=CandleItem(low=219.25, high=220.2, open=219.45, close=220.0, color='GREEN') second_candle=CandleItem(low=219.5, high=220.85, open=220.0, close=219.9, color='RED') last_candle=CandleItem(low=218.65, high=219.9, open=219.9, close=219.5, color='RED') 2020-05-29 19:00:20 INFO: check need new order None 2020-05-29 19:00:20 INFO: init new order end 2020-05-29 19:00:20 INFO: 2020-05-29 19:00:20 INFO: 2020-05-29 19:00:20 INFO: 2020-05-29 19:00:20 INFO: 2020-05-29 19:02:00 INFO: 2020-05-29 19:02:00 INFO: 2020-05-29 19:02:00 INFO: 2020-05-29 19:02:00 INFO: 2020-05-29 19:02:00 INFO: clearing start 2020-05-29 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 19:02:00 INFO: skip by not found init order into storage 2020-05-29 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 19:02:00 INFO: skip by not found init order into storage 2020-05-29 19:02:00 INFO: clearing end 2020-05-29 19:02:00 INFO: 2020-05-29 19:02:00 INFO: 2020-05-29 19:02:00 INFO: 2020-05-29 19:02:00 INFO: 2020-05-29 20:00:20 INFO: 2020-05-29 20:00:20 INFO: 2020-05-29 20:00:20 INFO: 2020-05-29 20:00:20 INFO: 2020-05-29 20:00:20 INFO: init new order start 2020-05-29 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.5, 'high': 222.3, 'low': 219.45, 'close': 222.0, 'trades': 4288, 'volume': 4953637, 'vwap': 221.09, 'lastSize': 50, 'turnover': 109518562520, 'homeNotional': 46688.55051765028, 'foreignNotional': 10322273.093263835}, {'timestamp': datetime.datetime(2020, 5, 29, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.9, 'high': 219.9, 'low': 218.65, 'close': 219.5, 'trades': 2485, 'volume': 3380436, 'vwap': 219.14, 'lastSize': 2000, 'turnover': 74076459355, 'homeNotional': 31736.078541788593, 'foreignNotional': 6954435.66503278}, {'timestamp': datetime.datetime(2020, 5, 29, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.0, 'high': 220.85, 'low': 219.5, 'close': 219.9, 'trades': 2869, 'volume': 2609662, 'vwap': 220.18, 'lastSize': 600, 'turnover': 57458337565, 'homeNotional': 24646.87740892223, 'foreignNotional': 5426644.872715442}] 2020-05-29 20:00:20 INFO: prepare candles [CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN'), CandleItem(low=218.65, high=219.9, open=219.9, close=219.5, color='RED'), CandleItem(low=219.5, high=220.85, open=220.0, close=219.9, color='RED')] 2020-05-29 20:00:20 INFO: last_candle=CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN') 2020-05-29 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))) 2020-05-29 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=219.45, high=222.3, open=219.5, close=222.0, color='GREEN') 2020-05-29 20:00:20 INFO: skip by CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 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))) 2020-05-29 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=219.45, high=222.3, open=219.5, close=222.0, color='GREEN') 2020-05-29 20:00:20 INFO: skip by CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-29 20:00:20 INFO: not found applicable config for candle 2020-05-29 20:00:20 INFO: check need new order None 2020-05-29 20:00:20 INFO: init new order end 2020-05-29 20:00:20 INFO: 2020-05-29 20:00:20 INFO: 2020-05-29 20:00:20 INFO: 2020-05-29 20:00:20 INFO: 2020-05-29 20:02:00 INFO: 2020-05-29 20:02:00 INFO: 2020-05-29 20:02:00 INFO: 2020-05-29 20:02:00 INFO: 2020-05-29 20:02:00 INFO: clearing start 2020-05-29 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 20:02:00 INFO: skip by not found init order into storage 2020-05-29 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 20:02:00 INFO: skip by not found init order into storage 2020-05-29 20:02:00 INFO: clearing end 2020-05-29 20:02:00 INFO: 2020-05-29 20:02:00 INFO: 2020-05-29 20:02:00 INFO: 2020-05-29 20:02:00 INFO: 2020-05-29 21:00:20 INFO: 2020-05-29 21:00:20 INFO: 2020-05-29 21:00:20 INFO: 2020-05-29 21:00:20 INFO: 2020-05-29 21:00:20 INFO: init new order start 2020-05-29 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.0, 'high': 222.5, 'low': 220.65, 'close': 220.65, 'trades': 3188, 'volume': 2849612, 'vwap': 221.65, 'lastSize': 1540, 'turnover': 63161041185, 'homeNotional': 26872.065285107696, 'foreignNotional': 5956141.171866549}, {'timestamp': datetime.datetime(2020, 5, 29, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.5, 'high': 222.3, 'low': 219.45, 'close': 222.0, 'trades': 4288, 'volume': 4953637, 'vwap': 221.09, 'lastSize': 50, 'turnover': 109518562520, 'homeNotional': 46688.55051765028, 'foreignNotional': 10322273.093263835}, {'timestamp': datetime.datetime(2020, 5, 29, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.9, 'high': 219.9, 'low': 218.65, 'close': 219.5, 'trades': 2485, 'volume': 3380436, 'vwap': 219.14, 'lastSize': 2000, 'turnover': 74076459355, 'homeNotional': 31736.078541788593, 'foreignNotional': 6954435.66503278}] 2020-05-29 21:00:20 INFO: prepare candles [CandleItem(low=220.65, high=222.5, open=222.0, close=220.65, color='RED'), CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN'), CandleItem(low=218.65, high=219.9, open=219.9, close=219.5, color='RED')] 2020-05-29 21:00:20 INFO: skip by colors first_candle=CandleItem(low=218.65, high=219.9, open=219.9, close=219.5, color='RED') second_candle=CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN') last_candle=CandleItem(low=220.65, high=222.5, open=222.0, close=220.65, color='RED') 2020-05-29 21:00:20 INFO: check need new order None 2020-05-29 21:00:20 INFO: init new order end 2020-05-29 21:00:20 INFO: 2020-05-29 21:00:20 INFO: 2020-05-29 21:00:20 INFO: 2020-05-29 21:00:20 INFO: 2020-05-29 21:02:00 INFO: 2020-05-29 21:02:00 INFO: 2020-05-29 21:02:00 INFO: 2020-05-29 21:02:00 INFO: 2020-05-29 21:02:00 INFO: clearing start 2020-05-29 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 21:02:00 INFO: skip by not found init order into storage 2020-05-29 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 21:02:00 INFO: skip by not found init order into storage 2020-05-29 21:02:00 INFO: clearing end 2020-05-29 21:02:00 INFO: 2020-05-29 21:02:00 INFO: 2020-05-29 21:02:00 INFO: 2020-05-29 21:02:00 INFO: 2020-05-29 22:00:20 INFO: 2020-05-29 22:00:20 INFO: 2020-05-29 22:00:20 INFO: 2020-05-29 22:00:20 INFO: 2020-05-29 22:00:20 INFO: init new order start 2020-05-29 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.65, 'high': 221.0, 'low': 220.2, 'close': 221.0, 'trades': 2191, 'volume': 1979247, 'vwap': 220.72, 'lastSize': 1000, 'turnover': 43684915765, 'homeNotional': 18633.830956984886, 'foreignNotional': 4112764.52504511}, {'timestamp': datetime.datetime(2020, 5, 29, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.0, 'high': 222.5, 'low': 220.65, 'close': 220.65, 'trades': 3188, 'volume': 2849612, 'vwap': 221.65, 'lastSize': 1540, 'turnover': 63161041185, 'homeNotional': 26872.065285107696, 'foreignNotional': 5956141.171866549}, {'timestamp': datetime.datetime(2020, 5, 29, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.5, 'high': 222.3, 'low': 219.45, 'close': 222.0, 'trades': 4288, 'volume': 4953637, 'vwap': 221.09, 'lastSize': 50, 'turnover': 109518562520, 'homeNotional': 46688.55051765028, 'foreignNotional': 10322273.093263835}] 2020-05-29 22:00:21 INFO: prepare candles [CandleItem(low=220.2, high=221.0, open=220.65, close=221.0, color='GREEN'), CandleItem(low=220.65, high=222.5, open=222.0, close=220.65, color='RED'), CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN')] 2020-05-29 22:00:21 INFO: skip by colors first_candle=CandleItem(low=219.45, high=222.3, open=219.5, close=222.0, color='GREEN') second_candle=CandleItem(low=220.65, high=222.5, open=222.0, close=220.65, color='RED') last_candle=CandleItem(low=220.2, high=221.0, open=220.65, close=221.0, color='GREEN') 2020-05-29 22:00:21 INFO: check need new order None 2020-05-29 22:00:21 INFO: init new order end 2020-05-29 22:00:21 INFO: 2020-05-29 22:00:21 INFO: 2020-05-29 22:00:21 INFO: 2020-05-29 22:00:21 INFO: 2020-05-29 22:02:00 INFO: 2020-05-29 22:02:00 INFO: 2020-05-29 22:02:00 INFO: 2020-05-29 22:02:00 INFO: 2020-05-29 22:02:00 INFO: clearing start 2020-05-29 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 22:02:00 INFO: skip by not found init order into storage 2020-05-29 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 22:02:00 INFO: skip by not found init order into storage 2020-05-29 22:02:00 INFO: clearing end 2020-05-29 22:02:00 INFO: 2020-05-29 22:02:00 INFO: 2020-05-29 22:02:00 INFO: 2020-05-29 22:02:00 INFO: 2020-05-29 23:00:20 INFO: 2020-05-29 23:00:20 INFO: 2020-05-29 23:00:20 INFO: 2020-05-29 23:00:20 INFO: 2020-05-29 23:00:20 INFO: init new order start 2020-05-29 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.0, 'high': 221.0, 'low': 219.6, 'close': 220.05, 'trades': 2133, 'volume': 2080126, 'vwap': 220.13, 'lastSize': 1, 'turnover': 45787769290, 'homeNotional': 19567.66260805146, 'foreignNotional': 4307240.512371527}, {'timestamp': datetime.datetime(2020, 5, 29, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.65, 'high': 221.0, 'low': 220.2, 'close': 221.0, 'trades': 2191, 'volume': 1979247, 'vwap': 220.72, 'lastSize': 1000, 'turnover': 43684915765, 'homeNotional': 18633.830956984886, 'foreignNotional': 4112764.52504511}, {'timestamp': datetime.datetime(2020, 5, 29, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 222.0, 'high': 222.5, 'low': 220.65, 'close': 220.65, 'trades': 3188, 'volume': 2849612, 'vwap': 221.65, 'lastSize': 1540, 'turnover': 63161041185, 'homeNotional': 26872.065285107696, 'foreignNotional': 5956141.171866549}] 2020-05-29 23:00:21 INFO: prepare candles [CandleItem(low=219.6, high=221.0, open=221.0, close=220.05, color='RED'), CandleItem(low=220.2, high=221.0, open=220.65, close=221.0, color='GREEN'), CandleItem(low=220.65, high=222.5, open=222.0, close=220.65, color='RED')] 2020-05-29 23:00:21 INFO: skip by colors first_candle=CandleItem(low=220.65, high=222.5, open=222.0, close=220.65, color='RED') second_candle=CandleItem(low=220.2, high=221.0, open=220.65, close=221.0, color='GREEN') last_candle=CandleItem(low=219.6, high=221.0, open=221.0, close=220.05, color='RED') 2020-05-29 23:00:21 INFO: check need new order None 2020-05-29 23:00:21 INFO: init new order end 2020-05-29 23:00:21 INFO: 2020-05-29 23:00:21 INFO: 2020-05-29 23:00:21 INFO: 2020-05-29 23:00:21 INFO: 2020-05-29 23:02:00 INFO: 2020-05-29 23:02:00 INFO: 2020-05-29 23:02:00 INFO: 2020-05-29 23:02:00 INFO: 2020-05-29 23:02:00 INFO: clearing start 2020-05-29 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-29 23:02:00 INFO: skip by not found init order into storage 2020-05-29 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-29 23:02:00 INFO: skip by not found init order into storage 2020-05-29 23:02:00 INFO: clearing end 2020-05-29 23:02:00 INFO: 2020-05-29 23:02:00 INFO: 2020-05-29 23:02:00 INFO: 2020-05-29 23:02:00 INFO: 2020-05-30 00:00:20 INFO: 2020-05-30 00:00:20 INFO: 2020-05-30 00:00:20 INFO: 2020-05-30 00:00:20 INFO: 2020-05-30 00:00:20 INFO: init new order start 2020-05-30 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.05, 'high': 220.75, 'low': 219.7, 'close': 220.3, 'trades': 1678, 'volume': 2142493, 'vwap': 220.36, 'lastSize': 1, 'turnover': 47210278995, 'homeNotional': 20161.237479227442, 'foreignNotional': 4442574.379382016}, {'timestamp': datetime.datetime(2020, 5, 29, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.0, 'high': 221.0, 'low': 219.6, 'close': 220.05, 'trades': 2133, 'volume': 2080126, 'vwap': 220.13, 'lastSize': 1, 'turnover': 45787769290, 'homeNotional': 19567.66260805146, 'foreignNotional': 4307240.512371527}, {'timestamp': datetime.datetime(2020, 5, 29, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.65, 'high': 221.0, 'low': 220.2, 'close': 221.0, 'trades': 2191, 'volume': 1979247, 'vwap': 220.72, 'lastSize': 1000, 'turnover': 43684915765, 'homeNotional': 18633.830956984886, 'foreignNotional': 4112764.52504511}] 2020-05-30 00:00:20 INFO: prepare candles [CandleItem(low=219.7, high=220.75, open=220.05, close=220.3, color='GREEN'), CandleItem(low=219.6, high=221.0, open=221.0, close=220.05, color='RED'), CandleItem(low=220.2, high=221.0, open=220.65, close=221.0, color='GREEN')] 2020-05-30 00:00:20 INFO: skip by colors first_candle=CandleItem(low=220.2, high=221.0, open=220.65, close=221.0, color='GREEN') second_candle=CandleItem(low=219.6, high=221.0, open=221.0, close=220.05, color='RED') last_candle=CandleItem(low=219.7, high=220.75, open=220.05, close=220.3, color='GREEN') 2020-05-30 00:00:20 INFO: check need new order None 2020-05-30 00:00:20 INFO: init new order end 2020-05-30 00:00:20 INFO: 2020-05-30 00:00:20 INFO: 2020-05-30 00:00:20 INFO: 2020-05-30 00:00:20 INFO: 2020-05-30 00:02:00 INFO: 2020-05-30 00:02:00 INFO: 2020-05-30 00:02:00 INFO: 2020-05-30 00:02:00 INFO: 2020-05-30 00:02:00 INFO: clearing start 2020-05-30 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 00:02:00 INFO: skip by not found init order into storage 2020-05-30 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 00:02:00 INFO: skip by not found init order into storage 2020-05-30 00:02:00 INFO: clearing end 2020-05-30 00:02:00 INFO: 2020-05-30 00:02:00 INFO: 2020-05-30 00:02:00 INFO: 2020-05-30 00:02:00 INFO: 2020-05-30 01:00:20 INFO: 2020-05-30 01:00:20 INFO: 2020-05-30 01:00:20 INFO: 2020-05-30 01:00:20 INFO: 2020-05-30 01:00:20 INFO: init new order start 2020-05-30 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.3, 'high': 220.3, 'low': 218.95, 'close': 219.1, 'trades': 1541, 'volume': 1973441, 'vwap': 219.55, 'lastSize': 1, 'turnover': 43325517975, 'homeNotional': 18530.632975565877, 'foreignNotional': 4068277.507032022}, {'timestamp': datetime.datetime(2020, 5, 29, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.05, 'high': 220.75, 'low': 219.7, 'close': 220.3, 'trades': 1678, 'volume': 2142493, 'vwap': 220.36, 'lastSize': 1, 'turnover': 47210278995, 'homeNotional': 20161.237479227442, 'foreignNotional': 4442574.379382016}, {'timestamp': datetime.datetime(2020, 5, 29, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 221.0, 'high': 221.0, 'low': 219.6, 'close': 220.05, 'trades': 2133, 'volume': 2080126, 'vwap': 220.13, 'lastSize': 1, 'turnover': 45787769290, 'homeNotional': 19567.66260805146, 'foreignNotional': 4307240.512371527}] 2020-05-30 01:00:21 INFO: prepare candles [CandleItem(low=218.95, high=220.3, open=220.3, close=219.1, color='RED'), CandleItem(low=219.7, high=220.75, open=220.05, close=220.3, color='GREEN'), CandleItem(low=219.6, high=221.0, open=221.0, close=220.05, color='RED')] 2020-05-30 01:00:21 INFO: skip by colors first_candle=CandleItem(low=219.6, high=221.0, open=221.0, close=220.05, color='RED') second_candle=CandleItem(low=219.7, high=220.75, open=220.05, close=220.3, color='GREEN') last_candle=CandleItem(low=218.95, high=220.3, open=220.3, close=219.1, color='RED') 2020-05-30 01:00:21 INFO: check need new order None 2020-05-30 01:00:21 INFO: init new order end 2020-05-30 01:00:21 INFO: 2020-05-30 01:00:21 INFO: 2020-05-30 01:00:21 INFO: 2020-05-30 01:00:21 INFO: 2020-05-30 01:02:00 INFO: 2020-05-30 01:02:00 INFO: 2020-05-30 01:02:00 INFO: 2020-05-30 01:02:00 INFO: 2020-05-30 01:02:00 INFO: clearing start 2020-05-30 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 01:02:00 INFO: skip by not found init order into storage 2020-05-30 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 01:02:00 INFO: skip by not found init order into storage 2020-05-30 01:02:00 INFO: clearing end 2020-05-30 01:02:00 INFO: 2020-05-30 01:02:00 INFO: 2020-05-30 01:02:00 INFO: 2020-05-30 01:02:00 INFO: 2020-05-30 02:00:20 INFO: 2020-05-30 02:00:20 INFO: 2020-05-30 02:00:20 INFO: 2020-05-30 02:00:20 INFO: 2020-05-30 02:00:20 INFO: init new order start 2020-05-30 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 29, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.1, 'high': 220.9, 'low': 218.85, 'close': 220.85, 'trades': 2092, 'volume': 2139089, 'vwap': 219.77, 'lastSize': 72, 'turnover': 47009328960, 'homeNotional': 20115.3630371299, 'foreignNotional': 4420643.2763397675}, {'timestamp': datetime.datetime(2020, 5, 29, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.3, 'high': 220.3, 'low': 218.95, 'close': 219.1, 'trades': 1541, 'volume': 1973441, 'vwap': 219.55, 'lastSize': 1, 'turnover': 43325517975, 'homeNotional': 18530.632975565877, 'foreignNotional': 4068277.507032022}, {'timestamp': datetime.datetime(2020, 5, 29, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.05, 'high': 220.75, 'low': 219.7, 'close': 220.3, 'trades': 1678, 'volume': 2142493, 'vwap': 220.36, 'lastSize': 1, 'turnover': 47210278995, 'homeNotional': 20161.237479227442, 'foreignNotional': 4442574.379382016}] 2020-05-30 02:00:20 INFO: prepare candles [CandleItem(low=218.85, high=220.9, open=219.1, close=220.85, color='GREEN'), CandleItem(low=218.95, high=220.3, open=220.3, close=219.1, color='RED'), CandleItem(low=219.7, high=220.75, open=220.05, close=220.3, color='GREEN')] 2020-05-30 02:00:20 INFO: skip by colors first_candle=CandleItem(low=219.7, high=220.75, open=220.05, close=220.3, color='GREEN') second_candle=CandleItem(low=218.95, high=220.3, open=220.3, close=219.1, color='RED') last_candle=CandleItem(low=218.85, high=220.9, open=219.1, close=220.85, color='GREEN') 2020-05-30 02:00:20 INFO: check need new order None 2020-05-30 02:00:20 INFO: init new order end 2020-05-30 02:00:20 INFO: 2020-05-30 02:00:20 INFO: 2020-05-30 02:00:20 INFO: 2020-05-30 02:00:20 INFO: 2020-05-30 02:02:00 INFO: 2020-05-30 02:02:00 INFO: 2020-05-30 02:02:00 INFO: 2020-05-30 02:02:00 INFO: 2020-05-30 02:02:00 INFO: clearing start 2020-05-30 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 02:02:00 INFO: skip by not found init order into storage 2020-05-30 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 02:02:00 INFO: skip by not found init order into storage 2020-05-30 02:02:00 INFO: clearing end 2020-05-30 02:02:00 INFO: 2020-05-30 02:02:00 INFO: 2020-05-30 02:02:00 INFO: 2020-05-30 02:02:00 INFO: 2020-05-30 03:00:20 INFO: 2020-05-30 03:00:20 INFO: 2020-05-30 03:00:20 INFO: 2020-05-30 03:00:20 INFO: 2020-05-30 03:00:20 INFO: init new order start 2020-05-30 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.85, 'high': 221.55, 'low': 220.45, 'close': 220.6, 'trades': 1995, 'volume': 1807075, 'vwap': 220.93, 'lastSize': 1, 'turnover': 39922729280, 'homeNotional': 17044.800003205444, 'foreignNotional': 3765618.080408451}, {'timestamp': datetime.datetime(2020, 5, 29, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.1, 'high': 220.9, 'low': 218.85, 'close': 220.85, 'trades': 2092, 'volume': 2139089, 'vwap': 219.77, 'lastSize': 72, 'turnover': 47009328960, 'homeNotional': 20115.3630371299, 'foreignNotional': 4420643.2763397675}, {'timestamp': datetime.datetime(2020, 5, 29, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.3, 'high': 220.3, 'low': 218.95, 'close': 219.1, 'trades': 1541, 'volume': 1973441, 'vwap': 219.55, 'lastSize': 1, 'turnover': 43325517975, 'homeNotional': 18530.632975565877, 'foreignNotional': 4068277.507032022}] 2020-05-30 03:00:20 INFO: prepare candles [CandleItem(low=220.45, high=221.55, open=220.85, close=220.6, color='RED'), CandleItem(low=218.85, high=220.9, open=219.1, close=220.85, color='GREEN'), CandleItem(low=218.95, high=220.3, open=220.3, close=219.1, color='RED')] 2020-05-30 03:00:20 INFO: skip by colors first_candle=CandleItem(low=218.95, high=220.3, open=220.3, close=219.1, color='RED') second_candle=CandleItem(low=218.85, high=220.9, open=219.1, close=220.85, color='GREEN') last_candle=CandleItem(low=220.45, high=221.55, open=220.85, close=220.6, color='RED') 2020-05-30 03:00:20 INFO: check need new order None 2020-05-30 03:00:20 INFO: init new order end 2020-05-30 03:00:20 INFO: 2020-05-30 03:00:20 INFO: 2020-05-30 03:00:20 INFO: 2020-05-30 03:00:20 INFO: 2020-05-30 03:02:00 INFO: 2020-05-30 03:02:00 INFO: 2020-05-30 03:02:00 INFO: 2020-05-30 03:02:00 INFO: 2020-05-30 03:02:00 INFO: clearing start 2020-05-30 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 03:02:01 INFO: skip by not found init order into storage 2020-05-30 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 03:02:01 INFO: skip by not found init order into storage 2020-05-30 03:02:01 INFO: clearing end 2020-05-30 03:02:01 INFO: 2020-05-30 03:02:01 INFO: 2020-05-30 03:02:01 INFO: 2020-05-30 03:02:01 INFO: 2020-05-30 04:00:20 INFO: 2020-05-30 04:00:20 INFO: 2020-05-30 04:00:20 INFO: 2020-05-30 04:00:20 INFO: 2020-05-30 04:00:20 INFO: init new order start 2020-05-30 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.6, 'high': 221.1, 'low': 218.9, 'close': 219.25, 'trades': 3009, 'volume': 2739539, 'vwap': 219.63, 'lastSize': 10, 'turnover': 60166244075, 'homeNotional': 25729.45200705208, 'foreignNotional': 5650772.061757816}, {'timestamp': datetime.datetime(2020, 5, 30, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.85, 'high': 221.55, 'low': 220.45, 'close': 220.6, 'trades': 1995, 'volume': 1807075, 'vwap': 220.93, 'lastSize': 1, 'turnover': 39922729280, 'homeNotional': 17044.800003205444, 'foreignNotional': 3765618.080408451}, {'timestamp': datetime.datetime(2020, 5, 29, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.1, 'high': 220.9, 'low': 218.85, 'close': 220.85, 'trades': 2092, 'volume': 2139089, 'vwap': 219.77, 'lastSize': 72, 'turnover': 47009328960, 'homeNotional': 20115.3630371299, 'foreignNotional': 4420643.2763397675}] 2020-05-30 04:00:21 INFO: prepare candles [CandleItem(low=218.9, high=221.1, open=220.6, close=219.25, color='RED'), CandleItem(low=220.45, high=221.55, open=220.85, close=220.6, color='RED'), CandleItem(low=218.85, high=220.9, open=219.1, close=220.85, color='GREEN')] 2020-05-30 04:00:21 INFO: skip by colors first_candle=CandleItem(low=218.85, high=220.9, open=219.1, close=220.85, color='GREEN') second_candle=CandleItem(low=220.45, high=221.55, open=220.85, close=220.6, color='RED') last_candle=CandleItem(low=218.9, high=221.1, open=220.6, close=219.25, color='RED') 2020-05-30 04:00:21 INFO: check need new order None 2020-05-30 04:00:21 INFO: init new order end 2020-05-30 04:00:21 INFO: 2020-05-30 04:00:21 INFO: 2020-05-30 04:00:21 INFO: 2020-05-30 04:00:21 INFO: 2020-05-30 04:02:00 INFO: 2020-05-30 04:02:00 INFO: 2020-05-30 04:02:00 INFO: 2020-05-30 04:02:00 INFO: 2020-05-30 04:02:00 INFO: clearing start 2020-05-30 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 04:02:01 INFO: skip by not found init order into storage 2020-05-30 04:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 04:02:01 INFO: skip by not found init order into storage 2020-05-30 04:02:01 INFO: clearing end 2020-05-30 04:02:01 INFO: 2020-05-30 04:02:01 INFO: 2020-05-30 04:02:01 INFO: 2020-05-30 04:02:01 INFO: 2020-05-30 05:00:20 INFO: 2020-05-30 05:00:20 INFO: 2020-05-30 05:00:20 INFO: 2020-05-30 05:00:20 INFO: 2020-05-30 05:00:20 INFO: init new order start 2020-05-30 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.25, 'high': 220.05, 'low': 219.1, 'close': 219.4, 'trades': 1521, 'volume': 1110375, 'vwap': 219.55, 'lastSize': 1, 'turnover': 24377924220, 'homeNotional': 10406.190537333016, 'foreignNotional': 2284647.234071197}, {'timestamp': datetime.datetime(2020, 5, 30, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.6, 'high': 221.1, 'low': 218.9, 'close': 219.25, 'trades': 3009, 'volume': 2739539, 'vwap': 219.63, 'lastSize': 10, 'turnover': 60166244075, 'homeNotional': 25729.45200705208, 'foreignNotional': 5650772.061757816}, {'timestamp': datetime.datetime(2020, 5, 30, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.85, 'high': 221.55, 'low': 220.45, 'close': 220.6, 'trades': 1995, 'volume': 1807075, 'vwap': 220.93, 'lastSize': 1, 'turnover': 39922729280, 'homeNotional': 17044.800003205444, 'foreignNotional': 3765618.080408451}] 2020-05-30 05:00:21 INFO: prepare candles [CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN'), CandleItem(low=218.9, high=221.1, open=220.6, close=219.25, color='RED'), CandleItem(low=220.45, high=221.55, open=220.85, close=220.6, color='RED')] 2020-05-30 05:00:21 INFO: last_candle=CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN') 2020-05-30 05:00:21 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))) 2020-05-30 05:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN') 2020-05-30 05:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=218.9, high=221.1, open=220.6, close=219.25, color='RED') 2020-05-30 05:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=220.45, high=221.55, open=220.85, close=220.6, color='RED') 2020-05-30 05:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-30 05:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600) 2020-05-30 05:00:21 INFO: place order: start candle=CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN') ticker='ETHUSD' price_offset=0.1 2020-05-30 05:00:21 INFO: place order: side_factor=-1 init_trigger_price=220.10000000000002 init_order_price=220.15 stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=219.1 take_price=225.8500000000001 2020-05-30 05:00:21 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('220.1000000000000227373675443232059478759765625') init_order_price=Decimal('220.150000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=Decimal('219.099999999999994315658113919198513031005859375') take_price=Decimal('225.850000000000108002495835535228252410888671875') 2020-05-30 05:00:21 INFO: place order: compute qty=10 2020-05-30 05:00:21 INFO: place order: save order to db 204d9b7989d74874b9e9f618dd815b63; response=True 2020-05-30 05:00:22 INFO: process event {'orderID': '70a4f37d-4e16-aeaf-8a79-6a3540bd94eb', 'clOrdID': '204d9b7989d74874b9e9f618dd815b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 220.15, 'displayQty': None, 'stopPx': 220.1, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-30T02:00:22.928Z', 'timestamp': '2020-05-30T02:00:22.928Z'} 2020-05-30 05:00:22 INFO: skip event 204d9b7989d74874b9e9f618dd815b63 New 2020-05-30 05:00:22 INFO: post order to exchange resp={'orderID': '70a4f37d-4e16-aeaf-8a79-6a3540bd94eb', 'clOrdID': '204d9b7989d74874b9e9f618dd815b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 220.15, 'displayQty': None, 'stopPx': 220.1, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 0, 22, 928000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 0, 22, 928000, tzinfo=tzutc())} 2020-05-30 05:00:22 INFO: place new init order {'qty': 10, 'init_price': Decimal('220.1000000000000227373675443232059478759765625'), 'stop_price': Decimal('219.099999999999994315658113919198513031005859375'), 'take_price': Decimal('225.850000000000108002495835535228252410888671875'), 'order_uid': '204d9b7989d74874b9e9f618dd815b63', 'response': {'orderID': '70a4f37d-4e16-aeaf-8a79-6a3540bd94eb', 'clOrdID': '204d9b7989d74874b9e9f618dd815b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 220.15, 'displayQty': None, 'stopPx': 220.1, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 0, 22, 928000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 0, 22, 928000, tzinfo=tzutc())}} 2020-05-30 05:00:22 INFO: init new order end 2020-05-30 05:00:22 INFO: 2020-05-30 05:00:22 INFO: 2020-05-30 05:00:22 INFO: 2020-05-30 05:00:22 INFO: 2020-05-30 05:02:00 INFO: 2020-05-30 05:02:00 INFO: 2020-05-30 05:02:00 INFO: 2020-05-30 05:02:00 INFO: 2020-05-30 05:02:00 INFO: clearing start 2020-05-30 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 05:02:00 INFO: skip by not found init order into storage 2020-05-30 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 05:02:00 INFO: skip by not found init order into storage 2020-05-30 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '70a4f37d-4e16-aeaf-8a79-6a3540bd94eb', 'clOrdID': '204d9b7989d74874b9e9f618dd815b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 220.15, 'displayQty': None, 'stopPx': 220.1, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 0, 22, 928000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 0, 22, 928000, tzinfo=tzutc())} 2020-05-30 05:02:00 INFO: order time=2020-05-30 02:00:22.928000+00:00; delta from now UTC=0:01:37.182199 time_delta.total_seconds()=97.182199; time_diff_offset='3600' 2020-05-30 05:02:00 INFO: skip by time diff 2020-05-30 02:00:22.928000+00:00 2020-05-30 05:02:00 INFO: clearing end 2020-05-30 05:02:00 INFO: 2020-05-30 05:02:00 INFO: 2020-05-30 05:02:00 INFO: 2020-05-30 05:02:00 INFO: 2020-05-30 05:30:54 INFO: process event {'orderID': '70a4f37d-4e16-aeaf-8a79-6a3540bd94eb', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-30T02:30:54.172Z', 'clOrdID': '204d9b7989d74874b9e9f618dd815b63', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-30 05:30:54 INFO: skip event 204d9b7989d74874b9e9f618dd815b63 2020-05-30 05:30:54 INFO: process event {'orderID': '70a4f37d-4e16-aeaf-8a79-6a3540bd94eb', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 10, 'avgPx': 220.1, 'transactTime': '2020-05-30T02:30:54.172Z', 'clOrdID': '204d9b7989d74874b9e9f618dd815b63', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-30T02:30:54.172Z'} 2020-05-30 05:30:54 INFO: add new event={'uid': '204d9b7989d74874b9e9f618dd815b63', 'status': 'Filled'} 2020-05-30 05:30:55 INFO: 2020-05-30 05:30:55 INFO: 2020-05-30 05:30:55 INFO: 2020-05-30 05:30:55 INFO: 2020-05-30 05:30:55 INFO: process event start 2020-05-30 05:30:55 INFO: fetch new order event 204d9b7989d74874b9e9f618dd815b63 2020-05-30 05:30:55 INFO: fetch orders by event init={'stop': '219.099999999999994315658113919198513031005859375', 'take': '225.850000000000108002495835535228252410888671875', 'qty': '10', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-05-30 05:30:55 INFO: process init order filled 2020-05-30 05:30:55 INFO: save profit orders to storage stop=bce0688aec144fc1a408e181bdeddc07 take=cd5acc4c1adf4d4480f8621d66145893 2020-05-30 05:30:55 INFO: place profit orders take_price=225.850000000000108002495835535228252410888671875, stop_price=219.099999999999994315658113919198513031005859375, qty=10, color=GREEN, ticker=ETHUSD bce0688aec144fc1a408e181bdeddc07 cd5acc4c1adf4d4480f8621d66145893 2020-05-30 05:30:55 INFO: place stop order ETHUSD: qty=-10, stop_price=219.099999999999994315658113919198513031005859375, stop_uid=bce0688aec144fc1a408e181bdeddc07 2020-05-30 05:30:55 INFO: exchange resp for stop order={'orderID': 'b5ef7e44-64a5-9f6a-1649-da514d088f6e', 'clOrdID': 'bce0688aec144fc1a408e181bdeddc07', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 219.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 30, 55, 971000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 30, 55, 971000, tzinfo=tzutc())} 2020-05-30 05:30:55 INFO: place limit order ETHUSD: qty=-10, price=225.850000000000108002495835535228252410888671875, take_uid=cd5acc4c1adf4d4480f8621d66145893 2020-05-30 05:30:56 INFO: process event {'orderID': 'b5ef7e44-64a5-9f6a-1649-da514d088f6e', 'clOrdID': 'bce0688aec144fc1a408e181bdeddc07', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 219.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-30T02:30:55.971Z', 'timestamp': '2020-05-30T02:30:55.971Z'} 2020-05-30 05:30:56 INFO: skip event bce0688aec144fc1a408e181bdeddc07 New 2020-05-30 05:30:56 INFO: exchange resp for take profit order={'orderID': '32e0ac48-c1c9-5cde-e30f-ba1c5a40b9e5', 'clOrdID': 'cd5acc4c1adf4d4480f8621d66145893', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 225.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 30, 56, 585000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 30, 56, 585000, tzinfo=tzutc())} 2020-05-30 05:30:56 INFO: place profit orders={'stop': {'response': {'orderID': 'b5ef7e44-64a5-9f6a-1649-da514d088f6e', 'clOrdID': 'bce0688aec144fc1a408e181bdeddc07', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 219.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 30, 55, 971000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 30, 55, 971000, tzinfo=tzutc())}, 'qty': Decimal('-10'), 'uid': 'bce0688aec144fc1a408e181bdeddc07', 'price': Decimal('219.099999999999994315658113919198513031005859375')}, 'take': {'response': {'orderID': '32e0ac48-c1c9-5cde-e30f-ba1c5a40b9e5', 'clOrdID': 'cd5acc4c1adf4d4480f8621d66145893', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 225.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 30, 56, 585000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 30, 56, 585000, tzinfo=tzutc())}, 'qty': Decimal('-10'), 'uid': 'cd5acc4c1adf4d4480f8621d66145893', 'price': Decimal('225.850000000000108002495835535228252410888671875')}} 2020-05-30 05:30:56 INFO: rm init order from db 204d9b7989d74874b9e9f618dd815b63 2020-05-30 05:30:56 INFO: end process event_processing_result='proceed init order' 2020-05-30 05:30:56 INFO: 2020-05-30 05:30:56 INFO: 2020-05-30 05:30:56 INFO: 2020-05-30 05:30:56 INFO: 2020-05-30 05:30:56 INFO: process event {'orderID': '32e0ac48-c1c9-5cde-e30f-ba1c5a40b9e5', 'clOrdID': 'cd5acc4c1adf4d4480f8621d66145893', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 225.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-30T02:30:56.585Z', 'timestamp': '2020-05-30T02:30:56.585Z'} 2020-05-30 05:30:56 INFO: skip event cd5acc4c1adf4d4480f8621d66145893 New 2020-05-30 05:30:56 INFO: process event {'orderID': '32e0ac48-c1c9-5cde-e30f-ba1c5a40b9e5', 'workingIndicator': True, 'clOrdID': 'cd5acc4c1adf4d4480f8621d66145893', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-30T02:30:56.585Z'} 2020-05-30 05:30:56 INFO: skip event cd5acc4c1adf4d4480f8621d66145893 2020-05-30 06:00:20 INFO: 2020-05-30 06:00:20 INFO: 2020-05-30 06:00:20 INFO: 2020-05-30 06:00:20 INFO: 2020-05-30 06:00:20 INFO: init new order start 2020-05-30 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.4, 'high': 220.1, 'low': 219.4, 'close': 219.95, 'trades': 1016, 'volume': 765203, 'vwap': 219.81, 'lastSize': 1, 'turnover': 16819495640, 'homeNotional': 7175.327336251151, 'foreignNotional': 1577168.5980524826}, {'timestamp': datetime.datetime(2020, 5, 30, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.25, 'high': 220.05, 'low': 219.1, 'close': 219.4, 'trades': 1521, 'volume': 1110375, 'vwap': 219.55, 'lastSize': 1, 'turnover': 24377924220, 'homeNotional': 10406.190537333016, 'foreignNotional': 2284647.234071197}, {'timestamp': datetime.datetime(2020, 5, 30, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 220.6, 'high': 221.1, 'low': 218.9, 'close': 219.25, 'trades': 3009, 'volume': 2739539, 'vwap': 219.63, 'lastSize': 10, 'turnover': 60166244075, 'homeNotional': 25729.45200705208, 'foreignNotional': 5650772.061757816}] 2020-05-30 06:00:20 INFO: prepare candles [CandleItem(low=219.4, high=220.1, open=219.4, close=219.95, color='GREEN'), CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN'), CandleItem(low=218.9, high=221.1, open=220.6, close=219.25, color='RED')] 2020-05-30 06:00:20 INFO: skip by colors first_candle=CandleItem(low=218.9, high=221.1, open=220.6, close=219.25, color='RED') second_candle=CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN') last_candle=CandleItem(low=219.4, high=220.1, open=219.4, close=219.95, color='GREEN') 2020-05-30 06:00:20 INFO: check need new order None 2020-05-30 06:00:20 INFO: init new order end 2020-05-30 06:00:20 INFO: 2020-05-30 06:00:20 INFO: 2020-05-30 06:00:20 INFO: 2020-05-30 06:00:20 INFO: 2020-05-30 06:02:00 INFO: 2020-05-30 06:02:00 INFO: 2020-05-30 06:02:00 INFO: 2020-05-30 06:02:00 INFO: 2020-05-30 06:02:00 INFO: clearing start 2020-05-30 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 06:02:00 INFO: skip by not found init order into storage 2020-05-30 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 06:02:00 INFO: skip by not found init order into storage 2020-05-30 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b5ef7e44-64a5-9f6a-1649-da514d088f6e', 'clOrdID': 'bce0688aec144fc1a408e181bdeddc07', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 219.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 30, 55, 971000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 30, 55, 971000, tzinfo=tzutc())} 2020-05-30 06:02:00 INFO: skip by not found init order into storage 2020-05-30 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '32e0ac48-c1c9-5cde-e30f-ba1c5a40b9e5', 'clOrdID': 'cd5acc4c1adf4d4480f8621d66145893', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 225.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 30, 56, 585000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 2, 30, 56, 585000, tzinfo=tzutc())} 2020-05-30 06:02:00 INFO: skip by not found init order into storage 2020-05-30 06:02:00 INFO: clearing end 2020-05-30 06:02:00 INFO: 2020-05-30 06:02:00 INFO: 2020-05-30 06:02:00 INFO: 2020-05-30 06:02:00 INFO: 2020-05-30 06:26:31 INFO: process event {'orderID': 'b5ef7e44-64a5-9f6a-1649-da514d088f6e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-05-30T03:26:31.109Z', 'clOrdID': 'bce0688aec144fc1a408e181bdeddc07', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-30 06:26:31 INFO: skip event bce0688aec144fc1a408e181bdeddc07 2020-05-30 06:26:31 INFO: process event {'orderID': 'b5ef7e44-64a5-9f6a-1649-da514d088f6e', 'price': 219.05, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 10, 'avgPx': 219.05, 'transactTime': '2020-05-30T03:26:31.109Z', 'clOrdID': 'bce0688aec144fc1a408e181bdeddc07', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-30T03:26:31.109Z'} 2020-05-30 06:26:31 INFO: add new event={'uid': 'bce0688aec144fc1a408e181bdeddc07', 'status': 'Filled'} 2020-05-30 06:26:31 INFO: 2020-05-30 06:26:31 INFO: 2020-05-30 06:26:31 INFO: 2020-05-30 06:26:31 INFO: 2020-05-30 06:26:31 INFO: process event start 2020-05-30 06:26:31 INFO: fetch new order event bce0688aec144fc1a408e181bdeddc07 2020-05-30 06:26:31 INFO: fetch orders by event init=None profit_pair=cd5acc4c1adf4d4480f8621d66145893 2020-05-30 06:26:31 INFO: process profit order filled 2020-05-30 06:26:32 INFO: cancel order=cd5acc4c1adf4d4480f8621d66145893 [{'orderID': '32e0ac48-c1c9-5cde-e30f-ba1c5a40b9e5', 'clOrdID': 'cd5acc4c1adf4d4480f8621d66145893', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 225.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 30, 2, 30, 56, 585000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 3, 26, 32, 90000, tzinfo=tzutc())}] 2020-05-30 06:26:32 INFO: process event {'orderID': '32e0ac48-c1c9-5cde-e30f-ba1c5a40b9e5', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-05-30T03:26:32.090Z', 'clOrdID': 'cd5acc4c1adf4d4480f8621d66145893', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-30 06:26:32 INFO: skip event cd5acc4c1adf4d4480f8621d66145893 Canceled 2020-05-30 06:26:32 INFO: end process event_processing_result='proceed profit order' 2020-05-30 06:26:32 INFO: 2020-05-30 06:26:32 INFO: 2020-05-30 06:26:32 INFO: 2020-05-30 06:26:32 INFO: 2020-05-30 07:00:20 INFO: 2020-05-30 07:00:20 INFO: 2020-05-30 07:00:20 INFO: 2020-05-30 07:00:20 INFO: 2020-05-30 07:00:20 INFO: init new order start 2020-05-30 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.95, 'high': 223.0, 'low': 219.05, 'close': 223.0, 'trades': 3814, 'volume': 5012388, 'vwap': 221.27, 'lastSize': 1, 'turnover': 110906698835, 'homeNotional': 46945.012458333695, 'foreignNotional': 10387367.760609627}, {'timestamp': datetime.datetime(2020, 5, 30, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.4, 'high': 220.1, 'low': 219.4, 'close': 219.95, 'trades': 1016, 'volume': 765203, 'vwap': 219.81, 'lastSize': 1, 'turnover': 16819495640, 'homeNotional': 7175.327336251151, 'foreignNotional': 1577168.5980524826}, {'timestamp': datetime.datetime(2020, 5, 30, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.25, 'high': 220.05, 'low': 219.1, 'close': 219.4, 'trades': 1521, 'volume': 1110375, 'vwap': 219.55, 'lastSize': 1, 'turnover': 24377924220, 'homeNotional': 10406.190537333016, 'foreignNotional': 2284647.234071197}] 2020-05-30 07:00:20 INFO: prepare candles [CandleItem(low=219.05, high=223.0, open=219.95, close=223.0, color='GREEN'), CandleItem(low=219.4, high=220.1, open=219.4, close=219.95, color='GREEN'), CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN')] 2020-05-30 07:00:20 INFO: skip by colors first_candle=CandleItem(low=219.1, high=220.05, open=219.25, close=219.4, color='GREEN') second_candle=CandleItem(low=219.4, high=220.1, open=219.4, close=219.95, color='GREEN') last_candle=CandleItem(low=219.05, high=223.0, open=219.95, close=223.0, color='GREEN') 2020-05-30 07:00:20 INFO: check need new order None 2020-05-30 07:00:20 INFO: init new order end 2020-05-30 07:00:20 INFO: 2020-05-30 07:00:20 INFO: 2020-05-30 07:00:20 INFO: 2020-05-30 07:00:20 INFO: 2020-05-30 07:02:00 INFO: 2020-05-30 07:02:00 INFO: 2020-05-30 07:02:00 INFO: 2020-05-30 07:02:00 INFO: 2020-05-30 07:02:00 INFO: clearing start 2020-05-30 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 07:02:00 INFO: skip by not found init order into storage 2020-05-30 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 07:02:00 INFO: skip by not found init order into storage 2020-05-30 07:02:00 INFO: clearing end 2020-05-30 07:02:00 INFO: 2020-05-30 07:02:00 INFO: 2020-05-30 07:02:00 INFO: 2020-05-30 07:02:00 INFO: 2020-05-30 08:00:20 INFO: 2020-05-30 08:00:20 INFO: 2020-05-30 08:00:20 INFO: 2020-05-30 08:00:20 INFO: 2020-05-30 08:00:20 INFO: init new order start 2020-05-30 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 230.05, 'low': 222.7, 'close': 228.25, 'trades': 13922, 'volume': 17603906, 'vwap': 226.89, 'lastSize': 13, 'turnover': 399408424795, 'homeNotional': 166733.69239282573, 'foreignNotional': 37831082.85907245}, {'timestamp': datetime.datetime(2020, 5, 30, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.95, 'high': 223.0, 'low': 219.05, 'close': 223.0, 'trades': 3814, 'volume': 5012388, 'vwap': 221.27, 'lastSize': 1, 'turnover': 110906698835, 'homeNotional': 46945.012458333695, 'foreignNotional': 10387367.760609627}, {'timestamp': datetime.datetime(2020, 5, 30, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.4, 'high': 220.1, 'low': 219.4, 'close': 219.95, 'trades': 1016, 'volume': 765203, 'vwap': 219.81, 'lastSize': 1, 'turnover': 16819495640, 'homeNotional': 7175.327336251151, 'foreignNotional': 1577168.5980524826}] 2020-05-30 08:00:20 INFO: prepare candles [CandleItem(low=222.7, high=230.05, open=223.0, close=228.25, color='GREEN'), CandleItem(low=219.05, high=223.0, open=219.95, close=223.0, color='GREEN'), CandleItem(low=219.4, high=220.1, open=219.4, close=219.95, color='GREEN')] 2020-05-30 08:00:20 INFO: skip by colors first_candle=CandleItem(low=219.4, high=220.1, open=219.4, close=219.95, color='GREEN') second_candle=CandleItem(low=219.05, high=223.0, open=219.95, close=223.0, color='GREEN') last_candle=CandleItem(low=222.7, high=230.05, open=223.0, close=228.25, color='GREEN') 2020-05-30 08:00:20 INFO: check need new order None 2020-05-30 08:00:20 INFO: init new order end 2020-05-30 08:00:20 INFO: 2020-05-30 08:00:20 INFO: 2020-05-30 08:00:20 INFO: 2020-05-30 08:00:20 INFO: 2020-05-30 08:02:00 INFO: 2020-05-30 08:02:00 INFO: 2020-05-30 08:02:00 INFO: 2020-05-30 08:02:00 INFO: 2020-05-30 08:02:00 INFO: clearing start 2020-05-30 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 08:02:00 INFO: skip by not found init order into storage 2020-05-30 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 08:02:00 INFO: skip by not found init order into storage 2020-05-30 08:02:00 INFO: clearing end 2020-05-30 08:02:00 INFO: 2020-05-30 08:02:00 INFO: 2020-05-30 08:02:00 INFO: 2020-05-30 08:02:00 INFO: 2020-05-30 09:00:20 INFO: 2020-05-30 09:00:20 INFO: 2020-05-30 09:00:20 INFO: 2020-05-30 09:00:20 INFO: 2020-05-30 09:00:20 INFO: init new order start 2020-05-30 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 232.0, 'low': 228.0, 'close': 231.95, 'trades': 6421, 'volume': 7248401, 'vwap': 229.68, 'lastSize': 10, 'turnover': 166475791495, 'homeNotional': 69081.91977186684, 'foreignNotional': 15866315.584617378}, {'timestamp': datetime.datetime(2020, 5, 30, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 230.05, 'low': 222.7, 'close': 228.25, 'trades': 13922, 'volume': 17603906, 'vwap': 226.89, 'lastSize': 13, 'turnover': 399408424795, 'homeNotional': 166733.69239282573, 'foreignNotional': 37831082.85907245}, {'timestamp': datetime.datetime(2020, 5, 30, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 219.95, 'high': 223.0, 'low': 219.05, 'close': 223.0, 'trades': 3814, 'volume': 5012388, 'vwap': 221.27, 'lastSize': 1, 'turnover': 110906698835, 'homeNotional': 46945.012458333695, 'foreignNotional': 10387367.760609627}] 2020-05-30 09:00:20 INFO: prepare candles [CandleItem(low=228.0, high=232.0, open=228.25, close=231.95, color='GREEN'), CandleItem(low=222.7, high=230.05, open=223.0, close=228.25, color='GREEN'), CandleItem(low=219.05, high=223.0, open=219.95, close=223.0, color='GREEN')] 2020-05-30 09:00:20 INFO: skip by colors first_candle=CandleItem(low=219.05, high=223.0, open=219.95, close=223.0, color='GREEN') second_candle=CandleItem(low=222.7, high=230.05, open=223.0, close=228.25, color='GREEN') last_candle=CandleItem(low=228.0, high=232.0, open=228.25, close=231.95, color='GREEN') 2020-05-30 09:00:20 INFO: check need new order None 2020-05-30 09:00:20 INFO: init new order end 2020-05-30 09:00:20 INFO: 2020-05-30 09:00:20 INFO: 2020-05-30 09:00:20 INFO: 2020-05-30 09:00:20 INFO: 2020-05-30 09:02:00 INFO: 2020-05-30 09:02:00 INFO: 2020-05-30 09:02:00 INFO: 2020-05-30 09:02:00 INFO: 2020-05-30 09:02:00 INFO: clearing start 2020-05-30 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 09:02:00 INFO: skip by not found init order into storage 2020-05-30 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 09:02:00 INFO: skip by not found init order into storage 2020-05-30 09:02:00 INFO: clearing end 2020-05-30 09:02:00 INFO: 2020-05-30 09:02:00 INFO: 2020-05-30 09:02:00 INFO: 2020-05-30 09:02:00 INFO: 2020-05-30 10:00:20 INFO: 2020-05-30 10:00:20 INFO: 2020-05-30 10:00:20 INFO: 2020-05-30 10:00:20 INFO: 2020-05-30 10:00:20 INFO: init new order start 2020-05-30 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.95, 'high': 233.95, 'low': 230.55, 'close': 232.95, 'trades': 9199, 'volume': 8369798, 'vwap': 232.4, 'lastSize': 45, 'turnover': 194511707315, 'homeNotional': 80041.49400741639, 'foreignNotional': 18601417.21360878}, {'timestamp': datetime.datetime(2020, 5, 30, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 232.0, 'low': 228.0, 'close': 231.95, 'trades': 6421, 'volume': 7248401, 'vwap': 229.68, 'lastSize': 10, 'turnover': 166475791495, 'homeNotional': 69081.91977186684, 'foreignNotional': 15866315.584617378}, {'timestamp': datetime.datetime(2020, 5, 30, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 230.05, 'low': 222.7, 'close': 228.25, 'trades': 13922, 'volume': 17603906, 'vwap': 226.89, 'lastSize': 13, 'turnover': 399408424795, 'homeNotional': 166733.69239282573, 'foreignNotional': 37831082.85907245}] 2020-05-30 10:00:20 INFO: prepare candles [CandleItem(low=230.55, high=233.95, open=231.95, close=232.95, color='GREEN'), CandleItem(low=228.0, high=232.0, open=228.25, close=231.95, color='GREEN'), CandleItem(low=222.7, high=230.05, open=223.0, close=228.25, color='GREEN')] 2020-05-30 10:00:20 INFO: skip by colors first_candle=CandleItem(low=222.7, high=230.05, open=223.0, close=228.25, color='GREEN') second_candle=CandleItem(low=228.0, high=232.0, open=228.25, close=231.95, color='GREEN') last_candle=CandleItem(low=230.55, high=233.95, open=231.95, close=232.95, color='GREEN') 2020-05-30 10:00:20 INFO: check need new order None 2020-05-30 10:00:20 INFO: init new order end 2020-05-30 10:00:20 INFO: 2020-05-30 10:00:20 INFO: 2020-05-30 10:00:20 INFO: 2020-05-30 10:00:20 INFO: 2020-05-30 10:02:00 INFO: 2020-05-30 10:02:00 INFO: 2020-05-30 10:02:00 INFO: 2020-05-30 10:02:00 INFO: 2020-05-30 10:02:00 INFO: clearing start 2020-05-30 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 10:02:00 INFO: skip by not found init order into storage 2020-05-30 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 10:02:00 INFO: skip by not found init order into storage 2020-05-30 10:02:00 INFO: clearing end 2020-05-30 10:02:00 INFO: 2020-05-30 10:02:00 INFO: 2020-05-30 10:02:00 INFO: 2020-05-30 10:02:00 INFO: 2020-05-30 11:00:20 INFO: 2020-05-30 11:00:20 INFO: 2020-05-30 11:00:20 INFO: 2020-05-30 11:00:20 INFO: 2020-05-30 11:00:20 INFO: init new order start 2020-05-30 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.55, 'low': 231.75, 'close': 232.45, 'trades': 5050, 'volume': 5880855, 'vwap': 232.68, 'lastSize': 950, 'turnover': 136830656525, 'homeNotional': 56108.35309083839, 'foreignNotional': 13054828.442927111}, {'timestamp': datetime.datetime(2020, 5, 30, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.95, 'high': 233.95, 'low': 230.55, 'close': 232.95, 'trades': 9199, 'volume': 8369798, 'vwap': 232.4, 'lastSize': 45, 'turnover': 194511707315, 'homeNotional': 80041.49400741639, 'foreignNotional': 18601417.21360878}, {'timestamp': datetime.datetime(2020, 5, 30, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 232.0, 'low': 228.0, 'close': 231.95, 'trades': 6421, 'volume': 7248401, 'vwap': 229.68, 'lastSize': 10, 'turnover': 166475791495, 'homeNotional': 69081.91977186684, 'foreignNotional': 15866315.584617378}] 2020-05-30 11:00:21 INFO: prepare candles [CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED'), CandleItem(low=230.55, high=233.95, open=231.95, close=232.95, color='GREEN'), CandleItem(low=228.0, high=232.0, open=228.25, close=231.95, color='GREEN')] 2020-05-30 11:00:21 INFO: last_candle=CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED') 2020-05-30 11:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-05-30 11:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED') 2020-05-30 11:00:21 INFO: skip by CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-30 11:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-05-30 11:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED') 2020-05-30 11:00:21 INFO: skip by CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-30 11:00:21 INFO: not found applicable config for candle 2020-05-30 11:00:21 INFO: check need new order None 2020-05-30 11:00:21 INFO: init new order end 2020-05-30 11:00:21 INFO: 2020-05-30 11:00:21 INFO: 2020-05-30 11:00:21 INFO: 2020-05-30 11:00:21 INFO: 2020-05-30 11:02:00 INFO: 2020-05-30 11:02:00 INFO: 2020-05-30 11:02:00 INFO: 2020-05-30 11:02:00 INFO: 2020-05-30 11:02:00 INFO: clearing start 2020-05-30 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 11:02:00 INFO: skip by not found init order into storage 2020-05-30 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 11:02:00 INFO: skip by not found init order into storage 2020-05-30 11:02:00 INFO: clearing end 2020-05-30 11:02:00 INFO: 2020-05-30 11:02:00 INFO: 2020-05-30 11:02:00 INFO: 2020-05-30 11:02:00 INFO: 2020-05-30 12:00:20 INFO: 2020-05-30 12:00:20 INFO: 2020-05-30 12:00:20 INFO: 2020-05-30 12:00:20 INFO: 2020-05-30 12:00:20 INFO: init new order start 2020-05-30 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 234.3, 'low': 232.15, 'close': 232.4, 'trades': 4984, 'volume': 6095135, 'vwap': 233.19, 'lastSize': 1000, 'turnover': 142128138105, 'homeNotional': 58171.112471169174, 'foreignNotional': 13564532.742835714}, {'timestamp': datetime.datetime(2020, 5, 30, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.55, 'low': 231.75, 'close': 232.45, 'trades': 5050, 'volume': 5880855, 'vwap': 232.68, 'lastSize': 950, 'turnover': 136830656525, 'homeNotional': 56108.35309083839, 'foreignNotional': 13054828.442927111}, {'timestamp': datetime.datetime(2020, 5, 30, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.95, 'high': 233.95, 'low': 230.55, 'close': 232.95, 'trades': 9199, 'volume': 8369798, 'vwap': 232.4, 'lastSize': 45, 'turnover': 194511707315, 'homeNotional': 80041.49400741639, 'foreignNotional': 18601417.21360878}] 2020-05-30 12:00:20 INFO: prepare candles [CandleItem(low=232.15, high=234.3, open=232.45, close=232.4, color='RED'), CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED'), CandleItem(low=230.55, high=233.95, open=231.95, close=232.95, color='GREEN')] 2020-05-30 12:00:20 INFO: skip by colors first_candle=CandleItem(low=230.55, high=233.95, open=231.95, close=232.95, color='GREEN') second_candle=CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED') last_candle=CandleItem(low=232.15, high=234.3, open=232.45, close=232.4, color='RED') 2020-05-30 12:00:20 INFO: check need new order None 2020-05-30 12:00:20 INFO: init new order end 2020-05-30 12:00:20 INFO: 2020-05-30 12:00:20 INFO: 2020-05-30 12:00:20 INFO: 2020-05-30 12:00:20 INFO: 2020-05-30 12:02:00 INFO: 2020-05-30 12:02:00 INFO: 2020-05-30 12:02:00 INFO: 2020-05-30 12:02:00 INFO: 2020-05-30 12:02:00 INFO: clearing start 2020-05-30 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 12:02:00 INFO: skip by not found init order into storage 2020-05-30 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 12:02:00 INFO: skip by not found init order into storage 2020-05-30 12:02:00 INFO: clearing end 2020-05-30 12:02:00 INFO: 2020-05-30 12:02:00 INFO: 2020-05-30 12:02:00 INFO: 2020-05-30 12:02:00 INFO: 2020-05-30 13:00:20 INFO: 2020-05-30 13:00:20 INFO: 2020-05-30 13:00:20 INFO: 2020-05-30 13:00:20 INFO: 2020-05-30 13:00:20 INFO: init new order start 2020-05-30 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.4, 'high': 232.9, 'low': 231.65, 'close': 232.35, 'trades': 3744, 'volume': 4570067, 'vwap': 232.26, 'lastSize': 4, 'turnover': 106143135685, 'homeNotional': 43402.43575399873, 'foreignNotional': 10080548.920914207}, {'timestamp': datetime.datetime(2020, 5, 30, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 234.3, 'low': 232.15, 'close': 232.4, 'trades': 4984, 'volume': 6095135, 'vwap': 233.19, 'lastSize': 1000, 'turnover': 142128138105, 'homeNotional': 58171.112471169174, 'foreignNotional': 13564532.742835714}, {'timestamp': datetime.datetime(2020, 5, 30, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 233.55, 'low': 231.75, 'close': 232.45, 'trades': 5050, 'volume': 5880855, 'vwap': 232.68, 'lastSize': 950, 'turnover': 136830656525, 'homeNotional': 56108.35309083839, 'foreignNotional': 13054828.442927111}] 2020-05-30 13:00:20 INFO: prepare candles [CandleItem(low=231.65, high=232.9, open=232.4, close=232.35, color='RED'), CandleItem(low=232.15, high=234.3, open=232.45, close=232.4, color='RED'), CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED')] 2020-05-30 13:00:20 INFO: skip by colors first_candle=CandleItem(low=231.75, high=233.55, open=232.95, close=232.45, color='RED') second_candle=CandleItem(low=232.15, high=234.3, open=232.45, close=232.4, color='RED') last_candle=CandleItem(low=231.65, high=232.9, open=232.4, close=232.35, color='RED') 2020-05-30 13:00:20 INFO: check need new order None 2020-05-30 13:00:20 INFO: init new order end 2020-05-30 13:00:20 INFO: 2020-05-30 13:00:20 INFO: 2020-05-30 13:00:20 INFO: 2020-05-30 13:00:20 INFO: 2020-05-30 13:02:00 INFO: 2020-05-30 13:02:00 INFO: 2020-05-30 13:02:00 INFO: 2020-05-30 13:02:00 INFO: 2020-05-30 13:02:00 INFO: clearing start 2020-05-30 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 13:02:00 INFO: skip by not found init order into storage 2020-05-30 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 13:02:00 INFO: skip by not found init order into storage 2020-05-30 13:02:00 INFO: clearing end 2020-05-30 13:02:00 INFO: 2020-05-30 13:02:00 INFO: 2020-05-30 13:02:00 INFO: 2020-05-30 13:02:00 INFO: 2020-05-30 14:00:20 INFO: 2020-05-30 14:00:20 INFO: 2020-05-30 14:00:20 INFO: 2020-05-30 14:00:20 INFO: 2020-05-30 14:00:20 INFO: init new order start 2020-05-30 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 235.15, 'low': 232.05, 'close': 234.9, 'trades': 5047, 'volume': 5317913, 'vwap': 234.11, 'lastSize': 1100, 'turnover': 124494296685, 'homeNotional': 50616.3547705414, 'foreignNotional': 11849487.325610643}, {'timestamp': datetime.datetime(2020, 5, 30, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.4, 'high': 232.9, 'low': 231.65, 'close': 232.35, 'trades': 3744, 'volume': 4570067, 'vwap': 232.26, 'lastSize': 4, 'turnover': 106143135685, 'homeNotional': 43402.43575399873, 'foreignNotional': 10080548.920914207}, {'timestamp': datetime.datetime(2020, 5, 30, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 234.3, 'low': 232.15, 'close': 232.4, 'trades': 4984, 'volume': 6095135, 'vwap': 233.19, 'lastSize': 1000, 'turnover': 142128138105, 'homeNotional': 58171.112471169174, 'foreignNotional': 13564532.742835714}] 2020-05-30 14:00:21 INFO: prepare candles [CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN'), CandleItem(low=231.65, high=232.9, open=232.4, close=232.35, color='RED'), CandleItem(low=232.15, high=234.3, open=232.45, close=232.4, color='RED')] 2020-05-30 14:00:21 INFO: last_candle=CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN') 2020-05-30 14:00:21 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))) 2020-05-30 14:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN') 2020-05-30 14:00:21 INFO: skip by CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-30 14:00:21 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))) 2020-05-30 14:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN') 2020-05-30 14:00:21 INFO: skip by CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-30 14:00:21 INFO: not found applicable config for candle 2020-05-30 14:00:21 INFO: check need new order None 2020-05-30 14:00:21 INFO: init new order end 2020-05-30 14:00:21 INFO: 2020-05-30 14:00:21 INFO: 2020-05-30 14:00:21 INFO: 2020-05-30 14:00:21 INFO: 2020-05-30 14:02:00 INFO: 2020-05-30 14:02:00 INFO: 2020-05-30 14:02:00 INFO: 2020-05-30 14:02:00 INFO: 2020-05-30 14:02:00 INFO: clearing start 2020-05-30 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc())} 2020-05-30 14:02:00 INFO: skip by not found init order into storage 2020-05-30 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 235.4, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 28, 23, 13, 52, 245000, tzinfo=tzutc())} 2020-05-30 14:02:00 INFO: skip by not found init order into storage 2020-05-30 14:02:00 INFO: clearing end 2020-05-30 14:02:00 INFO: 2020-05-30 14:02:00 INFO: 2020-05-30 14:02:00 INFO: 2020-05-30 14:02:00 INFO: 2020-05-30 14:06:36 INFO: process event {'orderID': '4ec29550-6420-dff3-9eac-eba3452ef4f4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 235.4, 'timestamp': '2020-05-30T11:06:36.191Z', 'clOrdID': '47d7f9c4f52e4695b785ffa1dfc9f524', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-30 14:06:36 INFO: add new event={'uid': '47d7f9c4f52e4695b785ffa1dfc9f524', 'status': 'Filled'} 2020-05-30 14:06:36 INFO: 2020-05-30 14:06:36 INFO: 2020-05-30 14:06:36 INFO: 2020-05-30 14:06:36 INFO: 2020-05-30 14:06:36 INFO: process event start 2020-05-30 14:06:36 INFO: fetch new order event 47d7f9c4f52e4695b785ffa1dfc9f524 2020-05-30 14:06:36 INFO: fetch orders by event init=None profit_pair=286de8e8c6cd43f0ac1656bb2d3b0dd9 2020-05-30 14:06:36 INFO: process profit order filled 2020-05-30 14:06:36 INFO: cancel order=286de8e8c6cd43f0ac1656bb2d3b0dd9 [{'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 214.3, '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, 5, 28, 23, 13, 52, 206000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 11, 6, 36, 775000, tzinfo=tzutc())}] 2020-05-30 14:06:36 INFO: process event {'orderID': '17ddb553-f16c-422a-092e-4aa4bcf6301a', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-05-30T11:06:36.775Z', 'clOrdID': '286de8e8c6cd43f0ac1656bb2d3b0dd9', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-30 14:06:36 INFO: skip event 286de8e8c6cd43f0ac1656bb2d3b0dd9 Canceled 2020-05-30 14:06:36 INFO: end process event_processing_result='proceed profit order' 2020-05-30 14:06:36 INFO: 2020-05-30 14:06:36 INFO: 2020-05-30 14:06:36 INFO: 2020-05-30 14:06:36 INFO: 2020-05-30 15:00:20 INFO: 2020-05-30 15:00:20 INFO: 2020-05-30 15:00:20 INFO: 2020-05-30 15:00:20 INFO: 2020-05-30 15:00:20 INFO: init new order start 2020-05-30 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 238.4, 'low': 234.6, 'close': 237.1, 'trades': 10027, 'volume': 10666354, 'vwap': 236.91, 'lastSize': 73, 'turnover': 252695417445, 'homeNotional': 101920.73897852207, 'foreignNotional': 24146019.339608498}, {'timestamp': datetime.datetime(2020, 5, 30, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 235.15, 'low': 232.05, 'close': 234.9, 'trades': 5047, 'volume': 5317913, 'vwap': 234.11, 'lastSize': 1100, 'turnover': 124494296685, 'homeNotional': 50616.3547705414, 'foreignNotional': 11849487.325610643}, {'timestamp': datetime.datetime(2020, 5, 30, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.4, 'high': 232.9, 'low': 231.65, 'close': 232.35, 'trades': 3744, 'volume': 4570067, 'vwap': 232.26, 'lastSize': 4, 'turnover': 106143135685, 'homeNotional': 43402.43575399873, 'foreignNotional': 10080548.920914207}] 2020-05-30 15:00:20 INFO: prepare candles [CandleItem(low=234.6, high=238.4, open=234.9, close=237.1, color='GREEN'), CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN'), CandleItem(low=231.65, high=232.9, open=232.4, close=232.35, color='RED')] 2020-05-30 15:00:20 INFO: skip by colors first_candle=CandleItem(low=231.65, high=232.9, open=232.4, close=232.35, color='RED') second_candle=CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN') last_candle=CandleItem(low=234.6, high=238.4, open=234.9, close=237.1, color='GREEN') 2020-05-30 15:00:20 INFO: check need new order None 2020-05-30 15:00:20 INFO: init new order end 2020-05-30 15:00:20 INFO: 2020-05-30 15:00:20 INFO: 2020-05-30 15:00:20 INFO: 2020-05-30 15:00:20 INFO: 2020-05-30 15:02:00 INFO: 2020-05-30 15:02:00 INFO: 2020-05-30 15:02:00 INFO: 2020-05-30 15:02:00 INFO: 2020-05-30 15:02:00 INFO: clearing start 2020-05-30 15:02:00 INFO: clearing end 2020-05-30 15:02:00 INFO: 2020-05-30 15:02:00 INFO: 2020-05-30 15:02:00 INFO: 2020-05-30 15:02:00 INFO: 2020-05-30 16:00:20 INFO: 2020-05-30 16:00:20 INFO: 2020-05-30 16:00:20 INFO: 2020-05-30 16:00:20 INFO: 2020-05-30 16:00:20 INFO: init new order start 2020-05-30 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.7, 'low': 234.8, 'close': 237.0, 'trades': 5452, 'volume': 4538369, 'vwap': 236.3, 'lastSize': 101, 'turnover': 107238791415, 'homeNotional': 43256.227008036054, 'foreignNotional': 10221213.846704056}, {'timestamp': datetime.datetime(2020, 5, 30, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 238.4, 'low': 234.6, 'close': 237.1, 'trades': 10027, 'volume': 10666354, 'vwap': 236.91, 'lastSize': 73, 'turnover': 252695417445, 'homeNotional': 101920.73897852207, 'foreignNotional': 24146019.339608498}, {'timestamp': datetime.datetime(2020, 5, 30, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 235.15, 'low': 232.05, 'close': 234.9, 'trades': 5047, 'volume': 5317913, 'vwap': 234.11, 'lastSize': 1100, 'turnover': 124494296685, 'homeNotional': 50616.3547705414, 'foreignNotional': 11849487.325610643}] 2020-05-30 16:00:20 INFO: prepare candles [CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED'), CandleItem(low=234.6, high=238.4, open=234.9, close=237.1, color='GREEN'), CandleItem(low=232.05, high=235.15, open=232.35, close=234.9, color='GREEN')] 2020-05-30 16:00:20 INFO: last_candle=CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED') 2020-05-30 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))) 2020-05-30 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=234.8, high=237.7, open=237.1, close=237.0, color='RED') 2020-05-30 16:00:20 INFO: skip by CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-30 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))) 2020-05-30 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=234.8, high=237.7, open=237.1, close=237.0, color='RED') 2020-05-30 16:00:20 INFO: skip by CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-30 16:00:20 INFO: not found applicable config for candle 2020-05-30 16:00:20 INFO: check need new order None 2020-05-30 16:00:20 INFO: init new order end 2020-05-30 16:00:20 INFO: 2020-05-30 16:00:20 INFO: 2020-05-30 16:00:20 INFO: 2020-05-30 16:00:20 INFO: 2020-05-30 16:02:00 INFO: 2020-05-30 16:02:00 INFO: 2020-05-30 16:02:00 INFO: 2020-05-30 16:02:00 INFO: 2020-05-30 16:02:00 INFO: clearing start 2020-05-30 16:02:00 INFO: clearing end 2020-05-30 16:02:00 INFO: 2020-05-30 16:02:00 INFO: 2020-05-30 16:02:00 INFO: 2020-05-30 16:02:00 INFO: 2020-05-30 17:00:20 INFO: 2020-05-30 17:00:20 INFO: 2020-05-30 17:00:20 INFO: 2020-05-30 17:00:20 INFO: 2020-05-30 17:00:20 INFO: init new order start 2020-05-30 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.75, 'low': 235.7, 'close': 237.4, 'trades': 3489, 'volume': 3525276, 'vwap': 236.84, 'lastSize': 1000, 'turnover': 83491062180, 'homeNotional': 33657.35942044465, 'foreignNotional': 7971281.688721793}, {'timestamp': datetime.datetime(2020, 5, 30, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.7, 'low': 234.8, 'close': 237.0, 'trades': 5452, 'volume': 4538369, 'vwap': 236.3, 'lastSize': 101, 'turnover': 107238791415, 'homeNotional': 43256.227008036054, 'foreignNotional': 10221213.846704056}, {'timestamp': datetime.datetime(2020, 5, 30, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.9, 'high': 238.4, 'low': 234.6, 'close': 237.1, 'trades': 10027, 'volume': 10666354, 'vwap': 236.91, 'lastSize': 73, 'turnover': 252695417445, 'homeNotional': 101920.73897852207, 'foreignNotional': 24146019.339608498}] 2020-05-30 17:00:20 INFO: prepare candles [CandleItem(low=235.7, high=237.75, open=237.0, close=237.4, color='GREEN'), CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED'), CandleItem(low=234.6, high=238.4, open=234.9, close=237.1, color='GREEN')] 2020-05-30 17:00:20 INFO: skip by colors first_candle=CandleItem(low=234.6, high=238.4, open=234.9, close=237.1, color='GREEN') second_candle=CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED') last_candle=CandleItem(low=235.7, high=237.75, open=237.0, close=237.4, color='GREEN') 2020-05-30 17:00:20 INFO: check need new order None 2020-05-30 17:00:20 INFO: init new order end 2020-05-30 17:00:20 INFO: 2020-05-30 17:00:20 INFO: 2020-05-30 17:00:20 INFO: 2020-05-30 17:00:20 INFO: 2020-05-30 17:02:00 INFO: 2020-05-30 17:02:00 INFO: 2020-05-30 17:02:00 INFO: 2020-05-30 17:02:00 INFO: 2020-05-30 17:02:00 INFO: clearing start 2020-05-30 17:02:00 INFO: clearing end 2020-05-30 17:02:00 INFO: 2020-05-30 17:02:00 INFO: 2020-05-30 17:02:00 INFO: 2020-05-30 17:02:00 INFO: 2020-05-30 18:00:20 INFO: 2020-05-30 18:00:20 INFO: 2020-05-30 18:00:20 INFO: 2020-05-30 18:00:20 INFO: 2020-05-30 18:00:20 INFO: init new order start 2020-05-30 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.4, 'high': 239.0, 'low': 236.55, 'close': 238.0, 'trades': 4978, 'volume': 5666492, 'vwap': 237.72, 'lastSize': 5000, 'turnover': 134702892455, 'homeNotional': 54158.45950017993, 'foreignNotional': 12874466.013279047}, {'timestamp': datetime.datetime(2020, 5, 30, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.75, 'low': 235.7, 'close': 237.4, 'trades': 3489, 'volume': 3525276, 'vwap': 236.84, 'lastSize': 1000, 'turnover': 83491062180, 'homeNotional': 33657.35942044465, 'foreignNotional': 7971281.688721793}, {'timestamp': datetime.datetime(2020, 5, 30, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.7, 'low': 234.8, 'close': 237.0, 'trades': 5452, 'volume': 4538369, 'vwap': 236.3, 'lastSize': 101, 'turnover': 107238791415, 'homeNotional': 43256.227008036054, 'foreignNotional': 10221213.846704056}] 2020-05-30 18:00:21 INFO: prepare candles [CandleItem(low=236.55, high=239.0, open=237.4, close=238.0, color='GREEN'), CandleItem(low=235.7, high=237.75, open=237.0, close=237.4, color='GREEN'), CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED')] 2020-05-30 18:00:21 INFO: skip by colors first_candle=CandleItem(low=234.8, high=237.7, open=237.1, close=237.0, color='RED') second_candle=CandleItem(low=235.7, high=237.75, open=237.0, close=237.4, color='GREEN') last_candle=CandleItem(low=236.55, high=239.0, open=237.4, close=238.0, color='GREEN') 2020-05-30 18:00:21 INFO: check need new order None 2020-05-30 18:00:21 INFO: init new order end 2020-05-30 18:00:21 INFO: 2020-05-30 18:00:21 INFO: 2020-05-30 18:00:21 INFO: 2020-05-30 18:00:21 INFO: 2020-05-30 18:02:00 INFO: 2020-05-30 18:02:00 INFO: 2020-05-30 18:02:00 INFO: 2020-05-30 18:02:00 INFO: 2020-05-30 18:02:00 INFO: clearing start 2020-05-30 18:02:00 INFO: clearing end 2020-05-30 18:02:00 INFO: 2020-05-30 18:02:00 INFO: 2020-05-30 18:02:00 INFO: 2020-05-30 18:02:00 INFO: 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: init new order start 2020-05-30 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.0, 'low': 234.05, 'close': 235.9, 'trades': 6659, 'volume': 7005458, 'vwap': 235.7, 'lastSize': 1000, 'turnover': 165113142020, 'homeNotional': 66712.82219950762, 'foreignNotional': 15723750.090939304}, {'timestamp': datetime.datetime(2020, 5, 30, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.4, 'high': 239.0, 'low': 236.55, 'close': 238.0, 'trades': 4978, 'volume': 5666492, 'vwap': 237.72, 'lastSize': 5000, 'turnover': 134702892455, 'homeNotional': 54158.45950017993, 'foreignNotional': 12874466.013279047}, {'timestamp': datetime.datetime(2020, 5, 30, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.0, 'high': 237.75, 'low': 235.7, 'close': 237.4, 'trades': 3489, 'volume': 3525276, 'vwap': 236.84, 'lastSize': 1000, 'turnover': 83491062180, 'homeNotional': 33657.35942044465, 'foreignNotional': 7971281.688721793}] 2020-05-30 19:00:20 INFO: prepare candles [CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED'), CandleItem(low=236.55, high=239.0, open=237.4, close=238.0, color='GREEN'), CandleItem(low=235.7, high=237.75, open=237.0, close=237.4, color='GREEN')] 2020-05-30 19:00:20 INFO: last_candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED') 2020-05-30 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))) 2020-05-30 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED') 2020-05-30 19:00:20 INFO: skip by CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-30 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))) 2020-05-30 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED') 2020-05-30 19:00:20 INFO: apply filter None to candle=CandleItem(low=236.55, high=239.0, open=237.4, close=238.0, color='GREEN') 2020-05-30 19:00:20 INFO: apply filter None to candle=CandleItem(low=235.7, high=237.75, open=237.0, close=237.4, color='GREEN') 2020-05-30 19:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-30 19:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-30 19:00:20 INFO: place order: start candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED') ticker='ETHUSD' price_offset=0.1 2020-05-30 19:00:20 INFO: place order: side_factor=1 init_trigger_price=234.0 init_order_price=233.95000000000002 stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=238.0 take_price=214.20000000000007 2020-05-30 19:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('234') init_order_price=Decimal('233.950000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=Decimal('238') take_price=Decimal('214.200000000000073896444519050419330596923828125') 2020-05-30 19:00:20 INFO: place order: compute qty=-2 2020-05-30 19:00:20 INFO: place order: save order to db 91211e13e62540499685c465da9206b6; response=True 2020-05-30 19:00:20 INFO: post order to exchange resp={'orderID': 'e8740707-6623-2209-fc13-e9e27930b726', 'clOrdID': '91211e13e62540499685c465da9206b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 233.95, 'displayQty': None, 'stopPx': 234.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc())} 2020-05-30 19:00:20 INFO: place new init order {'qty': -2, 'init_price': Decimal('234'), 'stop_price': Decimal('238'), 'take_price': Decimal('214.200000000000073896444519050419330596923828125'), 'order_uid': '91211e13e62540499685c465da9206b6', 'response': {'orderID': 'e8740707-6623-2209-fc13-e9e27930b726', 'clOrdID': '91211e13e62540499685c465da9206b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 233.95, 'displayQty': None, 'stopPx': 234.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc())}} 2020-05-30 19:00:20 INFO: init new order end 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: 2020-05-30 19:00:20 INFO: process event {'orderID': 'e8740707-6623-2209-fc13-e9e27930b726', 'clOrdID': '91211e13e62540499685c465da9206b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 233.95, 'displayQty': None, 'stopPx': 234, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-30T16:00:20.687Z', 'timestamp': '2020-05-30T16:00:20.687Z'} 2020-05-30 19:00:20 INFO: skip event 91211e13e62540499685c465da9206b6 New 2020-05-30 19:02:00 INFO: 2020-05-30 19:02:00 INFO: 2020-05-30 19:02:00 INFO: 2020-05-30 19:02:00 INFO: 2020-05-30 19:02:00 INFO: clearing start 2020-05-30 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e8740707-6623-2209-fc13-e9e27930b726', 'clOrdID': '91211e13e62540499685c465da9206b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 233.95, 'displayQty': None, 'stopPx': 234.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc())} 2020-05-30 19:02:00 INFO: order time=2020-05-30 16:00:20.687000+00:00; delta from now UTC=0:01:40.192219 time_delta.total_seconds()=100.192219; time_diff_offset='3600' 2020-05-30 19:02:00 INFO: skip by time diff 2020-05-30 16:00:20.687000+00:00 2020-05-30 19:02:00 INFO: clearing end 2020-05-30 19:02:00 INFO: 2020-05-30 19:02:00 INFO: 2020-05-30 19:02:00 INFO: 2020-05-30 19:02:00 INFO: 2020-05-30 20:00:20 INFO: 2020-05-30 20:00:20 INFO: 2020-05-30 20:00:20 INFO: 2020-05-30 20:00:20 INFO: 2020-05-30 20:00:20 INFO: init new order start 2020-05-30 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 237.1, 'low': 234.55, 'close': 236.45, 'trades': 3802, 'volume': 3469938, 'vwap': 235.93, 'lastSize': 1, 'turnover': 81863464545, 'homeNotional': 33087.73167549035, 'foreignNotional': 7806139.5687253205}, {'timestamp': datetime.datetime(2020, 5, 30, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.0, 'low': 234.05, 'close': 235.9, 'trades': 6659, 'volume': 7005458, 'vwap': 235.7, 'lastSize': 1000, 'turnover': 165113142020, 'homeNotional': 66712.82219950762, 'foreignNotional': 15723750.090939304}, {'timestamp': datetime.datetime(2020, 5, 30, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.4, 'high': 239.0, 'low': 236.55, 'close': 238.0, 'trades': 4978, 'volume': 5666492, 'vwap': 237.72, 'lastSize': 5000, 'turnover': 134702892455, 'homeNotional': 54158.45950017993, 'foreignNotional': 12874466.013279047}] 2020-05-30 20:00:21 INFO: prepare candles [CandleItem(low=234.55, high=237.1, open=235.9, close=236.45, color='GREEN'), CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED'), CandleItem(low=236.55, high=239.0, open=237.4, close=238.0, color='GREEN')] 2020-05-30 20:00:21 INFO: skip by colors first_candle=CandleItem(low=236.55, high=239.0, open=237.4, close=238.0, color='GREEN') second_candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED') last_candle=CandleItem(low=234.55, high=237.1, open=235.9, close=236.45, color='GREEN') 2020-05-30 20:00:21 INFO: check need new order None 2020-05-30 20:00:21 INFO: init new order end 2020-05-30 20:00:21 INFO: 2020-05-30 20:00:21 INFO: 2020-05-30 20:00:21 INFO: 2020-05-30 20:00:21 INFO: 2020-05-30 20:02:00 INFO: 2020-05-30 20:02:00 INFO: 2020-05-30 20:02:00 INFO: 2020-05-30 20:02:00 INFO: 2020-05-30 20:02:00 INFO: clearing start 2020-05-30 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e8740707-6623-2209-fc13-e9e27930b726', 'clOrdID': '91211e13e62540499685c465da9206b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 233.95, 'displayQty': None, 'stopPx': 234.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc())} 2020-05-30 20:02:00 INFO: order time=2020-05-30 16:00:20.687000+00:00; delta from now UTC=1:01:39.518391 time_delta.total_seconds()=3699.518391; time_diff_offset='3600' 2020-05-30 20:02:00 INFO: clear order 91211e13e62540499685c465da9206b6 2020-05-30 20:02:00 INFO: process event {'orderID': 'e8740707-6623-2209-fc13-e9e27930b726', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-05-30T17:02:00.227Z', 'clOrdID': '91211e13e62540499685c465da9206b6', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-30 20:02:00 INFO: cancel order resp=[{'orderID': 'e8740707-6623-2209-fc13-e9e27930b726', 'clOrdID': '91211e13e62540499685c465da9206b6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 233.95, 'displayQty': None, 'stopPx': 234.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 30, 16, 0, 20, 687000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 30, 17, 2, 0, 227000, tzinfo=tzutc())}] 2020-05-30 20:02:00 INFO: skip event 91211e13e62540499685c465da9206b6 Canceled 2020-05-30 20:02:00 INFO: clearing end 2020-05-30 20:02:00 INFO: 2020-05-30 20:02:00 INFO: 2020-05-30 20:02:00 INFO: 2020-05-30 20:02:00 INFO: 2020-05-30 21:00:20 INFO: 2020-05-30 21:00:20 INFO: 2020-05-30 21:00:20 INFO: 2020-05-30 21:00:20 INFO: 2020-05-30 21:00:20 INFO: init new order start 2020-05-30 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 236.5, 'low': 235.35, 'close': 235.75, 'trades': 2775, 'volume': 2834029, 'vwap': 236.03, 'lastSize': 100, 'turnover': 66891478910, 'homeNotional': 27006.228013910877, 'foreignNotional': 6374273.738479847}, {'timestamp': datetime.datetime(2020, 5, 30, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 237.1, 'low': 234.55, 'close': 236.45, 'trades': 3802, 'volume': 3469938, 'vwap': 235.93, 'lastSize': 1, 'turnover': 81863464545, 'homeNotional': 33087.73167549035, 'foreignNotional': 7806139.5687253205}, {'timestamp': datetime.datetime(2020, 5, 30, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 238.0, 'low': 234.05, 'close': 235.9, 'trades': 6659, 'volume': 7005458, 'vwap': 235.7, 'lastSize': 1000, 'turnover': 165113142020, 'homeNotional': 66712.82219950762, 'foreignNotional': 15723750.090939304}] 2020-05-30 21:00:20 INFO: prepare candles [CandleItem(low=235.35, high=236.5, open=236.45, close=235.75, color='RED'), CandleItem(low=234.55, high=237.1, open=235.9, close=236.45, color='GREEN'), CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED')] 2020-05-30 21:00:20 INFO: skip by colors first_candle=CandleItem(low=234.05, high=238.0, open=238.0, close=235.9, color='RED') second_candle=CandleItem(low=234.55, high=237.1, open=235.9, close=236.45, color='GREEN') last_candle=CandleItem(low=235.35, high=236.5, open=236.45, close=235.75, color='RED') 2020-05-30 21:00:20 INFO: check need new order None 2020-05-30 21:00:20 INFO: init new order end 2020-05-30 21:00:20 INFO: 2020-05-30 21:00:20 INFO: 2020-05-30 21:00:20 INFO: 2020-05-30 21:00:20 INFO: 2020-05-30 21:02:00 INFO: 2020-05-30 21:02:00 INFO: 2020-05-30 21:02:00 INFO: 2020-05-30 21:02:00 INFO: 2020-05-30 21:02:00 INFO: clearing start 2020-05-30 21:02:00 INFO: clearing end 2020-05-30 21:02:00 INFO: 2020-05-30 21:02:00 INFO: 2020-05-30 21:02:00 INFO: 2020-05-30 21:02:00 INFO: 2020-05-30 22:00:20 INFO: 2020-05-30 22:00:20 INFO: 2020-05-30 22:00:20 INFO: 2020-05-30 22:00:20 INFO: 2020-05-30 22:00:20 INFO: init new order start 2020-05-30 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 238.2, 'low': 235.6, 'close': 237.05, 'trades': 3584, 'volume': 2528267, 'vwap': 237.32, 'lastSize': 10, 'turnover': 60000423145, 'homeNotional': 24111.16460749143, 'foreignNotional': 5722030.690086092}, {'timestamp': datetime.datetime(2020, 5, 30, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 236.5, 'low': 235.35, 'close': 235.75, 'trades': 2775, 'volume': 2834029, 'vwap': 236.03, 'lastSize': 100, 'turnover': 66891478910, 'homeNotional': 27006.228013910877, 'foreignNotional': 6374273.738479847}, {'timestamp': datetime.datetime(2020, 5, 30, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 237.1, 'low': 234.55, 'close': 236.45, 'trades': 3802, 'volume': 3469938, 'vwap': 235.93, 'lastSize': 1, 'turnover': 81863464545, 'homeNotional': 33087.73167549035, 'foreignNotional': 7806139.5687253205}] 2020-05-30 22:00:20 INFO: prepare candles [CandleItem(low=235.6, high=238.2, open=235.75, close=237.05, color='GREEN'), CandleItem(low=235.35, high=236.5, open=236.45, close=235.75, color='RED'), CandleItem(low=234.55, high=237.1, open=235.9, close=236.45, color='GREEN')] 2020-05-30 22:00:20 INFO: skip by colors first_candle=CandleItem(low=234.55, high=237.1, open=235.9, close=236.45, color='GREEN') second_candle=CandleItem(low=235.35, high=236.5, open=236.45, close=235.75, color='RED') last_candle=CandleItem(low=235.6, high=238.2, open=235.75, close=237.05, color='GREEN') 2020-05-30 22:00:20 INFO: check need new order None 2020-05-30 22:00:20 INFO: init new order end 2020-05-30 22:00:20 INFO: 2020-05-30 22:00:20 INFO: 2020-05-30 22:00:20 INFO: 2020-05-30 22:00:20 INFO: 2020-05-30 22:02:00 INFO: 2020-05-30 22:02:00 INFO: 2020-05-30 22:02:00 INFO: 2020-05-30 22:02:00 INFO: 2020-05-30 22:02:00 INFO: clearing start 2020-05-30 22:02:00 INFO: clearing end 2020-05-30 22:02:00 INFO: 2020-05-30 22:02:00 INFO: 2020-05-30 22:02:00 INFO: 2020-05-30 22:02:00 INFO: 2020-05-30 23:00:20 INFO: 2020-05-30 23:00:20 INFO: 2020-05-30 23:00:20 INFO: 2020-05-30 23:00:20 INFO: 2020-05-30 23:00:20 INFO: init new order start 2020-05-30 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.05, 'high': 237.45, 'low': 236.05, 'close': 237.1, 'trades': 2229, 'volume': 1818624, 'vwap': 236.72, 'lastSize': 100, 'turnover': 43050016360, 'homeNotional': 17333.766781692666, 'foreignNotional': 4103210.679721063}, {'timestamp': datetime.datetime(2020, 5, 30, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 238.2, 'low': 235.6, 'close': 237.05, 'trades': 3584, 'volume': 2528267, 'vwap': 237.32, 'lastSize': 10, 'turnover': 60000423145, 'homeNotional': 24111.16460749143, 'foreignNotional': 5722030.690086092}, {'timestamp': datetime.datetime(2020, 5, 30, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.45, 'high': 236.5, 'low': 235.35, 'close': 235.75, 'trades': 2775, 'volume': 2834029, 'vwap': 236.03, 'lastSize': 100, 'turnover': 66891478910, 'homeNotional': 27006.228013910877, 'foreignNotional': 6374273.738479847}] 2020-05-30 23:00:20 INFO: prepare candles [CandleItem(low=236.05, high=237.45, open=237.05, close=237.1, color='GREEN'), CandleItem(low=235.6, high=238.2, open=235.75, close=237.05, color='GREEN'), CandleItem(low=235.35, high=236.5, open=236.45, close=235.75, color='RED')] 2020-05-30 23:00:20 INFO: skip by colors first_candle=CandleItem(low=235.35, high=236.5, open=236.45, close=235.75, color='RED') second_candle=CandleItem(low=235.6, high=238.2, open=235.75, close=237.05, color='GREEN') last_candle=CandleItem(low=236.05, high=237.45, open=237.05, close=237.1, color='GREEN') 2020-05-30 23:00:20 INFO: check need new order None 2020-05-30 23:00:20 INFO: init new order end 2020-05-30 23:00:20 INFO: 2020-05-30 23:00:20 INFO: 2020-05-30 23:00:20 INFO: 2020-05-30 23:00:20 INFO: 2020-05-30 23:02:00 INFO: 2020-05-30 23:02:00 INFO: 2020-05-30 23:02:00 INFO: 2020-05-30 23:02:00 INFO: 2020-05-30 23:02:00 INFO: clearing start 2020-05-30 23:02:00 INFO: clearing end 2020-05-30 23:02:00 INFO: 2020-05-30 23:02:00 INFO: 2020-05-30 23:02:00 INFO: 2020-05-30 23:02:00 INFO: 2020-05-31 00:00:20 INFO: 2020-05-31 00:00:20 INFO: 2020-05-31 00:00:20 INFO: 2020-05-31 00:00:20 INFO: 2020-05-31 00:00:20 INFO: init new order start 2020-05-31 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.5, 'low': 234.35, 'close': 235.6, 'trades': 6468, 'volume': 7058221, 'vwap': 235.55, 'lastSize': 118, 'turnover': 166250263275, 'homeNotional': 66894.83572167438, 'foreignNotional': 15756605.254615761}, {'timestamp': datetime.datetime(2020, 5, 30, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.05, 'high': 237.45, 'low': 236.05, 'close': 237.1, 'trades': 2229, 'volume': 1818624, 'vwap': 236.72, 'lastSize': 100, 'turnover': 43050016360, 'homeNotional': 17333.766781692666, 'foreignNotional': 4103210.679721063}, {'timestamp': datetime.datetime(2020, 5, 30, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 238.2, 'low': 235.6, 'close': 237.05, 'trades': 3584, 'volume': 2528267, 'vwap': 237.32, 'lastSize': 10, 'turnover': 60000423145, 'homeNotional': 24111.16460749143, 'foreignNotional': 5722030.690086092}] 2020-05-31 00:00:20 INFO: prepare candles [CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED'), CandleItem(low=236.05, high=237.45, open=237.05, close=237.1, color='GREEN'), CandleItem(low=235.6, high=238.2, open=235.75, close=237.05, color='GREEN')] 2020-05-31 00:00:20 INFO: last_candle=CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED') 2020-05-31 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))) 2020-05-31 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=234.35, high=237.5, open=237.1, close=235.6, color='RED') 2020-05-31 00:00:20 INFO: skip by CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 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))) 2020-05-31 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=234.35, high=237.5, open=237.1, close=235.6, color='RED') 2020-05-31 00:00:20 INFO: skip by CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 00:00:20 INFO: not found applicable config for candle 2020-05-31 00:00:20 INFO: check need new order None 2020-05-31 00:00:20 INFO: init new order end 2020-05-31 00:00:20 INFO: 2020-05-31 00:00:20 INFO: 2020-05-31 00:00:20 INFO: 2020-05-31 00:00:20 INFO: 2020-05-31 00:02:00 INFO: 2020-05-31 00:02:00 INFO: 2020-05-31 00:02:00 INFO: 2020-05-31 00:02:00 INFO: 2020-05-31 00:02:00 INFO: clearing start 2020-05-31 00:02:00 INFO: clearing end 2020-05-31 00:02:00 INFO: 2020-05-31 00:02:00 INFO: 2020-05-31 00:02:00 INFO: 2020-05-31 00:02:00 INFO: 2020-05-31 01:00:20 INFO: 2020-05-31 01:00:20 INFO: 2020-05-31 01:00:20 INFO: 2020-05-31 01:00:20 INFO: 2020-05-31 01:00:20 INFO: init new order start 2020-05-31 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 240.05, 'low': 235.5, 'close': 239.55, 'trades': 4322, 'volume': 4170930, 'vwap': 238.24, 'lastSize': 219, 'turnover': 99366394005, 'homeNotional': 39452.58449216391, 'foreignNotional': 9399092.28669394}, {'timestamp': datetime.datetime(2020, 5, 30, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.5, 'low': 234.35, 'close': 235.6, 'trades': 6468, 'volume': 7058221, 'vwap': 235.55, 'lastSize': 118, 'turnover': 166250263275, 'homeNotional': 66894.83572167438, 'foreignNotional': 15756605.254615761}, {'timestamp': datetime.datetime(2020, 5, 30, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.05, 'high': 237.45, 'low': 236.05, 'close': 237.1, 'trades': 2229, 'volume': 1818624, 'vwap': 236.72, 'lastSize': 100, 'turnover': 43050016360, 'homeNotional': 17333.766781692666, 'foreignNotional': 4103210.679721063}] 2020-05-31 01:00:21 INFO: prepare candles [CandleItem(low=235.5, high=240.05, open=235.6, close=239.55, color='GREEN'), CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED'), CandleItem(low=236.05, high=237.45, open=237.05, close=237.1, color='GREEN')] 2020-05-31 01:00:21 INFO: skip by colors first_candle=CandleItem(low=236.05, high=237.45, open=237.05, close=237.1, color='GREEN') second_candle=CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED') last_candle=CandleItem(low=235.5, high=240.05, open=235.6, close=239.55, color='GREEN') 2020-05-31 01:00:21 INFO: check need new order None 2020-05-31 01:00:21 INFO: init new order end 2020-05-31 01:00:21 INFO: 2020-05-31 01:00:21 INFO: 2020-05-31 01:00:21 INFO: 2020-05-31 01:00:21 INFO: 2020-05-31 01:02:00 INFO: 2020-05-31 01:02:00 INFO: 2020-05-31 01:02:00 INFO: 2020-05-31 01:02:00 INFO: 2020-05-31 01:02:00 INFO: clearing start 2020-05-31 01:02:00 INFO: clearing end 2020-05-31 01:02:00 INFO: 2020-05-31 01:02:00 INFO: 2020-05-31 01:02:00 INFO: 2020-05-31 01:02:00 INFO: 2020-05-31 02:00:20 INFO: 2020-05-31 02:00:20 INFO: 2020-05-31 02:00:20 INFO: 2020-05-31 02:00:20 INFO: 2020-05-31 02:00:20 INFO: init new order start 2020-05-31 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 30, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 248.0, 'low': 238.95, 'close': 246.25, 'trades': 17100, 'volume': 18741246, 'vwap': 243.66, 'lastSize': 500, 'turnover': 456641733885, 'homeNotional': 179417.1091402013, 'foreignNotional': 43718187.82019913}, {'timestamp': datetime.datetime(2020, 5, 30, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 240.05, 'low': 235.5, 'close': 239.55, 'trades': 4322, 'volume': 4170930, 'vwap': 238.24, 'lastSize': 219, 'turnover': 99366394005, 'homeNotional': 39452.58449216391, 'foreignNotional': 9399092.28669394}, {'timestamp': datetime.datetime(2020, 5, 30, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.1, 'high': 237.5, 'low': 234.35, 'close': 235.6, 'trades': 6468, 'volume': 7058221, 'vwap': 235.55, 'lastSize': 118, 'turnover': 166250263275, 'homeNotional': 66894.83572167438, 'foreignNotional': 15756605.254615761}] 2020-05-31 02:00:20 INFO: prepare candles [CandleItem(low=238.95, high=248.0, open=239.55, close=246.25, color='GREEN'), CandleItem(low=235.5, high=240.05, open=235.6, close=239.55, color='GREEN'), CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED')] 2020-05-31 02:00:20 INFO: skip by colors first_candle=CandleItem(low=234.35, high=237.5, open=237.1, close=235.6, color='RED') second_candle=CandleItem(low=235.5, high=240.05, open=235.6, close=239.55, color='GREEN') last_candle=CandleItem(low=238.95, high=248.0, open=239.55, close=246.25, color='GREEN') 2020-05-31 02:00:20 INFO: check need new order None 2020-05-31 02:00:20 INFO: init new order end 2020-05-31 02:00:20 INFO: 2020-05-31 02:00:20 INFO: 2020-05-31 02:00:20 INFO: 2020-05-31 02:00:20 INFO: 2020-05-31 02:02:00 INFO: 2020-05-31 02:02:00 INFO: 2020-05-31 02:02:00 INFO: 2020-05-31 02:02:00 INFO: 2020-05-31 02:02:00 INFO: clearing start 2020-05-31 02:02:00 INFO: clearing end 2020-05-31 02:02:00 INFO: 2020-05-31 02:02:00 INFO: 2020-05-31 02:02:00 INFO: 2020-05-31 02:02:00 INFO: 2020-05-31 03:00:20 INFO: 2020-05-31 03:00:20 INFO: 2020-05-31 03:00:20 INFO: 2020-05-31 03:00:20 INFO: 2020-05-31 03:00:20 INFO: init new order start 2020-05-31 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.25, 'high': 246.45, 'low': 242.5, 'close': 244.0, 'trades': 8096, 'volume': 7265070, 'vwap': 244.04, 'lastSize': 500, 'turnover': 177294001360, 'homeNotional': 70385.53104744019, 'foreignNotional': 17176725.873328034}, {'timestamp': datetime.datetime(2020, 5, 30, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 248.0, 'low': 238.95, 'close': 246.25, 'trades': 17100, 'volume': 18741246, 'vwap': 243.66, 'lastSize': 500, 'turnover': 456641733885, 'homeNotional': 179417.1091402013, 'foreignNotional': 43718187.82019913}, {'timestamp': datetime.datetime(2020, 5, 30, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.6, 'high': 240.05, 'low': 235.5, 'close': 239.55, 'trades': 4322, 'volume': 4170930, 'vwap': 238.24, 'lastSize': 219, 'turnover': 99366394005, 'homeNotional': 39452.58449216391, 'foreignNotional': 9399092.28669394}] 2020-05-31 03:00:20 INFO: prepare candles [CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED'), CandleItem(low=238.95, high=248.0, open=239.55, close=246.25, color='GREEN'), CandleItem(low=235.5, high=240.05, open=235.6, close=239.55, color='GREEN')] 2020-05-31 03:00:20 INFO: last_candle=CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED') 2020-05-31 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))) 2020-05-31 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=242.5, high=246.45, open=246.25, close=244.0, color='RED') 2020-05-31 03:00:20 INFO: skip by CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 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))) 2020-05-31 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=242.5, high=246.45, open=246.25, close=244.0, color='RED') 2020-05-31 03:00:20 INFO: apply filter None to candle=CandleItem(low=238.95, high=248.0, open=239.55, close=246.25, color='GREEN') 2020-05-31 03:00:20 INFO: apply filter None to candle=CandleItem(low=235.5, high=240.05, open=235.6, close=239.55, color='GREEN') 2020-05-31 03:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-31 03:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED'), take_profit_factor=5.0, clearing_interval=3600) 2020-05-31 03:00:20 INFO: place order: start candle=CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED') ticker='ETHUSD' price_offset=0.1 2020-05-31 03:00:20 INFO: place order: side_factor=1 init_trigger_price=242.45 init_order_price=242.4 stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=246.45 take_price=222.65000000000006 2020-05-31 03:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('242.44999999999998863131622783839702606201171875') init_order_price=Decimal('242.400000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=Decimal('246.44999999999998863131622783839702606201171875') take_price=Decimal('222.650000000000062527760746888816356658935546875') 2020-05-31 03:00:20 INFO: place order: compute qty=-2 2020-05-31 03:00:20 INFO: place order: save order to db c54d9d4e80344e0d9b6a2befbf4d0b47; response=True 2020-05-31 03:00:21 INFO: post order to exchange resp={'orderID': 'b67d0a68-ea2c-82cc-a727-023c861a2f30', 'clOrdID': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 242.4, 'displayQty': None, 'stopPx': 242.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 0, 21, 15000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 0, 21, 15000, tzinfo=tzutc())} 2020-05-31 03:00:21 INFO: place new init order {'qty': -2, 'init_price': Decimal('242.44999999999998863131622783839702606201171875'), 'stop_price': Decimal('246.44999999999998863131622783839702606201171875'), 'take_price': Decimal('222.650000000000062527760746888816356658935546875'), 'order_uid': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'response': {'orderID': 'b67d0a68-ea2c-82cc-a727-023c861a2f30', 'clOrdID': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 242.4, 'displayQty': None, 'stopPx': 242.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 0, 21, 15000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 0, 21, 15000, tzinfo=tzutc())}} 2020-05-31 03:00:21 INFO: init new order end 2020-05-31 03:00:21 INFO: 2020-05-31 03:00:21 INFO: 2020-05-31 03:00:21 INFO: 2020-05-31 03:00:21 INFO: 2020-05-31 03:00:21 INFO: process event {'orderID': 'b67d0a68-ea2c-82cc-a727-023c861a2f30', 'clOrdID': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 242.4, 'displayQty': None, 'stopPx': 242.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-31T00:00:21.015Z', 'timestamp': '2020-05-31T00:00:21.015Z'} 2020-05-31 03:00:21 INFO: skip event c54d9d4e80344e0d9b6a2befbf4d0b47 New 2020-05-31 03:02:00 INFO: 2020-05-31 03:02:00 INFO: 2020-05-31 03:02:00 INFO: 2020-05-31 03:02:00 INFO: 2020-05-31 03:02:00 INFO: clearing start 2020-05-31 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b67d0a68-ea2c-82cc-a727-023c861a2f30', 'clOrdID': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 242.4, 'displayQty': None, 'stopPx': 242.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 31, 0, 0, 21, 15000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 31, 0, 0, 21, 15000, tzinfo=tzutc())} 2020-05-31 03:02:00 INFO: order time=2020-05-31 00:00:21.015000+00:00; delta from now UTC=0:01:39.189787 time_delta.total_seconds()=99.189787; time_diff_offset='3600' 2020-05-31 03:02:00 INFO: skip by time diff 2020-05-31 00:00:21.015000+00:00 2020-05-31 03:02:00 INFO: clearing end 2020-05-31 03:02:00 INFO: 2020-05-31 03:02:00 INFO: 2020-05-31 03:02:00 INFO: 2020-05-31 03:02:00 INFO: 2020-05-31 03:06:48 INFO: process event {'orderID': 'b67d0a68-ea2c-82cc-a727-023c861a2f30', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-31T00:06:47.981Z', 'clOrdID': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'account': 605536, 'symbol': 'ETHUSD'} 2020-05-31 03:06:48 INFO: skip event c54d9d4e80344e0d9b6a2befbf4d0b47 2020-05-31 03:06:48 INFO: process event {'orderID': 'b67d0a68-ea2c-82cc-a727-023c861a2f30', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 2, 'avgPx': 242.4, 'transactTime': '2020-05-31T00:06:47.981Z', 'clOrdID': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-31T00:06:47.981Z'} 2020-05-31 03:06:48 INFO: add new event={'uid': 'c54d9d4e80344e0d9b6a2befbf4d0b47', 'status': 'Filled'} 2020-05-31 03:06:48 INFO: 2020-05-31 03:06:48 INFO: 2020-05-31 03:06:48 INFO: 2020-05-31 03:06:48 INFO: 2020-05-31 03:06:48 INFO: process event start 2020-05-31 03:06:48 INFO: fetch new order event c54d9d4e80344e0d9b6a2befbf4d0b47 2020-05-31 03:06:48 INFO: fetch orders by event init={'stop': '246.44999999999998863131622783839702606201171875', 'take': '222.650000000000062527760746888816356658935546875', 'qty': '2', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None 2020-05-31 03:06:48 INFO: process init order filled 2020-05-31 03:06:48 INFO: save profit orders to storage stop=11dbff641fa147d0a919e816afcbdf47 take=2916db32a6234e1b9ff4c58d641e28d7 2020-05-31 03:06:48 INFO: place profit orders take_price=222.650000000000062527760746888816356658935546875, stop_price=246.44999999999998863131622783839702606201171875, qty=2, color=RED, ticker=ETHUSD 11dbff641fa147d0a919e816afcbdf47 2916db32a6234e1b9ff4c58d641e28d7 2020-05-31 03:06:48 INFO: place stop order ETHUSD: qty=2, stop_price=246.44999999999998863131622783839702606201171875, stop_uid=11dbff641fa147d0a919e816afcbdf47 2020-05-31 03:06:49 INFO: exchange resp for stop 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())} 2020-05-31 03:06:49 INFO: process event {'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': '2020-05-31T00:06:49.203Z', 'timestamp': '2020-05-31T00:06:49.203Z'} 2020-05-31 03:06:49 INFO: skip event 11dbff641fa147d0a919e816afcbdf47 New 2020-05-31 03:06:49 INFO: place limit order ETHUSD: qty=2, price=222.650000000000062527760746888816356658935546875, take_uid=2916db32a6234e1b9ff4c58d641e28d7 2020-05-31 03:06:49 INFO: exchange resp for take profit 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())} 2020-05-31 03:06:49 INFO: process event {'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': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-31T00:06:49.802Z', 'timestamp': '2020-05-31T00:06:49.802Z'} 2020-05-31 03:06:49 INFO: skip event 2916db32a6234e1b9ff4c58d641e28d7 New 2020-05-31 03:06:49 INFO: place profit orders={'stop': {'response': {'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())}, 'qty': Decimal('2'), 'uid': '11dbff641fa147d0a919e816afcbdf47', 'price': Decimal('246.44999999999998863131622783839702606201171875')}, 'take': {'response': {'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())}, 'qty': Decimal('2'), 'uid': '2916db32a6234e1b9ff4c58d641e28d7', 'price': Decimal('222.650000000000062527760746888816356658935546875')}} 2020-05-31 03:06:49 INFO: process event {'orderID': '317e2b6e-0de2-35a8-b854-e20b9607955e', 'workingIndicator': True, 'clOrdID': '2916db32a6234e1b9ff4c58d641e28d7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-31T00:06:49.802Z'} 2020-05-31 03:06:49 INFO: skip event 2916db32a6234e1b9ff4c58d641e28d7 2020-05-31 03:06:49 INFO: rm init order from db c54d9d4e80344e0d9b6a2befbf4d0b47 2020-05-31 03:06:49 INFO: end process event_processing_result='proceed init order' 2020-05-31 03:06:49 INFO: 2020-05-31 03:06:49 INFO: 2020-05-31 03:06:49 INFO: 2020-05-31 03:06:49 INFO: 2020-05-31 04:00:20 INFO: 2020-05-31 04:00:20 INFO: 2020-05-31 04:00:20 INFO: 2020-05-31 04:00:20 INFO: 2020-05-31 04:00:20 INFO: init new order start 2020-05-31 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.1, 'low': 242.25, 'close': 245.0, 'trades': 5555, 'volume': 6199087, 'vwap': 243.26, 'lastSize': 668, 'turnover': 150794223245, 'homeNotional': 59916.49560889218, 'foreignNotional': 14574826.325885668}, {'timestamp': datetime.datetime(2020, 5, 31, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.25, 'high': 246.45, 'low': 242.5, 'close': 244.0, 'trades': 8096, 'volume': 7265070, 'vwap': 244.04, 'lastSize': 500, 'turnover': 177294001360, 'homeNotional': 70385.53104744019, 'foreignNotional': 17176725.873328034}, {'timestamp': datetime.datetime(2020, 5, 30, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.55, 'high': 248.0, 'low': 238.95, 'close': 246.25, 'trades': 17100, 'volume': 18741246, 'vwap': 243.66, 'lastSize': 500, 'turnover': 456641733885, 'homeNotional': 179417.1091402013, 'foreignNotional': 43718187.82019913}] 2020-05-31 04:00:20 INFO: prepare candles [CandleItem(low=242.25, high=245.1, open=244.0, close=245.0, color='GREEN'), CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED'), CandleItem(low=238.95, high=248.0, open=239.55, close=246.25, color='GREEN')] 2020-05-31 04:00:20 INFO: skip by colors first_candle=CandleItem(low=238.95, high=248.0, open=239.55, close=246.25, color='GREEN') second_candle=CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED') last_candle=CandleItem(low=242.25, high=245.1, open=244.0, close=245.0, color='GREEN') 2020-05-31 04:00:20 INFO: check need new order None 2020-05-31 04:00:20 INFO: init new order end 2020-05-31 04:00:20 INFO: 2020-05-31 04:00:20 INFO: 2020-05-31 04:00:20 INFO: 2020-05-31 04:00:20 INFO: 2020-05-31 04:02:00 INFO: 2020-05-31 04:02:00 INFO: 2020-05-31 04:02:00 INFO: 2020-05-31 04:02:00 INFO: 2020-05-31 04:02:00 INFO: clearing start 2020-05-31 04:02:00 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())} 2020-05-31 04:02:00 INFO: skip by not found init order into storage 2020-05-31 04:02:00 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())} 2020-05-31 04:02:00 INFO: skip by not found init order into storage 2020-05-31 04:02:00 INFO: clearing end 2020-05-31 04:02:00 INFO: 2020-05-31 04:02:00 INFO: 2020-05-31 04:02:00 INFO: 2020-05-31 04:02:00 INFO: 2020-05-31 05:00:20 INFO: 2020-05-31 05:00:20 INFO: 2020-05-31 05:00:20 INFO: 2020-05-31 05:00:20 INFO: 2020-05-31 05:00:20 INFO: init new order start 2020-05-31 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.25, 'low': 242.1, 'close': 243.65, 'trades': 4545, 'volume': 3557221, 'vwap': 243.87, 'lastSize': 448, 'turnover': 86749361210, 'homeNotional': 34354.24966555193, 'foreignNotional': 8377928.678929373}, {'timestamp': datetime.datetime(2020, 5, 31, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.1, 'low': 242.25, 'close': 245.0, 'trades': 5555, 'volume': 6199087, 'vwap': 243.26, 'lastSize': 668, 'turnover': 150794223245, 'homeNotional': 59916.49560889218, 'foreignNotional': 14574826.325885668}, {'timestamp': datetime.datetime(2020, 5, 31, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 246.25, 'high': 246.45, 'low': 242.5, 'close': 244.0, 'trades': 8096, 'volume': 7265070, 'vwap': 244.04, 'lastSize': 500, 'turnover': 177294001360, 'homeNotional': 70385.53104744019, 'foreignNotional': 17176725.873328034}] 2020-05-31 05:00:20 INFO: prepare candles [CandleItem(low=242.1, high=245.25, open=245.0, close=243.65, color='RED'), CandleItem(low=242.25, high=245.1, open=244.0, close=245.0, color='GREEN'), CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED')] 2020-05-31 05:00:20 INFO: skip by colors first_candle=CandleItem(low=242.5, high=246.45, open=246.25, close=244.0, color='RED') second_candle=CandleItem(low=242.25, high=245.1, open=244.0, close=245.0, color='GREEN') last_candle=CandleItem(low=242.1, high=245.25, open=245.0, close=243.65, color='RED') 2020-05-31 05:00:20 INFO: check need new order None 2020-05-31 05:00:20 INFO: init new order end 2020-05-31 05:00:20 INFO: 2020-05-31 05:00:20 INFO: 2020-05-31 05:00:20 INFO: 2020-05-31 05:00:20 INFO: 2020-05-31 05:02:00 INFO: 2020-05-31 05:02:00 INFO: 2020-05-31 05:02:00 INFO: 2020-05-31 05:02:00 INFO: 2020-05-31 05:02:00 INFO: clearing start 2020-05-31 05:02:00 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())} 2020-05-31 05:02:00 INFO: skip by not found init order into storage 2020-05-31 05:02:00 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())} 2020-05-31 05:02:00 INFO: skip by not found init order into storage 2020-05-31 05:02:00 INFO: clearing end 2020-05-31 05:02:00 INFO: 2020-05-31 05:02:00 INFO: 2020-05-31 05:02:00 INFO: 2020-05-31 05:02:00 INFO: 2020-05-31 06:00:20 INFO: 2020-05-31 06:00:20 INFO: 2020-05-31 06:00:20 INFO: 2020-05-31 06:00:20 INFO: 2020-05-31 06:00:20 INFO: init new order start 2020-05-31 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 243.65, 'low': 242.1, 'close': 242.8, 'trades': 3391, 'volume': 2790044, 'vwap': 242.91, 'lastSize': 50, 'turnover': 67770844955, 'homeNotional': 26878.265439342627, 'foreignNotional': 6528802.233667585}, {'timestamp': datetime.datetime(2020, 5, 31, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.25, 'low': 242.1, 'close': 243.65, 'trades': 4545, 'volume': 3557221, 'vwap': 243.87, 'lastSize': 448, 'turnover': 86749361210, 'homeNotional': 34354.24966555193, 'foreignNotional': 8377928.678929373}, {'timestamp': datetime.datetime(2020, 5, 31, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 244.0, 'high': 245.1, 'low': 242.25, 'close': 245.0, 'trades': 5555, 'volume': 6199087, 'vwap': 243.26, 'lastSize': 668, 'turnover': 150794223245, 'homeNotional': 59916.49560889218, 'foreignNotional': 14574826.325885668}] 2020-05-31 06:00:20 INFO: prepare candles [CandleItem(low=242.1, high=243.65, open=243.65, close=242.8, color='RED'), CandleItem(low=242.1, high=245.25, open=245.0, close=243.65, color='RED'), CandleItem(low=242.25, high=245.1, open=244.0, close=245.0, color='GREEN')] 2020-05-31 06:00:20 INFO: skip by colors first_candle=CandleItem(low=242.25, high=245.1, open=244.0, close=245.0, color='GREEN') second_candle=CandleItem(low=242.1, high=245.25, open=245.0, close=243.65, color='RED') last_candle=CandleItem(low=242.1, high=243.65, open=243.65, close=242.8, color='RED') 2020-05-31 06:00:20 INFO: check need new order None 2020-05-31 06:00:20 INFO: init new order end 2020-05-31 06:00:20 INFO: 2020-05-31 06:00:20 INFO: 2020-05-31 06:00:20 INFO: 2020-05-31 06:00:20 INFO: 2020-05-31 06:02:00 INFO: 2020-05-31 06:02:00 INFO: 2020-05-31 06:02:00 INFO: 2020-05-31 06:02:00 INFO: 2020-05-31 06:02:00 INFO: clearing start 2020-05-31 06:02:00 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())} 2020-05-31 06:02:00 INFO: skip by not found init order into storage 2020-05-31 06:02:00 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())} 2020-05-31 06:02:00 INFO: skip by not found init order into storage 2020-05-31 06:02:00 INFO: clearing end 2020-05-31 06:02:00 INFO: 2020-05-31 06:02:00 INFO: 2020-05-31 06:02:00 INFO: 2020-05-31 06:02:00 INFO: 2020-05-31 07:00:20 INFO: 2020-05-31 07:00:20 INFO: 2020-05-31 07:00:20 INFO: 2020-05-31 07:00:20 INFO: 2020-05-31 07:00:20 INFO: init new order start 2020-05-31 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.8, 'high': 242.8, 'low': 235.7, 'close': 237.5, 'trades': 9650, 'volume': 10385953, 'vwap': 239.35, 'lastSize': 5, 'turnover': 248581151420, 'homeNotional': 99879.64965330625, 'foreignNotional': 23905950.531220112}, {'timestamp': datetime.datetime(2020, 5, 31, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 243.65, 'low': 242.1, 'close': 242.8, 'trades': 3391, 'volume': 2790044, 'vwap': 242.91, 'lastSize': 50, 'turnover': 67770844955, 'homeNotional': 26878.265439342627, 'foreignNotional': 6528802.233667585}, {'timestamp': datetime.datetime(2020, 5, 31, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.25, 'low': 242.1, 'close': 243.65, 'trades': 4545, 'volume': 3557221, 'vwap': 243.87, 'lastSize': 448, 'turnover': 86749361210, 'homeNotional': 34354.24966555193, 'foreignNotional': 8377928.678929373}] 2020-05-31 07:00:21 INFO: prepare candles [CandleItem(low=235.7, high=242.8, open=242.8, close=237.5, color='RED'), CandleItem(low=242.1, high=243.65, open=243.65, close=242.8, color='RED'), CandleItem(low=242.1, high=245.25, open=245.0, close=243.65, color='RED')] 2020-05-31 07:00:21 INFO: skip by colors first_candle=CandleItem(low=242.1, high=245.25, open=245.0, close=243.65, color='RED') second_candle=CandleItem(low=242.1, high=243.65, open=243.65, close=242.8, color='RED') last_candle=CandleItem(low=235.7, high=242.8, open=242.8, close=237.5, color='RED') 2020-05-31 07:00:21 INFO: check need new order None 2020-05-31 07:00:21 INFO: init new order end 2020-05-31 07:00:21 INFO: 2020-05-31 07:00:21 INFO: 2020-05-31 07:00:21 INFO: 2020-05-31 07:00:21 INFO: 2020-05-31 07:02:00 INFO: 2020-05-31 07:02:00 INFO: 2020-05-31 07:02:00 INFO: 2020-05-31 07:02:00 INFO: 2020-05-31 07:02:00 INFO: clearing start 2020-05-31 07:02:00 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())} 2020-05-31 07:02:00 INFO: skip by not found init order into storage 2020-05-31 07:02:00 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())} 2020-05-31 07:02:00 INFO: skip by not found init order into storage 2020-05-31 07:02:00 INFO: clearing end 2020-05-31 07:02:00 INFO: 2020-05-31 07:02:00 INFO: 2020-05-31 07:02:00 INFO: 2020-05-31 07:02:00 INFO: 2020-05-31 08:00:20 INFO: 2020-05-31 08:00:20 INFO: 2020-05-31 08:00:20 INFO: 2020-05-31 08:00:20 INFO: 2020-05-31 08:00:20 INFO: init new order start 2020-05-31 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 238.3, 'low': 236.25, 'close': 238.15, 'trades': 4516, 'volume': 3464665, 'vwap': 237.37, 'lastSize': 403, 'turnover': 82240410050, 'homeNotional': 33163.281577461144, 'foreignNotional': 7871947.4483601}, {'timestamp': datetime.datetime(2020, 5, 31, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.8, 'high': 242.8, 'low': 235.7, 'close': 237.5, 'trades': 9650, 'volume': 10385953, 'vwap': 239.35, 'lastSize': 5, 'turnover': 248581151420, 'homeNotional': 99879.64965330625, 'foreignNotional': 23905950.531220112}, {'timestamp': datetime.datetime(2020, 5, 31, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 243.65, 'high': 243.65, 'low': 242.1, 'close': 242.8, 'trades': 3391, 'volume': 2790044, 'vwap': 242.91, 'lastSize': 50, 'turnover': 67770844955, 'homeNotional': 26878.265439342627, 'foreignNotional': 6528802.233667585}] 2020-05-31 08:00:20 INFO: prepare candles [CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN'), CandleItem(low=235.7, high=242.8, open=242.8, close=237.5, color='RED'), CandleItem(low=242.1, high=243.65, open=243.65, close=242.8, color='RED')] 2020-05-31 08:00:20 INFO: last_candle=CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN') 2020-05-31 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))) 2020-05-31 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=236.25, high=238.3, open=237.5, close=238.15, color='GREEN') 2020-05-31 08:00:20 INFO: skip by CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 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))) 2020-05-31 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=236.25, high=238.3, open=237.5, close=238.15, color='GREEN') 2020-05-31 08:00:20 INFO: skip by CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 08:00:20 INFO: not found applicable config for candle 2020-05-31 08:00:20 INFO: check need new order None 2020-05-31 08:00:20 INFO: init new order end 2020-05-31 08:00:20 INFO: 2020-05-31 08:00:20 INFO: 2020-05-31 08:00:20 INFO: 2020-05-31 08:00:20 INFO: 2020-05-31 08:02:00 INFO: 2020-05-31 08:02:00 INFO: 2020-05-31 08:02:00 INFO: 2020-05-31 08:02:00 INFO: 2020-05-31 08:02:00 INFO: clearing start 2020-05-31 08:02:00 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())} 2020-05-31 08:02:00 INFO: skip by not found init order into storage 2020-05-31 08:02:00 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())} 2020-05-31 08:02:00 INFO: skip by not found init order into storage 2020-05-31 08:02:00 INFO: clearing end 2020-05-31 08:02:00 INFO: 2020-05-31 08:02:00 INFO: 2020-05-31 08:02:00 INFO: 2020-05-31 08:02:00 INFO: 2020-05-31 09:00:20 INFO: 2020-05-31 09:00:20 INFO: 2020-05-31 09:00:20 INFO: 2020-05-31 09:00:20 INFO: 2020-05-31 09:00:20 INFO: init new order start 2020-05-31 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.7, 'low': 237.5, 'close': 237.9, 'trades': 4573, 'volume': 4605764, 'vwap': 238.58, 'lastSize': 94, 'turnover': 109882924980, 'homeNotional': 44099.98503680762, 'foreignNotional': 10521269.277932331}, {'timestamp': datetime.datetime(2020, 5, 31, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 238.3, 'low': 236.25, 'close': 238.15, 'trades': 4516, 'volume': 3464665, 'vwap': 237.37, 'lastSize': 403, 'turnover': 82240410050, 'homeNotional': 33163.281577461144, 'foreignNotional': 7871947.4483601}, {'timestamp': datetime.datetime(2020, 5, 31, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 242.8, 'high': 242.8, 'low': 235.7, 'close': 237.5, 'trades': 9650, 'volume': 10385953, 'vwap': 239.35, 'lastSize': 5, 'turnover': 248581151420, 'homeNotional': 99879.64965330625, 'foreignNotional': 23905950.531220112}] 2020-05-31 09:00:21 INFO: prepare candles [CandleItem(low=237.5, high=239.7, open=238.15, close=237.9, color='RED'), CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN'), CandleItem(low=235.7, high=242.8, open=242.8, close=237.5, color='RED')] 2020-05-31 09:00:21 INFO: skip by colors first_candle=CandleItem(low=235.7, high=242.8, open=242.8, close=237.5, color='RED') second_candle=CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN') last_candle=CandleItem(low=237.5, high=239.7, open=238.15, close=237.9, color='RED') 2020-05-31 09:00:21 INFO: check need new order None 2020-05-31 09:00:21 INFO: init new order end 2020-05-31 09:00:21 INFO: 2020-05-31 09:00:21 INFO: 2020-05-31 09:00:21 INFO: 2020-05-31 09:00:21 INFO: 2020-05-31 09:02:00 INFO: 2020-05-31 09:02:00 INFO: 2020-05-31 09:02:00 INFO: 2020-05-31 09:02:00 INFO: 2020-05-31 09:02:00 INFO: clearing start 2020-05-31 09:02:00 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())} 2020-05-31 09:02:00 INFO: skip by not found init order into storage 2020-05-31 09:02:00 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())} 2020-05-31 09:02:00 INFO: skip by not found init order into storage 2020-05-31 09:02:00 INFO: clearing end 2020-05-31 09:02:00 INFO: 2020-05-31 09:02:00 INFO: 2020-05-31 09:02:00 INFO: 2020-05-31 09:02:00 INFO: 2020-05-31 10:00:20 INFO: 2020-05-31 10:00:20 INFO: 2020-05-31 10:00:20 INFO: 2020-05-31 10:00:20 INFO: 2020-05-31 10:00:20 INFO: init new order start 2020-05-31 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.9, 'high': 239.25, 'low': 237.15, 'close': 238.0, 'trades': 3014, 'volume': 2599969, 'vwap': 238.1, 'lastSize': 212, 'turnover': 61904904220, 'homeNotional': 24865.0083723012, 'foreignNotional': 5920334.222045593}, {'timestamp': datetime.datetime(2020, 5, 31, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.7, 'low': 237.5, 'close': 237.9, 'trades': 4573, 'volume': 4605764, 'vwap': 238.58, 'lastSize': 94, 'turnover': 109882924980, 'homeNotional': 44099.98503680762, 'foreignNotional': 10521269.277932331}, {'timestamp': datetime.datetime(2020, 5, 31, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.5, 'high': 238.3, 'low': 236.25, 'close': 238.15, 'trades': 4516, 'volume': 3464665, 'vwap': 237.37, 'lastSize': 403, 'turnover': 82240410050, 'homeNotional': 33163.281577461144, 'foreignNotional': 7871947.4483601}] 2020-05-31 10:00:20 INFO: prepare candles [CandleItem(low=237.15, high=239.25, open=237.9, close=238.0, color='GREEN'), CandleItem(low=237.5, high=239.7, open=238.15, close=237.9, color='RED'), CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN')] 2020-05-31 10:00:20 INFO: skip by colors first_candle=CandleItem(low=236.25, high=238.3, open=237.5, close=238.15, color='GREEN') second_candle=CandleItem(low=237.5, high=239.7, open=238.15, close=237.9, color='RED') last_candle=CandleItem(low=237.15, high=239.25, open=237.9, close=238.0, color='GREEN') 2020-05-31 10:00:20 INFO: check need new order None 2020-05-31 10:00:20 INFO: init new order end 2020-05-31 10:00:20 INFO: 2020-05-31 10:00:20 INFO: 2020-05-31 10:00:20 INFO: 2020-05-31 10:00:20 INFO: 2020-05-31 10:02:00 INFO: 2020-05-31 10:02:00 INFO: 2020-05-31 10:02:00 INFO: 2020-05-31 10:02:00 INFO: 2020-05-31 10:02:00 INFO: clearing start 2020-05-31 10:02:00 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())} 2020-05-31 10:02:00 INFO: skip by not found init order into storage 2020-05-31 10:02:00 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())} 2020-05-31 10:02:00 INFO: skip by not found init order into storage 2020-05-31 10:02:00 INFO: clearing end 2020-05-31 10:02:00 INFO: 2020-05-31 10:02:00 INFO: 2020-05-31 10:02:00 INFO: 2020-05-31 10:02:00 INFO: 2020-05-31 11:00:20 INFO: 2020-05-31 11:00:20 INFO: 2020-05-31 11:00:20 INFO: 2020-05-31 11:00:20 INFO: 2020-05-31 11:00:20 INFO: init new order start 2020-05-31 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 240.8, 'low': 237.3, 'close': 239.95, 'trades': 3523, 'volume': 3190254, 'vwap': 239.14, 'lastSize': 17, 'turnover': 76288735995, 'homeNotional': 30509.23102016041, 'foreignNotional': 7295738.912574451}, {'timestamp': datetime.datetime(2020, 5, 31, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.9, 'high': 239.25, 'low': 237.15, 'close': 238.0, 'trades': 3014, 'volume': 2599969, 'vwap': 238.1, 'lastSize': 212, 'turnover': 61904904220, 'homeNotional': 24865.0083723012, 'foreignNotional': 5920334.222045593}, {'timestamp': datetime.datetime(2020, 5, 31, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.7, 'low': 237.5, 'close': 237.9, 'trades': 4573, 'volume': 4605764, 'vwap': 238.58, 'lastSize': 94, 'turnover': 109882924980, 'homeNotional': 44099.98503680762, 'foreignNotional': 10521269.277932331}] 2020-05-31 11:00:20 INFO: prepare candles [CandleItem(low=237.3, high=240.8, open=238.0, close=239.95, color='GREEN'), CandleItem(low=237.15, high=239.25, open=237.9, close=238.0, color='GREEN'), CandleItem(low=237.5, high=239.7, open=238.15, close=237.9, color='RED')] 2020-05-31 11:00:20 INFO: skip by colors first_candle=CandleItem(low=237.5, high=239.7, open=238.15, close=237.9, color='RED') second_candle=CandleItem(low=237.15, high=239.25, open=237.9, close=238.0, color='GREEN') last_candle=CandleItem(low=237.3, high=240.8, open=238.0, close=239.95, color='GREEN') 2020-05-31 11:00:20 INFO: check need new order None 2020-05-31 11:00:20 INFO: init new order end 2020-05-31 11:00:20 INFO: 2020-05-31 11:00:20 INFO: 2020-05-31 11:00:20 INFO: 2020-05-31 11:00:20 INFO: 2020-05-31 11:02:00 INFO: 2020-05-31 11:02:00 INFO: 2020-05-31 11:02:00 INFO: 2020-05-31 11:02:00 INFO: 2020-05-31 11:02:00 INFO: clearing start 2020-05-31 11:02:00 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())} 2020-05-31 11:02:00 INFO: skip by not found init order into storage 2020-05-31 11:02:00 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())} 2020-05-31 11:02:00 INFO: skip by not found init order into storage 2020-05-31 11:02:00 INFO: clearing end 2020-05-31 11:02:00 INFO: 2020-05-31 11:02:00 INFO: 2020-05-31 11:02:00 INFO: 2020-05-31 11:02:00 INFO: 2020-05-31 12:00:20 INFO: 2020-05-31 12:00:20 INFO: 2020-05-31 12:00:20 INFO: 2020-05-31 12:00:20 INFO: 2020-05-31 12:00:20 INFO: init new order start 2020-05-31 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.95, 'high': 240.0, 'low': 236.6, 'close': 237.2, 'trades': 4686, 'volume': 3407260, 'vwap': 238.3, 'lastSize': 100, 'turnover': 81191752760, 'homeNotional': 32541.181667611145, 'foreignNotional': 7754286.250825943}, {'timestamp': datetime.datetime(2020, 5, 31, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 240.8, 'low': 237.3, 'close': 239.95, 'trades': 3523, 'volume': 3190254, 'vwap': 239.14, 'lastSize': 17, 'turnover': 76288735995, 'homeNotional': 30509.23102016041, 'foreignNotional': 7295738.912574451}, {'timestamp': datetime.datetime(2020, 5, 31, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.9, 'high': 239.25, 'low': 237.15, 'close': 238.0, 'trades': 3014, 'volume': 2599969, 'vwap': 238.1, 'lastSize': 212, 'turnover': 61904904220, 'homeNotional': 24865.0083723012, 'foreignNotional': 5920334.222045593}] 2020-05-31 12:00:20 INFO: prepare candles [CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED'), CandleItem(low=237.3, high=240.8, open=238.0, close=239.95, color='GREEN'), CandleItem(low=237.15, high=239.25, open=237.9, close=238.0, color='GREEN')] 2020-05-31 12:00:20 INFO: last_candle=CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED') 2020-05-31 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))) 2020-05-31 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=236.6, high=240.0, open=239.95, close=237.2, color='RED') 2020-05-31 12:00:20 INFO: skip by CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 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))) 2020-05-31 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=236.6, high=240.0, open=239.95, close=237.2, color='RED') 2020-05-31 12:00:20 INFO: skip by CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 12:00:20 INFO: not found applicable config for candle 2020-05-31 12:00:20 INFO: check need new order None 2020-05-31 12:00:20 INFO: init new order end 2020-05-31 12:00:20 INFO: 2020-05-31 12:00:20 INFO: 2020-05-31 12:00:20 INFO: 2020-05-31 12:00:20 INFO: 2020-05-31 12:02:00 INFO: 2020-05-31 12:02:00 INFO: 2020-05-31 12:02:00 INFO: 2020-05-31 12:02:00 INFO: 2020-05-31 12:02:00 INFO: clearing start 2020-05-31 12:02:01 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())} 2020-05-31 12:02:01 INFO: skip by not found init order into storage 2020-05-31 12:02:01 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())} 2020-05-31 12:02:01 INFO: skip by not found init order into storage 2020-05-31 12:02:01 INFO: clearing end 2020-05-31 12:02:01 INFO: 2020-05-31 12:02:01 INFO: 2020-05-31 12:02:01 INFO: 2020-05-31 12:02:01 INFO: 2020-05-31 13:00:20 INFO: 2020-05-31 13:00:20 INFO: 2020-05-31 13:00:20 INFO: 2020-05-31 13:00:20 INFO: 2020-05-31 13:00:20 INFO: init new order start 2020-05-31 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.35, 'low': 235.8, 'close': 237.75, 'trades': 4558, 'volume': 3995078, 'vwap': 237.34, 'lastSize': 401, 'turnover': 94815835765, 'homeNotional': 38145.691112947534, 'foreignNotional': 9053206.176322596}, {'timestamp': datetime.datetime(2020, 5, 31, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.95, 'high': 240.0, 'low': 236.6, 'close': 237.2, 'trades': 4686, 'volume': 3407260, 'vwap': 238.3, 'lastSize': 100, 'turnover': 81191752760, 'homeNotional': 32541.181667611145, 'foreignNotional': 7754286.250825943}, {'timestamp': datetime.datetime(2020, 5, 31, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 240.8, 'low': 237.3, 'close': 239.95, 'trades': 3523, 'volume': 3190254, 'vwap': 239.14, 'lastSize': 17, 'turnover': 76288735995, 'homeNotional': 30509.23102016041, 'foreignNotional': 7295738.912574451}] 2020-05-31 13:00:20 INFO: prepare candles [CandleItem(low=235.8, high=238.35, open=237.2, close=237.75, color='GREEN'), CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED'), CandleItem(low=237.3, high=240.8, open=238.0, close=239.95, color='GREEN')] 2020-05-31 13:00:20 INFO: skip by colors first_candle=CandleItem(low=237.3, high=240.8, open=238.0, close=239.95, color='GREEN') second_candle=CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED') last_candle=CandleItem(low=235.8, high=238.35, open=237.2, close=237.75, color='GREEN') 2020-05-31 13:00:20 INFO: check need new order None 2020-05-31 13:00:20 INFO: init new order end 2020-05-31 13:00:20 INFO: 2020-05-31 13:00:20 INFO: 2020-05-31 13:00:20 INFO: 2020-05-31 13:00:20 INFO: 2020-05-31 13:02:00 INFO: 2020-05-31 13:02:00 INFO: 2020-05-31 13:02:00 INFO: 2020-05-31 13:02:00 INFO: 2020-05-31 13:02:00 INFO: clearing start 2020-05-31 13:02:00 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())} 2020-05-31 13:02:00 INFO: skip by not found init order into storage 2020-05-31 13:02:00 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())} 2020-05-31 13:02:00 INFO: skip by not found init order into storage 2020-05-31 13:02:00 INFO: clearing end 2020-05-31 13:02:00 INFO: 2020-05-31 13:02:00 INFO: 2020-05-31 13:02:00 INFO: 2020-05-31 13:02:00 INFO: 2020-05-31 14:00:20 INFO: 2020-05-31 14:00:20 INFO: 2020-05-31 14:00:20 INFO: 2020-05-31 14:00:20 INFO: 2020-05-31 14:00:20 INFO: init new order start 2020-05-31 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 240.15, 'low': 237.4, 'close': 240.0, 'trades': 4792, 'volume': 4907344, 'vwap': 238.94, 'lastSize': 10716, 'turnover': 117252138630, 'homeNotional': 46979.01932406633, 'foreignNotional': 11224814.27592103}, {'timestamp': datetime.datetime(2020, 5, 31, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.35, 'low': 235.8, 'close': 237.75, 'trades': 4558, 'volume': 3995078, 'vwap': 237.34, 'lastSize': 401, 'turnover': 94815835765, 'homeNotional': 38145.691112947534, 'foreignNotional': 9053206.176322596}, {'timestamp': datetime.datetime(2020, 5, 31, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.95, 'high': 240.0, 'low': 236.6, 'close': 237.2, 'trades': 4686, 'volume': 3407260, 'vwap': 238.3, 'lastSize': 100, 'turnover': 81191752760, 'homeNotional': 32541.181667611145, 'foreignNotional': 7754286.250825943}] 2020-05-31 14:00:20 INFO: prepare candles [CandleItem(low=237.4, high=240.15, open=237.75, close=240.0, color='GREEN'), CandleItem(low=235.8, high=238.35, open=237.2, close=237.75, color='GREEN'), CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED')] 2020-05-31 14:00:20 INFO: skip by colors first_candle=CandleItem(low=236.6, high=240.0, open=239.95, close=237.2, color='RED') second_candle=CandleItem(low=235.8, high=238.35, open=237.2, close=237.75, color='GREEN') last_candle=CandleItem(low=237.4, high=240.15, open=237.75, close=240.0, color='GREEN') 2020-05-31 14:00:20 INFO: check need new order None 2020-05-31 14:00:20 INFO: init new order end 2020-05-31 14:00:20 INFO: 2020-05-31 14:00:20 INFO: 2020-05-31 14:00:20 INFO: 2020-05-31 14:00:20 INFO: 2020-05-31 14:02:00 INFO: 2020-05-31 14:02:00 INFO: 2020-05-31 14:02:00 INFO: 2020-05-31 14:02:00 INFO: 2020-05-31 14:02:00 INFO: clearing start 2020-05-31 14:02:00 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())} 2020-05-31 14:02:00 INFO: skip by not found init order into storage 2020-05-31 14:02:00 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())} 2020-05-31 14:02:00 INFO: skip by not found init order into storage 2020-05-31 14:02:00 INFO: clearing end 2020-05-31 14:02:00 INFO: 2020-05-31 14:02:00 INFO: 2020-05-31 14:02:00 INFO: 2020-05-31 14:02:00 INFO: 2020-05-31 15:00:20 INFO: 2020-05-31 15:00:20 INFO: 2020-05-31 15:00:20 INFO: 2020-05-31 15:00:20 INFO: 2020-05-31 15:00:20 INFO: init new order start 2020-05-31 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.05, 'low': 238.4, 'close': 239.3, 'trades': 2459, 'volume': 1768711, 'vwap': 239.04, 'lastSize': 5900, 'turnover': 42277527710, 'homeNotional': 16948.77642099479, 'foreignNotional': 4051272.446814494}, {'timestamp': datetime.datetime(2020, 5, 31, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 240.15, 'low': 237.4, 'close': 240.0, 'trades': 4792, 'volume': 4907344, 'vwap': 238.94, 'lastSize': 10716, 'turnover': 117252138630, 'homeNotional': 46979.01932406633, 'foreignNotional': 11224814.27592103}, {'timestamp': datetime.datetime(2020, 5, 31, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.2, 'high': 238.35, 'low': 235.8, 'close': 237.75, 'trades': 4558, 'volume': 3995078, 'vwap': 237.34, 'lastSize': 401, 'turnover': 94815835765, 'homeNotional': 38145.691112947534, 'foreignNotional': 9053206.176322596}] 2020-05-31 15:00:20 INFO: prepare candles [CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED'), CandleItem(low=237.4, high=240.15, open=237.75, close=240.0, color='GREEN'), CandleItem(low=235.8, high=238.35, open=237.2, close=237.75, color='GREEN')] 2020-05-31 15:00:20 INFO: last_candle=CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED') 2020-05-31 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))) 2020-05-31 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=238.4, high=240.05, open=240.0, close=239.3, color='RED') 2020-05-31 15:00:20 INFO: skip by CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 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))) 2020-05-31 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=238.4, high=240.05, open=240.0, close=239.3, color='RED') 2020-05-31 15:00:20 INFO: skip by CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 15:00:20 INFO: not found applicable config for candle 2020-05-31 15:00:20 INFO: check need new order None 2020-05-31 15:00:20 INFO: init new order end 2020-05-31 15:00:20 INFO: 2020-05-31 15:00:20 INFO: 2020-05-31 15:00:20 INFO: 2020-05-31 15:00:20 INFO: 2020-05-31 15:02:00 INFO: 2020-05-31 15:02:00 INFO: 2020-05-31 15:02:00 INFO: 2020-05-31 15:02:00 INFO: 2020-05-31 15:02:00 INFO: clearing start 2020-05-31 15:02:00 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())} 2020-05-31 15:02:00 INFO: skip by not found init order into storage 2020-05-31 15:02:00 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())} 2020-05-31 15:02:00 INFO: skip by not found init order into storage 2020-05-31 15:02:00 INFO: clearing end 2020-05-31 15:02:00 INFO: 2020-05-31 15:02:00 INFO: 2020-05-31 15:02:00 INFO: 2020-05-31 15:02:00 INFO: 2020-05-31 16:00:20 INFO: 2020-05-31 16:00:20 INFO: 2020-05-31 16:00:20 INFO: 2020-05-31 16:00:20 INFO: 2020-05-31 16:00:20 INFO: init new order start 2020-05-31 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 240.55, 'low': 237.9, 'close': 238.6, 'trades': 4584, 'volume': 4162649, 'vwap': 239.47, 'lastSize': 700, 'turnover': 99681253430, 'homeNotional': 39955.32092286076, 'foreignNotional': 9568004.43910755}, {'timestamp': datetime.datetime(2020, 5, 31, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.05, 'low': 238.4, 'close': 239.3, 'trades': 2459, 'volume': 1768711, 'vwap': 239.04, 'lastSize': 5900, 'turnover': 42277527710, 'homeNotional': 16948.77642099479, 'foreignNotional': 4051272.446814494}, {'timestamp': datetime.datetime(2020, 5, 31, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 240.15, 'low': 237.4, 'close': 240.0, 'trades': 4792, 'volume': 4907344, 'vwap': 238.94, 'lastSize': 10716, 'turnover': 117252138630, 'homeNotional': 46979.01932406633, 'foreignNotional': 11224814.27592103}] 2020-05-31 16:00:20 INFO: prepare candles [CandleItem(low=237.9, high=240.55, open=239.3, close=238.6, color='RED'), CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED'), CandleItem(low=237.4, high=240.15, open=237.75, close=240.0, color='GREEN')] 2020-05-31 16:00:20 INFO: skip by colors first_candle=CandleItem(low=237.4, high=240.15, open=237.75, close=240.0, color='GREEN') second_candle=CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED') last_candle=CandleItem(low=237.9, high=240.55, open=239.3, close=238.6, color='RED') 2020-05-31 16:00:20 INFO: check need new order None 2020-05-31 16:00:20 INFO: init new order end 2020-05-31 16:00:20 INFO: 2020-05-31 16:00:20 INFO: 2020-05-31 16:00:20 INFO: 2020-05-31 16:00:20 INFO: 2020-05-31 16:02:00 INFO: 2020-05-31 16:02:00 INFO: 2020-05-31 16:02:00 INFO: 2020-05-31 16:02:00 INFO: 2020-05-31 16:02:00 INFO: clearing start 2020-05-31 16:02:00 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())} 2020-05-31 16:02:00 INFO: skip by not found init order into storage 2020-05-31 16:02:00 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())} 2020-05-31 16:02:00 INFO: skip by not found init order into storage 2020-05-31 16:02:00 INFO: clearing end 2020-05-31 16:02:00 INFO: 2020-05-31 16:02:00 INFO: 2020-05-31 16:02:00 INFO: 2020-05-31 16:02:00 INFO: 2020-05-31 17:00:20 INFO: 2020-05-31 17:00:20 INFO: 2020-05-31 17:00:20 INFO: 2020-05-31 17:00:20 INFO: 2020-05-31 17:00:20 INFO: init new order start 2020-05-31 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.6, 'high': 239.4, 'low': 236.9, 'close': 237.9, 'trades': 4079, 'volume': 5656181, 'vwap': 238.13, 'lastSize': 715, 'turnover': 134687076675, 'homeNotional': 54057.890059879195, 'foreignNotional': 12872514.326074932}, {'timestamp': datetime.datetime(2020, 5, 31, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 240.55, 'low': 237.9, 'close': 238.6, 'trades': 4584, 'volume': 4162649, 'vwap': 239.47, 'lastSize': 700, 'turnover': 99681253430, 'homeNotional': 39955.32092286076, 'foreignNotional': 9568004.43910755}, {'timestamp': datetime.datetime(2020, 5, 31, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.05, 'low': 238.4, 'close': 239.3, 'trades': 2459, 'volume': 1768711, 'vwap': 239.04, 'lastSize': 5900, 'turnover': 42277527710, 'homeNotional': 16948.77642099479, 'foreignNotional': 4051272.446814494}] 2020-05-31 17:00:20 INFO: prepare candles [CandleItem(low=236.9, high=239.4, open=238.6, close=237.9, color='RED'), CandleItem(low=237.9, high=240.55, open=239.3, close=238.6, color='RED'), CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED')] 2020-05-31 17:00:20 INFO: skip by colors first_candle=CandleItem(low=238.4, high=240.05, open=240.0, close=239.3, color='RED') second_candle=CandleItem(low=237.9, high=240.55, open=239.3, close=238.6, color='RED') last_candle=CandleItem(low=236.9, high=239.4, open=238.6, close=237.9, color='RED') 2020-05-31 17:00:20 INFO: check need new order None 2020-05-31 17:00:20 INFO: init new order end 2020-05-31 17:00:20 INFO: 2020-05-31 17:00:20 INFO: 2020-05-31 17:00:20 INFO: 2020-05-31 17:00:20 INFO: 2020-05-31 17:02:00 INFO: 2020-05-31 17:02:00 INFO: 2020-05-31 17:02:00 INFO: 2020-05-31 17:02:00 INFO: 2020-05-31 17:02:00 INFO: clearing start 2020-05-31 17:02:00 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())} 2020-05-31 17:02:00 INFO: skip by not found init order into storage 2020-05-31 17:02:00 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())} 2020-05-31 17:02:00 INFO: skip by not found init order into storage 2020-05-31 17:02:00 INFO: clearing end 2020-05-31 17:02:00 INFO: 2020-05-31 17:02:00 INFO: 2020-05-31 17:02:00 INFO: 2020-05-31 17:02:00 INFO: 2020-05-31 18:00:20 INFO: 2020-05-31 18:00:20 INFO: 2020-05-31 18:00:20 INFO: 2020-05-31 18:00:20 INFO: 2020-05-31 18:00:20 INFO: init new order start 2020-05-31 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.9, 'high': 238.05, 'low': 233.6, 'close': 234.05, 'trades': 7360, 'volume': 7784405, 'vwap': 236.15, 'lastSize': 19, 'turnover': 183824340875, 'homeNotional': 74109.82949929514, 'foreignNotional': 17500787.763300754}, {'timestamp': datetime.datetime(2020, 5, 31, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.6, 'high': 239.4, 'low': 236.9, 'close': 237.9, 'trades': 4079, 'volume': 5656181, 'vwap': 238.13, 'lastSize': 715, 'turnover': 134687076675, 'homeNotional': 54057.890059879195, 'foreignNotional': 12872514.326074932}, {'timestamp': datetime.datetime(2020, 5, 31, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 240.55, 'low': 237.9, 'close': 238.6, 'trades': 4584, 'volume': 4162649, 'vwap': 239.47, 'lastSize': 700, 'turnover': 99681253430, 'homeNotional': 39955.32092286076, 'foreignNotional': 9568004.43910755}] 2020-05-31 18:00:20 INFO: prepare candles [CandleItem(low=233.6, high=238.05, open=237.9, close=234.05, color='RED'), CandleItem(low=236.9, high=239.4, open=238.6, close=237.9, color='RED'), CandleItem(low=237.9, high=240.55, open=239.3, close=238.6, color='RED')] 2020-05-31 18:00:20 INFO: skip by colors first_candle=CandleItem(low=237.9, high=240.55, open=239.3, close=238.6, color='RED') second_candle=CandleItem(low=236.9, high=239.4, open=238.6, close=237.9, color='RED') last_candle=CandleItem(low=233.6, high=238.05, open=237.9, close=234.05, color='RED') 2020-05-31 18:00:20 INFO: check need new order None 2020-05-31 18:00:20 INFO: init new order end 2020-05-31 18:00:20 INFO: 2020-05-31 18:00:20 INFO: 2020-05-31 18:00:20 INFO: 2020-05-31 18:00:20 INFO: 2020-05-31 18:02:00 INFO: 2020-05-31 18:02:00 INFO: 2020-05-31 18:02:00 INFO: 2020-05-31 18:02:00 INFO: 2020-05-31 18:02:00 INFO: clearing start 2020-05-31 18:02:00 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())} 2020-05-31 18:02:00 INFO: skip by not found init order into storage 2020-05-31 18:02:00 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())} 2020-05-31 18:02:00 INFO: skip by not found init order into storage 2020-05-31 18:02:00 INFO: clearing end 2020-05-31 18:02:00 INFO: 2020-05-31 18:02:00 INFO: 2020-05-31 18:02:00 INFO: 2020-05-31 18:02:00 INFO: 2020-05-31 19:00:20 INFO: 2020-05-31 19:00:20 INFO: 2020-05-31 19:00:20 INFO: 2020-05-31 19:00:20 INFO: 2020-05-31 19:00:20 INFO: init new order start 2020-05-31 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 235.05, 'low': 231.8, 'close': 234.05, 'trades': 8246, 'volume': 9288857, 'vwap': 233.56, 'lastSize': 5, 'turnover': 216943706635, 'homeNotional': 87937.33938758822, 'foreignNotional': 20538050.312652815}, {'timestamp': datetime.datetime(2020, 5, 31, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.9, 'high': 238.05, 'low': 233.6, 'close': 234.05, 'trades': 7360, 'volume': 7784405, 'vwap': 236.15, 'lastSize': 19, 'turnover': 183824340875, 'homeNotional': 74109.82949929514, 'foreignNotional': 17500787.763300754}, {'timestamp': datetime.datetime(2020, 5, 31, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.6, 'high': 239.4, 'low': 236.9, 'close': 237.9, 'trades': 4079, 'volume': 5656181, 'vwap': 238.13, 'lastSize': 715, 'turnover': 134687076675, 'homeNotional': 54057.890059879195, 'foreignNotional': 12872514.326074932}] 2020-05-31 19:00:21 INFO: skip by found empty buckets 2020-05-31 19:00:21 INFO: check need new order None 2020-05-31 19:00:21 INFO: init new order end 2020-05-31 19:00:21 INFO: 2020-05-31 19:00:21 INFO: 2020-05-31 19:00:21 INFO: 2020-05-31 19:00:21 INFO: 2020-05-31 19:02:00 INFO: 2020-05-31 19:02:00 INFO: 2020-05-31 19:02:00 INFO: 2020-05-31 19:02:00 INFO: 2020-05-31 19:02:00 INFO: clearing start 2020-05-31 19:02:00 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())} 2020-05-31 19:02:00 INFO: skip by not found init order into storage 2020-05-31 19:02:00 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())} 2020-05-31 19:02:00 INFO: skip by not found init order into storage 2020-05-31 19:02:00 INFO: clearing end 2020-05-31 19:02:00 INFO: 2020-05-31 19:02:00 INFO: 2020-05-31 19:02:00 INFO: 2020-05-31 19:02:00 INFO: 2020-05-31 20:00:20 INFO: 2020-05-31 20:00:20 INFO: 2020-05-31 20:00:20 INFO: 2020-05-31 20:00:20 INFO: 2020-05-31 20:00:20 INFO: init new order start 2020-05-31 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 236.45, 'low': 233.4, 'close': 236.15, 'trades': 4816, 'volume': 4902270, 'vwap': 235.27, 'lastSize': 993, 'turnover': 115332777280, 'homeNotional': 46614.167657813596, 'foreignNotional': 10966686.62299072}, {'timestamp': datetime.datetime(2020, 5, 31, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 235.05, 'low': 231.8, 'close': 234.05, 'trades': 8246, 'volume': 9288857, 'vwap': 233.56, 'lastSize': 5, 'turnover': 216943706635, 'homeNotional': 87937.33938758822, 'foreignNotional': 20538050.312652815}, {'timestamp': datetime.datetime(2020, 5, 31, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.9, 'high': 238.05, 'low': 233.6, 'close': 234.05, 'trades': 7360, 'volume': 7784405, 'vwap': 236.15, 'lastSize': 19, 'turnover': 183824340875, 'homeNotional': 74109.82949929514, 'foreignNotional': 17500787.763300754}] 2020-05-31 20:00:20 INFO: skip by found empty buckets 2020-05-31 20:00:20 INFO: check need new order None 2020-05-31 20:00:20 INFO: init new order end 2020-05-31 20:00:20 INFO: 2020-05-31 20:00:20 INFO: 2020-05-31 20:00:20 INFO: 2020-05-31 20:00:20 INFO: 2020-05-31 20:02:00 INFO: 2020-05-31 20:02:00 INFO: 2020-05-31 20:02:00 INFO: 2020-05-31 20:02:00 INFO: 2020-05-31 20:02:00 INFO: clearing start 2020-05-31 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())} 2020-05-31 20:02:00 INFO: skip by not found init order into storage 2020-05-31 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())} 2020-05-31 20:02:00 INFO: skip by not found init order into storage 2020-05-31 20:02:00 INFO: clearing end 2020-05-31 20:02:00 INFO: 2020-05-31 20:02:00 INFO: 2020-05-31 20:02:00 INFO: 2020-05-31 20:02:00 INFO: 2020-05-31 21:00:20 INFO: 2020-05-31 21:00:20 INFO: 2020-05-31 21:00:20 INFO: 2020-05-31 21:00:20 INFO: 2020-05-31 21:00:20 INFO: init new order start 2020-05-31 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.45, 'low': 234.6, 'close': 235.45, 'trades': 2461, 'volume': 1870484, 'vwap': 235.48, 'lastSize': 37, 'turnover': 44045936190, 'homeNotional': 17790.365573171333, 'foreignNotional': 4189263.5077171475}, {'timestamp': datetime.datetime(2020, 5, 31, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 236.45, 'low': 233.4, 'close': 236.15, 'trades': 4816, 'volume': 4902270, 'vwap': 235.27, 'lastSize': 993, 'turnover': 115332777280, 'homeNotional': 46614.167657813596, 'foreignNotional': 10966686.62299072}, {'timestamp': datetime.datetime(2020, 5, 31, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 235.05, 'low': 231.8, 'close': 234.05, 'trades': 8246, 'volume': 9288857, 'vwap': 233.56, 'lastSize': 5, 'turnover': 216943706635, 'homeNotional': 87937.33938758822, 'foreignNotional': 20538050.312652815}] 2020-05-31 21:00:20 INFO: skip by found empty buckets 2020-05-31 21:00:20 INFO: check need new order None 2020-05-31 21:00:20 INFO: init new order end 2020-05-31 21:00:20 INFO: 2020-05-31 21:00:20 INFO: 2020-05-31 21:00:20 INFO: 2020-05-31 21:00:20 INFO: 2020-05-31 21:02:00 INFO: 2020-05-31 21:02:00 INFO: 2020-05-31 21:02:00 INFO: 2020-05-31 21:02:00 INFO: 2020-05-31 21:02:00 INFO: clearing start 2020-05-31 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())} 2020-05-31 21:02:00 INFO: skip by not found init order into storage 2020-05-31 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())} 2020-05-31 21:02:00 INFO: skip by not found init order into storage 2020-05-31 21:02:00 INFO: clearing end 2020-05-31 21:02:00 INFO: 2020-05-31 21:02:00 INFO: 2020-05-31 21:02:00 INFO: 2020-05-31 21:02:00 INFO: 2020-05-31 22:00:20 INFO: 2020-05-31 22:00:20 INFO: 2020-05-31 22:00:20 INFO: 2020-05-31 22:00:20 INFO: 2020-05-31 22:00:20 INFO: init new order start 2020-05-31 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.45, 'high': 236.3, 'low': 234.65, 'close': 235.1, 'trades': 2348, 'volume': 1631028, 'vwap': 235.3, 'lastSize': 100, 'turnover': 38376905015, 'homeNotional': 15472.065022532966, 'foreignNotional': 3640469.5327571128}, {'timestamp': datetime.datetime(2020, 5, 31, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.45, 'low': 234.6, 'close': 235.45, 'trades': 2461, 'volume': 1870484, 'vwap': 235.48, 'lastSize': 37, 'turnover': 44045936190, 'homeNotional': 17790.365573171333, 'foreignNotional': 4189263.5077171475}, {'timestamp': datetime.datetime(2020, 5, 31, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.05, 'high': 236.45, 'low': 233.4, 'close': 236.15, 'trades': 4816, 'volume': 4902270, 'vwap': 235.27, 'lastSize': 993, 'turnover': 115332777280, 'homeNotional': 46614.167657813596, 'foreignNotional': 10966686.62299072}] 2020-05-31 22:00:20 INFO: prepare candles [CandleItem(low=234.65, high=236.3, open=235.45, close=235.1, color='RED'), CandleItem(low=234.6, high=236.45, open=236.15, close=235.45, color='RED'), CandleItem(low=233.4, high=236.45, open=234.05, close=236.15, color='GREEN')] 2020-05-31 22:00:20 INFO: skip by colors first_candle=CandleItem(low=233.4, high=236.45, open=234.05, close=236.15, color='GREEN') second_candle=CandleItem(low=234.6, high=236.45, open=236.15, close=235.45, color='RED') last_candle=CandleItem(low=234.65, high=236.3, open=235.45, close=235.1, color='RED') 2020-05-31 22:00:20 INFO: check need new order None 2020-05-31 22:00:20 INFO: init new order end 2020-05-31 22:00:20 INFO: 2020-05-31 22:00:20 INFO: 2020-05-31 22:00:20 INFO: 2020-05-31 22:00:20 INFO: 2020-05-31 22:02:00 INFO: 2020-05-31 22:02:00 INFO: 2020-05-31 22:02:00 INFO: 2020-05-31 22:02:00 INFO: 2020-05-31 22:02:00 INFO: clearing start 2020-05-31 22:02:01 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())} 2020-05-31 22:02:01 INFO: skip by not found init order into storage 2020-05-31 22:02:01 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())} 2020-05-31 22:02:01 INFO: skip by not found init order into storage 2020-05-31 22:02:01 INFO: clearing end 2020-05-31 22:02:01 INFO: 2020-05-31 22:02:01 INFO: 2020-05-31 22:02:01 INFO: 2020-05-31 22:02:01 INFO: 2020-05-31 23:00:20 INFO: 2020-05-31 23:00:20 INFO: 2020-05-31 23:00:20 INFO: 2020-05-31 23:00:20 INFO: 2020-05-31 23:00:20 INFO: init new order start 2020-05-31 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.1, 'high': 237.25, 'low': 234.8, 'close': 236.85, 'trades': 3487, 'volume': 2287129, 'vwap': 236.2, 'lastSize': 2500, 'turnover': 54020498950, 'homeNotional': 21758.560124525917, 'foreignNotional': 5139244.7709564045}, {'timestamp': datetime.datetime(2020, 5, 31, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.45, 'high': 236.3, 'low': 234.65, 'close': 235.1, 'trades': 2348, 'volume': 1631028, 'vwap': 235.3, 'lastSize': 100, 'turnover': 38376905015, 'homeNotional': 15472.065022532966, 'foreignNotional': 3640469.5327571128}, {'timestamp': datetime.datetime(2020, 5, 31, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.45, 'low': 234.6, 'close': 235.45, 'trades': 2461, 'volume': 1870484, 'vwap': 235.48, 'lastSize': 37, 'turnover': 44045936190, 'homeNotional': 17790.365573171333, 'foreignNotional': 4189263.5077171475}] 2020-05-31 23:00:20 INFO: prepare candles [CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN'), CandleItem(low=234.65, high=236.3, open=235.45, close=235.1, color='RED'), CandleItem(low=234.6, high=236.45, open=236.15, close=235.45, color='RED')] 2020-05-31 23:00:20 INFO: last_candle=CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN') 2020-05-31 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))) 2020-05-31 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=234.8, high=237.25, open=235.1, close=236.85, color='GREEN') 2020-05-31 23:00:20 INFO: skip by CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 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))) 2020-05-31 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=234.8, high=237.25, open=235.1, close=236.85, color='GREEN') 2020-05-31 23:00:20 INFO: skip by CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-05-31 23:00:20 INFO: not found applicable config for candle 2020-05-31 23:00:20 INFO: check need new order None 2020-05-31 23:00:20 INFO: init new order end 2020-05-31 23:00:20 INFO: 2020-05-31 23:00:20 INFO: 2020-05-31 23:00:20 INFO: 2020-05-31 23:00:20 INFO: 2020-05-31 23:02:00 INFO: 2020-05-31 23:02:00 INFO: 2020-05-31 23:02:00 INFO: 2020-05-31 23:02:00 INFO: 2020-05-31 23:02:00 INFO: clearing start 2020-05-31 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())} 2020-05-31 23:02:00 INFO: skip by not found init order into storage 2020-05-31 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())} 2020-05-31 23:02:00 INFO: skip by not found init order into storage 2020-05-31 23:02:00 INFO: clearing end 2020-05-31 23:02:00 INFO: 2020-05-31 23:02:00 INFO: 2020-05-31 23:02:00 INFO: 2020-05-31 23:02:00 INFO: 2020-06-01 00:00:20 INFO: 2020-06-01 00:00:20 INFO: 2020-06-01 00:00:20 INFO: 2020-06-01 00:00:20 INFO: 2020-06-01 00:00:20 INFO: init new order start 2020-06-01 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 236.9, 'low': 235.4, 'close': 235.75, 'trades': 1947, 'volume': 1299182, 'vwap': 235.95, 'lastSize': 500, 'turnover': 30653988555, 'homeNotional': 12341.246731117948, 'foreignNotional': 2911900.898684698}, {'timestamp': datetime.datetime(2020, 5, 31, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.1, 'high': 237.25, 'low': 234.8, 'close': 236.85, 'trades': 3487, 'volume': 2287129, 'vwap': 236.2, 'lastSize': 2500, 'turnover': 54020498950, 'homeNotional': 21758.560124525917, 'foreignNotional': 5139244.7709564045}, {'timestamp': datetime.datetime(2020, 5, 31, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.45, 'high': 236.3, 'low': 234.65, 'close': 235.1, 'trades': 2348, 'volume': 1631028, 'vwap': 235.3, 'lastSize': 100, 'turnover': 38376905015, 'homeNotional': 15472.065022532966, 'foreignNotional': 3640469.5327571128}] 2020-06-01 00:00:21 INFO: prepare candles [CandleItem(low=235.4, high=236.9, open=236.85, close=235.75, color='RED'), CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN'), CandleItem(low=234.65, high=236.3, open=235.45, close=235.1, color='RED')] 2020-06-01 00:00:21 INFO: skip by colors first_candle=CandleItem(low=234.65, high=236.3, open=235.45, close=235.1, color='RED') second_candle=CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN') last_candle=CandleItem(low=235.4, high=236.9, open=236.85, close=235.75, color='RED') 2020-06-01 00:00:21 INFO: check need new order None 2020-06-01 00:00:21 INFO: init new order end 2020-06-01 00:00:21 INFO: 2020-06-01 00:00:21 INFO: 2020-06-01 00:00:21 INFO: 2020-06-01 00:00:21 INFO: 2020-06-01 00:02:00 INFO: 2020-06-01 00:02:00 INFO: 2020-06-01 00:02:00 INFO: 2020-06-01 00:02:00 INFO: 2020-06-01 00:02:00 INFO: clearing start 2020-06-01 00:02:00 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 00:02:00 INFO: skip by not found init order into storage 2020-06-01 00:02:00 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 00:02:00 INFO: skip by not found init order into storage 2020-06-01 00:02:00 INFO: clearing end 2020-06-01 00:02:00 INFO: 2020-06-01 00:02:00 INFO: 2020-06-01 00:02:00 INFO: 2020-06-01 00:02:00 INFO: 2020-06-01 01:00:20 INFO: 2020-06-01 01:00:20 INFO: 2020-06-01 01:00:20 INFO: 2020-06-01 01:00:20 INFO: 2020-06-01 01:00:20 INFO: init new order start 2020-06-01 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 235.75, 'low': 232.45, 'close': 234.8, 'trades': 4995, 'volume': 3770612, 'vwap': 233.67, 'lastSize': 1, 'turnover': 88105908065, 'homeNotional': 35647.97808529112, 'foreignNotional': 8329731.479543589}, {'timestamp': datetime.datetime(2020, 5, 31, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 236.9, 'low': 235.4, 'close': 235.75, 'trades': 1947, 'volume': 1299182, 'vwap': 235.95, 'lastSize': 500, 'turnover': 30653988555, 'homeNotional': 12341.246731117948, 'foreignNotional': 2911900.898684698}, {'timestamp': datetime.datetime(2020, 5, 31, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.1, 'high': 237.25, 'low': 234.8, 'close': 236.85, 'trades': 3487, 'volume': 2287129, 'vwap': 236.2, 'lastSize': 2500, 'turnover': 54020498950, 'homeNotional': 21758.560124525917, 'foreignNotional': 5139244.7709564045}] 2020-06-01 01:00:20 INFO: prepare candles [CandleItem(low=232.45, high=235.75, open=235.75, close=234.8, color='RED'), CandleItem(low=235.4, high=236.9, open=236.85, close=235.75, color='RED'), CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN')] 2020-06-01 01:00:20 INFO: skip by colors first_candle=CandleItem(low=234.8, high=237.25, open=235.1, close=236.85, color='GREEN') second_candle=CandleItem(low=235.4, high=236.9, open=236.85, close=235.75, color='RED') last_candle=CandleItem(low=232.45, high=235.75, open=235.75, close=234.8, color='RED') 2020-06-01 01:00:20 INFO: check need new order None 2020-06-01 01:00:20 INFO: init new order end 2020-06-01 01:00:20 INFO: 2020-06-01 01:00:20 INFO: 2020-06-01 01:00:20 INFO: 2020-06-01 01:00:20 INFO: 2020-06-01 01:02:00 INFO: 2020-06-01 01:02:00 INFO: 2020-06-01 01:02:00 INFO: 2020-06-01 01:02:00 INFO: 2020-06-01 01:02:00 INFO: clearing start 2020-06-01 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())} 2020-06-01 01:02:00 INFO: skip by not found init order into storage 2020-06-01 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())} 2020-06-01 01:02:00 INFO: skip by not found init order into storage 2020-06-01 01:02:00 INFO: clearing end 2020-06-01 01:02:00 INFO: 2020-06-01 01:02:00 INFO: 2020-06-01 01:02:00 INFO: 2020-06-01 01:02:00 INFO: 2020-06-01 02:00:20 INFO: 2020-06-01 02:00:20 INFO: 2020-06-01 02:00:20 INFO: 2020-06-01 02:00:20 INFO: 2020-06-01 02:00:20 INFO: init new order start 2020-06-01 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 31, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 236.45, 'low': 233.1, 'close': 233.95, 'trades': 4673, 'volume': 3376633, 'vwap': 234.6, 'lastSize': 9828, 'turnover': 79213425685, 'homeNotional': 31962.729754494914, 'foreignNotional': 7498320.185591975}, {'timestamp': datetime.datetime(2020, 5, 31, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 235.75, 'low': 232.45, 'close': 234.8, 'trades': 4995, 'volume': 3770612, 'vwap': 233.67, 'lastSize': 1, 'turnover': 88105908065, 'homeNotional': 35647.97808529112, 'foreignNotional': 8329731.479543589}, {'timestamp': datetime.datetime(2020, 5, 31, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.85, 'high': 236.9, 'low': 235.4, 'close': 235.75, 'trades': 1947, 'volume': 1299182, 'vwap': 235.95, 'lastSize': 500, 'turnover': 30653988555, 'homeNotional': 12341.246731117948, 'foreignNotional': 2911900.898684698}] 2020-06-01 02:00:21 INFO: prepare candles [CandleItem(low=233.1, high=236.45, open=234.8, close=233.95, color='RED'), CandleItem(low=232.45, high=235.75, open=235.75, close=234.8, color='RED'), CandleItem(low=235.4, high=236.9, open=236.85, close=235.75, color='RED')] 2020-06-01 02:00:21 INFO: skip by colors first_candle=CandleItem(low=235.4, high=236.9, open=236.85, close=235.75, color='RED') second_candle=CandleItem(low=232.45, high=235.75, open=235.75, close=234.8, color='RED') last_candle=CandleItem(low=233.1, high=236.45, open=234.8, close=233.95, color='RED') 2020-06-01 02:00:21 INFO: check need new order None 2020-06-01 02:00:21 INFO: init new order end 2020-06-01 02:00:21 INFO: 2020-06-01 02:00:21 INFO: 2020-06-01 02:00:21 INFO: 2020-06-01 02:00:21 INFO: 2020-06-01 02:02:00 INFO: 2020-06-01 02:02:00 INFO: 2020-06-01 02:02:00 INFO: 2020-06-01 02:02:00 INFO: 2020-06-01 02:02:00 INFO: clearing start 2020-06-01 02:02:00 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 02:02:00 INFO: skip by not found init order into storage 2020-06-01 02:02:00 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 02:02:00 INFO: skip by not found init order into storage 2020-06-01 02:02:00 INFO: clearing end 2020-06-01 02:02:00 INFO: 2020-06-01 02:02:00 INFO: 2020-06-01 02:02:00 INFO: 2020-06-01 02:02:00 INFO: 2020-06-01 03:00:20 INFO: 2020-06-01 03:00:20 INFO: 2020-06-01 03:00:20 INFO: 2020-06-01 03:00:20 INFO: 2020-06-01 03:00:20 INFO: init new order start 2020-06-01 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.95, 'high': 233.95, 'low': 229.95, 'close': 231.7, 'trades': 9888, 'volume': 9822894, 'vwap': 231.5, 'lastSize': 2315, 'turnover': 227394286170, 'homeNotional': 92551.48914890873, 'foreignNotional': 21425227.92069802}, {'timestamp': datetime.datetime(2020, 5, 31, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 236.45, 'low': 233.1, 'close': 233.95, 'trades': 4673, 'volume': 3376633, 'vwap': 234.6, 'lastSize': 9828, 'turnover': 79213425685, 'homeNotional': 31962.729754494914, 'foreignNotional': 7498320.185591975}, {'timestamp': datetime.datetime(2020, 5, 31, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 235.75, 'high': 235.75, 'low': 232.45, 'close': 234.8, 'trades': 4995, 'volume': 3770612, 'vwap': 233.67, 'lastSize': 1, 'turnover': 88105908065, 'homeNotional': 35647.97808529112, 'foreignNotional': 8329731.479543589}] 2020-06-01 03:00:20 INFO: prepare candles [CandleItem(low=229.95, high=233.95, open=233.95, close=231.7, color='RED'), CandleItem(low=233.1, high=236.45, open=234.8, close=233.95, color='RED'), CandleItem(low=232.45, high=235.75, open=235.75, close=234.8, color='RED')] 2020-06-01 03:00:20 INFO: skip by colors first_candle=CandleItem(low=232.45, high=235.75, open=235.75, close=234.8, color='RED') second_candle=CandleItem(low=233.1, high=236.45, open=234.8, close=233.95, color='RED') last_candle=CandleItem(low=229.95, high=233.95, open=233.95, close=231.7, color='RED') 2020-06-01 03:00:20 INFO: check need new order None 2020-06-01 03:00:20 INFO: init new order end 2020-06-01 03:00:20 INFO: 2020-06-01 03:00:20 INFO: 2020-06-01 03:00:20 INFO: 2020-06-01 03:00:20 INFO: 2020-06-01 03:02:00 INFO: 2020-06-01 03:02:00 INFO: 2020-06-01 03:02:00 INFO: 2020-06-01 03:02:00 INFO: 2020-06-01 03:02:00 INFO: clearing start 2020-06-01 03:02:00 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 03:02:00 INFO: skip by not found init order into storage 2020-06-01 03:02:00 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 03:02:00 INFO: skip by not found init order into storage 2020-06-01 03:02:00 INFO: clearing end 2020-06-01 03:02:00 INFO: 2020-06-01 03:02:00 INFO: 2020-06-01 03:02:00 INFO: 2020-06-01 03:02:00 INFO: 2020-06-01 04:00:20 INFO: 2020-06-01 04:00:20 INFO: 2020-06-01 04:00:20 INFO: 2020-06-01 04:00:20 INFO: 2020-06-01 04:00:20 INFO: init new order start 2020-06-01 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 233.6, 'low': 230.6, 'close': 233.2, 'trades': 5294, 'volume': 4953119, 'vwap': 232.19, 'lastSize': 1, 'turnover': 115006215460, 'homeNotional': 46859.415735714734, 'foreignNotional': 10880347.099479675}, {'timestamp': datetime.datetime(2020, 6, 1, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.95, 'high': 233.95, 'low': 229.95, 'close': 231.7, 'trades': 9888, 'volume': 9822894, 'vwap': 231.5, 'lastSize': 2315, 'turnover': 227394286170, 'homeNotional': 92551.48914890873, 'foreignNotional': 21425227.92069802}, {'timestamp': datetime.datetime(2020, 5, 31, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 236.45, 'low': 233.1, 'close': 233.95, 'trades': 4673, 'volume': 3376633, 'vwap': 234.6, 'lastSize': 9828, 'turnover': 79213425685, 'homeNotional': 31962.729754494914, 'foreignNotional': 7498320.185591975}] 2020-06-01 04:00:20 INFO: prepare candles [CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN'), CandleItem(low=229.95, high=233.95, open=233.95, close=231.7, color='RED'), CandleItem(low=233.1, high=236.45, open=234.8, close=233.95, color='RED')] 2020-06-01 04:00:20 INFO: last_candle=CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN') 2020-06-01 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))) 2020-06-01 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=230.6, high=233.6, open=231.7, close=233.2, color='GREEN') 2020-06-01 04:00:20 INFO: skip by CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 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))) 2020-06-01 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=230.6, high=233.6, open=231.7, close=233.2, color='GREEN') 2020-06-01 04:00:20 INFO: skip by CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 04:00:20 INFO: not found applicable config for candle 2020-06-01 04:00:20 INFO: check need new order None 2020-06-01 04:00:20 INFO: init new order end 2020-06-01 04:00:20 INFO: 2020-06-01 04:00:20 INFO: 2020-06-01 04:00:20 INFO: 2020-06-01 04:00:20 INFO: 2020-06-01 04:02:00 INFO: 2020-06-01 04:02:00 INFO: 2020-06-01 04:02:00 INFO: 2020-06-01 04:02:00 INFO: 2020-06-01 04:02:00 INFO: clearing start 2020-06-01 04:02:00 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 04:02:00 INFO: skip by not found init order into storage 2020-06-01 04:02:00 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 04:02:00 INFO: skip by not found init order into storage 2020-06-01 04:02:00 INFO: clearing end 2020-06-01 04:02:00 INFO: 2020-06-01 04:02:00 INFO: 2020-06-01 04:02:00 INFO: 2020-06-01 04:02:00 INFO: 2020-06-01 05:00:20 INFO: 2020-06-01 05:00:20 INFO: 2020-06-01 05:00:20 INFO: 2020-06-01 05:00:20 INFO: 2020-06-01 05:00:20 INFO: init new order start 2020-06-01 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 237.1, 'low': 232.3, 'close': 236.7, 'trades': 4537, 'volume': 5005493, 'vwap': 235.39, 'lastSize': 2500, 'turnover': 117822242785, 'homeNotional': 47609.66969158612, 'foreignNotional': 11206763.744226446}, {'timestamp': datetime.datetime(2020, 6, 1, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 233.6, 'low': 230.6, 'close': 233.2, 'trades': 5294, 'volume': 4953119, 'vwap': 232.19, 'lastSize': 1, 'turnover': 115006215460, 'homeNotional': 46859.415735714734, 'foreignNotional': 10880347.099479675}, {'timestamp': datetime.datetime(2020, 6, 1, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.95, 'high': 233.95, 'low': 229.95, 'close': 231.7, 'trades': 9888, 'volume': 9822894, 'vwap': 231.5, 'lastSize': 2315, 'turnover': 227394286170, 'homeNotional': 92551.48914890873, 'foreignNotional': 21425227.92069802}] 2020-06-01 05:00:20 INFO: prepare candles [CandleItem(low=232.3, high=237.1, open=233.2, close=236.7, color='GREEN'), CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN'), CandleItem(low=229.95, high=233.95, open=233.95, close=231.7, color='RED')] 2020-06-01 05:00:20 INFO: skip by colors first_candle=CandleItem(low=229.95, high=233.95, open=233.95, close=231.7, color='RED') second_candle=CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN') last_candle=CandleItem(low=232.3, high=237.1, open=233.2, close=236.7, color='GREEN') 2020-06-01 05:00:20 INFO: check need new order None 2020-06-01 05:00:20 INFO: init new order end 2020-06-01 05:00:20 INFO: 2020-06-01 05:00:20 INFO: 2020-06-01 05:00:20 INFO: 2020-06-01 05:00:20 INFO: 2020-06-01 05:02:00 INFO: 2020-06-01 05:02:00 INFO: 2020-06-01 05:02:00 INFO: 2020-06-01 05:02:00 INFO: 2020-06-01 05:02:00 INFO: clearing start 2020-06-01 05:02:00 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 05:02:00 INFO: skip by not found init order into storage 2020-06-01 05:02:00 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 05:02:00 INFO: skip by not found init order into storage 2020-06-01 05:02:00 INFO: clearing end 2020-06-01 05:02:00 INFO: 2020-06-01 05:02:00 INFO: 2020-06-01 05:02:00 INFO: 2020-06-01 05:02:00 INFO: 2020-06-01 06:00:20 INFO: 2020-06-01 06:00:20 INFO: 2020-06-01 06:00:20 INFO: 2020-06-01 06:00:20 INFO: 2020-06-01 06:00:20 INFO: init new order start 2020-06-01 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.7, 'high': 239.95, 'low': 236.6, 'close': 238.55, 'trades': 6396, 'volume': 5572631, 'vwap': 238.65, 'lastSize': 1, 'turnover': 132985279015, 'homeNotional': 53176.64222154977, 'foreignNotional': 12690083.56909559}, {'timestamp': datetime.datetime(2020, 6, 1, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 237.1, 'low': 232.3, 'close': 236.7, 'trades': 4537, 'volume': 5005493, 'vwap': 235.39, 'lastSize': 2500, 'turnover': 117822242785, 'homeNotional': 47609.66969158612, 'foreignNotional': 11206763.744226446}, {'timestamp': datetime.datetime(2020, 6, 1, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 233.6, 'low': 230.6, 'close': 233.2, 'trades': 5294, 'volume': 4953119, 'vwap': 232.19, 'lastSize': 1, 'turnover': 115006215460, 'homeNotional': 46859.415735714734, 'foreignNotional': 10880347.099479675}] 2020-06-01 06:00:20 INFO: prepare candles [CandleItem(low=236.6, high=239.95, open=236.7, close=238.55, color='GREEN'), CandleItem(low=232.3, high=237.1, open=233.2, close=236.7, color='GREEN'), CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN')] 2020-06-01 06:00:20 INFO: skip by colors first_candle=CandleItem(low=230.6, high=233.6, open=231.7, close=233.2, color='GREEN') second_candle=CandleItem(low=232.3, high=237.1, open=233.2, close=236.7, color='GREEN') last_candle=CandleItem(low=236.6, high=239.95, open=236.7, close=238.55, color='GREEN') 2020-06-01 06:00:20 INFO: check need new order None 2020-06-01 06:00:20 INFO: init new order end 2020-06-01 06:00:20 INFO: 2020-06-01 06:00:20 INFO: 2020-06-01 06:00:20 INFO: 2020-06-01 06:00:20 INFO: 2020-06-01 06:02:00 INFO: 2020-06-01 06:02:00 INFO: 2020-06-01 06:02:00 INFO: 2020-06-01 06:02:00 INFO: 2020-06-01 06:02:00 INFO: clearing start 2020-06-01 06:02:00 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 06:02:00 INFO: skip by not found init order into storage 2020-06-01 06:02:00 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 06:02:00 INFO: skip by not found init order into storage 2020-06-01 06:02:00 INFO: clearing end 2020-06-01 06:02:00 INFO: 2020-06-01 06:02:00 INFO: 2020-06-01 06:02:00 INFO: 2020-06-01 06:02:00 INFO: 2020-06-01 07:00:20 INFO: 2020-06-01 07:00:20 INFO: 2020-06-01 07:00:20 INFO: 2020-06-01 07:00:20 INFO: 2020-06-01 07:00:20 INFO: init new order start 2020-06-01 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.55, 'high': 239.4, 'low': 238.1, 'close': 238.8, 'trades': 2946, 'volume': 1643891, 'vwap': 238.85, 'lastSize': 15, 'turnover': 39263442990, 'homeNotional': 15678.630378877166, 'foreignNotional': 3744758.363267354}, {'timestamp': datetime.datetime(2020, 6, 1, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.7, 'high': 239.95, 'low': 236.6, 'close': 238.55, 'trades': 6396, 'volume': 5572631, 'vwap': 238.65, 'lastSize': 1, 'turnover': 132985279015, 'homeNotional': 53176.64222154977, 'foreignNotional': 12690083.56909559}, {'timestamp': datetime.datetime(2020, 6, 1, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 233.2, 'high': 237.1, 'low': 232.3, 'close': 236.7, 'trades': 4537, 'volume': 5005493, 'vwap': 235.39, 'lastSize': 2500, 'turnover': 117822242785, 'homeNotional': 47609.66969158612, 'foreignNotional': 11206763.744226446}] 2020-06-01 07:00:20 INFO: prepare candles [CandleItem(low=238.1, high=239.4, open=238.55, close=238.8, color='GREEN'), CandleItem(low=236.6, high=239.95, open=236.7, close=238.55, color='GREEN'), CandleItem(low=232.3, high=237.1, open=233.2, close=236.7, color='GREEN')] 2020-06-01 07:00:20 INFO: skip by colors first_candle=CandleItem(low=232.3, high=237.1, open=233.2, close=236.7, color='GREEN') second_candle=CandleItem(low=236.6, high=239.95, open=236.7, close=238.55, color='GREEN') last_candle=CandleItem(low=238.1, high=239.4, open=238.55, close=238.8, color='GREEN') 2020-06-01 07:00:20 INFO: check need new order None 2020-06-01 07:00:20 INFO: init new order end 2020-06-01 07:00:20 INFO: 2020-06-01 07:00:20 INFO: 2020-06-01 07:00:20 INFO: 2020-06-01 07:00:20 INFO: 2020-06-01 07:02:00 INFO: 2020-06-01 07:02:00 INFO: 2020-06-01 07:02:00 INFO: 2020-06-01 07:02:00 INFO: 2020-06-01 07:02:00 INFO: clearing start 2020-06-01 07:02:00 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 07:02:00 INFO: skip by not found init order into storage 2020-06-01 07:02:00 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 07:02:00 INFO: skip by not found init order into storage 2020-06-01 07:02:00 INFO: clearing end 2020-06-01 07:02:00 INFO: 2020-06-01 07:02:00 INFO: 2020-06-01 07:02:00 INFO: 2020-06-01 07:02:00 INFO: 2020-06-01 08:00:20 INFO: 2020-06-01 08:00:20 INFO: 2020-06-01 08:00:20 INFO: 2020-06-01 08:00:20 INFO: 2020-06-01 08:00:20 INFO: init new order start 2020-06-01 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 243.4, 'low': 238.8, 'close': 240.05, 'trades': 7758, 'volume': 7024604, 'vwap': 241.22, 'lastSize': 13, 'turnover': 169441200165, 'homeNotional': 67231.07292356627, 'foreignNotional': 16216961.1280782}, {'timestamp': datetime.datetime(2020, 6, 1, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.55, 'high': 239.4, 'low': 238.1, 'close': 238.8, 'trades': 2946, 'volume': 1643891, 'vwap': 238.85, 'lastSize': 15, 'turnover': 39263442990, 'homeNotional': 15678.630378877166, 'foreignNotional': 3744758.363267354}, {'timestamp': datetime.datetime(2020, 6, 1, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.7, 'high': 239.95, 'low': 236.6, 'close': 238.55, 'trades': 6396, 'volume': 5572631, 'vwap': 238.65, 'lastSize': 1, 'turnover': 132985279015, 'homeNotional': 53176.64222154977, 'foreignNotional': 12690083.56909559}] 2020-06-01 08:00:20 INFO: prepare candles [CandleItem(low=238.8, high=243.4, open=238.8, close=240.05, color='GREEN'), CandleItem(low=238.1, high=239.4, open=238.55, close=238.8, color='GREEN'), CandleItem(low=236.6, high=239.95, open=236.7, close=238.55, color='GREEN')] 2020-06-01 08:00:20 INFO: skip by colors first_candle=CandleItem(low=236.6, high=239.95, open=236.7, close=238.55, color='GREEN') second_candle=CandleItem(low=238.1, high=239.4, open=238.55, close=238.8, color='GREEN') last_candle=CandleItem(low=238.8, high=243.4, open=238.8, close=240.05, color='GREEN') 2020-06-01 08:00:20 INFO: check need new order None 2020-06-01 08:00:20 INFO: init new order end 2020-06-01 08:00:20 INFO: 2020-06-01 08:00:20 INFO: 2020-06-01 08:00:20 INFO: 2020-06-01 08:00:20 INFO: 2020-06-01 08:02:00 INFO: 2020-06-01 08:02:00 INFO: 2020-06-01 08:02:00 INFO: 2020-06-01 08:02:00 INFO: 2020-06-01 08:02:00 INFO: clearing start 2020-06-01 08:02:00 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 08:02:00 INFO: skip by not found init order into storage 2020-06-01 08:02:00 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 08:02:00 INFO: skip by not found init order into storage 2020-06-01 08:02:00 INFO: clearing end 2020-06-01 08:02:00 INFO: 2020-06-01 08:02:00 INFO: 2020-06-01 08:02:00 INFO: 2020-06-01 08:02:00 INFO: 2020-06-01 09:00:20 INFO: 2020-06-01 09:00:20 INFO: 2020-06-01 09:00:20 INFO: 2020-06-01 09:00:20 INFO: 2020-06-01 09:00:20 INFO: init new order start 2020-06-01 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.05, 'high': 240.45, 'low': 237.5, 'close': 238.15, 'trades': 4595, 'volume': 2396156, 'vwap': 239.14, 'lastSize': 2465, 'turnover': 57299934120, 'homeNotional': 22864.412936098946, 'foreignNotional': 5467636.921447896}, {'timestamp': datetime.datetime(2020, 6, 1, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 243.4, 'low': 238.8, 'close': 240.05, 'trades': 7758, 'volume': 7024604, 'vwap': 241.22, 'lastSize': 13, 'turnover': 169441200165, 'homeNotional': 67231.07292356627, 'foreignNotional': 16216961.1280782}, {'timestamp': datetime.datetime(2020, 6, 1, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.55, 'high': 239.4, 'low': 238.1, 'close': 238.8, 'trades': 2946, 'volume': 1643891, 'vwap': 238.85, 'lastSize': 15, 'turnover': 39263442990, 'homeNotional': 15678.630378877166, 'foreignNotional': 3744758.363267354}] 2020-06-01 09:00:20 INFO: prepare candles [CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED'), CandleItem(low=238.8, high=243.4, open=238.8, close=240.05, color='GREEN'), CandleItem(low=238.1, high=239.4, open=238.55, close=238.8, color='GREEN')] 2020-06-01 09:00:20 INFO: last_candle=CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED') 2020-06-01 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-01 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED') 2020-06-01 09:00:20 INFO: skip by CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))) 2020-06-01 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED') 2020-06-01 09:00:20 INFO: skip by CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 09:00:20 INFO: not found applicable config for candle 2020-06-01 09:00:20 INFO: check need new order None 2020-06-01 09:00:20 INFO: init new order end 2020-06-01 09:00:20 INFO: 2020-06-01 09:00:20 INFO: 2020-06-01 09:00:20 INFO: 2020-06-01 09:00:20 INFO: 2020-06-01 09:02:00 INFO: 2020-06-01 09:02:00 INFO: 2020-06-01 09:02:00 INFO: 2020-06-01 09:02:00 INFO: 2020-06-01 09:02:00 INFO: clearing start 2020-06-01 09:02:00 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 09:02:00 INFO: skip by not found init order into storage 2020-06-01 09:02:00 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 09:02:00 INFO: skip by not found init order into storage 2020-06-01 09:02:00 INFO: clearing end 2020-06-01 09:02:00 INFO: 2020-06-01 09:02:00 INFO: 2020-06-01 09:02:00 INFO: 2020-06-01 09:02:00 INFO: 2020-06-01 10:00:20 INFO: 2020-06-01 10:00:20 INFO: 2020-06-01 10:00:20 INFO: 2020-06-01 10:00:20 INFO: 2020-06-01 10:00:20 INFO: init new order start 2020-06-01 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.45, 'low': 238.0, 'close': 238.2, 'trades': 3234, 'volume': 1863609, 'vwap': 238.84, 'lastSize': 50, 'turnover': 44509105175, 'homeNotional': 17779.44388709413, 'foreignNotional': 4246317.923246404}, {'timestamp': datetime.datetime(2020, 6, 1, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.05, 'high': 240.45, 'low': 237.5, 'close': 238.15, 'trades': 4595, 'volume': 2396156, 'vwap': 239.14, 'lastSize': 2465, 'turnover': 57299934120, 'homeNotional': 22864.412936098946, 'foreignNotional': 5467636.921447896}, {'timestamp': datetime.datetime(2020, 6, 1, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 243.4, 'low': 238.8, 'close': 240.05, 'trades': 7758, 'volume': 7024604, 'vwap': 241.22, 'lastSize': 13, 'turnover': 169441200165, 'homeNotional': 67231.07292356627, 'foreignNotional': 16216961.1280782}] 2020-06-01 10:00:21 INFO: prepare candles [CandleItem(low=238.0, high=239.45, open=238.15, close=238.2, color='GREEN'), CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED'), CandleItem(low=238.8, high=243.4, open=238.8, close=240.05, color='GREEN')] 2020-06-01 10:00:21 INFO: skip by colors first_candle=CandleItem(low=238.8, high=243.4, open=238.8, close=240.05, color='GREEN') second_candle=CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED') last_candle=CandleItem(low=238.0, high=239.45, open=238.15, close=238.2, color='GREEN') 2020-06-01 10:00:21 INFO: check need new order None 2020-06-01 10:00:21 INFO: init new order end 2020-06-01 10:00:21 INFO: 2020-06-01 10:00:21 INFO: 2020-06-01 10:00:21 INFO: 2020-06-01 10:00:21 INFO: 2020-06-01 10:02:00 INFO: 2020-06-01 10:02:00 INFO: 2020-06-01 10:02:00 INFO: 2020-06-01 10:02:00 INFO: 2020-06-01 10:02:00 INFO: clearing start 2020-06-01 10:02:00 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 10:02:00 INFO: skip by not found init order into storage 2020-06-01 10:02:00 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 10:02:00 INFO: skip by not found init order into storage 2020-06-01 10:02:00 INFO: clearing end 2020-06-01 10:02:00 INFO: 2020-06-01 10:02:00 INFO: 2020-06-01 10:02:00 INFO: 2020-06-01 10:02:00 INFO: 2020-06-01 11:00:20 INFO: 2020-06-01 11:00:20 INFO: 2020-06-01 11:00:20 INFO: 2020-06-01 11:00:20 INFO: 2020-06-01 11:00:20 INFO: init new order start 2020-06-01 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 239.5, 'low': 237.85, 'close': 239.0, 'trades': 2817, 'volume': 1508439, 'vwap': 238.85, 'lastSize': 50, 'turnover': 36027895825, 'homeNotional': 14413.193050926879, 'foreignNotional': 3442484.7220120635}, {'timestamp': datetime.datetime(2020, 6, 1, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.45, 'low': 238.0, 'close': 238.2, 'trades': 3234, 'volume': 1863609, 'vwap': 238.84, 'lastSize': 50, 'turnover': 44509105175, 'homeNotional': 17779.44388709413, 'foreignNotional': 4246317.923246404}, {'timestamp': datetime.datetime(2020, 6, 1, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 240.05, 'high': 240.45, 'low': 237.5, 'close': 238.15, 'trades': 4595, 'volume': 2396156, 'vwap': 239.14, 'lastSize': 2465, 'turnover': 57299934120, 'homeNotional': 22864.412936098946, 'foreignNotional': 5467636.921447896}] 2020-06-01 11:00:20 INFO: prepare candles [CandleItem(low=237.85, high=239.5, open=238.2, close=239.0, color='GREEN'), CandleItem(low=238.0, high=239.45, open=238.15, close=238.2, color='GREEN'), CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED')] 2020-06-01 11:00:20 INFO: skip by colors first_candle=CandleItem(low=237.5, high=240.45, open=240.05, close=238.15, color='RED') second_candle=CandleItem(low=238.0, high=239.45, open=238.15, close=238.2, color='GREEN') last_candle=CandleItem(low=237.85, high=239.5, open=238.2, close=239.0, color='GREEN') 2020-06-01 11:00:20 INFO: check need new order None 2020-06-01 11:00:20 INFO: init new order end 2020-06-01 11:00:20 INFO: 2020-06-01 11:00:20 INFO: 2020-06-01 11:00:20 INFO: 2020-06-01 11:00:20 INFO: 2020-06-01 11:02:00 INFO: 2020-06-01 11:02:00 INFO: 2020-06-01 11:02:00 INFO: 2020-06-01 11:02:00 INFO: 2020-06-01 11:02:00 INFO: clearing start 2020-06-01 11:02:00 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 11:02:00 INFO: skip by not found init order into storage 2020-06-01 11:02:00 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 11:02:00 INFO: skip by not found init order into storage 2020-06-01 11:02:00 INFO: clearing end 2020-06-01 11:02:00 INFO: 2020-06-01 11:02:00 INFO: 2020-06-01 11:02:00 INFO: 2020-06-01 11:02:00 INFO: 2020-06-01 12:00:20 INFO: 2020-06-01 12:00:20 INFO: 2020-06-01 12:00:20 INFO: 2020-06-01 12:00:20 INFO: 2020-06-01 12:00:20 INFO: init new order start 2020-06-01 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.0, 'high': 239.4, 'low': 236.55, 'close': 237.25, 'trades': 3987, 'volume': 3561122, 'vwap': 237.77, 'lastSize': 5000, 'turnover': 84671296200, 'homeNotional': 34003.178215279964, 'foreignNotional': 8084818.923343676}, {'timestamp': datetime.datetime(2020, 6, 1, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 239.5, 'low': 237.85, 'close': 239.0, 'trades': 2817, 'volume': 1508439, 'vwap': 238.85, 'lastSize': 50, 'turnover': 36027895825, 'homeNotional': 14413.193050926879, 'foreignNotional': 3442484.7220120635}, {'timestamp': datetime.datetime(2020, 6, 1, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.15, 'high': 239.45, 'low': 238.0, 'close': 238.2, 'trades': 3234, 'volume': 1863609, 'vwap': 238.84, 'lastSize': 50, 'turnover': 44509105175, 'homeNotional': 17779.44388709413, 'foreignNotional': 4246317.923246404}] 2020-06-01 12:00:20 INFO: prepare candles [CandleItem(low=236.55, high=239.4, open=239.0, close=237.25, color='RED'), CandleItem(low=237.85, high=239.5, open=238.2, close=239.0, color='GREEN'), CandleItem(low=238.0, high=239.45, open=238.15, close=238.2, color='GREEN')] 2020-06-01 12:00:20 INFO: last_candle=CandleItem(low=236.55, high=239.4, open=239.0, close=237.25, color='RED') 2020-06-01 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))) 2020-06-01 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=236.55, high=239.4, open=239.0, close=237.25, color='RED') 2020-06-01 12:00:20 INFO: skip by CandleItem(low=236.55, high=239.4, open=239.0, close=237.25, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 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))) 2020-06-01 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=236.55, high=239.4, open=239.0, close=237.25, color='RED') 2020-06-01 12:00:20 INFO: skip by CandleItem(low=236.55, high=239.4, open=239.0, close=237.25, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 12:00:20 INFO: not found applicable config for candle 2020-06-01 12:00:20 INFO: check need new order None 2020-06-01 12:00:20 INFO: init new order end 2020-06-01 12:00:20 INFO: 2020-06-01 12:00:20 INFO: 2020-06-01 12:00:20 INFO: 2020-06-01 12:00:20 INFO: 2020-06-01 12:02:00 INFO: 2020-06-01 12:02:00 INFO: 2020-06-01 12:02:00 INFO: 2020-06-01 12:02:00 INFO: 2020-06-01 12:02:00 INFO: clearing start 2020-06-01 12:02:00 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 12:02:00 INFO: skip by not found init order into storage 2020-06-01 12:02:00 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 12:02:00 INFO: skip by not found init order into storage 2020-06-01 12:02:00 INFO: clearing end 2020-06-01 12:02:00 INFO: 2020-06-01 12:02:00 INFO: 2020-06-01 12:02:00 INFO: 2020-06-01 12:02:00 INFO: 2020-06-01 13:00:20 INFO: 2020-06-01 13:00:20 INFO: 2020-06-01 13:00:20 INFO: 2020-06-01 13:00:20 INFO: 2020-06-01 13:00:20 INFO: init new order start 2020-06-01 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 238.85, 'low': 236.7, 'close': 236.95, 'trades': 3245, 'volume': 1665940, 'vwap': 237.84, 'lastSize': 12, 'turnover': 39621586630, 'homeNotional': 15889.259857003988, 'foreignNotional': 3778996.2219780064}, {'timestamp': datetime.datetime(2020, 6, 1, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.0, 'high': 239.4, 'low': 236.55, 'close': 237.25, 'trades': 3987, 'volume': 3561122, 'vwap': 237.77, 'lastSize': 5000, 'turnover': 84671296200, 'homeNotional': 34003.178215279964, 'foreignNotional': 8084818.923343676}, {'timestamp': datetime.datetime(2020, 6, 1, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 238.2, 'high': 239.5, 'low': 237.85, 'close': 239.0, 'trades': 2817, 'volume': 1508439, 'vwap': 238.85, 'lastSize': 50, 'turnover': 36027895825, 'homeNotional': 14413.193050926879, 'foreignNotional': 3442484.7220120635}] 2020-06-01 13:00:20 INFO: prepare candles [CandleItem(low=236.7, high=238.85, open=237.25, close=236.95, color='RED'), CandleItem(low=236.55, high=239.4, open=239.0, close=237.25, color='RED'), CandleItem(low=237.85, high=239.5, open=238.2, close=239.0, color='GREEN')] 2020-06-01 13:00:20 INFO: skip by colors first_candle=CandleItem(low=237.85, high=239.5, open=238.2, close=239.0, color='GREEN') second_candle=CandleItem(low=236.55, high=239.4, open=239.0, close=237.25, color='RED') last_candle=CandleItem(low=236.7, high=238.85, open=237.25, close=236.95, color='RED') 2020-06-01 13:00:20 INFO: check need new order None 2020-06-01 13:00:20 INFO: init new order end 2020-06-01 13:00:20 INFO: 2020-06-01 13:00:20 INFO: 2020-06-01 13:00:20 INFO: 2020-06-01 13:00:20 INFO: 2020-06-01 13:02:00 INFO: 2020-06-01 13:02:00 INFO: 2020-06-01 13:02:00 INFO: 2020-06-01 13:02:00 INFO: 2020-06-01 13:02:00 INFO: clearing start 2020-06-01 13:02:00 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 13:02:00 INFO: skip by not found init order into storage 2020-06-01 13:02:00 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 13:02:00 INFO: skip by not found init order into storage 2020-06-01 13:02:00 INFO: clearing end 2020-06-01 13:02:00 INFO: 2020-06-01 13:02:00 INFO: 2020-06-01 13:02:00 INFO: 2020-06-01 13:02:00 INFO: 2020-06-01 14:00:20 INFO: 2020-06-01 14:00:20 INFO: 2020-06-01 14:00:20 INFO: 2020-06-01 14:00:20 INFO: 2020-06-01 14:00:20 INFO: init new order start 2020-06-01 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 237.4, 'low': 235.7, 'close': 237.25, 'trades': 3259, 'volume': 2267544, 'vwap': 236.61, 'lastSize': 7, 'turnover': 53652196385, 'homeNotional': 21603.043076923044, 'foreignNotional': 5111486.921898792}, {'timestamp': datetime.datetime(2020, 6, 1, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 238.85, 'low': 236.7, 'close': 236.95, 'trades': 3245, 'volume': 1665940, 'vwap': 237.84, 'lastSize': 12, 'turnover': 39621586630, 'homeNotional': 15889.259857003988, 'foreignNotional': 3778996.2219780064}, {'timestamp': datetime.datetime(2020, 6, 1, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.0, 'high': 239.4, 'low': 236.55, 'close': 237.25, 'trades': 3987, 'volume': 3561122, 'vwap': 237.77, 'lastSize': 5000, 'turnover': 84671296200, 'homeNotional': 34003.178215279964, 'foreignNotional': 8084818.923343676}] 2020-06-01 14:00:20 INFO: prepare candles [CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN'), CandleItem(low=236.7, high=238.85, open=237.25, close=236.95, color='RED'), CandleItem(low=236.55, high=239.4, open=239.0, close=237.25, color='RED')] 2020-06-01 14:00:20 INFO: last_candle=CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN') 2020-06-01 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))) 2020-06-01 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=235.7, high=237.4, open=236.95, close=237.25, color='GREEN') 2020-06-01 14:00:20 INFO: skip by CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 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))) 2020-06-01 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=235.7, high=237.4, open=236.95, close=237.25, color='GREEN') 2020-06-01 14:00:20 INFO: skip by CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) 2020-06-01 14:00:20 INFO: not found applicable config for candle 2020-06-01 14:00:20 INFO: check need new order None 2020-06-01 14:00:20 INFO: init new order end 2020-06-01 14:00:20 INFO: 2020-06-01 14:00:20 INFO: 2020-06-01 14:00:20 INFO: 2020-06-01 14:00:20 INFO: 2020-06-01 14:02:00 INFO: 2020-06-01 14:02:00 INFO: 2020-06-01 14:02:00 INFO: 2020-06-01 14:02:00 INFO: 2020-06-01 14:02:00 INFO: clearing start 2020-06-01 14:02:00 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 14:02:00 INFO: skip by not found init order into storage 2020-06-01 14:02:00 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 14:02:00 INFO: skip by not found init order into storage 2020-06-01 14:02:00 INFO: clearing end 2020-06-01 14:02:00 INFO: 2020-06-01 14:02:00 INFO: 2020-06-01 14:02:00 INFO: 2020-06-01 14:02:00 INFO: 2020-06-01 15:00:20 INFO: 2020-06-01 15:00:20 INFO: 2020-06-01 15:00:20 INFO: 2020-06-01 15:00:20 INFO: 2020-06-01 15:00:20 INFO: init new order start 2020-06-01 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.9, 'low': 235.95, 'close': 236.25, 'trades': 3074, 'volume': 1782660, 'vwap': 236.69, 'lastSize': 1, 'turnover': 42192964855, 'homeNotional': 16979.063638379725, 'foreignNotional': 4018703.9819218963}, {'timestamp': datetime.datetime(2020, 6, 1, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 237.4, 'low': 235.7, 'close': 237.25, 'trades': 3259, 'volume': 2267544, 'vwap': 236.61, 'lastSize': 7, 'turnover': 53652196385, 'homeNotional': 21603.043076923044, 'foreignNotional': 5111486.921898792}, {'timestamp': datetime.datetime(2020, 6, 1, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 238.85, 'low': 236.7, 'close': 236.95, 'trades': 3245, 'volume': 1665940, 'vwap': 237.84, 'lastSize': 12, 'turnover': 39621586630, 'homeNotional': 15889.259857003988, 'foreignNotional': 3778996.2219780064}] 2020-06-01 15:00:21 INFO: prepare candles [CandleItem(low=235.95, high=237.9, open=237.25, close=236.25, color='RED'), CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN'), CandleItem(low=236.7, high=238.85, open=237.25, close=236.95, color='RED')] 2020-06-01 15:00:21 INFO: skip by colors first_candle=CandleItem(low=236.7, high=238.85, open=237.25, close=236.95, color='RED') second_candle=CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN') last_candle=CandleItem(low=235.95, high=237.9, open=237.25, close=236.25, color='RED') 2020-06-01 15:00:21 INFO: check need new order None 2020-06-01 15:00:21 INFO: init new order end 2020-06-01 15:00:21 INFO: 2020-06-01 15:00:21 INFO: 2020-06-01 15:00:21 INFO: 2020-06-01 15:00:21 INFO: 2020-06-01 15:02:00 INFO: 2020-06-01 15:02:00 INFO: 2020-06-01 15:02:00 INFO: 2020-06-01 15:02:00 INFO: 2020-06-01 15:02:00 INFO: clearing start 2020-06-01 15:02:00 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 15:02:00 INFO: skip by not found init order into storage 2020-06-01 15:02:00 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 15:02:00 INFO: skip by not found init order into storage 2020-06-01 15:02:00 INFO: clearing end 2020-06-01 15:02:00 INFO: 2020-06-01 15:02:00 INFO: 2020-06-01 15:02:00 INFO: 2020-06-01 15:02:00 INFO: 2020-06-01 16:00:20 INFO: 2020-06-01 16:00:20 INFO: 2020-06-01 16:00:20 INFO: 2020-06-01 16:00:20 INFO: 2020-06-01 16:00:20 INFO: init new order start 2020-06-01 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 240.8, 'low': 235.0, 'close': 239.3, 'trades': 8429, 'volume': 7832256, 'vwap': 238.25, 'lastSize': 8091, 'turnover': 186597662325, 'homeNotional': 74762.7240001773, 'foreignNotional': 17811980.414783888}, {'timestamp': datetime.datetime(2020, 6, 1, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.9, 'low': 235.95, 'close': 236.25, 'trades': 3074, 'volume': 1782660, 'vwap': 236.69, 'lastSize': 1, 'turnover': 42192964855, 'homeNotional': 16979.063638379725, 'foreignNotional': 4018703.9819218963}, {'timestamp': datetime.datetime(2020, 6, 1, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 237.4, 'low': 235.7, 'close': 237.25, 'trades': 3259, 'volume': 2267544, 'vwap': 236.61, 'lastSize': 7, 'turnover': 53652196385, 'homeNotional': 21603.043076923044, 'foreignNotional': 5111486.921898792}] 2020-06-01 16:00:20 INFO: prepare candles [CandleItem(low=235.0, high=240.8, open=236.25, close=239.3, color='GREEN'), CandleItem(low=235.95, high=237.9, open=237.25, close=236.25, color='RED'), CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN')] 2020-06-01 16:00:20 INFO: skip by colors first_candle=CandleItem(low=235.7, high=237.4, open=236.95, close=237.25, color='GREEN') second_candle=CandleItem(low=235.95, high=237.9, open=237.25, close=236.25, color='RED') last_candle=CandleItem(low=235.0, high=240.8, open=236.25, close=239.3, color='GREEN') 2020-06-01 16:00:20 INFO: check need new order None 2020-06-01 16:00:20 INFO: init new order end 2020-06-01 16:00:20 INFO: 2020-06-01 16:00:20 INFO: 2020-06-01 16:00:20 INFO: 2020-06-01 16:00:20 INFO: 2020-06-01 16:02:00 INFO: 2020-06-01 16:02:00 INFO: 2020-06-01 16:02:00 INFO: 2020-06-01 16:02:00 INFO: 2020-06-01 16:02:00 INFO: clearing start 2020-06-01 16:02:00 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 16:02:00 INFO: skip by not found init order into storage 2020-06-01 16:02:00 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 16:02:00 INFO: skip by not found init order into storage 2020-06-01 16:02:00 INFO: clearing end 2020-06-01 16:02:00 INFO: 2020-06-01 16:02:00 INFO: 2020-06-01 16:02:00 INFO: 2020-06-01 16:02:00 INFO: 2020-06-01 17:00:20 INFO: 2020-06-01 17:00:20 INFO: 2020-06-01 17:00:20 INFO: 2020-06-01 17:00:20 INFO: 2020-06-01 17:00:20 INFO: init new order start 2020-06-01 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 6, 1, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 239.8, 'low': 238.4, 'close': 238.8, 'trades': 3519, 'volume': 2263508, 'vwap': 239.11, 'lastSize': 100, 'turnover': 54122055645, 'homeNotional': 21636.238431015314, 'foreignNotional': 5173379.999449749}, {'timestamp': datetime.datetime(2020, 6, 1, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 240.8, 'low': 235.0, 'close': 239.3, 'trades': 8429, 'volume': 7832256, 'vwap': 238.25, 'lastSize': 8091, 'turnover': 186597662325, 'homeNotional': 74762.7240001773, 'foreignNotional': 17811980.414783888}, {'timestamp': datetime.datetime(2020, 6, 1, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 237.9, 'low': 235.95, 'close': 236.25, 'trades': 3074, 'volume': 1782660, 'vwap': 236.69, 'lastSize': 1, 'turnover': 42192964855, 'homeNotional': 16979.063638379725, 'foreignNotional': 4018703.9819218963}] 2020-06-01 17:00:21 INFO: prepare candles [CandleItem(low=238.4, high=239.8, open=239.3, close=238.8, color='RED'), CandleItem(low=235.0, high=240.8, open=236.25, close=239.3, color='GREEN'), CandleItem(low=235.95, high=237.9, open=237.25, close=236.25, color='RED')] 2020-06-01 17:00:21 INFO: skip by colors first_candle=CandleItem(low=235.95, high=237.9, open=237.25, close=236.25, color='RED') second_candle=CandleItem(low=235.0, high=240.8, open=236.25, close=239.3, color='GREEN') last_candle=CandleItem(low=238.4, high=239.8, open=239.3, close=238.8, color='RED') 2020-06-01 17:00:21 INFO: check need new order None 2020-06-01 17:00:21 INFO: init new order end 2020-06-01 17:00:21 INFO: 2020-06-01 17:00:21 INFO: 2020-06-01 17:00:21 INFO: 2020-06-01 17:00:21 INFO: 2020-06-01 17:02:00 INFO: 2020-06-01 17:02:00 INFO: 2020-06-01 17:02:00 INFO: 2020-06-01 17:02:00 INFO: 2020-06-01 17:02:00 INFO: clearing start 2020-06-01 17:02:00 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 17:02:00 INFO: skip by not found init order into storage 2020-06-01 17:02:00 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 17:02:00 INFO: skip by not found init order into storage 2020-06-01 17:02:00 INFO: clearing end 2020-06-01 17:02:00 INFO: 2020-06-01 17:02:00 INFO: 2020-06-01 17:02:00 INFO: 2020-06-01 17:02:00 INFO: 2020-06-01 18:00:20 INFO: 2020-06-01 18:00:20 INFO: 2020-06-01 18:00:20 INFO: 2020-06-01 18:00:20 INFO: 2020-06-01 18:00:20 INFO: init new order start 2020-06-01 18:00:20 INFO: fetch buckets [{'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}, {'timestamp': datetime.datetime(2020, 6, 1, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 239.8, 'low': 238.4, 'close': 238.8, 'trades': 3519, 'volume': 2263508, 'vwap': 239.11, 'lastSize': 100, 'turnover': 54122055645, 'homeNotional': 21636.238431015314, 'foreignNotional': 5173379.999449749}, {'timestamp': datetime.datetime(2020, 6, 1, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 236.25, 'high': 240.8, 'low': 235.0, 'close': 239.3, 'trades': 8429, 'volume': 7832256, 'vwap': 238.25, 'lastSize': 8091, 'turnover': 186597662325, 'homeNotional': 74762.7240001773, 'foreignNotional': 17811980.414783888}] 2020-06-01 18:00:20 INFO: prepare candles [CandleItem(low=238.8, high=241.35, open=238.8, close=239.6, color='GREEN'), CandleItem(low=238.4, high=239.8, open=239.3, close=238.8, color='RED'), CandleItem(low=235.0, high=240.8, open=236.25, close=239.3, color='GREEN')] 2020-06-01 18:00:20 INFO: skip by colors first_candle=CandleItem(low=235.0, high=240.8, open=236.25, close=239.3, color='GREEN') second_candle=CandleItem(low=238.4, high=239.8, open=239.3, close=238.8, color='RED') last_candle=CandleItem(low=238.8, high=241.35, open=238.8, close=239.6, color='GREEN') 2020-06-01 18:00:20 INFO: check need new order None 2020-06-01 18:00:20 INFO: init new order end 2020-06-01 18:00:20 INFO: 2020-06-01 18:00:20 INFO: 2020-06-01 18:00:20 INFO: 2020-06-01 18:00:20 INFO: 2020-06-01 18:02:00 INFO: 2020-06-01 18:02:00 INFO: 2020-06-01 18:02:00 INFO: 2020-06-01 18:02:00 INFO: 2020-06-01 18:02:00 INFO: clearing start 2020-06-01 18:02:00 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 18:02:00 INFO: skip by not found init order into storage 2020-06-01 18:02:00 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 18:02:00 INFO: skip by not found init order into storage 2020-06-01 18:02:00 INFO: clearing end 2020-06-01 18:02:00 INFO: 2020-06-01 18:02:00 INFO: 2020-06-01 18:02:00 INFO: 2020-06-01 18:02:00 INFO: 2020-06-01 19:00:20 INFO: 2020-06-01 19:00:20 INFO: 2020-06-01 19:00:20 INFO: 2020-06-01 19:00:20 INFO: 2020-06-01 19:00:20 INFO: init new order start 2020-06-01 19:00:21 INFO: fetch buckets [{'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}, {'timestamp': datetime.datetime(2020, 6, 1, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 239.8, 'low': 238.4, 'close': 238.8, 'trades': 3519, 'volume': 2263508, 'vwap': 239.11, 'lastSize': 100, 'turnover': 54122055645, 'homeNotional': 21636.238431015314, 'foreignNotional': 5173379.999449749}] 2020-06-01 19:00:21 INFO: prepare candles [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'), CandleItem(low=238.4, high=239.8, open=239.3, close=238.8, color='RED')] 2020-06-01 19:00:21 INFO: skip by colors first_candle=CandleItem(low=238.4, high=239.8, open=239.3, close=238.8, color='RED') second_candle=CandleItem(low=238.8, high=241.35, open=238.8, close=239.6, color='GREEN') last_candle=CandleItem(low=236.5, high=239.65, open=239.6, close=238.25, color='RED') 2020-06-01 19:00:21 INFO: check need new order None 2020-06-01 19:00:21 INFO: init new order end 2020-06-01 19:00:21 INFO: 2020-06-01 19:00:21 INFO: 2020-06-01 19:00:21 INFO: 2020-06-01 19:00:21 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 19:02:00 INFO: 2020-06-01 19:02:00 INFO: clearing start 2020-06-01 19:02:00 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 19:02:00 INFO: skip by not found init order into storage 2020-06-01 19:02:00 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': '', 'contin