2020-08-12 09:58:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:37.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3115a1b-7924-8d5f-be80-439064396111", "grossValue": 37450000, "homeNotional": 11.335298118340512, "foreignNotional": 4245.069145318522}]}
2020-08-12 09:58:37 DEBUG: message ignored
2020-08-12 09:58:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:37.965Z", "symbol": "ETHUSD", "side": "Buy", "size": 633, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "69d99215-d5ae-235a-461c-86b4e529ce9d", "grossValue": 23709015, "homeNotional": 7.175243708909544, "foreignNotional": 2687.48753117207}, {"timestamp": "2020-08-12T06:58:37.965Z", "symbol": "ETHUSD", "side": "Buy", "size": 71, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "54bd53ff-c12d-0fc2-5046-2e9891e556b8", "grossValue": 2659305, "homeNotional": 0.8048061664021764, "foreignNotional": 301.44014962593513}]}
2020-08-12 09:58:37 DEBUG: message ignored
2020-08-12 09:58:38 DEBUG: check clearing time needed clearing_process_timer=3398.425083
2020-08-12 09:58:38 DEBUG: check init order needed init_order_process_timer=3498.425352
2020-08-12 09:58:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:39.176Z", "symbol": "ETHUSD", "side": "Buy", "size": 71, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "3907446e-8b13-89ba-6c1f-64d01e5f3d22", "grossValue": 2659660, "homeNotional": 0.8048061664021764, "foreignNotional": 301.48038993425524}, {"timestamp": "2020-08-12T06:58:39.176Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "01f693d0-6f40-9b4f-41c0-3b4c02ec1ba1", "grossValue": 262220, "homeNotional": 0.07934708682838358, "foreignNotional": 29.72341872591249}]}
2020-08-12 09:58:39 DEBUG: message ignored
2020-08-12 09:58:39 DEBUG: check clearing time needed clearing_process_timer=3399.42654
2020-08-12 09:58:39 DEBUG: check init order needed init_order_process_timer=3499.426815
2020-08-12 09:58:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:40.028Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "8fa979d1-cd28-7222-a2fc-ecb6d4493ada", "grossValue": 1873250, "homeNotional": 0.5667649059170257, "foreignNotional": 212.33847200181364}, {"timestamp": "2020-08-12T06:58:40.028Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a34ff988-3789-3bb9-0f01-777660944cef", "grossValue": 1873250, "homeNotional": 0.5667649059170257, "foreignNotional": 212.33847200181364}, {"timestamp": "2020-08-12T06:58:40.028Z", "symbol": "ETHUSD", "side": "Buy", "size": 71, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4a9eff28-e0db-94c7-7921-d43234c88989", "grossValue": 2660015, "homeNotional": 0.8048061664021764, "foreignNotional": 301.5206302425754}, {"timestamp": "2020-08-12T06:58:40.028Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "71d1dd95-4c90-3a15-4619-54a982316dbf", "grossValue": 74930000, "homeNotional": 22.670596236681025, "foreignNotional": 8493.538880072547}]}
2020-08-12 09:58:40 DEBUG: message ignored
2020-08-12 09:58:40 DEBUG: check clearing time needed clearing_process_timer=3400.428023
2020-08-12 09:58:40 DEBUG: check init order needed init_order_process_timer=3500.428541
2020-08-12 09:58:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:40.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 1662, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "1eafca60-23f6-b4c8-08ad-6dc81a86ecf5", "grossValue": 62266830, "homeNotional": 18.83926547268193, "foreignNotional": 7058.130809340286}, {"timestamp": "2020-08-12T06:58:40.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 78, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a633db0e-b5ac-8dd2-bf84-36b41fe5ebc0", "grossValue": 2922270, "homeNotional": 0.8841532532305599, "foreignNotional": 331.2480163228293}, {"timestamp": "2020-08-12T06:58:40.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 69, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "25380bb6-7ee8-5647-cb2a-f7084b218dc5", "grossValue": 2585085, "homeNotional": 0.7821355701654954, "foreignNotional": 293.02709136250286}, {"timestamp": "2020-08-12T06:58:40.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 1021, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "31f5e35b-740e-8bcf-987f-d8837873ab08", "grossValue": 38251765, "homeNotional": 11.573339378825663, "foreignNotional": 4335.9515982770345}, {"timestamp": "2020-08-12T06:58:40.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b088308-27cd-9f32-88c8-0438d8123256", "grossValue": 1348740, "homeNotional": 0.4080707322602584, "foreignNotional": 152.88369984130583}, {"timestamp": "2020-08-12T06:58:40.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 134, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "942a1b9a-6dcb-b295-c16b-f0dc2faae1f2", "grossValue": 5020310, "homeNotional": 1.5189299478576286, "foreignNotional": 569.0671049648606}, {"timestamp": "2020-08-12T06:58:40.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 68, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4826eaaa-3ed5-fc42-e3a1-c69981e3ff97", "grossValue": 2547620, "homeNotional": 0.7708002720471548, "foreignNotional": 288.78032192246656}]}
2020-08-12 09:58:40 DEBUG: message ignored
2020-08-12 09:58:41 DEBUG: check clearing time needed clearing_process_timer=3401.429112
2020-08-12 09:58:41 DEBUG: check init order needed init_order_process_timer=3501.429414
2020-08-12 09:58:42 DEBUG: check clearing time needed clearing_process_timer=3402.430614
2020-08-12 09:58:42 DEBUG: check init order needed init_order_process_timer=3502.430931
2020-08-12 09:58:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:43.368Z", "symbol": "ETHUSD", "side": "Buy", "size": 17658, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "07c41e24-485b-8e0a-576c-9e4842bec2ae", "grossValue": 661645260, "homeNotional": 200.15869417365676, "foreignNotional": 74999.46270686919}]}
2020-08-12 09:58:43 DEBUG: message ignored
2020-08-12 09:58:43 DEBUG: check clearing time needed clearing_process_timer=3403.432154
2020-08-12 09:58:43 DEBUG: check init order needed init_order_process_timer=3503.432432
2020-08-12 09:58:44 DEBUG: check clearing time needed clearing_process_timer=3404.433655
2020-08-12 09:58:44 DEBUG: check init order needed init_order_process_timer=3504.433946
2020-08-12 09:58:45 DEBUG: check clearing time needed clearing_process_timer=3405.435237
2020-08-12 09:58:45 DEBUG: check init order needed init_order_process_timer=3505.435497
2020-08-12 09:58:46 DEBUG: check clearing time needed clearing_process_timer=3406.436725
2020-08-12 09:58:46 DEBUG: check init order needed init_order_process_timer=3506.437061
2020-08-12 09:58:47 DEBUG: check clearing time needed clearing_process_timer=3407.438289
2020-08-12 09:58:47 DEBUG: check init order needed init_order_process_timer=3507.438641
2020-08-12 09:58:48 DEBUG: check clearing time needed clearing_process_timer=3408.439888
2020-08-12 09:58:48 DEBUG: check init order needed init_order_process_timer=3508.440178
2020-08-12 09:58:49 DEBUG: check clearing time needed clearing_process_timer=3409.441391
2020-08-12 09:58:49 DEBUG: check init order needed init_order_process_timer=3509.441813
2020-08-12 09:58:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:49.975Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d268ae5-d67d-bbf9-69e1-2e1f5f49be36", "grossValue": 37470, "homeNotional": 0.011335298118340512, "foreignNotional": 4.24733620494219}]}
2020-08-12 09:58:49 DEBUG: message ignored
2020-08-12 09:58:50 DEBUG: check clearing time needed clearing_process_timer=3410.44302
2020-08-12 09:58:50 DEBUG: check init order needed init_order_process_timer=3510.443306
2020-08-12 09:58:51 DEBUG: check clearing time needed clearing_process_timer=3411.444522
2020-08-12 09:58:51 DEBUG: check init order needed init_order_process_timer=3511.444831
2020-08-12 09:58:52 DEBUG: check clearing time needed clearing_process_timer=3412.446056
2020-08-12 09:58:52 DEBUG: check init order needed init_order_process_timer=3512.446432
2020-08-12 09:58:53 DEBUG: check clearing time needed clearing_process_timer=3413.447646
2020-08-12 09:58:53 DEBUG: check init order needed init_order_process_timer=3513.447963
2020-08-12 09:58:54 DEBUG: check clearing time needed clearing_process_timer=3414.449196
2020-08-12 09:58:54 DEBUG: check init order needed init_order_process_timer=3514.449665
2020-08-12 09:58:55 DEBUG: check clearing time needed clearing_process_timer=3415.450888
2020-08-12 09:58:55 DEBUG: check init order needed init_order_process_timer=3515.451155
2020-08-12 09:58:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:56.191Z", "symbol": "ETHUSD", "side": "Sell", "size": 177, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea612c43-f0be-0850-e465-2c79b16331a0", "grossValue": 6632190, "homeNotional": 2.006347766946271, "foreignNotional": 751.7785082747677}]}
2020-08-12 09:58:56 DEBUG: message ignored
2020-08-12 09:58:56 DEBUG: check clearing time needed clearing_process_timer=3416.452373
2020-08-12 09:58:56 DEBUG: check init order needed init_order_process_timer=3516.452666
2020-08-12 09:58:57 DEBUG: check clearing time needed clearing_process_timer=3417.453855
2020-08-12 09:58:57 DEBUG: check init order needed init_order_process_timer=3517.454144
2020-08-12 09:58:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:58:57.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 177, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "42f8d170-47b7-5436-5ff4-18c8068a7db0", "grossValue": 6631305, "homeNotional": 2.006347766946271, "foreignNotional": 751.6781908864203}]}
2020-08-12 09:58:57 DEBUG: message ignored
2020-08-12 09:58:58 DEBUG: check clearing time needed clearing_process_timer=3418.455333
2020-08-12 09:58:58 DEBUG: check init order needed init_order_process_timer=3518.455629
2020-08-12 09:58:59 DEBUG: check clearing time needed clearing_process_timer=3419.456835
2020-08-12 09:58:59 DEBUG: check init order needed init_order_process_timer=3519.457143
2020-08-12 09:59:00 DEBUG: check clearing time needed clearing_process_timer=3420.458341
2020-08-12 09:59:00 DEBUG: check init order needed init_order_process_timer=3520.458678
2020-08-12 09:59:01 DEBUG: check clearing time needed clearing_process_timer=3421.459932
2020-08-12 09:59:01 DEBUG: check init order needed init_order_process_timer=3521.460221
2020-08-12 09:59:02 DEBUG: check clearing time needed clearing_process_timer=3422.461423
2020-08-12 09:59:02 DEBUG: check init order needed init_order_process_timer=3522.461705
2020-08-12 09:59:03 DEBUG: check clearing time needed clearing_process_timer=3423.462894
2020-08-12 09:59:03 DEBUG: check init order needed init_order_process_timer=3523.463183
2020-08-12 09:59:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:59:04.309Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "96ca7164-b358-72c6-94e1-6abd9c0e6bc0", "grossValue": 2059750, "homeNotional": 0.6233000906618313, "foreignNotional": 233.42588395285586}]}
2020-08-12 09:59:04 DEBUG: message ignored
2020-08-12 09:59:04 DEBUG: check clearing time needed clearing_process_timer=3424.464426
2020-08-12 09:59:04 DEBUG: check init order needed init_order_process_timer=3524.464791
2020-08-12 09:59:05 DEBUG: check clearing time needed clearing_process_timer=3425.466045
2020-08-12 09:59:05 DEBUG: check init order needed init_order_process_timer=3525.466346
2020-08-12 09:59:06 DEBUG: check clearing time needed clearing_process_timer=3426.467548
2020-08-12 09:59:06 DEBUG: check init order needed init_order_process_timer=3526.46786
2020-08-12 09:59:07 DEBUG: check clearing time needed clearing_process_timer=3427.469109
2020-08-12 09:59:07 DEBUG: check init order needed init_order_process_timer=3527.469382
2020-08-12 09:59:08 DEBUG: check clearing time needed clearing_process_timer=3428.4706
2020-08-12 09:59:08 DEBUG: check init order needed init_order_process_timer=3528.470853
2020-08-12 09:59:09 DEBUG: check clearing time needed clearing_process_timer=3429.472027
2020-08-12 09:59:09 DEBUG: check init order needed init_order_process_timer=3529.472266
2020-08-12 09:59:10 DEBUG: check clearing time needed clearing_process_timer=3430.473445
2020-08-12 09:59:10 DEBUG: check init order needed init_order_process_timer=3530.473719
2020-08-12 09:59:11 DEBUG: check clearing time needed clearing_process_timer=3431.47489
2020-08-12 09:59:11 DEBUG: check init order needed init_order_process_timer=3531.47515
2020-08-12 09:59:12 DEBUG: check clearing time needed clearing_process_timer=3432.47633
2020-08-12 09:59:12 DEBUG: check init order needed init_order_process_timer=3532.476605
2020-08-12 09:59:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:59:13.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 596, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "6fab3c8f-ba30-5ed1-3645-5a10427205cb", "grossValue": 22320200, "homeNotional": 6.754306436990027, "foreignNotional": 2529.4877606527652}, {"timestamp": "2020-08-12T06:59:13.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2d3461e-018e-3c3d-70e0-b0ee00eaba08", "grossValue": 9549750, "homeNotional": 2.8898458748866727, "foreignNotional": 1082.247280145059}, {"timestamp": "2020-08-12T06:59:13.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 415, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "a45defba-855b-f320-4811-1e9da32fe463", "grossValue": 15541750, "homeNotional": 4.703082502266546, "foreignNotional": 1761.3043970988215}, {"timestamp": "2020-08-12T06:59:13.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "af792591-c5ed-8690-fb4c-d6f8bef14cc1", "grossValue": 1235850, "homeNotional": 0.3739800543970988, "foreignNotional": 140.0555303717135}, {"timestamp": "2020-08-12T06:59:13.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "84948a94-a5c3-a4f9-5a6a-0ef8dc0d902a", "grossValue": 6741000, "homeNotional": 2.0398912058023573, "foreignNotional": 763.9392565729828}, {"timestamp": "2020-08-12T06:59:13.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f699fe00-ae64-3160-a934-a80477c62b9f", "grossValue": 374500, "homeNotional": 0.11332728921124206, "foreignNotional": 42.441069809610156}]}
2020-08-12 09:59:13 DEBUG: message ignored
2020-08-12 09:59:13 DEBUG: check clearing time needed clearing_process_timer=3433.477833
2020-08-12 09:59:13 DEBUG: check init order needed init_order_process_timer=3533.478206
2020-08-12 09:59:14 DEBUG: check clearing time needed clearing_process_timer=3434.479468
2020-08-12 09:59:14 DEBUG: check init order needed init_order_process_timer=3534.479834
2020-08-12 09:59:15 DEBUG: check clearing time needed clearing_process_timer=3435.481109
2020-08-12 09:59:15 DEBUG: check init order needed init_order_process_timer=3535.481437
2020-08-12 09:59:16 DEBUG: check clearing time needed clearing_process_timer=3436.482717
2020-08-12 09:59:16 DEBUG: check init order needed init_order_process_timer=3536.483034
2020-08-12 09:59:17 DEBUG: check clearing time needed clearing_process_timer=3437.484258
2020-08-12 09:59:17 DEBUG: check init order needed init_order_process_timer=3537.484533
2020-08-12 09:59:18 DEBUG: check clearing time needed clearing_process_timer=3438.485743
2020-08-12 09:59:18 DEBUG: check init order needed init_order_process_timer=3538.486016
2020-08-12 09:59:19 DEBUG: check clearing time needed clearing_process_timer=3439.487225
2020-08-12 09:59:19 DEBUG: check init order needed init_order_process_timer=3539.487478
2020-08-12 09:59:20 DEBUG: check clearing time needed clearing_process_timer=3440.488688
2020-08-12 09:59:20 DEBUG: check init order needed init_order_process_timer=3540.488967
2020-08-12 09:59:21 DEBUG: check clearing time needed clearing_process_timer=3441.490231
2020-08-12 09:59:21 DEBUG: check init order needed init_order_process_timer=3541.490518
2020-08-12 09:59:22 DEBUG: check clearing time needed clearing_process_timer=3442.491709
2020-08-12 09:59:22 DEBUG: check init order needed init_order_process_timer=3542.492035
2020-08-12 09:59:23 DEBUG: check clearing time needed clearing_process_timer=3443.493245
2020-08-12 09:59:23 DEBUG: check init order needed init_order_process_timer=3543.493528
2020-08-12 09:59:24 DEBUG: check clearing time needed clearing_process_timer=3444.494709
2020-08-12 09:59:24 DEBUG: check init order needed init_order_process_timer=3544.494978
2020-08-12 09:59:25 DEBUG: check clearing time needed clearing_process_timer=3445.496168
2020-08-12 09:59:25 DEBUG: check init order needed init_order_process_timer=3545.496433
2020-08-12 09:59:26 DEBUG: check clearing time needed clearing_process_timer=3446.497638
2020-08-12 09:59:26 DEBUG: check init order needed init_order_process_timer=3546.497958
2020-08-12 09:59:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:59:26.488Z", "symbol": "ETHUSD", "side": "Buy", "size": 64, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "cd9db111-b2a2-de25-f7ae-0972df630deb", "grossValue": 2397760, "homeNotional": 0.7252946509519492, "foreignNotional": 271.73164097914776}, {"timestamp": "2020-08-12T06:59:26.488Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "be5fa8f8-cefa-7f01-abce-5c99529c94a7", "grossValue": 3896360, "homeNotional": 1.1786038077969174, "foreignNotional": 441.5639165911151}, {"timestamp": "2020-08-12T06:59:26.488Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "637e3652-dfbb-ae76-66d2-bebb79d7e023", "grossValue": 18732500, "homeNotional": 5.666364460562104, "foreignNotional": 2122.9034451495922}, {"timestamp": "2020-08-12T06:59:26.488Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "99a5c820-fed0-4506-dbf0-cb74d65fcc1a", "grossValue": 1685925, "homeNotional": 0.5099728014505893, "foreignNotional": 191.06131006346328}, {"timestamp": "2020-08-12T06:59:26.488Z", "symbol": "ETHUSD", "side": "Buy", "size": 170, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "07b98eff-82d6-5bc0-71c7-7ba53a74f57b", "grossValue": 6369050, "homeNotional": 1.926563916591115, "foreignNotional": 721.7871713508613}]}
2020-08-12 09:59:26 DEBUG: message ignored
2020-08-12 09:59:27 DEBUG: check clearing time needed clearing_process_timer=3447.499169
2020-08-12 09:59:27 DEBUG: check init order needed init_order_process_timer=3547.499471
2020-08-12 09:59:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:59:28.400Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "06662e40-c8c2-4842-85aa-bcd30fdd7fbd", "grossValue": 224760000, "homeNotional": 67.99637352674524, "foreignNotional": 25471.441523118767}, {"timestamp": "2020-08-12T06:59:28.400Z", "symbol": "ETHUSD", "side": "Sell", "size": 9000, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "855d87a0-47d4-4432-dfd9-7238fd491d63", "grossValue": 337140000, "homeNotional": 101.99456029011786, "foreignNotional": 38207.162284678154}]}
2020-08-12 09:59:28 DEBUG: message ignored
2020-08-12 09:59:28 DEBUG: check clearing time needed clearing_process_timer=3448.500722
2020-08-12 09:59:28 DEBUG: check init order needed init_order_process_timer=3548.500996
2020-08-12 09:59:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:59:29.302Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "0327e6ff-4834-18e3-3711-32358c799d71", "grossValue": 6743700, "homeNotional": 2.0398912058023573, "foreignNotional": 764.2452402538531}]}
2020-08-12 09:59:29 DEBUG: message ignored
2020-08-12 09:59:29 DEBUG: check clearing time needed clearing_process_timer=3449.502228
2020-08-12 09:59:29 DEBUG: check init order needed init_order_process_timer=3549.502497
2020-08-12 09:59:30 DEBUG: check clearing time needed clearing_process_timer=3450.503685
2020-08-12 09:59:30 DEBUG: check init order needed init_order_process_timer=3550.503949
2020-08-12 09:59:31 DEBUG: check clearing time needed clearing_process_timer=3451.505125
2020-08-12 09:59:31 DEBUG: check init order needed init_order_process_timer=3551.505418
2020-08-12 09:59:32 DEBUG: check clearing time needed clearing_process_timer=3452.506601
2020-08-12 09:59:32 DEBUG: check init order needed init_order_process_timer=3552.506893
2020-08-12 09:59:33 DEBUG: check clearing time needed clearing_process_timer=3453.508068
2020-08-12 09:59:33 DEBUG: check init order needed init_order_process_timer=3553.508334
2020-08-12 09:59:34 DEBUG: check clearing time needed clearing_process_timer=3454.509097
2020-08-12 09:59:34 DEBUG: check init order needed init_order_process_timer=3554.509376
2020-08-12 09:59:35 DEBUG: check clearing time needed clearing_process_timer=3455.51054
2020-08-12 09:59:35 DEBUG: check init order needed init_order_process_timer=3555.510793
2020-08-12 09:59:36 DEBUG: check clearing time needed clearing_process_timer=3456.511969
2020-08-12 09:59:36 DEBUG: check init order needed init_order_process_timer=3556.512254
2020-08-12 09:59:37 DEBUG: check clearing time needed clearing_process_timer=3457.513448
2020-08-12 09:59:37 DEBUG: check init order needed init_order_process_timer=3557.513716
2020-08-12 09:59:38 DEBUG: check clearing time needed clearing_process_timer=3458.515194
2020-08-12 09:59:38 DEBUG: check init order needed init_order_process_timer=3558.515439
2020-08-12 09:59:39 DEBUG: check clearing time needed clearing_process_timer=3459.516614
2020-08-12 09:59:39 DEBUG: check init order needed init_order_process_timer=3559.516888
2020-08-12 09:59:40 DEBUG: check clearing time needed clearing_process_timer=3460.517081
2020-08-12 09:59:40 DEBUG: check init order needed init_order_process_timer=3560.517373
2020-08-12 09:59:41 DEBUG: check clearing time needed clearing_process_timer=3461.51857
2020-08-12 09:59:41 DEBUG: check init order needed init_order_process_timer=3561.518874
2020-08-12 09:59:42 DEBUG: check clearing time needed clearing_process_timer=3462.520045
2020-08-12 09:59:42 DEBUG: check init order needed init_order_process_timer=3562.520301
2020-08-12 09:59:43 DEBUG: check clearing time needed clearing_process_timer=3463.521493
2020-08-12 09:59:43 DEBUG: check init order needed init_order_process_timer=3563.521744
2020-08-12 09:59:44 DEBUG: check clearing time needed clearing_process_timer=3464.522909
2020-08-12 09:59:44 DEBUG: check init order needed init_order_process_timer=3564.52315
2020-08-12 09:59:45 DEBUG: check clearing time needed clearing_process_timer=3465.524316
2020-08-12 09:59:45 DEBUG: check init order needed init_order_process_timer=3565.524578
2020-08-12 09:59:46 DEBUG: check clearing time needed clearing_process_timer=3466.525777
2020-08-12 09:59:46 DEBUG: check init order needed init_order_process_timer=3566.526014
2020-08-12 09:59:47 DEBUG: check clearing time needed clearing_process_timer=3467.527192
2020-08-12 09:59:47 DEBUG: check init order needed init_order_process_timer=3567.52743
2020-08-12 09:59:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T06:59:48.235Z", "symbol": "ETHUSD", "side": "Sell", "size": 120, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "58830e0d-7a2a-825b-33c6-afaf9aed65b2", "grossValue": 4495200, "homeNotional": 1.3602357742008615, "foreignNotional": 509.5443210156427}]}
2020-08-12 09:59:48 DEBUG: message ignored
2020-08-12 09:59:48 DEBUG: check clearing time needed clearing_process_timer=3468.528591
2020-08-12 09:59:48 DEBUG: check init order needed init_order_process_timer=3568.528888
2020-08-12 09:59:49 DEBUG: check clearing time needed clearing_process_timer=3469.530714
2020-08-12 09:59:49 DEBUG: check init order needed init_order_process_timer=3569.530991
2020-08-12 09:59:50 DEBUG: check clearing time needed clearing_process_timer=3470.532195
2020-08-12 09:59:50 DEBUG: check init order needed init_order_process_timer=3570.532517
2020-08-12 09:59:51 DEBUG: check clearing time needed clearing_process_timer=3471.533756
2020-08-12 09:59:51 DEBUG: check init order needed init_order_process_timer=3571.534058
2020-08-12 09:59:52 DEBUG: check clearing time needed clearing_process_timer=3472.53532
2020-08-12 09:59:52 DEBUG: check init order needed init_order_process_timer=3572.535589
2020-08-12 09:59:53 DEBUG: check clearing time needed clearing_process_timer=3473.536773
2020-08-12 09:59:53 DEBUG: check init order needed init_order_process_timer=3573.537098
2020-08-12 09:59:54 DEBUG: check clearing time needed clearing_process_timer=3474.538332
2020-08-12 09:59:54 DEBUG: check init order needed init_order_process_timer=3574.53868
2020-08-12 09:59:55 DEBUG: check clearing time needed clearing_process_timer=3475.539886
2020-08-12 09:59:55 DEBUG: check init order needed init_order_process_timer=3575.540141
2020-08-12 09:59:56 DEBUG: check clearing time needed clearing_process_timer=3476.541341
2020-08-12 09:59:56 DEBUG: check init order needed init_order_process_timer=3576.541659
2020-08-12 09:59:57 DEBUG: check clearing time needed clearing_process_timer=3477.54293
2020-08-12 09:59:57 DEBUG: check init order needed init_order_process_timer=3577.543216
2020-08-12 09:59:58 DEBUG: check clearing time needed clearing_process_timer=3478.544442
2020-08-12 09:59:58 DEBUG: check init order needed init_order_process_timer=3578.544719
2020-08-12 09:59:59 DEBUG: check clearing time needed clearing_process_timer=3479.545922
2020-08-12 09:59:59 DEBUG: check init order needed init_order_process_timer=3579.546232
2020-08-12 10:00:00 DEBUG: check clearing time needed clearing_process_timer=3480.547427
2020-08-12 10:00:00 DEBUG: check init order needed init_order_process_timer=3580.547772
2020-08-12 10:00:01 DEBUG: check clearing time needed clearing_process_timer=3481.549071
2020-08-12 10:00:01 DEBUG: check init order needed init_order_process_timer=3581.549354
2020-08-12 10:00:02 DEBUG: check clearing time needed clearing_process_timer=3482.551118
2020-08-12 10:00:02 DEBUG: check init order needed init_order_process_timer=3582.551532
2020-08-12 10:00:03 DEBUG: check clearing time needed clearing_process_timer=3483.55277
2020-08-12 10:00:03 DEBUG: check init order needed init_order_process_timer=3583.553131
2020-08-12 10:00:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:03.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "86234f48-05be-ce98-51c9-48b58043ba30", "grossValue": 187300, "homeNotional": 0.056657223796033995, "foreignNotional": 21.223796033994333}, {"timestamp": "2020-08-12T07:00:03.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 177, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b4f8d02-fa5b-5277-e72f-1212733bb1cc", "grossValue": 6630420, "homeNotional": 2.0056657223796033, "foreignNotional": 751.3223796033994}, {"timestamp": "2020-08-12T07:00:03.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1813ca8e-d497-51a4-7e6f-c54513757eca", "grossValue": 262220, "homeNotional": 0.07932011331444759, "foreignNotional": 29.71331444759207}, {"timestamp": "2020-08-12T07:00:03.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 468, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "8fe60915-d746-eb22-832c-418e65ce5bfc", "grossValue": 17531280, "homeNotional": 5.303116147308782, "foreignNotional": 1986.5473087818698}, {"timestamp": "2020-08-12T07:00:03.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 936, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "c9299101-803d-d4c2-7a43-d6290483adf6", "grossValue": 35062560, "homeNotional": 10.606232294617564, "foreignNotional": 3973.0946175637396}]}
2020-08-12 10:00:03 DEBUG: message ignored
2020-08-12 10:00:04 DEBUG: check clearing time needed clearing_process_timer=3484.55438
2020-08-12 10:00:04 DEBUG: check init order needed init_order_process_timer=3584.554666
2020-08-12 10:00:05 DEBUG: check clearing time needed clearing_process_timer=3485.555875
2020-08-12 10:00:05 DEBUG: check init order needed init_order_process_timer=3585.55615
2020-08-12 10:00:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:06.259Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a10f0f81-4017-acd0-4bc8-599fd21f37e1", "grossValue": 224760, "homeNotional": 0.0679886685552408, "foreignNotional": 25.4685552407932}, {"timestamp": "2020-08-12T07:00:06.259Z", "symbol": "ETHUSD", "side": "Sell", "size": 505, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a39472a9-ad0d-cd1e-e3bc-ab51b11c83c0", "grossValue": 18917300, "homeNotional": 5.722379603399434, "foreignNotional": 2143.603399433428}]}
2020-08-12 10:00:06 DEBUG: message ignored
2020-08-12 10:00:06 DEBUG: check clearing time needed clearing_process_timer=3486.557384
2020-08-12 10:00:06 DEBUG: check init order needed init_order_process_timer=3586.557658
2020-08-12 10:00:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:06.807Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "582765c0-3e7f-99e2-2ec2-486d52655bd2", "grossValue": 11238000, "homeNotional": 3.3994334277620397, "foreignNotional": 1273.4277620396601}]}
2020-08-12 10:00:06 DEBUG: message ignored
2020-08-12 10:00:07 DEBUG: check clearing time needed clearing_process_timer=3487.558858
2020-08-12 10:00:07 DEBUG: check init order needed init_order_process_timer=3587.559207
2020-08-12 10:00:08 DEBUG: check clearing time needed clearing_process_timer=3488.560399
2020-08-12 10:00:08 DEBUG: check init order needed init_order_process_timer=3588.56068
2020-08-12 10:00:09 DEBUG: check clearing time needed clearing_process_timer=3489.561872
2020-08-12 10:00:09 DEBUG: check init order needed init_order_process_timer=3589.562163
2020-08-12 10:00:10 DEBUG: check clearing time needed clearing_process_timer=3490.563362
2020-08-12 10:00:10 DEBUG: check init order needed init_order_process_timer=3590.563643
2020-08-12 10:00:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:10.864Z", "symbol": "ETHUSD", "side": "Sell", "size": 95, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f62b071-1c2d-0ebf-bcdb-df7c231f3d13", "grossValue": 3558700, "homeNotional": 1.0764872521246458, "foreignNotional": 403.25212464589237}, {"timestamp": "2020-08-12T07:00:10.864Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a89767a-ad2b-40a5-c519-540c8ff7acab", "grossValue": 337140, "homeNotional": 0.10198300283286119, "foreignNotional": 38.202832861189805}, {"timestamp": "2020-08-12T07:00:10.864Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "c37d8030-eee2-5745-ea20-0b7c7483a037", "grossValue": 636820, "homeNotional": 0.19263456090651557, "foreignNotional": 72.16090651558073}]}
2020-08-12 10:00:10 DEBUG: message ignored
2020-08-12 10:00:11 DEBUG: check clearing time needed clearing_process_timer=3491.564844
2020-08-12 10:00:11 DEBUG: check init order needed init_order_process_timer=3591.565151
2020-08-12 10:00:12 DEBUG: check clearing time needed clearing_process_timer=3492.566387
2020-08-12 10:00:12 DEBUG: check init order needed init_order_process_timer=3592.566669
2020-08-12 10:00:13 DEBUG: check clearing time needed clearing_process_timer=3493.567865
2020-08-12 10:00:13 DEBUG: check init order needed init_order_process_timer=3593.568135
2020-08-12 10:00:14 DEBUG: check clearing time needed clearing_process_timer=3494.569062
2020-08-12 10:00:14 DEBUG: check init order needed init_order_process_timer=3594.569374
2020-08-12 10:00:15 DEBUG: check clearing time needed clearing_process_timer=3495.570576
2020-08-12 10:00:15 DEBUG: check init order needed init_order_process_timer=3595.570906
2020-08-12 10:00:16 DEBUG: check clearing time needed clearing_process_timer=3496.572141
2020-08-12 10:00:16 DEBUG: check init order needed init_order_process_timer=3596.572426
2020-08-12 10:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:16.672Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "e2130633-b829-05d6-f65e-d5b455fc1774", "grossValue": 1311100, "homeNotional": 0.39660056657223797, "foreignNotional": 148.56657223796034}]}
2020-08-12 10:00:16 DEBUG: message ignored
2020-08-12 10:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:16.899Z", "symbol": "ETHUSD", "side": "Sell", "size": 206, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0ac7aad-a625-eb3d-4e57-3ff7b7a6c4fb", "grossValue": 7716760, "homeNotional": 2.3342776203966005, "foreignNotional": 874.4203966005666}, {"timestamp": "2020-08-12T07:00:16.899Z", "symbol": "ETHUSD", "side": "Sell", "size": 89, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a3bdc0e-ea26-4266-6035-7419b0f843ea", "grossValue": 3333940, "homeNotional": 1.0084985835694051, "foreignNotional": 377.7835694050992}]}
2020-08-12 10:00:16 DEBUG: message ignored
2020-08-12 10:00:17 DEBUG: check clearing time needed clearing_process_timer=3497.573625
2020-08-12 10:00:17 DEBUG: check init order needed init_order_process_timer=3597.573894
2020-08-12 10:00:18 DEBUG: check clearing time needed clearing_process_timer=3498.575081
2020-08-12 10:00:18 DEBUG: check init order needed init_order_process_timer=3598.575348
2020-08-12 10:00:19 DEBUG: check clearing time needed clearing_process_timer=3499.576551
2020-08-12 10:00:19 DEBUG: check init order needed init_order_process_timer=3599.576799
2020-08-12 10:00:20 DEBUG: check clearing time needed clearing_process_timer=3500.577055
2020-08-12 10:00:20 DEBUG: check init order needed init_order_process_timer=3600.577294
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:20 INFO: init new order start
2020-08-12 10:00:20 DEBUG: Trade_getBucketed({'binSize': '1h', 'partial': False, 'symbol': 'ETHUSD', 'count': 3, 'start': 0, 'reverse': True})
2020-08-12 10:00:20 DEBUG: Resetting dropped connection: www.bitmex.com
2020-08-12 10:00:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:20.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 190, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a3d1546-048a-a6ee-154a-9e69780a6db8", "grossValue": 7117400, "homeNotional": 2.1529745042492916, "foreignNotional": 806.5042492917847}]}
2020-08-12 10:00:20 DEBUG: message ignored
2020-08-12 10:00:20 DEBUG: https://www.bitmex.com:443 "GET /api/v1/trade/bucketed?binSize=1h&partial=false&symbol=ETHUSD&count=3&start=0&reverse=true HTTP/1.1" 200 799
2020-08-12 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.15, 'high': 374.8, 'low': 365.55, 'close': 374.6, 'trades': 6064, 'volume': 4970484, 'vwap': 369.91, 'lastSize': 120, 'turnover': 183862799135, 'homeNotional': 55963.377486429104, 'foreignNotional': 20701868.185163997}, {'timestamp': datetime.datetime(2020, 8, 12, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.9, 'high': 375.5, 'low': 370.0, 'close': 370.15, 'trades': 6137, 'volume': 4379547, 'vwap': 372.31, 'lastSize': 12, 'turnover': 163053333590, 'homeNotional': 49452.13316577757, 'foreignNotional': 18411454.022615343}, {'timestamp': datetime.datetime(2020, 8, 12, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 377.25, 'high': 377.95, 'low': 373.65, 'close': 373.9, 'trades': 3107, 'volume': 1904178, 'vwap': 375.61, 'lastSize': 3000, 'turnover': 71521292385, 'homeNotional': 21590.133385257686, 'foreignNotional': 8109345.42168291}]
2020-08-12 10:00:20 INFO: prepare candles [CandleItem(low=365.55, high=374.8, open=370.15, close=374.6, color='GREEN'), CandleItem(low=370.0, high=375.5, open=373.9, close=370.15, color='RED'), CandleItem(low=373.65, high=377.95, open=377.25, close=373.9, color='RED')]
2020-08-12 10:00:20 INFO: last_candle=CandleItem(low=365.55, high=374.8, open=370.15, close=374.6, color='GREEN')
2020-08-12 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)))
2020-08-12 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=365.55, high=374.8, open=370.15, close=374.6, color='GREEN')
2020-08-12 10:00:20 INFO: skip by CandleItem(low=365.55, high=374.8, open=370.15, close=374.6, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 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)))
2020-08-12 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=365.55, high=374.8, open=370.15, close=374.6, color='GREEN')
2020-08-12 10:00:20 INFO: skip by CandleItem(low=365.55, high=374.8, open=370.15, close=374.6, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 10:00:20 INFO: not found applicable config for candle
2020-08-12 10:00:20 INFO: check need new order None
2020-08-12 10:00:20 INFO: init new order end
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:20 INFO: 
2020-08-12 10:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:21.104Z", "symbol": "ETHUSD", "side": "Sell", "size": 168, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c8fcae3-3ec6-c012-bb0e-3f31e3f26bad", "grossValue": 6293280, "homeNotional": 1.9036827195467423, "foreignNotional": 713.1195467422096}]}
2020-08-12 10:00:21 DEBUG: message ignored
2020-08-12 10:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:21.494Z", "symbol": "ETHUSD", "side": "Sell", "size": 600, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "acc1697c-56c4-b022-1114-5e803d211f9a", "grossValue": 22476000, "homeNotional": 6.798866855524079, "foreignNotional": 2546.8555240793203}]}
2020-08-12 10:00:21 DEBUG: message ignored
2020-08-12 10:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:21.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 614, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "5904c567-d8dd-39ea-b164-ea5b3e1a1ad7", "grossValue": 23000440, "homeNotional": 6.957507082152975, "foreignNotional": 2606.2821529745042}]}
2020-08-12 10:00:21 DEBUG: message ignored
2020-08-12 10:00:21 DEBUG: check clearing time needed clearing_process_timer=3501.730494
2020-08-12 10:00:21 DEBUG: check init order needed init_order_process_timer=1.731154
2020-08-12 10:00:22 DEBUG: check clearing time needed clearing_process_timer=3502.732686
2020-08-12 10:00:22 DEBUG: check init order needed init_order_process_timer=2.733241
2020-08-12 10:00:23 DEBUG: check clearing time needed clearing_process_timer=3503.734797
2020-08-12 10:00:23 DEBUG: check init order needed init_order_process_timer=3.735494
2020-08-12 10:00:24 DEBUG: check clearing time needed clearing_process_timer=3504.737107
2020-08-12 10:00:24 DEBUG: check init order needed init_order_process_timer=4.737403
2020-08-12 10:00:25 DEBUG: check clearing time needed clearing_process_timer=3505.738584
2020-08-12 10:00:25 DEBUG: check init order needed init_order_process_timer=5.738983
2020-08-12 10:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 133, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "7484a7dc-2944-aca4-31a7-04c708b8883d", "grossValue": 4982845, "homeNotional": 1.5070821529745042, "foreignNotional": 564.628328611898}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 565, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6be00c2d-fb95-a25c-13be-db3721c1144d", "grossValue": 21167725, "homeNotional": 6.402266288951841, "foreignNotional": 2398.6090651558075}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8494b6fc-4bb6-2032-3aa2-ae1d31c0a528", "grossValue": 1348740, "homeNotional": 0.40793201133144474, "foreignNotional": 152.83172804532578}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 206, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "dea16b8c-297e-d0de-45cf-85b236c63d86", "grossValue": 7717790, "homeNotional": 2.3342776203966005, "foreignNotional": 874.5371104815864}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 624, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "cdedb9c3-8094-9aa2-50a9-92bfc9f19b0e", "grossValue": 23378160, "homeNotional": 7.070821529745042, "foreignNotional": 2649.08328611898}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "50b3a499-682b-814c-c031-9447ec17dcc6", "grossValue": 1161415, "homeNotional": 0.35127478753541075, "foreignNotional": 131.60509915014165}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6a0f9c78-b2d3-29a8-dbd7-da4c94904684", "grossValue": 1536065, "homeNotional": 0.46458923512747874, "foreignNotional": 174.05835694050992}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "89e110cc-8518-2dfd-8245-919a5c4b4a84", "grossValue": 74930, "homeNotional": 0.0226628895184136, "foreignNotional": 8.490651558073655}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7c78b39-e251-a314-8399-51476de1dddb", "grossValue": 1498600, "homeNotional": 0.45325779036827196, "foreignNotional": 169.81303116147308}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "396adfa5-ba05-7df4-4dc3-d6f4a217b055", "grossValue": 1198880, "homeNotional": 0.3626062322946176, "foreignNotional": 135.85042492917847}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "44e44daf-bdf3-eb66-c117-46c94275c427", "grossValue": 2285365, "homeNotional": 0.6912181303116147, "foreignNotional": 258.96487252124643}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "26b7ee00-14c0-0d58-8db0-db6dd1ee7e70", "grossValue": 1311275, "homeNotional": 0.39660056657223797, "foreignNotional": 148.58640226628896}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 48, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "cdf7a641-a7bf-8b8c-3fd2-0bfa5322ca0d", "grossValue": 1798320, "homeNotional": 0.5439093484419264, "foreignNotional": 203.7756373937677}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 224, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "afa5e7d4-1daa-864a-9144-0f69094231b1", "grossValue": 8392160, "homeNotional": 2.538243626062323, "foreignNotional": 950.9529745042493}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a52b5c78-b3d3-b081-ec25-1575e59bc51e", "grossValue": 4008755, "homeNotional": 1.2124645892351276, "foreignNotional": 454.24985835694054}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 67, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "fa5fd9b0-f184-5caa-ac8b-7e0343d2c8ae", "grossValue": 2510155, "homeNotional": 0.7592067988668555, "foreignNotional": 284.4368271954674}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c2d0032-8029-98e4-7104-8c5eb6545f08", "grossValue": 599440, "homeNotional": 0.1813031161473088, "foreignNotional": 67.92521246458924}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "183e4d14-c40e-4ea8-4e46-71f36e5049c8", "grossValue": 2285365, "homeNotional": 0.6912181303116147, "foreignNotional": 258.96487252124643}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "af4944bf-c7f6-df23-6c9c-5c9287adf8db", "grossValue": 112395, "homeNotional": 0.0339943342776204, "foreignNotional": 12.735977337110482}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "264f470b-894f-350c-8d66-1ad8e8af8c49", "grossValue": 4046220, "homeNotional": 1.2237960339943343, "foreignNotional": 458.49518413597735}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa845364-7021-88ff-7037-5f872ffc1c86", "grossValue": 149860, "homeNotional": 0.0453257790368272, "foreignNotional": 16.98130311614731}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 534, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9b7d90d-1374-a809-73aa-b87dd1d5ea15", "grossValue": 20006310, "homeNotional": 6.050991501416431, "foreignNotional": 2267.003966005666}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2026e5e3-bae4-4955-9860-7f8b52fe33d7", "grossValue": 37465, "homeNotional": 0.0113314447592068, "foreignNotional": 4.245325779036827}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 138, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "27009b42-0afc-f8fa-2a7f-4a95597eec68", "grossValue": 5170170, "homeNotional": 1.5637393767705383, "foreignNotional": 585.8549575070822}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "bdf4031d-c34b-6bd1-2842-40254fb162bd", "grossValue": 412115, "homeNotional": 0.12464589235127478, "foreignNotional": 46.6985835694051}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "db1435e2-2397-9102-aad2-141da27aa72e", "grossValue": 374650, "homeNotional": 0.11331444759206799, "foreignNotional": 42.45325779036827}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 172, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7cd8e622-6eb0-a7ca-d571-2e2205012f57", "grossValue": 6443980, "homeNotional": 1.9490084985835694, "foreignNotional": 730.1960339943342}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "d4ce8f45-879a-d528-fe6c-9ab6d1ad329c", "grossValue": 1685925, "homeNotional": 0.509915014164306, "foreignNotional": 191.03966005665723}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "3f958397-6d0d-d72c-0e29-a7a910acca9e", "grossValue": 711835, "homeNotional": 0.21529745042492918, "foreignNotional": 80.66118980169972}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 840, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "46308d20-2269-6803-e233-05f8801ff88b", "grossValue": 31470600, "homeNotional": 9.51841359773371, "foreignNotional": 3566.0736543909347}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "40e6a074-a67c-9524-1d97-e7124c4962c5", "grossValue": 37465000, "homeNotional": 11.331444759206798, "foreignNotional": 4245.325779036827}, {"timestamp": "2020-08-12T07:00:26.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "41d9db1f-71be-2bb0-fba4-9b83be64f38d", "grossValue": 262255, "homeNotional": 0.07932011331444759, "foreignNotional": 29.71728045325779}]}
2020-08-12 10:00:26 DEBUG: message ignored
2020-08-12 10:00:26 DEBUG: check clearing time needed clearing_process_timer=3506.740162
2020-08-12 10:00:26 DEBUG: check init order needed init_order_process_timer=6.740851
2020-08-12 10:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:26.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "52041e92-cadb-7605-4fec-d3ef0daf9f10", "grossValue": 3896880, "homeNotional": 1.178470254957507, "foreignNotional": 441.5728045325779}, {"timestamp": "2020-08-12T07:00:26.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "f78280c8-44a7-e045-3801-fa1971dff56e", "grossValue": 3896880, "homeNotional": 1.178470254957507, "foreignNotional": 441.5728045325779}, {"timestamp": "2020-08-12T07:00:26.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "a5b92461-ee5e-5b56-5df1-1fd222f56dcf", "grossValue": 3896880, "homeNotional": 1.178470254957507, "foreignNotional": 441.5728045325779}, {"timestamp": "2020-08-12T07:00:26.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea283cda-7408-9eb7-7d67-e9aa62872591", "grossValue": 3896880, "homeNotional": 1.178470254957507, "foreignNotional": 441.5728045325779}, {"timestamp": "2020-08-12T07:00:26.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c3796b8-efa0-6667-ceb3-f63093b03aaf", "grossValue": 3896880, "homeNotional": 1.178470254957507, "foreignNotional": 441.5728045325779}, {"timestamp": "2020-08-12T07:00:26.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "5291689a-1f06-8037-9a8b-9a1acebd79a8", "grossValue": 3896880, "homeNotional": 1.178470254957507, "foreignNotional": 441.5728045325779}]}
2020-08-12 10:00:26 DEBUG: message ignored
2020-08-12 10:00:27 DEBUG: check clearing time needed clearing_process_timer=3507.742276
2020-08-12 10:00:27 DEBUG: check init order needed init_order_process_timer=7.743103
2020-08-12 10:00:28 DEBUG: check clearing time needed clearing_process_timer=3508.744673
2020-08-12 10:00:28 DEBUG: check init order needed init_order_process_timer=8.745303
2020-08-12 10:00:29 DEBUG: check clearing time needed clearing_process_timer=3509.746923
2020-08-12 10:00:29 DEBUG: check init order needed init_order_process_timer=9.7477
2020-08-12 10:00:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:29.741Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "1f3172eb-54f3-1dfa-bd0f-b56ae5db5421", "grossValue": 1124250, "homeNotional": 0.33994334277620397, "foreignNotional": 127.39376770538243}, {"timestamp": "2020-08-12T07:00:29.741Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "e259a627-051f-e3b5-4028-7860851cd277", "grossValue": 1686375, "homeNotional": 0.509915014164306, "foreignNotional": 191.09065155807366}]}
2020-08-12 10:00:29 DEBUG: message ignored
2020-08-12 10:00:30 DEBUG: check clearing time needed clearing_process_timer=3510.749094
2020-08-12 10:00:30 DEBUG: check init order needed init_order_process_timer=10.74975
2020-08-12 10:00:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:31.230Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "282648a4-f8f0-fe14-fa27-dad84f1c419d", "grossValue": 2061125, "homeNotional": 0.6235120734610589, "foreignNotional": 233.6611495295318}, {"timestamp": "2020-08-12T07:00:31.230Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab7dfc89-360f-11b1-64a7-cf7d6dabc96d", "grossValue": 18737500, "homeNotional": 5.668291576918716, "foreignNotional": 2124.1922684502892}, {"timestamp": "2020-08-12T07:00:31.230Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "098e695e-e507-ff06-933c-d9831b22f327", "grossValue": 2810625, "homeNotional": 0.8502437365378075, "foreignNotional": 318.62884026754335}, {"timestamp": "2020-08-12T07:00:31.230Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "131b0b5d-4eb1-0c70-cfc3-68e962fbdc7a", "grossValue": 37475000, "homeNotional": 11.336583153837433, "foreignNotional": 4248.3845369005785}, {"timestamp": "2020-08-12T07:00:31.230Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "6790e6a7-3b8f-a482-190c-fa3327c53c3b", "grossValue": 1911225, "homeNotional": 0.5781657408457092, "foreignNotional": 216.66761138192948}, {"timestamp": "2020-08-12T07:00:31.230Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "8249ee28-c6ba-08cb-1096-5edd4c78151e", "grossValue": 2248500, "homeNotional": 0.680194989230246, "foreignNotional": 254.9030722140347}, {"timestamp": "2020-08-12T07:00:31.230Z", "symbol": "ETHUSD", "side": "Buy", "size": 157, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7887da3-3a78-3d6f-be93-3e4c65402e64", "grossValue": 5883575, "homeNotional": 1.779843555152477, "foreignNotional": 666.9963722933908}]}
2020-08-12 10:00:31 DEBUG: message ignored
2020-08-12 10:00:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:31.295Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "132eb694-f59f-0fc8-3707-0ad21f77f436", "grossValue": 786975, "homeNotional": 0.2380682462305861, "foreignNotional": 89.21607527491214}]}
2020-08-12 10:00:31 DEBUG: message ignored
2020-08-12 10:00:31 DEBUG: check clearing time needed clearing_process_timer=3511.751095
2020-08-12 10:00:31 DEBUG: check init order needed init_order_process_timer=11.751767
2020-08-12 10:00:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:32.294Z", "symbol": "ETHUSD", "side": "Sell", "size": 534, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1f0a4fc8-42c8-3cfa-67a3-9ad3307152f7", "grossValue": 20011650, "homeNotional": 6.053735404149189, "foreignNotional": 2268.637342704909}]}
2020-08-12 10:00:32 DEBUG: message ignored
2020-08-12 10:00:32 DEBUG: check clearing time needed clearing_process_timer=3512.753084
2020-08-12 10:00:32 DEBUG: check init order needed init_order_process_timer=12.753753
2020-08-12 10:00:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:32.943Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "48763345-e8c6-8b3a-fcb8-0c5a61edf2cf", "grossValue": 2286280, "homeNotional": 0.6915315723840835, "foreignNotional": 259.18603332955445}]}
2020-08-12 10:00:32 DEBUG: message ignored
2020-08-12 10:00:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:32.948Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "f020f3b0-401e-bb7a-0cfd-84ea0e645fb5", "grossValue": 2248800, "homeNotional": 0.680194989230246, "foreignNotional": 254.9370819634962}]}
2020-08-12 10:00:32 DEBUG: message ignored
2020-08-12 10:00:33 DEBUG: check clearing time needed clearing_process_timer=3513.755111
2020-08-12 10:00:33 DEBUG: check init order needed init_order_process_timer=13.755745
2020-08-12 10:00:34 DEBUG: check clearing time needed clearing_process_timer=3514.756789
2020-08-12 10:00:34 DEBUG: check init order needed init_order_process_timer=14.757396
2020-08-12 10:00:35 DEBUG: check clearing time needed clearing_process_timer=3515.759045
2020-08-12 10:00:35 DEBUG: check init order needed init_order_process_timer=15.759787
2020-08-12 10:00:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:35.916Z", "symbol": "ETHUSD", "side": "Buy", "size": 1659, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "4de827ad-d0ce-b84a-cdc0-2587dd865368", "grossValue": 62179320, "homeNotional": 18.8073914522163, "foreignNotional": 7049.01031629067}, {"timestamp": "2020-08-12T07:00:35.916Z", "symbol": "ETHUSD", "side": "Buy", "size": 4922, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "04c847c6-4abe-f87d-0fea-919af372883c", "grossValue": 184476560, "homeNotional": 55.798662283187845, "foreignNotional": 20913.338623738804}, {"timestamp": "2020-08-12T07:00:35.916Z", "symbol": "ETHUSD", "side": "Buy", "size": 5861, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "399ef9aa-6227-4652-1546-287f61afd1d5", "grossValue": 219670280, "homeNotional": 66.4437138646412, "foreignNotional": 24903.10395646752}]}
2020-08-12 10:00:36 DEBUG: message ignored
2020-08-12 10:00:36 DEBUG: check clearing time needed clearing_process_timer=3516.761311
2020-08-12 10:00:36 DEBUG: check init order needed init_order_process_timer=16.762056
2020-08-12 10:00:37 DEBUG: check clearing time needed clearing_process_timer=3517.763632
2020-08-12 10:00:37 DEBUG: check init order needed init_order_process_timer=17.764186
2020-08-12 10:00:38 DEBUG: check clearing time needed clearing_process_timer=3518.765773
2020-08-12 10:00:38 DEBUG: check init order needed init_order_process_timer=18.766501
2020-08-12 10:00:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:39.421Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "23b5fcea-345b-a86f-00ea-76d00c39621f", "grossValue": 412225, "homeNotional": 0.12470241469221177, "foreignNotional": 46.73222990590636}]}
2020-08-12 10:00:39 DEBUG: message ignored
2020-08-12 10:00:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:39.424Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8683a742-f6cc-cbb7-ff74-dcb7fb81e990", "grossValue": 449700, "homeNotional": 0.1360389978460492, "foreignNotional": 50.98061444280694}]}
2020-08-12 10:00:39 DEBUG: message ignored
2020-08-12 10:00:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:39.427Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c374d50f-48d6-c0bf-91c6-aeae2aee88f1", "grossValue": 412225, "homeNotional": 0.12470241469221177, "foreignNotional": 46.73222990590636}]}
2020-08-12 10:00:39 DEBUG: message ignored
2020-08-12 10:00:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:39.429Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "12993c85-1c03-9eb6-cbca-f6114ae2ea24", "grossValue": 487175, "homeNotional": 0.14737558099988662, "foreignNotional": 55.22899897970752}]}
2020-08-12 10:00:39 DEBUG: message ignored
2020-08-12 10:00:39 DEBUG: check clearing time needed clearing_process_timer=3519.767272
2020-08-12 10:00:39 DEBUG: check init order needed init_order_process_timer=19.768129
2020-08-12 10:00:40 DEBUG: check clearing time needed clearing_process_timer=3520.769826
2020-08-12 10:00:40 DEBUG: check init order needed init_order_process_timer=20.770437
2020-08-12 10:00:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:40.792Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "9285e993-21ef-6b2e-ffe4-538d5d8b3ac1", "grossValue": 1461720, "homeNotional": 0.4421267429996599, "foreignNotional": 165.70910327627254}]}
2020-08-12 10:00:40 DEBUG: message ignored
2020-08-12 10:00:41 DEBUG: check clearing time needed clearing_process_timer=3521.771793
2020-08-12 10:00:41 DEBUG: check init order needed init_order_process_timer=21.77248
2020-08-12 10:00:42 DEBUG: check clearing time needed clearing_process_timer=3522.774006
2020-08-12 10:00:42 DEBUG: check init order needed init_order_process_timer=22.774645
2020-08-12 10:00:43 DEBUG: check clearing time needed clearing_process_timer=3523.776208
2020-08-12 10:00:43 DEBUG: check init order needed init_order_process_timer=23.776741
2020-08-12 10:00:44 DEBUG: check clearing time needed clearing_process_timer=3524.778282
2020-08-12 10:00:44 DEBUG: check init order needed init_order_process_timer=24.778884
2020-08-12 10:00:45 DEBUG: check clearing time needed clearing_process_timer=3525.780445
2020-08-12 10:00:45 DEBUG: check init order needed init_order_process_timer=25.780994
2020-08-12 10:00:46 DEBUG: check clearing time needed clearing_process_timer=3526.7826
2020-08-12 10:00:46 DEBUG: check init order needed init_order_process_timer=26.78318
2020-08-12 10:00:47 DEBUG: check clearing time needed clearing_process_timer=3527.784784
2020-08-12 10:00:47 DEBUG: check init order needed init_order_process_timer=27.785466
2020-08-12 10:00:48 DEBUG: check clearing time needed clearing_process_timer=3528.78712
2020-08-12 10:00:48 DEBUG: check init order needed init_order_process_timer=28.787814
2020-08-12 10:00:49 DEBUG: check clearing time needed clearing_process_timer=3529.789399
2020-08-12 10:00:49 DEBUG: check init order needed init_order_process_timer=29.789951
2020-08-12 10:00:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:50.010Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "049b1514-16b4-fb11-7375-479b665743aa", "grossValue": 37485, "homeNotional": 0.011336583153837433, "foreignNotional": 4.249518195215962}]}
2020-08-12 10:00:50 DEBUG: message ignored
2020-08-12 10:00:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:50.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "6bdeb9e6-b102-7d3e-677a-6c73ed6a8c3a", "grossValue": 449760, "homeNotional": 0.1360389978460492, "foreignNotional": 50.98741639269924}]}
2020-08-12 10:00:50 DEBUG: message ignored
2020-08-12 10:00:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:50.120Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "fcce5f8f-24d7-5070-194c-b061e7d88b50", "grossValue": 374800, "homeNotional": 0.11336583153837433, "foreignNotional": 42.4895136605827}]}
2020-08-12 10:00:50 DEBUG: message ignored
2020-08-12 10:00:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:50.123Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "90d8843d-862b-d8a5-5b79-4ba864da5094", "grossValue": 487240, "homeNotional": 0.14737558099988662, "foreignNotional": 55.23636775875751}]}
2020-08-12 10:00:50 DEBUG: message ignored
2020-08-12 10:00:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:50.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "80077de4-9193-3b5f-5fc5-17c037d027ef", "grossValue": 449760, "homeNotional": 0.1360389978460492, "foreignNotional": 50.98741639269924}]}
2020-08-12 10:00:50 DEBUG: message ignored
2020-08-12 10:00:50 DEBUG: check clearing time needed clearing_process_timer=3530.791388
2020-08-12 10:00:50 DEBUG: check init order needed init_order_process_timer=30.792052
2020-08-12 10:00:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "45bdf177-192c-80e4-ccd1-28fcdc634d6d", "grossValue": 149940, "homeNotional": 0.04534633261534973, "foreignNotional": 16.998072780863847}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f96d3b2-1d13-3346-5d10-cbdf5090dc21", "grossValue": 149940, "homeNotional": 0.04534633261534973, "foreignNotional": 16.998072780863847}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "7efd7a21-02d3-246e-3fc2-a67fa42737f9", "grossValue": 224910, "homeNotional": 0.0680194989230246, "foreignNotional": 25.497109171295772}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "9a70906f-0357-a54e-dd21-9c50f61a59fc", "grossValue": 1124700, "homeNotional": 0.340097494615123, "foreignNotional": 127.50255073120961}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2dbaf9bd-7783-7a89-52d2-346ebb49e1c0", "grossValue": 37490, "homeNotional": 0.011336583153837433, "foreignNotional": 4.250085024373654}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "346673ea-803c-f845-1204-f9b63e429943", "grossValue": 37490, "homeNotional": 0.011336583153837433, "foreignNotional": 4.250085024373654}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ea8f830-912d-dabb-9711-09c8b4d5a885", "grossValue": 37490, "homeNotional": 0.011336583153837433, "foreignNotional": 4.250085024373654}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "1405bfc2-f248-bc9b-05f9-f70d98432902", "grossValue": 2099440, "homeNotional": 0.6348486566148963, "foreignNotional": 238.0047613649246}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "e5f3b2fa-20e8-39f4-fc8c-cbc881360715", "grossValue": 262430, "homeNotional": 0.07935608207686204, "foreignNotional": 29.750595170615576}, {"timestamp": "2020-08-12T07:00:51.446Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "09752401-c817-a1c3-a53e-adcd18b84f1a", "grossValue": 374900, "homeNotional": 0.11336583153837433, "foreignNotional": 42.50085024373654}]}
2020-08-12 10:00:51 DEBUG: message ignored
2020-08-12 10:00:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:51.513Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "db4f645f-74f5-bae2-2e82-19d4ca85268e", "grossValue": 412335, "homeNotional": 0.12470241469221177, "foreignNotional": 46.74470014737558}]}
2020-08-12 10:00:51 DEBUG: message ignored
2020-08-12 10:00:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:51.521Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9097b124-9e01-43a0-01df-2d80c1f6dc3c", "grossValue": 449820, "homeNotional": 0.1360389978460492, "foreignNotional": 50.994218342591545}]}
2020-08-12 10:00:51 DEBUG: message ignored
2020-08-12 10:00:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:51.524Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "20891b71-4dcd-8ead-b95b-0b4f33786afd", "grossValue": 487305, "homeNotional": 0.14737558099988662, "foreignNotional": 55.24373653780751}]}
2020-08-12 10:00:51 DEBUG: message ignored
2020-08-12 10:00:51 DEBUG: check clearing time needed clearing_process_timer=3531.793445
2020-08-12 10:00:51 DEBUG: check init order needed init_order_process_timer=31.79412
2020-08-12 10:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:52.468Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "e4afb77c-e182-a942-9f9c-abada28fbd90", "grossValue": 2286890, "homeNotional": 0.6915315723840835, "foreignNotional": 259.25518648679287}]}
2020-08-12 10:00:52 DEBUG: message ignored
2020-08-12 10:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:52.504Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "feef3c1a-a983-3995-ba9c-2d5349faa2c1", "grossValue": 412335, "homeNotional": 0.12470241469221177, "foreignNotional": 46.74470014737558}]}
2020-08-12 10:00:52 DEBUG: message ignored
2020-08-12 10:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:52.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b85b774e-4129-fa3f-81c3-cd09a4692c79", "grossValue": 374850, "homeNotional": 0.11336583153837433, "foreignNotional": 42.49518195215962}]}
2020-08-12 10:00:52 DEBUG: message ignored
2020-08-12 10:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:52.512Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "72839389-ba7d-1185-3a4a-9471a830c420", "grossValue": 449820, "homeNotional": 0.1360389978460492, "foreignNotional": 50.994218342591545}]}
2020-08-12 10:00:52 DEBUG: message ignored
2020-08-12 10:00:52 DEBUG: check clearing time needed clearing_process_timer=3532.795503
2020-08-12 10:00:52 DEBUG: check init order needed init_order_process_timer=32.795755
2020-08-12 10:00:53 DEBUG: check clearing time needed clearing_process_timer=3533.797181
2020-08-12 10:00:53 DEBUG: check init order needed init_order_process_timer=33.797426
2020-08-12 10:00:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:54.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "ee857847-a80c-3610-4909-772e4ae0f407", "grossValue": 1237170, "homeNotional": 0.3741072440766353, "foreignNotional": 140.25280580433056}, {"timestamp": "2020-08-12T07:00:54.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac554a9d-5a0b-d627-a83f-800f9ed7f971", "grossValue": 3861470, "homeNotional": 1.1676680648452555, "foreignNotional": 437.75875751048636}, {"timestamp": "2020-08-12T07:00:54.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "dba6dfd7-a841-c13a-54a2-ef2248c42ce5", "grossValue": 37495000, "homeNotional": 11.336583153837433, "foreignNotional": 4250.651853531345}, {"timestamp": "2020-08-12T07:00:54.246Z", "symbol": "ETHUSD", "side": "Buy", "size": 1364, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "1533c0d2-79ea-06f2-d769-581b961d9f3f", "grossValue": 51143180, "homeNotional": 15.46309942183426, "foreignNotional": 5797.889128216755}]}
2020-08-12 10:00:54 DEBUG: message ignored
2020-08-12 10:00:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:54.262Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d2aae14-0c84-6276-6b97-dcb9b4b7033e", "grossValue": 5624250, "homeNotional": 1.700487473075615, "foreignNotional": 637.5977780297019}]}
2020-08-12 10:00:54 DEBUG: message ignored
2020-08-12 10:00:54 DEBUG: check clearing time needed clearing_process_timer=3534.798612
2020-08-12 10:00:54 DEBUG: check init order needed init_order_process_timer=34.798866
2020-08-12 10:00:55 DEBUG: check clearing time needed clearing_process_timer=3535.800343
2020-08-12 10:00:55 DEBUG: check init order needed init_order_process_timer=35.800597
2020-08-12 10:00:56 DEBUG: check clearing time needed clearing_process_timer=3536.80197
2020-08-12 10:00:56 DEBUG: check init order needed init_order_process_timer=36.802233
2020-08-12 10:00:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:57.082Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "d5a4f6e8-a5da-4331-d59e-e5679d1cb788", "grossValue": 412390, "homeNotional": 0.12470241469221177, "foreignNotional": 46.75093526811019}]}
2020-08-12 10:00:57 DEBUG: message ignored
2020-08-12 10:00:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:57.088Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d298fe56-f062-8fc3-f9b4-b9d6fcbe3190", "grossValue": 449880, "homeNotional": 0.1360389978460492, "foreignNotional": 51.001020292483844}]}
2020-08-12 10:00:57 DEBUG: message ignored
2020-08-12 10:00:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:00:57.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "925667a9-0102-f26d-17fe-d197bcb1be12", "grossValue": 449880, "homeNotional": 0.1360389978460492, "foreignNotional": 51.001020292483844}]}
2020-08-12 10:00:57 DEBUG: message ignored
2020-08-12 10:00:57 DEBUG: check clearing time needed clearing_process_timer=3537.803436
2020-08-12 10:00:57 DEBUG: check init order needed init_order_process_timer=37.803724
2020-08-12 10:00:58 DEBUG: check clearing time needed clearing_process_timer=3538.805245
2020-08-12 10:00:58 DEBUG: check init order needed init_order_process_timer=38.805589
2020-08-12 10:00:59 DEBUG: check clearing time needed clearing_process_timer=3539.807096
2020-08-12 10:00:59 DEBUG: check init order needed init_order_process_timer=39.807397
2020-08-12 10:01:00 DEBUG: check clearing time needed clearing_process_timer=3540.808869
2020-08-12 10:01:00 DEBUG: check init order needed init_order_process_timer=40.80922
2020-08-12 10:01:01 DEBUG: check clearing time needed clearing_process_timer=3541.810716
2020-08-12 10:01:01 DEBUG: check init order needed init_order_process_timer=41.811009
2020-08-12 10:01:02 DEBUG: check clearing time needed clearing_process_timer=3542.812486
2020-08-12 10:01:02 DEBUG: check init order needed init_order_process_timer=42.812824
2020-08-12 10:01:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:02.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 658, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "ce36ff82-4bab-fe84-7d18-13b61c04d0a8", "grossValue": 24671710, "homeNotional": 7.459471715225031, "foreignNotional": 2796.9289196236255}, {"timestamp": "2020-08-12T07:01:02.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "7af705a4-40b3-4775-f8c7-a566bb7ed52b", "grossValue": 3749500, "homeNotional": 1.1336583153837434, "foreignNotional": 425.06518535313455}]}
2020-08-12 10:01:02 DEBUG: message ignored
2020-08-12 10:01:03 DEBUG: check clearing time needed clearing_process_timer=3543.814094
2020-08-12 10:01:03 DEBUG: check init order needed init_order_process_timer=43.814419
2020-08-12 10:01:04 DEBUG: check clearing time needed clearing_process_timer=3544.815807
2020-08-12 10:01:04 DEBUG: check init order needed init_order_process_timer=44.816093
2020-08-12 10:01:05 DEBUG: check clearing time needed clearing_process_timer=3545.817499
2020-08-12 10:01:05 DEBUG: check init order needed init_order_process_timer=45.817762
2020-08-12 10:01:06 DEBUG: check clearing time needed clearing_process_timer=3546.8192
2020-08-12 10:01:06 DEBUG: check init order needed init_order_process_timer=46.819497
2020-08-12 10:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "011a81bc-b374-03f5-1471-90984dee461d", "grossValue": 2287500, "homeNotional": 0.6915315723840835, "foreignNotional": 259.3243396440313}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ea5c6b7-d30e-b9d0-4a81-8b1332a7c1a9", "grossValue": 1650000, "homeNotional": 0.4988096587688471, "foreignNotional": 187.05362203831766}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "220f2f3b-8c34-0916-e8b7-143beef6a287", "grossValue": 1012500, "homeNotional": 0.3060877451536107, "foreignNotional": 114.78290443260401}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "e270c5e2-7256-4f1f-a14e-53c70eb0b482", "grossValue": 7500000, "homeNotional": 2.267316630767487, "foreignNotional": 850.2437365378075}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 333, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8ed444c-da5d-9fd1-7c31-3c958778db6b", "grossValue": 12487500, "homeNotional": 3.7750821902278653, "foreignNotional": 1415.6558213354494}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "c7a102c1-4a19-a986-8f4f-31b8a2fd0f68", "grossValue": 1875000, "homeNotional": 0.5668291576918717, "foreignNotional": 212.56093413445188}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "79a40e86-79c1-7116-fcb8-f80fe3eb6119", "grossValue": 18750000, "homeNotional": 5.668291576918716, "foreignNotional": 2125.6093413445187}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "befbcb01-29e0-94fa-f487-b607d1710017", "grossValue": 2812500, "homeNotional": 0.8502437365378075, "foreignNotional": 318.8414012016778}, {"timestamp": "2020-08-12T07:01:07.511Z", "symbol": "ETHUSD", "side": "Buy", "size": 710, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7dc5a73-72bd-e3fc-3a9c-2caa28e2b31a", "grossValue": 26625000, "homeNotional": 8.048974039224579, "foreignNotional": 3018.3652647092167}]}
2020-08-12 10:01:07 DEBUG: message ignored
2020-08-12 10:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:07.515Z", "symbol": "ETHUSD", "side": "Buy", "size": 1100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed3aecb2-a03b-c839-2f72-f69710997ed4", "grossValue": 41250000, "homeNotional": 12.470241469221177, "foreignNotional": 4676.340550957942}]}
2020-08-12 10:01:07 DEBUG: message ignored
2020-08-12 10:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:07.518Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "daa10aca-aa61-b07e-942d-286813d1df7f", "grossValue": 375000, "homeNotional": 0.11336583153837433, "foreignNotional": 42.51218682689038}]}
2020-08-12 10:01:07 DEBUG: message ignored
2020-08-12 10:01:07 DEBUG: check clearing time needed clearing_process_timer=3547.82074
2020-08-12 10:01:07 DEBUG: check init order needed init_order_process_timer=47.821116
2020-08-12 10:01:08 DEBUG: check clearing time needed clearing_process_timer=3548.822543
2020-08-12 10:01:08 DEBUG: check init order needed init_order_process_timer=48.822819
2020-08-12 10:01:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:08.855Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "e4de7131-0239-245e-d899-a8f8283302b2", "grossValue": 374950, "homeNotional": 0.11336583153837433, "foreignNotional": 42.506518535313454}]}
2020-08-12 10:01:08 DEBUG: message ignored
2020-08-12 10:01:09 DEBUG: check clearing time needed clearing_process_timer=3549.824028
2020-08-12 10:01:09 DEBUG: check init order needed init_order_process_timer=49.824318
2020-08-12 10:01:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:10.380Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "953cf266-34e1-c2b4-e3a8-a47dca163b2e", "grossValue": 1874750, "homeNotional": 0.5668291576918717, "foreignNotional": 212.53259267656728}]}
2020-08-12 10:01:10 DEBUG: message ignored
2020-08-12 10:01:10 DEBUG: check clearing time needed clearing_process_timer=3550.825513
2020-08-12 10:01:10 DEBUG: check init order needed init_order_process_timer=50.826238
2020-08-12 10:01:11 DEBUG: check clearing time needed clearing_process_timer=3551.827633
2020-08-12 10:01:11 DEBUG: check init order needed init_order_process_timer=51.827887
2020-08-12 10:01:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:12.093Z", "symbol": "ETHUSD", "side": "Sell", "size": 175, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "c84a5db8-de2c-2a33-eacd-3a047261a778", "grossValue": 6561625, "homeNotional": 1.983902051921551, "foreignNotional": 743.8640743679855}]}
2020-08-12 10:01:12 DEBUG: message ignored
2020-08-12 10:01:12 DEBUG: check clearing time needed clearing_process_timer=3552.829057
2020-08-12 10:01:12 DEBUG: check init order needed init_order_process_timer=52.829733
2020-08-12 10:01:13 DEBUG: check clearing time needed clearing_process_timer=3553.831334
2020-08-12 10:01:13 DEBUG: check init order needed init_order_process_timer=53.831941
2020-08-12 10:01:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:14.421Z", "symbol": "ETHUSD", "side": "Sell", "size": 86, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "a109d036-4e30-36b5-056f-11d2d41c311f", "grossValue": 3224570, "homeNotional": 0.9749461512300193, "foreignNotional": 365.5560594036957}]}
2020-08-12 10:01:14 DEBUG: message ignored
2020-08-12 10:01:14 DEBUG: check clearing time needed clearing_process_timer=3554.833348
2020-08-12 10:01:14 DEBUG: check init order needed init_order_process_timer=54.834151
2020-08-12 10:01:15 DEBUG: check clearing time needed clearing_process_timer=3555.835716
2020-08-12 10:01:15 DEBUG: check init order needed init_order_process_timer=55.83626
2020-08-12 10:01:16 DEBUG: check clearing time needed clearing_process_timer=3556.837824
2020-08-12 10:01:16 DEBUG: check init order needed init_order_process_timer=56.838392
2020-08-12 10:01:17 DEBUG: check clearing time needed clearing_process_timer=3557.839941
2020-08-12 10:01:17 DEBUG: check init order needed init_order_process_timer=57.84047
2020-08-12 10:01:18 DEBUG: check clearing time needed clearing_process_timer=3558.842051
2020-08-12 10:01:18 DEBUG: check init order needed init_order_process_timer=58.842798
2020-08-12 10:01:19 DEBUG: check clearing time needed clearing_process_timer=3559.84433
2020-08-12 10:01:19 DEBUG: check init order needed init_order_process_timer=59.844664
2020-08-12 10:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:20.453Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "415c5ac8-5ea0-fbd1-b6ea-f7c0eb48c28b", "grossValue": 1874250, "homeNotional": 0.5668291576918717, "foreignNotional": 212.4759097607981}]}
2020-08-12 10:01:20 DEBUG: message ignored
2020-08-12 10:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:20.463Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a090ae1-a568-4d76-2ad4-8754dde51bde", "grossValue": 74970, "homeNotional": 0.022673166307674866, "foreignNotional": 8.499036390431923}]}
2020-08-12 10:01:20 DEBUG: message ignored
2020-08-12 10:01:20 DEBUG: check clearing time needed clearing_process_timer=3560.845891
2020-08-12 10:01:20 DEBUG: check init order needed init_order_process_timer=60.84623
2020-08-12 10:01:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:21.043Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c3629f79-d159-1255-7052-fd48ab7bc26f", "grossValue": 187425000, "homeNotional": 56.68291576918717, "foreignNotional": 21247.59097607981}]}
2020-08-12 10:01:21 DEBUG: message ignored
2020-08-12 10:01:21 DEBUG: check clearing time needed clearing_process_timer=3561.847462
2020-08-12 10:01:21 DEBUG: check init order needed init_order_process_timer=61.848178
2020-08-12 10:01:22 DEBUG: check clearing time needed clearing_process_timer=3562.849719
2020-08-12 10:01:22 DEBUG: check init order needed init_order_process_timer=62.850328
2020-08-12 10:01:23 DEBUG: check clearing time needed clearing_process_timer=3563.851885
2020-08-12 10:01:23 DEBUG: check init order needed init_order_process_timer=63.852492
2020-08-12 10:01:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:24.810Z", "symbol": "ETHUSD", "side": "Sell", "size": 2333, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad66ed16-3d8d-f9dc-43ed-0fbfba9dcd49", "grossValue": 87452505, "homeNotional": 26.448248497902732, "foreignNotional": 9914.12594943884}, {"timestamp": "2020-08-12T07:01:24.810Z", "symbol": "ETHUSD", "side": "Sell", "size": 177, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a67dc00-72ae-de43-fecb-8ab64963e2a4", "grossValue": 6634845, "homeNotional": 2.0065752182292256, "foreignNotional": 752.1647205532253}]}
2020-08-12 10:01:24 DEBUG: message ignored
2020-08-12 10:01:24 DEBUG: check clearing time needed clearing_process_timer=3564.853847
2020-08-12 10:01:24 DEBUG: check init order needed init_order_process_timer=64.854199
2020-08-12 10:01:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:24.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "5ca66916-9c26-a2a5-71e6-161ceaf37542", "grossValue": 2398720, "homeNotional": 0.7255413218455957, "foreignNotional": 271.93288742772927}, {"timestamp": "2020-08-12T07:01:24.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "6a74d521-1ea0-dad5-595d-7f69caadb92d", "grossValue": 2173840, "homeNotional": 0.6575218229225711, "foreignNotional": 246.43917923137965}, {"timestamp": "2020-08-12T07:01:24.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 177, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "c3a4640c-abfe-cf6e-b084-e4e9f2dc056d", "grossValue": 6633960, "homeNotional": 2.0065752182292256, "foreignNotional": 752.0643917923138}]}
2020-08-12 10:01:24 DEBUG: message ignored
2020-08-12 10:01:25 DEBUG: check clearing time needed clearing_process_timer=3565.855392
2020-08-12 10:01:25 DEBUG: check init order needed init_order_process_timer=65.855707
2020-08-12 10:01:26 DEBUG: check clearing time needed clearing_process_timer=3566.857263
2020-08-12 10:01:26 DEBUG: check init order needed init_order_process_timer=66.857582
2020-08-12 10:01:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:27.553Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "2b3be6e3-1662-9e1c-20bb-5d1df0544a6b", "grossValue": 1086775, "homeNotional": 0.32876091146128555, "foreignNotional": 123.20315157011677}, {"timestamp": "2020-08-12T07:01:27.553Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "655eeab1-e434-7fd5-2df9-7365963a9ac4", "grossValue": 786975, "homeNotional": 0.2380682462305861, "foreignNotional": 89.21607527491214}]}
2020-08-12 10:01:27 DEBUG: message ignored
2020-08-12 10:01:27 DEBUG: check clearing time needed clearing_process_timer=3567.858845
2020-08-12 10:01:27 DEBUG: check init order needed init_order_process_timer=67.859173
2020-08-12 10:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:28.782Z", "symbol": "ETHUSD", "side": "Sell", "size": 156, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ae3a675-a271-e206-230d-103526cc72c7", "grossValue": 5846100, "homeNotional": 1.7685069719986397, "foreignNotional": 662.7479877564901}]}
2020-08-12 10:01:28 DEBUG: message ignored
2020-08-12 10:01:28 DEBUG: check clearing time needed clearing_process_timer=3568.860384
2020-08-12 10:01:28 DEBUG: check init order needed init_order_process_timer=68.860676
2020-08-12 10:01:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:29.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "2c190a98-35e9-8745-7965-23cadd0b93bf", "grossValue": 374650, "homeNotional": 0.11336583153837433, "foreignNotional": 42.47250878585194}]}
2020-08-12 10:01:29 DEBUG: message ignored
2020-08-12 10:01:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:29.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "4304fd7b-52da-b235-cba6-f36b66ddf514", "grossValue": 3746500, "homeNotional": 1.1336583153837434, "foreignNotional": 424.72508785851943}]}
2020-08-12 10:01:29 DEBUG: message ignored
2020-08-12 10:01:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:29.251Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "83854caf-f6a9-150d-8b85-80901eece14b", "grossValue": 112395, "homeNotional": 0.0340097494615123, "foreignNotional": 12.741752635755583}, {"timestamp": "2020-08-12T07:01:29.251Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "0d22cc00-ea72-7a3e-7aee-7d40af0183e6", "grossValue": 37465, "homeNotional": 0.011336583153837433, "foreignNotional": 4.247250878585194}]}
2020-08-12 10:01:29 DEBUG: message ignored
2020-08-12 10:01:29 DEBUG: check clearing time needed clearing_process_timer=3569.861905
2020-08-12 10:01:29 DEBUG: check init order needed init_order_process_timer=69.862221
2020-08-12 10:01:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:30.706Z", "symbol": "ETHUSD", "side": "Buy", "size": 452, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "05ddfb81-4e93-89ce-1499-830fb5763d81", "grossValue": 16936440, "homeNotional": 5.12413558553452, "foreignNotional": 1920.0136038997846}]}
2020-08-12 10:01:30 DEBUG: message ignored
2020-08-12 10:01:30 DEBUG: check clearing time needed clearing_process_timer=3570.863429
2020-08-12 10:01:30 DEBUG: check init order needed init_order_process_timer=70.863718
2020-08-12 10:01:31 DEBUG: check clearing time needed clearing_process_timer=3571.865197
2020-08-12 10:01:31 DEBUG: check init order needed init_order_process_timer=71.86547
2020-08-12 10:01:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:32.719Z", "symbol": "ETHUSD", "side": "Buy", "size": 240, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "2fc04999-24ed-9104-0828-f1c5a2f36cc2", "grossValue": 8992800, "homeNotional": 2.720779956920984, "foreignNotional": 1019.4762498582927}]}
2020-08-12 10:01:32 DEBUG: message ignored
2020-08-12 10:01:32 DEBUG: check clearing time needed clearing_process_timer=3572.866673
2020-08-12 10:01:32 DEBUG: check init order needed init_order_process_timer=72.866949
2020-08-12 10:01:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:32.950Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "b973523f-55f5-9482-5808-6cf2e2eef477", "grossValue": 37470000, "homeNotional": 11.336583153837433, "foreignNotional": 4247.817707742886}]}
2020-08-12 10:01:32 DEBUG: message ignored
2020-08-12 10:01:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:33.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 1808, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0be78bdd-5a52-9151-9597-72812e33c565", "grossValue": 67745760, "homeNotional": 20.49654234213808, "foreignNotional": 7680.054415599138}, {"timestamp": "2020-08-12T07:01:33.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 366, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "02bcd2d6-ae5a-8a75-031e-c84ed84b5612", "grossValue": 13714020, "homeNotional": 4.149189434304501, "foreignNotional": 1554.7012810338963}, {"timestamp": "2020-08-12T07:01:33.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "becbb711-34b4-673e-35c0-3d920ec0386e", "grossValue": 37470, "homeNotional": 0.011336583153837433, "foreignNotional": 4.247817707742886}, {"timestamp": "2020-08-12T07:01:33.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 113, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a0d7607-e0cd-93ad-9d99-80e59b276983", "grossValue": 4234110, "homeNotional": 1.28103389638363, "foreignNotional": 480.00340097494615}, {"timestamp": "2020-08-12T07:01:33.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "a1ec8777-3003-8040-fe5f-edb7407497e4", "grossValue": 1686150, "homeNotional": 0.5101462419226845, "foreignNotional": 191.15179684842988}]}
2020-08-12 10:01:33 DEBUG: message ignored
2020-08-12 10:01:33 DEBUG: check clearing time needed clearing_process_timer=3573.868143
2020-08-12 10:01:33 DEBUG: check init order needed init_order_process_timer=73.868415
2020-08-12 10:01:34 DEBUG: check clearing time needed clearing_process_timer=3574.869797
2020-08-12 10:01:34 DEBUG: check init order needed init_order_process_timer=74.870065
2020-08-12 10:01:35 DEBUG: check clearing time needed clearing_process_timer=3575.87154
2020-08-12 10:01:35 DEBUG: check init order needed init_order_process_timer=75.871809
2020-08-12 10:01:36 DEBUG: check clearing time needed clearing_process_timer=3576.873263
2020-08-12 10:01:36 DEBUG: check init order needed init_order_process_timer=76.873529
2020-08-12 10:01:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:36.852Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "44c1733e-1208-e5ce-b5a6-27cfc798b45b", "grossValue": 3898440, "homeNotional": 1.179004647999093, "foreignNotional": 441.94989230246006}, {"timestamp": "2020-08-12T07:01:36.852Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "f955af51-c61d-8224-7d89-66473d2d6ebd", "grossValue": 3860955, "homeNotional": 1.1676680648452555, "foreignNotional": 437.7003741072441}, {"timestamp": "2020-08-12T07:01:36.852Z", "symbol": "ETHUSD", "side": "Buy", "size": 762, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3f664ba-5ce0-df1d-8a88-9c19bfa4d651", "grossValue": 28563570, "homeNotional": 8.638476363224123, "foreignNotional": 3238.132864754563}, {"timestamp": "2020-08-12T07:01:36.852Z", "symbol": "ETHUSD", "side": "Buy", "size": 91, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "30db38ff-3fcc-215c-e349-81e90961e189", "grossValue": 3411135, "homeNotional": 1.0316290669992065, "foreignNotional": 386.7061557646525}]}
2020-08-12 10:01:36 DEBUG: message ignored
2020-08-12 10:01:37 DEBUG: check clearing time needed clearing_process_timer=3577.874775
2020-08-12 10:01:37 DEBUG: check init order needed init_order_process_timer=77.875084
2020-08-12 10:01:38 DEBUG: check clearing time needed clearing_process_timer=3578.876271
2020-08-12 10:01:38 DEBUG: check init order needed init_order_process_timer=78.876525
2020-08-12 10:01:39 DEBUG: check clearing time needed clearing_process_timer=3579.877727
2020-08-12 10:01:39 DEBUG: check init order needed init_order_process_timer=79.877992
2020-08-12 10:01:40 DEBUG: check clearing time needed clearing_process_timer=3580.879196
2020-08-12 10:01:40 DEBUG: check init order needed init_order_process_timer=80.879435
2020-08-12 10:01:41 DEBUG: check clearing time needed clearing_process_timer=3581.880644
2020-08-12 10:01:41 DEBUG: check init order needed init_order_process_timer=81.880913
2020-08-12 10:01:42 DEBUG: check clearing time needed clearing_process_timer=3582.8822
2020-08-12 10:01:42 DEBUG: check init order needed init_order_process_timer=82.88248
2020-08-12 10:01:43 DEBUG: check clearing time needed clearing_process_timer=3583.883723
2020-08-12 10:01:43 DEBUG: check init order needed init_order_process_timer=83.884011
2020-08-12 10:01:44 DEBUG: check clearing time needed clearing_process_timer=3584.885219
2020-08-12 10:01:44 DEBUG: check init order needed init_order_process_timer=84.885494
2020-08-12 10:01:45 DEBUG: check clearing time needed clearing_process_timer=3585.88671
2020-08-12 10:01:45 DEBUG: check init order needed init_order_process_timer=85.886991
2020-08-12 10:01:46 DEBUG: check clearing time needed clearing_process_timer=3586.888186
2020-08-12 10:01:46 DEBUG: check init order needed init_order_process_timer=86.888477
2020-08-12 10:01:47 DEBUG: check clearing time needed clearing_process_timer=3587.889703
2020-08-12 10:01:47 DEBUG: check init order needed init_order_process_timer=87.890065
2020-08-12 10:01:48 DEBUG: check clearing time needed clearing_process_timer=3588.891308
2020-08-12 10:01:48 DEBUG: check init order needed init_order_process_timer=88.891602
2020-08-12 10:01:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:49.686Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "78189141-90b1-f2fa-b8e3-3e3244aafd08", "grossValue": 14996000, "homeNotional": 4.534633261534974, "foreignNotional": 1700.0340097494616}]}
2020-08-12 10:01:49 DEBUG: message ignored
2020-08-12 10:01:49 DEBUG: check clearing time needed clearing_process_timer=3589.892805
2020-08-12 10:01:49 DEBUG: check init order needed init_order_process_timer=89.893101
2020-08-12 10:01:50 DEBUG: check clearing time needed clearing_process_timer=3590.894283
2020-08-12 10:01:50 DEBUG: check init order needed init_order_process_timer=90.894558
2020-08-12 10:01:51 DEBUG: check clearing time needed clearing_process_timer=3591.895732
2020-08-12 10:01:51 DEBUG: check init order needed init_order_process_timer=91.896
2020-08-12 10:01:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:52.036Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "4db343e5-9028-252f-3f3e-81a7d4b8815e", "grossValue": 7498000, "homeNotional": 2.267316630767487, "foreignNotional": 850.0170048747308}]}
2020-08-12 10:01:52 DEBUG: message ignored
2020-08-12 10:01:52 DEBUG: check clearing time needed clearing_process_timer=3592.897179
2020-08-12 10:01:52 DEBUG: check init order needed init_order_process_timer=92.897473
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.225Z", "symbol": "ETHUSD", "side": "Buy", "size": 2400, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5dde3f4-af75-9fa7-a6dd-5bba32c8e1fd", "grossValue": 89976000, "homeNotional": 27.20779956920984, "foreignNotional": 10200.204058496769}, {"timestamp": "2020-08-12T07:01:53.225Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "8078681a-fcde-dfe3-d8b7-5cf5bec046e3", "grossValue": 1124700, "homeNotional": 0.340097494615123, "foreignNotional": 127.50255073120961}, {"timestamp": "2020-08-12T07:01:53.225Z", "symbol": "ETHUSD", "side": "Buy", "size": 7180, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "de611e22-507e-835e-e173-fa8601dfda31", "grossValue": 269178200, "homeNotional": 81.39666704455277, "foreignNotional": 30515.610475002835}, {"timestamp": "2020-08-12T07:01:53.225Z", "symbol": "ETHUSD", "side": "Buy", "size": 1397, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "23168e5e-30ba-5dc4-1455-7b0f634138f8", "grossValue": 52373530, "homeNotional": 15.837206665910895, "foreignNotional": 5937.368779049994}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.255Z", "symbol": "ETHUSD", "side": "Buy", "size": 240, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "93718b0b-01f5-ac5d-81f5-0f329a41fe2c", "grossValue": 8997600, "homeNotional": 2.720779956920984, "foreignNotional": 1020.0204058496769}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 18363, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f06f88e-6731-0f99-fd9b-cd87a1fa6c59", "grossValue": 688428870, "homeNotional": 208.17367645391678, "foreignNotional": 78044.3113025734}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2783e7b9-06eb-3062-e539-8eae1df6a1af", "grossValue": 3898960, "homeNotional": 1.179004647999093, "foreignNotional": 442.00884253486}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f6e680fb-78b4-928a-ef74-c183411654e8", "grossValue": 3861470, "homeNotional": 1.1676680648452555, "foreignNotional": 437.75875751048636}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 191, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6edac6d4-7c5c-4428-be0a-eb3bc7681ada", "grossValue": 7160590, "homeNotional": 2.16528738238295, "foreignNotional": 811.7662396553678}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "232b7636-b729-6e31-091f-d74445341148", "grossValue": 4048920, "homeNotional": 1.2243509806144428, "foreignNotional": 459.0091826323546}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "163cce45-3bd9-25aa-f014-8dc0aa66cfa9", "grossValue": 4048920, "homeNotional": 1.2243509806144428, "foreignNotional": 459.0091826323546}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "e0968582-3282-57b8-1085-4fd5c2186355", "grossValue": 4048920, "homeNotional": 1.2243509806144428, "foreignNotional": 459.0091826323546}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 121, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2cedef2d-8c2c-3277-e474-6b1d7ceb2084", "grossValue": 4536290, "homeNotional": 1.3717265616143295, "foreignNotional": 514.260287949212}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "da9eb841-cd80-00bf-b179-127cb090206f", "grossValue": 4048920, "homeNotional": 1.2243509806144428, "foreignNotional": 459.0091826323546}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6c781dda-7d51-9404-23c6-be9b519383c3", "grossValue": 4048920, "homeNotional": 1.2243509806144428, "foreignNotional": 459.0091826323546}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 121, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb659538-e614-6773-d187-2a650d9d535f", "grossValue": 4536290, "homeNotional": 1.3717265616143295, "foreignNotional": 514.260287949212}, {"timestamp": "2020-08-12T07:01:53.306Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "5dc71c02-32e6-42d3-61d2-42c789833d51", "grossValue": 4048920, "homeNotional": 1.2243509806144428, "foreignNotional": 459.0091826323546}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.314Z", "symbol": "ETHUSD", "side": "Buy", "size": 121, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e5c50fa-231e-7618-3d16-9af557a9f669", "grossValue": 4536290, "homeNotional": 1.3717265616143295, "foreignNotional": 514.260287949212}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb4257f9-170f-dba3-8413-7af165357807", "grossValue": 374900, "homeNotional": 0.11336583153837433, "foreignNotional": 42.50085024373654}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.361Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8727b2c-e4aa-868c-c6de-0d1ccff09a20", "grossValue": 412390, "homeNotional": 0.12470241469221177, "foreignNotional": 46.75093526811019}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.368Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "96a0af0e-e86b-f3fd-9b54-f3e013f0eb82", "grossValue": 412390, "homeNotional": 0.12470241469221177, "foreignNotional": 46.75093526811019}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.372Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d97ea73d-7d37-7fba-e7a7-de106db14234", "grossValue": 487370, "homeNotional": 0.14737558099988662, "foreignNotional": 55.2511053168575}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "534a4967-2dfd-ff8a-7980-daac5981d2d3", "grossValue": 3899480, "homeNotional": 1.179004647999093, "foreignNotional": 442.06779276725996}, {"timestamp": "2020-08-12T07:01:53.609Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "19e5a362-5691-589c-cc2d-bcd7ab3f4d94", "grossValue": 3861985, "homeNotional": 1.1676680648452555, "foreignNotional": 437.8171409137286}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:53.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 3180, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "1b6032de-169d-f9cb-4535-7836b5ae484a", "grossValue": 119250000, "homeNotional": 36.05033442920304, "foreignNotional": 13518.87541095114}, {"timestamp": "2020-08-12T07:01:53.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "31254216-4c35-f96a-f779-affcd3b51e50", "grossValue": 1125000, "homeNotional": 0.340097494615123, "foreignNotional": 127.53656048067113}, {"timestamp": "2020-08-12T07:01:53.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "6fa5d84a-a03e-ca5f-707f-121433846b91", "grossValue": 1875000, "homeNotional": 0.5668291576918717, "foreignNotional": 212.56093413445188}, {"timestamp": "2020-08-12T07:01:53.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "f06435e0-4f4f-c417-697e-de7d984c768d", "grossValue": 18750000, "homeNotional": 5.668291576918716, "foreignNotional": 2125.6093413445187}, {"timestamp": "2020-08-12T07:01:53.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "38a266ac-8916-a265-5ead-b23090e75752", "grossValue": 37500, "homeNotional": 0.011336583153837433, "foreignNotional": 4.2512186826890375}, {"timestamp": "2020-08-12T07:01:53.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "9dec27d1-a91e-71e7-cd0b-54f37cc60290", "grossValue": 1875000, "homeNotional": 0.5668291576918717, "foreignNotional": 212.56093413445188}, {"timestamp": "2020-08-12T07:01:53.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 1189, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "fdf115ba-9303-d973-6792-f9fc2beb7a13", "grossValue": 44587500, "homeNotional": 13.479197369912708, "foreignNotional": 5054.699013717265}]}
2020-08-12 10:01:53 DEBUG: message ignored
2020-08-12 10:01:53 DEBUG: check clearing time needed clearing_process_timer=3593.898646
2020-08-12 10:01:53 DEBUG: check init order needed init_order_process_timer=93.898937
2020-08-12 10:01:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 811, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "672c1454-6242-7af1-d296-77dadb9f0613", "grossValue": 30412500, "homeNotional": 9.193968937762158, "foreignNotional": 3447.7383516608093}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcffb3a8-a748-26ec-76a4-bf9ad4bc8d6d", "grossValue": 56250000, "homeNotional": 17.00487473075615, "foreignNotional": 6376.828024033556}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b272096-4dc7-ecd0-e360-7bc5ad8f4da5", "grossValue": 75000000, "homeNotional": 22.673166307674865, "foreignNotional": 8502.437365378075}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac4efb8b-36c5-32f7-7b7a-78d29a1ea95e", "grossValue": 187500, "homeNotional": 0.056682915769187166, "foreignNotional": 21.25609341344519}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "c4cd0b5a-a7ed-e953-b326-5cad364b110a", "grossValue": 18750000, "homeNotional": 5.668291576918716, "foreignNotional": 2125.6093413445187}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "814fc412-f832-12f8-56d3-f7e9df9c3e72", "grossValue": 93750000, "homeNotional": 28.341457884593584, "foreignNotional": 10628.046706722595}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb39693f-8657-8352-bb0d-80ab7a840b86", "grossValue": 1650000, "homeNotional": 0.4988096587688471, "foreignNotional": 187.05362203831766}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "e5c5418b-f299-46f9-fa7d-43ec68e41824", "grossValue": 3900000, "homeNotional": 1.179004647999093, "foreignNotional": 442.1267429996599}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "19f31fd3-8b0c-131c-3530-e3aa0292f1d6", "grossValue": 3862500, "homeNotional": 1.1676680648452555, "foreignNotional": 437.8755243169709}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd393e19-2aab-aeb3-0409-9ba04318ee74", "grossValue": 3900000, "homeNotional": 1.179004647999093, "foreignNotional": 442.1267429996599}, {"timestamp": "2020-08-12T07:01:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ae93730-c9f3-85f8-eb64-bfd9650e874b", "grossValue": 3862500, "homeNotional": 1.1676680648452555, "foreignNotional": 437.8755243169709}]}
2020-08-12 10:01:54 DEBUG: message ignored
2020-08-12 10:01:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:54.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 1200, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "106d69b0-0f82-2784-a4dc-8287f8eedefe", "grossValue": 45006000, "homeNotional": 13.60389978460492, "foreignNotional": 5102.142614216075}, {"timestamp": "2020-08-12T07:01:54.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "19ba7eb5-723f-73e0-bd32-8c257d9a09a5", "grossValue": 1125150, "homeNotional": 0.340097494615123, "foreignNotional": 127.55356535540189}, {"timestamp": "2020-08-12T07:01:54.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff82dfd5-1ed4-8f85-5aa1-4cb06242835a", "grossValue": 2100280, "homeNotional": 0.6348486566148963, "foreignNotional": 238.09998866341684}, {"timestamp": "2020-08-12T07:01:54.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "f1b62e33-8b23-ed10-af4f-145e73cac0df", "grossValue": 1875250, "homeNotional": 0.5668291576918717, "foreignNotional": 212.58927559233646}, {"timestamp": "2020-08-12T07:01:54.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2cbd1fa-3a55-f0ed-1bb6-ec24d861056b", "grossValue": 3900520, "homeNotional": 1.179004647999093, "foreignNotional": 442.18569323205986}, {"timestamp": "2020-08-12T07:01:54.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "84d5e1c9-1fec-a799-547e-60671ab30dbd", "grossValue": 3863015, "homeNotional": 1.1676680648452555, "foreignNotional": 437.93390772021314}, {"timestamp": "2020-08-12T07:01:54.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 10000, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "d236a514-d1be-52b2-5ed6-474fc8e5b6d8", "grossValue": 375050000, "homeNotional": 113.36583153837434, "foreignNotional": 42517.85511846729}]}
2020-08-12 10:01:54 DEBUG: message ignored
2020-08-12 10:01:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:54.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 133, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "df75a7c1-2de4-0dce-6fbc-92405b7b1e10", "grossValue": 4988830, "homeNotional": 1.5077655594603787, "foreignNotional": 565.562861353588}]}
2020-08-12 10:01:54 DEBUG: message ignored
2020-08-12 10:01:54 DEBUG: check clearing time needed clearing_process_timer=3594.900119
2020-08-12 10:01:54 DEBUG: check init order needed init_order_process_timer=94.900418
2020-08-12 10:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 167, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "e753a85c-b27f-59d0-abaa-c5b8823a540e", "grossValue": 6264170, "homeNotional": 1.8932093866908515, "foreignNotional": 710.1428409477384}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "8003af88-1228-dc87-9672-56c6e1dde905", "grossValue": 3901040, "homeNotional": 1.179004647999093, "foreignNotional": 442.2446434644598}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8fb73ec-709b-80ae-2778-e117e160b9bd", "grossValue": 3863530, "homeNotional": 1.1676680648452555, "foreignNotional": 437.9922911234554}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "50ed59ee-9b23-863d-9ec3-6a22275f2fe0", "grossValue": 3901040, "homeNotional": 1.179004647999093, "foreignNotional": 442.2446434644598}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea9bb076-42cf-a62c-72fb-0af38cf84968", "grossValue": 3863530, "homeNotional": 1.1676680648452555, "foreignNotional": 437.9922911234554}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf380a5f-f49e-eed5-da73-3ad4c8fb7724", "grossValue": 3901040, "homeNotional": 1.179004647999093, "foreignNotional": 442.2446434644598}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "517e875c-77e4-f1f7-e111-0a76105bf795", "grossValue": 3863530, "homeNotional": 1.1676680648452555, "foreignNotional": 437.9922911234554}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9d9e5b4-d2e7-8556-7919-98b27c4b26f1", "grossValue": 3901040, "homeNotional": 1.179004647999093, "foreignNotional": 442.2446434644598}, {"timestamp": "2020-08-12T07:01:55.154Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf8554ad-6b1a-7cdf-2ca8-a2cb019d8323", "grossValue": 3863530, "homeNotional": 1.1676680648452555, "foreignNotional": 437.9922911234554}]}
2020-08-12 10:01:55 DEBUG: message ignored
2020-08-12 10:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:55.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "44754e6d-5a64-4c37-5518-d5ab20f48e69", "grossValue": 1875750, "homeNotional": 0.5668291576918717, "foreignNotional": 212.64595850810565}]}
2020-08-12 10:01:55 DEBUG: message ignored
2020-08-12 10:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:55.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc0ba161-bde9-34a0-51bc-662c823f35f0", "grossValue": 1050420, "homeNotional": 0.31742432830744816, "foreignNotional": 119.08173676453917}]}
2020-08-12 10:01:55 DEBUG: message ignored
2020-08-12 10:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:55.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "9709ef02-ed57-ef24-b24a-af97c61b9cbb", "grossValue": 37510, "homeNotional": 0.011336583153837433, "foreignNotional": 4.252352341004421}]}
2020-08-12 10:01:55 DEBUG: message ignored
2020-08-12 10:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 222, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "4837e101-5301-fe9d-1f2b-3dae0df42420", "grossValue": 8328330, "homeNotional": 2.5167214601519103, "foreignNotional": 944.1480557759891}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e7dd0ed1-37c5-dfb0-22e8-6471ca0cca25", "grossValue": 37515, "homeNotional": 0.011336583153837433, "foreignNotional": 4.252919170162113}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e27ad15f-2336-0af2-b09e-261cdec51f74", "grossValue": 262605, "homeNotional": 0.07935608207686204, "foreignNotional": 29.770434191134793}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5b49820-e8c0-d91f-33ea-6432eb56fbfc", "grossValue": 375150, "homeNotional": 0.11336583153837433, "foreignNotional": 42.52919170162113}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c3ab5f0f-cf16-ac4c-dde9-383b538938f5", "grossValue": 112545, "homeNotional": 0.0340097494615123, "foreignNotional": 12.758757510486339}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2bdc5f35-27b5-4bde-a882-de7a41f673c2", "grossValue": 225090, "homeNotional": 0.0680194989230246, "foreignNotional": 25.517515020972677}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "32de7ab6-425f-bae5-a70d-39405a08f8e8", "grossValue": 30012000, "homeNotional": 9.069266523069947, "foreignNotional": 3402.3353361296904}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e03bf231-4bf8-ad1f-e129-226a82e0d0b9", "grossValue": 37515, "homeNotional": 0.011336583153837433, "foreignNotional": 4.252919170162113}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "20c02e72-a907-af1d-95cf-30ddaa9e6ec9", "grossValue": 3901560, "homeNotional": 1.179004647999093, "foreignNotional": 442.30359369685976}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "234ae3fa-84e8-bb08-9cd5-3a529ca8b75e", "grossValue": 3864045, "homeNotional": 1.1676680648452555, "foreignNotional": 438.05067452669766}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b9371f7-bf81-c642-2dee-cb4eb2dfeea6", "grossValue": 3901560, "homeNotional": 1.179004647999093, "foreignNotional": 442.30359369685976}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0ad51084-908c-ba88-8387-c9fe8b5191dd", "grossValue": 3864045, "homeNotional": 1.1676680648452555, "foreignNotional": 438.05067452669766}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "a8a23200-e5da-7fb1-3c32-333ddf560b2e", "grossValue": 3752000, "homeNotional": 1.1336583153837434, "foreignNotional": 425.3485999319805}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7c2d0935-9c36-aaea-3ec5-a4fd5fa6a3cc", "grossValue": 1125600, "homeNotional": 0.340097494615123, "foreignNotional": 127.60457997959415}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc2def2d-72aa-77ba-387c-b8845050a758", "grossValue": 3752000, "homeNotional": 1.1336583153837434, "foreignNotional": 425.3485999319805}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e1b5d97-6fc3-2797-2274-61444dcc0df1", "grossValue": 262640, "homeNotional": 0.07935608207686204, "foreignNotional": 29.774401995238634}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "f505e754-ad12-b94a-b325-c6e511bf5cc8", "grossValue": 3752000, "homeNotional": 1.1336583153837434, "foreignNotional": 425.3485999319805}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa65596f-9a75-872c-0cf8-2f720cec655e", "grossValue": 37520, "homeNotional": 0.011336583153837433, "foreignNotional": 4.253485999319805}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "e04fd6c7-d576-058c-8076-c7aea3289bee", "grossValue": 5628000, "homeNotional": 1.700487473075615, "foreignNotional": 638.0228998979708}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7c652a70-e9a9-d327-afea-d1445a5f30e0", "grossValue": 7504000, "homeNotional": 2.267316630767487, "foreignNotional": 850.697199863961}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "95a8811a-c086-60ed-4dca-536b126bf23a", "grossValue": 30016000, "homeNotional": 9.069266523069947, "foreignNotional": 3402.788799455844}, {"timestamp": "2020-08-12T07:01:55.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "3099cd89-681c-55f6-937a-9826bd874ddf", "grossValue": 150080, "homeNotional": 0.04534633261534973, "foreignNotional": 17.01394399727922}]}
2020-08-12 10:01:55 DEBUG: message ignored
2020-08-12 10:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:55.708Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "ca7c845d-317d-05d8-96a7-cd9e4285f0eb", "grossValue": 3752500, "homeNotional": 1.1336583153837434, "foreignNotional": 425.4052828477497}, {"timestamp": "2020-08-12T07:01:55.708Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7de041f-c962-bc7d-f711-9b6352428051", "grossValue": 37525, "homeNotional": 0.011336583153837433, "foreignNotional": 4.254052828477497}, {"timestamp": "2020-08-12T07:01:55.708Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f2ab0a5-e778-2923-e0fd-48d934b75db2", "grossValue": 1200800, "homeNotional": 0.36277066092279786, "foreignNotional": 136.1296905112799}, {"timestamp": "2020-08-12T07:01:55.708Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "fabdb6f2-71ec-4351-7dfd-658d00a644fc", "grossValue": 2063875, "homeNotional": 0.6235120734610589, "foreignNotional": 233.97290556626234}, {"timestamp": "2020-08-12T07:01:55.708Z", "symbol": "ETHUSD", "side": "Buy", "size": 312, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f25a607-4869-6411-d5a0-55667a9dacd2", "grossValue": 11707800, "homeNotional": 3.5370139439972794, "foreignNotional": 1327.264482484979}]}
2020-08-12 10:01:55 DEBUG: message ignored
2020-08-12 10:01:55 DEBUG: check clearing time needed clearing_process_timer=3595.901076
2020-08-12 10:01:55 DEBUG: check init order needed init_order_process_timer=95.901357
2020-08-12 10:01:56 DEBUG: check clearing time needed clearing_process_timer=3596.902541
2020-08-12 10:01:56 DEBUG: check init order needed init_order_process_timer=96.902823
2020-08-12 10:01:57 DEBUG: check clearing time needed clearing_process_timer=3597.904006
2020-08-12 10:01:57 DEBUG: check init order needed init_order_process_timer=97.904356
2020-08-12 10:01:58 DEBUG: check clearing time needed clearing_process_timer=3598.905087
2020-08-12 10:01:58 DEBUG: check init order needed init_order_process_timer=98.905357
2020-08-12 10:01:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:01:59.661Z", "symbol": "ETHUSD", "side": "Buy", "size": 188, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f615dec-352f-706d-6059-4568f73a09d2", "grossValue": 7054700, "homeNotional": 2.1312776329214373, "foreignNotional": 799.7619317537694}, {"timestamp": "2020-08-12T07:01:59.661Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc0f8270-f262-cdbb-f21b-8c96cd025ce9", "grossValue": 262675, "homeNotional": 0.07935608207686204, "foreignNotional": 29.778369799342478}, {"timestamp": "2020-08-12T07:01:59.661Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bdf5a8cb-d479-8b8b-be4d-e5ded660a48a", "grossValue": 938125, "homeNotional": 0.28341457884593585, "foreignNotional": 106.35132071193742}]}
2020-08-12 10:01:59 DEBUG: message ignored
2020-08-12 10:01:59 DEBUG: check clearing time needed clearing_process_timer=3599.90652
2020-08-12 10:01:59 DEBUG: check init order needed init_order_process_timer=99.90681
2020-08-12 10:02:00 DEBUG: check clearing time needed clearing_process_timer=3600.907995
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 INFO: clearing start
2020-08-12 10:02:00 DEBUG: Order_getOrders({'filter': '{"open": true}'})
2020-08-12 10:02:00 DEBUG: https://www.bitmex.com:443 "GET /api/v1/order?filter=%7B%22open%22%3A+true%7D HTTP/1.1" 200 None
2020-08-12 10:02:00 INFO: clearing end
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 INFO: 
2020-08-12 10:02:00 DEBUG: check init order needed init_order_process_timer=100.954364
2020-08-12 10:02:01 DEBUG: check clearing time needed clearing_process_timer=1.955975
2020-08-12 10:02:01 DEBUG: check init order needed init_order_process_timer=101.956628
2020-08-12 10:02:02 DEBUG: check clearing time needed clearing_process_timer=2.958246
2020-08-12 10:02:02 DEBUG: check init order needed init_order_process_timer=102.958908
2020-08-12 10:02:03 DEBUG: check clearing time needed clearing_process_timer=3.960526
2020-08-12 10:02:03 DEBUG: check init order needed init_order_process_timer=103.961192
2020-08-12 10:02:04 DEBUG: check clearing time needed clearing_process_timer=4.962858
2020-08-12 10:02:04 DEBUG: check init order needed init_order_process_timer=104.963522
2020-08-12 10:02:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:05.861Z", "symbol": "ETHUSD", "side": "Buy", "size": 70, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "93a93796-ac45-2cff-53fc-c8bd129ff9e6", "grossValue": 2627100, "homeNotional": 0.7938308006350646, "foreignNotional": 297.92469947833973}]}
2020-08-12 10:02:05 DEBUG: message ignored
2020-08-12 10:02:05 DEBUG: check clearing time needed clearing_process_timer=5.965006
2020-08-12 10:02:05 DEBUG: check init order needed init_order_process_timer=105.965694
2020-08-12 10:02:06 DEBUG: check clearing time needed clearing_process_timer=6.967211
2020-08-12 10:02:06 DEBUG: check init order needed init_order_process_timer=106.967745
2020-08-12 10:02:07 DEBUG: check clearing time needed clearing_process_timer=7.969362
2020-08-12 10:02:07 DEBUG: check init order needed init_order_process_timer=107.969972
2020-08-12 10:02:08 DEBUG: check clearing time needed clearing_process_timer=8.971615
2020-08-12 10:02:08 DEBUG: check init order needed init_order_process_timer=108.972208
2020-08-12 10:02:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:09.604Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd29bfa5-e130-0fc9-cbd7-a644dcfe81f9", "grossValue": 18765000, "homeNotional": 5.670220004536176, "foreignNotional": 2128.033567702427}]}
2020-08-12 10:02:09 DEBUG: message ignored
2020-08-12 10:02:09 DEBUG: check clearing time needed clearing_process_timer=9.97312
2020-08-12 10:02:09 DEBUG: check init order needed init_order_process_timer=109.973967
2020-08-12 10:02:10 DEBUG: check clearing time needed clearing_process_timer=10.975521
2020-08-12 10:02:10 DEBUG: check init order needed init_order_process_timer=110.975862
2020-08-12 10:02:11 DEBUG: check clearing time needed clearing_process_timer=11.977332
2020-08-12 10:02:11 DEBUG: check init order needed init_order_process_timer=111.977598
2020-08-12 10:02:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:12.052Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "1251c1bf-2f5c-ec68-f4be-f734917d7fe4", "grossValue": 4690625, "homeNotional": 1.417555001134044, "foreignNotional": 531.9375141755501}]}
2020-08-12 10:02:12 DEBUG: message ignored
2020-08-12 10:02:12 DEBUG: check clearing time needed clearing_process_timer=12.97878
2020-08-12 10:02:12 DEBUG: check init order needed init_order_process_timer=112.979102
2020-08-12 10:02:13 DEBUG: check clearing time needed clearing_process_timer=13.980614
2020-08-12 10:02:13 DEBUG: check init order needed init_order_process_timer=113.98139
2020-08-12 10:02:14 DEBUG: check clearing time needed clearing_process_timer=14.982821
2020-08-12 10:02:14 DEBUG: check init order needed init_order_process_timer=114.983147
2020-08-12 10:02:15 DEBUG: check clearing time needed clearing_process_timer=15.984632
2020-08-12 10:02:15 DEBUG: check init order needed init_order_process_timer=115.984894
2020-08-12 10:02:16 DEBUG: check clearing time needed clearing_process_timer=16.9863
2020-08-12 10:02:16 DEBUG: check init order needed init_order_process_timer=116.986558
2020-08-12 10:02:17 DEBUG: check clearing time needed clearing_process_timer=17.987939
2020-08-12 10:02:17 DEBUG: check init order needed init_order_process_timer=117.988206
2020-08-12 10:02:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:18.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 430, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "206dfdff-a517-4665-899f-1d7a4e57069f", "grossValue": 16137900, "homeNotional": 4.876389203901112, "foreignNotional": 1830.108868224087}, {"timestamp": "2020-08-12T07:02:18.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "31c858de-4a0d-cc0b-1c9a-191466d4e954", "grossValue": 15012000, "homeNotional": 4.536176003628941, "foreignNotional": 1702.4268541619415}, {"timestamp": "2020-08-12T07:02:18.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "336ee7ee-469c-a41c-2418-08862c8e7089", "grossValue": 2101680, "homeNotional": 0.6350646405080517, "foreignNotional": 238.3397595826718}, {"timestamp": "2020-08-12T07:02:18.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "617c8baa-5c8b-8a70-e9d6-ce281605fadb", "grossValue": 3753000, "homeNotional": 1.1340440009072352, "foreignNotional": 425.6067135404854}, {"timestamp": "2020-08-12T07:02:18.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e7d58ef0-9503-5406-5017-2760fc299163", "grossValue": 187650, "homeNotional": 0.05670220004536176, "foreignNotional": 21.28033567702427}, {"timestamp": "2020-08-12T07:02:18.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "270db69c-b8d1-d0de-1cdd-b6bb59fa56db", "grossValue": 112590, "homeNotional": 0.034021320027217056, "foreignNotional": 12.768201406214562}, {"timestamp": "2020-08-12T07:02:18.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 472, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ace29c0-e28b-8b5c-5abb-69918b4e45e8", "grossValue": 17714160, "homeNotional": 5.3526876842821505, "foreignNotional": 2008.863687911091}]}
2020-08-12 10:02:18 DEBUG: message ignored
2020-08-12 10:02:18 DEBUG: check clearing time needed clearing_process_timer=18.989403
2020-08-12 10:02:18 DEBUG: check init order needed init_order_process_timer=118.989681
2020-08-12 10:02:19 DEBUG: check clearing time needed clearing_process_timer=19.991075
2020-08-12 10:02:19 DEBUG: check init order needed init_order_process_timer=119.991359
2020-08-12 10:02:20 DEBUG: check clearing time needed clearing_process_timer=20.992783
2020-08-12 10:02:20 DEBUG: check init order needed init_order_process_timer=120.993101
2020-08-12 10:02:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:21.224Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "fe3cf315-c9bf-de0d-90f5-709cac51c231", "grossValue": 1313375, "homeNotional": 0.3969154003175323, "foreignNotional": 148.942503969154}]}
2020-08-12 10:02:21 DEBUG: message ignored
2020-08-12 10:02:21 DEBUG: check clearing time needed clearing_process_timer=21.994325
2020-08-12 10:02:21 DEBUG: check init order needed init_order_process_timer=121.994592
2020-08-12 10:02:22 DEBUG: check clearing time needed clearing_process_timer=22.995795
2020-08-12 10:02:22 DEBUG: check init order needed init_order_process_timer=122.996105
2020-08-12 10:02:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:23.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 528, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "12189d11-43b5-5c99-8cfd-abb088b5a5fc", "grossValue": 19815840, "homeNotional": 5.987752324790202, "foreignNotional": 2247.2034474937627}, {"timestamp": "2020-08-12T07:02:23.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "233055d3-ccce-610c-f874-001b4c96fc19", "grossValue": 37530000, "homeNotional": 11.340440009072353, "foreignNotional": 4256.067135404854}, {"timestamp": "2020-08-12T07:02:23.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 156, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e0df9777-475f-970b-ad6d-65f43baef613", "grossValue": 5854680, "homeNotional": 1.769108641415287, "foreignNotional": 663.9464731231571}, {"timestamp": "2020-08-12T07:02:23.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "8fb2c319-8a16-3e4c-2bf8-f633a055e8da", "grossValue": 1126050, "homeNotional": 0.34021320027217056, "foreignNotional": 127.69902472215922}, {"timestamp": "2020-08-12T07:02:23.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 286, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "29c67766-543a-4b72-ad68-904a151489d5", "grossValue": 10735010, "homeNotional": 3.2433658425946925, "foreignNotional": 1217.397369017918}]}
2020-08-12 10:02:23 DEBUG: message ignored
2020-08-12 10:02:23 DEBUG: check clearing time needed clearing_process_timer=23.997316
2020-08-12 10:02:23 DEBUG: check init order needed init_order_process_timer=123.997669
2020-08-12 10:02:24 DEBUG: check clearing time needed clearing_process_timer=24.99895
2020-08-12 10:02:24 DEBUG: check init order needed init_order_process_timer=124.999218
2020-08-12 10:02:26 DEBUG: check clearing time needed clearing_process_timer=26.00043
2020-08-12 10:02:26 DEBUG: check init order needed init_order_process_timer=126.00078
2020-08-12 10:02:27 DEBUG: check clearing time needed clearing_process_timer=27.002058
2020-08-12 10:02:27 DEBUG: check init order needed init_order_process_timer=127.002364
2020-08-12 10:02:28 DEBUG: check clearing time needed clearing_process_timer=28.003552
2020-08-12 10:02:28 DEBUG: check init order needed init_order_process_timer=128.003808
2020-08-12 10:02:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:28.235Z", "symbol": "ETHUSD", "side": "Sell", "size": 140, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "e81a0af1-8ff8-33a0-13ce-e3ec34dc7933", "grossValue": 5254200, "homeNotional": 1.5876616012701292, "foreignNotional": 595.8493989566795}]}
2020-08-12 10:02:28 DEBUG: message ignored
2020-08-12 10:02:29 DEBUG: check clearing time needed clearing_process_timer=29.004994
2020-08-12 10:02:29 DEBUG: check init order needed init_order_process_timer=129.005334
2020-08-12 10:02:30 DEBUG: check clearing time needed clearing_process_timer=30.006547
2020-08-12 10:02:30 DEBUG: check init order needed init_order_process_timer=130.006799
2020-08-12 10:02:31 DEBUG: check clearing time needed clearing_process_timer=31.007971
2020-08-12 10:02:31 DEBUG: check init order needed init_order_process_timer=131.008236
2020-08-12 10:02:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:31.137Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "a18d1cb3-6573-3d99-76d4-0e8f91c82fe3", "grossValue": 60048000, "homeNotional": 18.146761937166836, "foreignNotional": 6810.479755018714}, {"timestamp": "2020-08-12T07:02:31.137Z", "symbol": "ETHUSD", "side": "Sell", "size": 206, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa8df9ee-36f8-4894-c87b-56d8aca2eb6e", "grossValue": 7731180, "homeNotional": 2.3363955994102303, "foreignNotional": 876.8492684586594}, {"timestamp": "2020-08-12T07:02:31.137Z", "symbol": "ETHUSD", "side": "Sell", "size": 188, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "bfff6c28-5d52-de92-4e71-db33ffd2acc7", "grossValue": 7055640, "homeNotional": 2.1322445276171034, "foreignNotional": 800.2313712146989}, {"timestamp": "2020-08-12T07:02:31.137Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "cec8ccc2-534e-4e16-1763-e173b356de23", "grossValue": 375300, "homeNotional": 0.11341726210729274, "foreignNotional": 42.56549846886696}, {"timestamp": "2020-08-12T07:02:31.137Z", "symbol": "ETHUSD", "side": "Sell", "size": 2996, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "27256cd7-005e-872f-346a-e4e711825377", "grossValue": 112439880, "homeNotional": 33.9798117273449, "foreignNotional": 12752.623341272541}]}
2020-08-12 10:02:31 DEBUG: message ignored
2020-08-12 10:02:32 DEBUG: check clearing time needed clearing_process_timer=32.009429
2020-08-12 10:02:32 DEBUG: check init order needed init_order_process_timer=132.00971
2020-08-12 10:02:33 DEBUG: check clearing time needed clearing_process_timer=33.010902
2020-08-12 10:02:33 DEBUG: check init order needed init_order_process_timer=133.011166
2020-08-12 10:02:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:33.824Z", "symbol": "ETHUSD", "side": "Sell", "size": 900, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "c3bd768b-fda2-9eb3-2e51-79da241ff310", "grossValue": 33777000, "homeNotional": 10.207553589656346, "foreignNotional": 3830.8948621980267}]}
2020-08-12 10:02:33 DEBUG: message ignored
2020-08-12 10:02:34 DEBUG: check clearing time needed clearing_process_timer=34.012348
2020-08-12 10:02:34 DEBUG: check init order needed init_order_process_timer=134.012626
2020-08-12 10:02:35 DEBUG: check clearing time needed clearing_process_timer=35.013808
2020-08-12 10:02:35 DEBUG: check init order needed init_order_process_timer=135.014088
2020-08-12 10:02:36 DEBUG: check clearing time needed clearing_process_timer=36.015334
2020-08-12 10:02:36 DEBUG: check init order needed init_order_process_timer=136.015592
2020-08-12 10:02:37 DEBUG: check clearing time needed clearing_process_timer=37.016773
2020-08-12 10:02:37 DEBUG: check init order needed init_order_process_timer=137.017069
2020-08-12 10:02:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:37.760Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "a985755f-1e3f-c26e-1612-6bc336bc5d95", "grossValue": 1876500, "homeNotional": 0.5670863105364636, "foreignNotional": 212.82749234433481}]}
2020-08-12 10:02:37 DEBUG: message ignored
2020-08-12 10:02:38 DEBUG: check clearing time needed clearing_process_timer=38.018416
2020-08-12 10:02:38 DEBUG: check init order needed init_order_process_timer=138.018673
2020-08-12 10:02:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:38.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "fda31c98-619d-8051-5ae1-4ec35933f728", "grossValue": 375300, "homeNotional": 0.11341726210729274, "foreignNotional": 42.56549846886696}]}
2020-08-12 10:02:38 DEBUG: message ignored
2020-08-12 10:02:39 DEBUG: check clearing time needed clearing_process_timer=39.019847
2020-08-12 10:02:39 DEBUG: check init order needed init_order_process_timer=139.020097
2020-08-12 10:02:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:39.611Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0c6a8ec-6f25-d3f1-4b43-0a65b8938499", "grossValue": 1876500, "homeNotional": 0.5670863105364636, "foreignNotional": 212.82749234433481}]}
2020-08-12 10:02:39 DEBUG: message ignored
2020-08-12 10:02:40 DEBUG: check clearing time needed clearing_process_timer=40.021265
2020-08-12 10:02:40 DEBUG: check init order needed init_order_process_timer=140.021511
2020-08-12 10:02:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:40.137Z", "symbol": "ETHUSD", "side": "Sell", "size": 8994, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "583f8cf0-07e3-80b0-95ed-31ecea3aa9d3", "grossValue": 337544820, "homeNotional": 102.00748553929908, "foreignNotional": 38283.409322898944}, {"timestamp": "2020-08-12T07:02:40.137Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "61a68d65-7e94-3b6e-1209-7c9f69ea0a68", "grossValue": 6605280, "homeNotional": 1.996143813088352, "foreignNotional": 749.1527730520585}]}
2020-08-12 10:02:40 DEBUG: message ignored
2020-08-12 10:02:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:40.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "de655be7-8dbf-e885-0a86-aaeebcd343cf", "grossValue": 3752500, "homeNotional": 1.1341726210729273, "foreignNotional": 425.598276057616}]}
2020-08-12 10:02:40 DEBUG: message ignored
2020-08-12 10:02:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:40.706Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "73c4e59a-330e-bfd1-e597-b7ce7619602f", "grossValue": 2851900, "homeNotional": 0.8619711920154247, "foreignNotional": 323.45468980378814}]}
2020-08-12 10:02:40 DEBUG: message ignored
2020-08-12 10:02:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:40.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "2d7f66e6-f93a-b7f2-bea6-06ff921f6082", "grossValue": 37520, "homeNotional": 0.011341726210729272, "foreignNotional": 4.255415674265623}, {"timestamp": "2020-08-12T07:02:40.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "6cf73c09-6be2-28d3-6447-9d2070e58227", "grossValue": 6603520, "homeNotional": 1.996143813088352, "foreignNotional": 748.9531586707496}, {"timestamp": "2020-08-12T07:02:40.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b66b866-74b1-c1b7-6e48-1a281de7527a", "grossValue": 1088080, "homeNotional": 0.3289100601111489, "foreignNotional": 123.40705455370308}, {"timestamp": "2020-08-12T07:02:40.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "f43a4162-ba63-a921-5116-be15b43aebdd", "grossValue": 6602640, "homeNotional": 1.996143813088352, "foreignNotional": 748.8533514800953}, {"timestamp": "2020-08-12T07:02:40.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 3618, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "6196a641-6f94-45ca-fde5-55ebd435f6c7", "grossValue": 135729270, "homeNotional": 41.03436543041851, "foreignNotional": 15394.042191221504}]}
2020-08-12 10:02:40 DEBUG: message ignored
2020-08-12 10:02:41 DEBUG: check clearing time needed clearing_process_timer=41.022684
2020-08-12 10:02:41 DEBUG: check init order needed init_order_process_timer=141.022922
2020-08-12 10:02:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:41.382Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "538b9ad0-916d-e447-9409-303258943ebe", "grossValue": 75020000, "homeNotional": 22.683452421458547, "foreignNotional": 8508.5630032891}]}
2020-08-12 10:02:41 DEBUG: message ignored
2020-08-12 10:02:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:41.387Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "44248216-0904-33e3-c6c2-9decfb028edc", "grossValue": 3751000, "homeNotional": 1.1341726210729273, "foreignNotional": 425.428150164455}]}
2020-08-12 10:02:41 DEBUG: message ignored
2020-08-12 10:02:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:41.458Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "245f12e4-27d1-f929-5120-c9c7c2781e19", "grossValue": 900240, "homeNotional": 0.27220142905750255, "foreignNotional": 102.10275603946921}]}
2020-08-12 10:02:41 DEBUG: message ignored
2020-08-12 10:02:42 DEBUG: check clearing time needed clearing_process_timer=42.024088
2020-08-12 10:02:42 DEBUG: check init order needed init_order_process_timer=142.024335
2020-08-12 10:02:43 DEBUG: check clearing time needed clearing_process_timer=43.025505
2020-08-12 10:02:43 DEBUG: check init order needed init_order_process_timer=143.025788
2020-08-12 10:02:44 DEBUG: check clearing time needed clearing_process_timer=44.027022
2020-08-12 10:02:44 DEBUG: check init order needed init_order_process_timer=144.027285
2020-08-12 10:02:45 DEBUG: check clearing time needed clearing_process_timer=45.028462
2020-08-12 10:02:45 DEBUG: check init order needed init_order_process_timer=145.028756
2020-08-12 10:02:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:45.523Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "a68fe116-1c7d-e6fd-34e8-3d909cea3e08", "grossValue": 1087645, "homeNotional": 0.3289100601111489, "foreignNotional": 123.35771804468641}, {"timestamp": "2020-08-12T07:02:45.523Z", "symbol": "ETHUSD", "side": "Sell", "size": 74, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8638cc92-508e-52fa-8668-701ef6742509", "grossValue": 2775370, "homeNotional": 0.8392877395939662, "foreignNotional": 314.774866734717}]}
2020-08-12 10:02:45 DEBUG: message ignored
2020-08-12 10:02:46 DEBUG: check clearing time needed clearing_process_timer=46.029949
2020-08-12 10:02:46 DEBUG: check init order needed init_order_process_timer=146.03023
2020-08-12 10:02:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:46.032Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d509bf3-6433-009c-647d-6b855d95e340", "grossValue": 562575, "homeNotional": 0.1701258931609391, "foreignNotional": 63.805716230010205}]}
2020-08-12 10:02:46 DEBUG: message ignored
2020-08-12 10:02:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:46.870Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "e74d6695-3eb9-2318-c5ec-a2ea700e0f6a", "grossValue": 1162500, "homeNotional": 0.35159351253260746, "foreignNotional": 131.8475671997278}, {"timestamp": "2020-08-12T07:02:46.870Z", "symbol": "ETHUSD", "side": "Sell", "size": 19, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "08648274-7776-2625-a9aa-4fde59ab5bb3", "grossValue": 712500, "homeNotional": 0.21549279800385618, "foreignNotional": 80.80979925144607}]}
2020-08-12 10:02:46 DEBUG: message ignored
2020-08-12 10:02:47 DEBUG: check clearing time needed clearing_process_timer=47.031402
2020-08-12 10:02:47 DEBUG: check init order needed init_order_process_timer=147.031704
2020-08-12 10:02:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:47.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 231, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "bd274d71-9154-bf03-3a1e-41395a65c60d", "grossValue": 8662500, "homeNotional": 2.6199387546784623, "foreignNotional": 982.4770330044232}, {"timestamp": "2020-08-12T07:02:47.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d508226-e60b-17f3-f7b1-27ba742a1fd3", "grossValue": 750000, "homeNotional": 0.22683452421458547, "foreignNotional": 85.06294658046954}, {"timestamp": "2020-08-12T07:02:47.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "212db970-f92b-f9c2-35e0-b747a39a0bc8", "grossValue": 75000, "homeNotional": 0.022683452421458545, "foreignNotional": 8.506294658046954}]}
2020-08-12 10:02:47 DEBUG: message ignored
2020-08-12 10:02:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:47.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "91206c51-45db-0a28-816c-083a896ade63", "grossValue": 1087210, "homeNotional": 0.3289100601111489, "foreignNotional": 123.30838153566972}, {"timestamp": "2020-08-12T07:02:47.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 2471, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ddecaf6-529c-2f11-c482-7e072fa060fc", "grossValue": 92637790, "homeNotional": 28.025405466712034, "foreignNotional": 10506.724509470341}]}
2020-08-12 10:02:47 DEBUG: message ignored
2020-08-12 10:02:48 DEBUG: check clearing time needed clearing_process_timer=48.032905
2020-08-12 10:02:48 DEBUG: check init order needed init_order_process_timer=148.033216
2020-08-12 10:02:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:48.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 104, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "91dcd107-45c1-8223-2480-bbb45518ba64", "grossValue": 3898960, "homeNotional": 1.1795395259158443, "foreignNotional": 442.20936826585006}]}
2020-08-12 10:02:48 DEBUG: message ignored
2020-08-12 10:02:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:48.380Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "508a1e79-183b-2ecf-7d2d-301e4b758fd6", "grossValue": 93725000, "homeNotional": 28.354315526823182, "foreignNotional": 10630.03289100601}]}
2020-08-12 10:02:48 DEBUG: message ignored
2020-08-12 10:02:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:48.945Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "91d831db-c661-887b-5bed-6da64a2964d8", "grossValue": 3749000, "homeNotional": 1.1341726210729273, "foreignNotional": 425.20131564024047}]}
2020-08-12 10:02:48 DEBUG: message ignored
2020-08-12 10:02:49 DEBUG: check clearing time needed clearing_process_timer=49.034398
2020-08-12 10:02:49 DEBUG: check init order needed init_order_process_timer=149.034669
2020-08-12 10:02:50 DEBUG: check clearing time needed clearing_process_timer=50.035882
2020-08-12 10:02:50 DEBUG: check init order needed init_order_process_timer=150.036182
2020-08-12 10:02:51 DEBUG: check clearing time needed clearing_process_timer=51.037401
2020-08-12 10:02:51 DEBUG: check init order needed init_order_process_timer=151.037671
2020-08-12 10:02:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:51.666Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "12c38797-ea21-9a4f-b4ca-a49b90992b43", "grossValue": 93725000, "homeNotional": 28.354315526823182, "foreignNotional": 10630.03289100601}]}
2020-08-12 10:02:51 DEBUG: message ignored
2020-08-12 10:02:52 DEBUG: check clearing time needed clearing_process_timer=52.038836
2020-08-12 10:02:52 DEBUG: check init order needed init_order_process_timer=152.039219
2020-08-12 10:02:53 DEBUG: check clearing time needed clearing_process_timer=53.040425
2020-08-12 10:02:53 DEBUG: check init order needed init_order_process_timer=153.040761
2020-08-12 10:02:54 DEBUG: check clearing time needed clearing_process_timer=54.042035
2020-08-12 10:02:54 DEBUG: check init order needed init_order_process_timer=154.042384
2020-08-12 10:02:55 DEBUG: check clearing time needed clearing_process_timer=55.043617
2020-08-12 10:02:55 DEBUG: check init order needed init_order_process_timer=155.04389
2020-08-12 10:02:56 DEBUG: check clearing time needed clearing_process_timer=56.045123
2020-08-12 10:02:56 DEBUG: check init order needed init_order_process_timer=156.045394
2020-08-12 10:02:57 DEBUG: check clearing time needed clearing_process_timer=57.046615
2020-08-12 10:02:57 DEBUG: check init order needed init_order_process_timer=157.04692
2020-08-12 10:02:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:02:57.234Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "51efe18a-382d-5fa0-3bb3-4e85db3075e7", "grossValue": 749900, "homeNotional": 0.22683452421458547, "foreignNotional": 85.05160485425881}]}
2020-08-12 10:02:57 DEBUG: message ignored
2020-08-12 10:02:58 DEBUG: check clearing time needed clearing_process_timer=58.048155
2020-08-12 10:02:58 DEBUG: check init order needed init_order_process_timer=158.048455
2020-08-12 10:02:59 DEBUG: check clearing time needed clearing_process_timer=59.049679
2020-08-12 10:02:59 DEBUG: check init order needed init_order_process_timer=159.049958
2020-08-12 10:03:00 DEBUG: check clearing time needed clearing_process_timer=60.051182
2020-08-12 10:03:00 DEBUG: check init order needed init_order_process_timer=160.051445
2020-08-12 10:03:01 DEBUG: check clearing time needed clearing_process_timer=61.052655
2020-08-12 10:03:01 DEBUG: check init order needed init_order_process_timer=161.052913
2020-08-12 10:03:02 DEBUG: check clearing time needed clearing_process_timer=62.054125
2020-08-12 10:03:02 DEBUG: check init order needed init_order_process_timer=162.054472
2020-08-12 10:03:03 DEBUG: check clearing time needed clearing_process_timer=63.055742
2020-08-12 10:03:03 DEBUG: check init order needed init_order_process_timer=163.056022
2020-08-12 10:03:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:03:03.903Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "4e691693-d75a-cfd1-1c4a-dfd0b3e9d191", "grossValue": 1462305, "homeNotional": 0.4421768707482993, "foreignNotional": 165.79421768707482}, {"timestamp": "2020-08-12T07:03:03.903Z", "symbol": "ETHUSD", "side": "Buy", "size": 4267, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "4a0e8cd4-50f3-ad3f-ecec-dbe593d4be9a", "grossValue": 159991165, "homeNotional": 48.378684807256235, "foreignNotional": 18139.587868480725}]}
2020-08-12 10:03:03 DEBUG: message ignored
2020-08-12 10:03:04 DEBUG: check clearing time needed clearing_process_timer=64.057341
2020-08-12 10:03:04 DEBUG: check init order needed init_order_process_timer=164.057686
2020-08-12 10:03:05 DEBUG: check clearing time needed clearing_process_timer=65.058908
2020-08-12 10:03:05 DEBUG: check init order needed init_order_process_timer=165.059191
2020-08-12 10:03:06 DEBUG: check clearing time needed clearing_process_timer=66.060415
2020-08-12 10:03:06 DEBUG: check init order needed init_order_process_timer=166.060691
2020-08-12 10:03:07 DEBUG: check clearing time needed clearing_process_timer=67.06189
2020-08-12 10:03:07 DEBUG: check init order needed init_order_process_timer=167.062233
2020-08-12 10:03:08 DEBUG: check clearing time needed clearing_process_timer=68.06351
2020-08-12 10:03:08 DEBUG: check init order needed init_order_process_timer=168.063807
2020-08-12 10:03:09 DEBUG: check clearing time needed clearing_process_timer=69.065073
2020-08-12 10:03:09 DEBUG: check init order needed init_order_process_timer=169.065372
2020-08-12 10:03:10 DEBUG: check clearing time needed clearing_process_timer=70.06657
2020-08-12 10:03:10 DEBUG: check init order needed init_order_process_timer=170.066843
2020-08-12 10:03:11 DEBUG: check clearing time needed clearing_process_timer=71.068053
2020-08-12 10:03:11 DEBUG: check init order needed init_order_process_timer=171.068393
2020-08-12 10:03:12 DEBUG: check clearing time needed clearing_process_timer=72.069071
2020-08-12 10:03:12 DEBUG: check init order needed init_order_process_timer=172.069341
2020-08-12 10:03:13 DEBUG: check clearing time needed clearing_process_timer=73.07053
2020-08-12 10:03:13 DEBUG: check init order needed init_order_process_timer=173.070813
2020-08-12 10:03:14 DEBUG: check clearing time needed clearing_process_timer=74.072006
2020-08-12 10:03:14 DEBUG: check init order needed init_order_process_timer=174.072267
2020-08-12 10:03:15 DEBUG: check clearing time needed clearing_process_timer=75.073492
2020-08-12 10:03:15 DEBUG: check init order needed init_order_process_timer=175.073862
2020-08-12 10:03:16 DEBUG: check clearing time needed clearing_process_timer=76.075183
2020-08-12 10:03:16 DEBUG: check init order needed init_order_process_timer=176.075498
2020-08-12 10:03:17 DEBUG: check clearing time needed clearing_process_timer=77.076725
2020-08-12 10:03:17 DEBUG: check init order needed init_order_process_timer=177.077063
2020-08-12 10:03:18 DEBUG: check clearing time needed clearing_process_timer=78.07827
2020-08-12 10:03:18 DEBUG: check init order needed init_order_process_timer=178.078531
2020-08-12 10:03:19 DEBUG: check clearing time needed clearing_process_timer=79.079894
2020-08-12 10:03:19 DEBUG: check init order needed init_order_process_timer=179.080215
2020-08-12 10:03:20 DEBUG: check clearing time needed clearing_process_timer=80.081446
2020-08-12 10:03:20 DEBUG: check init order needed init_order_process_timer=180.081785
2020-08-12 10:03:21 DEBUG: check clearing time needed clearing_process_timer=81.083021
2020-08-12 10:03:21 DEBUG: check init order needed init_order_process_timer=181.083305
2020-08-12 10:03:22 DEBUG: check clearing time needed clearing_process_timer=82.084072
2020-08-12 10:03:22 DEBUG: check init order needed init_order_process_timer=182.08438
2020-08-12 10:03:23 DEBUG: check clearing time needed clearing_process_timer=83.085605
2020-08-12 10:03:23 DEBUG: check init order needed init_order_process_timer=183.085948
2020-08-12 10:03:24 DEBUG: check clearing time needed clearing_process_timer=84.087284
2020-08-12 10:03:24 DEBUG: check init order needed init_order_process_timer=184.087598
2020-08-12 10:03:25 DEBUG: check clearing time needed clearing_process_timer=85.088809
2020-08-12 10:03:25 DEBUG: check init order needed init_order_process_timer=185.089125
2020-08-12 10:03:26 DEBUG: check clearing time needed clearing_process_timer=86.090335
2020-08-12 10:03:26 DEBUG: check init order needed init_order_process_timer=186.090651
2020-08-12 10:03:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:03:26.211Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "919902be-50e2-6677-2dc3-05c4388a6779", "grossValue": 6599120, "homeNotional": 1.9954648526077097, "foreignNotional": 748.1995464852607}, {"timestamp": "2020-08-12T07:03:26.211Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "1bb7d229-66c0-9e8b-2a36-653bf89d2f7b", "grossValue": 74990, "homeNotional": 0.022675736961451247, "foreignNotional": 8.502267573696145}]}
2020-08-12 10:03:26 DEBUG: message ignored
2020-08-12 10:03:27 DEBUG: check clearing time needed clearing_process_timer=87.091882
2020-08-12 10:03:27 DEBUG: check init order needed init_order_process_timer=187.092253
2020-08-12 10:03:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:03:27.215Z", "symbol": "ETHUSD", "side": "Sell", "size": 12325, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "f8814991-4fa6-e7a7-62b6-b31f4df8220f", "grossValue": 462064250, "homeNotional": 139.7392290249433, "foreignNotional": 52388.23696145125}, {"timestamp": "2020-08-12T07:03:27.215Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "27d8d466-627a-7d75-fe45-46bafd74fc08", "grossValue": 187450, "homeNotional": 0.05668934240362812, "foreignNotional": 21.25283446712018}, {"timestamp": "2020-08-12T07:03:27.215Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "49d070d8-f12c-01cb-852a-804de8b3043c", "grossValue": 6598240, "homeNotional": 1.9954648526077097, "foreignNotional": 748.0997732426304}, {"timestamp": "2020-08-12T07:03:27.215Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "2db45c09-79cd-97b8-4c7d-36ab2f284601", "grossValue": 3749000, "homeNotional": 1.1337868480725624, "foreignNotional": 425.0566893424036}]}
2020-08-12 10:03:27 DEBUG: message ignored
2020-08-12 10:03:28 DEBUG: check clearing time needed clearing_process_timer=88.093535
2020-08-12 10:03:28 DEBUG: check init order needed init_order_process_timer=188.093884
2020-08-12 10:03:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:03:28.802Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "f0f0aeee-5216-a5c6-cda7-50d03184dee0", "grossValue": 374850, "homeNotional": 0.11337868480725624, "foreignNotional": 42.5}, {"timestamp": "2020-08-12T07:03:28.802Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "66e39090-2e18-e9c9-d560-1d323487cb4f", "grossValue": 6597360, "homeNotional": 1.9954648526077097, "foreignNotional": 748}, {"timestamp": "2020-08-12T07:03:28.802Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "d8928806-a218-cb5a-f526-f270543179a6", "grossValue": 149920, "homeNotional": 0.045351473922902494, "foreignNotional": 16.997732426303855}, {"timestamp": "2020-08-12T07:03:28.802Z", "symbol": "ETHUSD", "side": "Sell", "size": 123, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "f36c5797-7c8b-9760-ac9c-4ee30f247a51", "grossValue": 4610040, "homeNotional": 1.3945578231292517, "foreignNotional": 522.6802721088435}]}
2020-08-12 10:03:28 DEBUG: message ignored
2020-08-12 10:03:29 DEBUG: check clearing time needed clearing_process_timer=89.095059
2020-08-12 10:03:29 DEBUG: check init order needed init_order_process_timer=189.095348
2020-08-12 10:03:30 DEBUG: check clearing time needed clearing_process_timer=90.096619
2020-08-12 10:03:30 DEBUG: check init order needed init_order_process_timer=190.096882
2020-08-12 10:03:31 DEBUG: check clearing time needed clearing_process_timer=91.098085
2020-08-12 10:03:31 DEBUG: check init order needed init_order_process_timer=191.098368
2020-08-12 10:03:32 DEBUG: check clearing time needed clearing_process_timer=92.099614
2020-08-12 10:03:32 DEBUG: check init order needed init_order_process_timer=192.099883
2020-08-12 10:03:33 DEBUG: check clearing time needed clearing_process_timer=93.101076
2020-08-12 10:03:33 DEBUG: check init order needed init_order_process_timer=193.101358
2020-08-12 10:03:34 DEBUG: check clearing time needed clearing_process_timer=94.102612
2020-08-12 10:03:34 DEBUG: check init order needed init_order_process_timer=194.103011
2020-08-12 10:03:35 DEBUG: check clearing time needed clearing_process_timer=95.104312
2020-08-12 10:03:35 DEBUG: check init order needed init_order_process_timer=195.104587
2020-08-12 10:03:36 DEBUG: check clearing time needed clearing_process_timer=96.105789
2020-08-12 10:03:36 DEBUG: check init order needed init_order_process_timer=196.106079
2020-08-12 10:03:37 DEBUG: check clearing time needed clearing_process_timer=97.10731
2020-08-12 10:03:37 DEBUG: check init order needed init_order_process_timer=197.107645
2020-08-12 10:03:38 DEBUG: check clearing time needed clearing_process_timer=98.108919
2020-08-12 10:03:38 DEBUG: check init order needed init_order_process_timer=198.109256
2020-08-12 10:03:39 DEBUG: check clearing time needed clearing_process_timer=99.110482
2020-08-12 10:03:39 DEBUG: check init order needed init_order_process_timer=199.110784
2020-08-12 10:03:40 DEBUG: check clearing time needed clearing_process_timer=100.111964
2020-08-12 10:03:40 DEBUG: check init order needed init_order_process_timer=200.112222
2020-08-12 10:03:41 DEBUG: check clearing time needed clearing_process_timer=101.113422
2020-08-12 10:03:41 DEBUG: check init order needed init_order_process_timer=201.113694
2020-08-12 10:03:42 DEBUG: check clearing time needed clearing_process_timer=102.114901
2020-08-12 10:03:42 DEBUG: check init order needed init_order_process_timer=202.115158
2020-08-12 10:03:43 DEBUG: check clearing time needed clearing_process_timer=103.116367
2020-08-12 10:03:43 DEBUG: check init order needed init_order_process_timer=203.116631
2020-08-12 10:03:44 DEBUG: check clearing time needed clearing_process_timer=104.117829
2020-08-12 10:03:44 DEBUG: check init order needed init_order_process_timer=204.118109
2020-08-12 10:03:45 DEBUG: check clearing time needed clearing_process_timer=105.119307
2020-08-12 10:03:45 DEBUG: check init order needed init_order_process_timer=205.11961
2020-08-12 10:03:46 DEBUG: check clearing time needed clearing_process_timer=106.120888
2020-08-12 10:03:46 DEBUG: check init order needed init_order_process_timer=206.121349
2020-08-12 10:03:47 DEBUG: check clearing time needed clearing_process_timer=107.122604
2020-08-12 10:03:47 DEBUG: check init order needed init_order_process_timer=207.122859
2020-08-12 10:03:48 DEBUG: check clearing time needed clearing_process_timer=108.124029
2020-08-12 10:03:48 DEBUG: check init order needed init_order_process_timer=208.124281
2020-08-12 10:03:49 DEBUG: check clearing time needed clearing_process_timer=109.125473
2020-08-12 10:03:49 DEBUG: check init order needed init_order_process_timer=209.125808
2020-08-12 10:03:50 DEBUG: check clearing time needed clearing_process_timer=110.127027
2020-08-12 10:03:50 DEBUG: check init order needed init_order_process_timer=210.127388
2020-08-12 10:03:51 DEBUG: check clearing time needed clearing_process_timer=111.128636
2020-08-12 10:03:51 DEBUG: check init order needed init_order_process_timer=211.12893
2020-08-12 10:03:52 DEBUG: check clearing time needed clearing_process_timer=112.130191
2020-08-12 10:03:52 DEBUG: check init order needed init_order_process_timer=212.13047
2020-08-12 10:03:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:03:52.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "eacfe627-c919-c4e5-eb3d-e59385a289fa", "grossValue": 1499200, "homeNotional": 0.45356616396416827, "foreignNotional": 169.99659825377026}]}
2020-08-12 10:03:52 DEBUG: message ignored
2020-08-12 10:03:53 DEBUG: check clearing time needed clearing_process_timer=113.131652
2020-08-12 10:03:53 DEBUG: check init order needed init_order_process_timer=213.131915
2020-08-12 10:03:54 DEBUG: check clearing time needed clearing_process_timer=114.13313
2020-08-12 10:03:54 DEBUG: check init order needed init_order_process_timer=214.133435
2020-08-12 10:03:55 DEBUG: check clearing time needed clearing_process_timer=115.13464
2020-08-12 10:03:55 DEBUG: check init order needed init_order_process_timer=215.134884
2020-08-12 10:03:56 DEBUG: check clearing time needed clearing_process_timer=116.136073
2020-08-12 10:03:56 DEBUG: check init order needed init_order_process_timer=216.136358
2020-08-12 10:03:57 DEBUG: check clearing time needed clearing_process_timer=117.137554
2020-08-12 10:03:57 DEBUG: check init order needed init_order_process_timer=217.137823
2020-08-12 10:03:58 DEBUG: check clearing time needed clearing_process_timer=118.139133
2020-08-12 10:03:58 DEBUG: check init order needed init_order_process_timer=218.139391
2020-08-12 10:03:59 DEBUG: check clearing time needed clearing_process_timer=119.140562
2020-08-12 10:03:59 DEBUG: check init order needed init_order_process_timer=219.1408
2020-08-12 10:04:00 DEBUG: check clearing time needed clearing_process_timer=120.141968
2020-08-12 10:04:00 DEBUG: check init order needed init_order_process_timer=220.142288
2020-08-12 10:04:01 DEBUG: check clearing time needed clearing_process_timer=121.14352
2020-08-12 10:04:01 DEBUG: check init order needed init_order_process_timer=221.143756
2020-08-12 10:04:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:01.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "d54cae3d-4281-4752-ba85-ead1a0c963e7", "grossValue": 1386760, "homeNotional": 0.419453576691985, "foreignNotional": 157.211200544156}, {"timestamp": "2020-08-12T07:04:01.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 1963, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "bae6040e-802d-2b82-5f77-8b9b2f547045", "grossValue": 73573240, "homeNotional": 22.253712730982883, "foreignNotional": 8340.691531572384}]}
2020-08-12 10:04:01 DEBUG: message ignored
2020-08-12 10:04:02 DEBUG: check clearing time needed clearing_process_timer=122.144947
2020-08-12 10:04:02 DEBUG: check init order needed init_order_process_timer=222.145384
2020-08-12 10:04:03 DEBUG: check clearing time needed clearing_process_timer=123.146575
2020-08-12 10:04:03 DEBUG: check init order needed init_order_process_timer=223.146852
2020-08-12 10:04:04 DEBUG: check clearing time needed clearing_process_timer=124.148009
2020-08-12 10:04:04 DEBUG: check init order needed init_order_process_timer=224.148263
2020-08-12 10:04:05 DEBUG: check clearing time needed clearing_process_timer=125.149094
2020-08-12 10:04:05 DEBUG: check init order needed init_order_process_timer=225.149447
2020-08-12 10:04:06 DEBUG: check clearing time needed clearing_process_timer=126.150707
2020-08-12 10:04:06 DEBUG: check init order needed init_order_process_timer=226.150975
2020-08-12 10:04:07 DEBUG: check clearing time needed clearing_process_timer=127.152169
2020-08-12 10:04:07 DEBUG: check init order needed init_order_process_timer=227.152493
2020-08-12 10:04:08 DEBUG: check clearing time needed clearing_process_timer=128.153102
2020-08-12 10:04:08 DEBUG: check init order needed init_order_process_timer=228.153379
2020-08-12 10:04:09 DEBUG: check clearing time needed clearing_process_timer=129.154581
2020-08-12 10:04:09 DEBUG: check init order needed init_order_process_timer=229.15484
2020-08-12 10:04:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:09.505Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8e89f81-f1d8-d116-4cf1-d834556b7739", "grossValue": 14992000, "homeNotional": 4.534633261534974, "foreignNotional": 1699.580546423308}]}
2020-08-12 10:04:09 DEBUG: message ignored
2020-08-12 10:04:10 DEBUG: check clearing time needed clearing_process_timer=130.156608
2020-08-12 10:04:10 DEBUG: check init order needed init_order_process_timer=230.15689
2020-08-12 10:04:11 DEBUG: check clearing time needed clearing_process_timer=131.158107
2020-08-12 10:04:11 DEBUG: check init order needed init_order_process_timer=231.158371
2020-08-12 10:04:12 DEBUG: check clearing time needed clearing_process_timer=132.159569
2020-08-12 10:04:12 DEBUG: check init order needed init_order_process_timer=232.159869
2020-08-12 10:04:13 DEBUG: check clearing time needed clearing_process_timer=133.161069
2020-08-12 10:04:13 DEBUG: check init order needed init_order_process_timer=233.161386
2020-08-12 10:04:14 DEBUG: check clearing time needed clearing_process_timer=134.162604
2020-08-12 10:04:14 DEBUG: check init order needed init_order_process_timer=234.162872
2020-08-12 10:04:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:14.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 24022, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "94d213bd-3956-4b50-a6c1-6b898eff2eba", "grossValue": 900344560, "homeNotional": 272.32740052148284, "foreignNotional": 102068.30971545176}, {"timestamp": "2020-08-12T07:04:14.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "8fe5628a-e01c-384b-0d85-08a8fe29b695", "grossValue": 6596480, "homeNotional": 1.9952386350753883, "foreignNotional": 747.8154404262556}, {"timestamp": "2020-08-12T07:04:14.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "ebb76f26-f8c6-fb87-0330-a10b9609bea1", "grossValue": 2811000, "homeNotional": 0.8502437365378075, "foreignNotional": 318.67135245437026}, {"timestamp": "2020-08-12T07:04:14.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "10107d3d-a267-82e3-09b3-01934685bf5b", "grossValue": 74960000, "homeNotional": 22.673166307674865, "foreignNotional": 8497.90273211654}, {"timestamp": "2020-08-12T07:04:14.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0cfb4464-5ae0-a593-13fd-3c978e85e51a", "grossValue": 1986440, "homeNotional": 0.600838907153384, "foreignNotional": 225.1944224010883}, {"timestamp": "2020-08-12T07:04:14.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 8500, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "e2d53d2d-4ec7-31ed-1ed7-9df21da43158", "grossValue": 318580000, "homeNotional": 96.36095680761818, "foreignNotional": 36116.086611495295}]}
2020-08-12 10:04:14 DEBUG: message ignored
2020-08-12 10:04:15 DEBUG: check clearing time needed clearing_process_timer=135.164073
2020-08-12 10:04:15 DEBUG: check init order needed init_order_process_timer=235.164383
2020-08-12 10:04:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:15.445Z", "symbol": "ETHUSD", "side": "Buy", "size": 3870, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0896bd2-4b42-f986-415f-d3e2859cae04", "grossValue": 145047600, "homeNotional": 43.87257680535087, "foreignNotional": 16443.441786645504}, {"timestamp": "2020-08-12T07:04:15.445Z", "symbol": "ETHUSD", "side": "Buy", "size": 593, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "b961524b-cd4a-4607-e788-3386bb0605bf", "grossValue": 22225640, "homeNotional": 6.722593810225598, "foreignNotional": 2519.6281600725542}, {"timestamp": "2020-08-12T07:04:15.445Z", "symbol": "ETHUSD", "side": "Buy", "size": 737, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a62c074-f960-814e-bd7e-c504b26316f1", "grossValue": 27622760, "homeNotional": 8.355061784378188, "foreignNotional": 3131.4771567849452}]}
2020-08-12 10:04:15 DEBUG: message ignored
2020-08-12 10:04:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:15.478Z", "symbol": "ETHUSD", "side": "Buy", "size": 3900, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "8aa320b4-f9fa-e8fe-bab0-c3720e5bc651", "grossValue": 146172000, "homeNotional": 44.21267429996599, "foreignNotional": 16570.910327627254}]}
2020-08-12 10:04:15 DEBUG: message ignored
2020-08-12 10:04:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:15.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "3484cc33-5ebd-eb73-af05-9bd8b3d4f648", "grossValue": 1086775, "homeNotional": 0.32876091146128555, "foreignNotional": 123.20315157011677}, {"timestamp": "2020-08-12T07:04:15.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "7f6b16c7-1b8c-2e31-f647-2c7c5be7cac9", "grossValue": 374750, "homeNotional": 0.11336583153837433, "foreignNotional": 42.483845369005785}, {"timestamp": "2020-08-12T07:04:15.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "3342e5a9-7be1-c1f0-9e2a-ffae4ec366be", "grossValue": 224850, "homeNotional": 0.0680194989230246, "foreignNotional": 25.49030722140347}, {"timestamp": "2020-08-12T07:04:15.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "14688dda-e433-3c5f-d6ab-e54a2045a6bd", "grossValue": 112425, "homeNotional": 0.0340097494615123, "foreignNotional": 12.745153610701735}, {"timestamp": "2020-08-12T07:04:15.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "32895553-9c9e-d868-6e5e-9aaff0c14ee1", "grossValue": 262325, "homeNotional": 0.07935608207686204, "foreignNotional": 29.738691758304046}, {"timestamp": "2020-08-12T07:04:15.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef540cac-f419-04d0-94eb-b1f2601df08f", "grossValue": 6595600, "homeNotional": 1.9952386350753883, "foreignNotional": 747.7156784945017}, {"timestamp": "2020-08-12T07:04:15.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4ae5792-51d8-e146-4bef-d6f4d984c1f3", "grossValue": 187375, "homeNotional": 0.056682915769187166, "foreignNotional": 21.241922684502892}]}
2020-08-12 10:04:15 DEBUG: message ignored
2020-08-12 10:04:16 DEBUG: check clearing time needed clearing_process_timer=136.165587
2020-08-12 10:04:16 DEBUG: check init order needed init_order_process_timer=236.165893
2020-08-12 10:04:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:16.910Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "6532a4d2-388b-18c6-57df-aa366cbb797b", "grossValue": 1686375, "homeNotional": 0.5101462419226845, "foreignNotional": 191.177304160526}]}
2020-08-12 10:04:16 DEBUG: message ignored
2020-08-12 10:04:17 DEBUG: check clearing time needed clearing_process_timer=137.167111
2020-08-12 10:04:17 DEBUG: check init order needed init_order_process_timer=237.167435
2020-08-12 10:04:18 DEBUG: check clearing time needed clearing_process_timer=138.168738
2020-08-12 10:04:18 DEBUG: check init order needed init_order_process_timer=238.169076
2020-08-12 10:04:19 DEBUG: check clearing time needed clearing_process_timer=139.170309
2020-08-12 10:04:19 DEBUG: check init order needed init_order_process_timer=239.170573
2020-08-12 10:04:20 DEBUG: check clearing time needed clearing_process_timer=140.171798
2020-08-12 10:04:20 DEBUG: check init order needed init_order_process_timer=240.172067
2020-08-12 10:04:21 DEBUG: check clearing time needed clearing_process_timer=141.173279
2020-08-12 10:04:21 DEBUG: check init order needed init_order_process_timer=241.173532
2020-08-12 10:04:22 DEBUG: check clearing time needed clearing_process_timer=142.174738
2020-08-12 10:04:22 DEBUG: check init order needed init_order_process_timer=242.175025
2020-08-12 10:04:23 DEBUG: check clearing time needed clearing_process_timer=143.176251
2020-08-12 10:04:23 DEBUG: check init order needed init_order_process_timer=243.176518
2020-08-12 10:04:24 DEBUG: check clearing time needed clearing_process_timer=144.177729
2020-08-12 10:04:24 DEBUG: check init order needed init_order_process_timer=244.17799
2020-08-12 10:04:25 DEBUG: check clearing time needed clearing_process_timer=145.179226
2020-08-12 10:04:25 DEBUG: check init order needed init_order_process_timer=245.179497
2020-08-12 10:04:26 DEBUG: check clearing time needed clearing_process_timer=146.180709
2020-08-12 10:04:26 DEBUG: check init order needed init_order_process_timer=246.181085
2020-08-12 10:04:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:26.853Z", "symbol": "ETHUSD", "side": "Buy", "size": 22, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "1caf0118-1986-4597-e8ed-d7e854ed83c5", "grossValue": 824450, "homeNotional": 0.24940482938442354, "foreignNotional": 93.46445981181272}]}
2020-08-12 10:04:26 DEBUG: message ignored
2020-08-12 10:04:27 DEBUG: check clearing time needed clearing_process_timer=147.182324
2020-08-12 10:04:27 DEBUG: check init order needed init_order_process_timer=247.182606
2020-08-12 10:04:28 DEBUG: check clearing time needed clearing_process_timer=148.183806
2020-08-12 10:04:28 DEBUG: check init order needed init_order_process_timer=248.184245
2020-08-12 10:04:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:28.859Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "26ea2043-b7b4-edb7-7fc3-12e6520322e5", "grossValue": 187350, "homeNotional": 0.056682915769187166, "foreignNotional": 21.23908853871443}, {"timestamp": "2020-08-12T07:04:28.859Z", "symbol": "ETHUSD", "side": "Sell", "size": 95, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "52abba9c-89f6-8b69-ddaf-6cd2c6a6d549", "grossValue": 3559650, "homeNotional": 1.0769753996145561, "foreignNotional": 403.5426822355742}]}
2020-08-12 10:04:28 DEBUG: message ignored
2020-08-12 10:04:29 DEBUG: check clearing time needed clearing_process_timer=149.185459
2020-08-12 10:04:29 DEBUG: check init order needed init_order_process_timer=249.185743
2020-08-12 10:04:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:29.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b0c942e-3b65-8690-e6c7-3cc1ad772253", "grossValue": 2847720, "homeNotional": 0.861580319691645, "foreignNotional": 322.83414578845935}, {"timestamp": "2020-08-12T07:04:29.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 127, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7eaf3a5-0e18-90ef-e998-ac9f6b85afc4", "grossValue": 4758690, "homeNotional": 1.439746060537354, "foreignNotional": 539.4728488833466}]}
2020-08-12 10:04:29 DEBUG: message ignored
2020-08-12 10:04:30 DEBUG: check clearing time needed clearing_process_timer=150.186951
2020-08-12 10:04:30 DEBUG: check init order needed init_order_process_timer=250.187237
2020-08-12 10:04:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:30.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 344, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5340fe52-3be5-352c-1ad6-8e2015432e53", "grossValue": 12889680, "homeNotional": 3.898016997167139, "foreignNotional": 1460.586968838527}, {"timestamp": "2020-08-12T07:04:30.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5eef3b10-cc93-1f07-7e39-df64f8937bd3", "grossValue": 18735000, "homeNotional": 5.665722379603399, "foreignNotional": 2122.946175637394}, {"timestamp": "2020-08-12T07:04:30.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "4a1d5926-c48b-cd41-4b4d-b762d3cf2d92", "grossValue": 561975, "homeNotional": 0.16997167138810199, "foreignNotional": 63.67988668555241}, {"timestamp": "2020-08-12T07:04:30.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ab9247c-3492-397d-1b1b-68b298024bf3", "grossValue": 6406515, "homeNotional": 1.9376770538243626, "foreignNotional": 725.9507082152975}, {"timestamp": "2020-08-12T07:04:30.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f266665e-5658-14a1-263b-748623f871c0", "grossValue": 7380605, "homeNotional": 2.2322946175637393, "foreignNotional": 836.329178470255}, {"timestamp": "2020-08-12T07:04:30.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 3773, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2e2d31ca-87f6-a7ea-9800-8da0360333ae", "grossValue": 141355445, "homeNotional": 42.75354107648725, "foreignNotional": 16017.614164305949}]}
2020-08-12 10:04:30 DEBUG: message ignored
2020-08-12 10:04:31 DEBUG: check clearing time needed clearing_process_timer=151.188427
2020-08-12 10:04:31 DEBUG: check init order needed init_order_process_timer=251.188731
2020-08-12 10:04:32 DEBUG: check clearing time needed clearing_process_timer=152.189973
2020-08-12 10:04:32 DEBUG: check init order needed init_order_process_timer=252.190264
2020-08-12 10:04:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:32.746Z", "symbol": "ETHUSD", "side": "Sell", "size": 192, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d6d5831-5f3e-0de2-cb95-2a239162be8b", "grossValue": 7193280, "homeNotional": 2.1756373937677056, "foreignNotional": 815.1025495750708}, {"timestamp": "2020-08-12T07:04:32.746Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "749cc444-52b7-38c3-98e0-c2b8d9f1b155", "grossValue": 187325, "homeNotional": 0.056657223796033995, "foreignNotional": 21.226628895184135}, {"timestamp": "2020-08-12T07:04:32.746Z", "symbol": "ETHUSD", "side": "Sell", "size": 471, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "7f27d21d-1d54-798b-e941-7355ea65d80a", "grossValue": 17646015, "homeNotional": 5.337110481586402, "foreignNotional": 1999.5484419263455}, {"timestamp": "2020-08-12T07:04:32.746Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "3ae7cc22-1d3a-ca0b-9256-7b899609199a", "grossValue": 1086340, "homeNotional": 0.3286118980169972, "foreignNotional": 123.09801699716714}, {"timestamp": "2020-08-12T07:04:32.746Z", "symbol": "ETHUSD", "side": "Sell", "size": 3303, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a71ace91-d200-6b04-f2b4-2352d9b7d962", "grossValue": 123730380, "homeNotional": 37.42776203966006, "foreignNotional": 14020.439660056658}]}
2020-08-12 10:04:32 DEBUG: message ignored
2020-08-12 10:04:33 DEBUG: check clearing time needed clearing_process_timer=153.191489
2020-08-12 10:04:33 DEBUG: check init order needed init_order_process_timer=253.191763
2020-08-12 10:04:34 DEBUG: check clearing time needed clearing_process_timer=154.193002
2020-08-12 10:04:34 DEBUG: check init order needed init_order_process_timer=254.193304
2020-08-12 10:04:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:34.306Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d61747f4-891b-5635-5c17-12ca507c781f", "grossValue": 187300000, "homeNotional": 56.657223796033996, "foreignNotional": 21223.796033994335}]}
2020-08-12 10:04:34 DEBUG: message ignored
2020-08-12 10:04:35 DEBUG: check clearing time needed clearing_process_timer=155.194531
2020-08-12 10:04:35 DEBUG: check init order needed init_order_process_timer=255.194911
2020-08-12 10:04:36 DEBUG: check clearing time needed clearing_process_timer=156.196189
2020-08-12 10:04:36 DEBUG: check init order needed init_order_process_timer=256.196471
2020-08-12 10:04:37 DEBUG: check clearing time needed clearing_process_timer=157.197668
2020-08-12 10:04:37 DEBUG: check init order needed init_order_process_timer=257.197908
2020-08-12 10:04:38 DEBUG: check clearing time needed clearing_process_timer=158.199069
2020-08-12 10:04:38 DEBUG: check init order needed init_order_process_timer=258.199319
2020-08-12 10:04:39 DEBUG: check clearing time needed clearing_process_timer=159.200493
2020-08-12 10:04:39 DEBUG: check init order needed init_order_process_timer=259.200753
2020-08-12 10:04:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:39.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ab90364-6d33-4a1e-0a13-c54440bde315", "grossValue": 187300000, "homeNotional": 56.657223796033996, "foreignNotional": 21223.796033994335}]}
2020-08-12 10:04:39 DEBUG: message ignored
2020-08-12 10:04:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:39.982Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "c6aec0ab-c3cc-9a77-f07e-0c0f3d83642f", "grossValue": 2060575, "homeNotional": 0.623229461756374, "foreignNotional": 233.4929178470255}]}
2020-08-12 10:04:40 DEBUG: message ignored
2020-08-12 10:04:40 DEBUG: check clearing time needed clearing_process_timer=160.201936
2020-08-12 10:04:40 DEBUG: check init order needed init_order_process_timer=260.20227
2020-08-12 10:04:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:40.740Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "2b0bed91-f453-988e-51f7-a94e5e86c1a3", "grossValue": 37460000, "homeNotional": 11.331444759206798, "foreignNotional": 4244.759206798867}]}
2020-08-12 10:04:40 DEBUG: message ignored
2020-08-12 10:04:41 DEBUG: check clearing time needed clearing_process_timer=161.203521
2020-08-12 10:04:41 DEBUG: check init order needed init_order_process_timer=261.203796
2020-08-12 10:04:42 DEBUG: check clearing time needed clearing_process_timer=162.205088
2020-08-12 10:04:42 DEBUG: check init order needed init_order_process_timer=262.205365
2020-08-12 10:04:43 DEBUG: check clearing time needed clearing_process_timer=163.206566
2020-08-12 10:04:43 DEBUG: check init order needed init_order_process_timer=263.206829
2020-08-12 10:04:44 DEBUG: check clearing time needed clearing_process_timer=164.208033
2020-08-12 10:04:44 DEBUG: check init order needed init_order_process_timer=264.208337
2020-08-12 10:04:45 DEBUG: check clearing time needed clearing_process_timer=165.209604
2020-08-12 10:04:45 DEBUG: check init order needed init_order_process_timer=265.209933
2020-08-12 10:04:46 DEBUG: check clearing time needed clearing_process_timer=166.211244
2020-08-12 10:04:46 DEBUG: check init order needed init_order_process_timer=266.2115
2020-08-12 10:04:47 DEBUG: check clearing time needed clearing_process_timer=167.212695
2020-08-12 10:04:47 DEBUG: check init order needed init_order_process_timer=267.212986
2020-08-12 10:04:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:48.135Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a81dec53-e640-6968-0534-681263b18e47", "grossValue": 3746000, "homeNotional": 1.13314447592068, "foreignNotional": 424.4759206798867}]}
2020-08-12 10:04:48 DEBUG: message ignored
2020-08-12 10:04:48 DEBUG: check clearing time needed clearing_process_timer=168.21425
2020-08-12 10:04:48 DEBUG: check init order needed init_order_process_timer=268.214549
2020-08-12 10:04:49 DEBUG: check clearing time needed clearing_process_timer=169.215723
2020-08-12 10:04:49 DEBUG: check init order needed init_order_process_timer=269.216009
2020-08-12 10:04:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:04:49.967Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a33e941c-b326-ca17-241b-f971e15d8cdc", "grossValue": 37460, "homeNotional": 0.0113314447592068, "foreignNotional": 4.244759206798867}]}
2020-08-12 10:04:49 DEBUG: message ignored
2020-08-12 10:04:50 DEBUG: check clearing time needed clearing_process_timer=170.217216
2020-08-12 10:04:50 DEBUG: check init order needed init_order_process_timer=270.217521
2020-08-12 10:04:51 DEBUG: check clearing time needed clearing_process_timer=171.218722
2020-08-12 10:04:51 DEBUG: check init order needed init_order_process_timer=271.219015
2020-08-12 10:04:52 DEBUG: check clearing time needed clearing_process_timer=172.220198
2020-08-12 10:04:52 DEBUG: check init order needed init_order_process_timer=272.220462
2020-08-12 10:04:53 DEBUG: check clearing time needed clearing_process_timer=173.221647
2020-08-12 10:04:53 DEBUG: check init order needed init_order_process_timer=273.222125
2020-08-12 10:04:54 DEBUG: check clearing time needed clearing_process_timer=174.223375
2020-08-12 10:04:54 DEBUG: check init order needed init_order_process_timer=274.223653
2020-08-12 10:04:55 DEBUG: check clearing time needed clearing_process_timer=175.224853
2020-08-12 10:04:55 DEBUG: check init order needed init_order_process_timer=275.225188
2020-08-12 10:04:56 DEBUG: check clearing time needed clearing_process_timer=176.226381
2020-08-12 10:04:56 DEBUG: check init order needed init_order_process_timer=276.226648
2020-08-12 10:04:57 DEBUG: check clearing time needed clearing_process_timer=177.227567
2020-08-12 10:04:57 DEBUG: check init order needed init_order_process_timer=277.227841
2020-08-12 10:04:58 DEBUG: check clearing time needed clearing_process_timer=178.228683
2020-08-12 10:04:58 DEBUG: check init order needed init_order_process_timer=278.228973
2020-08-12 10:04:59 DEBUG: check clearing time needed clearing_process_timer=179.230186
2020-08-12 10:04:59 DEBUG: check init order needed init_order_process_timer=279.230478
2020-08-12 10:05:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 596, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "5611f157-611f-7fba-1359-b21f8e103689", "grossValue": 22326160, "homeNotional": 6.754306436990027, "foreignNotional": 2530.163191296464}, {"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d71807b9-bc91-4521-92f9-addda611b94e", "grossValue": 112380, "homeNotional": 0.03399818676337262, "foreignNotional": 12.735720761559383}, {"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c2cedd6-996e-9da3-0372-a2e45091bd42", "grossValue": 74920, "homeNotional": 0.022665457842248413, "foreignNotional": 8.490480507706256}, {"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "50687e30-e9a0-54e9-761b-ce0e12051d76", "grossValue": 6405660, "homeNotional": 1.9378966455122393, "foreignNotional": 725.9360834088849}, {"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 471, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b893fca-d4a0-77a6-ec5f-e5a8ecadd473", "grossValue": 17643660, "homeNotional": 5.337715321849501, "foreignNotional": 1999.5081595648232}, {"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "18fc3a21-4487-2182-7d22-4702371a8728", "grossValue": 262220, "homeNotional": 0.07932910244786945, "foreignNotional": 29.716681776971896}, {"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 78, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a944a890-03b2-c4eb-cb85-fd445482c420", "grossValue": 2921880, "homeNotional": 0.8839528558476881, "foreignNotional": 331.128739800544}, {"timestamp": "2020-08-12T07:05:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 13672, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "ffd64fd7-7b0d-e2d1-7d13-26afc448fbac", "grossValue": 512153120, "homeNotional": 154.94106980961016, "foreignNotional": 58040.924750679966}]}
2020-08-12 10:05:00 DEBUG: message ignored
2020-08-12 10:05:00 DEBUG: check clearing time needed clearing_process_timer=180.231654
2020-08-12 10:05:00 DEBUG: check init order needed init_order_process_timer=280.232022
2020-08-12 10:05:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:00.932Z", "symbol": "ETHUSD", "side": "Buy", "size": 1067, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "552f4bb1-2f2b-6370-b065-9e2cdcf2346c", "grossValue": 39975155, "homeNotional": 12.092021758839529, "foreignNotional": 4530.275951949229}]}
2020-08-12 10:05:01 DEBUG: message ignored
2020-08-12 10:05:01 DEBUG: check clearing time needed clearing_process_timer=181.233221
2020-08-12 10:05:01 DEBUG: check init order needed init_order_process_timer=281.233427
2020-08-12 10:05:02 DEBUG: check clearing time needed clearing_process_timer=182.234645
2020-08-12 10:05:02 DEBUG: check init order needed init_order_process_timer=282.23506
2020-08-12 10:05:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:02.933Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6193cc9-5366-67d8-04b3-c3235a250ed5", "grossValue": 1161415, "homeNotional": 0.3513145965548504, "foreignNotional": 131.6200135992747}]}
2020-08-12 10:05:02 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.065Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "20de9472-ff69-2745-b216-a18dbde00bce", "grossValue": 711835, "homeNotional": 0.21532184950135994, "foreignNotional": 80.6703309156845}, {"timestamp": "2020-08-12T07:05:03.065Z", "symbol": "ETHUSD", "side": "Buy", "size": 234, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bef6702-2987-7a60-89b4-6533ef05d91a", "grossValue": 8766810, "homeNotional": 2.6518585675430644, "foreignNotional": 993.518812330009}, {"timestamp": "2020-08-12T07:05:03.065Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4666ff2f-811b-bc2e-67fa-2f06bd71a413", "grossValue": 187325, "homeNotional": 0.05666364460562103, "foreignNotional": 21.22903445149592}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.152Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "43d55210-1603-e2d7-7335-e6b4c9261d0c", "grossValue": 1086485, "homeNotional": 0.328649138712602, "foreignNotional": 123.12839981867634}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: check clearing time needed clearing_process_timer=183.236283
2020-08-12 10:05:03 DEBUG: check init order needed init_order_process_timer=283.236552
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.272Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b16dbd3-ea85-2f54-32db-c96e6750eeaf", "grossValue": 524510, "homeNotional": 0.1586582048957389, "foreignNotional": 59.441296464188575}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.339Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b68127f-662b-bfbb-8590-05b97b93f51c", "grossValue": 524510, "homeNotional": 0.1586582048957389, "foreignNotional": 59.441296464188575}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.382Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e440ebec-e3a0-6ee6-c26a-c3e8d094f7a9", "grossValue": 337185, "homeNotional": 0.10199456029011786, "foreignNotional": 38.212262012692655}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.513Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "d62b4835-854a-7676-9ab3-7414975067e6", "grossValue": 1236345, "homeNotional": 0.3739800543970988, "foreignNotional": 140.11162737987308}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.789Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8196ce30-748e-5a4e-9665-72de00eaf488", "grossValue": 299720, "homeNotional": 0.09066183136899365, "foreignNotional": 33.96645512239347}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2b8fa4b7-9aa5-f2d4-7203-d9de1c6d20ef", "grossValue": 599440, "homeNotional": 0.1813236627379873, "foreignNotional": 67.93291024478694}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:03.882Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "601f99be-c33d-4656-8ea7-3a2e564175c6", "grossValue": 524510, "homeNotional": 0.1586582048957389, "foreignNotional": 59.441296464188575}]}
2020-08-12 10:05:03 DEBUG: message ignored
2020-08-12 10:05:04 DEBUG: check clearing time needed clearing_process_timer=184.237067
2020-08-12 10:05:04 DEBUG: check init order needed init_order_process_timer=284.237381
2020-08-12 10:05:05 DEBUG: check clearing time needed clearing_process_timer=185.238556
2020-08-12 10:05:05 DEBUG: check init order needed init_order_process_timer=285.238893
2020-08-12 10:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:05.296Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2acf4a27-ef49-db04-96ad-fd432e578235", "grossValue": 374650, "homeNotional": 0.11332728921124206, "foreignNotional": 42.45806890299184}]}
2020-08-12 10:05:05 DEBUG: message ignored
2020-08-12 10:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:05.599Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "90fca63a-ea6e-3cd5-7eea-b156d6d9e296", "grossValue": 374650, "homeNotional": 0.11332728921124206, "foreignNotional": 42.45806890299184}]}
2020-08-12 10:05:05 DEBUG: message ignored
2020-08-12 10:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:05.608Z", "symbol": "ETHUSD", "side": "Buy", "size": 129, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "fa457c1c-cf4e-0c83-e84d-fd8f25deb1a8", "grossValue": 4832985, "homeNotional": 1.4619220308250227, "foreignNotional": 547.7090888485948}]}
2020-08-12 10:05:05 DEBUG: message ignored
2020-08-12 10:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:05.710Z", "symbol": "ETHUSD", "side": "Buy", "size": 156, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8c9b34c0-c5e8-08a2-48c6-b4616ee63bae", "grossValue": 5844540, "homeNotional": 1.7679057116953762, "foreignNotional": 662.3458748866727}]}
2020-08-12 10:05:05 DEBUG: message ignored
2020-08-12 10:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:05.739Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e491adb6-3b1a-ff54-827c-a3b3d47bcd8d", "grossValue": 599440, "homeNotional": 0.1813236627379873, "foreignNotional": 67.93291024478694}]}
2020-08-12 10:05:05 DEBUG: message ignored
2020-08-12 10:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:05.953Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "925a04b9-7341-9c78-d0fe-5aa0f992f3a8", "grossValue": 1386205, "homeNotional": 0.4193109700815956, "foreignNotional": 157.0948549410698}, {"timestamp": "2020-08-12T07:05:05.953Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc491f56-1e00-0522-a551-a2f498a1a289", "grossValue": 337185, "homeNotional": 0.10199456029011786, "foreignNotional": 38.212262012692655}]}
2020-08-12 10:05:05 DEBUG: message ignored
2020-08-12 10:05:06 DEBUG: check clearing time needed clearing_process_timer=186.240136
2020-08-12 10:05:06 DEBUG: check init order needed init_order_process_timer=286.240435
2020-08-12 10:05:07 DEBUG: check clearing time needed clearing_process_timer=187.241062
2020-08-12 10:05:07 DEBUG: check init order needed init_order_process_timer=287.241308
2020-08-12 10:05:08 DEBUG: check clearing time needed clearing_process_timer=188.242455
2020-08-12 10:05:08 DEBUG: check init order needed init_order_process_timer=288.2427
2020-08-12 10:05:09 DEBUG: check clearing time needed clearing_process_timer=189.243851
2020-08-12 10:05:09 DEBUG: check init order needed init_order_process_timer=289.244149
2020-08-12 10:05:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:09.359Z", "symbol": "ETHUSD", "side": "Buy", "size": 70, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "839d149c-f70e-285d-7362-730d0c3ab868", "grossValue": 2622550, "homeNotional": 0.7932910244786945, "foreignNotional": 297.2064823209429}]}
2020-08-12 10:05:09 DEBUG: message ignored
2020-08-12 10:05:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:09.443Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7aca9522-b3c8-576f-8ce1-31aedffae740", "grossValue": 524510, "homeNotional": 0.1586582048957389, "foreignNotional": 59.441296464188575}]}
2020-08-12 10:05:09 DEBUG: message ignored
2020-08-12 10:05:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 407, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e5ed9b4-0f3e-c8a4-8598-0c7c9b18e0fd", "grossValue": 15248255, "homeNotional": 4.612420670897552, "foreignNotional": 1728.043404351768}, {"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "543cd966-02d9-37ce-316d-93beeac09e4e", "grossValue": 749300, "homeNotional": 0.22665457842248413, "foreignNotional": 84.91613780598368}, {"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 279, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d634f8a-0c1c-c056-f926-c5e2844bbc03", "grossValue": 10452735, "homeNotional": 3.1618313689936537, "foreignNotional": 1184.5801223934723}, {"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 59, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "f4bb08c8-fd88-638d-af30-711e50361b5c", "grossValue": 2210435, "homeNotional": 0.6686310063463282, "foreignNotional": 250.50260652765186}, {"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5fe63f08-9a06-cc05-666b-5325b0755002", "grossValue": 262255, "homeNotional": 0.07932910244786945, "foreignNotional": 29.720648232094288}, {"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 236, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7f04de07-0342-5c1b-2c74-2cfde1677aa6", "grossValue": 8841740, "homeNotional": 2.674524025385313, "foreignNotional": 1002.0104261106075}, {"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 254, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "381cda76-083e-53bd-409a-169a09c5d2fd", "grossValue": 9516110, "homeNotional": 2.8785131459655484, "foreignNotional": 1078.4349501359927}, {"timestamp": "2020-08-12T07:05:09.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 220, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d330d92-2e82-83c6-6e50-1e6e215a497a", "grossValue": 8242300, "homeNotional": 2.4932003626473254, "foreignNotional": 934.0775158658205}]}
2020-08-12 10:05:09 DEBUG: message ignored
2020-08-12 10:05:10 DEBUG: check clearing time needed clearing_process_timer=190.245092
2020-08-12 10:05:10 DEBUG: check init order needed init_order_process_timer=290.245377
2020-08-12 10:05:11 DEBUG: check clearing time needed clearing_process_timer=191.246598
2020-08-12 10:05:11 DEBUG: check init order needed init_order_process_timer=291.246841
2020-08-12 10:05:12 DEBUG: check clearing time needed clearing_process_timer=192.247996
2020-08-12 10:05:12 DEBUG: check init order needed init_order_process_timer=292.248285
2020-08-12 10:05:13 DEBUG: check clearing time needed clearing_process_timer=193.249085
2020-08-12 10:05:13 DEBUG: check init order needed init_order_process_timer=293.24941
2020-08-12 10:05:14 DEBUG: check clearing time needed clearing_process_timer=194.250621
2020-08-12 10:05:14 DEBUG: check init order needed init_order_process_timer=294.250896
2020-08-12 10:05:15 DEBUG: check clearing time needed clearing_process_timer=195.252078
2020-08-12 10:05:15 DEBUG: check init order needed init_order_process_timer=295.25232
2020-08-12 10:05:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:15.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 504, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "382277b9-1447-df25-a6b7-166165db6347", "grossValue": 18884880, "homeNotional": 5.7116953762466, "foreignNotional": 2140.1722574796013}, {"timestamp": "2020-08-12T07:05:15.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "00605f2e-423c-3c9d-fefa-c457ecf31698", "grossValue": 262290, "homeNotional": 0.07932910244786945, "foreignNotional": 29.724614687216683}, {"timestamp": "2020-08-12T07:05:15.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 207, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "af0688f2-af33-924f-8602-b24b127ce558", "grossValue": 7756290, "homeNotional": 2.3458748866727106, "foreignNotional": 878.9993200362647}, {"timestamp": "2020-08-12T07:05:15.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "51b2a070-6301-c563-eab1-55fb8195241e", "grossValue": 18735000, "homeNotional": 5.666364460562104, "foreignNotional": 2123.18676337262}, {"timestamp": "2020-08-12T07:05:15.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 1282, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d2f8b2a-2035-04b4-f566-a32d273967cd", "grossValue": 48036540, "homeNotional": 14.528558476881233, "foreignNotional": 5443.850861287398}]}
2020-08-12 10:05:15 DEBUG: message ignored
2020-08-12 10:05:16 DEBUG: check clearing time needed clearing_process_timer=196.253071
2020-08-12 10:05:16 DEBUG: check init order needed init_order_process_timer=296.253329
2020-08-12 10:05:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:16.840Z", "symbol": "ETHUSD", "side": "Sell", "size": 277, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "c86aa6b2-fc45-c12a-14e4-f07d78d18ebf", "grossValue": 10377805, "homeNotional": 3.139165911151405, "foreignNotional": 1176.088508612874}]}
2020-08-12 10:05:16 DEBUG: message ignored
2020-08-12 10:05:17 DEBUG: check clearing time needed clearing_process_timer=197.254574
2020-08-12 10:05:17 DEBUG: check init order needed init_order_process_timer=297.254901
2020-08-12 10:05:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:17.313Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "92eb13a8-58a4-1dc9-33ac-b42b13ef479e", "grossValue": 37470, "homeNotional": 0.011332728921124207, "foreignNotional": 4.2463735267452405}]}
2020-08-12 10:05:17 DEBUG: message ignored
2020-08-12 10:05:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:17.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 241, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "ec7eddd4-934f-53ff-cc32-1ee19bbd55c5", "grossValue": 9029065, "homeNotional": 2.7311876699909337, "foreignNotional": 1023.2394605621033}, {"timestamp": "2020-08-12T07:05:17.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "63b0da3e-0365-bbd6-6293-27665ef6204f", "grossValue": 786765, "homeNotional": 0.23798730734360835, "foreignNotional": 89.16194469628286}]}
2020-08-12 10:05:17 DEBUG: message ignored
2020-08-12 10:05:18 DEBUG: check clearing time needed clearing_process_timer=198.256062
2020-08-12 10:05:18 DEBUG: check init order needed init_order_process_timer=298.256361
2020-08-12 10:05:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:18.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 479, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a493f570-302a-01ab-8d77-21f3a6f5ffa8", "grossValue": 17945735, "homeNotional": 5.428377153218495, "foreignNotional": 2033.741500453309}, {"timestamp": "2020-08-12T07:05:18.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b548bd49-087a-daed-7866-025804f7febe", "grossValue": 374650, "homeNotional": 0.11332728921124206, "foreignNotional": 42.45806890299184}, {"timestamp": "2020-08-12T07:05:18.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 431, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "6465d367-184b-48b1-5923-1971707642d7", "grossValue": 16147415, "homeNotional": 4.884406165004533, "foreignNotional": 1829.9427697189483}]}
2020-08-12 10:05:18 DEBUG: message ignored
2020-08-12 10:05:19 DEBUG: check clearing time needed clearing_process_timer=199.257087
2020-08-12 10:05:19 DEBUG: check init order needed init_order_process_timer=299.257364
2020-08-12 10:05:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:19.701Z", "symbol": "ETHUSD", "side": "Sell", "size": 928, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "393421bb-19f0-1c70-27ec-0b2521b8c1a0", "grossValue": 34767520, "homeNotional": 10.516772438803264, "foreignNotional": 3940.108794197643}]}
2020-08-12 10:05:19 DEBUG: message ignored
2020-08-12 10:05:20 DEBUG: check clearing time needed clearing_process_timer=200.258201
2020-08-12 10:05:20 DEBUG: check init order needed init_order_process_timer=300.258472
2020-08-12 10:05:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:21.051Z", "symbol": "ETHUSD", "side": "Sell", "size": 22, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c8b4f3e-2663-1f83-1586-dd5acbbf9cde", "grossValue": 824230, "homeNotional": 0.24932003626473254, "foreignNotional": 93.40775158658205}]}
2020-08-12 10:05:21 DEBUG: message ignored
2020-08-12 10:05:21 DEBUG: check clearing time needed clearing_process_timer=201.259656
2020-08-12 10:05:21 DEBUG: check init order needed init_order_process_timer=301.259943
2020-08-12 10:05:22 DEBUG: check clearing time needed clearing_process_timer=202.261143
2020-08-12 10:05:22 DEBUG: check init order needed init_order_process_timer=302.261463
2020-08-12 10:05:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:23.046Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f10acbab-a95d-efec-d17d-effe0991ae85", "grossValue": 1873250, "homeNotional": 0.5666364460562103, "foreignNotional": 212.2903445149592}]}
2020-08-12 10:05:23 DEBUG: message ignored
2020-08-12 10:05:23 DEBUG: check clearing time needed clearing_process_timer=203.262657
2020-08-12 10:05:23 DEBUG: check init order needed init_order_process_timer=303.26297
2020-08-12 10:05:24 DEBUG: check clearing time needed clearing_process_timer=204.264183
2020-08-12 10:05:24 DEBUG: check init order needed init_order_process_timer=304.264456
2020-08-12 10:05:25 DEBUG: check clearing time needed clearing_process_timer=205.265095
2020-08-12 10:05:25 DEBUG: check init order needed init_order_process_timer=305.265391
2020-08-12 10:05:26 DEBUG: check clearing time needed clearing_process_timer=206.266587
2020-08-12 10:05:26 DEBUG: check init order needed init_order_process_timer=306.266893
2020-08-12 10:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:26.638Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6518110-a529-eba6-fd37-b2af80b82a8e", "grossValue": 1873250, "homeNotional": 0.5666364460562103, "foreignNotional": 212.2903445149592}]}
2020-08-12 10:05:26 DEBUG: message ignored
2020-08-12 10:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:26.915Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e67c79d-1c3e-35d9-1b2d-bd3f7f8b0cef", "grossValue": 37465, "homeNotional": 0.011332728921124207, "foreignNotional": 4.245806890299184}]}
2020-08-12 10:05:26 DEBUG: message ignored
2020-08-12 10:05:27 DEBUG: check clearing time needed clearing_process_timer=207.268074
2020-08-12 10:05:27 DEBUG: check init order needed init_order_process_timer=307.268385
2020-08-12 10:05:28 DEBUG: check clearing time needed clearing_process_timer=208.269559
2020-08-12 10:05:28 DEBUG: check init order needed init_order_process_timer=308.269835
2020-08-12 10:05:29 DEBUG: check clearing time needed clearing_process_timer=209.271008
2020-08-12 10:05:29 DEBUG: check init order needed init_order_process_timer=309.271325
2020-08-12 10:05:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:30.075Z", "symbol": "ETHUSD", "side": "Sell", "size": 249, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "fcbaef31-f760-b83e-8b0a-a35512683cf3", "grossValue": 9328785, "homeNotional": 2.8218495013599276, "foreignNotional": 1057.2059156844969}]}
2020-08-12 10:05:30 DEBUG: message ignored
2020-08-12 10:05:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:30.090Z", "symbol": "ETHUSD", "side": "Buy", "size": 2561, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "635e73d0-74d4-4972-2c36-87651a30d7d4", "grossValue": 95960670, "homeNotional": 29.023118766999094, "foreignNotional": 10874.96260199456}]}
2020-08-12 10:05:30 DEBUG: message ignored
2020-08-12 10:05:30 DEBUG: check clearing time needed clearing_process_timer=210.272501
2020-08-12 10:05:30 DEBUG: check init order needed init_order_process_timer=310.272766
2020-08-12 10:05:31 DEBUG: check clearing time needed clearing_process_timer=211.273943
2020-08-12 10:05:31 DEBUG: check init order needed init_order_process_timer=311.274236
2020-08-12 10:05:32 DEBUG: check clearing time needed clearing_process_timer=212.275413
2020-08-12 10:05:32 DEBUG: check init order needed init_order_process_timer=312.275688
2020-08-12 10:05:33 DEBUG: check clearing time needed clearing_process_timer=213.276873
2020-08-12 10:05:33 DEBUG: check init order needed init_order_process_timer=313.277186
2020-08-12 10:05:34 DEBUG: check clearing time needed clearing_process_timer=214.278464
2020-08-12 10:05:34 DEBUG: check init order needed init_order_process_timer=314.278764
2020-08-12 10:05:35 DEBUG: check clearing time needed clearing_process_timer=215.279963
2020-08-12 10:05:35 DEBUG: check init order needed init_order_process_timer=315.280255
2020-08-12 10:05:36 DEBUG: check clearing time needed clearing_process_timer=216.281119
2020-08-12 10:05:36 DEBUG: check init order needed init_order_process_timer=316.281375
2020-08-12 10:05:37 DEBUG: check clearing time needed clearing_process_timer=217.282549
2020-08-12 10:05:37 DEBUG: check init order needed init_order_process_timer=317.28283
2020-08-12 10:05:38 DEBUG: check clearing time needed clearing_process_timer=218.28408
2020-08-12 10:05:38 DEBUG: check init order needed init_order_process_timer=318.284427
2020-08-12 10:05:39 DEBUG: check clearing time needed clearing_process_timer=219.285085
2020-08-12 10:05:39 DEBUG: check init order needed init_order_process_timer=319.28543
2020-08-12 10:05:40 DEBUG: check clearing time needed clearing_process_timer=220.286688
2020-08-12 10:05:40 DEBUG: check init order needed init_order_process_timer=320.287036
2020-08-12 10:05:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:40.641Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "602118f2-80d7-0dd2-2a61-e5ff50146a3b", "grossValue": 7493000, "homeNotional": 2.2665457842248413, "foreignNotional": 849.1613780598368}, {"timestamp": "2020-08-12T07:05:40.641Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b053d48e-944c-78f6-3c7d-c9e7c89f79ac", "grossValue": 412115, "homeNotional": 0.12466001813236627, "foreignNotional": 46.703875793291026}, {"timestamp": "2020-08-12T07:05:40.641Z", "symbol": "ETHUSD", "side": "Sell", "size": 1791, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5c06150-7211-14e9-9bd4-8b063ad77e62", "grossValue": 67099815, "homeNotional": 20.296917497733453, "foreignNotional": 7604.240140525839}, {"timestamp": "2020-08-12T07:05:40.641Z", "symbol": "ETHUSD", "side": "Sell", "size": 2998, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "84585f49-5dfc-86bf-5f63-5917004d8b0f", "grossValue": 112320070, "homeNotional": 33.97552130553037, "foreignNotional": 12728.929057116953}]}
2020-08-12 10:05:40 DEBUG: message ignored
2020-08-12 10:05:41 DEBUG: check clearing time needed clearing_process_timer=221.28831
2020-08-12 10:05:41 DEBUG: check init order needed init_order_process_timer=321.288636
2020-08-12 10:05:42 DEBUG: check clearing time needed clearing_process_timer=222.289857
2020-08-12 10:05:42 DEBUG: check init order needed init_order_process_timer=322.29017
2020-08-12 10:05:43 DEBUG: check clearing time needed clearing_process_timer=223.291402
2020-08-12 10:05:43 DEBUG: check init order needed init_order_process_timer=323.29167
2020-08-12 10:05:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:43.397Z", "symbol": "ETHUSD", "side": "Buy", "size": 70, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "e3b6e34f-ef3a-3adc-ebf6-da209f7ba595", "grossValue": 2622900, "homeNotional": 0.7932910244786945, "foreignNotional": 297.24614687216683}, {"timestamp": "2020-08-12T07:05:43.397Z", "symbol": "ETHUSD", "side": "Buy", "size": 230, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "815f3543-4440-27b5-7bc7-e862160a5877", "grossValue": 8618100, "homeNotional": 2.6065276518585674, "foreignNotional": 976.6659111514052}]}
2020-08-12 10:05:43 DEBUG: message ignored
2020-08-12 10:05:44 DEBUG: check clearing time needed clearing_process_timer=224.29286
2020-08-12 10:05:44 DEBUG: check init order needed init_order_process_timer=324.293177
2020-08-12 10:05:45 DEBUG: check clearing time needed clearing_process_timer=225.294403
2020-08-12 10:05:45 DEBUG: check init order needed init_order_process_timer=325.294717
2020-08-12 10:05:46 DEBUG: check clearing time needed clearing_process_timer=226.295956
2020-08-12 10:05:46 DEBUG: check init order needed init_order_process_timer=326.296268
2020-08-12 10:05:47 DEBUG: check clearing time needed clearing_process_timer=227.297508
2020-08-12 10:05:47 DEBUG: check init order needed init_order_process_timer=327.297823
2020-08-12 10:05:48 DEBUG: check clearing time needed clearing_process_timer=228.299019
2020-08-12 10:05:48 DEBUG: check init order needed init_order_process_timer=328.29928
2020-08-12 10:05:49 DEBUG: check clearing time needed clearing_process_timer=229.300509
2020-08-12 10:05:49 DEBUG: check init order needed init_order_process_timer=329.300782
2020-08-12 10:05:50 DEBUG: check clearing time needed clearing_process_timer=230.301963
2020-08-12 10:05:50 DEBUG: check init order needed init_order_process_timer=330.302249
2020-08-12 10:05:51 DEBUG: check clearing time needed clearing_process_timer=231.303473
2020-08-12 10:05:51 DEBUG: check init order needed init_order_process_timer=331.303747
2020-08-12 10:05:52 DEBUG: check clearing time needed clearing_process_timer=232.304925
2020-08-12 10:05:52 DEBUG: check init order needed init_order_process_timer=332.305258
2020-08-12 10:05:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:05:52.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0cbdb441-3a5d-e697-0c32-66d25b058501", "grossValue": 7494000, "homeNotional": 2.2665457842248413, "foreignNotional": 849.2747053490481}]}
2020-08-12 10:05:52 DEBUG: message ignored
2020-08-12 10:05:53 DEBUG: check clearing time needed clearing_process_timer=233.306465
2020-08-12 10:05:53 DEBUG: check init order needed init_order_process_timer=333.306716
2020-08-12 10:05:54 DEBUG: check clearing time needed clearing_process_timer=234.307882
2020-08-12 10:05:54 DEBUG: check init order needed init_order_process_timer=334.30813
2020-08-12 10:05:55 DEBUG: check clearing time needed clearing_process_timer=235.309313
2020-08-12 10:05:55 DEBUG: check init order needed init_order_process_timer=335.309558
2020-08-12 10:05:56 DEBUG: check clearing time needed clearing_process_timer=236.310731
2020-08-12 10:05:56 DEBUG: check init order needed init_order_process_timer=336.310975
2020-08-12 10:05:57 DEBUG: check clearing time needed clearing_process_timer=237.312154
2020-08-12 10:05:57 DEBUG: check init order needed init_order_process_timer=337.312396
2020-08-12 10:05:58 DEBUG: check clearing time needed clearing_process_timer=238.313563
2020-08-12 10:05:58 DEBUG: check init order needed init_order_process_timer=338.313804
2020-08-12 10:05:59 DEBUG: check clearing time needed clearing_process_timer=239.314971
2020-08-12 10:05:59 DEBUG: check init order needed init_order_process_timer=339.315272
2020-08-12 10:06:00 DEBUG: check clearing time needed clearing_process_timer=240.316458
2020-08-12 10:06:00 DEBUG: check init order needed init_order_process_timer=340.316751
2020-08-12 10:06:01 DEBUG: check clearing time needed clearing_process_timer=241.317981
2020-08-12 10:06:01 DEBUG: check init order needed init_order_process_timer=341.318331
2020-08-12 10:06:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:01.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 4570, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6958e1b-de2b-b040-8392-bb97fca63090", "grossValue": 171237900, "homeNotional": 51.80231240081614, "foreignNotional": 19410.326456585808}, {"timestamp": "2020-08-12T07:06:01.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd3e4779-ed0a-75ff-5d49-66db105ef0ec", "grossValue": 1873500, "homeNotional": 0.5667649059170257, "foreignNotional": 212.3668102471095}, {"timestamp": "2020-08-12T07:06:01.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 128, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "26d933aa-b559-9304-34c2-4ef0e3009272", "grossValue": 4796160, "homeNotional": 1.4509181591475855, "foreignNotional": 543.6590342326003}, {"timestamp": "2020-08-12T07:06:01.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 317, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "478e70a5-6ee0-911b-735d-cc3b94e33956", "grossValue": 11877990, "homeNotional": 3.5932895035139425, "foreignNotional": 1346.4055769666743}]}
2020-08-12 10:06:01 DEBUG: message ignored
2020-08-12 10:06:02 DEBUG: check clearing time needed clearing_process_timer=242.31957
2020-08-12 10:06:02 DEBUG: check init order needed init_order_process_timer=342.319833
2020-08-12 10:06:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:02.546Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e65c8fd-2c64-5f20-a071-2046835d63d5", "grossValue": 936750, "homeNotional": 0.28338245295851283, "foreignNotional": 106.18340512355475}]}
2020-08-12 10:06:02 DEBUG: message ignored
2020-08-12 10:06:03 DEBUG: check clearing time needed clearing_process_timer=243.320991
2020-08-12 10:06:03 DEBUG: check init order needed init_order_process_timer=343.321342
2020-08-12 10:06:04 DEBUG: check clearing time needed clearing_process_timer=244.322507
2020-08-12 10:06:04 DEBUG: check init order needed init_order_process_timer=344.322832
2020-08-12 10:06:05 DEBUG: check clearing time needed clearing_process_timer=245.324041
2020-08-12 10:06:05 DEBUG: check init order needed init_order_process_timer=345.324359
2020-08-12 10:06:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:06.035Z", "symbol": "ETHUSD", "side": "Buy", "size": 5658, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "8cd66efc-035f-5cca-ddbd-214e28ddb00d", "grossValue": 212005260, "homeNotional": 64.13511675357061, "foreignNotional": 24031.42824756291}, {"timestamp": "2020-08-12T07:06:06.035Z", "symbol": "ETHUSD", "side": "Buy", "size": 548, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "a54043c9-4e8e-3344-21de-731a6597a4af", "grossValue": 20533560, "homeNotional": 6.211743368850601, "foreignNotional": 2327.5402403083203}, {"timestamp": "2020-08-12T07:06:06.035Z", "symbol": "ETHUSD", "side": "Buy", "size": 1794, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "922a2f59-3563-5b67-418a-a2c68f15bfd2", "grossValue": 67221180, "homeNotional": 20.33552482430288, "foreignNotional": 7619.721151666289}]}
2020-08-12 10:06:06 DEBUG: message ignored
2020-08-12 10:06:06 DEBUG: check clearing time needed clearing_process_timer=246.325525
2020-08-12 10:06:06 DEBUG: check init order needed init_order_process_timer=346.325891
2020-08-12 10:06:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:06.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 22, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c879362-3921-b12e-f91c-34eef02caa0d", "grossValue": 824340, "homeNotional": 0.24937655860349128, "foreignNotional": 93.44139650872818}]}
2020-08-12 10:06:06 DEBUG: message ignored
2020-08-12 10:06:07 DEBUG: check clearing time needed clearing_process_timer=247.32707
2020-08-12 10:06:07 DEBUG: check init order needed init_order_process_timer=347.327387
2020-08-12 10:06:08 DEBUG: check clearing time needed clearing_process_timer=248.328625
2020-08-12 10:06:08 DEBUG: check init order needed init_order_process_timer=348.328937
2020-08-12 10:06:09 DEBUG: check clearing time needed clearing_process_timer=249.330183
2020-08-12 10:06:09 DEBUG: check init order needed init_order_process_timer=349.330441
2020-08-12 10:06:10 DEBUG: check clearing time needed clearing_process_timer=250.331608
2020-08-12 10:06:10 DEBUG: check init order needed init_order_process_timer=350.331866
2020-08-12 10:06:11 DEBUG: check clearing time needed clearing_process_timer=251.333045
2020-08-12 10:06:11 DEBUG: check init order needed init_order_process_timer=351.333324
2020-08-12 10:06:12 DEBUG: check clearing time needed clearing_process_timer=252.334487
2020-08-12 10:06:12 DEBUG: check init order needed init_order_process_timer=352.334754
2020-08-12 10:06:13 DEBUG: check clearing time needed clearing_process_timer=253.335917
2020-08-12 10:06:13 DEBUG: check init order needed init_order_process_timer=353.336186
2020-08-12 10:06:14 DEBUG: check clearing time needed clearing_process_timer=254.337376
2020-08-12 10:06:14 DEBUG: check init order needed init_order_process_timer=354.337639
2020-08-12 10:06:15 DEBUG: check clearing time needed clearing_process_timer=255.338786
2020-08-12 10:06:15 DEBUG: check init order needed init_order_process_timer=355.339048
2020-08-12 10:06:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:15.856Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "a5fe85f2-e7dd-447d-20c8-b229f286ac80", "grossValue": 1461330, "homeNotional": 0.44207662661527997, "foreignNotional": 165.6461119927454}]}
2020-08-12 10:06:16 DEBUG: message ignored
2020-08-12 10:06:16 DEBUG: check clearing time needed clearing_process_timer=256.340226
2020-08-12 10:06:16 DEBUG: check init order needed init_order_process_timer=356.340605
2020-08-12 10:06:17 DEBUG: check clearing time needed clearing_process_timer=257.341852
2020-08-12 10:06:17 DEBUG: check init order needed init_order_process_timer=357.342241
2020-08-12 10:06:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:17.496Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "a34100e9-c94a-5992-d766-f099ba01fe75", "grossValue": 3746500, "homeNotional": 1.1335298118340513, "foreignNotional": 424.6769440036273}]}
2020-08-12 10:06:17 DEBUG: message ignored
2020-08-12 10:06:18 DEBUG: check clearing time needed clearing_process_timer=258.343444
2020-08-12 10:06:18 DEBUG: check init order needed init_order_process_timer=358.343802
2020-08-12 10:06:19 DEBUG: check clearing time needed clearing_process_timer=259.345038
2020-08-12 10:06:19 DEBUG: check init order needed init_order_process_timer=359.345297
2020-08-12 10:06:20 DEBUG: check clearing time needed clearing_process_timer=260.346464
2020-08-12 10:06:20 DEBUG: check init order needed init_order_process_timer=360.346728
2020-08-12 10:06:21 DEBUG: check clearing time needed clearing_process_timer=261.347917
2020-08-12 10:06:21 DEBUG: check init order needed init_order_process_timer=361.348206
2020-08-12 10:06:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:21.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 470, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "bfb04379-079c-656e-bbdc-d45b4a473a28", "grossValue": 17610900, "homeNotional": 5.3275901156200405, "foreignNotional": 1996.2480163228292}]}
2020-08-12 10:06:21 DEBUG: message ignored
2020-08-12 10:06:22 DEBUG: check clearing time needed clearing_process_timer=262.349419
2020-08-12 10:06:22 DEBUG: check init order needed init_order_process_timer=362.349721
2020-08-12 10:06:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 2573, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c0a83c2-a667-36bc-abca-dfffe733a2cc", "grossValue": 96410310, "homeNotional": 29.16572205849014, "foreignNotional": 10928.396055316254}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "da99c89e-61be-7713-912e-61459a67c40f", "grossValue": 1573740, "homeNotional": 0.4760825209703015, "foreignNotional": 178.38812060757198}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea8887de-94e1-433e-da1b-02b7158ef152", "grossValue": 1686150, "homeNotional": 0.510088415325323, "foreignNotional": 191.13012922239855}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "362c15fc-e6bb-6663-04a8-09b3dbccc3b6", "grossValue": 2735310, "homeNotional": 0.8274767626388574, "foreignNotional": 310.05554296077986}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "9514f90a-d464-3af7-e77f-fa0ce13d007e", "grossValue": 1873500, "homeNotional": 0.5667649059170257, "foreignNotional": 212.3668102471095}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 256, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "71ff52b5-4eca-b5c5-88d2-854d1032140b", "grossValue": 9592320, "homeNotional": 2.901836318295171, "foreignNotional": 1087.3180684652007}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d33eeff6-b061-46be-41b8-01f62475bee1", "grossValue": 1311450, "homeNotional": 0.3967354341419179, "foreignNotional": 148.65676717297666}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 4951, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "dba5b301-9cd6-c3e1-4de6-f0490141cad2", "grossValue": 185513970, "homeNotional": 56.121060983903874, "foreignNotional": 21028.561550668783}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "91d58f3e-2a75-8f8f-c853-f174aefed4d7", "grossValue": 1236510, "homeNotional": 0.3740648379052369, "foreignNotional": 140.16209476309226}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 240, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "6241eb07-9380-23e9-e571-d253e058a504", "grossValue": 8992800, "homeNotional": 2.720471548401723, "foreignNotional": 1019.3606891861256}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 610, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "4825f6e6-e96e-841d-0d69-6ddd86805b32", "grossValue": 22856700, "homeNotional": 6.914531852187713, "foreignNotional": 2590.8750850147358}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "baea3b54-6c59-9bd8-38ba-16370f9a3672", "grossValue": 1199040, "homeNotional": 0.36272953978689637, "foreignNotional": 135.91475855815008}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 407, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d5713957-e0fa-ce16-43c5-b26bd73bdf58", "grossValue": 15250290, "homeNotional": 4.613466334164588, "foreignNotional": 1728.6658354114713}, {"timestamp": "2020-08-12T07:06:22.761Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "5eb33720-cfd1-b158-f35b-c5029067d524", "grossValue": 74940000, "homeNotional": 22.670596236681025, "foreignNotional": 8494.67240988438}]}
2020-08-12 10:06:22 DEBUG: message ignored
2020-08-12 10:06:23 DEBUG: check clearing time needed clearing_process_timer=263.350901
2020-08-12 10:06:23 DEBUG: check init order needed init_order_process_timer=363.35121
2020-08-12 10:06:24 DEBUG: check clearing time needed clearing_process_timer=264.352454
2020-08-12 10:06:24 DEBUG: check init order needed init_order_process_timer=364.352731
2020-08-12 10:06:25 DEBUG: check clearing time needed clearing_process_timer=265.353109
2020-08-12 10:06:25 DEBUG: check init order needed init_order_process_timer=365.353374
2020-08-12 10:06:26 DEBUG: check clearing time needed clearing_process_timer=266.354613
2020-08-12 10:06:26 DEBUG: check init order needed init_order_process_timer=366.354933
2020-08-12 10:06:27 DEBUG: check clearing time needed clearing_process_timer=267.356096
2020-08-12 10:06:27 DEBUG: check init order needed init_order_process_timer=367.356342
2020-08-12 10:06:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:27.678Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "1eca6057-7e84-1445-e312-7ec6541da570", "grossValue": 1124250, "homeNotional": 0.3400589435502154, "foreignNotional": 127.43708909544321}, {"timestamp": "2020-08-12T07:06:27.678Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7027a573-0efb-387e-3453-3486347d8792", "grossValue": 9368750, "homeNotional": 2.833824529585128, "foreignNotional": 1061.9757424620268}, {"timestamp": "2020-08-12T07:06:27.678Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a6f1355-83f6-73e7-73f9-28cea4a9f790", "grossValue": 149900, "homeNotional": 0.045341192473362046, "foreignNotional": 16.99161187939243}]}
2020-08-12 10:06:27 DEBUG: message ignored
2020-08-12 10:06:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:27.711Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "01ed1346-c381-678b-0820-c6442456d9e3", "grossValue": 487110, "homeNotional": 0.14735887553842666, "foreignNotional": 55.21537066424847}]}
2020-08-12 10:06:27 DEBUG: message ignored
2020-08-12 10:06:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:27.714Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3524d56-220f-7ae9-571d-b89358f92c9a", "grossValue": 449640, "homeNotional": 0.13602357742008614, "foreignNotional": 50.96803445930628}]}
2020-08-12 10:06:27 DEBUG: message ignored
2020-08-12 10:06:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:27.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "149bb8c6-0715-6e09-c8a6-372e46d4e1e9", "grossValue": 374700, "homeNotional": 0.11335298118340513, "foreignNotional": 42.4733620494219}]}
2020-08-12 10:06:27 DEBUG: message ignored
2020-08-12 10:06:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:27.729Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "aeea84d5-7e2c-421d-d59b-8498c8fca5de", "grossValue": 449640, "homeNotional": 0.13602357742008614, "foreignNotional": 50.96803445930628}]}
2020-08-12 10:06:27 DEBUG: message ignored
2020-08-12 10:06:28 DEBUG: check clearing time needed clearing_process_timer=268.357079
2020-08-12 10:06:28 DEBUG: check init order needed init_order_process_timer=368.357339
2020-08-12 10:06:29 DEBUG: check clearing time needed clearing_process_timer=269.358509
2020-08-12 10:06:29 DEBUG: check init order needed init_order_process_timer=369.358795
2020-08-12 10:06:30 DEBUG: check clearing time needed clearing_process_timer=270.359976
2020-08-12 10:06:30 DEBUG: check init order needed init_order_process_timer=370.360211
2020-08-12 10:06:31 DEBUG: check clearing time needed clearing_process_timer=271.361077
2020-08-12 10:06:31 DEBUG: check init order needed init_order_process_timer=371.361362
2020-08-12 10:06:32 DEBUG: check clearing time needed clearing_process_timer=272.362726
2020-08-12 10:06:32 DEBUG: check init order needed init_order_process_timer=372.363002
2020-08-12 10:06:33 DEBUG: check clearing time needed clearing_process_timer=273.364198
2020-08-12 10:06:33 DEBUG: check init order needed init_order_process_timer=373.364465
2020-08-12 10:06:34 DEBUG: check clearing time needed clearing_process_timer=274.365098
2020-08-12 10:06:34 DEBUG: check init order needed init_order_process_timer=374.365426
2020-08-12 10:06:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:34.596Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "a58f343c-c212-855c-1410-83e46783eb9d", "grossValue": 9368750, "homeNotional": 2.834145788459358, "foreignNotional": 1062.0961342251446}]}
2020-08-12 10:06:34 DEBUG: message ignored
2020-08-12 10:06:35 DEBUG: check clearing time needed clearing_process_timer=275.366655
2020-08-12 10:06:35 DEBUG: check init order needed init_order_process_timer=375.366903
2020-08-12 10:06:36 DEBUG: check clearing time needed clearing_process_timer=276.368065
2020-08-12 10:06:36 DEBUG: check init order needed init_order_process_timer=376.368302
2020-08-12 10:06:37 DEBUG: check clearing time needed clearing_process_timer=277.369099
2020-08-12 10:06:37 DEBUG: check init order needed init_order_process_timer=377.369389
2020-08-12 10:06:38 DEBUG: check clearing time needed clearing_process_timer=278.370348
2020-08-12 10:06:38 DEBUG: check init order needed init_order_process_timer=378.370626
2020-08-12 10:06:39 DEBUG: check clearing time needed clearing_process_timer=279.371872
2020-08-12 10:06:39 DEBUG: check init order needed init_order_process_timer=379.372127
2020-08-12 10:06:40 DEBUG: check clearing time needed clearing_process_timer=280.373326
2020-08-12 10:06:40 DEBUG: check init order needed init_order_process_timer=380.373632
2020-08-12 10:06:41 DEBUG: check clearing time needed clearing_process_timer=281.374846
2020-08-12 10:06:41 DEBUG: check init order needed init_order_process_timer=381.375132
2020-08-12 10:06:42 DEBUG: check clearing time needed clearing_process_timer=282.376363
2020-08-12 10:06:42 DEBUG: check init order needed init_order_process_timer=382.376619
2020-08-12 10:06:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:43.121Z", "symbol": "ETHUSD", "side": "Buy", "size": 322, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "05e3023e-926a-72ab-fa77-bc9465f7d221", "grossValue": 12066950, "homeNotional": 3.6503797755356535, "foreignNotional": 1367.9798208819861}, {"timestamp": "2020-08-12T07:06:43.121Z", "symbol": "ETHUSD", "side": "Buy", "size": 64, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "830e0953-e39e-c531-ecbc-a46863bd5747", "grossValue": 2398400, "homeNotional": 0.7255413218455957, "foreignNotional": 271.896610361637}, {"timestamp": "2020-08-12T07:06:43.121Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d374b66d-f467-e487-5654-673a6dfbe730", "grossValue": 2248500, "homeNotional": 0.680194989230246, "foreignNotional": 254.9030722140347}, {"timestamp": "2020-08-12T07:06:43.121Z", "symbol": "ETHUSD", "side": "Buy", "size": 54, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "3977b11f-de1c-2fab-1fda-27b89dab8fd8", "grossValue": 2023650, "homeNotional": 0.6121754903072214, "foreignNotional": 229.41276499263122}]}
2020-08-12 10:06:43 DEBUG: message ignored
2020-08-12 10:06:43 DEBUG: check clearing time needed clearing_process_timer=283.377823
2020-08-12 10:06:43 DEBUG: check init order needed init_order_process_timer=383.378134
2020-08-12 10:06:44 DEBUG: check clearing time needed clearing_process_timer=284.37936
2020-08-12 10:06:44 DEBUG: check init order needed init_order_process_timer=384.379616
2020-08-12 10:06:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:44.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "adad26f4-38cf-97d3-3341-a842da8a444e", "grossValue": 74940, "homeNotional": 0.022673166307674866, "foreignNotional": 8.495635415485772}, {"timestamp": "2020-08-12T07:06:44.704Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "08127e7f-a3f8-d456-e349-df243a6d72c0", "grossValue": 337230, "homeNotional": 0.1020292483845369, "foreignNotional": 38.23035936968598}]}
2020-08-12 10:06:44 DEBUG: message ignored
2020-08-12 10:06:45 DEBUG: check clearing time needed clearing_process_timer=285.380774
2020-08-12 10:06:45 DEBUG: check init order needed init_order_process_timer=385.381077
2020-08-12 10:06:46 DEBUG: check clearing time needed clearing_process_timer=286.382326
2020-08-12 10:06:46 DEBUG: check init order needed init_order_process_timer=386.38261
2020-08-12 10:06:47 DEBUG: check clearing time needed clearing_process_timer=287.383835
2020-08-12 10:06:47 DEBUG: check init order needed init_order_process_timer=387.384097
2020-08-12 10:06:48 DEBUG: check clearing time needed clearing_process_timer=288.38529
2020-08-12 10:06:48 DEBUG: check init order needed init_order_process_timer=388.385545
2020-08-12 10:06:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:48.717Z", "symbol": "ETHUSD", "side": "Sell", "size": 476, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "920e1f2b-57a1-ca31-3039-2d24502b8b42", "grossValue": 17835720, "homeNotional": 5.396213581226618, "foreignNotional": 2021.9612288856138}]}
2020-08-12 10:06:48 DEBUG: message ignored
2020-08-12 10:06:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:48.728Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fea2679-147b-5c84-9f2e-134e7e2d7500", "grossValue": 899280, "homeNotional": 0.2720779956920984, "foreignNotional": 101.94762498582926}, {"timestamp": "2020-08-12T07:06:48.728Z", "symbol": "ETHUSD", "side": "Sell", "size": 194, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "2eb8082c-de2e-8a8f-f68b-7098bf0de8d6", "grossValue": 7269180, "homeNotional": 2.199297131844462, "foreignNotional": 824.0766353021199}, {"timestamp": "2020-08-12T07:06:48.728Z", "symbol": "ETHUSD", "side": "Sell", "size": 470, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "21ac25fb-16d4-674b-267a-eb6a20caec34", "grossValue": 17610900, "homeNotional": 5.328194082303594, "foreignNotional": 1996.4743226391565}, {"timestamp": "2020-08-12T07:06:48.728Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "8c0b1cb1-441b-5682-6c20-2e393db1649d", "grossValue": 374700000, "homeNotional": 113.36583153837434, "foreignNotional": 42478.17707742886}]}
2020-08-12 10:06:48 DEBUG: message ignored
2020-08-12 10:06:49 DEBUG: check clearing time needed clearing_process_timer=289.386846
2020-08-12 10:06:49 DEBUG: check init order needed init_order_process_timer=389.387148
2020-08-12 10:06:50 DEBUG: check clearing time needed clearing_process_timer=290.388355
2020-08-12 10:06:50 DEBUG: check init order needed init_order_process_timer=390.388617
2020-08-12 10:06:51 DEBUG: check clearing time needed clearing_process_timer=291.389823
2020-08-12 10:06:51 DEBUG: check init order needed init_order_process_timer=391.390129
2020-08-12 10:06:52 DEBUG: check clearing time needed clearing_process_timer=292.391335
2020-08-12 10:06:52 DEBUG: check init order needed init_order_process_timer=392.391602
2020-08-12 10:06:53 DEBUG: check clearing time needed clearing_process_timer=293.39282
2020-08-12 10:06:53 DEBUG: check init order needed init_order_process_timer=393.393214
2020-08-12 10:06:54 DEBUG: check clearing time needed clearing_process_timer=294.394483
2020-08-12 10:06:54 DEBUG: check init order needed init_order_process_timer=394.394821
2020-08-12 10:06:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:55.040Z", "symbol": "ETHUSD", "side": "Buy", "size": 132, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b76ebf8b-cdb8-413e-78ec-7e6741e8cc75", "grossValue": 4946040, "homeNotional": 1.4964289763065413, "foreignNotional": 560.7119374220609}]}
2020-08-12 10:06:55 DEBUG: message ignored
2020-08-12 10:06:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:06:55.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "629e1744-735c-ae2a-7081-c787642cb2b8", "grossValue": 2135790, "homeNotional": 0.6461852397687337, "foreignNotional": 242.12560934134453}]}
2020-08-12 10:06:55 DEBUG: message ignored
2020-08-12 10:06:55 DEBUG: check clearing time needed clearing_process_timer=295.396058
2020-08-12 10:06:55 DEBUG: check init order needed init_order_process_timer=395.396324
2020-08-12 10:06:56 DEBUG: check clearing time needed clearing_process_timer=296.397544
2020-08-12 10:06:56 DEBUG: check init order needed init_order_process_timer=396.397881
2020-08-12 10:06:57 DEBUG: check clearing time needed clearing_process_timer=297.399361
2020-08-12 10:06:57 DEBUG: check init order needed init_order_process_timer=397.399649
2020-08-12 10:06:58 DEBUG: check clearing time needed clearing_process_timer=298.401145
2020-08-12 10:06:58 DEBUG: check init order needed init_order_process_timer=398.401515
2020-08-12 10:06:59 DEBUG: check clearing time needed clearing_process_timer=299.402793
2020-08-12 10:06:59 DEBUG: check init order needed init_order_process_timer=399.403055
2020-08-12 10:07:00 DEBUG: check clearing time needed clearing_process_timer=300.404251
2020-08-12 10:07:00 DEBUG: check init order needed init_order_process_timer=400.40452
2020-08-12 10:07:01 DEBUG: check clearing time needed clearing_process_timer=301.405728
2020-08-12 10:07:01 DEBUG: check init order needed init_order_process_timer=401.406047
2020-08-12 10:07:02 DEBUG: check clearing time needed clearing_process_timer=302.407263
2020-08-12 10:07:02 DEBUG: check init order needed init_order_process_timer=402.407613
2020-08-12 10:07:03 DEBUG: check clearing time needed clearing_process_timer=303.408804
2020-08-12 10:07:03 DEBUG: check init order needed init_order_process_timer=403.409135
2020-08-12 10:07:04 DEBUG: check clearing time needed clearing_process_timer=304.410525
2020-08-12 10:07:04 DEBUG: check init order needed init_order_process_timer=404.410836
2020-08-12 10:07:05 DEBUG: check clearing time needed clearing_process_timer=305.412301
2020-08-12 10:07:05 DEBUG: check init order needed init_order_process_timer=405.412566
2020-08-12 10:07:06 DEBUG: check clearing time needed clearing_process_timer=306.4133
2020-08-12 10:07:06 DEBUG: check init order needed init_order_process_timer=406.413569
2020-08-12 10:07:07 DEBUG: check clearing time needed clearing_process_timer=307.414751
2020-08-12 10:07:07 DEBUG: check init order needed init_order_process_timer=407.415031
2020-08-12 10:07:08 DEBUG: check clearing time needed clearing_process_timer=308.416476
2020-08-12 10:07:08 DEBUG: check init order needed init_order_process_timer=408.416747
2020-08-12 10:07:09 DEBUG: check clearing time needed clearing_process_timer=309.417945
2020-08-12 10:07:09 DEBUG: check init order needed init_order_process_timer=409.418251
2020-08-12 10:07:10 DEBUG: check clearing time needed clearing_process_timer=310.419466
2020-08-12 10:07:10 DEBUG: check init order needed init_order_process_timer=410.419745
2020-08-12 10:07:11 DEBUG: check clearing time needed clearing_process_timer=311.420962
2020-08-12 10:07:11 DEBUG: check init order needed init_order_process_timer=411.421271
2020-08-12 10:07:12 DEBUG: check clearing time needed clearing_process_timer=312.422549
2020-08-12 10:07:12 DEBUG: check init order needed init_order_process_timer=412.422921
2020-08-12 10:07:13 DEBUG: check clearing time needed clearing_process_timer=313.424177
2020-08-12 10:07:13 DEBUG: check init order needed init_order_process_timer=413.424443
2020-08-12 10:07:14 DEBUG: check clearing time needed clearing_process_timer=314.425622
2020-08-12 10:07:14 DEBUG: check init order needed init_order_process_timer=414.425941
2020-08-12 10:07:15 DEBUG: check clearing time needed clearing_process_timer=315.427181
2020-08-12 10:07:15 DEBUG: check init order needed init_order_process_timer=415.42749
2020-08-12 10:07:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:15.615Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "d02f0a35-56ee-2273-010c-dd76c6479751", "grossValue": 18732500, "homeNotional": 5.66700668706789, "foreignNotional": 2123.144055309985}]}
2020-08-12 10:07:15 DEBUG: message ignored
2020-08-12 10:07:16 DEBUG: check clearing time needed clearing_process_timer=316.428712
2020-08-12 10:07:16 DEBUG: check init order needed init_order_process_timer=416.428969
2020-08-12 10:07:17 DEBUG: check clearing time needed clearing_process_timer=317.430151
2020-08-12 10:07:17 DEBUG: check init order needed init_order_process_timer=417.430386
2020-08-12 10:07:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:18.287Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "bbb9d05c-ea2f-d765-2328-8ae9192a0ca3", "grossValue": 524580, "homeNotional": 0.15867618723790095, "foreignNotional": 59.455967358041484}]}
2020-08-12 10:07:18 DEBUG: message ignored
2020-08-12 10:07:18 DEBUG: check clearing time needed clearing_process_timer=318.431578
2020-08-12 10:07:18 DEBUG: check init order needed init_order_process_timer=418.431827
2020-08-12 10:07:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:18.510Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "f234ee9c-3ade-7a47-aa5c-904929ae6254", "grossValue": 224820, "homeNotional": 0.06800408024481469, "foreignNotional": 25.481128867732064}]}
2020-08-12 10:07:18 DEBUG: message ignored
2020-08-12 10:07:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 202, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "81e81259-c6fe-b40c-bb01-13a86af2f5a6", "grossValue": 7567930, "homeNotional": 2.2894707015754276, "foreignNotional": 857.750198345234}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "99bd4ca9-6458-5a8e-532b-6a623754c74d", "grossValue": 37465000, "homeNotional": 11.33401337413578, "foreignNotional": 4246.28811061997}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 586, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1667230e-0152-3ba8-a002-2c3886a8f228", "grossValue": 21954490, "homeNotional": 6.641731837243568, "foreignNotional": 2488.3248328233026}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 586, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "984ef20a-c94d-5bb4-665a-7f2f3d39d450", "grossValue": 21954490, "homeNotional": 6.641731837243568, "foreignNotional": 2488.3248328233026}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 586, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e4a9bf81-f87e-efd4-29ac-370faf25ada5", "grossValue": 21954490, "homeNotional": 6.641731837243568, "foreignNotional": 2488.3248328233026}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 26474, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9cf8a4c-291e-0f62-efdb-54d3f81cc424", "grossValue": 991848410, "homeNotional": 300.05667006687065, "foreignNotional": 112416.2314405531}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e8199acb-7590-e736-ad29-99e7bd7bb92c", "grossValue": 187325, "homeNotional": 0.05667006687067891, "foreignNotional": 21.23144055309985}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 470, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "826486ea-9c16-30aa-5bd4-fb51a544f42f", "grossValue": 17608550, "homeNotional": 5.326986285843818, "foreignNotional": 1995.7554119913862}, {"timestamp": "2020-08-12T07:07:18.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3cb5319-cadb-182e-1f23-21760eb0891d", "grossValue": 6406515, "homeNotional": 1.9381162869772186, "foreignNotional": 726.115266916015}]}
2020-08-12 10:07:18 DEBUG: message ignored
2020-08-12 10:07:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:19.295Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "d545dc89-ca10-0694-4e8e-3a64fcd04a0f", "grossValue": 374600, "homeNotional": 0.11334013374135782, "foreignNotional": 42.45721409951264}, {"timestamp": "2020-08-12T07:07:19.295Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d55de41d-f6c9-248b-a57a-a06208a91dc2", "grossValue": 1086340, "homeNotional": 0.32868638784993764, "foreignNotional": 123.12592088858665}, {"timestamp": "2020-08-12T07:07:19.295Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2f248725-1d57-dfc1-0031-a209ed67cf80", "grossValue": 412060, "homeNotional": 0.1246741471154936, "foreignNotional": 46.7029355094639}]}
2020-08-12 10:07:19 DEBUG: message ignored
2020-08-12 10:07:19 DEBUG: check clearing time needed clearing_process_timer=319.432253
2020-08-12 10:07:19 DEBUG: check init order needed init_order_process_timer=419.432593
2020-08-12 10:07:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:19.966Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "ffa7fb4a-4475-f213-646b-8e7875077e5d", "grossValue": 1685925, "homeNotional": 0.5100306018361102, "foreignNotional": 191.08296497789868}]}
2020-08-12 10:07:19 DEBUG: message ignored
2020-08-12 10:07:20 DEBUG: check clearing time needed clearing_process_timer=320.433792
2020-08-12 10:07:20 DEBUG: check init order needed init_order_process_timer=420.434094
2020-08-12 10:07:21 DEBUG: check clearing time needed clearing_process_timer=321.435298
2020-08-12 10:07:21 DEBUG: check init order needed init_order_process_timer=421.435569
2020-08-12 10:07:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:21.771Z", "symbol": "ETHUSD", "side": "Sell", "size": 12988, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "beb13acd-c19e-f72f-2193-1410ea2b43f3", "grossValue": 486530480, "homeNotional": 147.20616570327553, "foreignNotional": 55143.42967244701}, {"timestamp": "2020-08-12T07:07:21.771Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "89dd8c7f-dfbc-a599-883c-a01c604e4c14", "grossValue": 6405660, "homeNotional": 1.9381162869772186, "foreignNotional": 726.0183611016661}, {"timestamp": "2020-08-12T07:07:21.771Z", "symbol": "ETHUSD", "side": "Sell", "size": 156, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0ce5223-8667-15a8-a036-89d46fee019b", "grossValue": 5843760, "homeNotional": 1.7681060863651819, "foreignNotional": 662.3325399523972}, {"timestamp": "2020-08-12T07:07:21.771Z", "symbol": "ETHUSD", "side": "Sell", "size": 19656, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0eb4d9b-7c08-055a-7ccf-a81314c1b0c2", "grossValue": 736313760, "homeNotional": 222.78136688201292, "foreignNotional": 83453.90003400204}]}
2020-08-12 10:07:21 DEBUG: message ignored
2020-08-12 10:07:22 DEBUG: check clearing time needed clearing_process_timer=322.436798
2020-08-12 10:07:22 DEBUG: check init order needed init_order_process_timer=422.437097
2020-08-12 10:07:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:22.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c83a26e-4103-e9ed-6dee-f9e2f45055ae", "grossValue": 1873000, "homeNotional": 0.566700668706789, "foreignNotional": 212.28607049756317}]}
2020-08-12 10:07:22 DEBUG: message ignored
2020-08-12 10:07:23 DEBUG: check clearing time needed clearing_process_timer=323.438286
2020-08-12 10:07:23 DEBUG: check init order needed init_order_process_timer=423.438615
2020-08-12 10:07:24 DEBUG: check clearing time needed clearing_process_timer=324.439868
2020-08-12 10:07:24 DEBUG: check init order needed init_order_process_timer=424.440226
2020-08-12 10:07:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:24.675Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "aeb3feb5-ccc6-68a7-1919-51906ae4a81f", "grossValue": 74930, "homeNotional": 0.022668026748271564, "foreignNotional": 8.492576221239942}]}
2020-08-12 10:07:24 DEBUG: message ignored
2020-08-12 10:07:25 DEBUG: check clearing time needed clearing_process_timer=325.441442
2020-08-12 10:07:25 DEBUG: check init order needed init_order_process_timer=425.441722
2020-08-12 10:07:26 DEBUG: check clearing time needed clearing_process_timer=326.4429
2020-08-12 10:07:26 DEBUG: check init order needed init_order_process_timer=426.443163
2020-08-12 10:07:27 DEBUG: check clearing time needed clearing_process_timer=327.444327
2020-08-12 10:07:27 DEBUG: check init order needed init_order_process_timer=427.444642
2020-08-12 10:07:28 DEBUG: check clearing time needed clearing_process_timer=328.445879
2020-08-12 10:07:28 DEBUG: check init order needed init_order_process_timer=428.446197
2020-08-12 10:07:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:29.153Z", "symbol": "ETHUSD", "side": "Sell", "size": 420, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "6fc74172-ecc2-a2b9-86a8-e5836983a451", "grossValue": 15733200, "homeNotional": 4.760285617137028, "foreignNotional": 1783.2029921795308}, {"timestamp": "2020-08-12T07:07:29.153Z", "symbol": "ETHUSD", "side": "Sell", "size": 4580, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "19f5ab06-e791-311a-8105-dc5163260262", "grossValue": 171566800, "homeNotional": 51.90978125354188, "foreignNotional": 19445.404057576787}]}
2020-08-12 10:07:29 DEBUG: message ignored
2020-08-12 10:07:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:29.284Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "00a0a74d-de01-c7dd-5275-6c12231667cb", "grossValue": 1161260, "homeNotional": 0.3513544145982092, "foreignNotional": 131.61736370848917}]}
2020-08-12 10:07:29 DEBUG: message ignored
2020-08-12 10:07:29 DEBUG: check clearing time needed clearing_process_timer=329.447437
2020-08-12 10:07:29 DEBUG: check init order needed init_order_process_timer=429.447724
2020-08-12 10:07:30 DEBUG: check clearing time needed clearing_process_timer=330.448918
2020-08-12 10:07:30 DEBUG: check init order needed init_order_process_timer=430.449222
2020-08-12 10:07:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:31.285Z", "symbol": "ETHUSD", "side": "Buy", "size": 259, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "3dee3b72-4a4d-5a7f-8fa4-5a1cea9bc188", "grossValue": 9703435, "homeNotional": 2.9351767905711696, "foreignNotional": 1099.6639845874886}]}
2020-08-12 10:07:31 DEBUG: message ignored
2020-08-12 10:07:31 DEBUG: check clearing time needed clearing_process_timer=331.450405
2020-08-12 10:07:31 DEBUG: check init order needed init_order_process_timer=431.450687
2020-08-12 10:07:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:32.218Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "fd708d06-36b9-177c-e8c3-21d95edb88e4", "grossValue": 37460, "homeNotional": 0.011332728921124207, "foreignNotional": 4.245240253853128}, {"timestamp": "2020-08-12T07:07:32.218Z", "symbol": "ETHUSD", "side": "Sell", "size": 329, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2e7743b6-a00e-65f2-bc72-3da2c446c163", "grossValue": 12324340, "homeNotional": 3.728467815049864, "foreignNotional": 1396.6840435176791}]}
2020-08-12 10:07:32 DEBUG: message ignored
2020-08-12 10:07:32 DEBUG: check clearing time needed clearing_process_timer=332.451927
2020-08-12 10:07:32 DEBUG: check init order needed init_order_process_timer=432.452234
2020-08-12 10:07:33 DEBUG: check clearing time needed clearing_process_timer=333.453067
2020-08-12 10:07:33 DEBUG: check init order needed init_order_process_timer=433.453374
2020-08-12 10:07:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:34.048Z", "symbol": "ETHUSD", "side": "Sell", "size": 1534, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbc511de-7925-1200-1f02-a7a4fb2d8978", "grossValue": 57463640, "homeNotional": 17.384406165004535, "foreignNotional": 6512.198549410698}, {"timestamp": "2020-08-12T07:07:34.048Z", "symbol": "ETHUSD", "side": "Sell", "size": 466, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "050112dd-31bc-6010-9735-1534e03cda35", "grossValue": 17456360, "homeNotional": 5.28105167724388, "foreignNotional": 1978.2819582955576}]}
2020-08-12 10:07:34 DEBUG: message ignored
2020-08-12 10:07:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:34.087Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "05319764-49d3-b7a9-460a-cdc4e893d167", "grossValue": 149840, "homeNotional": 0.04533091568449683, "foreignNotional": 16.98096101541251}]}
2020-08-12 10:07:34 DEBUG: message ignored
2020-08-12 10:07:34 DEBUG: check clearing time needed clearing_process_timer=334.4546
2020-08-12 10:07:34 DEBUG: check init order needed init_order_process_timer=434.45498
2020-08-12 10:07:35 DEBUG: check clearing time needed clearing_process_timer=335.456242
2020-08-12 10:07:35 DEBUG: check init order needed init_order_process_timer=435.456521
2020-08-12 10:07:36 DEBUG: check clearing time needed clearing_process_timer=336.457721
2020-08-12 10:07:36 DEBUG: check init order needed init_order_process_timer=436.458077
2020-08-12 10:07:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:37.400Z", "symbol": "ETHUSD", "side": "Sell", "size": 586, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "97ff11d4-4c2e-afd0-f385-677fa75af7a6", "grossValue": 21948630, "homeNotional": 6.640979147778785, "foreignNotional": 2487.378739800544}, {"timestamp": "2020-08-12T07:07:37.400Z", "symbol": "ETHUSD", "side": "Sell", "size": 414, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "fa222db3-0663-a42b-7b9f-578ba2934d2f", "grossValue": 15506370, "homeNotional": 4.691749773345421, "foreignNotional": 1757.2948776065277}]}
2020-08-12 10:07:37 DEBUG: message ignored
2020-08-12 10:07:37 DEBUG: check clearing time needed clearing_process_timer=337.459337
2020-08-12 10:07:37 DEBUG: check init order needed init_order_process_timer=437.459623
2020-08-12 10:07:38 DEBUG: check clearing time needed clearing_process_timer=338.460809
2020-08-12 10:07:38 DEBUG: check init order needed init_order_process_timer=438.461125
2020-08-12 10:07:39 DEBUG: check clearing time needed clearing_process_timer=339.462332
2020-08-12 10:07:39 DEBUG: check init order needed init_order_process_timer=439.462594
2020-08-12 10:07:40 DEBUG: check clearing time needed clearing_process_timer=340.463782
2020-08-12 10:07:40 DEBUG: check init order needed init_order_process_timer=440.464079
2020-08-12 10:07:41 DEBUG: check clearing time needed clearing_process_timer=341.465271
2020-08-12 10:07:41 DEBUG: check init order needed init_order_process_timer=441.46558
2020-08-12 10:07:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:41.601Z", "symbol": "ETHUSD", "side": "Sell", "size": 172, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5c66540a-b767-be94-4d8f-c1e78cf210f2", "grossValue": 6442260, "homeNotional": 1.9492293744333635, "foreignNotional": 730.0838621940163}, {"timestamp": "2020-08-12T07:07:41.601Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b3b4bcb-0e1d-4f1a-9cf8-15adba6074dc", "grossValue": 1797840, "homeNotional": 0.543970988213962, "foreignNotional": 203.74433363553945}]}
2020-08-12 10:07:41 DEBUG: message ignored
2020-08-12 10:07:42 DEBUG: check clearing time needed clearing_process_timer=342.466835
2020-08-12 10:07:42 DEBUG: check init order needed init_order_process_timer=442.467107
2020-08-12 10:07:43 DEBUG: check clearing time needed clearing_process_timer=343.468285
2020-08-12 10:07:43 DEBUG: check init order needed init_order_process_timer=443.468598
2020-08-12 10:07:44 DEBUG: check clearing time needed clearing_process_timer=344.469848
2020-08-12 10:07:44 DEBUG: check init order needed init_order_process_timer=444.470123
2020-08-12 10:07:45 DEBUG: check clearing time needed clearing_process_timer=345.471334
2020-08-12 10:07:45 DEBUG: check init order needed init_order_process_timer=445.471626
2020-08-12 10:07:46 DEBUG: check clearing time needed clearing_process_timer=346.472817
2020-08-12 10:07:46 DEBUG: check init order needed init_order_process_timer=446.473104
2020-08-12 10:07:47 DEBUG: check clearing time needed clearing_process_timer=347.474285
2020-08-12 10:07:47 DEBUG: check init order needed init_order_process_timer=447.474545
2020-08-12 10:07:48 DEBUG: check clearing time needed clearing_process_timer=348.475719
2020-08-12 10:07:48 DEBUG: check init order needed init_order_process_timer=448.476008
2020-08-12 10:07:49 DEBUG: check clearing time needed clearing_process_timer=349.477195
2020-08-12 10:07:49 DEBUG: check init order needed init_order_process_timer=449.47746
2020-08-12 10:07:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:49.975Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "0561d756-1ac4-11a1-c57e-f5d06cb158df", "grossValue": 37455, "homeNotional": 0.011332728921124207, "foreignNotional": 4.244673617407072}]}
2020-08-12 10:07:49 DEBUG: message ignored
2020-08-12 10:07:50 DEBUG: check clearing time needed clearing_process_timer=350.478646
2020-08-12 10:07:50 DEBUG: check init order needed init_order_process_timer=450.478907
2020-08-12 10:07:51 DEBUG: check clearing time needed clearing_process_timer=351.480109
2020-08-12 10:07:51 DEBUG: check init order needed init_order_process_timer=451.480446
2020-08-12 10:07:52 DEBUG: check clearing time needed clearing_process_timer=352.481697
2020-08-12 10:07:52 DEBUG: check init order needed init_order_process_timer=452.481951
2020-08-12 10:07:53 DEBUG: check clearing time needed clearing_process_timer=353.483175
2020-08-12 10:07:53 DEBUG: check init order needed init_order_process_timer=453.483418
2020-08-12 10:07:54 DEBUG: check clearing time needed clearing_process_timer=354.48459
2020-08-12 10:07:54 DEBUG: check init order needed init_order_process_timer=454.484914
2020-08-12 10:07:55 DEBUG: check clearing time needed clearing_process_timer=355.486191
2020-08-12 10:07:55 DEBUG: check init order needed init_order_process_timer=455.486439
2020-08-12 10:07:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:07:55.720Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "109197d5-0ce9-6da4-9743-313932a9da61", "grossValue": 412005, "homeNotional": 0.12466001813236627, "foreignNotional": 46.69140979147779}]}
2020-08-12 10:07:55 DEBUG: message ignored
2020-08-12 10:07:56 DEBUG: check clearing time needed clearing_process_timer=356.487725
2020-08-12 10:07:56 DEBUG: check init order needed init_order_process_timer=456.488047
2020-08-12 10:07:57 DEBUG: check clearing time needed clearing_process_timer=357.489321
2020-08-12 10:07:57 DEBUG: check init order needed init_order_process_timer=457.48965
2020-08-12 10:07:58 DEBUG: check clearing time needed clearing_process_timer=358.49089
2020-08-12 10:07:58 DEBUG: check init order needed init_order_process_timer=458.491183
2020-08-12 10:07:59 DEBUG: check clearing time needed clearing_process_timer=359.4924
2020-08-12 10:07:59 DEBUG: check init order needed init_order_process_timer=459.492685
2020-08-12 10:08:00 DEBUG: check clearing time needed clearing_process_timer=360.493082
2020-08-12 10:08:00 DEBUG: check init order needed init_order_process_timer=460.493409
2020-08-12 10:08:01 DEBUG: check clearing time needed clearing_process_timer=361.494623
2020-08-12 10:08:01 DEBUG: check init order needed init_order_process_timer=461.494886
2020-08-12 10:08:02 DEBUG: check clearing time needed clearing_process_timer=362.496092
2020-08-12 10:08:02 DEBUG: check init order needed init_order_process_timer=462.496413
2020-08-12 10:08:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:03.121Z", "symbol": "ETHUSD", "side": "Sell", "size": 526, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "07544747-7856-74bb-94ec-c94aff7d2f26", "grossValue": 19701330, "homeNotional": 5.959664627237707, "foreignNotional": 2232.1923861318833}, {"timestamp": "2020-08-12T07:08:03.121Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa5a7743-bbf3-59b1-5665-8ff3d171b1b9", "grossValue": 6404805, "homeNotional": 1.937457511896669, "foreignNotional": 725.6747110808974}, {"timestamp": "2020-08-12T07:08:03.121Z", "symbol": "ETHUSD", "side": "Sell", "size": 103, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "25d3fd42-d238-8532-9e67-57aefba42e8e", "grossValue": 3857865, "homeNotional": 1.167006571493315, "foreignNotional": 437.10231135282123}]}
2020-08-12 10:08:03 DEBUG: message ignored
2020-08-12 10:08:03 DEBUG: check clearing time needed clearing_process_timer=363.497631
2020-08-12 10:08:03 DEBUG: check init order needed init_order_process_timer=463.497941
2020-08-12 10:08:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:04.047Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f53e1049-74cc-5145-8aad-7027472f0a54", "grossValue": 1872750, "homeNotional": 0.5665080444142306, "foreignNotional": 212.1855880353501}, {"timestamp": "2020-08-12T07:08:04.047Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "da5f592e-1c9d-e941-13db-b63216d3d451", "grossValue": 2659305, "homeNotional": 0.8044414230682075, "foreignNotional": 301.30353501019715}, {"timestamp": "2020-08-12T07:08:04.047Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b378fec-6a6f-cfa4-3edc-588ef9e5103f", "grossValue": 187275, "homeNotional": 0.05665080444142307, "foreignNotional": 21.21855880353501}]}
2020-08-12 10:08:04 DEBUG: message ignored
2020-08-12 10:08:04 DEBUG: check clearing time needed clearing_process_timer=364.499187
2020-08-12 10:08:04 DEBUG: check init order needed init_order_process_timer=464.499463
2020-08-12 10:08:05 DEBUG: check clearing time needed clearing_process_timer=365.50079
2020-08-12 10:08:05 DEBUG: check init order needed init_order_process_timer=465.501183
2020-08-12 10:08:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:05.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f82bb58e-2c98-18a3-d3a1-58b5bb6d183d", "grossValue": 749100, "homeNotional": 0.22660321776569228, "foreignNotional": 84.87423521414004}]}
2020-08-12 10:08:05 DEBUG: message ignored
2020-08-12 10:08:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:05.566Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "23cb4808-ff11-9021-7b91-bcc8611d0a28", "grossValue": 898920, "homeNotional": 0.27192386131883073, "foreignNotional": 101.84908225696805}]}
2020-08-12 10:08:05 DEBUG: message ignored
2020-08-12 10:08:06 DEBUG: check clearing time needed clearing_process_timer=366.50246
2020-08-12 10:08:06 DEBUG: check init order needed init_order_process_timer=466.502759
2020-08-12 10:08:07 DEBUG: check clearing time needed clearing_process_timer=367.503945
2020-08-12 10:08:07 DEBUG: check init order needed init_order_process_timer=467.504298
2020-08-12 10:08:08 DEBUG: check clearing time needed clearing_process_timer=368.505556
2020-08-12 10:08:08 DEBUG: check init order needed init_order_process_timer=468.505827
2020-08-12 10:08:09 DEBUG: check clearing time needed clearing_process_timer=369.507044
2020-08-12 10:08:09 DEBUG: check init order needed init_order_process_timer=469.507375
2020-08-12 10:08:10 DEBUG: check clearing time needed clearing_process_timer=370.508645
2020-08-12 10:08:10 DEBUG: check init order needed init_order_process_timer=470.508944
2020-08-12 10:08:11 DEBUG: check clearing time needed clearing_process_timer=371.510307
2020-08-12 10:08:11 DEBUG: check init order needed init_order_process_timer=471.510611
2020-08-12 10:08:12 DEBUG: check clearing time needed clearing_process_timer=372.511851
2020-08-12 10:08:12 DEBUG: check init order needed init_order_process_timer=472.512139
2020-08-12 10:08:13 DEBUG: check clearing time needed clearing_process_timer=373.51339
2020-08-12 10:08:13 DEBUG: check init order needed init_order_process_timer=473.513654
2020-08-12 10:08:14 DEBUG: check clearing time needed clearing_process_timer=374.514855
2020-08-12 10:08:14 DEBUG: check init order needed init_order_process_timer=474.515117
2020-08-12 10:08:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:14.893Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "eab7e71f-4182-ef68-d3ac-068cb6d7a709", "grossValue": 7490000, "homeNotional": 2.2660321776569226, "foreignNotional": 848.6290505325176}]}
2020-08-12 10:08:14 DEBUG: message ignored
2020-08-12 10:08:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:14.925Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc830a13-9aa1-ed97-57c0-f2aa9211f592", "grossValue": 1872500, "homeNotional": 0.5665080444142306, "foreignNotional": 212.1572626331294}, {"timestamp": "2020-08-12T07:08:14.925Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "749eeb76-1341-4949-75b3-06626f24cdbd", "grossValue": 6403950, "homeNotional": 1.937457511896669, "foreignNotional": 725.5778382053026}, {"timestamp": "2020-08-12T07:08:14.925Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "faed6060-21c4-71f2-ac91-b6369ec36959", "grossValue": 3145800, "homeNotional": 0.9517335146159075, "foreignNotional": 356.42420122365735}]}
2020-08-12 10:08:14 DEBUG: message ignored
2020-08-12 10:08:15 DEBUG: check clearing time needed clearing_process_timer=375.516332
2020-08-12 10:08:15 DEBUG: check init order needed init_order_process_timer=475.516607
2020-08-12 10:08:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:16.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "51a3bb41-c55e-287f-6ba8-7ccc77fd96e6", "grossValue": 2059750, "homeNotional": 0.6231588488556538, "foreignNotional": 233.37298889644234}]}
2020-08-12 10:08:16 DEBUG: message ignored
2020-08-12 10:08:16 DEBUG: check clearing time needed clearing_process_timer=376.517797
2020-08-12 10:08:16 DEBUG: check init order needed init_order_process_timer=476.518137
2020-08-12 10:08:17 DEBUG: check clearing time needed clearing_process_timer=377.519358
2020-08-12 10:08:17 DEBUG: check init order needed init_order_process_timer=477.519661
2020-08-12 10:08:18 DEBUG: check clearing time needed clearing_process_timer=378.520906
2020-08-12 10:08:18 DEBUG: check init order needed init_order_process_timer=478.521243
2020-08-12 10:08:19 DEBUG: check clearing time needed clearing_process_timer=379.522449
2020-08-12 10:08:19 DEBUG: check init order needed init_order_process_timer=479.522925
2020-08-12 10:08:20 DEBUG: check clearing time needed clearing_process_timer=380.524134
2020-08-12 10:08:20 DEBUG: check init order needed init_order_process_timer=480.524403
2020-08-12 10:08:21 DEBUG: check clearing time needed clearing_process_timer=381.525598
2020-08-12 10:08:21 DEBUG: check init order needed init_order_process_timer=481.525865
2020-08-12 10:08:22 DEBUG: check clearing time needed clearing_process_timer=382.527033
2020-08-12 10:08:22 DEBUG: check init order needed init_order_process_timer=482.527309
2020-08-12 10:08:23 DEBUG: check clearing time needed clearing_process_timer=383.528507
2020-08-12 10:08:23 DEBUG: check init order needed init_order_process_timer=483.528774
2020-08-12 10:08:24 DEBUG: check clearing time needed clearing_process_timer=384.529988
2020-08-12 10:08:24 DEBUG: check init order needed init_order_process_timer=484.530278
2020-08-12 10:08:25 DEBUG: check clearing time needed clearing_process_timer=385.531487
2020-08-12 10:08:25 DEBUG: check init order needed init_order_process_timer=485.531761
2020-08-12 10:08:26 DEBUG: check clearing time needed clearing_process_timer=386.533062
2020-08-12 10:08:26 DEBUG: check init order needed init_order_process_timer=486.533329
2020-08-12 10:08:27 DEBUG: check clearing time needed clearing_process_timer=387.534529
2020-08-12 10:08:27 DEBUG: check init order needed init_order_process_timer=487.534804
2020-08-12 10:08:28 DEBUG: check clearing time needed clearing_process_timer=388.536005
2020-08-12 10:08:28 DEBUG: check init order needed init_order_process_timer=488.536377
2020-08-12 10:08:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:28.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 148, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb4803db-8679-e48e-deb1-0f57c06ac275", "grossValue": 5542600, "homeNotional": 1.6768638114661227, "foreignNotional": 627.985497394063}]}
2020-08-12 10:08:28 DEBUG: message ignored
2020-08-12 10:08:29 DEBUG: check clearing time needed clearing_process_timer=389.53764
2020-08-12 10:08:29 DEBUG: check init order needed init_order_process_timer=489.537905
2020-08-12 10:08:30 DEBUG: check clearing time needed clearing_process_timer=390.539147
2020-08-12 10:08:30 DEBUG: check init order needed init_order_process_timer=490.539437
2020-08-12 10:08:31 DEBUG: check clearing time needed clearing_process_timer=391.54071
2020-08-12 10:08:31 DEBUG: check init order needed init_order_process_timer=491.54097
2020-08-12 10:08:32 DEBUG: check clearing time needed clearing_process_timer=392.542226
2020-08-12 10:08:32 DEBUG: check init order needed init_order_process_timer=492.542502
2020-08-12 10:08:33 DEBUG: check clearing time needed clearing_process_timer=393.543706
2020-08-12 10:08:33 DEBUG: check init order needed init_order_process_timer=493.543979
2020-08-12 10:08:34 DEBUG: check clearing time needed clearing_process_timer=394.545159
2020-08-12 10:08:34 DEBUG: check init order needed init_order_process_timer=494.545394
2020-08-12 10:08:35 DEBUG: check clearing time needed clearing_process_timer=395.546574
2020-08-12 10:08:35 DEBUG: check init order needed init_order_process_timer=495.546794
2020-08-12 10:08:36 DEBUG: check clearing time needed clearing_process_timer=396.547994
2020-08-12 10:08:36 DEBUG: check init order needed init_order_process_timer=496.548268
2020-08-12 10:08:37 DEBUG: check clearing time needed clearing_process_timer=397.54949
2020-08-12 10:08:37 DEBUG: check init order needed init_order_process_timer=497.54972
2020-08-12 10:08:38 DEBUG: check clearing time needed clearing_process_timer=398.550877
2020-08-12 10:08:38 DEBUG: check init order needed init_order_process_timer=498.551185
2020-08-12 10:08:39 DEBUG: check clearing time needed clearing_process_timer=399.552391
2020-08-12 10:08:39 DEBUG: check init order needed init_order_process_timer=499.552767
2020-08-12 10:08:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:39.573Z", "symbol": "ETHUSD", "side": "Buy", "size": 429, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b53cde3-9b9c-69d9-6669-91bce3fe1d62", "grossValue": 16066050, "homeNotional": 4.860088365243004, "foreignNotional": 1820.1030927835052}, {"timestamp": "2020-08-12T07:08:39.573Z", "symbol": "ETHUSD", "side": "Buy", "size": 456, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e2d544f8-a1e8-3c4b-0ef3-a827440859ee", "grossValue": 17077200, "homeNotional": 5.165968052565991, "foreignNotional": 1934.6550356859634}]}
2020-08-12 10:08:39 DEBUG: message ignored
2020-08-12 10:08:40 DEBUG: check clearing time needed clearing_process_timer=400.554046
2020-08-12 10:08:40 DEBUG: check init order needed init_order_process_timer=500.554346
2020-08-12 10:08:41 DEBUG: check clearing time needed clearing_process_timer=401.555558
2020-08-12 10:08:41 DEBUG: check init order needed init_order_process_timer=501.555822
2020-08-12 10:08:42 DEBUG: check clearing time needed clearing_process_timer=402.557076
2020-08-12 10:08:42 DEBUG: check init order needed init_order_process_timer=502.557384
2020-08-12 10:08:43 DEBUG: check clearing time needed clearing_process_timer=403.558602
2020-08-12 10:08:43 DEBUG: check init order needed init_order_process_timer=503.558938
2020-08-12 10:08:44 DEBUG: check clearing time needed clearing_process_timer=404.560163
2020-08-12 10:08:44 DEBUG: check init order needed init_order_process_timer=504.560416
2020-08-12 10:08:45 DEBUG: check clearing time needed clearing_process_timer=405.561604
2020-08-12 10:08:45 DEBUG: check init order needed init_order_process_timer=505.561884
2020-08-12 10:08:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:45.580Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "3f7289f0-0df1-43e8-7001-2a7b35553fa7", "grossValue": 14978000, "homeNotional": 4.5315509233035005, "foreignNotional": 1696.8392432309959}]}
2020-08-12 10:08:45 DEBUG: message ignored
2020-08-12 10:08:46 DEBUG: check clearing time needed clearing_process_timer=406.563067
2020-08-12 10:08:46 DEBUG: check init order needed init_order_process_timer=506.563395
2020-08-12 10:08:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:47.119Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "5cb92ed7-8056-5f23-e93a-596b9236752b", "grossValue": 299600, "homeNotional": 0.09063101846607001, "foreignNotional": 33.94131641554322}]}
2020-08-12 10:08:47 DEBUG: message ignored
2020-08-12 10:08:47 DEBUG: check clearing time needed clearing_process_timer=407.564609
2020-08-12 10:08:47 DEBUG: check init order needed init_order_process_timer=507.564958
2020-08-12 10:08:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:47.809Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "747b5132-1875-1350-6849-2da4a980a0d3", "grossValue": 1872250, "homeNotional": 0.5664438654129376, "foreignNotional": 212.10490540387448}]}
2020-08-12 10:08:47 DEBUG: message ignored
2020-08-12 10:08:48 DEBUG: check clearing time needed clearing_process_timer=408.566253
2020-08-12 10:08:48 DEBUG: check init order needed init_order_process_timer=508.566526
2020-08-12 10:08:49 DEBUG: check clearing time needed clearing_process_timer=409.567709
2020-08-12 10:08:49 DEBUG: check init order needed init_order_process_timer=509.56803
2020-08-12 10:08:50 DEBUG: check clearing time needed clearing_process_timer=410.569285
2020-08-12 10:08:50 DEBUG: check init order needed init_order_process_timer=510.569572
2020-08-12 10:08:51 DEBUG: check clearing time needed clearing_process_timer=411.570806
2020-08-12 10:08:51 DEBUG: check init order needed init_order_process_timer=511.571147
2020-08-12 10:08:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:52.498Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "26cbbb46-42f2-dd7a-6bf8-8bdcf92551ea", "grossValue": 187225, "homeNotional": 0.05664438654129376, "foreignNotional": 21.210490540387447}]}
2020-08-12 10:08:52 DEBUG: message ignored
2020-08-12 10:08:52 DEBUG: check clearing time needed clearing_process_timer=412.572347
2020-08-12 10:08:52 DEBUG: check init order needed init_order_process_timer=512.572664
2020-08-12 10:08:53 DEBUG: check clearing time needed clearing_process_timer=413.573852
2020-08-12 10:08:53 DEBUG: check init order needed init_order_process_timer=513.574348
2020-08-12 10:08:54 DEBUG: check clearing time needed clearing_process_timer=414.575526
2020-08-12 10:08:54 DEBUG: check init order needed init_order_process_timer=514.575795
2020-08-12 10:08:55 DEBUG: check clearing time needed clearing_process_timer=415.576967
2020-08-12 10:08:55 DEBUG: check init order needed init_order_process_timer=515.577288
2020-08-12 10:08:56 DEBUG: check clearing time needed clearing_process_timer=416.578494
2020-08-12 10:08:56 DEBUG: check init order needed init_order_process_timer=516.578798
2020-08-12 10:08:57 DEBUG: check clearing time needed clearing_process_timer=417.580018
2020-08-12 10:08:57 DEBUG: check init order needed init_order_process_timer=517.580333
2020-08-12 10:08:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:57.893Z", "symbol": "ETHUSD", "side": "Buy", "size": 3500, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "5cfd2200-be89-5f46-f644-0a4db5f6cc60", "grossValue": 131075000, "homeNotional": 39.65107057890563, "foreignNotional": 14849.325931800158}]}
2020-08-12 10:08:57 DEBUG: message ignored
2020-08-12 10:08:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:57.966Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "8a41193c-1343-4d0c-f039-7c7d6ccdcc3e", "grossValue": 37445, "homeNotional": 0.011328877308258751, "foreignNotional": 4.2420981080774895}]}
2020-08-12 10:08:57 DEBUG: message ignored
2020-08-12 10:08:58 DEBUG: check clearing time needed clearing_process_timer=418.581553
2020-08-12 10:08:58 DEBUG: check init order needed init_order_process_timer=518.581904
2020-08-12 10:08:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:08:59.323Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "00e95207-d909-0a97-cfa9-3b9764ad668c", "grossValue": 299600, "homeNotional": 0.09063101846607001, "foreignNotional": 33.94131641554322}]}
2020-08-12 10:08:59 DEBUG: message ignored
2020-08-12 10:08:59 DEBUG: check clearing time needed clearing_process_timer=419.583159
2020-08-12 10:08:59 DEBUG: check init order needed init_order_process_timer=519.583438
2020-08-12 10:09:00 DEBUG: check clearing time needed clearing_process_timer=420.584663
2020-08-12 10:09:00 DEBUG: check init order needed init_order_process_timer=520.584933
2020-08-12 10:09:01 DEBUG: check clearing time needed clearing_process_timer=421.586142
2020-08-12 10:09:01 DEBUG: check init order needed init_order_process_timer=521.586449
2020-08-12 10:09:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:02.445Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "5f11adc7-bc88-1958-8527-e4a21edd3641", "grossValue": 187225, "homeNotional": 0.05663155510250312, "foreignNotional": 21.20568580813229}]}
2020-08-12 10:09:02 DEBUG: message ignored
2020-08-12 10:09:02 DEBUG: check clearing time needed clearing_process_timer=422.587644
2020-08-12 10:09:02 DEBUG: check init order needed init_order_process_timer=522.587956
2020-08-12 10:09:03 DEBUG: check clearing time needed clearing_process_timer=423.589143
2020-08-12 10:09:03 DEBUG: check init order needed init_order_process_timer=523.589426
2020-08-12 10:09:04 DEBUG: check clearing time needed clearing_process_timer=424.590617
2020-08-12 10:09:04 DEBUG: check init order needed init_order_process_timer=524.590874
2020-08-12 10:09:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:05.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b0af12d-d3e5-e1dc-d986-3342efb88453", "grossValue": 74890000, "homeNotional": 22.652622041001244, "foreignNotional": 8482.274323252917}]}
2020-08-12 10:09:05 DEBUG: message ignored
2020-08-12 10:09:05 DEBUG: check clearing time needed clearing_process_timer=425.592071
2020-08-12 10:09:05 DEBUG: check init order needed init_order_process_timer=525.592405
2020-08-12 10:09:06 DEBUG: check clearing time needed clearing_process_timer=426.593632
2020-08-12 10:09:06 DEBUG: check init order needed init_order_process_timer=526.593927
2020-08-12 10:09:07 DEBUG: check clearing time needed clearing_process_timer=427.595203
2020-08-12 10:09:07 DEBUG: check init order needed init_order_process_timer=527.595469
2020-08-12 10:09:08 DEBUG: check clearing time needed clearing_process_timer=428.596661
2020-08-12 10:09:08 DEBUG: check init order needed init_order_process_timer=528.596919
2020-08-12 10:09:09 DEBUG: check clearing time needed clearing_process_timer=429.598268
2020-08-12 10:09:09 DEBUG: check init order needed init_order_process_timer=529.59854
2020-08-12 10:09:10 DEBUG: check clearing time needed clearing_process_timer=430.599748
2020-08-12 10:09:10 DEBUG: check init order needed init_order_process_timer=530.600126
2020-08-12 10:09:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:10.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c41c2ed4-619c-5f52-366c-a8b0d3bf5f23", "grossValue": 1872250, "homeNotional": 0.5663155510250312, "foreignNotional": 212.0568580813229}]}
2020-08-12 10:09:10 DEBUG: message ignored
2020-08-12 10:09:11 DEBUG: check clearing time needed clearing_process_timer=431.601382
2020-08-12 10:09:11 DEBUG: check init order needed init_order_process_timer=531.601655
2020-08-12 10:09:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:11.835Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e4ec686-3f94-fe13-43a3-355fa77f04e8", "grossValue": 187225, "homeNotional": 0.05663155510250312, "foreignNotional": 21.20568580813229}]}
2020-08-12 10:09:11 DEBUG: message ignored
2020-08-12 10:09:12 DEBUG: check clearing time needed clearing_process_timer=432.602847
2020-08-12 10:09:12 DEBUG: check init order needed init_order_process_timer=532.603125
2020-08-12 10:09:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:13.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 620, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "670679fb-8262-b39e-6256-4655aee53cb3", "grossValue": 23215900, "homeNotional": 7.022312832710386, "foreignNotional": 2629.505040208404}]}
2020-08-12 10:09:13 DEBUG: message ignored
2020-08-12 10:09:13 DEBUG: check clearing time needed clearing_process_timer=433.604326
2020-08-12 10:09:13 DEBUG: check init order needed init_order_process_timer=533.604618
2020-08-12 10:09:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 864, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "71421e19-e3ce-263e-2fcb-c1eb82913765", "grossValue": 32352480, "homeNotional": 9.785932721712538, "foreignNotional": 3664.34250764526}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "6e3c8cf8-571e-84ea-c955-58fc25cd6284", "grossValue": 1085905, "homeNotional": 0.32846301959451807, "foreignNotional": 122.99297768716728}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f518bfa-080c-b03d-c808-85dace715993", "grossValue": 1872250, "homeNotional": 0.5663155510250312, "foreignNotional": 212.0568580813229}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 232, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c9e6c5fa-1134-ebfd-b32a-d8e23d58d419", "grossValue": 8687240, "homeNotional": 2.6277041567561445, "foreignNotional": 983.9438214973383}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 432, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca4ceb57-5c53-f54d-d749-15fb15f496f7", "grossValue": 16176240, "homeNotional": 4.892966360856269, "foreignNotional": 1832.17125382263}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 380, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "d718287a-3ad0-1226-f2f4-4b02d0f03d36", "grossValue": 14229100, "homeNotional": 4.303998187790237, "foreignNotional": 1611.632121418054}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 294, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "46645090-04bc-684f-caf4-1063c3ee5bce", "grossValue": 11008830, "homeNotional": 3.329935440027183, "foreignNotional": 1246.8943255181787}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b32340b-04b1-bc4c-0777-6e3fce4c670f", "grossValue": 1497800, "homeNotional": 0.45305244082002494, "foreignNotional": 169.64548646505833}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 2127, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "11750765-6850-8f68-a7b0-a48b45f43fc1", "grossValue": 79645515, "homeNotional": 24.091063540604825, "foreignNotional": 9020.898742779476}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 702, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "14649c01-5701-ffd5-ad50-7f366e84ce42", "grossValue": 26286390, "homeNotional": 7.951070336391437, "foreignNotional": 2977.2782874617737}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "888c3c65-df3e-4b6b-49c6-de6a14fe94f1", "grossValue": 299560, "homeNotional": 0.09061048816400498, "foreignNotional": 33.929097293011665}, {"timestamp": "2020-08-12T07:09:13.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 842, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b514fc91-593c-a228-8037-cc1c936898a6", "grossValue": 31528690, "homeNotional": 9.536753879261525, "foreignNotional": 3571.037490089478}]}
2020-08-12 10:09:13 DEBUG: message ignored
2020-08-12 10:09:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:13.964Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "4c3678af-afdc-dab0-99df-658c6cf230c9", "grossValue": 486850, "homeNotional": 0.1472420432665081, "foreignNotional": 55.14214520330728}]}
2020-08-12 10:09:13 DEBUG: message ignored
2020-08-12 10:09:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:13.968Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "0799c608-dde4-2c48-171d-ff5e0ca04d8f", "grossValue": 411950, "homeNotional": 0.12458942122550686, "foreignNotional": 46.65873824895232}]}
2020-08-12 10:09:13 DEBUG: message ignored
2020-08-12 10:09:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:13.970Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb72c115-263d-d3e4-639f-d096bbf1645c", "grossValue": 486850, "homeNotional": 0.1472420432665081, "foreignNotional": 55.14214520330728}]}
2020-08-12 10:09:13 DEBUG: message ignored
2020-08-12 10:09:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:13.974Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "e23ed1ac-277a-499a-75e7-6db91c74bdb4", "grossValue": 449400, "homeNotional": 0.13591573224600748, "foreignNotional": 50.9004417261298}]}
2020-08-12 10:09:13 DEBUG: message ignored
2020-08-12 10:09:14 DEBUG: check clearing time needed clearing_process_timer=434.605797
2020-08-12 10:09:14 DEBUG: check init order needed init_order_process_timer=534.606104
2020-08-12 10:09:15 DEBUG: check clearing time needed clearing_process_timer=435.606761
2020-08-12 10:09:15 DEBUG: check init order needed init_order_process_timer=535.607034
2020-08-12 10:09:16 DEBUG: check clearing time needed clearing_process_timer=436.607795
2020-08-12 10:09:16 DEBUG: check init order needed init_order_process_timer=536.608082
2020-08-12 10:09:17 DEBUG: check clearing time needed clearing_process_timer=437.609085
2020-08-12 10:09:17 DEBUG: check init order needed init_order_process_timer=537.60936
2020-08-12 10:09:18 DEBUG: check clearing time needed clearing_process_timer=438.610531
2020-08-12 10:09:18 DEBUG: check init order needed init_order_process_timer=538.610794
2020-08-12 10:09:19 DEBUG: check clearing time needed clearing_process_timer=439.611969
2020-08-12 10:09:19 DEBUG: check init order needed init_order_process_timer=539.612247
2020-08-12 10:09:20 DEBUG: check clearing time needed clearing_process_timer=440.61344
2020-08-12 10:09:20 DEBUG: check init order needed init_order_process_timer=540.613706
2020-08-12 10:09:21 DEBUG: check clearing time needed clearing_process_timer=441.614898
2020-08-12 10:09:21 DEBUG: check init order needed init_order_process_timer=541.615226
2020-08-12 10:09:22 DEBUG: check clearing time needed clearing_process_timer=442.616449
2020-08-12 10:09:22 DEBUG: check init order needed init_order_process_timer=542.61672
2020-08-12 10:09:23 DEBUG: check clearing time needed clearing_process_timer=443.617911
2020-08-12 10:09:23 DEBUG: check init order needed init_order_process_timer=543.618292
2020-08-12 10:09:24 DEBUG: check clearing time needed clearing_process_timer=444.619527
2020-08-12 10:09:24 DEBUG: check init order needed init_order_process_timer=544.619876
2020-08-12 10:09:25 DEBUG: check clearing time needed clearing_process_timer=445.621129
2020-08-12 10:09:25 DEBUG: check init order needed init_order_process_timer=545.621464
2020-08-12 10:09:26 DEBUG: check clearing time needed clearing_process_timer=446.62265
2020-08-12 10:09:26 DEBUG: check init order needed init_order_process_timer=546.622955
2020-08-12 10:09:27 DEBUG: check clearing time needed clearing_process_timer=447.624172
2020-08-12 10:09:27 DEBUG: check init order needed init_order_process_timer=547.624443
2020-08-12 10:09:28 DEBUG: check clearing time needed clearing_process_timer=448.62567
2020-08-12 10:09:28 DEBUG: check init order needed init_order_process_timer=548.625949
2020-08-12 10:09:29 DEBUG: check clearing time needed clearing_process_timer=449.62718
2020-08-12 10:09:29 DEBUG: check init order needed init_order_process_timer=549.627443
2020-08-12 10:09:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:29.728Z", "symbol": "ETHUSD", "side": "Buy", "size": 169, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "5892ae02-18f6-9969-b19f-4461e7907560", "grossValue": 6329050, "homeNotional": 1.9141465624646052, "foreignNotional": 716.8478876429947}]}
2020-08-12 10:09:29 DEBUG: message ignored
2020-08-12 10:09:30 DEBUG: check clearing time needed clearing_process_timer=450.628677
2020-08-12 10:09:30 DEBUG: check init order needed init_order_process_timer=550.628987
2020-08-12 10:09:31 DEBUG: check clearing time needed clearing_process_timer=451.630274
2020-08-12 10:09:31 DEBUG: check init order needed init_order_process_timer=551.630544
2020-08-12 10:09:32 DEBUG: check clearing time needed clearing_process_timer=452.631741
2020-08-12 10:09:32 DEBUG: check init order needed init_order_process_timer=552.632016
2020-08-12 10:09:33 DEBUG: check clearing time needed clearing_process_timer=453.633219
2020-08-12 10:09:33 DEBUG: check init order needed init_order_process_timer=553.633476
2020-08-12 10:09:34 DEBUG: check clearing time needed clearing_process_timer=454.634768
2020-08-12 10:09:34 DEBUG: check init order needed init_order_process_timer=554.635138
2020-08-12 10:09:35 DEBUG: check clearing time needed clearing_process_timer=455.636396
2020-08-12 10:09:35 DEBUG: check init order needed init_order_process_timer=555.636744
2020-08-12 10:09:36 DEBUG: check clearing time needed clearing_process_timer=456.63804
2020-08-12 10:09:36 DEBUG: check init order needed init_order_process_timer=556.638322
2020-08-12 10:09:37 DEBUG: check clearing time needed clearing_process_timer=457.639531
2020-08-12 10:09:37 DEBUG: check init order needed init_order_process_timer=557.639807
2020-08-12 10:09:38 DEBUG: check clearing time needed clearing_process_timer=458.640996
2020-08-12 10:09:38 DEBUG: check init order needed init_order_process_timer=558.641311
2020-08-12 10:09:39 DEBUG: check clearing time needed clearing_process_timer=459.642519
2020-08-12 10:09:39 DEBUG: check init order needed init_order_process_timer=559.642807
2020-08-12 10:09:40 DEBUG: check clearing time needed clearing_process_timer=460.644037
2020-08-12 10:09:40 DEBUG: check init order needed init_order_process_timer=560.644334
2020-08-12 10:09:41 DEBUG: check clearing time needed clearing_process_timer=461.645562
2020-08-12 10:09:41 DEBUG: check init order needed init_order_process_timer=561.645863
2020-08-12 10:09:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 932, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "b24f1a2a-41cc-fa49-33b0-4a0f093a150f", "grossValue": 34898740, "homeNotional": 10.557317625736294, "foreignNotional": 3953.187584956955}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "35c93d08-806e-87b9-43bf-040d49354cff", "grossValue": 374450, "homeNotional": 0.11327594019030358, "foreignNotional": 42.416175804259176}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "58d1837d-228a-beba-1fb0-bbbea0a90ad4", "grossValue": 2845820, "homeNotional": 0.8608971454463072, "foreignNotional": 322.3629361123697}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ff2b103-46e6-368b-715c-3b7b8f08ba09", "grossValue": 299560, "homeNotional": 0.09062075215224287, "foreignNotional": 33.93294064340734}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "14e0cee2-9980-faeb-5b43-7ae9c21127e8", "grossValue": 2171810, "homeNotional": 0.6570004531037608, "foreignNotional": 246.01381966470322}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 140, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "20abb3ab-e03e-609f-0015-3bbf45a11af9", "grossValue": 5242300, "homeNotional": 1.58586316266425, "foreignNotional": 593.8264612596284}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 354, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "54498937-8b0e-b663-94a1-fa643efac942", "grossValue": 13255530, "homeNotional": 4.009968282736747, "foreignNotional": 1501.5326234707748}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c05367ad-bbf0-eb34-7073-34461ef52e29", "grossValue": 1722470, "homeNotional": 0.5210693248753965, "foreignNotional": 195.11440869959222}, {"timestamp": "2020-08-12T07:09:42.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 376, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "14ed78eb-92d1-722b-bdaa-96769f42081c", "grossValue": 14079320, "homeNotional": 4.259175351155415, "foreignNotional": 1594.848210240145}]}
2020-08-12 10:09:42 DEBUG: message ignored
2020-08-12 10:09:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:42.293Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "0911b671-68fe-8a4a-2df5-bf72ef3163aa", "grossValue": 449400, "homeNotional": 0.13593112822836428, "foreignNotional": 50.906207521522425}]}
2020-08-12 10:09:42 DEBUG: message ignored
2020-08-12 10:09:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:42.310Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c87d176-80e3-f176-1b3d-df9becb88fa1", "grossValue": 374500, "homeNotional": 0.11327594019030358, "foreignNotional": 42.421839601268694}]}
2020-08-12 10:09:42 DEBUG: message ignored
2020-08-12 10:09:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:42.344Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "36457871-8c78-a572-c206-af15bc497395", "grossValue": 449400, "homeNotional": 0.13593112822836428, "foreignNotional": 50.906207521522425}]}
2020-08-12 10:09:42 DEBUG: message ignored
2020-08-12 10:09:42 DEBUG: check clearing time needed clearing_process_timer=462.647161
2020-08-12 10:09:42 DEBUG: check init order needed init_order_process_timer=562.647489
2020-08-12 10:09:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:42.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "8481fce3-0e9c-0a86-f2bb-b51a7c12da0f", "grossValue": 1834805, "homeNotional": 0.5550521069324875, "foreignNotional": 207.83926144086996}, {"timestamp": "2020-08-12T07:09:42.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 86, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fe27b2f-c3bc-64b2-1c8d-cc8598f44d05", "grossValue": 3220270, "homeNotional": 0.9741730856366108, "foreignNotional": 364.7791119166289}, {"timestamp": "2020-08-12T07:09:42.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "41260fc8-7efd-2481-e1b5-9ea8efa1a751", "grossValue": 37445, "homeNotional": 0.011327594019030359, "foreignNotional": 4.241617580425918}, {"timestamp": "2020-08-12T07:09:42.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4269dcc-ba17-746a-bd50-005d94ef0d61", "grossValue": 37445, "homeNotional": 0.011327594019030359, "foreignNotional": 4.241617580425918}, {"timestamp": "2020-08-12T07:09:42.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 586, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c6ccb52-8dab-025c-d747-860b4e6cdd4d", "grossValue": 21942770, "homeNotional": 6.63797009515179, "foreignNotional": 2485.5879021295877}, {"timestamp": "2020-08-12T07:09:42.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 277, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b402546-2f88-19c1-4b7a-d26ad7de0f5d", "grossValue": 10372265, "homeNotional": 3.137743543271409, "foreignNotional": 1174.928069777979}]}
2020-08-12 10:09:42 DEBUG: message ignored
2020-08-12 10:09:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:43.217Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "b774955c-3ec0-b818-6e27-b2d72d9bf3a5", "grossValue": 411950, "homeNotional": 0.12460353420933394, "foreignNotional": 46.66402356139556}]}
2020-08-12 10:09:43 DEBUG: message ignored
2020-08-12 10:09:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:43.229Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "3dd727fa-c215-8cfc-be13-88e25a253ef8", "grossValue": 411950, "homeNotional": 0.12460353420933394, "foreignNotional": 46.66402356139556}]}
2020-08-12 10:09:43 DEBUG: message ignored
2020-08-12 10:09:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:43.233Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "0353dea9-98d4-3fb2-4c16-a9eb24fadd1c", "grossValue": 449400, "homeNotional": 0.13593112822836428, "foreignNotional": 50.906207521522425}]}
2020-08-12 10:09:43 DEBUG: message ignored
2020-08-12 10:09:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:43.249Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "dfca3235-ca61-841f-d802-264b5c0e5d44", "grossValue": 411950, "homeNotional": 0.12460353420933394, "foreignNotional": 46.66402356139556}]}
2020-08-12 10:09:43 DEBUG: message ignored
2020-08-12 10:09:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:43.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 309, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "ef64a875-da08-610f-d97b-28213e0c1522", "grossValue": 11570505, "homeNotional": 3.5002265518803806, "foreignNotional": 1310.6598323516084}, {"timestamp": "2020-08-12T07:09:43.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 586, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "64e951dd-9c4a-7269-da38-9adc9e74a556", "grossValue": 21942770, "homeNotional": 6.63797009515179, "foreignNotional": 2485.5879021295877}, {"timestamp": "2020-08-12T07:09:43.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "fdb41ed6-17dd-2ee3-e592-a68649c23d1a", "grossValue": 299560, "homeNotional": 0.09062075215224287, "foreignNotional": 33.93294064340734}]}
2020-08-12 10:09:43 DEBUG: message ignored
2020-08-12 10:09:43 DEBUG: check clearing time needed clearing_process_timer=463.648716
2020-08-12 10:09:43 DEBUG: check init order needed init_order_process_timer=563.648976
2020-08-12 10:09:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:43.714Z", "symbol": "ETHUSD", "side": "Sell", "size": 298, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "04a928f1-c404-f7c5-ac43-58aa0f2fc4cd", "grossValue": 11157120, "homeNotional": 3.375623017671047, "foreignNotional": 1263.8332578160398}, {"timestamp": "2020-08-12T07:09:43.714Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "46e17b05-cc96-86e3-9f25-0db51b65ad12", "grossValue": 1872000, "homeNotional": 0.5663797009515179, "foreignNotional": 212.0525600362483}, {"timestamp": "2020-08-12T07:09:43.714Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c504175f-5577-f8fa-df89-5ba57630e58f", "grossValue": 37440, "homeNotional": 0.011327594019030359, "foreignNotional": 4.241051200724966}, {"timestamp": "2020-08-12T07:09:43.714Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "be8e3432-af9c-8028-e4f7-d2b848fafa04", "grossValue": 1497600, "homeNotional": 0.45310376076121434, "foreignNotional": 169.64204802899863}]}
2020-08-12 10:09:43 DEBUG: message ignored
2020-08-12 10:09:44 DEBUG: check clearing time needed clearing_process_timer=464.650215
2020-08-12 10:09:44 DEBUG: check init order needed init_order_process_timer=564.650489
2020-08-12 10:09:45 DEBUG: check clearing time needed clearing_process_timer=465.651725
2020-08-12 10:09:45 DEBUG: check init order needed init_order_process_timer=565.652215
2020-08-12 10:09:46 DEBUG: check clearing time needed clearing_process_timer=466.653467
2020-08-12 10:09:46 DEBUG: check init order needed init_order_process_timer=566.653798
2020-08-12 10:09:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:46.789Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "12ce0b39-8a58-f1d0-b99f-066321985373", "grossValue": 898440, "homeNotional": 0.27186225645672857, "foreignNotional": 101.77163570457635}, {"timestamp": "2020-08-12T07:09:46.789Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ebce734-288c-cde3-2ff0-ecdc2e0f4cdd", "grossValue": 37435, "homeNotional": 0.011327594019030359, "foreignNotional": 4.2404848210240145}, {"timestamp": "2020-08-12T07:09:46.789Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5894cb00-ab6f-1900-2ed0-b41a0bc1e233", "grossValue": 3743500, "homeNotional": 1.1327594019030358, "foreignNotional": 424.04848210240146}]}
2020-08-12 10:09:46 DEBUG: message ignored
2020-08-12 10:09:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:46.793Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "a9aa17d4-dc9c-5d60-9f5b-c94dc546cd2d", "grossValue": 37435, "homeNotional": 0.011327594019030359, "foreignNotional": 4.2404848210240145}]}
2020-08-12 10:09:46 DEBUG: message ignored
2020-08-12 10:09:47 DEBUG: check clearing time needed clearing_process_timer=467.654984
2020-08-12 10:09:47 DEBUG: check init order needed init_order_process_timer=567.655247
2020-08-12 10:09:48 DEBUG: check clearing time needed clearing_process_timer=468.656447
2020-08-12 10:09:48 DEBUG: check init order needed init_order_process_timer=568.656743
2020-08-12 10:09:49 DEBUG: check clearing time needed clearing_process_timer=469.657938
2020-08-12 10:09:49 DEBUG: check init order needed init_order_process_timer=569.658202
2020-08-12 10:09:50 DEBUG: check clearing time needed clearing_process_timer=470.659396
2020-08-12 10:09:50 DEBUG: check init order needed init_order_process_timer=570.659668
2020-08-12 10:09:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:09:51.583Z", "symbol": "ETHUSD", "side": "Sell", "size": 485, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "098e3806-baec-5f66-22fd-7970a4a7606b", "grossValue": 18155975, "homeNotional": 5.493883099229723, "foreignNotional": 2056.635138196647}, {"timestamp": "2020-08-12T07:09:51.583Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "c680d249-eb8f-b4a3-ce5e-788ee71b904b", "grossValue": 561525, "homeNotional": 0.16991391028545538, "foreignNotional": 63.60727231536022}]}
2020-08-12 10:09:51 DEBUG: message ignored
2020-08-12 10:09:51 DEBUG: check clearing time needed clearing_process_timer=471.660851
2020-08-12 10:09:51 DEBUG: check init order needed init_order_process_timer=571.661205
2020-08-12 10:09:52 DEBUG: check clearing time needed clearing_process_timer=472.662432
2020-08-12 10:09:52 DEBUG: check init order needed init_order_process_timer=572.662707
2020-08-12 10:09:53 DEBUG: check clearing time needed clearing_process_timer=473.663911
2020-08-12 10:09:53 DEBUG: check init order needed init_order_process_timer=573.664203
2020-08-12 10:09:54 DEBUG: check clearing time needed clearing_process_timer=474.665401
2020-08-12 10:09:54 DEBUG: check init order needed init_order_process_timer=574.665641
2020-08-12 10:09:55 DEBUG: check clearing time needed clearing_process_timer=475.666822
2020-08-12 10:09:55 DEBUG: check init order needed init_order_process_timer=575.667059
2020-08-12 10:09:56 DEBUG: check clearing time needed clearing_process_timer=476.668263
2020-08-12 10:09:56 DEBUG: check init order needed init_order_process_timer=576.668495
2020-08-12 10:09:57 DEBUG: check clearing time needed clearing_process_timer=477.669687
2020-08-12 10:09:57 DEBUG: check init order needed init_order_process_timer=577.669955
2020-08-12 10:09:58 DEBUG: check clearing time needed clearing_process_timer=478.671202
2020-08-12 10:09:58 DEBUG: check init order needed init_order_process_timer=578.671476
2020-08-12 10:09:59 DEBUG: check clearing time needed clearing_process_timer=479.672669
2020-08-12 10:09:59 DEBUG: check init order needed init_order_process_timer=579.672931
2020-08-12 10:10:00 DEBUG: check clearing time needed clearing_process_timer=480.674159
2020-08-12 10:10:00 DEBUG: check init order needed init_order_process_timer=580.674444
2020-08-12 10:10:01 DEBUG: check clearing time needed clearing_process_timer=481.675608
2020-08-12 10:10:01 DEBUG: check init order needed init_order_process_timer=581.675918
2020-08-12 10:10:02 DEBUG: check clearing time needed clearing_process_timer=482.677141
2020-08-12 10:10:02 DEBUG: check init order needed init_order_process_timer=582.677443
2020-08-12 10:10:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:02.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 571, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "dce44c8f-66e8-f9a5-bbc2-f673443c864d", "grossValue": 21375385, "homeNotional": 6.465126811594203, "foreignNotional": 2420.22022192029}, {"timestamp": "2020-08-12T07:10:02.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "bca2606d-4d53-1b08-c242-c6c081ffc875", "grossValue": 16059615, "homeNotional": 4.857336956521739, "foreignNotional": 1818.344089673913}]}
2020-08-12 10:10:02 DEBUG: message ignored
2020-08-12 10:10:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:03.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 157, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "32f6db6c-d69b-d757-7e7a-97342de67cb3", "grossValue": 5877295, "homeNotional": 1.7776268115942029, "foreignNotional": 665.4545969202899}, {"timestamp": "2020-08-12T07:10:03.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 163, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b45d867b-78bf-356f-3cbf-6bb2565f9e9c", "grossValue": 6101905, "homeNotional": 1.8455615942028984, "foreignNotional": 690.8859827898551}]}
2020-08-12 10:10:03 DEBUG: message ignored
2020-08-12 10:10:03 DEBUG: check clearing time needed clearing_process_timer=483.678651
2020-08-12 10:10:03 DEBUG: check init order needed init_order_process_timer=583.678957
2020-08-12 10:10:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:04.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "1e467efe-a250-2974-e291-6044c578e74c", "grossValue": 1085470, "homeNotional": 0.3283514492753623, "foreignNotional": 122.90194746376811}, {"timestamp": "2020-08-12T07:10:04.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1c351a1-7b49-9ae5-2bce-29279e4356a1", "grossValue": 374300, "homeNotional": 0.11322463768115942, "foreignNotional": 42.37998188405797}, {"timestamp": "2020-08-12T07:10:04.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 706, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "008e5da2-9272-2743-a0e0-96d677116789", "grossValue": 26425580, "homeNotional": 7.993659420289855, "foreignNotional": 2992.026721014493}, {"timestamp": "2020-08-12T07:10:04.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 471, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "e23c4bc4-6cd7-4500-78ea-085baa506fd6", "grossValue": 17629530, "homeNotional": 5.332880434782608, "foreignNotional": 1996.0971467391305}, {"timestamp": "2020-08-12T07:10:04.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 163, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "86f1e096-0734-d65a-866e-e2f62a3cef95", "grossValue": 6101090, "homeNotional": 1.8455615942028984, "foreignNotional": 690.7937047101449}]}
2020-08-12 10:10:04 DEBUG: message ignored
2020-08-12 10:10:04 DEBUG: check clearing time needed clearing_process_timer=484.680198
2020-08-12 10:10:04 DEBUG: check init order needed init_order_process_timer=584.68054
2020-08-12 10:10:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:04.780Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "18232df1-d7c4-09aa-d356-bd55000a70da", "grossValue": 187125, "homeNotional": 0.05661231884057971, "foreignNotional": 21.187160326086957}, {"timestamp": "2020-08-12T07:10:04.780Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9374dc8-8fcc-cdf2-0616-12570fbe595f", "grossValue": 21968475, "homeNotional": 6.646286231884058, "foreignNotional": 2487.3726222826085}, {"timestamp": "2020-08-12T07:10:04.780Z", "symbol": "ETHUSD", "side": "Sell", "size": 408, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "bc849f5c-f316-00a3-65c2-3f0fdd63ca0c", "grossValue": 15269400, "homeNotional": 4.619565217391305, "foreignNotional": 1728.8722826086957}]}
2020-08-12 10:10:04 DEBUG: message ignored
2020-08-12 10:10:05 DEBUG: check clearing time needed clearing_process_timer=485.681788
2020-08-12 10:10:05 DEBUG: check init order needed init_order_process_timer=585.682099
2020-08-12 10:10:06 DEBUG: check clearing time needed clearing_process_timer=486.68335
2020-08-12 10:10:06 DEBUG: check init order needed init_order_process_timer=586.683669
2020-08-12 10:10:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:07.311Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4520fd56-a804-c07e-5d6d-d22d579ca232", "grossValue": 112275, "homeNotional": 0.033967391304347824, "foreignNotional": 12.712296195652174}]}
2020-08-12 10:10:07 DEBUG: message ignored
2020-08-12 10:10:07 DEBUG: check clearing time needed clearing_process_timer=487.684849
2020-08-12 10:10:07 DEBUG: check init order needed init_order_process_timer=587.685181
2020-08-12 10:10:08 DEBUG: check clearing time needed clearing_process_timer=488.686352
2020-08-12 10:10:08 DEBUG: check init order needed init_order_process_timer=588.686676
2020-08-12 10:10:09 DEBUG: check clearing time needed clearing_process_timer=489.687873
2020-08-12 10:10:09 DEBUG: check init order needed init_order_process_timer=589.688133
2020-08-12 10:10:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:09.776Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "b48e60d0-ecd3-66dd-f1e8-61a484ebad78", "grossValue": 1085325, "homeNotional": 0.3283514492753623, "foreignNotional": 122.88552989130434}]}
2020-08-12 10:10:09 DEBUG: message ignored
2020-08-12 10:10:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:10.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 147, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f34b0e5f-5d2e-5b15-ecff-f2277b8e4e8e", "grossValue": 5501475, "homeNotional": 1.6644021739130435, "foreignNotional": 622.9025135869565}, {"timestamp": "2020-08-12T07:10:10.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba6e8654-429d-3c5b-094f-4a5b0154d144", "grossValue": 16392150, "homeNotional": 4.959239130434782, "foreignNotional": 1855.9952445652175}]}
2020-08-12 10:10:10 DEBUG: message ignored
2020-08-12 10:10:10 DEBUG: check clearing time needed clearing_process_timer=490.689079
2020-08-12 10:10:10 DEBUG: check init order needed init_order_process_timer=590.689416
2020-08-12 10:10:11 DEBUG: check clearing time needed clearing_process_timer=491.690583
2020-08-12 10:10:11 DEBUG: check init order needed init_order_process_timer=591.690873
2020-08-12 10:10:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:12.174Z", "symbol": "ETHUSD", "side": "Sell", "size": 16, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f18cd8d1-0e0f-3d06-16af-655502bff2d9", "grossValue": 598800, "homeNotional": 0.18115942028985507, "foreignNotional": 67.79891304347827}]}
2020-08-12 10:10:12 DEBUG: message ignored
2020-08-12 10:10:12 DEBUG: check clearing time needed clearing_process_timer=492.692071
2020-08-12 10:10:12 DEBUG: check init order needed init_order_process_timer=592.69236
2020-08-12 10:10:13 DEBUG: check clearing time needed clearing_process_timer=493.693546
2020-08-12 10:10:13 DEBUG: check init order needed init_order_process_timer=593.693847
2020-08-12 10:10:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.331Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "93d90bec-1c34-0229-822c-f976f08243f3", "grossValue": 411730, "homeNotional": 0.12454710144927536, "foreignNotional": 46.617980072463766}]}
2020-08-12 10:10:14 DEBUG: message ignored
2020-08-12 10:10:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.333Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "53b70352-631e-159b-4ac3-e099784b5b74", "grossValue": 374300, "homeNotional": 0.11322463768115942, "foreignNotional": 42.37998188405797}]}
2020-08-12 10:10:14 DEBUG: message ignored
2020-08-12 10:10:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.336Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b5c0280-8b6a-00eb-bc66-35ab03a04d8d", "grossValue": 486590, "homeNotional": 0.14719202898550723, "foreignNotional": 55.09397644927536}]}
2020-08-12 10:10:14 DEBUG: message ignored
2020-08-12 10:10:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.340Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "574dbdd3-583b-5e73-beb0-ffa8ac3fab01", "grossValue": 411730, "homeNotional": 0.12454710144927536, "foreignNotional": 46.617980072463766}]}
2020-08-12 10:10:14 DEBUG: message ignored
2020-08-12 10:10:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.495Z", "symbol": "ETHUSD", "side": "Sell", "size": 133, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "91304b45-ccfa-ffdf-1635-ad76c2df507b", "grossValue": 4977525, "homeNotional": 1.5058876811594204, "foreignNotional": 563.578464673913}, {"timestamp": "2020-08-12T07:10:14.495Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "3407c2d6-b5b5-217b-8a48-ae890899d39d", "grossValue": 112275, "homeNotional": 0.033967391304347824, "foreignNotional": 12.712296195652174}, {"timestamp": "2020-08-12T07:10:14.495Z", "symbol": "ETHUSD", "side": "Sell", "size": 163, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c1635b9-c8b3-c41f-a8e4-deafe095f913", "grossValue": 6100275, "homeNotional": 1.8455615942028984, "foreignNotional": 690.7014266304348}, {"timestamp": "2020-08-12T07:10:14.495Z", "symbol": "ETHUSD", "side": "Sell", "size": 471, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "cd5456a4-3ab7-8ad2-6a35-4d5773df5995", "grossValue": 17627175, "homeNotional": 5.332880434782608, "foreignNotional": 1995.8305027173913}, {"timestamp": "2020-08-12T07:10:14.495Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b54c082-cf0f-fff4-eda1-5836676c4c54", "grossValue": 37425, "homeNotional": 0.011322463768115942, "foreignNotional": 4.237432065217392}]}
2020-08-12 10:10:14 DEBUG: message ignored
2020-08-12 10:10:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.549Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "e14a389e-5af6-3887-b0ac-384fa95a3f4a", "grossValue": 74840, "homeNotional": 0.022644927536231884, "foreignNotional": 8.47373188405797}, {"timestamp": "2020-08-12T07:10:14.549Z", "symbol": "ETHUSD", "side": "Sell", "size": 163, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3eba8710-4640-41e1-076d-fbfcd70d0372", "grossValue": 6099460, "homeNotional": 1.8455615942028984, "foreignNotional": 690.6091485507246}]}
2020-08-12 10:10:14 DEBUG: message ignored
2020-08-12 10:10:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "4593a597-751c-0256-030b-5dbcc14aa9c2", "grossValue": 1085035, "homeNotional": 0.3283514492753623, "foreignNotional": 122.85269474637681}, {"timestamp": "2020-08-12T07:10:14.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "56259251-6843-b102-c18a-9dd8d334e929", "grossValue": 37415, "homeNotional": 0.011322463768115942, "foreignNotional": 4.23629981884058}, {"timestamp": "2020-08-12T07:10:14.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c5ac2ba-427a-36d1-5b59-7f9804f01b72", "grossValue": 37415, "homeNotional": 0.011322463768115942, "foreignNotional": 4.23629981884058}, {"timestamp": "2020-08-12T07:10:14.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 16, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca311953-0c0d-9f65-6d69-174da5c3c2c7", "grossValue": 598640, "homeNotional": 0.18115942028985507, "foreignNotional": 67.78079710144928}]}
2020-08-12 10:10:14 DEBUG: message ignored
2020-08-12 10:10:14 DEBUG: check clearing time needed clearing_process_timer=494.695073
2020-08-12 10:10:14 DEBUG: check init order needed init_order_process_timer=594.695415
2020-08-12 10:10:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:14.987Z", "symbol": "ETHUSD", "side": "Sell", "size": 571, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b440015-f7ed-5adc-f1f9-c20cab42dfd7", "grossValue": 21363965, "homeNotional": 6.465126811594203, "foreignNotional": 2418.927196557971}, {"timestamp": "2020-08-12T07:10:14.987Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "16dca901-2fdd-1738-2235-5ff260239af8", "grossValue": 21962605, "homeNotional": 6.646286231884058, "foreignNotional": 2486.7079936594205}, {"timestamp": "2020-08-12T07:10:14.987Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "985ce21f-3789-efbf-9e04-033b10cb8050", "grossValue": 21962605, "homeNotional": 6.646286231884058, "foreignNotional": 2486.7079936594205}, {"timestamp": "2020-08-12T07:10:14.987Z", "symbol": "ETHUSD", "side": "Sell", "size": 163, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "44d6ca25-05c5-434d-692a-cc75ed2c413c", "grossValue": 6098645, "homeNotional": 1.8455615942028984, "foreignNotional": 690.5168704710145}]}
2020-08-12 10:10:15 DEBUG: message ignored
2020-08-12 10:10:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:15.035Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "8ac9fe17-69e1-78c3-2a5e-c0b90927039e", "grossValue": 187050, "homeNotional": 0.05661231884057971, "foreignNotional": 21.17866847826087}, {"timestamp": "2020-08-12T07:10:15.035Z", "symbol": "ETHUSD", "side": "Sell", "size": 163, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "adc203e8-c82e-5d32-f883-067b591adff1", "grossValue": 6097830, "homeNotional": 1.8455615942028984, "foreignNotional": 690.4245923913044}]}
2020-08-12 10:10:15 DEBUG: message ignored
2020-08-12 10:10:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:15.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "c824f1dc-0159-eb95-6a20-052a92359f60", "grossValue": 37405, "homeNotional": 0.011322463768115942, "foreignNotional": 4.2351675724637685}, {"timestamp": "2020-08-12T07:10:15.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "87b2eb28-e6c2-e42e-e8fc-999207ae344b", "grossValue": 21956735, "homeNotional": 6.646286231884058, "foreignNotional": 2486.043365036232}, {"timestamp": "2020-08-12T07:10:15.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 274, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a691066b-ac17-e26f-c195-1140d0981616", "grossValue": 10248970, "homeNotional": 3.102355072463768, "foreignNotional": 1160.4359148550725}]}
2020-08-12 10:10:15 DEBUG: message ignored
2020-08-12 10:10:15 DEBUG: check clearing time needed clearing_process_timer=495.696609
2020-08-12 10:10:15 DEBUG: check init order needed init_order_process_timer=595.696866
2020-08-12 10:10:16 DEBUG: check clearing time needed clearing_process_timer=496.698057
2020-08-12 10:10:16 DEBUG: check init order needed init_order_process_timer=596.69836
2020-08-12 10:10:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:17.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2ae7ad1-3015-20c9-f7ee-4af4013dce43", "grossValue": 149620, "homeNotional": 0.04528985507246377, "foreignNotional": 16.940670289855074}]}
2020-08-12 10:10:17 DEBUG: message ignored
2020-08-12 10:10:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:17.424Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba179d63-ea50-d52f-a44b-8ea67991394b", "grossValue": 411455, "homeNotional": 0.12454710144927536, "foreignNotional": 46.58684329710145}]}
2020-08-12 10:10:17 DEBUG: message ignored
2020-08-12 10:10:17 DEBUG: check clearing time needed clearing_process_timer=497.699578
2020-08-12 10:10:17 DEBUG: check init order needed init_order_process_timer=597.699917
2020-08-12 10:10:18 DEBUG: check clearing time needed clearing_process_timer=498.701119
2020-08-12 10:10:18 DEBUG: check init order needed init_order_process_timer=598.701413
2020-08-12 10:10:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 298, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "35ae9799-280c-8334-59ec-5f90263596c4", "grossValue": 11146690, "homeNotional": 3.3740942028985508, "foreignNotional": 1262.079936594203}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca40f652-b989-cbd5-9bb1-0f0f4308c115", "grossValue": 21956735, "homeNotional": 6.646286231884058, "foreignNotional": 2486.043365036232}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "b817a884-c5bb-2df5-1392-492a820b3ff2", "grossValue": 29924000, "homeNotional": 9.057971014492754, "foreignNotional": 3388.1340579710145}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 177, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf4cb1e3-d938-3f7c-e42e-48e6dd0e9e39", "grossValue": 6620685, "homeNotional": 2.004076086956522, "foreignNotional": 749.624660326087}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 166, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f11fb503-65e5-be75-5556-052d91777889", "grossValue": 6209230, "homeNotional": 1.8795289855072463, "foreignNotional": 703.0378170289855}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 472, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "061b9dfb-b736-f0d0-9c2a-5f40c707d44c", "grossValue": 17655160, "homeNotional": 5.344202898550725, "foreignNotional": 1998.9990942028985}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 215, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "e4e344e7-6291-3a46-3779-3ff01e137421", "grossValue": 8042075, "homeNotional": 2.4343297101449277, "foreignNotional": 910.5610280797101}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "ab4e1a80-b05c-893d-9b2c-7495e56b4aaf", "grossValue": 1084600, "homeNotional": 0.3283514492753623, "foreignNotional": 122.8034420289855}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "d061a8d9-a28e-c928-7df9-39453c4c638b", "grossValue": 374000, "homeNotional": 0.11322463768115942, "foreignNotional": 42.346014492753625}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "467fa702-d0fe-2055-f4a3-9feb3c3a3b44", "grossValue": 9350000, "homeNotional": 2.8306159420289854, "foreignNotional": 1058.6503623188405}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 1780, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8c71db1-7e2e-621b-3f32-1bbf75fa85a1", "grossValue": 66572000, "homeNotional": 20.153985507246375, "foreignNotional": 7537.590579710145}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "5c505a7b-8a89-0793-32cd-748366f1847d", "grossValue": 1496000, "homeNotional": 0.4528985507246377, "foreignNotional": 169.3840579710145}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b8c4b05-bd36-91a2-94ef-75404865b19b", "grossValue": 1870000, "homeNotional": 0.5661231884057971, "foreignNotional": 211.73007246376812}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d98f58f-e1c1-5033-2446-055d80f8ff13", "grossValue": 29920000, "homeNotional": 9.057971014492754, "foreignNotional": 3387.68115942029}, {"timestamp": "2020-08-12T07:10:18.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 3354, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "43bb10d8-301b-d7a9-6fd2-101327245f31", "grossValue": 125439600, "homeNotional": 37.97554347826087, "foreignNotional": 14202.853260869566}]}
2020-08-12 10:10:18 DEBUG: message ignored
2020-08-12 10:10:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:18.957Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "8a47bd65-504d-e957-a61c-f5571c6d1415", "grossValue": 74800000, "homeNotional": 22.644927536231883, "foreignNotional": 8469.202898550724}]}
2020-08-12 10:10:18 DEBUG: message ignored
2020-08-12 10:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:19.362Z", "symbol": "ETHUSD", "side": "Sell", "size": 251, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "802eac46-96b7-a221-a56f-5013fc33c9fe", "grossValue": 9387400, "homeNotional": 2.8419384057971016, "foreignNotional": 1062.884963768116}]}
2020-08-12 10:10:19 DEBUG: message ignored
2020-08-12 10:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:19.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f78402f-d5b1-b8c5-89f1-1fb3a7213f57", "grossValue": 37400, "homeNotional": 0.011322463768115942, "foreignNotional": 4.234601449275362}]}
2020-08-12 10:10:19 DEBUG: message ignored
2020-08-12 10:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:19.402Z", "symbol": "ETHUSD", "side": "Sell", "size": 68, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "20a02d50-56f9-ab6f-da9a-5d2a9b4423ef", "grossValue": 2543200, "homeNotional": 0.769927536231884, "foreignNotional": 287.9528985507246}]}
2020-08-12 10:10:19 DEBUG: message ignored
2020-08-12 10:10:19 DEBUG: check clearing time needed clearing_process_timer=499.702632
2020-08-12 10:10:19 DEBUG: check init order needed init_order_process_timer=599.702897
2020-08-12 10:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:20.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "b878d91b-3f0a-0d95-d88e-0a8250b62e4a", "grossValue": 18700000, "homeNotional": 5.661231884057971, "foreignNotional": 2117.300724637681}, {"timestamp": "2020-08-12T07:10:20.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 1016, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b003996-8366-39d7-00db-1eab278cb688", "grossValue": 37998400, "homeNotional": 11.503623188405797, "foreignNotional": 4302.355072463768}]}
2020-08-12 10:10:20 DEBUG: message ignored
2020-08-12 10:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:20.164Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "ead554c4-8c04-0630-81ee-36818fcf3d7a", "grossValue": 2430675, "homeNotional": 0.7359601449275363, "foreignNotional": 275.2122961956522}, {"timestamp": "2020-08-12T07:10:20.164Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "3138e8bb-522e-1cd7-0ff5-7b6468bbcbdf", "grossValue": 21950865, "homeNotional": 6.646286231884058, "foreignNotional": 2485.3787364130435}, {"timestamp": "2020-08-12T07:10:20.164Z", "symbol": "ETHUSD", "side": "Sell", "size": 149, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce43f132-d9b7-17f3-6fdc-2bc12e6fc3f3", "grossValue": 5571855, "homeNotional": 1.6870471014492754, "foreignNotional": 630.8712635869565}]}
2020-08-12 10:10:20 DEBUG: message ignored
2020-08-12 10:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:20.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 242, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c8571d0-705e-135d-a547-6052809be1fd", "grossValue": 9049590, "homeNotional": 2.740036231884058, "foreignNotional": 1024.6365489130435}]}
2020-08-12 10:10:20 DEBUG: message ignored
2020-08-12 10:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:20.289Z", "symbol": "ETHUSD", "side": "Sell", "size": 196, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "548aadd8-7175-479b-4ebf-591aa13c1936", "grossValue": 7329420, "homeNotional": 2.2192028985507246, "foreignNotional": 829.8709239130435}, {"timestamp": "2020-08-12T07:10:20.289Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "db2c1e4f-17f7-d271-818d-c3fb2dc22f33", "grossValue": 21950865, "homeNotional": 6.646286231884058, "foreignNotional": 2485.3787364130435}, {"timestamp": "2020-08-12T07:10:20.289Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed224cfc-65ed-0b58-27d7-d5da632707c3", "grossValue": 747900, "homeNotional": 0.22644927536231885, "foreignNotional": 84.68070652173913}]}
2020-08-12 10:10:20 DEBUG: message ignored
2020-08-12 10:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:20.311Z", "symbol": "ETHUSD", "side": "Sell", "size": 133, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "11cb0308-7f28-550e-7699-62b5ff43478d", "grossValue": 4973535, "homeNotional": 1.5058876811594204, "foreignNotional": 563.1266983695652}]}
2020-08-12 10:10:20 DEBUG: message ignored
2020-08-12 10:10:20 DEBUG: check clearing time needed clearing_process_timer=500.704085
2020-08-12 10:10:20 DEBUG: check init order needed init_order_process_timer=600.704408
2020-08-12 10:10:21 DEBUG: check clearing time needed clearing_process_timer=501.70561
2020-08-12 10:10:21 DEBUG: check init order needed init_order_process_timer=601.705921
2020-08-12 10:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:21.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "26e02b19-9278-bb9c-30d7-e5861d80567c", "grossValue": 37390, "homeNotional": 0.011322463768115942, "foreignNotional": 4.233469202898551}, {"timestamp": "2020-08-12T07:10:21.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a325eab-504c-b16f-c7c6-44c0259de55a", "grossValue": 486070, "homeNotional": 0.14719202898550723, "foreignNotional": 55.03509963768116}]}
2020-08-12 10:10:21 DEBUG: message ignored
2020-08-12 10:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:21.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "63cdc80a-ba77-aef4-897e-7241b221c881", "grossValue": 635630, "homeNotional": 0.192481884057971, "foreignNotional": 71.96897644927536}, {"timestamp": "2020-08-12T07:10:21.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 283, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "6156f3df-918d-e0d3-09fb-3465b10fd939", "grossValue": 10581370, "homeNotional": 3.2042572463768115, "foreignNotional": 1198.0717844202898}]}
2020-08-12 10:10:21 DEBUG: message ignored
2020-08-12 10:10:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:22.194Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "deb2f08a-5fb3-8537-d038-ede344d286eb", "grossValue": 8113630, "homeNotional": 2.456974637681159, "foreignNotional": 918.6628170289855}, {"timestamp": "2020-08-12T07:10:22.194Z", "symbol": "ETHUSD", "side": "Sell", "size": 153, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "da5c887a-e0d9-a446-806f-637ed71374ae", "grossValue": 5720670, "homeNotional": 1.732336956521739, "foreignNotional": 647.7207880434783}]}
2020-08-12 10:10:22 DEBUG: message ignored
2020-08-12 10:10:22 DEBUG: check clearing time needed clearing_process_timer=502.707207
2020-08-12 10:10:22 DEBUG: check init order needed init_order_process_timer=602.707558
2020-08-12 10:10:23 DEBUG: check clearing time needed clearing_process_timer=503.708775
2020-08-12 10:10:23 DEBUG: check init order needed init_order_process_timer=603.709076
2020-08-12 10:10:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:24.027Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "a8563fd1-8d26-627f-ddb1-3bd5a60d0eed", "grossValue": 1084165, "homeNotional": 0.3283514492753623, "foreignNotional": 122.7541893115942}, {"timestamp": "2020-08-12T07:10:24.027Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "bad80693-df99-2f33-364b-37c1236f6e4c", "grossValue": 6392835, "homeNotional": 1.9361413043478262, "foreignNotional": 723.8264266304348}]}
2020-08-12 10:10:24 DEBUG: message ignored
2020-08-12 10:10:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:24.399Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ba37dd1-9e3a-fca3-28b2-887899ac494c", "grossValue": 448620, "homeNotional": 0.1358695652173913, "foreignNotional": 50.79483695652174}]}
2020-08-12 10:10:24 DEBUG: message ignored
2020-08-12 10:10:24 DEBUG: check clearing time needed clearing_process_timer=504.71028
2020-08-12 10:10:24 DEBUG: check init order needed init_order_process_timer=604.710573
2020-08-12 10:10:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 1116, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "76b65710-4b60-a3c0-8dcb-12bc82440cb0", "grossValue": 41727240, "homeNotional": 12.63586956521739, "foreignNotional": 4724.551630434783}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 324, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "882c035f-512d-8a0b-8b5b-3391e2a96d44", "grossValue": 12114360, "homeNotional": 3.6684782608695654, "foreignNotional": 1371.6440217391305}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 217, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "c4fb9db2-e873-feb8-a6ed-ef24b5c762fe", "grossValue": 8113630, "homeNotional": 2.456974637681159, "foreignNotional": 918.6628170289855}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 146, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d527078b-6ae7-5e85-1058-fbe18f242e2b", "grossValue": 5458940, "homeNotional": 1.6530797101449275, "foreignNotional": 618.0865036231884}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 1600, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "e09e5815-0af0-7459-c2ea-9efc8daa43af", "grossValue": 59824000, "homeNotional": 18.115942028985508, "foreignNotional": 6773.550724637681}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a1afb20-f835-d119-cab4-5439f2c904d2", "grossValue": 224340000, "homeNotional": 67.93478260869566, "foreignNotional": 25400.815217391304}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 449, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "4779fa83-a787-0238-7f2f-4563f2b6e5a6", "grossValue": 16788110, "homeNotional": 5.083786231884058, "foreignNotional": 1900.8276721014493}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab64ec7b-af69-f1f1-56fc-c011e67b3bd0", "grossValue": 373900, "homeNotional": 0.11322463768115942, "foreignNotional": 42.33469202898551}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ee136a2-6714-9c5d-09c8-7d806afe1338", "grossValue": 11217000, "homeNotional": 3.3967391304347827, "foreignNotional": 1270.0407608695652}, {"timestamp": "2020-08-12T07:10:25.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "10b446f8-e0ea-5754-74d7-bc13c24cb007", "grossValue": 1196480, "homeNotional": 0.36231884057971014, "foreignNotional": 135.47101449275362}]}
2020-08-12 10:10:25 DEBUG: message ignored
2020-08-12 10:10:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:25.585Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "df6b5461-77ce-94ac-d02c-9b3fb519eda7", "grossValue": 3739000, "homeNotional": 1.1322463768115942, "foreignNotional": 423.34692028985506}]}
2020-08-12 10:10:25 DEBUG: message ignored
2020-08-12 10:10:25 DEBUG: check clearing time needed clearing_process_timer=505.711774
2020-08-12 10:10:25 DEBUG: check init order needed init_order_process_timer=605.712033
2020-08-12 10:10:26 DEBUG: check clearing time needed clearing_process_timer=506.713207
2020-08-12 10:10:26 DEBUG: check init order needed init_order_process_timer=606.713517
2020-08-12 10:10:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:27.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "67bbb8f8-ade1-6ab4-8807-c72b7cc8654a", "grossValue": 560925, "homeNotional": 0.16983695652173914, "foreignNotional": 63.51052989130435}]}
2020-08-12 10:10:27 DEBUG: message ignored
2020-08-12 10:10:27 DEBUG: check clearing time needed clearing_process_timer=507.714763
2020-08-12 10:10:27 DEBUG: check init order needed init_order_process_timer=607.715063
2020-08-12 10:10:28 DEBUG: check clearing time needed clearing_process_timer=508.716297
2020-08-12 10:10:28 DEBUG: check init order needed init_order_process_timer=608.716576
2020-08-12 10:10:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:29.450Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "f855b57f-01b8-e342-ecdd-25674914e843", "grossValue": 224370, "homeNotional": 0.06793478260869565, "foreignNotional": 25.40421195652174}]}
2020-08-12 10:10:29 DEBUG: message ignored
2020-08-12 10:10:29 DEBUG: check clearing time needed clearing_process_timer=509.717795
2020-08-12 10:10:29 DEBUG: check init order needed init_order_process_timer=609.718074
2020-08-12 10:10:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:30.582Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "c04a724b-8cf1-2930-47d8-60fb87428a35", "grossValue": 1122000, "homeNotional": 0.3395585738539898, "foreignNotional": 126.99490662139219}, {"timestamp": "2020-08-12T07:10:30.582Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "97ef6723-753b-7393-5ed4-233eb421887f", "grossValue": 2244000, "homeNotional": 0.6791171477079796, "foreignNotional": 253.98981324278438}]}
2020-08-12 10:10:30 DEBUG: message ignored
2020-08-12 10:10:30 DEBUG: check clearing time needed clearing_process_timer=510.719247
2020-08-12 10:10:30 DEBUG: check init order needed init_order_process_timer=610.719501
2020-08-12 10:10:31 DEBUG: check clearing time needed clearing_process_timer=511.720679
2020-08-12 10:10:31 DEBUG: check init order needed init_order_process_timer=611.720946
2020-08-12 10:10:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:31.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "8a9359e3-bbf8-fb50-f504-32e7e1ce3021", "grossValue": 7366815, "homeNotional": 2.2297679683078666, "foreignNotional": 833.8217317487266}, {"timestamp": "2020-08-12T07:10:31.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 218, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac2d1b1f-9286-cc04-2b06-38c966d4ac0a", "grossValue": 8152110, "homeNotional": 2.4674589700056595, "foreignNotional": 922.7062818336163}, {"timestamp": "2020-08-12T07:10:31.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 264, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "91450e92-a69d-c3cd-fbba-5e67bc3ba0b9", "grossValue": 9872280, "homeNotional": 2.9881154499151106, "foreignNotional": 1117.4057724957556}, {"timestamp": "2020-08-12T07:10:31.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 495, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b46ef5c-d85a-bdf6-c186-f1b743fb088d", "grossValue": 18510525, "homeNotional": 5.602716468590832, "foreignNotional": 2095.1358234295417}, {"timestamp": "2020-08-12T07:10:31.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 527, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2fb0bc0-a22c-1144-d383-4ee732f063e5", "grossValue": 19707165, "homeNotional": 5.964912280701754, "foreignNotional": 2230.5789473684213}, {"timestamp": "2020-08-12T07:10:31.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 7392, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d4df1548-382c-03e2-fa5e-e48b45160220", "grossValue": 276423840, "homeNotional": 83.66723259762308, "foreignNotional": 31287.361629881154}]}
2020-08-12 10:10:31 DEBUG: message ignored
2020-08-12 10:10:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:31.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 27, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "6af7a8b5-117b-8b29-445f-7ca00d7f4baa", "grossValue": 1009665, "homeNotional": 0.30560271646859083, "foreignNotional": 114.28013582342955}]}
2020-08-12 10:10:31 DEBUG: message ignored
2020-08-12 10:10:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:31.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 8213, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b5d254c-eb4c-2e81-1465-d20660230135", "grossValue": 307125135, "homeNotional": 92.95981890209394, "foreignNotional": 34762.32427843803}]}
2020-08-12 10:10:31 DEBUG: message ignored
2020-08-12 10:10:32 DEBUG: check clearing time needed clearing_process_timer=512.722171
2020-08-12 10:10:32 DEBUG: check init order needed init_order_process_timer=612.722452
2020-08-12 10:10:33 DEBUG: check clearing time needed clearing_process_timer=513.723662
2020-08-12 10:10:33 DEBUG: check init order needed init_order_process_timer=613.723972
2020-08-12 10:10:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:34.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "05d75391-ff91-80d7-be94-7ab579979a88", "grossValue": 112185, "homeNotional": 0.03395585738539898, "foreignNotional": 12.697792869269948}]}
2020-08-12 10:10:34 DEBUG: message ignored
2020-08-12 10:10:34 DEBUG: check clearing time needed clearing_process_timer=514.725211
2020-08-12 10:10:34 DEBUG: check init order needed init_order_process_timer=614.725509
2020-08-12 10:10:35 DEBUG: check clearing time needed clearing_process_timer=515.726696
2020-08-12 10:10:35 DEBUG: check init order needed init_order_process_timer=615.726932
2020-08-12 10:10:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:36.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "765b1510-441e-09d3-5f26-c3a7000006f6", "grossValue": 486135, "homeNotional": 0.14714204867006225, "foreignNotional": 55.02376910016978}]}
2020-08-12 10:10:36 DEBUG: message ignored
2020-08-12 10:10:36 DEBUG: check clearing time needed clearing_process_timer=516.727912
2020-08-12 10:10:36 DEBUG: check init order needed init_order_process_timer=616.728282
2020-08-12 10:10:37 DEBUG: check clearing time needed clearing_process_timer=517.729531
2020-08-12 10:10:37 DEBUG: check init order needed init_order_process_timer=617.72983
2020-08-12 10:10:38 DEBUG: check clearing time needed clearing_process_timer=518.731048
2020-08-12 10:10:38 DEBUG: check init order needed init_order_process_timer=618.731328
2020-08-12 10:10:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:39.028Z", "symbol": "ETHUSD", "side": "Sell", "size": 16, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "733c8097-2070-2c74-9ada-82bbeb8ada49", "grossValue": 598320, "homeNotional": 0.18109790605546122, "foreignNotional": 67.72156196943973}]}
2020-08-12 10:10:39 DEBUG: message ignored
2020-08-12 10:10:39 DEBUG: check clearing time needed clearing_process_timer=519.732607
2020-08-12 10:10:39 DEBUG: check init order needed init_order_process_timer=619.732926
2020-08-12 10:10:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:40.616Z", "symbol": "ETHUSD", "side": "Sell", "size": 5067, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "061064d0-a9bd-3d0f-367f-9305f7b8e401", "grossValue": 189480465, "homeNotional": 57.35144312393888, "foreignNotional": 21446.572156196944}]}
2020-08-12 10:10:40 DEBUG: message ignored
2020-08-12 10:10:40 DEBUG: check clearing time needed clearing_process_timer=520.734218
2020-08-12 10:10:40 DEBUG: check init order needed init_order_process_timer=620.734558
2020-08-12 10:10:41 DEBUG: check clearing time needed clearing_process_timer=521.735798
2020-08-12 10:10:41 DEBUG: check init order needed init_order_process_timer=621.736071
2020-08-12 10:10:42 DEBUG: check clearing time needed clearing_process_timer=522.737294
2020-08-12 10:10:42 DEBUG: check init order needed init_order_process_timer=622.737596
2020-08-12 10:10:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:10:43.604Z", "symbol": "ETHUSD", "side": "Sell", "size": 450, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "c134080f-bc7d-4ae9-3dc1-d45798338dc9", "grossValue": 16827750, "homeNotional": 5.093378607809847, "foreignNotional": 1904.6689303904923}]}
2020-08-12 10:10:43 DEBUG: message ignored
2020-08-12 10:10:43 DEBUG: check clearing time needed clearing_process_timer=523.738826
2020-08-12 10:10:43 DEBUG: check init order needed init_order_process_timer=623.739212
2020-08-12 10:10:44 DEBUG: check clearing time needed clearing_process_timer=524.740553
2020-08-12 10:10:44 DEBUG: check init order needed init_order_process_timer=624.740985
2020-08-12 10:10:45 DEBUG: check clearing time needed clearing_process_timer=525.742234
2020-08-12 10:10:45 DEBUG: check init order needed init_order_process_timer=625.742517
2020-08-12 10:10:46 DEBUG: check clearing time needed clearing_process_timer=526.743728
2020-08-12 10:10:46 DEBUG: check init order needed init_order_process_timer=626.743987
2020-08-12 10:10:47 DEBUG: check clearing time needed clearing_process_timer=527.745219
2020-08-12 10:10:47 DEBUG: check init order needed init_order_process_timer=627.745521
2020-08-12 10:10:48 DEBUG: check clearing time needed clearing_process_timer=528.746736
2020-08-12 10:10:48 DEBUG: check init order needed init_order_process_timer=628.747001
2020-08-12 10:10:49 DEBUG: check clearing time needed clearing_process_timer=529.748227
2020-08-12 10:10:49 DEBUG: check init order needed init_order_process_timer=629.748508
2020-08-12 10:10:50 DEBUG: check clearing time needed clearing_process_timer=530.749836
2020-08-12 10:10:50 DEBUG: check init order needed init_order_process_timer=630.75016
2020-08-12 10:10:51 DEBUG: check clearing time needed clearing_process_timer=531.751373
2020-08-12 10:10:51 DEBUG: check init order needed init_order_process_timer=631.751643
2020-08-12 10:10:52 DEBUG: check clearing time needed clearing_process_timer=532.752828
2020-08-12 10:10:52 DEBUG: check init order needed init_order_process_timer=632.753121
2020-08-12 10:10:53 DEBUG: check clearing time needed clearing_process_timer=533.754412
2020-08-12 10:10:53 DEBUG: check init order needed init_order_process_timer=633.75468
2020-08-12 10:10:54 DEBUG: check clearing time needed clearing_process_timer=534.755879
2020-08-12 10:10:54 DEBUG: check init order needed init_order_process_timer=634.756175
2020-08-12 10:10:55 DEBUG: check clearing time needed clearing_process_timer=535.757371
2020-08-12 10:10:55 DEBUG: check init order needed init_order_process_timer=635.75773
2020-08-12 10:10:56 DEBUG: check clearing time needed clearing_process_timer=536.758939
2020-08-12 10:10:56 DEBUG: check init order needed init_order_process_timer=636.759195
2020-08-12 10:10:57 DEBUG: check clearing time needed clearing_process_timer=537.760396
2020-08-12 10:10:57 DEBUG: check init order needed init_order_process_timer=637.760742
2020-08-12 10:10:58 DEBUG: check clearing time needed clearing_process_timer=538.761973
2020-08-12 10:10:58 DEBUG: check init order needed init_order_process_timer=638.762308
2020-08-12 10:10:59 DEBUG: check clearing time needed clearing_process_timer=539.763567
2020-08-12 10:10:59 DEBUG: check init order needed init_order_process_timer=639.763844
2020-08-12 10:11:00 DEBUG: check clearing time needed clearing_process_timer=540.765098
2020-08-12 10:11:00 DEBUG: check init order needed init_order_process_timer=640.765379
2020-08-12 10:11:01 DEBUG: check clearing time needed clearing_process_timer=541.766536
2020-08-12 10:11:01 DEBUG: check init order needed init_order_process_timer=641.766854
2020-08-12 10:11:02 DEBUG: check clearing time needed clearing_process_timer=542.768185
2020-08-12 10:11:02 DEBUG: check init order needed init_order_process_timer=642.768451
2020-08-12 10:11:03 DEBUG: check clearing time needed clearing_process_timer=543.769067
2020-08-12 10:11:03 DEBUG: check init order needed init_order_process_timer=643.769535
2020-08-12 10:11:04 DEBUG: check clearing time needed clearing_process_timer=544.7707
2020-08-12 10:11:04 DEBUG: check init order needed init_order_process_timer=644.77108
2020-08-12 10:11:05 DEBUG: check clearing time needed clearing_process_timer=545.77225
2020-08-12 10:11:05 DEBUG: check init order needed init_order_process_timer=645.772558
2020-08-12 10:11:06 DEBUG: check clearing time needed clearing_process_timer=546.773222
2020-08-12 10:11:06 DEBUG: check init order needed init_order_process_timer=646.77351
2020-08-12 10:11:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 201, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "a7b5c19b-8b78-f9db-54df-fda05be3dbd3", "grossValue": 7517400, "homeNotional": 2.275815217391304, "foreignNotional": 851.1548913043479}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 3711, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "c62ba36f-5210-5df1-a691-1e8e5bec75b2", "grossValue": 138791400, "homeNotional": 42.01766304347826, "foreignNotional": 15714.60597826087}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "70e62852-eae3-1397-6a74-23d5b99b9370", "grossValue": 2057000, "homeNotional": 0.6227355072463768, "foreignNotional": 232.90307971014494}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "c95f8654-950f-774a-dfb6-7daaf7234667", "grossValue": 1383800, "homeNotional": 0.41893115942028986, "foreignNotional": 156.6802536231884}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 112, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "6af9e21b-00f7-f4c9-8074-ce24d7ab6a6a", "grossValue": 4188800, "homeNotional": 1.2681159420289856, "foreignNotional": 474.27536231884056}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f9d3d5a-e227-0c8f-cc6d-d39eb4223c25", "grossValue": 1720400, "homeNotional": 0.5208333333333334, "foreignNotional": 194.79166666666666}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 126, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "682e345f-08fa-5561-3e5f-91f10cfc60db", "grossValue": 4712400, "homeNotional": 1.4266304347826086, "foreignNotional": 533.5597826086956}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "e825a482-ba8d-0451-8930-56c4bdc7f914", "grossValue": 1047200, "homeNotional": 0.3170289855072464, "foreignNotional": 118.56884057971014}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "6426e218-1c8e-8760-4b1b-689578301bfe", "grossValue": 18700000, "homeNotional": 5.661231884057971, "foreignNotional": 2117.300724637681}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "fffc5abd-ffd6-41d9-2c2f-7916cd002fc2", "grossValue": 18700000, "homeNotional": 5.661231884057971, "foreignNotional": 2117.300724637681}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 154, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "055bf421-c8cf-9e9a-7fb7-f55dc14ab5b0", "grossValue": 5759600, "homeNotional": 1.743659420289855, "foreignNotional": 652.1286231884058}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "b6543d7f-6851-b3e3-c4f7-315c9b1b8be0", "grossValue": 2431000, "homeNotional": 0.7359601449275363, "foreignNotional": 275.24909420289856}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d46047d-a53c-4e05-ec24-845368222284", "grossValue": 1683000, "homeNotional": 0.5095108695652174, "foreignNotional": 190.5570652173913}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 219, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "a43a0e81-b334-4719-0b7a-ec96e9330eb5", "grossValue": 8190600, "homeNotional": 2.479619565217391, "foreignNotional": 927.3777173913044}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "5510e077-d266-0291-1c92-71ddfd6c25b5", "grossValue": 1458600, "homeNotional": 0.44157608695652173, "foreignNotional": 165.14945652173913}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "31651799-3f23-9e20-7b59-2a971ea2a0b2", "grossValue": 5610000, "homeNotional": 1.6983695652173914, "foreignNotional": 635.1902173913044}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 120, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3f5e598-767a-b0ea-6dcc-6f98b2d1ea79", "grossValue": 4488000, "homeNotional": 1.358695652173913, "foreignNotional": 508.1521739130435}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "c56bf7f6-28c5-1480-19aa-8453f63364c9", "grossValue": 37400000, "homeNotional": 11.322463768115941, "foreignNotional": 4234.601449275362}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "98af2009-c57d-bb2f-ca5b-d9c8ab0ded8b", "grossValue": 187000, "homeNotional": 0.05661231884057971, "foreignNotional": 21.173007246376812}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 278, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6208125-a19b-d840-47b1-c02deefa54e8", "grossValue": 10397200, "homeNotional": 3.147644927536232, "foreignNotional": 1177.2192028985507}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "10af42a4-eb59-2002-858b-c93b4210a496", "grossValue": 1122000, "homeNotional": 0.33967391304347827, "foreignNotional": 127.03804347826087}, {"timestamp": "2020-08-12T07:11:06.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "f246fd2a-175c-bf46-ac24-978c0b97d7c1", "grossValue": 37400000, "homeNotional": 11.322463768115941, "foreignNotional": 4234.601449275362}]}
2020-08-12 10:11:06 DEBUG: message ignored
2020-08-12 10:11:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:07.723Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "d61b8067-7076-f3f0-a5aa-0dbe179240cb", "grossValue": 224460000, "homeNotional": 67.93478260869566, "foreignNotional": 25414.402173913044}]}
2020-08-12 10:11:07 DEBUG: message ignored
2020-08-12 10:11:07 DEBUG: check clearing time needed clearing_process_timer=547.774714
2020-08-12 10:11:07 DEBUG: check init order needed init_order_process_timer=647.775016
2020-08-12 10:11:08 DEBUG: check clearing time needed clearing_process_timer=548.776249
2020-08-12 10:11:08 DEBUG: check init order needed init_order_process_timer=648.776527
2020-08-12 10:11:09 DEBUG: check clearing time needed clearing_process_timer=549.77771
2020-08-12 10:11:09 DEBUG: check init order needed init_order_process_timer=649.777975
2020-08-12 10:11:10 DEBUG: check clearing time needed clearing_process_timer=550.779199
2020-08-12 10:11:10 DEBUG: check init order needed init_order_process_timer=650.779478
2020-08-12 10:11:11 DEBUG: check clearing time needed clearing_process_timer=551.780251
2020-08-12 10:11:11 DEBUG: check init order needed init_order_process_timer=651.780504
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.123Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "bd9f2292-359c-1329-6f7a-3adb97c7f5a1", "grossValue": 1122450, "homeNotional": 0.33967391304347827, "foreignNotional": 127.08899456521739}, {"timestamp": "2020-08-12T07:11:12.123Z", "symbol": "ETHUSD", "side": "Buy", "size": 270, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d0ca27b9-d177-5b3c-04cf-c55928ead9c3", "grossValue": 10102050, "homeNotional": 3.057065217391304, "foreignNotional": 1143.8009510869565}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.432Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "cbc74b4c-c22f-20b6-802f-29de1ee58d95", "grossValue": 37415, "homeNotional": 0.011322463768115942, "foreignNotional": 4.23629981884058}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.737Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc4e9244-3a7f-aa95-c4b3-682931e815d0", "grossValue": 37415, "homeNotional": 0.011322463768115942, "foreignNotional": 4.23629981884058}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.740Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "289cc7b8-dce5-f52c-a327-b9a812343d5d", "grossValue": 37415, "homeNotional": 0.011322463768115942, "foreignNotional": 4.23629981884058}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.756Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "38173ce5-40cb-ead0-600a-49d1d3b5ca5c", "grossValue": 37415, "homeNotional": 0.011322463768115942, "foreignNotional": 4.23629981884058}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.766Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "f8d12599-5a87-d0b2-cb21-b3ad9d364953", "grossValue": 374100, "homeNotional": 0.11322463768115942, "foreignNotional": 42.35733695652174}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: check clearing time needed clearing_process_timer=552.781671
2020-08-12 10:11:12 DEBUG: check init order needed init_order_process_timer=652.781863
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.768Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "8b9791e2-e270-7eaf-3f3c-7c5ab12cdb3f", "grossValue": 411510, "homeNotional": 0.12454710144927536, "foreignNotional": 46.593070652173914}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6436965d-cc5a-f223-b036-0d13f04f9c34", "grossValue": 448920, "homeNotional": 0.1358695652173913, "foreignNotional": 50.828804347826086}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:12.773Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d5d036fd-b58c-6492-ebaf-dad91562fe4c", "grossValue": 374100, "homeNotional": 0.11322463768115942, "foreignNotional": 42.35733695652174}]}
2020-08-12 10:11:12 DEBUG: message ignored
2020-08-12 10:11:13 DEBUG: check clearing time needed clearing_process_timer=553.783107
2020-08-12 10:11:13 DEBUG: check init order needed init_order_process_timer=653.783392
2020-08-12 10:11:14 DEBUG: check clearing time needed clearing_process_timer=554.784569
2020-08-12 10:11:14 DEBUG: check init order needed init_order_process_timer=654.784825
2020-08-12 10:11:15 DEBUG: check clearing time needed clearing_process_timer=555.786013
2020-08-12 10:11:15 DEBUG: check init order needed init_order_process_timer=655.786248
2020-08-12 10:11:16 DEBUG: check clearing time needed clearing_process_timer=556.787412
2020-08-12 10:11:16 DEBUG: check init order needed init_order_process_timer=656.787717
2020-08-12 10:11:17 DEBUG: check clearing time needed clearing_process_timer=557.788956
2020-08-12 10:11:17 DEBUG: check init order needed init_order_process_timer=657.789581
2020-08-12 10:11:18 DEBUG: check clearing time needed clearing_process_timer=558.790786
2020-08-12 10:11:18 DEBUG: check init order needed init_order_process_timer=658.791083
2020-08-12 10:11:19 DEBUG: check clearing time needed clearing_process_timer=559.792299
2020-08-12 10:11:19 DEBUG: check init order needed init_order_process_timer=659.792601
2020-08-12 10:11:20 DEBUG: check clearing time needed clearing_process_timer=560.793802
2020-08-12 10:11:20 DEBUG: check init order needed init_order_process_timer=660.79415
2020-08-12 10:11:21 DEBUG: check clearing time needed clearing_process_timer=561.795391
2020-08-12 10:11:21 DEBUG: check init order needed init_order_process_timer=661.795755
2020-08-12 10:11:22 DEBUG: check clearing time needed clearing_process_timer=562.797003
2020-08-12 10:11:22 DEBUG: check init order needed init_order_process_timer=662.797412
2020-08-12 10:11:23 DEBUG: check clearing time needed clearing_process_timer=563.798622
2020-08-12 10:11:23 DEBUG: check init order needed init_order_process_timer=663.798899
2020-08-12 10:11:24 DEBUG: check clearing time needed clearing_process_timer=564.800074
2020-08-12 10:11:24 DEBUG: check init order needed init_order_process_timer=664.800329
2020-08-12 10:11:25 DEBUG: check clearing time needed clearing_process_timer=565.801514
2020-08-12 10:11:25 DEBUG: check init order needed init_order_process_timer=665.801777
2020-08-12 10:11:26 DEBUG: check clearing time needed clearing_process_timer=566.802955
2020-08-12 10:11:26 DEBUG: check init order needed init_order_process_timer=666.803215
2020-08-12 10:11:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:27.721Z", "symbol": "ETHUSD", "side": "Sell", "size": 450, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "82fdbbe5-74ce-7df7-e081-dc53b40ed8b0", "grossValue": 16834500, "homeNotional": 5.095108695652174, "foreignNotional": 1906.0801630434783}]}
2020-08-12 10:11:27 DEBUG: message ignored
2020-08-12 10:11:27 DEBUG: check clearing time needed clearing_process_timer=567.804382
2020-08-12 10:11:27 DEBUG: check init order needed init_order_process_timer=667.804652
2020-08-12 10:11:28 DEBUG: check clearing time needed clearing_process_timer=568.805834
2020-08-12 10:11:28 DEBUG: check init order needed init_order_process_timer=668.806125
2020-08-12 10:11:29 DEBUG: check clearing time needed clearing_process_timer=569.807321
2020-08-12 10:11:29 DEBUG: check init order needed init_order_process_timer=669.807588
2020-08-12 10:11:30 DEBUG: check clearing time needed clearing_process_timer=570.808776
2020-08-12 10:11:30 DEBUG: check init order needed init_order_process_timer=670.80911
2020-08-12 10:11:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:30.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 526, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "31828d37-1e32-65a2-2201-c38a64b496f5", "grossValue": 19680290, "homeNotional": 5.955615942028985, "foreignNotional": 2228.293704710145}, {"timestamp": "2020-08-12T07:11:30.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 928, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "8fb7cc68-3ba8-3546-dae6-dbd654ee6d77", "grossValue": 34721120, "homeNotional": 10.507246376811594, "foreignNotional": 3931.286231884058}, {"timestamp": "2020-08-12T07:11:30.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 110, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7b1e8c4-a56f-8686-5b32-09fc1abd93bb", "grossValue": 4115650, "homeNotional": 1.2454710144927537, "foreignNotional": 465.99298007246375}, {"timestamp": "2020-08-12T07:11:30.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f441772d-3088-9fff-1dc1-dc61776c6e73", "grossValue": 1159865, "homeNotional": 0.3509963768115942, "foreignNotional": 131.32529438405797}, {"timestamp": "2020-08-12T07:11:30.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 83, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3aa4526f-ea4b-bf09-3be2-23ae49e9da21", "grossValue": 3105445, "homeNotional": 0.9397644927536232, "foreignNotional": 351.6128849637681}, {"timestamp": "2020-08-12T07:11:30.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f21aa5e4-b3d7-c5aa-5661-c75b1e2af4f4", "grossValue": 2057825, "homeNotional": 0.6227355072463768, "foreignNotional": 232.99649003623188}, {"timestamp": "2020-08-12T07:11:30.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 187, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c78d9eb-513c-2e56-4d20-e9bda1362e25", "grossValue": 6996605, "homeNotional": 2.117300724637681, "foreignNotional": 792.1880661231884}]}
2020-08-12 10:11:31 DEBUG: message ignored
2020-08-12 10:11:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:31.001Z", "symbol": "ETHUSD", "side": "Buy", "size": 155, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "548bc972-ed91-09ac-548e-71e0549a64ff", "grossValue": 5800875, "homeNotional": 1.754981884057971, "foreignNotional": 656.8019701086956}]}
2020-08-12 10:11:31 DEBUG: message ignored
2020-08-12 10:11:31 DEBUG: check clearing time needed clearing_process_timer=571.810306
2020-08-12 10:11:31 DEBUG: check init order needed init_order_process_timer=671.810581
2020-08-12 10:11:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:31.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 245, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "eac79bfa-30a6-ba65-e845-a8e625764a54", "grossValue": 9169125, "homeNotional": 2.7740036231884058, "foreignNotional": 1038.1708559782608}, {"timestamp": "2020-08-12T07:11:31.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "c31c77b4-636f-5b24-d6e8-207f7765a238", "grossValue": 2806875, "homeNotional": 0.8491847826086957, "foreignNotional": 317.8074048913044}]}
2020-08-12 10:11:31 DEBUG: message ignored
2020-08-12 10:11:32 DEBUG: check clearing time needed clearing_process_timer=572.811762
2020-08-12 10:11:32 DEBUG: check init order needed init_order_process_timer=672.812049
2020-08-12 10:11:33 DEBUG: check clearing time needed clearing_process_timer=573.813235
2020-08-12 10:11:33 DEBUG: check init order needed init_order_process_timer=673.813578
2020-08-12 10:11:34 DEBUG: check clearing time needed clearing_process_timer=574.814798
2020-08-12 10:11:34 DEBUG: check init order needed init_order_process_timer=674.815061
2020-08-12 10:11:35 DEBUG: check clearing time needed clearing_process_timer=575.81624
2020-08-12 10:11:35 DEBUG: check init order needed init_order_process_timer=675.816508
2020-08-12 10:11:36 DEBUG: check clearing time needed clearing_process_timer=576.817724
2020-08-12 10:11:36 DEBUG: check init order needed init_order_process_timer=676.818048
2020-08-12 10:11:37 DEBUG: check clearing time needed clearing_process_timer=577.819234
2020-08-12 10:11:37 DEBUG: check init order needed init_order_process_timer=677.819492
2020-08-12 10:11:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "22079000-8ea1-67c8-5552-9022ef241c9e", "grossValue": 1122900, "homeNotional": 0.33967391304347827, "foreignNotional": 127.1399456521739}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dfbfbac-34a0-237c-458d-effb902f0d0b", "grossValue": 37430, "homeNotional": 0.011322463768115942, "foreignNotional": 4.237998188405797}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 232, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd637366-204b-67bb-6955-0907727b685c", "grossValue": 8683760, "homeNotional": 2.6268115942028984, "foreignNotional": 983.2155797101449}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "15d7a06a-7716-c0ef-43ca-e5911b8d2b2e", "grossValue": 1759210, "homeNotional": 0.5321557971014492, "foreignNotional": 199.18591485507247}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "fdb1f071-d1f3-7bd5-3288-b8ff977ee4da", "grossValue": 18717500, "homeNotional": 5.661231884057971, "foreignNotional": 2119.2821557971015}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "98fec497-4442-defa-2d93-aa1a435e3e1d", "grossValue": 1497400, "homeNotional": 0.4528985507246377, "foreignNotional": 169.54257246376812}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "5cef79ed-a30e-1f87-ae66-ac6165aec51b", "grossValue": 7488000, "homeNotional": 2.2644927536231885, "foreignNotional": 847.8260869565217}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 193, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "c339e66a-d68e-0048-bd36-4dc44bf032fc", "grossValue": 7225920, "homeNotional": 2.185235507246377, "foreignNotional": 818.1521739130435}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 1069, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "78a83dff-7fb7-488e-f53f-836bf62cfe18", "grossValue": 40023360, "homeNotional": 12.103713768115941, "foreignNotional": 4531.630434782609}, {"timestamp": "2020-08-12T07:11:38.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 188, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "7162d45c-a9b5-0d61-d915-b252b55bc141", "grossValue": 7038720, "homeNotional": 2.128623188405797, "foreignNotional": 796.9565217391304}]}
2020-08-12 10:11:38 DEBUG: message ignored
2020-08-12 10:11:38 DEBUG: check clearing time needed clearing_process_timer=578.820664
2020-08-12 10:11:38 DEBUG: check init order needed init_order_process_timer=678.820999
2020-08-12 10:11:39 DEBUG: check clearing time needed clearing_process_timer=579.822237
2020-08-12 10:11:39 DEBUG: check init order needed init_order_process_timer=679.822486
2020-08-12 10:11:40 DEBUG: check clearing time needed clearing_process_timer=580.823658
2020-08-12 10:11:40 DEBUG: check init order needed init_order_process_timer=680.82393
2020-08-12 10:11:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:41.360Z", "symbol": "ETHUSD", "side": "Buy", "size": 387, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "60f9fd96-fd49-966f-8e91-b279b264f448", "grossValue": 14489280, "homeNotional": 4.381793478260869, "foreignNotional": 1640.5434782608695}, {"timestamp": "2020-08-12T07:11:41.360Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a4bba70-c8d7-7105-4333-f00a3492827f", "grossValue": 7488000, "homeNotional": 2.2644927536231885, "foreignNotional": 847.8260869565217}, {"timestamp": "2020-08-12T07:11:41.360Z", "symbol": "ETHUSD", "side": "Buy", "size": 1913, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "54f67d72-671a-328d-d8ad-174ac06a15a3", "grossValue": 71622720, "homeNotional": 21.659873188405797, "foreignNotional": 8109.45652173913}]}
2020-08-12 10:11:41 DEBUG: message ignored
2020-08-12 10:11:41 DEBUG: check clearing time needed clearing_process_timer=581.825122
2020-08-12 10:11:41 DEBUG: check init order needed init_order_process_timer=681.825412
2020-08-12 10:11:42 DEBUG: check clearing time needed clearing_process_timer=582.826577
2020-08-12 10:11:42 DEBUG: check init order needed init_order_process_timer=682.826833
2020-08-12 10:11:43 DEBUG: check clearing time needed clearing_process_timer=583.828025
2020-08-12 10:11:43 DEBUG: check init order needed init_order_process_timer=683.828313
2020-08-12 10:11:44 DEBUG: check clearing time needed clearing_process_timer=584.829529
2020-08-12 10:11:44 DEBUG: check init order needed init_order_process_timer=684.829842
2020-08-12 10:11:45 DEBUG: check clearing time needed clearing_process_timer=585.831048
2020-08-12 10:11:45 DEBUG: check init order needed init_order_process_timer=685.831303
2020-08-12 10:11:46 DEBUG: check clearing time needed clearing_process_timer=586.83251
2020-08-12 10:11:46 DEBUG: check init order needed init_order_process_timer=686.832789
2020-08-12 10:11:47 DEBUG: check clearing time needed clearing_process_timer=587.833958
2020-08-12 10:11:47 DEBUG: check init order needed init_order_process_timer=687.834205
2020-08-12 10:11:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:11:48.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9264cbf9-7981-ae29-6fa7-47853fd0a2b1", "grossValue": 3744000, "homeNotional": 1.1322463768115942, "foreignNotional": 423.9130434782609}]}
2020-08-12 10:11:48 DEBUG: message ignored
2020-08-12 10:11:48 DEBUG: check clearing time needed clearing_process_timer=588.835375
2020-08-12 10:11:48 DEBUG: check init order needed init_order_process_timer=688.835675
2020-08-12 10:11:49 DEBUG: check clearing time needed clearing_process_timer=589.836886
2020-08-12 10:11:49 DEBUG: check init order needed init_order_process_timer=689.837218
2020-08-12 10:11:50 DEBUG: check clearing time needed clearing_process_timer=590.838444
2020-08-12 10:11:50 DEBUG: check init order needed init_order_process_timer=690.838762
2020-08-12 10:11:51 DEBUG: check clearing time needed clearing_process_timer=591.839946
2020-08-12 10:11:51 DEBUG: check init order needed init_order_process_timer=691.840243
2020-08-12 10:11:52 DEBUG: check clearing time needed clearing_process_timer=592.841484
2020-08-12 10:11:52 DEBUG: check init order needed init_order_process_timer=692.841869
2020-08-12 10:11:53 DEBUG: check clearing time needed clearing_process_timer=593.843076
2020-08-12 10:11:53 DEBUG: check init order needed init_order_process_timer=693.843338
2020-08-12 10:11:54 DEBUG: check clearing time needed clearing_process_timer=594.844546
2020-08-12 10:11:54 DEBUG: check init order needed init_order_process_timer=694.844901
2020-08-12 10:11:55 DEBUG: check clearing time needed clearing_process_timer=595.846677
2020-08-12 10:11:55 DEBUG: check init order needed init_order_process_timer=695.846935
2020-08-12 10:11:56 DEBUG: check clearing time needed clearing_process_timer=596.848153
2020-08-12 10:11:56 DEBUG: check init order needed init_order_process_timer=696.848548
2020-08-12 10:11:57 DEBUG: check clearing time needed clearing_process_timer=597.849116
2020-08-12 10:11:57 DEBUG: check init order needed init_order_process_timer=697.849395
2020-08-12 10:11:58 DEBUG: check clearing time needed clearing_process_timer=598.850599
2020-08-12 10:11:58 DEBUG: check init order needed init_order_process_timer=698.850869
2020-08-12 10:11:59 DEBUG: check clearing time needed clearing_process_timer=599.85211
2020-08-12 10:11:59 DEBUG: check init order needed init_order_process_timer=699.852382
2020-08-12 10:12:00 DEBUG: check clearing time needed clearing_process_timer=600.853586
2020-08-12 10:12:00 DEBUG: check init order needed init_order_process_timer=700.85393
2020-08-12 10:12:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:01.723Z", "symbol": "ETHUSD", "side": "Buy", "size": 3935, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a5a82fe7-f9e1-e8b8-21e2-91d960eec734", "grossValue": 147326400, "homeNotional": 44.574082464884455, "foreignNotional": 16688.536474852743}]}
2020-08-12 10:12:01 DEBUG: message ignored
2020-08-12 10:12:01 DEBUG: check clearing time needed clearing_process_timer=601.855135
2020-08-12 10:12:01 DEBUG: check init order needed init_order_process_timer=701.855417
2020-08-12 10:12:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:02.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 2065, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f447514f-c572-5f74-53cf-b557759be20a", "grossValue": 77313600, "homeNotional": 23.39148164929769, "foreignNotional": 8757.770729497055}, {"timestamp": "2020-08-12T07:12:02.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "81cb2cc8-0209-2fe0-8594-31d409ca8f16", "grossValue": 374400, "homeNotional": 0.11327594019030358, "foreignNotional": 42.41051200724966}, {"timestamp": "2020-08-12T07:12:02.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ac15a28-9dd3-a439-3c44-07fbdff46206", "grossValue": 9547200, "homeNotional": 2.8885364748527413, "foreignNotional": 1081.4680561848663}, {"timestamp": "2020-08-12T07:12:02.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 135, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d92cd4b-51d3-af6a-8757-895c3a7e5f40", "grossValue": 5054400, "homeNotional": 1.5292251925690983, "foreignNotional": 572.5419120978704}, {"timestamp": "2020-08-12T07:12:02.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a662a0b-cb8b-8a58-7f4d-e6f6151847d6", "grossValue": 2171520, "homeNotional": 0.6570004531037608, "foreignNotional": 245.98096964204802}, {"timestamp": "2020-08-12T07:12:02.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "d959655e-6d70-4d00-bd08-d5a4f187886b", "grossValue": 37440000, "homeNotional": 11.327594019030357, "foreignNotional": 4241.051200724966}, {"timestamp": "2020-08-12T07:12:02.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 833, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b663c3f7-3612-a38b-4390-9e81f06b9358", "grossValue": 31187520, "homeNotional": 9.435885817852288, "foreignNotional": 3532.795650203897}]}
2020-08-12 10:12:02 DEBUG: message ignored
2020-08-12 10:12:02 DEBUG: check clearing time needed clearing_process_timer=602.856666
2020-08-12 10:12:02 DEBUG: check init order needed init_order_process_timer=702.857061
2020-08-12 10:12:03 DEBUG: check clearing time needed clearing_process_timer=603.858283
2020-08-12 10:12:03 DEBUG: check init order needed init_order_process_timer=703.858578
2020-08-12 10:12:04 DEBUG: check clearing time needed clearing_process_timer=604.859769
2020-08-12 10:12:04 DEBUG: check init order needed init_order_process_timer=704.860043
2020-08-12 10:12:05 DEBUG: check clearing time needed clearing_process_timer=605.861291
2020-08-12 10:12:05 DEBUG: check init order needed init_order_process_timer=705.861563
2020-08-12 10:12:06 DEBUG: check clearing time needed clearing_process_timer=606.862754
2020-08-12 10:12:06 DEBUG: check init order needed init_order_process_timer=706.863061
2020-08-12 10:12:07 DEBUG: check clearing time needed clearing_process_timer=607.864301
2020-08-12 10:12:07 DEBUG: check init order needed init_order_process_timer=707.864588
2020-08-12 10:12:08 DEBUG: check clearing time needed clearing_process_timer=608.865782
2020-08-12 10:12:08 DEBUG: check init order needed init_order_process_timer=708.866076
2020-08-12 10:12:09 DEBUG: check clearing time needed clearing_process_timer=609.867277
2020-08-12 10:12:09 DEBUG: check init order needed init_order_process_timer=709.86758
2020-08-12 10:12:10 DEBUG: check clearing time needed clearing_process_timer=610.868787
2020-08-12 10:12:10 DEBUG: check init order needed init_order_process_timer=710.869111
2020-08-12 10:12:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:11.772Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "3b2678d2-011b-36e5-d0c0-dfd96a28c34d", "grossValue": 1871750, "homeNotional": 0.5663797009515179, "foreignNotional": 212.02424105120073}]}
2020-08-12 10:12:11 DEBUG: message ignored
2020-08-12 10:12:11 DEBUG: check clearing time needed clearing_process_timer=611.870306
2020-08-12 10:12:11 DEBUG: check init order needed init_order_process_timer=711.87059
2020-08-12 10:12:12 DEBUG: check clearing time needed clearing_process_timer=612.871814
2020-08-12 10:12:12 DEBUG: check init order needed init_order_process_timer=712.87217
2020-08-12 10:12:13 DEBUG: check clearing time needed clearing_process_timer=613.873465
2020-08-12 10:12:13 DEBUG: check init order needed init_order_process_timer=713.873834
2020-08-12 10:12:14 DEBUG: check clearing time needed clearing_process_timer=614.875163
2020-08-12 10:12:14 DEBUG: check init order needed init_order_process_timer=714.875439
2020-08-12 10:12:15 DEBUG: check clearing time needed clearing_process_timer=615.876636
2020-08-12 10:12:15 DEBUG: check init order needed init_order_process_timer=715.876945
2020-08-12 10:12:16 DEBUG: check clearing time needed clearing_process_timer=616.878187
2020-08-12 10:12:16 DEBUG: check init order needed init_order_process_timer=716.878452
2020-08-12 10:12:17 DEBUG: check clearing time needed clearing_process_timer=617.879655
2020-08-12 10:12:17 DEBUG: check init order needed init_order_process_timer=717.879906
2020-08-12 10:12:18 DEBUG: check clearing time needed clearing_process_timer=618.881095
2020-08-12 10:12:18 DEBUG: check init order needed init_order_process_timer=718.881353
2020-08-12 10:12:19 DEBUG: check clearing time needed clearing_process_timer=619.882584
2020-08-12 10:12:19 DEBUG: check init order needed init_order_process_timer=719.882855
2020-08-12 10:12:20 DEBUG: check clearing time needed clearing_process_timer=620.884061
2020-08-12 10:12:20 DEBUG: check init order needed init_order_process_timer=720.88439
2020-08-12 10:12:21 DEBUG: check clearing time needed clearing_process_timer=621.885638
2020-08-12 10:12:21 DEBUG: check init order needed init_order_process_timer=721.88589
2020-08-12 10:12:22 DEBUG: check clearing time needed clearing_process_timer=622.887073
2020-08-12 10:12:22 DEBUG: check init order needed init_order_process_timer=722.887345
2020-08-12 10:12:23 DEBUG: check clearing time needed clearing_process_timer=623.888538
2020-08-12 10:12:23 DEBUG: check init order needed init_order_process_timer=723.88883
2020-08-12 10:12:24 DEBUG: check clearing time needed clearing_process_timer=624.889319
2020-08-12 10:12:24 DEBUG: check init order needed init_order_process_timer=724.889567
2020-08-12 10:12:25 DEBUG: check clearing time needed clearing_process_timer=625.890765
2020-08-12 10:12:25 DEBUG: check init order needed init_order_process_timer=725.891054
2020-08-12 10:12:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "8bc34df4-6b55-4d0b-2529-657c0611cddb", "grossValue": 112320000, "homeNotional": 33.98278205709107, "foreignNotional": 12723.153602174898}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 4219, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d0140bd-bdb0-3d1b-62e9-c7e62aebfca6", "grossValue": 157959360, "homeNotional": 47.79111916628908, "foreignNotional": 17892.995015858633}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 476, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "39398abf-67b8-cc8d-e7d9-b854d574758f", "grossValue": 17821440, "homeNotional": 5.39193475305845, "foreignNotional": 2018.740371545084}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 252, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "69fcc7d6-e6b6-8b58-3351-2bfa2c8495fd", "grossValue": 9434880, "homeNotional": 2.8545536927956503, "foreignNotional": 1068.7449025826913}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 5226, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d6c3b5f-5d76-3fce-bd88-8f3d9289ff23", "grossValue": 195661440, "homeNotional": 59.19800634345265, "foreignNotional": 22163.733574988673}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 72, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e0f5156-2978-870b-fbc6-10db70f110e0", "grossValue": 2695680, "homeNotional": 0.8155867693701858, "foreignNotional": 305.3556864521976}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6492262-30aa-57de-3a63-0a59de0c86a2", "grossValue": 18720000, "homeNotional": 5.663797009515179, "foreignNotional": 2120.525600362483}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "a1d4303b-d87b-5ea2-e6fd-f199e35d700f", "grossValue": 1123350, "homeNotional": 0.33982782057091077, "foreignNotional": 127.24852741277752}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 1089, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "acaec7ab-89b7-546d-c900-5a783967963a", "grossValue": 40777605, "homeNotional": 12.33574988672406, "foreignNotional": 4619.1215450838245}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 143, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "07d86aab-8988-860f-255c-a81e100faa1b", "grossValue": 5354635, "homeNotional": 1.6198459447213411, "foreignNotional": 606.5513140009062}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4f2e050a-d316-a8fb-a8e0-8ebdc42a332d", "grossValue": 18722500, "homeNotional": 5.663797009515179, "foreignNotional": 2120.8087902129587}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 7851, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f432d9a4-ffaf-80c6-aec7-7dc7b62a3e92", "grossValue": 293980695, "homeNotional": 88.93294064340733, "foreignNotional": 33300.93962392388}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b853f64b-3b85-65da-6edb-468ef7cae835", "grossValue": 74890000, "homeNotional": 22.655188038060714, "foreignNotional": 8483.235160851835}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "74336aec-ff03-e2b5-d207-0e3fb9de5823", "grossValue": 9362500, "homeNotional": 2.8318985047575893, "foreignNotional": 1060.5459900317173}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f531aa22-bcd7-aaeb-78e0-475cc0300f4e", "grossValue": 29960000, "homeNotional": 9.062075215224286, "foreignNotional": 3393.7471681014954}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 181, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7f935a8-93bb-c5f9-8114-afa0d5e1ace4", "grossValue": 6778450, "homeNotional": 2.050294517444495, "foreignNotional": 767.8352967829633}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "31d630e5-5693-ae81-b4c9-a791b768a6f6", "grossValue": 29960000, "homeNotional": 9.062075215224286, "foreignNotional": 3393.7471681014954}, {"timestamp": "2020-08-12T07:12:25.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 2611, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "96fa3fdc-a26f-f950-7373-5fc299a4a456", "grossValue": 97781950, "homeNotional": 29.576347983688265, "foreignNotional": 11076.342319891255}]}
2020-08-12 10:12:26 DEBUG: message ignored
2020-08-12 10:12:26 DEBUG: check clearing time needed clearing_process_timer=626.892253
2020-08-12 10:12:26 DEBUG: check init order needed init_order_process_timer=726.892571
2020-08-12 10:12:27 DEBUG: check clearing time needed clearing_process_timer=627.89309
2020-08-12 10:12:27 DEBUG: check init order needed init_order_process_timer=727.893334
2020-08-12 10:12:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:28.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 15032, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "72edda0e-6865-d61d-b761-27a50aafd3bd", "grossValue": 562948400, "homeNotional": 170.27639329406435, "foreignNotional": 63768.509288627094}, {"timestamp": "2020-08-12T07:12:28.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f689b4e8-f390-e81c-d4e3-6dde0f52039b", "grossValue": 11235000, "homeNotional": 3.3982782057091074, "foreignNotional": 1272.6551880380607}, {"timestamp": "2020-08-12T07:12:28.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "43fdb3c1-798d-dc79-5f91-80288b8e3ee1", "grossValue": 37450, "homeNotional": 0.011327594019030359, "foreignNotional": 4.242183960126869}, {"timestamp": "2020-08-12T07:12:28.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "5db54659-3642-c57c-b0a6-292f2f4933ae", "grossValue": 74900000, "homeNotional": 22.655188038060714, "foreignNotional": 8484.367920253739}, {"timestamp": "2020-08-12T07:12:28.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 540, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "78e6853d-99e9-d16d-1c15-6dbde980a73f", "grossValue": 20223000, "homeNotional": 6.116900770276393, "foreignNotional": 2290.779338468509}, {"timestamp": "2020-08-12T07:12:28.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c045a76-283c-d24e-c4bd-e5b6c5f56300", "grossValue": 1872500, "homeNotional": 0.5663797009515179, "foreignNotional": 212.10919800634346}, {"timestamp": "2020-08-12T07:12:28.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 12077, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "aedfc73f-e0bd-d718-6fd3-2944d6a0d412", "grossValue": 452283650, "homeNotional": 136.80335296782962, "foreignNotional": 51232.855686452196}]}
2020-08-12 10:12:28 DEBUG: message ignored
2020-08-12 10:12:28 DEBUG: check clearing time needed clearing_process_timer=628.894513
2020-08-12 10:12:28 DEBUG: check init order needed init_order_process_timer=728.894777
2020-08-12 10:12:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:29.208Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "40b769a3-c6ce-5679-34f4-74800ac10634", "grossValue": 37445, "homeNotional": 0.011327594019030359, "foreignNotional": 4.241617580425918}]}
2020-08-12 10:12:29 DEBUG: message ignored
2020-08-12 10:12:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:29.279Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "cdeb5526-baff-63a5-e306-3a9b2d7f15a8", "grossValue": 7376665, "homeNotional": 2.2315360217489806, "foreignNotional": 835.5986633439057}]}
2020-08-12 10:12:29 DEBUG: message ignored
2020-08-12 10:12:29 DEBUG: check clearing time needed clearing_process_timer=629.895965
2020-08-12 10:12:29 DEBUG: check init order needed init_order_process_timer=729.896259
2020-08-12 10:12:30 DEBUG: check clearing time needed clearing_process_timer=630.897436
2020-08-12 10:12:30 DEBUG: check init order needed init_order_process_timer=730.897688
2020-08-12 10:12:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "0e893071-1fa9-5a74-5479-c398b3109d99", "grossValue": 74880000, "homeNotional": 22.66802674827156, "foreignNotional": 8486.909214552874}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 252, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "434b91a7-86db-20a1-8b52-a674bb09fa92", "grossValue": 9434880, "homeNotional": 2.856171370282217, "foreignNotional": 1069.350561033662}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 2990, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c43572a-6ca3-98a0-2eac-3a76428f6178", "grossValue": 111945600, "homeNotional": 33.888699988665984, "foreignNotional": 12687.929275756545}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 9946, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "eaff7a32-781c-f297-cafb-bb8ef1f26910", "grossValue": 372378240, "homeNotional": 112.72809701915449, "foreignNotional": 42205.399523971435}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 1039, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7716951b-ead1-5f29-4b9b-867717434c7d", "grossValue": 38900160, "homeNotional": 11.776039895727077, "foreignNotional": 4408.949336960218}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 117, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d76b9867-9d8f-0644-aeec-e680d1b1b564", "grossValue": 4380480, "homeNotional": 1.3260795647738863, "foreignNotional": 496.4841890513431}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 1213, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "51f8f366-26f0-7a22-13b4-1dfee5b9579d", "grossValue": 45414720, "homeNotional": 13.748158222826703, "foreignNotional": 5147.310438626318}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 325, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "05e70708-9ec2-a193-d344-902164695717", "grossValue": 12168000, "homeNotional": 3.683554346594129, "foreignNotional": 1379.1227473648419}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "275a9e95-22f3-f84a-625f-1e9467dd98ca", "grossValue": 112320000, "homeNotional": 34.002040122407344, "foreignNotional": 12730.363821829309}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 119, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "6274e5eb-6f67-3503-a7cc-cfa598bab673", "grossValue": 4455360, "homeNotional": 1.348747591522158, "foreignNotional": 504.97109826589593}, {"timestamp": "2020-08-12T07:12:30.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 8999, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5172e33-d019-241f-83f7-a32206326cf6", "grossValue": 336922560, "homeNotional": 101.9947863538479, "foreignNotional": 38186.848010880654}]}
2020-08-12 10:12:31 DEBUG: message ignored
2020-08-12 10:12:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:31.739Z", "symbol": "ETHUSD", "side": "Buy", "size": 413, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3e8a7ee-0972-ec3b-cb58-6cdac2601978", "grossValue": 15462720, "homeNotional": 4.6809475235180775, "foreignNotional": 1752.5467528051684}]}
2020-08-12 10:12:31 DEBUG: message ignored
2020-08-12 10:12:31 DEBUG: check clearing time needed clearing_process_timer=631.89886
2020-08-12 10:12:31 DEBUG: check init order needed init_order_process_timer=731.899151
2020-08-12 10:12:32 DEBUG: check clearing time needed clearing_process_timer=632.900339
2020-08-12 10:12:32 DEBUG: check init order needed init_order_process_timer=732.900639
2020-08-12 10:12:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:33.092Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "9e75c691-3129-bb5a-9e65-eeb8b000ccec", "grossValue": 486720, "homeNotional": 0.14734217386376516, "foreignNotional": 55.16490989459368}]}
2020-08-12 10:12:33 DEBUG: message ignored
2020-08-12 10:12:33 DEBUG: check clearing time needed clearing_process_timer=633.90182
2020-08-12 10:12:33 DEBUG: check init order needed init_order_process_timer=733.902121
2020-08-12 10:12:34 DEBUG: check clearing time needed clearing_process_timer=634.903278
2020-08-12 10:12:34 DEBUG: check init order needed init_order_process_timer=734.903543
2020-08-12 10:12:35 DEBUG: check clearing time needed clearing_process_timer=635.90472
2020-08-12 10:12:35 DEBUG: check init order needed init_order_process_timer=735.904993
2020-08-12 10:12:36 DEBUG: check clearing time needed clearing_process_timer=636.906655
2020-08-12 10:12:36 DEBUG: check init order needed init_order_process_timer=736.906959
2020-08-12 10:12:37 DEBUG: check clearing time needed clearing_process_timer=637.908151
2020-08-12 10:12:37 DEBUG: check init order needed init_order_process_timer=737.908403
2020-08-12 10:12:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:38.491Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "11a407c8-1919-de10-e0da-e43be4ac08da", "grossValue": 1872000, "homeNotional": 0.566700668706789, "foreignNotional": 212.17273036382184}]}
2020-08-12 10:12:38 DEBUG: message ignored
2020-08-12 10:12:38 DEBUG: check clearing time needed clearing_process_timer=638.909573
2020-08-12 10:12:38 DEBUG: check init order needed init_order_process_timer=738.909865
2020-08-12 10:12:39 DEBUG: check clearing time needed clearing_process_timer=639.911074
2020-08-12 10:12:39 DEBUG: check init order needed init_order_process_timer=739.9114
2020-08-12 10:12:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:40.135Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "f87fdabb-52f7-7cd9-c5d8-d35d7ddf3aa6", "grossValue": 374350, "homeNotional": 0.11334013374135782, "foreignNotional": 42.4288790660773}]}
2020-08-12 10:12:40 DEBUG: message ignored
2020-08-12 10:12:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:40.204Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "b40c0a30-0c76-58e2-3d2f-31717c91c77c", "grossValue": 1085470, "homeNotional": 0.32868638784993764, "foreignNotional": 123.02731497223166}]}
2020-08-12 10:12:40 DEBUG: message ignored
2020-08-12 10:12:40 DEBUG: check clearing time needed clearing_process_timer=640.912597
2020-08-12 10:12:40 DEBUG: check init order needed init_order_process_timer=740.912875
2020-08-12 10:12:41 DEBUG: check clearing time needed clearing_process_timer=641.914046
2020-08-12 10:12:41 DEBUG: check init order needed init_order_process_timer=741.914309
2020-08-12 10:12:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:42.069Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "62cdbe99-2e09-0170-c9aa-23d75557892c", "grossValue": 1085035, "homeNotional": 0.32868638784993764, "foreignNotional": 122.97801201405417}]}
2020-08-12 10:12:42 DEBUG: message ignored
2020-08-12 10:12:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:42.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "a757f54a-8a46-4597-33df-95054fc5726f", "grossValue": 74820, "homeNotional": 0.022668026748271564, "foreignNotional": 8.480108806528392}, {"timestamp": "2020-08-12T07:12:42.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd7fe8d8-4163-05b6-77ed-68f272da5553", "grossValue": 374100, "homeNotional": 0.11334013374135782, "foreignNotional": 42.40054403264196}]}
2020-08-12 10:12:42 DEBUG: message ignored
2020-08-12 10:12:42 DEBUG: check clearing time needed clearing_process_timer=642.915491
2020-08-12 10:12:42 DEBUG: check init order needed init_order_process_timer=742.915813
2020-08-12 10:12:43 DEBUG: check clearing time needed clearing_process_timer=643.916991
2020-08-12 10:12:43 DEBUG: check init order needed init_order_process_timer=743.917316
2020-08-12 10:12:44 DEBUG: check clearing time needed clearing_process_timer=644.918487
2020-08-12 10:12:44 DEBUG: check init order needed init_order_process_timer=744.918772
2020-08-12 10:12:45 DEBUG: check clearing time needed clearing_process_timer=645.919949
2020-08-12 10:12:45 DEBUG: check init order needed init_order_process_timer=745.92022
2020-08-12 10:12:46 DEBUG: check clearing time needed clearing_process_timer=646.921397
2020-08-12 10:12:46 DEBUG: check init order needed init_order_process_timer=746.921686
2020-08-12 10:12:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 259, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "022408fc-18fb-bc0e-6311-4859e7c5d826", "grossValue": 9689190, "homeNotional": 2.9355094639011674, "foreignNotional": 1098.1740904454268}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 547, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "f606f5a0-3ba7-66ea-5966-a1debe7f4264", "grossValue": 20466005, "homeNotional": 6.199705315652272, "foreignNotional": 2319.6197438512977}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 547, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "7cfba8bc-d5a1-7619-a215-d23b133b7fb7", "grossValue": 20468740, "homeNotional": 6.199705315652272, "foreignNotional": 2319.9297291170806}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1add5d4-89ec-df82-9190-86954714c9fd", "grossValue": 74840000, "homeNotional": 22.66802674827156, "foreignNotional": 8482.375609203218}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 516, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "e5e7c97b-211b-9a64-01c0-fe28c34deee8", "grossValue": 19311300, "homeNotional": 5.848350901054063, "foreignNotional": 2188.745324719483}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "acd3bd80-1b43-eaa0-9394-99e85eb286d1", "grossValue": 74850000, "homeNotional": 22.66802674827156, "foreignNotional": 8483.509010540633}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 2599, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e9a2bd3-5df3-d442-68a5-132057637efd", "grossValue": 97267575, "homeNotional": 29.457100759378896, "foreignNotional": 11024.319959197552}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 152, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e02c5ea-a920-cba9-886b-b25878d3cae0", "grossValue": 5688600, "homeNotional": 1.7227700328686388, "foreignNotional": 644.746684801088}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 8640, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "0803e204-955c-809f-65ad-416efde6a222", "grossValue": 323352000, "homeNotional": 97.92587555253316, "foreignNotional": 36648.758925535534}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 371, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "af8ca492-2110-cd78-f436-cd2eaee83ac6", "grossValue": 13886530, "homeNotional": 4.204918961804375, "foreignNotional": 1573.9011674033775}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 516, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "77593008-18bf-82cb-1260-f09c1c263cd1", "grossValue": 19313880, "homeNotional": 5.848350901054063, "foreignNotional": 2189.037742264536}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "23ab23ea-6717-622e-31a9-46aabd4be050", "grossValue": 74860000, "homeNotional": 22.66802674827156, "foreignNotional": 8484.642411878047}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 1600, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "8887ed8b-4d9f-d4e1-49fb-e22e90a816da", "grossValue": 59888000, "homeNotional": 18.13442139861725, "foreignNotional": 6787.713929502437}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "045278ed-8ce7-3d61-46ba-fab77899644c", "grossValue": 1122900, "homeNotional": 0.34002040122407345, "foreignNotional": 127.26963617817069}, {"timestamp": "2020-08-12T07:12:47.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 8223, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9f8ccfc-f614-c39a-2c15-95b882ab6adc", "grossValue": 307786890, "homeNotional": 93.19959197551853, "foreignNotional": 34884.60727643659}]}
2020-08-12 10:12:47 DEBUG: message ignored
2020-08-12 10:12:47 DEBUG: check clearing time needed clearing_process_timer=647.922878
2020-08-12 10:12:47 DEBUG: check init order needed init_order_process_timer=747.923249
2020-08-12 10:12:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:12:48.523Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "b8418c93-13e9-c276-fc19-cd28c446134f", "grossValue": 18712500, "homeNotional": 5.66700668706789, "foreignNotional": 2120.877252635158}, {"timestamp": "2020-08-12T07:12:48.523Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "63bccf35-5f04-82ae-6e8b-acd193a7fc21", "grossValue": 2282925, "homeNotional": 0.6913748158222827, "foreignNotional": 258.7470248214893}]}
2020-08-12 10:12:48 DEBUG: message ignored
2020-08-12 10:12:48 DEBUG: check clearing time needed clearing_process_timer=648.924489
2020-08-12 10:12:48 DEBUG: check init order needed init_order_process_timer=748.92476
2020-08-12 10:12:49 DEBUG: check clearing time needed clearing_process_timer=649.92592
2020-08-12 10:12:49 DEBUG: check init order needed init_order_process_timer=749.926195
2020-08-12 10:12:50 DEBUG: check clearing time needed clearing_process_timer=650.92738
2020-08-12 10:12:50 DEBUG: check init order needed init_order_process_timer=750.927703
2020-08-12 10:12:51 DEBUG: check clearing time needed clearing_process_timer=651.928901
2020-08-12 10:12:51 DEBUG: check init order needed init_order_process_timer=751.929257
2020-08-12 10:12:52 DEBUG: check clearing time needed clearing_process_timer=652.930463
2020-08-12 10:12:52 DEBUG: check init order needed init_order_process_timer=752.930722
2020-08-12 10:12:53 DEBUG: check clearing time needed clearing_process_timer=653.931904
2020-08-12 10:12:53 DEBUG: check init order needed init_order_process_timer=753.932162
2020-08-12 10:12:54 DEBUG: check clearing time needed clearing_process_timer=654.933356
2020-08-12 10:12:54 DEBUG: check init order needed init_order_process_timer=754.933704
2020-08-12 10:12:55 DEBUG: check clearing time needed clearing_process_timer=655.934947
2020-08-12 10:12:55 DEBUG: check init order needed init_order_process_timer=755.935207
2020-08-12 10:12:56 DEBUG: check clearing time needed clearing_process_timer=656.936404
2020-08-12 10:12:56 DEBUG: check init order needed init_order_process_timer=756.936688
2020-08-12 10:12:57 DEBUG: check clearing time needed clearing_process_timer=657.937898
2020-08-12 10:12:57 DEBUG: check init order needed init_order_process_timer=757.938207
2020-08-12 10:12:58 DEBUG: check clearing time needed clearing_process_timer=658.939394
2020-08-12 10:12:58 DEBUG: check init order needed init_order_process_timer=758.939646
2020-08-12 10:12:59 DEBUG: check clearing time needed clearing_process_timer=659.940843
2020-08-12 10:12:59 DEBUG: check init order needed init_order_process_timer=759.941256
2020-08-12 10:13:00 DEBUG: check clearing time needed clearing_process_timer=660.942455
2020-08-12 10:13:00 DEBUG: check init order needed init_order_process_timer=760.942761
2020-08-12 10:13:01 DEBUG: check clearing time needed clearing_process_timer=661.943979
2020-08-12 10:13:01 DEBUG: check init order needed init_order_process_timer=761.944289
2020-08-12 10:13:02 DEBUG: check clearing time needed clearing_process_timer=662.94547
2020-08-12 10:13:02 DEBUG: check init order needed init_order_process_timer=762.945732
2020-08-12 10:13:03 DEBUG: check clearing time needed clearing_process_timer=663.9469
2020-08-12 10:13:03 DEBUG: check init order needed init_order_process_timer=763.947214
2020-08-12 10:13:04 DEBUG: check clearing time needed clearing_process_timer=664.948442
2020-08-12 10:13:04 DEBUG: check init order needed init_order_process_timer=764.948734
2020-08-12 10:13:05 DEBUG: check clearing time needed clearing_process_timer=665.949923
2020-08-12 10:13:05 DEBUG: check init order needed init_order_process_timer=765.95019
2020-08-12 10:13:06 DEBUG: check clearing time needed clearing_process_timer=666.951363
2020-08-12 10:13:06 DEBUG: check init order needed init_order_process_timer=766.951594
2020-08-12 10:13:07 DEBUG: check clearing time needed clearing_process_timer=667.952759
2020-08-12 10:13:07 DEBUG: check init order needed init_order_process_timer=767.953139
2020-08-12 10:13:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:08.008Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6c800d6-ebcb-4613-9d32-6ec012f7fdd7", "grossValue": 3742500, "homeNotional": 1.1326311020500623, "foreignNotional": 423.8871899422358}]}
2020-08-12 10:13:08 DEBUG: message ignored
2020-08-12 10:13:08 DEBUG: check clearing time needed clearing_process_timer=668.954368
2020-08-12 10:13:08 DEBUG: check init order needed init_order_process_timer=768.954634
2020-08-12 10:13:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:09.004Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "cf792265-12ac-08ce-14d3-543a829dada0", "grossValue": 449040, "homeNotional": 0.13591573224600748, "foreignNotional": 50.859667006456}]}
2020-08-12 10:13:09 DEBUG: message ignored
2020-08-12 10:13:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:09.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c258413-e618-fd7a-0db6-c7cce678ff32", "grossValue": 486460, "homeNotional": 0.1472420432665081, "foreignNotional": 55.09797259032733}]}
2020-08-12 10:13:09 DEBUG: message ignored
2020-08-12 10:13:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:09.027Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "8c6478e3-d1ce-02df-ede2-2218ddf0bf83", "grossValue": 449040, "homeNotional": 0.13591573224600748, "foreignNotional": 50.859667006456}]}
2020-08-12 10:13:09 DEBUG: message ignored
2020-08-12 10:13:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:09.033Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ea6ad0a-039d-55d7-9410-e22760d12af5", "grossValue": 486460, "homeNotional": 0.1472420432665081, "foreignNotional": 55.09797259032733}]}
2020-08-12 10:13:09 DEBUG: message ignored
2020-08-12 10:13:09 DEBUG: check clearing time needed clearing_process_timer=669.955831
2020-08-12 10:13:09 DEBUG: check init order needed init_order_process_timer=769.956188
2020-08-12 10:13:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:10.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 900, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "5855d470-a5c5-3be5-00f9-d8744806e7ed", "grossValue": 33682500, "homeNotional": 10.193679918450561, "foreignNotional": 3814.9847094801225}, {"timestamp": "2020-08-12T07:13:10.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4eaa8c5-f9c0-1b18-53a4-9382f040e44b", "grossValue": 2432625, "homeNotional": 0.7362102163325405, "foreignNotional": 275.5266734624533}]}
2020-08-12 10:13:10 DEBUG: message ignored
2020-08-12 10:13:10 DEBUG: check clearing time needed clearing_process_timer=670.95756
2020-08-12 10:13:10 DEBUG: check init order needed init_order_process_timer=770.957891
2020-08-12 10:13:11 DEBUG: check clearing time needed clearing_process_timer=671.959122
2020-08-12 10:13:11 DEBUG: check init order needed init_order_process_timer=771.959395
2020-08-12 10:13:12 DEBUG: check clearing time needed clearing_process_timer=672.960591
2020-08-12 10:13:12 DEBUG: check init order needed init_order_process_timer=772.960901
2020-08-12 10:13:13 DEBUG: check clearing time needed clearing_process_timer=673.96216
2020-08-12 10:13:13 DEBUG: check init order needed init_order_process_timer=773.962416
2020-08-12 10:13:14 DEBUG: check clearing time needed clearing_process_timer=674.963633
2020-08-12 10:13:14 DEBUG: check init order needed init_order_process_timer=774.96395
2020-08-12 10:13:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:15.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "c1184c46-fb96-3408-3cd7-fcc437d4fc8f", "grossValue": 1123350, "homeNotional": 0.3397893306150187, "foreignNotional": 127.23411484879375}, {"timestamp": "2020-08-12T07:13:15.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 3559, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d967a3d-5940-4328-189b-29562c19877d", "grossValue": 133266755, "homeNotional": 40.31034092196172, "foreignNotional": 15094.207158228564}]}
2020-08-12 10:13:15 DEBUG: message ignored
2020-08-12 10:13:15 DEBUG: check clearing time needed clearing_process_timer=675.965163
2020-08-12 10:13:15 DEBUG: check init order needed init_order_process_timer=775.965491
2020-08-12 10:13:16 DEBUG: check clearing time needed clearing_process_timer=676.966697
2020-08-12 10:13:16 DEBUG: check init order needed init_order_process_timer=776.966957
2020-08-12 10:13:17 DEBUG: check clearing time needed clearing_process_timer=677.968164
2020-08-12 10:13:17 DEBUG: check init order needed init_order_process_timer=777.968448
2020-08-12 10:13:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:18.393Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "e6ba5b91-4d7a-5af3-6579-e8c127af6e91", "grossValue": 37455, "homeNotional": 0.011326311020500622, "foreignNotional": 4.242269792728508}, {"timestamp": "2020-08-12T07:13:18.393Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "878780f3-4b74-8931-a9fe-8deac0eac69f", "grossValue": 37455, "homeNotional": 0.011326311020500622, "foreignNotional": 4.242269792728508}, {"timestamp": "2020-08-12T07:13:18.393Z", "symbol": "ETHUSD", "side": "Buy", "size": 2255, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f121856c-cac1-aeac-72d4-95f0d9c485de", "grossValue": 84461025, "homeNotional": 25.540831351228906, "foreignNotional": 9566.318382602787}, {"timestamp": "2020-08-12T07:13:18.393Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "2914439c-e1b8-0145-d951-8f35971c948e", "grossValue": 74910, "homeNotional": 0.022652622041001245, "foreignNotional": 8.484539585457016}]}
2020-08-12 10:13:18 DEBUG: message ignored
2020-08-12 10:13:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:18.495Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "ecfd8798-d0e2-57a4-bd06-b9ad5c0795ad", "grossValue": 1123800, "homeNotional": 0.3397893306150187, "foreignNotional": 127.285083248386}, {"timestamp": "2020-08-12T07:13:18.495Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a761c64-252e-6731-23aa-b86b9cc956ca", "grossValue": 3746000, "homeNotional": 1.1326311020500623, "foreignNotional": 424.28361082795334}]}
2020-08-12 10:13:18 DEBUG: message ignored
2020-08-12 10:13:18 DEBUG: check clearing time needed clearing_process_timer=678.969622
2020-08-12 10:13:18 DEBUG: check init order needed init_order_process_timer=778.969902
2020-08-12 10:13:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:19.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "7609466b-1d6d-a778-a909-02a9c858e1b5", "grossValue": 37470000, "homeNotional": 11.326311020500622, "foreignNotional": 4243.968739381583}]}
2020-08-12 10:13:19 DEBUG: message ignored
2020-08-12 10:13:19 DEBUG: check clearing time needed clearing_process_timer=679.971126
2020-08-12 10:13:19 DEBUG: check init order needed init_order_process_timer=779.971393
2020-08-12 10:13:20 DEBUG: check clearing time needed clearing_process_timer=680.972609
2020-08-12 10:13:20 DEBUG: check init order needed init_order_process_timer=780.972987
2020-08-12 10:13:21 DEBUG: check clearing time needed clearing_process_timer=681.974488
2020-08-12 10:13:21 DEBUG: check init order needed init_order_process_timer=781.974948
2020-08-12 10:13:22 DEBUG: check clearing time needed clearing_process_timer=682.976221
2020-08-12 10:13:22 DEBUG: check init order needed init_order_process_timer=782.976527
2020-08-12 10:13:23 DEBUG: check clearing time needed clearing_process_timer=683.977761
2020-08-12 10:13:23 DEBUG: check init order needed init_order_process_timer=783.978043
2020-08-12 10:13:24 DEBUG: check clearing time needed clearing_process_timer=684.979278
2020-08-12 10:13:24 DEBUG: check init order needed init_order_process_timer=784.979667
2020-08-12 10:13:25 DEBUG: check clearing time needed clearing_process_timer=685.980956
2020-08-12 10:13:25 DEBUG: check init order needed init_order_process_timer=785.981331
2020-08-12 10:13:26 DEBUG: check clearing time needed clearing_process_timer=686.982542
2020-08-12 10:13:26 DEBUG: check init order needed init_order_process_timer=786.982834
2020-08-12 10:13:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:27.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "3d2d095b-15fc-a481-fc90-9e9ffc7befa0", "grossValue": 3746500, "homeNotional": 1.1326311020500623, "foreignNotional": 424.34024238305585}]}
2020-08-12 10:13:27 DEBUG: message ignored
2020-08-12 10:13:27 DEBUG: check clearing time needed clearing_process_timer=687.984094
2020-08-12 10:13:27 DEBUG: check init order needed init_order_process_timer=787.984467
2020-08-12 10:13:28 DEBUG: check clearing time needed clearing_process_timer=688.98575
2020-08-12 10:13:28 DEBUG: check init order needed init_order_process_timer=788.986044
2020-08-12 10:13:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:29.408Z", "symbol": "ETHUSD", "side": "Buy", "size": 496, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "f93f74ac-fe2d-2a52-f2e4-82b441c4ab57", "grossValue": 18585120, "homeNotional": 5.617850266168309, "foreignNotional": 2105.0084947332653}]}
2020-08-12 10:13:29 DEBUG: message ignored
2020-08-12 10:13:29 DEBUG: check clearing time needed clearing_process_timer=689.987249
2020-08-12 10:13:29 DEBUG: check init order needed init_order_process_timer=789.987536
2020-08-12 10:13:30 DEBUG: check clearing time needed clearing_process_timer=690.98877
2020-08-12 10:13:30 DEBUG: check init order needed init_order_process_timer=790.989135
2020-08-12 10:13:31 DEBUG: check clearing time needed clearing_process_timer=691.990382
2020-08-12 10:13:31 DEBUG: check init order needed init_order_process_timer=791.990678
2020-08-12 10:13:32 DEBUG: check clearing time needed clearing_process_timer=692.991912
2020-08-12 10:13:32 DEBUG: check init order needed init_order_process_timer=792.992198
2020-08-12 10:13:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:33.224Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "ca43204b-387a-2857-1e94-c969f19e9ba4", "grossValue": 374650, "homeNotional": 0.11331444759206799, "foreignNotional": 42.45325779036827}]}
2020-08-12 10:13:33 DEBUG: message ignored
2020-08-12 10:13:33 DEBUG: check clearing time needed clearing_process_timer=693.993431
2020-08-12 10:13:33 DEBUG: check init order needed init_order_process_timer=793.993781
2020-08-12 10:13:34 DEBUG: check clearing time needed clearing_process_timer=694.995058
2020-08-12 10:13:34 DEBUG: check init order needed init_order_process_timer=794.99535
2020-08-12 10:13:35 DEBUG: check clearing time needed clearing_process_timer=695.996566
2020-08-12 10:13:35 DEBUG: check init order needed init_order_process_timer=795.996843
2020-08-12 10:13:36 DEBUG: check clearing time needed clearing_process_timer=696.998063
2020-08-12 10:13:36 DEBUG: check init order needed init_order_process_timer=796.998386
2020-08-12 10:13:37 DEBUG: check clearing time needed clearing_process_timer=697.999579
2020-08-12 10:13:37 DEBUG: check init order needed init_order_process_timer=797.999859
2020-08-12 10:13:39 DEBUG: check clearing time needed clearing_process_timer=699.001047
2020-08-12 10:13:39 DEBUG: check init order needed init_order_process_timer=799.001401
2020-08-12 10:13:40 DEBUG: check clearing time needed clearing_process_timer=700.002661
2020-08-12 10:13:40 DEBUG: check init order needed init_order_process_timer=800.002942
2020-08-12 10:13:41 DEBUG: check clearing time needed clearing_process_timer=701.004164
2020-08-12 10:13:41 DEBUG: check init order needed init_order_process_timer=801.004487
2020-08-12 10:13:42 DEBUG: check clearing time needed clearing_process_timer=702.005742
2020-08-12 10:13:42 DEBUG: check init order needed init_order_process_timer=802.006054
2020-08-12 10:13:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:42.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "773fee0d-2b71-9aae-de30-054575188b81", "grossValue": 37455, "homeNotional": 0.0113314447592068, "foreignNotional": 4.244192634560907}]}
2020-08-12 10:13:43 DEBUG: message ignored
2020-08-12 10:13:43 DEBUG: check clearing time needed clearing_process_timer=703.007277
2020-08-12 10:13:43 DEBUG: check init order needed init_order_process_timer=803.007487
2020-08-12 10:13:44 DEBUG: check clearing time needed clearing_process_timer=704.008755
2020-08-12 10:13:44 DEBUG: check init order needed init_order_process_timer=804.009122
2020-08-12 10:13:45 DEBUG: check clearing time needed clearing_process_timer=705.010378
2020-08-12 10:13:45 DEBUG: check init order needed init_order_process_timer=805.010747
2020-08-12 10:13:46 DEBUG: check clearing time needed clearing_process_timer=706.011979
2020-08-12 10:13:46 DEBUG: check init order needed init_order_process_timer=806.012253
2020-08-12 10:13:47 DEBUG: check clearing time needed clearing_process_timer=707.016328
2020-08-12 10:13:47 DEBUG: check init order needed init_order_process_timer=807.01723
2020-08-12 10:13:48 DEBUG: check clearing time needed clearing_process_timer=708.019452
2020-08-12 10:13:48 DEBUG: check init order needed init_order_process_timer=808.019692
2020-08-12 10:13:49 DEBUG: check clearing time needed clearing_process_timer=709.020864
2020-08-12 10:13:49 DEBUG: check init order needed init_order_process_timer=809.021134
2020-08-12 10:13:50 DEBUG: check clearing time needed clearing_process_timer=710.022311
2020-08-12 10:13:50 DEBUG: check init order needed init_order_process_timer=810.022554
2020-08-12 10:13:51 DEBUG: check clearing time needed clearing_process_timer=711.023723
2020-08-12 10:13:51 DEBUG: check init order needed init_order_process_timer=811.023957
2020-08-12 10:13:52 DEBUG: check clearing time needed clearing_process_timer=712.025159
2020-08-12 10:13:52 DEBUG: check init order needed init_order_process_timer=812.02549
2020-08-12 10:13:53 DEBUG: check clearing time needed clearing_process_timer=713.026764
2020-08-12 10:13:53 DEBUG: check init order needed init_order_process_timer=813.027046
2020-08-12 10:13:54 DEBUG: check clearing time needed clearing_process_timer=714.028279
2020-08-12 10:13:54 DEBUG: check init order needed init_order_process_timer=814.028575
2020-08-12 10:13:55 DEBUG: check clearing time needed clearing_process_timer=715.029821
2020-08-12 10:13:55 DEBUG: check init order needed init_order_process_timer=815.030207
2020-08-12 10:13:56 DEBUG: check clearing time needed clearing_process_timer=716.031463
2020-08-12 10:13:56 DEBUG: check init order needed init_order_process_timer=816.031731
2020-08-12 10:13:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:13:56.633Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "671ed3b9-cee6-7973-b97c-74d534cfb70d", "grossValue": 59928000, "homeNotional": 18.13031161473088, "foreignNotional": 6790.708215297451}]}
2020-08-12 10:13:56 DEBUG: message ignored
2020-08-12 10:13:57 DEBUG: check clearing time needed clearing_process_timer=717.032936
2020-08-12 10:13:57 DEBUG: check init order needed init_order_process_timer=817.033287
2020-08-12 10:13:58 DEBUG: check clearing time needed clearing_process_timer=718.034492
2020-08-12 10:13:58 DEBUG: check init order needed init_order_process_timer=818.034829
2020-08-12 10:13:59 DEBUG: check clearing time needed clearing_process_timer=719.036051
2020-08-12 10:13:59 DEBUG: check init order needed init_order_process_timer=819.036394
2020-08-12 10:14:00 DEBUG: check clearing time needed clearing_process_timer=720.037665
2020-08-12 10:14:00 DEBUG: check init order needed init_order_process_timer=820.037944
2020-08-12 10:14:01 DEBUG: check clearing time needed clearing_process_timer=721.03916
2020-08-12 10:14:01 DEBUG: check init order needed init_order_process_timer=821.039452
2020-08-12 10:14:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:02.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "411b784d-3e7c-04c0-dcce-572ddfee00f5", "grossValue": 37455, "homeNotional": 0.0113314447592068, "foreignNotional": 4.244192634560907}]}
2020-08-12 10:14:02 DEBUG: message ignored
2020-08-12 10:14:02 DEBUG: check clearing time needed clearing_process_timer=722.040611
2020-08-12 10:14:02 DEBUG: check init order needed init_order_process_timer=822.040961
2020-08-12 10:14:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:02.974Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb6343b5-24ce-ea3e-a85e-3ad41ebd47cf", "grossValue": 37455, "homeNotional": 0.0113314447592068, "foreignNotional": 4.244192634560907}]}
2020-08-12 10:14:02 DEBUG: message ignored
2020-08-12 10:14:03 DEBUG: check clearing time needed clearing_process_timer=723.042272
2020-08-12 10:14:03 DEBUG: check init order needed init_order_process_timer=823.042602
2020-08-12 10:14:04 DEBUG: check clearing time needed clearing_process_timer=724.043859
2020-08-12 10:14:04 DEBUG: check init order needed init_order_process_timer=824.044205
2020-08-12 10:14:05 DEBUG: check clearing time needed clearing_process_timer=725.045078
2020-08-12 10:14:05 DEBUG: check init order needed init_order_process_timer=825.045457
2020-08-12 10:14:06 DEBUG: check clearing time needed clearing_process_timer=726.046682
2020-08-12 10:14:06 DEBUG: check init order needed init_order_process_timer=826.047061
2020-08-12 10:14:07 DEBUG: check clearing time needed clearing_process_timer=727.049251
2020-08-12 10:14:07 DEBUG: check init order needed init_order_process_timer=827.052686
2020-08-12 10:14:08 DEBUG: check clearing time needed clearing_process_timer=728.053912
2020-08-12 10:14:08 DEBUG: check init order needed init_order_process_timer=828.054298
2020-08-12 10:14:09 DEBUG: check clearing time needed clearing_process_timer=729.055498
2020-08-12 10:14:09 DEBUG: check init order needed init_order_process_timer=829.055777
2020-08-12 10:14:10 DEBUG: check clearing time needed clearing_process_timer=730.056967
2020-08-12 10:14:10 DEBUG: check init order needed init_order_process_timer=830.057266
2020-08-12 10:14:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:11.005Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "8835343b-31fd-58bf-0394-7d1c7a58356b", "grossValue": 37460000, "homeNotional": 11.331444759206798, "foreignNotional": 4244.759206798867}]}
2020-08-12 10:14:11 DEBUG: message ignored
2020-08-12 10:14:11 DEBUG: check clearing time needed clearing_process_timer=731.058486
2020-08-12 10:14:11 DEBUG: check init order needed init_order_process_timer=831.058735
2020-08-12 10:14:12 DEBUG: check clearing time needed clearing_process_timer=732.059947
2020-08-12 10:14:12 DEBUG: check init order needed init_order_process_timer=832.060244
2020-08-12 10:14:13 DEBUG: check clearing time needed clearing_process_timer=733.061478
2020-08-12 10:14:13 DEBUG: check init order needed init_order_process_timer=833.061766
2020-08-12 10:14:14 DEBUG: check clearing time needed clearing_process_timer=734.062959
2020-08-12 10:14:14 DEBUG: check init order needed init_order_process_timer=834.063237
2020-08-12 10:14:15 DEBUG: check clearing time needed clearing_process_timer=735.064426
2020-08-12 10:14:15 DEBUG: check init order needed init_order_process_timer=835.064689
2020-08-12 10:14:16 DEBUG: check clearing time needed clearing_process_timer=736.065879
2020-08-12 10:14:16 DEBUG: check init order needed init_order_process_timer=836.0662
2020-08-12 10:14:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:16.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8bdd7cec-f078-e732-d9a7-265607eb4dd2", "grossValue": 14984000, "homeNotional": 4.53257790368272, "foreignNotional": 1697.9036827195469}]}
2020-08-12 10:14:16 DEBUG: message ignored
2020-08-12 10:14:17 DEBUG: check clearing time needed clearing_process_timer=737.067392
2020-08-12 10:14:17 DEBUG: check init order needed init_order_process_timer=837.067693
2020-08-12 10:14:18 DEBUG: check clearing time needed clearing_process_timer=738.068876
2020-08-12 10:14:18 DEBUG: check init order needed init_order_process_timer=838.069232
2020-08-12 10:14:19 DEBUG: check clearing time needed clearing_process_timer=739.070475
2020-08-12 10:14:19 DEBUG: check init order needed init_order_process_timer=839.070783
2020-08-12 10:14:20 DEBUG: check clearing time needed clearing_process_timer=740.072016
2020-08-12 10:14:20 DEBUG: check init order needed init_order_process_timer=840.072299
2020-08-12 10:14:21 DEBUG: check clearing time needed clearing_process_timer=741.07311
2020-08-12 10:14:21 DEBUG: check init order needed init_order_process_timer=841.073458
2020-08-12 10:14:22 DEBUG: check clearing time needed clearing_process_timer=742.074757
2020-08-12 10:14:22 DEBUG: check init order needed init_order_process_timer=842.075022
2020-08-12 10:14:23 DEBUG: check clearing time needed clearing_process_timer=743.076235
2020-08-12 10:14:23 DEBUG: check init order needed init_order_process_timer=843.076473
2020-08-12 10:14:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:23.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "50d3835d-e524-9f65-9a5f-f7524206a230", "grossValue": 3746000, "homeNotional": 1.13314447592068, "foreignNotional": 424.4759206798867}, {"timestamp": "2020-08-12T07:14:23.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "e21a3f41-5834-464e-e272-849f00c14bd9", "grossValue": 5619000, "homeNotional": 1.6997167138810199, "foreignNotional": 636.7138810198301}, {"timestamp": "2020-08-12T07:14:23.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 148, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8d6fbea9-129f-81f9-43c0-a945a092102f", "grossValue": 5544080, "homeNotional": 1.6770538243626063, "foreignNotional": 628.2243626062323}, {"timestamp": "2020-08-12T07:14:23.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 470, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "cec6dc74-a59c-c8c8-2a48-f31b2634ee97", "grossValue": 17608550, "homeNotional": 5.325779036827195, "foreignNotional": 1995.3031161473089}, {"timestamp": "2020-08-12T07:14:23.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 574, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "b2c36240-f2e1-e6dd-5ffd-a787be65ab10", "grossValue": 21504910, "homeNotional": 6.504249291784703, "foreignNotional": 2436.8169971671387}, {"timestamp": "2020-08-12T07:14:23.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 558, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "f704a952-2233-b800-fd47-19fa1bbba8a4", "grossValue": 20905470, "homeNotional": 6.3229461756373935, "foreignNotional": 2368.8917847025496}]}
2020-08-12 10:14:23 DEBUG: message ignored
2020-08-12 10:14:24 DEBUG: check clearing time needed clearing_process_timer=744.077652
2020-08-12 10:14:24 DEBUG: check init order needed init_order_process_timer=844.077918
2020-08-12 10:14:25 DEBUG: check clearing time needed clearing_process_timer=745.079137
2020-08-12 10:14:25 DEBUG: check init order needed init_order_process_timer=845.07939
2020-08-12 10:14:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:25.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "a84ca805-260e-022e-eee4-030242a22f9d", "grossValue": 37460000, "homeNotional": 11.331444759206798, "foreignNotional": 4244.759206798867}]}
2020-08-12 10:14:25 DEBUG: message ignored
2020-08-12 10:14:26 DEBUG: check clearing time needed clearing_process_timer=746.080597
2020-08-12 10:14:26 DEBUG: check init order needed init_order_process_timer=846.080862
2020-08-12 10:14:27 DEBUG: check clearing time needed clearing_process_timer=747.082048
2020-08-12 10:14:27 DEBUG: check init order needed init_order_process_timer=847.082313
2020-08-12 10:14:28 DEBUG: check clearing time needed clearing_process_timer=748.083571
2020-08-12 10:14:28 DEBUG: check init order needed init_order_process_timer=848.083863
2020-08-12 10:14:29 DEBUG: check clearing time needed clearing_process_timer=749.085049
2020-08-12 10:14:29 DEBUG: check init order needed init_order_process_timer=849.085301
2020-08-12 10:14:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:29.167Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "47618494-840b-7c2f-f8cb-a38da990a4e2", "grossValue": 1872750, "homeNotional": 0.56657223796034, "foreignNotional": 212.20963172804534}]}
2020-08-12 10:14:29 DEBUG: message ignored
2020-08-12 10:14:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:30.008Z", "symbol": "ETHUSD", "side": "Buy", "size": 504, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "5d2bc443-9732-632c-1925-d50ab57b675a", "grossValue": 18874800, "homeNotional": 5.711048158640226, "foreignNotional": 2138.787535410765}]}
2020-08-12 10:14:30 DEBUG: message ignored
2020-08-12 10:14:30 DEBUG: check clearing time needed clearing_process_timer=750.086561
2020-08-12 10:14:30 DEBUG: check init order needed init_order_process_timer=850.086872
2020-08-12 10:14:31 DEBUG: check clearing time needed clearing_process_timer=751.088102
2020-08-12 10:14:31 DEBUG: check init order needed init_order_process_timer=851.088364
2020-08-12 10:14:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:31.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b620831-7089-9deb-f6ad-0d0f9fc63e01", "grossValue": 37450000, "homeNotional": 11.332728921124207, "foreignNotional": 4244.106980961015}]}
2020-08-12 10:14:31 DEBUG: message ignored
2020-08-12 10:14:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:14:31.866Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d38e59d1-138f-446f-2a0f-fc586c60207e", "grossValue": 262150, "homeNotional": 0.07932910244786945, "foreignNotional": 29.70874886672711}]}
2020-08-12 10:14:31 DEBUG: message ignored
2020-08-12 10:14:32 DEBUG: check clearing time needed clearing_process_timer=752.08956
2020-08-12 10:14:32 DEBUG: check init order needed init_order_process_timer=852.089923
2020-08-12 10:14:33 DEBUG: check clearing time needed clearing_process_timer=753.091189
2020-08-12 10:14:33 DEBUG: check init order needed init_order_process_timer=853.091457
2020-08-12 10:14:34 DEBUG: check clearing time needed clearing_process_timer=754.092636
2020-08-12 10:14:34 DEBUG: check init order needed init_order_process_timer=854.09292
2020-08-12 10:14:35 DEBUG: check clearing time needed clearing_process_timer=755.094156
2020-08-12 10:14:35 DEBUG: check init order needed init_order_process_timer=855.094467
2020-08-12 10:14:36 DEBUG: check clearing time needed clearing_process_timer=756.095691
2020-08-12 10:14:36 DEBUG: check init order needed init_order_process_timer=856.095975
2020-08-12 10:14:37 DEBUG: check clearing time needed clearing_process_timer=757.097173
2020-08-12 10:14:37 DEBUG: check init order needed init_order_process_timer=857.097431
2020-08-12 10:14:38 DEBUG: check clearing time needed clearing_process_timer=758.098599
2020-08-12 10:14:38 DEBUG: check init order needed init_order_process_timer=858.098864
2020-08-12 10:14:39 DEBUG: check clearing time needed clearing_process_timer=759.100258
2020-08-12 10:14:39 DEBUG: check init order needed init_order_process_timer=859.100521
2020-08-12 10:14:40 DEBUG: check clearing time needed clearing_process_timer=760.101715
2020-08-12 10:14:40 DEBUG: check init order needed init_order_process_timer=860.101993
2020-08-12 10:14:41 DEBUG: check clearing time needed clearing_process_timer=761.103254
2020-08-12 10:14:41 DEBUG: check init order needed init_order_process_timer=861.103607
2020-08-12 10:14:42 DEBUG: check clearing time needed clearing_process_timer=762.105135
2020-08-12 10:14:42 DEBUG: check init order needed init_order_process_timer=862.105394
2020-08-12 10:14:43 DEBUG: check clearing time needed clearing_process_timer=763.106598
2020-08-12 10:14:43 DEBUG: check init order needed init_order_process_timer=863.106864
2020-08-12 10:14:44 DEBUG: check clearing time needed clearing_process_timer=764.108075
2020-08-12 10:14:44 DEBUG: check init order needed init_order_process_timer=864.108345
2020-08-12 10:14:45 DEBUG: check clearing time needed clearing_process_timer=765.109573
2020-08-12 10:14:45 DEBUG: check init order needed init_order_process_timer=865.109915
2020-08-12 10:14:46 DEBUG: check clearing time needed clearing_process_timer=766.111417
2020-08-12 10:14:46 DEBUG: check init order needed init_order_process_timer=866.111736
2020-08-12 10:14:47 DEBUG: check clearing time needed clearing_process_timer=767.112987
2020-08-12 10:14:47 DEBUG: check init order needed init_order_process_timer=867.113286
2020-08-12 10:14:48 DEBUG: check clearing time needed clearing_process_timer=768.114714
2020-08-12 10:14:48 DEBUG: check init order needed init_order_process_timer=868.115062
2020-08-12 10:14:49 DEBUG: check clearing time needed clearing_process_timer=769.116496
2020-08-12 10:14:49 DEBUG: check init order needed init_order_process_timer=869.116773
2020-08-12 10:14:50 DEBUG: check clearing time needed clearing_process_timer=770.118039
2020-08-12 10:14:50 DEBUG: check init order needed init_order_process_timer=870.118379
2020-08-12 10:14:51 DEBUG: check clearing time needed clearing_process_timer=771.119611
2020-08-12 10:14:51 DEBUG: check init order needed init_order_process_timer=871.119885
2020-08-12 10:14:52 DEBUG: check clearing time needed clearing_process_timer=772.121133
2020-08-12 10:14:52 DEBUG: check init order needed init_order_process_timer=872.121442
2020-08-12 10:14:53 DEBUG: check clearing time needed clearing_process_timer=773.122619
2020-08-12 10:14:53 DEBUG: check init order needed init_order_process_timer=873.122876
2020-08-12 10:14:54 DEBUG: check clearing time needed clearing_process_timer=774.124318
2020-08-12 10:14:54 DEBUG: check init order needed init_order_process_timer=874.124637
2020-08-12 10:14:55 DEBUG: check clearing time needed clearing_process_timer=775.125835
2020-08-12 10:14:55 DEBUG: check init order needed init_order_process_timer=875.126113
2020-08-12 10:14:56 DEBUG: check clearing time needed clearing_process_timer=776.127341
2020-08-12 10:14:56 DEBUG: check init order needed init_order_process_timer=876.127641
2020-08-12 10:14:57 DEBUG: check clearing time needed clearing_process_timer=777.129089
2020-08-12 10:14:57 DEBUG: check init order needed init_order_process_timer=877.129362
2020-08-12 10:14:58 DEBUG: check clearing time needed clearing_process_timer=778.130592
2020-08-12 10:14:58 DEBUG: check init order needed init_order_process_timer=878.13087
2020-08-12 10:14:59 DEBUG: check clearing time needed clearing_process_timer=779.132064
2020-08-12 10:14:59 DEBUG: check init order needed init_order_process_timer=879.132366
2020-08-12 10:15:00 DEBUG: check clearing time needed clearing_process_timer=780.133594
2020-08-12 10:15:00 DEBUG: check init order needed init_order_process_timer=880.133842
2020-08-12 10:15:01 DEBUG: check clearing time needed clearing_process_timer=781.135039
2020-08-12 10:15:01 DEBUG: check init order needed init_order_process_timer=881.135467
2020-08-12 10:15:02 DEBUG: check clearing time needed clearing_process_timer=782.136969
2020-08-12 10:15:02 DEBUG: check init order needed init_order_process_timer=882.140459
2020-08-12 10:15:03 DEBUG: check clearing time needed clearing_process_timer=783.141075
2020-08-12 10:15:03 DEBUG: check init order needed init_order_process_timer=883.141432
2020-08-12 10:15:04 DEBUG: check clearing time needed clearing_process_timer=784.14289
2020-08-12 10:15:04 DEBUG: check init order needed init_order_process_timer=884.143221
2020-08-12 10:15:05 DEBUG: check clearing time needed clearing_process_timer=785.144732
2020-08-12 10:15:05 DEBUG: check init order needed init_order_process_timer=885.145151
2020-08-12 10:15:06 DEBUG: check clearing time needed clearing_process_timer=786.146596
2020-08-12 10:15:06 DEBUG: check init order needed init_order_process_timer=886.146882
2020-08-12 10:15:07 DEBUG: check clearing time needed clearing_process_timer=787.148312
2020-08-12 10:15:07 DEBUG: check init order needed init_order_process_timer=887.148557
2020-08-12 10:15:08 DEBUG: check clearing time needed clearing_process_timer=788.149973
2020-08-12 10:15:08 DEBUG: check init order needed init_order_process_timer=888.15021
2020-08-12 10:15:09 DEBUG: check clearing time needed clearing_process_timer=789.151602
2020-08-12 10:15:09 DEBUG: check init order needed init_order_process_timer=889.15188
2020-08-12 10:15:10 DEBUG: check clearing time needed clearing_process_timer=790.153408
2020-08-12 10:15:10 DEBUG: check init order needed init_order_process_timer=890.15368
2020-08-12 10:15:11 DEBUG: check clearing time needed clearing_process_timer=791.154861
2020-08-12 10:15:11 DEBUG: check init order needed init_order_process_timer=891.155134
2020-08-12 10:15:12 DEBUG: check clearing time needed clearing_process_timer=792.156337
2020-08-12 10:15:12 DEBUG: check init order needed init_order_process_timer=892.156615
2020-08-12 10:15:13 DEBUG: check clearing time needed clearing_process_timer=793.157794
2020-08-12 10:15:13 DEBUG: check init order needed init_order_process_timer=893.158098
2020-08-12 10:15:14 DEBUG: check clearing time needed clearing_process_timer=794.159305
2020-08-12 10:15:14 DEBUG: check init order needed init_order_process_timer=894.159594
2020-08-12 10:15:15 DEBUG: check clearing time needed clearing_process_timer=795.160789
2020-08-12 10:15:15 DEBUG: check init order needed init_order_process_timer=895.161202
2020-08-12 10:15:16 DEBUG: check clearing time needed clearing_process_timer=796.162468
2020-08-12 10:15:16 DEBUG: check init order needed init_order_process_timer=896.162815
2020-08-12 10:15:17 DEBUG: check clearing time needed clearing_process_timer=797.164323
2020-08-12 10:15:17 DEBUG: check init order needed init_order_process_timer=897.164677
2020-08-12 10:15:18 DEBUG: check clearing time needed clearing_process_timer=798.166178
2020-08-12 10:15:18 DEBUG: check init order needed init_order_process_timer=898.166452
2020-08-12 10:15:19 DEBUG: check clearing time needed clearing_process_timer=799.167609
2020-08-12 10:15:19 DEBUG: check init order needed init_order_process_timer=899.167905
2020-08-12 10:15:20 DEBUG: check clearing time needed clearing_process_timer=800.169295
2020-08-12 10:15:20 DEBUG: check init order needed init_order_process_timer=900.169574
2020-08-12 10:15:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:21.148Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "04af254f-c8e1-3264-916e-2765537184a5", "grossValue": 1085905, "homeNotional": 0.328649138712602, "foreignNotional": 123.06266999093381}, {"timestamp": "2020-08-12T07:15:21.148Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4e3a335c-80ab-49de-03a8-f36f0a820f18", "grossValue": 374450, "homeNotional": 0.11332728921124206, "foreignNotional": 42.43540344514959}]}
2020-08-12 10:15:21 DEBUG: message ignored
2020-08-12 10:15:21 DEBUG: check clearing time needed clearing_process_timer=801.170742
2020-08-12 10:15:21 DEBUG: check init order needed init_order_process_timer=901.170893
2020-08-12 10:15:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:21.612Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "73d43e32-fde6-71dd-6997-b07f41461adc", "grossValue": 936125, "homeNotional": 0.28331822302810517, "foreignNotional": 106.08850861287398}]}
2020-08-12 10:15:21 DEBUG: message ignored
2020-08-12 10:15:22 DEBUG: check clearing time needed clearing_process_timer=802.172086
2020-08-12 10:15:22 DEBUG: check init order needed init_order_process_timer=902.172421
2020-08-12 10:15:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:22.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "1659d459-8f1a-4d2b-287f-4145cbb31610", "grossValue": 3107935, "homeNotional": 0.9406165004533091, "foreignNotional": 352.2138485947416}]}
2020-08-12 10:15:22 DEBUG: message ignored
2020-08-12 10:15:23 DEBUG: check clearing time needed clearing_process_timer=803.173085
2020-08-12 10:15:23 DEBUG: check init order needed init_order_process_timer=903.173371
2020-08-12 10:15:24 DEBUG: check clearing time needed clearing_process_timer=804.174749
2020-08-12 10:15:24 DEBUG: check init order needed init_order_process_timer=904.175012
2020-08-12 10:15:25 DEBUG: check clearing time needed clearing_process_timer=805.176463
2020-08-12 10:15:25 DEBUG: check init order needed init_order_process_timer=905.1768
2020-08-12 10:15:26 DEBUG: check clearing time needed clearing_process_timer=806.178279
2020-08-12 10:15:26 DEBUG: check init order needed init_order_process_timer=906.178589
2020-08-12 10:15:27 DEBUG: check clearing time needed clearing_process_timer=807.180007
2020-08-12 10:15:27 DEBUG: check init order needed init_order_process_timer=907.180314
2020-08-12 10:15:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:27.654Z", "symbol": "ETHUSD", "side": "Buy", "size": 493, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "e479b261-ba88-d43c-9ab7-106aada1e0a2", "grossValue": 18462850, "homeNotional": 5.587035358114234, "foreignNotional": 2092.3447416137806}]}
2020-08-12 10:15:27 DEBUG: message ignored
2020-08-12 10:15:28 DEBUG: check clearing time needed clearing_process_timer=808.181504
2020-08-12 10:15:28 DEBUG: check init order needed init_order_process_timer=908.181806
2020-08-12 10:15:29 DEBUG: check clearing time needed clearing_process_timer=809.182983
2020-08-12 10:15:29 DEBUG: check init order needed init_order_process_timer=909.183295
2020-08-12 10:15:30 DEBUG: check clearing time needed clearing_process_timer=810.184755
2020-08-12 10:15:30 DEBUG: check init order needed init_order_process_timer=910.18509
2020-08-12 10:15:31 DEBUG: check clearing time needed clearing_process_timer=811.186478
2020-08-12 10:15:31 DEBUG: check init order needed init_order_process_timer=911.186734
2020-08-12 10:15:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:32.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 88, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "9aac37e3-6b39-5b4e-d862-7fd345034a5b", "grossValue": 3295160, "homeNotional": 0.9973931769239488, "foreignNotional": 373.47387509917263}]}
2020-08-12 10:15:32 DEBUG: message ignored
2020-08-12 10:15:32 DEBUG: check clearing time needed clearing_process_timer=812.187898
2020-08-12 10:15:32 DEBUG: check init order needed init_order_process_timer=912.188204
2020-08-12 10:15:33 DEBUG: check clearing time needed clearing_process_timer=813.189395
2020-08-12 10:15:33 DEBUG: check init order needed init_order_process_timer=913.190109
2020-08-12 10:15:34 DEBUG: check clearing time needed clearing_process_timer=814.19153
2020-08-12 10:15:34 DEBUG: check init order needed init_order_process_timer=914.19219
2020-08-12 10:15:35 DEBUG: check clearing time needed clearing_process_timer=815.193799
2020-08-12 10:15:35 DEBUG: check init order needed init_order_process_timer=915.194364
2020-08-12 10:15:36 DEBUG: check clearing time needed clearing_process_timer=816.195976
2020-08-12 10:15:36 DEBUG: check init order needed init_order_process_timer=916.196684
2020-08-12 10:15:37 DEBUG: check clearing time needed clearing_process_timer=817.198145
2020-08-12 10:15:37 DEBUG: check init order needed init_order_process_timer=917.198424
2020-08-12 10:15:38 DEBUG: check clearing time needed clearing_process_timer=818.199827
2020-08-12 10:15:38 DEBUG: check init order needed init_order_process_timer=918.200132
2020-08-12 10:15:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "091a6e6b-ffb2-d43a-d6b0-8e9d09f86da0", "grossValue": 1385650, "homeNotional": 0.4193584948430239, "foreignNotional": 157.04975631871247}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "61299575-70b8-9c64-5d4e-5046b81d910f", "grossValue": 486850, "homeNotional": 0.14734217386376516, "foreignNotional": 55.17964411198005}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 270, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "06af231a-095e-2371-e208-192674ac13f0", "grossValue": 10111500, "homeNotional": 3.060183611016661, "foreignNotional": 1146.0387623257395}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "b09e483d-5de6-f529-a596-0f28d570d2f5", "grossValue": 18725000, "homeNotional": 5.66700668706789, "foreignNotional": 2122.294004306925}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0a9ba09-fdd9-f527-bc7b-fa389f4e1415", "grossValue": 18725000, "homeNotional": 5.66700668706789, "foreignNotional": 2122.294004306925}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac2d5805-5863-fcbc-0b28-5f46b9a092b7", "grossValue": 1198400, "homeNotional": 0.362688427972345, "foreignNotional": 135.8268162756432}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "cfda9492-d426-41c6-5956-58337a5ceefe", "grossValue": 1572900, "homeNotional": 0.47602856171370284, "foreignNotional": 178.2726963617817}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "d759948c-96f6-8278-8c2b-9fdc7a273131", "grossValue": 149800, "homeNotional": 0.04533605349654313, "foreignNotional": 16.9783520344554}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 69, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "16be8d39-b775-9506-6507-94a3e50d6a5b", "grossValue": 2584050, "homeNotional": 0.7820469228153689, "foreignNotional": 292.87657259435565}, {"timestamp": "2020-08-12T07:15:38.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "98f7c07a-50f3-518c-002d-7762d452f6a1", "grossValue": 93625000, "homeNotional": 28.335033435339454, "foreignNotional": 10611.470021534626}]}
2020-08-12 10:15:38 DEBUG: message ignored
2020-08-12 10:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:39.040Z", "symbol": "ETHUSD", "side": "Buy", "size": 12999, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "4f66bd82-82bf-aa6d-b980-7ae46904e693", "grossValue": 486877545, "homeNotional": 147.33083985039102, "foreignNotional": 55182.76606596396}]}
2020-08-12 10:15:39 DEBUG: message ignored
2020-08-12 10:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:39.078Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "bcbf2c3d-3478-9a3a-e9fc-accbd3df9a6a", "grossValue": 411950, "homeNotional": 0.1246741471154936, "foreignNotional": 46.690468094752354}]}
2020-08-12 10:15:39 DEBUG: message ignored
2020-08-12 10:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:39.084Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd2abe55-5fd6-b422-7e03-32ac41c615d4", "grossValue": 374500, "homeNotional": 0.11334013374135782, "foreignNotional": 42.4458800861385}]}
2020-08-12 10:15:39 DEBUG: message ignored
2020-08-12 10:15:39 DEBUG: check clearing time needed clearing_process_timer=819.201304
2020-08-12 10:15:39 DEBUG: check init order needed init_order_process_timer=919.20158
2020-08-12 10:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:39.198Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "710c915d-1bf5-0852-dafd-105a7133d61e", "grossValue": 374500, "homeNotional": 0.11334013374135782, "foreignNotional": 42.4458800861385}]}
2020-08-12 10:15:39 DEBUG: message ignored
2020-08-12 10:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:39.411Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "b5b3c1ee-93a9-d2de-4b61-d00a031802ed", "grossValue": 18727500, "homeNotional": 5.66700668706789, "foreignNotional": 2122.5773546412784}]}
2020-08-12 10:15:39 DEBUG: message ignored
2020-08-12 10:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:39.439Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "b1945208-5007-ab0a-d751-d594325f61e1", "grossValue": 18727500, "homeNotional": 5.66700668706789, "foreignNotional": 2122.5773546412784}]}
2020-08-12 10:15:39 DEBUG: message ignored
2020-08-12 10:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:39.539Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "fa3f4a47-bc69-f463-5284-4b67aae225c6", "grossValue": 1123800, "homeNotional": 0.34002040122407345, "foreignNotional": 127.3716422985379}]}
2020-08-12 10:15:39 DEBUG: message ignored
2020-08-12 10:15:40 DEBUG: check clearing time needed clearing_process_timer=820.202769
2020-08-12 10:15:40 DEBUG: check init order needed init_order_process_timer=920.203036
2020-08-12 10:15:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:40.833Z", "symbol": "ETHUSD", "side": "Buy", "size": 328, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "39194a73-f493-2d75-2dfb-7ea0b2f4c7f5", "grossValue": 12288520, "homeNotional": 3.717556386716536, "foreignNotional": 1392.7825002833504}]}
2020-08-12 10:15:40 DEBUG: message ignored
2020-08-12 10:15:41 DEBUG: check clearing time needed clearing_process_timer=821.204226
2020-08-12 10:15:41 DEBUG: check init order needed init_order_process_timer=921.2045
2020-08-12 10:15:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:41.109Z", "symbol": "ETHUSD", "side": "Buy", "size": 5504, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "1dec19be-dac5-0d19-f9b0-9101279a9b42", "grossValue": 206234880, "homeNotional": 62.38240961124334, "foreignNotional": 23374.68888133288}, {"timestamp": "2020-08-12T07:15:41.109Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb067582-c7cb-8f77-0d1a-3ec308eadf37", "grossValue": 224820, "homeNotional": 0.06800408024481469, "foreignNotional": 25.481128867732064}, {"timestamp": "2020-08-12T07:15:41.109Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7599ac8-77ee-ae06-cf27-870e2f4c24e9", "grossValue": 18735000, "homeNotional": 5.66700668706789, "foreignNotional": 2123.4274056443387}, {"timestamp": "2020-08-12T07:15:41.109Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "9fb3f5e7-9cb0-0077-150a-d951121522e5", "grossValue": 3747000, "homeNotional": 1.133401337413578, "foreignNotional": 424.6854811288677}]}
2020-08-12 10:15:41 DEBUG: message ignored
2020-08-12 10:15:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:41.496Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "260282ec-e24a-1d28-3733-4f49c11f0898", "grossValue": 1124250, "homeNotional": 0.34002040122407345, "foreignNotional": 127.42264535872152}, {"timestamp": "2020-08-12T07:15:41.496Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "61c0a204-08ad-355c-5677-5aa466feed3c", "grossValue": 37475, "homeNotional": 0.011334013374135782, "foreignNotional": 4.247421511957384}, {"timestamp": "2020-08-12T07:15:41.496Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "a684eba9-bf1d-c103-1faa-037adbab59bd", "grossValue": 262325, "homeNotional": 0.07933809361895047, "foreignNotional": 29.73195058370169}, {"timestamp": "2020-08-12T07:15:41.496Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "29c554fe-0302-43fb-17a9-f24dbd21ffa5", "grossValue": 3747500, "homeNotional": 1.133401337413578, "foreignNotional": 424.7421511957384}, {"timestamp": "2020-08-12T07:15:41.496Z", "symbol": "ETHUSD", "side": "Buy", "size": 2255, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "81678fb1-94a7-4aa1-adf2-832b1652b7e3", "grossValue": 84506125, "homeNotional": 25.558200158676186, "foreignNotional": 9577.935509463901}]}
2020-08-12 10:15:41 DEBUG: message ignored
2020-08-12 10:15:42 DEBUG: check clearing time needed clearing_process_timer=822.205705
2020-08-12 10:15:42 DEBUG: check init order needed init_order_process_timer=922.206506
2020-08-12 10:15:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:42.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "b215eb51-f594-f2ef-8590-77b879b02920", "grossValue": 7496000, "homeNotional": 2.266802674827156, "foreignNotional": 849.5976425252181}, {"timestamp": "2020-08-12T07:15:42.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "8163e0a8-c88e-0456-d469-e7e6773144d5", "grossValue": 37480, "homeNotional": 0.011334013374135782, "foreignNotional": 4.247988212626091}, {"timestamp": "2020-08-12T07:15:42.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "411c243b-e6a7-12fa-a263-bed2bd9cfedc", "grossValue": 2248800, "homeNotional": 0.6800408024481469, "foreignNotional": 254.87929275756545}, {"timestamp": "2020-08-12T07:15:42.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "6dc40ffb-1c5b-d0e5-b356-efcff622aa3a", "grossValue": 37480, "homeNotional": 0.011334013374135782, "foreignNotional": 4.247988212626091}, {"timestamp": "2020-08-12T07:15:42.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "b0480625-9ae0-8eb0-1660-205f9048b867", "grossValue": 3748000, "homeNotional": 1.133401337413578, "foreignNotional": 424.79882126260907}]}
2020-08-12 10:15:42 DEBUG: message ignored
2020-08-12 10:15:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:42.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "0cb5b773-efe6-df6c-69b6-bd583df6eff2", "grossValue": 3748500, "homeNotional": 1.133401337413578, "foreignNotional": 424.8554913294798}, {"timestamp": "2020-08-12T07:15:42.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "29d31546-7176-a717-4f23-08cb38c39fd3", "grossValue": 224910, "homeNotional": 0.06800408024481469, "foreignNotional": 25.491329479768787}, {"timestamp": "2020-08-12T07:15:42.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "325bbeae-3e61-4e03-6c70-919d75c45632", "grossValue": 37485, "homeNotional": 0.011334013374135782, "foreignNotional": 4.2485549132947975}, {"timestamp": "2020-08-12T07:15:42.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "7081285e-f548-cd3a-1dee-32a3196bad30", "grossValue": 187425, "homeNotional": 0.05667006687067891, "foreignNotional": 21.24277456647399}, {"timestamp": "2020-08-12T07:15:42.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "368f04a3-4aa2-1938-751a-366e236fcbb3", "grossValue": 3748500, "homeNotional": 1.133401337413578, "foreignNotional": 424.8554913294798}, {"timestamp": "2020-08-12T07:15:42.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "34546e2c-c6a6-8a7e-0059-aa9fcefd1b64", "grossValue": 37485000, "homeNotional": 11.33401337413578, "foreignNotional": 4248.554913294798}]}
2020-08-12 10:15:42 DEBUG: message ignored
2020-08-12 10:15:43 DEBUG: check clearing time needed clearing_process_timer=823.207725
2020-08-12 10:15:43 DEBUG: check init order needed init_order_process_timer=923.208551
2020-08-12 10:15:44 DEBUG: check clearing time needed clearing_process_timer=824.210019
2020-08-12 10:15:44 DEBUG: check init order needed init_order_process_timer=924.210541
2020-08-12 10:15:45 DEBUG: check clearing time needed clearing_process_timer=825.212131
2020-08-12 10:15:45 DEBUG: check init order needed init_order_process_timer=925.212704
2020-08-12 10:15:46 DEBUG: check clearing time needed clearing_process_timer=826.214299
2020-08-12 10:15:46 DEBUG: check init order needed init_order_process_timer=926.214577
2020-08-12 10:15:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:46.790Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "16a4d1d1-3b56-3d9f-8141-6016ffd53487", "grossValue": 1124700, "homeNotional": 0.34002040122407345, "foreignNotional": 127.47364841890513}, {"timestamp": "2020-08-12T07:15:46.790Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "adabf3c0-d62e-ef1f-0756-dff50dd97a5a", "grossValue": 3749000, "homeNotional": 1.133401337413578, "foreignNotional": 424.9121613963504}, {"timestamp": "2020-08-12T07:15:46.790Z", "symbol": "ETHUSD", "side": "Buy", "size": 2255, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b079bc46-9d62-26f6-7ce0-7c7dd529b6c2", "grossValue": 84539950, "homeNotional": 25.558200158676186, "foreignNotional": 9581.769239487703}, {"timestamp": "2020-08-12T07:15:46.790Z", "symbol": "ETHUSD", "side": "Buy", "size": 1780, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "388e6f83-fdcc-5dc6-1f64-49f6fdfbd683", "grossValue": 66732200, "homeNotional": 20.17454380596169, "foreignNotional": 7563.436472855038}]}
2020-08-12 10:15:46 DEBUG: message ignored
2020-08-12 10:15:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:47.006Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "e9df4d54-6fd1-65f3-2f0a-fad33642d61a", "grossValue": 3749500, "homeNotional": 1.133401337413578, "foreignNotional": 424.96883146322114}]}
2020-08-12 10:15:47 DEBUG: message ignored
2020-08-12 10:15:47 DEBUG: check clearing time needed clearing_process_timer=827.215752
2020-08-12 10:15:47 DEBUG: check init order needed init_order_process_timer=927.216052
2020-08-12 10:15:48 DEBUG: check clearing time needed clearing_process_timer=828.217508
2020-08-12 10:15:48 DEBUG: check init order needed init_order_process_timer=928.217785
2020-08-12 10:15:49 DEBUG: check clearing time needed clearing_process_timer=829.219233
2020-08-12 10:15:49 DEBUG: check init order needed init_order_process_timer=929.219528
2020-08-12 10:15:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:50.121Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "597c55fc-7e5f-b76f-876d-66506a3edb98", "grossValue": 37500, "homeNotional": 0.011334013374135782, "foreignNotional": 4.250255015300918}]}
2020-08-12 10:15:50 DEBUG: message ignored
2020-08-12 10:15:50 DEBUG: check clearing time needed clearing_process_timer=830.220746
2020-08-12 10:15:50 DEBUG: check init order needed init_order_process_timer=930.221072
2020-08-12 10:15:51 DEBUG: check clearing time needed clearing_process_timer=831.222477
2020-08-12 10:15:51 DEBUG: check init order needed init_order_process_timer=931.222754
2020-08-12 10:15:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 299, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "b2de947b-f060-cc3d-2a28-625ec0230ef9", "grossValue": 11212500, "homeNotional": 3.3888699988665985, "foreignNotional": 1270.8262495749746}, {"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "08b7fb3b-516c-7156-9531-2f26505a0a4a", "grossValue": 3750000, "homeNotional": 1.133401337413578, "foreignNotional": 425.0255015300918}, {"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e26a413-2e5e-0878-fb0c-5cc64eca715f", "grossValue": 187500, "homeNotional": 0.05667006687067891, "foreignNotional": 21.25127507650459}, {"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "f08f3e25-90d2-455c-8854-4fbd55d47349", "grossValue": 37500000, "homeNotional": 11.33401337413578, "foreignNotional": 4250.255015300918}, {"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "c7aff53a-8192-ec27-973e-0e416d0143a5", "grossValue": 1650000, "homeNotional": 0.4986965884619744, "foreignNotional": 187.0112206732404}, {"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "41512d9d-b42a-ae24-91a6-08440abff97b", "grossValue": 3750000, "homeNotional": 1.133401337413578, "foreignNotional": 425.0255015300918}, {"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 238, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "df9c810f-2834-d831-9667-57fa3371ccb9", "grossValue": 8925000, "homeNotional": 2.697495183044316, "foreignNotional": 1011.5606936416185}, {"timestamp": "2020-08-12T07:15:51.402Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "636ee381-07b0-ea5e-810a-3fd7a9be61ee", "grossValue": 8025000, "homeNotional": 2.425478862065057, "foreignNotional": 909.5545732743965}]}
2020-08-12 10:15:51 DEBUG: message ignored
2020-08-12 10:15:52 DEBUG: check clearing time needed clearing_process_timer=832.22397
2020-08-12 10:15:52 DEBUG: check init order needed init_order_process_timer=932.224695
2020-08-12 10:15:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:52.407Z", "symbol": "ETHUSD", "side": "Buy", "size": 220, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "6409ca1b-2b59-5025-04a2-7d5dbdd151bd", "grossValue": 8250000, "homeNotional": 2.493482942309872, "foreignNotional": 935.056103366202}]}
2020-08-12 10:15:52 DEBUG: message ignored
2020-08-12 10:15:53 DEBUG: check clearing time needed clearing_process_timer=833.22593
2020-08-12 10:15:53 DEBUG: check init order needed init_order_process_timer=933.226722
2020-08-12 10:15:54 DEBUG: check clearing time needed clearing_process_timer=834.22819
2020-08-12 10:15:54 DEBUG: check init order needed init_order_process_timer=934.228785
2020-08-12 10:15:55 DEBUG: check clearing time needed clearing_process_timer=835.23035
2020-08-12 10:15:55 DEBUG: check init order needed init_order_process_timer=935.230884
2020-08-12 10:15:56 DEBUG: check clearing time needed clearing_process_timer=836.232483
2020-08-12 10:15:56 DEBUG: check init order needed init_order_process_timer=936.233057
2020-08-12 10:15:57 DEBUG: check clearing time needed clearing_process_timer=837.23463
2020-08-12 10:15:57 DEBUG: check init order needed init_order_process_timer=937.235158
2020-08-12 10:15:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:57.847Z", "symbol": "ETHUSD", "side": "Buy", "size": 2066, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "34950067-d4ea-6976-3a83-2bdb9f1e6e57", "grossValue": 77475000, "homeNotional": 23.416071630964524, "foreignNotional": 8781.026861611697}, {"timestamp": "2020-08-12T07:15:57.847Z", "symbol": "ETHUSD", "side": "Buy", "size": 71, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb2fc037-d914-120f-ece6-d56d79b7dde4", "grossValue": 2662500, "homeNotional": 0.8047149495636405, "foreignNotional": 301.7681060863652}, {"timestamp": "2020-08-12T07:15:57.847Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "3cab996c-241d-db1b-4822-16da816ebce2", "grossValue": 187500000, "homeNotional": 56.67006687067891, "foreignNotional": 21251.27507650459}, {"timestamp": "2020-08-12T07:15:57.847Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "bad7213a-7964-70e7-10b7-ba0d98b0d8c3", "grossValue": 187500, "homeNotional": 0.05667006687067891, "foreignNotional": 21.25127507650459}, {"timestamp": "2020-08-12T07:15:57.847Z", "symbol": "ETHUSD", "side": "Buy", "size": 661, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "c7f156db-b028-bfc4-6819-119ead6bf5d3", "grossValue": 24787500, "homeNotional": 7.491782840303752, "foreignNotional": 2809.418565113907}]}
2020-08-12 10:15:57 DEBUG: message ignored
2020-08-12 10:15:58 DEBUG: check clearing time needed clearing_process_timer=838.236379
2020-08-12 10:15:58 DEBUG: check init order needed init_order_process_timer=938.237131
2020-08-12 10:15:59 DEBUG: check clearing time needed clearing_process_timer=839.238599
2020-08-12 10:15:59 DEBUG: check init order needed init_order_process_timer=939.238879
2020-08-12 10:15:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:59.418Z", "symbol": "ETHUSD", "side": "Sell", "size": 883, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "d49a8cb7-b181-2f58-d617-d1027f1a78e9", "grossValue": 33112500, "homeNotional": 10.007933809361894, "foreignNotional": 3752.9751785107105}]}
2020-08-12 10:15:59 DEBUG: message ignored
2020-08-12 10:15:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:59.634Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "7979f03a-dd2b-b0ac-6d44-6ff51c3cf07b", "grossValue": 1125150, "homeNotional": 0.34002040122407345, "foreignNotional": 127.52465147908875}, {"timestamp": "2020-08-12T07:15:59.634Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b83e35f-f22d-054a-c1ab-2462ee7e85aa", "grossValue": 375050, "homeNotional": 0.11334013374135782, "foreignNotional": 42.50821715969625}]}
2020-08-12 10:15:59 DEBUG: message ignored
2020-08-12 10:15:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:15:59.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "08212025-53be-3240-0235-7389e6506134", "grossValue": 37505, "homeNotional": 0.011334013374135782, "foreignNotional": 4.250821715969625}, {"timestamp": "2020-08-12T07:15:59.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "6f3a5259-e8b2-2ee0-8c68-4005e324b6a5", "grossValue": 4650620, "homeNotional": 1.4054176583928368, "foreignNotional": 527.1018927802335}]}
2020-08-12 10:15:59 DEBUG: message ignored
2020-08-12 10:16:00 DEBUG: check clearing time needed clearing_process_timer=840.240098
2020-08-12 10:16:00 DEBUG: check init order needed init_order_process_timer=940.240897
2020-08-12 10:16:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:00.656Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "d5b4b749-b7c0-b0ac-da74-c5fd0e553647", "grossValue": 37500, "homeNotional": 0.011337868480725623, "foreignNotional": 4.2517006802721085}]}
2020-08-12 10:16:00 DEBUG: message ignored
2020-08-12 10:16:01 DEBUG: check clearing time needed clearing_process_timer=841.242165
2020-08-12 10:16:01 DEBUG: check init order needed init_order_process_timer=941.242861
2020-08-12 10:16:02 DEBUG: check clearing time needed clearing_process_timer=842.244431
2020-08-12 10:16:02 DEBUG: check init order needed init_order_process_timer=942.24525
2020-08-12 10:16:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:02.482Z", "symbol": "ETHUSD", "side": "Buy", "size": 91, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "1216ce0d-b50b-7ca0-a02c-a59a37b53498", "grossValue": 3412955, "homeNotional": 1.0317460317460319, "foreignNotional": 386.9563492063492}, {"timestamp": "2020-08-12T07:16:02.482Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "71b79004-156b-ec34-f266-5f770975d183", "grossValue": 3750500, "homeNotional": 1.1337868480725624, "foreignNotional": 425.2267573696145}, {"timestamp": "2020-08-12T07:16:02.482Z", "symbol": "ETHUSD", "side": "Buy", "size": 209, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "16250fe4-05bb-8244-bfd9-f8b90d795ded", "grossValue": 7838545, "homeNotional": 2.369614512471655, "foreignNotional": 888.7239229024943}]}
2020-08-12 10:16:02 DEBUG: message ignored
2020-08-12 10:16:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:02.486Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "8099f8fe-7f3d-d940-d91b-d538b41af243", "grossValue": 7501000, "homeNotional": 2.2675736961451247, "foreignNotional": 850.453514739229}]}
2020-08-12 10:16:02 DEBUG: message ignored
2020-08-12 10:16:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:02.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "fdf21385-da35-7460-ddb2-a51ada6116f4", "grossValue": 1500200, "homeNotional": 0.45351473922902497, "foreignNotional": 170.0907029478458}]}
2020-08-12 10:16:02 DEBUG: message ignored
2020-08-12 10:16:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:02.492Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b648b866-bbc0-17cc-6870-60df6fc58011", "grossValue": 7501000, "homeNotional": 2.2675736961451247, "foreignNotional": 850.453514739229}]}
2020-08-12 10:16:02 DEBUG: message ignored
2020-08-12 10:16:03 DEBUG: check clearing time needed clearing_process_timer=843.246444
2020-08-12 10:16:03 DEBUG: check init order needed init_order_process_timer=943.246725
2020-08-12 10:16:04 DEBUG: check clearing time needed clearing_process_timer=844.248121
2020-08-12 10:16:04 DEBUG: check init order needed init_order_process_timer=944.248393
2020-08-12 10:16:05 DEBUG: check clearing time needed clearing_process_timer=845.249611
2020-08-12 10:16:05 DEBUG: check init order needed init_order_process_timer=945.249879
2020-08-12 10:16:06 DEBUG: check clearing time needed clearing_process_timer=846.251121
2020-08-12 10:16:06 DEBUG: check init order needed init_order_process_timer=946.251388
2020-08-12 10:16:07 DEBUG: check clearing time needed clearing_process_timer=847.252641
2020-08-12 10:16:07 DEBUG: check init order needed init_order_process_timer=947.252977
2020-08-12 10:16:08 DEBUG: check clearing time needed clearing_process_timer=848.254482
2020-08-12 10:16:08 DEBUG: check init order needed init_order_process_timer=948.254741
2020-08-12 10:16:09 DEBUG: check clearing time needed clearing_process_timer=849.255723
2020-08-12 10:16:09 DEBUG: check init order needed init_order_process_timer=949.25601
2020-08-12 10:16:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:09.783Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "31b8f889-b204-5d3b-3756-f9f67afc9d7d", "grossValue": 112515, "homeNotional": 0.034013605442176874, "foreignNotional": 12.756802721088436}]}
2020-08-12 10:16:09 DEBUG: message ignored
2020-08-12 10:16:10 DEBUG: check clearing time needed clearing_process_timer=850.25696
2020-08-12 10:16:10 DEBUG: check init order needed init_order_process_timer=950.257268
2020-08-12 10:16:11 DEBUG: check clearing time needed clearing_process_timer=851.258621
2020-08-12 10:16:11 DEBUG: check init order needed init_order_process_timer=951.258898
2020-08-12 10:16:12 DEBUG: check clearing time needed clearing_process_timer=852.260283
2020-08-12 10:16:12 DEBUG: check init order needed init_order_process_timer=952.260551
2020-08-12 10:16:13 DEBUG: check clearing time needed clearing_process_timer=853.261269
2020-08-12 10:16:13 DEBUG: check init order needed init_order_process_timer=953.261531
2020-08-12 10:16:14 DEBUG: check clearing time needed clearing_process_timer=854.262909
2020-08-12 10:16:14 DEBUG: check init order needed init_order_process_timer=954.263173
2020-08-12 10:16:15 DEBUG: check clearing time needed clearing_process_timer=855.264556
2020-08-12 10:16:15 DEBUG: check init order needed init_order_process_timer=955.264828
2020-08-12 10:16:16 DEBUG: check clearing time needed clearing_process_timer=856.266266
2020-08-12 10:16:16 DEBUG: check init order needed init_order_process_timer=956.266539
2020-08-12 10:16:17 DEBUG: check clearing time needed clearing_process_timer=857.268015
2020-08-12 10:16:17 DEBUG: check init order needed init_order_process_timer=957.268296
2020-08-12 10:16:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:17.488Z", "symbol": "ETHUSD", "side": "Buy", "size": 2400, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "6bd361e8-e055-96fa-1150-9baae6c2eeb6", "grossValue": 90012000, "homeNotional": 27.210884353741495, "foreignNotional": 10205.442176870749}]}
2020-08-12 10:16:17 DEBUG: message ignored
2020-08-12 10:16:18 DEBUG: check clearing time needed clearing_process_timer=858.269469
2020-08-12 10:16:18 DEBUG: check init order needed init_order_process_timer=958.269734
2020-08-12 10:16:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:18.866Z", "symbol": "ETHUSD", "side": "Buy", "size": 199, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c88e374-e26f-dbe6-02e8-c2215a2bcc7a", "grossValue": 7463495, "homeNotional": 2.256235827664399, "foreignNotional": 846.2012471655329}, {"timestamp": "2020-08-12T07:16:18.866Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "d967b730-b8d5-5430-0536-ef2d437a4a62", "grossValue": 3751000, "homeNotional": 1.1337868480725624, "foreignNotional": 425.28344671201813}, {"timestamp": "2020-08-12T07:16:18.866Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c695430a-7413-ed1c-63f5-ff3247c6e86a", "grossValue": 262570, "homeNotional": 0.07936507936507936, "foreignNotional": 29.76984126984127}]}
2020-08-12 10:16:18 DEBUG: message ignored
2020-08-12 10:16:19 DEBUG: check clearing time needed clearing_process_timer=859.270898
2020-08-12 10:16:19 DEBUG: check init order needed init_order_process_timer=959.27156
2020-08-12 10:16:20 DEBUG: check clearing time needed clearing_process_timer=860.272986
2020-08-12 10:16:20 DEBUG: check init order needed init_order_process_timer=960.273304
2020-08-12 10:16:21 DEBUG: check clearing time needed clearing_process_timer=861.274667
2020-08-12 10:16:21 DEBUG: check init order needed init_order_process_timer=961.274923
2020-08-12 10:16:22 DEBUG: check clearing time needed clearing_process_timer=862.276294
2020-08-12 10:16:22 DEBUG: check init order needed init_order_process_timer=962.276553
2020-08-12 10:16:23 DEBUG: check clearing time needed clearing_process_timer=863.277724
2020-08-12 10:16:23 DEBUG: check init order needed init_order_process_timer=963.277998
2020-08-12 10:16:24 DEBUG: check clearing time needed clearing_process_timer=864.279162
2020-08-12 10:16:24 DEBUG: check init order needed init_order_process_timer=964.279417
2020-08-12 10:16:25 DEBUG: check clearing time needed clearing_process_timer=865.280634
2020-08-12 10:16:25 DEBUG: check init order needed init_order_process_timer=965.280956
2020-08-12 10:16:26 DEBUG: check clearing time needed clearing_process_timer=866.282287
2020-08-12 10:16:26 DEBUG: check init order needed init_order_process_timer=966.282751
2020-08-12 10:16:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:27.142Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "be3f6a26-020f-a7cd-224e-2a5fbfba3c1c", "grossValue": 1875750, "homeNotional": 0.5668934240362812, "foreignNotional": 212.67006802721087}, {"timestamp": "2020-08-12T07:16:27.142Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "25ab4b8a-dacc-b0f8-21cf-324e93f8cbbe", "grossValue": 3751500, "homeNotional": 1.1337868480725624, "foreignNotional": 425.34013605442175}, {"timestamp": "2020-08-12T07:16:27.142Z", "symbol": "ETHUSD", "side": "Buy", "size": 350, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3185f9d-36b8-9767-b15b-b5c5e83fac21", "grossValue": 13130250, "homeNotional": 3.9682539682539684, "foreignNotional": 1488.6904761904761}]}
2020-08-12 10:16:27 DEBUG: message ignored
2020-08-12 10:16:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:27.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "357d9f2f-5dd2-cf06-734d-c455b7df3b71", "grossValue": 375100, "homeNotional": 0.11337868480725624, "foreignNotional": 42.528344671201815}]}
2020-08-12 10:16:27 DEBUG: message ignored
2020-08-12 10:16:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:27.176Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "30fe479b-c89d-0b1b-5044-1b9f56645481", "grossValue": 375100, "homeNotional": 0.11337868480725624, "foreignNotional": 42.528344671201815}]}
2020-08-12 10:16:27 DEBUG: message ignored
2020-08-12 10:16:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:27.179Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "7bf64a51-6cec-9467-72ad-8fe98fa01476", "grossValue": 412610, "homeNotional": 0.12471655328798185, "foreignNotional": 46.781179138321995}]}
2020-08-12 10:16:27 DEBUG: message ignored
2020-08-12 10:16:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:27.181Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf8ebd38-42e7-7f24-d477-1988c4a9d7f6", "grossValue": 487630, "homeNotional": 0.1473922902494331, "foreignNotional": 55.28684807256236}]}
2020-08-12 10:16:27 DEBUG: message ignored
2020-08-12 10:16:27 DEBUG: check clearing time needed clearing_process_timer=867.283993
2020-08-12 10:16:27 DEBUG: check init order needed init_order_process_timer=967.284281
2020-08-12 10:16:28 DEBUG: check clearing time needed clearing_process_timer=868.28507
2020-08-12 10:16:28 DEBUG: check init order needed init_order_process_timer=968.285315
2020-08-12 10:16:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:28.421Z", "symbol": "ETHUSD", "side": "Buy", "size": 491, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "2cd1faa2-c975-43ae-43fe-6a8549e7c7ba", "grossValue": 18419865, "homeNotional": 5.566893424036281, "foreignNotional": 2088.420068027211}, {"timestamp": "2020-08-12T07:16:28.421Z", "symbol": "ETHUSD", "side": "Buy", "size": 186, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a582e1d6-1631-a51b-c27e-e49f1bb61ce4", "grossValue": 6977790, "homeNotional": 2.108843537414966, "foreignNotional": 791.1326530612245}]}
2020-08-12 10:16:28 DEBUG: message ignored
2020-08-12 10:16:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:28.520Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "ab535b1a-2106-b734-4b07-ed9d1fcbf133", "grossValue": 412610, "homeNotional": 0.12471655328798185, "foreignNotional": 46.781179138321995}]}
2020-08-12 10:16:28 DEBUG: message ignored
2020-08-12 10:16:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:28.522Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "8b93ace2-a13a-d232-d680-0078fad6ab54", "grossValue": 412610, "homeNotional": 0.12471655328798185, "foreignNotional": 46.781179138321995}]}
2020-08-12 10:16:28 DEBUG: message ignored
2020-08-12 10:16:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:28.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4fb43865-450d-e268-1635-cb5d859e6de3", "grossValue": 375100, "homeNotional": 0.11337868480725624, "foreignNotional": 42.528344671201815}]}
2020-08-12 10:16:28 DEBUG: message ignored
2020-08-12 10:16:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:28.530Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "06e65892-3a8f-6cb2-4ddd-d940665da70d", "grossValue": 487630, "homeNotional": 0.1473922902494331, "foreignNotional": 55.28684807256236}]}
2020-08-12 10:16:28 DEBUG: message ignored
2020-08-12 10:16:29 DEBUG: check clearing time needed clearing_process_timer=869.286486
2020-08-12 10:16:29 DEBUG: check init order needed init_order_process_timer=969.286774
2020-08-12 10:16:30 DEBUG: check clearing time needed clearing_process_timer=870.287986
2020-08-12 10:16:30 DEBUG: check init order needed init_order_process_timer=970.288268
2020-08-12 10:16:31 DEBUG: check clearing time needed clearing_process_timer=871.289458
2020-08-12 10:16:31 DEBUG: check init order needed init_order_process_timer=971.289749
2020-08-12 10:16:32 DEBUG: check clearing time needed clearing_process_timer=872.290943
2020-08-12 10:16:32 DEBUG: check init order needed init_order_process_timer=972.291206
2020-08-12 10:16:33 DEBUG: check clearing time needed clearing_process_timer=873.292377
2020-08-12 10:16:33 DEBUG: check init order needed init_order_process_timer=973.292652
2020-08-12 10:16:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 2804, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "f3c4ef79-180a-679b-98ed-07f245d2888c", "grossValue": 105192060, "homeNotional": 31.80941576857629, "foreignNotional": 11933.302325581395}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d1d44fac-10e1-ad6b-73ef-28dbc08325a0", "grossValue": 1538115, "homeNotional": 0.46511627906976744, "foreignNotional": 174.48837209302326}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c4edcdfa-6f09-6b88-fe8d-5db1f7d5195c", "grossValue": 4014105, "homeNotional": 1.213840045377198, "foreignNotional": 455.3720930232558}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f8e4e3a-7483-f2fd-4df3-25692a3a6d7f", "grossValue": 412665, "homeNotional": 0.12478729438457176, "foreignNotional": 46.81395348837209}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3eb05cf-e93d-ee00-9e4f-66b661265c30", "grossValue": 18757500, "homeNotional": 5.672149744753262, "foreignNotional": 2127.906976744186}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e9aa0fc-eacc-e7b8-782f-4055c8dd8e5f", "grossValue": 1388055, "homeNotional": 0.41973908111174135, "foreignNotional": 157.46511627906978}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 207, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "890b5541-ba4d-c4d1-4b29-3e6ec97ec28d", "grossValue": 7765605, "homeNotional": 2.3482699943278504, "foreignNotional": 880.953488372093}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 62, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "27a0c282-02d9-8911-9c88-f48a5a94f847", "grossValue": 2325930, "homeNotional": 0.7033465683494045, "foreignNotional": 263.86046511627904}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a51d1a53-4f8a-43de-d4da-5b083c80b41a", "grossValue": 1575630, "homeNotional": 0.476460578559274, "foreignNotional": 178.74418604651163}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "dab68b38-58e3-1370-b84d-b0c7f1d76826", "grossValue": 1350540, "homeNotional": 0.4083947816222348, "foreignNotional": 153.2093023255814}, {"timestamp": "2020-08-12T07:16:34.222Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a8764db1-cf3f-3f1e-47ab-db3bb601e3cd", "grossValue": 1875750, "homeNotional": 0.5672149744753261, "foreignNotional": 212.7906976744186}]}
2020-08-12 10:16:34 DEBUG: message ignored
2020-08-12 10:16:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:34.276Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "05ee45d3-cfde-c083-0f7c-ed80e21b877b", "grossValue": 1125600, "homeNotional": 0.3403289846851957, "foreignNotional": 127.69143505388543}, {"timestamp": "2020-08-12T07:16:34.276Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b3a419e3-9871-ef7a-bc3c-225cf3814b2f", "grossValue": 7504000, "homeNotional": 2.2688598979013044, "foreignNotional": 851.2762336925695}, {"timestamp": "2020-08-12T07:16:34.276Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e1ebcc9-11e9-c998-b883-3d2c83b935cb", "grossValue": 3752000, "homeNotional": 1.1344299489506522, "foreignNotional": 425.63811684628473}]}
2020-08-12 10:16:34 DEBUG: message ignored
2020-08-12 10:16:34 DEBUG: check clearing time needed clearing_process_timer=874.29382
2020-08-12 10:16:34 DEBUG: check init order needed init_order_process_timer=974.294
2020-08-12 10:16:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:34.321Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "b02f15fb-310b-4e4a-69f2-a1e7e279f3ba", "grossValue": 2063875, "homeNotional": 0.6239364719228587, "foreignNotional": 234.13216108905274}, {"timestamp": "2020-08-12T07:16:34.321Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "342554e0-baf9-e9ab-57f0-1c11c6297625", "grossValue": 37525, "homeNotional": 0.011344299489506523, "foreignNotional": 4.256948383437323}, {"timestamp": "2020-08-12T07:16:34.321Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3730dc7-6954-7609-a436-afb16f021d56", "grossValue": 3752500, "homeNotional": 1.1344299489506522, "foreignNotional": 425.6948383437323}, {"timestamp": "2020-08-12T07:16:34.321Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b22b2006-4b54-b4b3-70e5-48f8266ae6ba", "grossValue": 1876250, "homeNotional": 0.5672149744753261, "foreignNotional": 212.84741917186614}]}
2020-08-12 10:16:34 DEBUG: message ignored
2020-08-12 10:16:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:34.891Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "56a44215-d2f1-1ce6-c22a-792d0bab6f38", "grossValue": 150100, "homeNotional": 0.04537719795802609, "foreignNotional": 17.027793533749293}]}
2020-08-12 10:16:34 DEBUG: message ignored
2020-08-12 10:16:35 DEBUG: check clearing time needed clearing_process_timer=875.295186
2020-08-12 10:16:35 DEBUG: check init order needed init_order_process_timer=975.29547
2020-08-12 10:16:36 DEBUG: check clearing time needed clearing_process_timer=876.296642
2020-08-12 10:16:36 DEBUG: check init order needed init_order_process_timer=976.296921
2020-08-12 10:16:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "7bffbe51-558d-72ba-bbae-dec641e33ada", "grossValue": 1876500, "homeNotional": 0.5672149744753261, "foreignNotional": 212.8757799205899}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dfaf891-7a84-d2d9-df06-79c91344802d", "grossValue": 37530000, "homeNotional": 11.344299489506524, "foreignNotional": 4257.515598411798}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d379271b-a2d6-aa2c-1580-0b0183ffb5b6", "grossValue": 750600, "homeNotional": 0.22688598979013047, "foreignNotional": 85.15031196823597}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1dced3c0-3d9d-9b2d-ac09-5951f0383b87", "grossValue": 900720, "homeNotional": 0.27226318774815655, "foreignNotional": 102.18037436188315}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a86d16d5-2344-4e12-0efb-32da165bd5a8", "grossValue": 37530, "homeNotional": 0.011344299489506523, "foreignNotional": 4.257515598411798}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d4bf728a-4403-ff47-f0d1-b045e53bcdbd", "grossValue": 37530, "homeNotional": 0.011344299489506523, "foreignNotional": 4.257515598411798}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "398f6450-4368-15a4-460e-f64983b67512", "grossValue": 3753000, "homeNotional": 1.1344299489506522, "foreignNotional": 425.7515598411798}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "dbdeb68b-90b8-0fb8-354a-f63c41e1bac8", "grossValue": 75060, "homeNotional": 0.022688598979013045, "foreignNotional": 8.515031196823596}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 484, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b13ead16-2e3b-300e-9823-7bdec1bf7378", "grossValue": 18164520, "homeNotional": 5.490640952921157, "foreignNotional": 2060.6375496313103}, {"timestamp": "2020-08-12T07:16:36.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 318, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "16bcab94-8aff-156e-c8ca-7a4aaf54236a", "grossValue": 11934540, "homeNotional": 3.6074872376630744, "foreignNotional": 1353.8899602949518}]}
2020-08-12 10:16:36 DEBUG: message ignored
2020-08-12 10:16:37 DEBUG: check clearing time needed clearing_process_timer=877.298183
2020-08-12 10:16:37 DEBUG: check init order needed init_order_process_timer=977.298471
2020-08-12 10:16:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:37.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b62940a5-cae5-d1fb-9416-f0355dc57dad", "grossValue": 4015710, "homeNotional": 1.213840045377198, "foreignNotional": 455.5541690300624}]}
2020-08-12 10:16:37 DEBUG: message ignored
2020-08-12 10:16:38 DEBUG: check clearing time needed clearing_process_timer=878.299685
2020-08-12 10:16:38 DEBUG: check init order needed init_order_process_timer=978.300042
2020-08-12 10:16:39 DEBUG: check clearing time needed clearing_process_timer=879.301283
2020-08-12 10:16:39 DEBUG: check init order needed init_order_process_timer=979.301616
2020-08-12 10:16:40 DEBUG: check clearing time needed clearing_process_timer=880.302843
2020-08-12 10:16:40 DEBUG: check init order needed init_order_process_timer=980.303154
2020-08-12 10:16:41 DEBUG: check clearing time needed clearing_process_timer=881.304466
2020-08-12 10:16:41 DEBUG: check init order needed init_order_process_timer=981.304729
2020-08-12 10:16:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:41.413Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "6abcb90f-4bf4-2af5-2f0d-1837c93b24a3", "grossValue": 18765000, "homeNotional": 5.672149744753262, "foreignNotional": 2128.757799205899}]}
2020-08-12 10:16:41 DEBUG: message ignored
2020-08-12 10:16:42 DEBUG: check clearing time needed clearing_process_timer=882.305357
2020-08-12 10:16:42 DEBUG: check init order needed init_order_process_timer=982.305626
2020-08-12 10:16:43 DEBUG: check clearing time needed clearing_process_timer=883.306625
2020-08-12 10:16:43 DEBUG: check init order needed init_order_process_timer=983.306928
2020-08-12 10:16:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:43.648Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "3fef7266-0a27-5438-d630-3e9499d134cd", "grossValue": 75060000, "homeNotional": 22.688598979013047, "foreignNotional": 8515.031196823596}]}
2020-08-12 10:16:43 DEBUG: message ignored
2020-08-12 10:16:44 DEBUG: check clearing time needed clearing_process_timer=884.307859
2020-08-12 10:16:44 DEBUG: check init order needed init_order_process_timer=984.308114
2020-08-12 10:16:45 DEBUG: check clearing time needed clearing_process_timer=885.309136
2020-08-12 10:16:45 DEBUG: check init order needed init_order_process_timer=985.309396
2020-08-12 10:16:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:45.555Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f89b5f7-27ff-26a1-d48b-510454f021b0", "grossValue": 11259000, "homeNotional": 3.403289846851957, "foreignNotional": 1277.2546795235394}]}
2020-08-12 10:16:45 DEBUG: message ignored
2020-08-12 10:16:46 DEBUG: check clearing time needed clearing_process_timer=886.310572
2020-08-12 10:16:46 DEBUG: check init order needed init_order_process_timer=986.310896
2020-08-12 10:16:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:46.292Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f3b1b76-59b1-a1a4-1ed2-a858150ec639", "grossValue": 187650000, "homeNotional": 56.72149744753261, "foreignNotional": 21287.577992058992}]}
2020-08-12 10:16:46 DEBUG: message ignored
2020-08-12 10:16:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:46.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "242a139a-6949-bb35-63b2-9d9019e5b4be", "grossValue": 412775, "homeNotional": 0.12478729438457176, "foreignNotional": 46.82643221781055}]}
2020-08-12 10:16:46 DEBUG: message ignored
2020-08-12 10:16:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:46.317Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a9d5ad4-4165-1e49-8395-1855bfa61790", "grossValue": 412775, "homeNotional": 0.12478729438457176, "foreignNotional": 46.82643221781055}]}
2020-08-12 10:16:46 DEBUG: message ignored
2020-08-12 10:16:47 DEBUG: check clearing time needed clearing_process_timer=887.312065
2020-08-12 10:16:47 DEBUG: check init order needed init_order_process_timer=987.312346
2020-08-12 10:16:48 DEBUG: check clearing time needed clearing_process_timer=888.313508
2020-08-12 10:16:48 DEBUG: check init order needed init_order_process_timer=988.313761
2020-08-12 10:16:49 DEBUG: check clearing time needed clearing_process_timer=889.314929
2020-08-12 10:16:49 DEBUG: check init order needed init_order_process_timer=989.315224
2020-08-12 10:16:50 DEBUG: check clearing time needed clearing_process_timer=890.316404
2020-08-12 10:16:50 DEBUG: check init order needed init_order_process_timer=990.31669
2020-08-12 10:16:51 DEBUG: check clearing time needed clearing_process_timer=891.317073
2020-08-12 10:16:51 DEBUG: check init order needed init_order_process_timer=991.317326
2020-08-12 10:16:52 DEBUG: check clearing time needed clearing_process_timer=892.318518
2020-08-12 10:16:52 DEBUG: check init order needed init_order_process_timer=992.318789
2020-08-12 10:16:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:52.546Z", "symbol": "ETHUSD", "side": "Sell", "size": 168, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "d57a8139-74dd-e978-fc0d-01c893839ddc", "grossValue": 6304200, "homeNotional": 1.905842314237096, "foreignNotional": 715.1673284174702}, {"timestamp": "2020-08-12T07:16:52.546Z", "symbol": "ETHUSD", "side": "Sell", "size": 715, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c753373d-53bc-0288-f2a2-5a0b594ba394", "grossValue": 26830375, "homeNotional": 8.111174134997164, "foreignNotional": 3043.7180941576858}]}
2020-08-12 10:16:52 DEBUG: message ignored
2020-08-12 10:16:53 DEBUG: check clearing time needed clearing_process_timer=893.319959
2020-08-12 10:16:53 DEBUG: check init order needed init_order_process_timer=993.320228
2020-08-12 10:16:54 DEBUG: check clearing time needed clearing_process_timer=894.321095
2020-08-12 10:16:54 DEBUG: check init order needed init_order_process_timer=994.321444
2020-08-12 10:16:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:54.579Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "b63dd2e9-6c15-3b43-b34a-1947d24f2e5f", "grossValue": 7506000, "homeNotional": 2.2688598979013044, "foreignNotional": 851.5031196823596}]}
2020-08-12 10:16:54 DEBUG: message ignored
2020-08-12 10:16:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:16:54.997Z", "symbol": "ETHUSD", "side": "Buy", "size": 1575, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1380cafc-2669-5981-0d63-1aacf19ea17f", "grossValue": 59109750, "homeNotional": 17.867271695972775, "foreignNotional": 6705.587067498582}, {"timestamp": "2020-08-12T07:16:54.997Z", "symbol": "ETHUSD", "side": "Buy", "size": 747, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "84ac1e4a-e72c-4d8e-9261-64d7f57549e8", "grossValue": 28034910, "homeNotional": 8.474191718661373, "foreignNotional": 3180.364152013613}, {"timestamp": "2020-08-12T07:16:54.997Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cf571cf-25f5-6128-f3fc-ce9444c145ff", "grossValue": 1951560, "homeNotional": 0.5899035734543392, "foreignNotional": 221.3908111174135}, {"timestamp": "2020-08-12T07:16:54.997Z", "symbol": "ETHUSD", "side": "Buy", "size": 1366, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b9423dd7-e5a4-0428-e337-0f233ab6bae7", "grossValue": 51265980, "homeNotional": 15.49631310266591, "foreignNotional": 5815.7663074305165}]}
2020-08-12 10:16:55 DEBUG: message ignored
2020-08-12 10:16:55 DEBUG: check clearing time needed clearing_process_timer=895.32269
2020-08-12 10:16:55 DEBUG: check init order needed init_order_process_timer=995.322977
2020-08-12 10:16:56 DEBUG: check clearing time needed clearing_process_timer=896.32421
2020-08-12 10:16:56 DEBUG: check init order needed init_order_process_timer=996.324532
2020-08-12 10:16:57 DEBUG: check clearing time needed clearing_process_timer=897.325221
2020-08-12 10:16:57 DEBUG: check init order needed init_order_process_timer=997.325557
2020-08-12 10:16:58 DEBUG: check clearing time needed clearing_process_timer=898.326785
2020-08-12 10:16:58 DEBUG: check init order needed init_order_process_timer=998.327056
2020-08-12 10:16:59 DEBUG: check clearing time needed clearing_process_timer=899.328237
2020-08-12 10:16:59 DEBUG: check init order needed init_order_process_timer=999.328494
2020-08-12 10:17:00 DEBUG: check clearing time needed clearing_process_timer=900.329654
2020-08-12 10:17:00 DEBUG: check init order needed init_order_process_timer=1000.329897
2020-08-12 10:17:01 DEBUG: check clearing time needed clearing_process_timer=901.331142
2020-08-12 10:17:01 DEBUG: check init order needed init_order_process_timer=1001.331441
2020-08-12 10:17:02 DEBUG: check clearing time needed clearing_process_timer=902.332627
2020-08-12 10:17:02 DEBUG: check init order needed init_order_process_timer=1002.332905
2020-08-12 10:17:03 DEBUG: check clearing time needed clearing_process_timer=903.334138
2020-08-12 10:17:03 DEBUG: check init order needed init_order_process_timer=1003.334405
2020-08-12 10:17:04 DEBUG: check clearing time needed clearing_process_timer=904.33562
2020-08-12 10:17:04 DEBUG: check init order needed init_order_process_timer=1004.335865
2020-08-12 10:17:05 DEBUG: check clearing time needed clearing_process_timer=905.33706
2020-08-12 10:17:05 DEBUG: check init order needed init_order_process_timer=1005.337332
2020-08-12 10:17:06 DEBUG: check clearing time needed clearing_process_timer=906.338527
2020-08-12 10:17:06 DEBUG: check init order needed init_order_process_timer=1006.338787
2020-08-12 10:17:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:06.340Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d30d3b4b-a033-6781-cce5-af2deda5c675", "grossValue": 15012000, "homeNotional": 4.538234626730202, "foreignNotional": 1703.1994554118448}]}
2020-08-12 10:17:06 DEBUG: message ignored
2020-08-12 10:17:07 DEBUG: check clearing time needed clearing_process_timer=907.339975
2020-08-12 10:17:07 DEBUG: check init order needed init_order_process_timer=1007.340267
2020-08-12 10:17:08 DEBUG: check clearing time needed clearing_process_timer=908.341482
2020-08-12 10:17:08 DEBUG: check init order needed init_order_process_timer=1008.341748
2020-08-12 10:17:09 DEBUG: check clearing time needed clearing_process_timer=909.342949
2020-08-12 10:17:09 DEBUG: check init order needed init_order_process_timer=1009.343245
2020-08-12 10:17:10 DEBUG: check clearing time needed clearing_process_timer=910.344449
2020-08-12 10:17:10 DEBUG: check init order needed init_order_process_timer=1010.34472
2020-08-12 10:17:11 DEBUG: check clearing time needed clearing_process_timer=911.345913
2020-08-12 10:17:11 DEBUG: check init order needed init_order_process_timer=1011.346197
2020-08-12 10:17:12 DEBUG: check clearing time needed clearing_process_timer=912.347361
2020-08-12 10:17:12 DEBUG: check init order needed init_order_process_timer=1012.347623
2020-08-12 10:17:13 DEBUG: check clearing time needed clearing_process_timer=913.348805
2020-08-12 10:17:13 DEBUG: check init order needed init_order_process_timer=1013.349173
2020-08-12 10:17:14 DEBUG: check clearing time needed clearing_process_timer=914.350398
2020-08-12 10:17:14 DEBUG: check init order needed init_order_process_timer=1014.350693
2020-08-12 10:17:15 DEBUG: check clearing time needed clearing_process_timer=915.351871
2020-08-12 10:17:15 DEBUG: check init order needed init_order_process_timer=1015.35219
2020-08-12 10:17:16 DEBUG: check clearing time needed clearing_process_timer=916.353411
2020-08-12 10:17:16 DEBUG: check init order needed init_order_process_timer=1016.353682
2020-08-12 10:17:17 DEBUG: check clearing time needed clearing_process_timer=917.354904
2020-08-12 10:17:17 DEBUG: check init order needed init_order_process_timer=1017.355187
2020-08-12 10:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:18.072Z", "symbol": "ETHUSD", "side": "Buy", "size": 4234, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "c42879ab-436d-5667-2282-0023a2144b95", "grossValue": 158902020, "homeNotional": 48.03721352393919, "foreignNotional": 18028.366235534377}, {"timestamp": "2020-08-12T07:17:18.072Z", "symbol": "ETHUSD", "side": "Buy", "size": 3585, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5ee2817f-0a77-2030-4c2d-0d0572107b7d", "grossValue": 134545050, "homeNotional": 40.67392784206943, "foreignNotional": 15264.925119128658}, {"timestamp": "2020-08-12T07:17:18.072Z", "symbol": "ETHUSD", "side": "Buy", "size": 187, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "115c4caa-d46f-f4df-8903-247b87af1940", "grossValue": 7018110, "homeNotional": 2.1216246879963694, "foreignNotional": 796.2457454050375}, {"timestamp": "2020-08-12T07:17:18.072Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "28c5b89f-b5bc-a026-b6ac-b931b4f0ab8a", "grossValue": 37530000, "homeNotional": 11.345586566825505, "foreignNotional": 4257.998638529612}, {"timestamp": "2020-08-12T07:17:18.072Z", "symbol": "ETHUSD", "side": "Buy", "size": 122, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "af9f2f2c-cc02-80dd-9cd3-6cf284c93eab", "grossValue": 4578660, "homeNotional": 1.3841615611527116, "foreignNotional": 519.4758339006127}]}
2020-08-12 10:17:18 DEBUG: message ignored
2020-08-12 10:17:18 DEBUG: check clearing time needed clearing_process_timer=918.356376
2020-08-12 10:17:18 DEBUG: check init order needed init_order_process_timer=1018.356646
2020-08-12 10:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:18.414Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "0fccd33e-8df2-b7c6-1b92-7f940e4d2fc8", "grossValue": 187675, "homeNotional": 0.056727932834127526, "foreignNotional": 21.292829589289767}]}
2020-08-12 10:17:18 DEBUG: message ignored
2020-08-12 10:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:18.439Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "0dba7a10-7ec6-2bb0-79ae-ee7a54d2feae", "grossValue": 450360, "homeNotional": 0.13614703880190607, "foreignNotional": 51.095983662355344}]}
2020-08-12 10:17:18 DEBUG: message ignored
2020-08-12 10:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:18.443Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f47c81e-1560-3068-14d8-0dcda3181aa5", "grossValue": 487890, "homeNotional": 0.14749262536873156, "foreignNotional": 55.35398230088496}]}
2020-08-12 10:17:18 DEBUG: message ignored
2020-08-12 10:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:18.446Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d7632c5-2d26-b865-a45c-b5a7bcd59ed2", "grossValue": 487890, "homeNotional": 0.14749262536873156, "foreignNotional": 55.35398230088496}]}
2020-08-12 10:17:18 DEBUG: message ignored
2020-08-12 10:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:18.449Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "83417afb-5570-32f4-8e6a-5dd63a3fe5c5", "grossValue": 487890, "homeNotional": 0.14749262536873156, "foreignNotional": 55.35398230088496}]}
2020-08-12 10:17:18 DEBUG: message ignored
2020-08-12 10:17:19 DEBUG: check clearing time needed clearing_process_timer=919.35783
2020-08-12 10:17:19 DEBUG: check init order needed init_order_process_timer=1019.358207
2020-08-12 10:17:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 2709, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "7a65c96e-6d32-25c6-efab-ab538922e9f0", "grossValue": 101682315, "homeNotional": 30.735194009530293, "foreignNotional": 11536.455071477196}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "0970c30e-4c82-e145-859e-9d41590bd060", "grossValue": 150140, "homeNotional": 0.04538234626730202, "foreignNotional": 17.034263671431813}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a0d53da-3ecb-a772-0a7b-a771f2662cce", "grossValue": 150140, "homeNotional": 0.04538234626730202, "foreignNotional": 17.034263671431813}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b792890-b64f-b514-39ce-8f9fb41d55ed", "grossValue": 2101960, "homeNotional": 0.6353528477422282, "foreignNotional": 238.47969140004537}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4b8de81-6827-efa9-48f3-496c52c1cdd9", "grossValue": 563025, "homeNotional": 0.17018379850238258, "foreignNotional": 63.8784887678693}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "71182ae2-69be-16de-863d-9af62c127142", "grossValue": 563025, "homeNotional": 0.17018379850238258, "foreignNotional": 63.8784887678693}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6c6755b-dd7c-7878-9fa9-cf1cfb9ddc84", "grossValue": 1126050, "homeNotional": 0.34036759700476515, "foreignNotional": 127.7569775357386}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "062f7c4e-4481-ce3b-2a0a-c493a1cc20fd", "grossValue": 3753500, "homeNotional": 1.1345586566825505, "foreignNotional": 425.85659178579533}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 762, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "1afb7a25-53cc-d48d-e7d0-18814eaad9c2", "grossValue": 28601670, "homeNotional": 8.645336963921034, "foreignNotional": 3245.0272294077604}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "c0c5d343-c67a-75ef-30b8-3f2db8d0eb85", "grossValue": 1764145, "homeNotional": 0.5332425686407988, "foreignNotional": 200.1525981393238}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 375.4, "tickDirection": "PlusTick", "trdMatchID": "16bce936-3304-1ce1-9975-7533f796f969", "grossValue": 1313900, "homeNotional": 0.3970955298388927, "foreignNotional": 149.0696619015203}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "7cd728a4-3668-2f10-0f90-e16f4f3b6a7c", "grossValue": 150160, "homeNotional": 0.04538234626730202, "foreignNotional": 17.036532788745177}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 169, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "414a96e6-9a0a-b439-8580-e76c798a4cbb", "grossValue": 6344260, "homeNotional": 1.9174041297935103, "foreignNotional": 719.7935103244838}, {"timestamp": "2020-08-12T07:17:20.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c7f9acf-c886-d12f-69f1-d5a1d44b564b", "grossValue": 1877000, "homeNotional": 0.5672793283412753, "foreignNotional": 212.95665985931473}]}
2020-08-12 10:17:20 DEBUG: message ignored
2020-08-12 10:17:20 DEBUG: check clearing time needed clearing_process_timer=920.359447
2020-08-12 10:17:20 DEBUG: check init order needed init_order_process_timer=1020.359736
2020-08-12 10:17:21 DEBUG: check clearing time needed clearing_process_timer=921.361
2020-08-12 10:17:21 DEBUG: check init order needed init_order_process_timer=1021.361418
2020-08-12 10:17:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "cddf46f7-a632-f2ef-5875-be1569c94952", "grossValue": 1576680, "homeNotional": 0.4765146358066712, "foreignNotional": 178.88359428182437}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0ac735dc-7126-2750-fb1f-374cffaac65f", "grossValue": 7508000, "homeNotional": 2.269117313365101, "foreignNotional": 851.8266394372589}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "783234d3-77c4-5a16-0cfd-0e42b5915a04", "grossValue": 37540, "homeNotional": 0.011345586566825504, "foreignNotional": 4.259133197186294}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "104c2d8e-054d-e9a2-7484-c43167314a05", "grossValue": 1163740, "homeNotional": 0.35171318357159065, "foreignNotional": 132.03312911277513}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "91be6de7-e140-b03e-a700-bc3802f07928", "grossValue": 2064700, "homeNotional": 0.6240072611754027, "foreignNotional": 234.2523258452462}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd8ca2c9-fb4f-46ea-1cc7-73e8b7f6528b", "grossValue": 1088660, "homeNotional": 0.32902201043793966, "foreignNotional": 123.51486271840254}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "df59c2c7-7353-295d-9f9e-80b69b220d0f", "grossValue": 525560, "homeNotional": 0.15883821193555706, "foreignNotional": 59.62786476060813}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "015e48e3-d1af-05c1-2131-427b9a90f41a", "grossValue": 337860, "homeNotional": 0.10211027910142954, "foreignNotional": 38.33219877467665}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e599c93-175d-305a-cd79-f450a137f4a6", "grossValue": 1163740, "homeNotional": 0.35171318357159065, "foreignNotional": 132.03312911277513}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "c489bee7-87b4-1b4b-067a-cd8075f7734e", "grossValue": 1238820, "homeNotional": 0.37440435670524164, "foreignNotional": 140.55139550714773}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "1374d325-e7bb-cc5f-1102-0220ec7edc76", "grossValue": 525560, "homeNotional": 0.15883821193555706, "foreignNotional": 59.62786476060813}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "51324a92-2c02-66e3-92c3-5bf7380a9924", "grossValue": 600640, "homeNotional": 0.18152938506920807, "foreignNotional": 68.14613115498071}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "37b74a9e-fe4d-ffa0-b205-e1d10c891a00", "grossValue": 300320, "homeNotional": 0.09076469253460404, "foreignNotional": 34.073065577490354}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "501d0f21-a42e-36ff-4d73-cb1fdf223aca", "grossValue": 525560, "homeNotional": 0.15883821193555706, "foreignNotional": 59.62786476060813}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "5bffb9a3-03b8-f4a8-1299-6fe82af4d524", "grossValue": 600640, "homeNotional": 0.18152938506920807, "foreignNotional": 68.14613115498071}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 156, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2af37b6e-2fbc-3a95-79eb-1c137fdfaaea", "grossValue": 5856240, "homeNotional": 1.7699115044247788, "foreignNotional": 664.4247787610619}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cd281ea-2222-4843-6730-d19c9053ad07", "grossValue": 375400, "homeNotional": 0.11345586566825505, "foreignNotional": 42.59133197186294}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 70, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b8a6bce-63d0-37de-eb56-ff88aca4f11d", "grossValue": 2627800, "homeNotional": 0.7941910596777854, "foreignNotional": 298.1393238030406}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f952125-ea68-6ddb-38ee-a66450dedd23", "grossValue": 525560, "homeNotional": 0.15883821193555706, "foreignNotional": 59.62786476060813}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d9a6c3e-1f4d-876e-1abe-95684e9976f3", "grossValue": 3754000, "homeNotional": 1.1345586566825505, "foreignNotional": 425.91331971862945}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "96706476-fb5c-5a58-5ccf-b31f490e42e2", "grossValue": 112620, "homeNotional": 0.03403675970047652, "foreignNotional": 12.777399591558883}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "c4a5f3fe-2c69-4cc1-4713-fd97138dcf13", "grossValue": 37545000, "homeNotional": 11.345586566825505, "foreignNotional": 4259.700476514636}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b4da4e5-2f6b-707b-e66d-7a225059ac09", "grossValue": 37545, "homeNotional": 0.011345586566825504, "foreignNotional": 4.259700476514636}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 161, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2fe7ffca-3731-0bb8-afaa-051f343edff0", "grossValue": 6044745, "homeNotional": 1.8266394372589063, "foreignNotional": 685.8117767188563}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "21d7f64c-6551-c678-a648-a0143b2ec1b9", "grossValue": 1576890, "homeNotional": 0.4765146358066712, "foreignNotional": 178.9074200136147}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "64a8cbcb-f203-0b2f-e095-79ee15172afa", "grossValue": 150180, "homeNotional": 0.04538234626730202, "foreignNotional": 17.038801906058545}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 258, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba1dbfc1-772c-7574-5a77-480156f43a48", "grossValue": 9686610, "homeNotional": 2.92716133424098, "foreignNotional": 1099.002722940776}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 129, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7ff8340-4bd1-794e-a72f-0564acc75102", "grossValue": 4843305, "homeNotional": 1.46358066712049, "foreignNotional": 549.501361470388}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d67aa5bb-b71d-fbc7-ed74-cc9f39607bbb", "grossValue": 375450, "homeNotional": 0.11345586566825505, "foreignNotional": 42.59700476514636}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "edc7976f-7d62-b11e-f92b-8c65ddeebc77", "grossValue": 1727070, "homeNotional": 0.5218969820739732, "foreignNotional": 195.94622191967323}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "231f6415-8b8e-8f49-fd95-b8a73634f673", "grossValue": 525630, "homeNotional": 0.15883821193555706, "foreignNotional": 59.635806671204904}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "123e824e-f75f-bc94-3c98-65ed1b155382", "grossValue": 225270, "homeNotional": 0.06807351940095303, "foreignNotional": 25.558202859087814}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4024f5a9-ccd9-01cf-b4e1-48d711fc4d41", "grossValue": 3754500, "homeNotional": 1.1345586566825505, "foreignNotional": 425.9700476514636}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 238, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4da90692-4b3b-4c69-f037-8b42492b69b6", "grossValue": 8935710, "homeNotional": 2.7002496029044702, "foreignNotional": 1013.8087134104833}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "2d8c9a06-f327-10bc-7014-4926f90d072e", "grossValue": 1126500, "homeNotional": 0.34036759700476515, "foreignNotional": 127.80803267528931}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d7978e6-e6c3-2e21-393d-e0fd9eed9733", "grossValue": 9387500, "homeNotional": 2.836396641706376, "foreignNotional": 1065.0669389607442}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "308625a8-4350-47e4-cb8b-f8ef7b477d6d", "grossValue": 18775000, "homeNotional": 5.672793283412752, "foreignNotional": 2130.1338779214884}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "d51ea3bf-32f4-9e87-1704-e8eb42d4a88e", "grossValue": 2102800, "homeNotional": 0.6353528477422282, "foreignNotional": 238.57499432720672}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf61fb87-fcff-6c46-9801-01efcf5522bf", "grossValue": 1126500, "homeNotional": 0.34036759700476515, "foreignNotional": 127.80803267528931}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "206bc40b-9151-367f-bc40-c99327b933f5", "grossValue": 262850, "homeNotional": 0.07941910596777853, "foreignNotional": 29.82187429090084}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7974895-0a3a-d944-dd08-37a101436536", "grossValue": 112650, "homeNotional": 0.03403675970047652, "foreignNotional": 12.780803267528931}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf385e7a-1708-3d2f-c6e0-0cf51864915c", "grossValue": 375500, "homeNotional": 0.11345586566825505, "foreignNotional": 42.60267755842977}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "3c15b411-3e26-0cb7-35ed-e8dd10a969eb", "grossValue": 225300, "homeNotional": 0.06807351940095303, "foreignNotional": 25.561606535057862}, {"timestamp": "2020-08-12T07:17:21.404Z", "symbol": "ETHUSD", "side": "Buy", "size": 233, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "26763e1b-4f7e-3a91-2333-2840a1af5422", "grossValue": 8749150, "homeNotional": 2.6435216700703426, "foreignNotional": 992.6423871114137}]}
2020-08-12 10:17:21 DEBUG: message ignored
2020-08-12 10:17:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:21.416Z", "symbol": "ETHUSD", "side": "Buy", "size": 767, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f65ed065-8f16-32df-c540-f0e4c2215764", "grossValue": 28800850, "homeNotional": 8.702064896755163, "foreignNotional": 3267.6253687315634}, {"timestamp": "2020-08-12T07:17:21.416Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "6aaad498-6546-8e27-5ecc-746fb5a4e40c", "grossValue": 37550, "homeNotional": 0.011345586566825504, "foreignNotional": 4.260267755842977}, {"timestamp": "2020-08-12T07:17:21.416Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "b12e63c8-8d2a-e0e7-e3e6-e98b9f445ef5", "grossValue": 3755000, "homeNotional": 1.1345586566825505, "foreignNotional": 426.0267755842977}, {"timestamp": "2020-08-12T07:17:21.416Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a2b7ad2-f9a6-737e-a64f-e603bc75ab40", "grossValue": 3755000, "homeNotional": 1.1345586566825505, "foreignNotional": 426.0267755842977}, {"timestamp": "2020-08-12T07:17:21.416Z", "symbol": "ETHUSD", "side": "Buy", "size": 2032, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "a04856b8-5692-c01f-d252-bc6dd17505d4", "grossValue": 76301600, "homeNotional": 23.054231903789425, "foreignNotional": 8656.86407987293}]}
2020-08-12 10:17:21 DEBUG: message ignored
2020-08-12 10:17:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:21.420Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "12d799cd-7d3f-bb85-2240-ad7d10686527", "grossValue": 2816250, "homeNotional": 0.8509189925119128, "foreignNotional": 319.5200816882233}]}
2020-08-12 10:17:21 DEBUG: message ignored
2020-08-12 10:17:22 DEBUG: check clearing time needed clearing_process_timer=922.362648
2020-08-12 10:17:22 DEBUG: check init order needed init_order_process_timer=1022.362961
2020-08-12 10:17:23 DEBUG: check clearing time needed clearing_process_timer=923.364226
2020-08-12 10:17:23 DEBUG: check init order needed init_order_process_timer=1023.364502
2020-08-12 10:17:24 DEBUG: check clearing time needed clearing_process_timer=924.365678
2020-08-12 10:17:24 DEBUG: check init order needed init_order_process_timer=1024.365986
2020-08-12 10:17:25 DEBUG: check clearing time needed clearing_process_timer=925.367205
2020-08-12 10:17:25 DEBUG: check init order needed init_order_process_timer=1025.367524
2020-08-12 10:17:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:25.647Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.55, "tickDirection": "PlusTick", "trdMatchID": "b672c303-f9a2-0b87-5123-a295135c9fcb", "grossValue": 3755500, "homeNotional": 1.1345586566825505, "foreignNotional": 426.0835035171318}]}
2020-08-12 10:17:25 DEBUG: message ignored
2020-08-12 10:17:26 DEBUG: check clearing time needed clearing_process_timer=926.368774
2020-08-12 10:17:26 DEBUG: check init order needed init_order_process_timer=1026.369155
2020-08-12 10:17:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:26.709Z", "symbol": "ETHUSD", "side": "Buy", "size": 1900, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "edbeb743-f79c-05d4-a0cb-3fec1c8d70cd", "grossValue": 71354500, "homeNotional": 21.55661447696846, "foreignNotional": 8095.586566825505}, {"timestamp": "2020-08-12T07:17:26.709Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "adf834c8-d12a-37d1-9dcb-7e30d29ab339", "grossValue": 3755500, "homeNotional": 1.1345586566825505, "foreignNotional": 426.0835035171318}, {"timestamp": "2020-08-12T07:17:26.709Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "8c05c675-462e-c2ce-669b-013095800bb5", "grossValue": 37555, "homeNotional": 0.011345586566825504, "foreignNotional": 4.2608350351713185}, {"timestamp": "2020-08-12T07:17:26.709Z", "symbol": "ETHUSD", "side": "Buy", "size": 484, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e17978c-b15a-0f00-b2c3-76c588ec6e5d", "grossValue": 18176620, "homeNotional": 5.4912638983435444, "foreignNotional": 2062.244157022918}, {"timestamp": "2020-08-12T07:17:26.709Z", "symbol": "ETHUSD", "side": "Buy", "size": 430, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "3f5081a1-a78e-9d02-3a54-80bd4e55f9ba", "grossValue": 16148650, "homeNotional": 4.878602223734967, "foreignNotional": 1832.159065123667}]}
2020-08-12 10:17:26 DEBUG: message ignored
2020-08-12 10:17:27 DEBUG: check clearing time needed clearing_process_timer=927.370385
2020-08-12 10:17:27 DEBUG: check init order needed init_order_process_timer=1027.370693
2020-08-12 10:17:28 DEBUG: check clearing time needed clearing_process_timer=928.371937
2020-08-12 10:17:28 DEBUG: check init order needed init_order_process_timer=1028.372227
2020-08-12 10:17:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:29.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 375.6, "tickDirection": "PlusTick", "trdMatchID": "3da553bd-da6a-3ac1-822d-964bf9e186cd", "grossValue": 2103360, "homeNotional": 0.6353528477422282, "foreignNotional": 238.63852961198094}, {"timestamp": "2020-08-12T07:17:29.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 397, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "4fc099d6-c0f0-b088-d1f0-3e896fa98977", "grossValue": 14911320, "homeNotional": 4.504197867029726, "foreignNotional": 1691.7767188563648}]}
2020-08-12 10:17:29 DEBUG: message ignored
2020-08-12 10:17:29 DEBUG: check clearing time needed clearing_process_timer=929.373422
2020-08-12 10:17:29 DEBUG: check init order needed init_order_process_timer=1029.373719
2020-08-12 10:17:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:29.665Z", "symbol": "ETHUSD", "side": "Buy", "size": 446, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9734644d-0fe6-b178-210d-413c805fbe8a", "grossValue": 16751760, "homeNotional": 5.060131608804175, "foreignNotional": 1900.585432266848}]}
2020-08-12 10:17:29 DEBUG: message ignored
2020-08-12 10:17:30 DEBUG: check clearing time needed clearing_process_timer=930.374938
2020-08-12 10:17:30 DEBUG: check init order needed init_order_process_timer=1030.375248
2020-08-12 10:17:31 DEBUG: check clearing time needed clearing_process_timer=931.376445
2020-08-12 10:17:31 DEBUG: check init order needed init_order_process_timer=1031.376713
2020-08-12 10:17:32 DEBUG: check clearing time needed clearing_process_timer=932.37797
2020-08-12 10:17:32 DEBUG: check init order needed init_order_process_timer=1032.378244
2020-08-12 10:17:33 DEBUG: check clearing time needed clearing_process_timer=933.379505
2020-08-12 10:17:33 DEBUG: check init order needed init_order_process_timer=1033.379822
2020-08-12 10:17:34 DEBUG: check clearing time needed clearing_process_timer=934.38107
2020-08-12 10:17:34 DEBUG: check init order needed init_order_process_timer=1034.381385
2020-08-12 10:17:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:34.939Z", "symbol": "ETHUSD", "side": "Buy", "size": 157, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "0448674d-9fc9-81bc-778f-920c909638b2", "grossValue": 5896920, "homeNotional": 1.7824704813805632, "foreignNotional": 669.4959128065395}, {"timestamp": "2020-08-12T07:17:34.939Z", "symbol": "ETHUSD", "side": "Buy", "size": 183, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "67940fa0-8ab3-af7a-e2ff-111ceff32e58", "grossValue": 6873480, "homeNotional": 2.077656675749319, "foreignNotional": 780.3678474114441}]}
2020-08-12 10:17:34 DEBUG: message ignored
2020-08-12 10:17:35 DEBUG: check clearing time needed clearing_process_timer=935.382661
2020-08-12 10:17:35 DEBUG: check init order needed init_order_process_timer=1035.383
2020-08-12 10:17:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:35.592Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "36011301-1f3a-4a96-05a4-f54486af446d", "grossValue": 638520, "homeNotional": 0.1930063578564941, "foreignNotional": 72.49318801089919}, {"timestamp": "2020-08-12T07:17:35.592Z", "symbol": "ETHUSD", "side": "Buy", "size": 4983, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ecaaca37-f521-7dbf-82c9-bdf9f38d892a", "grossValue": 187161480, "homeNotional": 56.573569482288825, "foreignNotional": 21249.032697547686}]}
2020-08-12 10:17:35 DEBUG: message ignored
2020-08-12 10:17:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:35.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "cfd3d783-8de3-d90a-3ce4-60cd3ff97e42", "grossValue": 638520, "homeNotional": 0.1930063578564941, "foreignNotional": 72.49318801089919}]}
2020-08-12 10:17:35 DEBUG: message ignored
2020-08-12 10:17:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:35.794Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 375.65, "tickDirection": "PlusTick", "trdMatchID": "361c0e9c-b5ac-2930-4f7e-d9281f422cec", "grossValue": 2103640, "homeNotional": 0.6357856494096276, "foreignNotional": 238.8328792007266}, {"timestamp": "2020-08-12T07:17:35.794Z", "symbol": "ETHUSD", "side": "Buy", "size": 112, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "614616b5-7996-3f2b-242f-fe9294bc9342", "grossValue": 4207280, "homeNotional": 1.2715712988192551, "foreignNotional": 477.6657584014532}, {"timestamp": "2020-08-12T07:17:35.794Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "32733651-6bdf-b4d4-1333-a3ab4d65d78d", "grossValue": 1126950, "homeNotional": 0.3405994550408719, "foreignNotional": 127.94618528610354}, {"timestamp": "2020-08-12T07:17:35.794Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "17c4017e-02ad-6c8e-7bd2-6071f497b7d0", "grossValue": 1953380, "homeNotional": 0.5903723887375113, "foreignNotional": 221.77338782924613}]}
2020-08-12 10:17:35 DEBUG: message ignored
2020-08-12 10:17:36 DEBUG: check clearing time needed clearing_process_timer=936.384237
2020-08-12 10:17:36 DEBUG: check init order needed init_order_process_timer=1036.384554
2020-08-12 10:17:37 DEBUG: check clearing time needed clearing_process_timer=937.385784
2020-08-12 10:17:37 DEBUG: check init order needed init_order_process_timer=1037.386101
2020-08-12 10:17:38 DEBUG: check clearing time needed clearing_process_timer=938.387341
2020-08-12 10:17:38 DEBUG: check init order needed init_order_process_timer=1038.387639
2020-08-12 10:17:39 DEBUG: check clearing time needed clearing_process_timer=939.388834
2020-08-12 10:17:39 DEBUG: check init order needed init_order_process_timer=1039.389119
2020-08-12 10:17:40 DEBUG: check clearing time needed clearing_process_timer=940.390336
2020-08-12 10:17:40 DEBUG: check init order needed init_order_process_timer=1040.39068
2020-08-12 10:17:41 DEBUG: check clearing time needed clearing_process_timer=941.391186
2020-08-12 10:17:41 DEBUG: check init order needed init_order_process_timer=1041.39152
2020-08-12 10:17:42 DEBUG: check clearing time needed clearing_process_timer=942.392749
2020-08-12 10:17:42 DEBUG: check init order needed init_order_process_timer=1042.393094
2020-08-12 10:17:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:42.467Z", "symbol": "ETHUSD", "side": "Buy", "size": 248, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "30defd5f-f0a6-2828-0608-8e2eba53e50e", "grossValue": 9316120, "homeNotional": 2.815622161671208, "foreignNotional": 1057.6884650317893}, {"timestamp": "2020-08-12T07:17:42.467Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "54083006-3fa9-1792-f91f-ecde4c423481", "grossValue": 187825, "homeNotional": 0.05676657584014532, "foreignNotional": 21.32436421435059}, {"timestamp": "2020-08-12T07:17:42.467Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "888814bc-b5ec-16ad-0f9c-1ec8b31ff155", "grossValue": 75130000, "homeNotional": 22.70663033605813, "foreignNotional": 8529.745685740236}, {"timestamp": "2020-08-12T07:17:42.467Z", "symbol": "ETHUSD", "side": "Buy", "size": 388, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd04bc40-c596-977d-e1fc-7397b8b50315", "grossValue": 14575220, "homeNotional": 4.405086285195277, "foreignNotional": 1654.7706630336058}]}
2020-08-12 10:17:42 DEBUG: message ignored
2020-08-12 10:17:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:42.581Z", "symbol": "ETHUSD", "side": "Buy", "size": 1612, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c693184-3346-f835-cafe-4aed67eecb11", "grossValue": 60554780, "homeNotional": 18.30154405086285, "foreignNotional": 6874.975022706631}, {"timestamp": "2020-08-12T07:17:42.581Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2af01e02-9aca-58c8-16ae-49ad85a2f493", "grossValue": 7513000, "homeNotional": 2.270663033605813, "foreignNotional": 852.9745685740236}, {"timestamp": "2020-08-12T07:17:42.581Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6057d450-a3ba-6aba-effc-1243f2978a0b", "grossValue": 7513000, "homeNotional": 2.270663033605813, "foreignNotional": 852.9745685740236}, {"timestamp": "2020-08-12T07:17:42.581Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "18ed7081-3bd1-721d-8ec5-c67cd7c9d29d", "grossValue": 37565, "homeNotional": 0.011353315168029064, "foreignNotional": 4.264872842870118}]}
2020-08-12 10:17:42 DEBUG: message ignored
2020-08-12 10:17:43 DEBUG: check clearing time needed clearing_process_timer=943.394314
2020-08-12 10:17:43 DEBUG: check init order needed init_order_process_timer=1043.394596
2020-08-12 10:17:44 DEBUG: check clearing time needed clearing_process_timer=944.395769
2020-08-12 10:17:44 DEBUG: check init order needed init_order_process_timer=1044.396056
2020-08-12 10:17:45 DEBUG: check clearing time needed clearing_process_timer=945.397236
2020-08-12 10:17:45 DEBUG: check init order needed init_order_process_timer=1045.397492
2020-08-12 10:17:46 DEBUG: check clearing time needed clearing_process_timer=946.398746
2020-08-12 10:17:46 DEBUG: check init order needed init_order_process_timer=1046.399026
2020-08-12 10:17:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:46.426Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 375.7, "tickDirection": "PlusTick", "trdMatchID": "15144632-380f-a123-0417-65496e4d86fe", "grossValue": 751400, "homeNotional": 0.22706630336058128, "foreignNotional": 85.30881017257039}]}
2020-08-12 10:17:46 DEBUG: message ignored
2020-08-12 10:17:47 DEBUG: check clearing time needed clearing_process_timer=947.400225
2020-08-12 10:17:47 DEBUG: check init order needed init_order_process_timer=1047.400494
2020-08-12 10:17:48 DEBUG: check clearing time needed clearing_process_timer=948.401679
2020-08-12 10:17:48 DEBUG: check init order needed init_order_process_timer=1048.402013
2020-08-12 10:17:49 DEBUG: check clearing time needed clearing_process_timer=949.403198
2020-08-12 10:17:49 DEBUG: check init order needed init_order_process_timer=1049.403458
2020-08-12 10:17:50 DEBUG: check clearing time needed clearing_process_timer=950.404638
2020-08-12 10:17:50 DEBUG: check init order needed init_order_process_timer=1050.404896
2020-08-12 10:17:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:50.608Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ff8c809-1784-bcd4-5ad5-a006676ca12f", "grossValue": 37570, "homeNotional": 0.011353315168029064, "foreignNotional": 4.26544050862852}]}
2020-08-12 10:17:50 DEBUG: message ignored
2020-08-12 10:17:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 79, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7047d17-a137-c531-ad69-0d4757636890", "grossValue": 2968030, "homeNotional": 0.8969118982742961, "foreignNotional": 336.96980018165306}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "36f2bce2-2890-9110-063f-60db787db803", "grossValue": 262990, "homeNotional": 0.07947320617620345, "foreignNotional": 29.85808356039964}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf163882-26dd-11eb-2386-6d43adb94f7c", "grossValue": 37570000, "homeNotional": 11.353315168029065, "foreignNotional": 4265.44050862852}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "e7787092-2f25-0f56-e599-c20ec6bf1e5e", "grossValue": 3757000, "homeNotional": 1.1353315168029066, "foreignNotional": 426.544050862852}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "243ca182-ecd7-2059-4412-d0d78e8896b6", "grossValue": 3757000, "homeNotional": 1.1353315168029066, "foreignNotional": 426.544050862852}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "648543bd-c12c-7ab7-f3e6-cd4b3aaa95ce", "grossValue": 30056000, "homeNotional": 9.082652134423252, "foreignNotional": 3412.352406902816}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "8e4ddfb5-213f-ff7c-9dd5-2f1b66c0cadc", "grossValue": 7514000, "homeNotional": 2.270663033605813, "foreignNotional": 853.088101725704}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.75, "tickDirection": "PlusTick", "trdMatchID": "8b3e2f3e-48c2-d36d-ad77-9fde6ce92afd", "grossValue": 3757500, "homeNotional": 1.1353315168029066, "foreignNotional": 426.6008174386921}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 375.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e9acef3-7cc5-4d6e-37c9-1d176d211e09", "grossValue": 30060000, "homeNotional": 9.082652134423252, "foreignNotional": 3412.806539509537}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "547758aa-6e4b-3c63-26c7-b3d397b465bc", "grossValue": 37575, "homeNotional": 0.011353315168029064, "foreignNotional": 4.266008174386921}, {"timestamp": "2020-08-12T07:17:50.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 1813, "price": 375.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "e2efd88c-39f4-deae-b229-81e8b4f68d4f", "grossValue": 68123475, "homeNotional": 20.583560399636696, "foreignNotional": 7734.272820163488}]}
2020-08-12 10:17:50 DEBUG: message ignored
2020-08-12 10:17:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 1772, "price": 375.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "76a3423c-755a-7812-756f-363568eb913d", "grossValue": 66582900, "homeNotional": 20.118074477747502, "foreignNotional": 7559.366485013624}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 375.8, "tickDirection": "PlusTick", "trdMatchID": "1c1f7dee-68a1-ff43-0be9-1fdac401120d", "grossValue": 901920, "homeNotional": 0.2724795640326976, "foreignNotional": 102.39782016348774}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "42656df7-1cb1-14d3-8f1c-c65e553748b6", "grossValue": 1127400, "homeNotional": 0.3405994550408719, "foreignNotional": 127.99727520435967}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "6890fe78-b29f-01e7-49bb-a993aca8a022", "grossValue": 150320, "homeNotional": 0.045413260672116255, "foreignNotional": 17.06630336058129}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 1200, "price": 375.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "30f1ec86-53ad-542a-2e1e-90e8fb31f07a", "grossValue": 45096000, "homeNotional": 13.623978201634877, "foreignNotional": 5119.891008174387}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba48a0ef-daa3-f98d-19e4-4dd2d04aabe1", "grossValue": 7516000, "homeNotional": 2.270663033605813, "foreignNotional": 853.3151680290645}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a67fc435-6c5c-b1cc-cf8c-eda212b4ac96", "grossValue": 37580, "homeNotional": 0.011353315168029064, "foreignNotional": 4.266575840145323}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c5874e8-3591-92ec-d0f6-02abe12845c9", "grossValue": 225480, "homeNotional": 0.0681198910081744, "foreignNotional": 25.599455040871934}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 375.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a90c4bd-5a2f-ed86-b48f-4112412dc658", "grossValue": 2818500, "homeNotional": 0.8514986376021798, "foreignNotional": 319.9931880108992}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.85, "tickDirection": "PlusTick", "trdMatchID": "c81182d3-ee4a-6512-4283-bdd23425e5c9", "grossValue": 9396250, "homeNotional": 2.838328792007266, "foreignNotional": 1066.785876475931}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dfccd15-47f0-f9b2-7bc5-6d846e9aaa05", "grossValue": 7517000, "homeNotional": 2.270663033605813, "foreignNotional": 853.4287011807447}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 1400, "price": 375.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d8c6e3d-7a09-5015-bf78-77e04af8d40c", "grossValue": 52619000, "homeNotional": 15.894641235240691, "foreignNotional": 5974.000908265213}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "49f49301-0191-885c-68d9-ab745388553e", "grossValue": 187925, "homeNotional": 0.05676657584014532, "foreignNotional": 21.335717529518618}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 3585, "price": 375.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "a687ada2-51ed-1e2c-9174-12547e5445b4", "grossValue": 134742225, "homeNotional": 40.701634877384194, "foreignNotional": 15297.70946866485}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 375.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "64fbb9ef-74fe-91c8-4b81-b35a532f8f54", "grossValue": 2104760, "homeNotional": 0.6357856494096276, "foreignNotional": 238.96003633060855}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 762, "price": 375.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "739fd151-ef52-6c4e-7b70-731837df68e3", "grossValue": 28639770, "homeNotional": 8.651226158038147, "foreignNotional": 3251.5633514986375}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.9, "tickDirection": "PlusTick", "trdMatchID": "14ea72d3-8edb-095a-aab0-f8746ded82ac", "grossValue": 112770, "homeNotional": 0.0340599455040872, "foreignNotional": 12.803133514986376}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 1600, "price": 375.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "95304d23-c62d-e52b-387f-d7e4121ef1e4", "grossValue": 60144000, "homeNotional": 18.165304268846505, "foreignNotional": 6828.337874659401}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9174eff7-921b-2ca2-a4a9-e8cfd2e2a321", "grossValue": 7518000, "homeNotional": 2.270663033605813, "foreignNotional": 853.5422343324251}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 600, "price": 375.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "377c23f1-7c19-54aa-de00-7aa460001f76", "grossValue": 22554000, "homeNotional": 6.8119891008174385, "foreignNotional": 2560.626702997275}, {"timestamp": "2020-08-12T07:17:50.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 375.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "3d5e7f3f-2a21-b9bd-02f3-b204bb850878", "grossValue": 1014930, "homeNotional": 0.3065395095367847, "foreignNotional": 115.22820163487738}]}
2020-08-12 10:17:50 DEBUG: message ignored
2020-08-12 10:17:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 3650, "price": 375.85, "tickDirection": "MinusTick", "trdMatchID": "91d46e8d-932a-9600-52ba-4eed51b15235", "grossValue": 137185250, "homeNotional": 41.439600363306084, "foreignNotional": 15575.073796548591}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7cc27f84-73df-2be6-5a7b-60e27f65365b", "grossValue": 225510000, "homeNotional": 68.11989100817439, "foreignNotional": 25602.861035422342}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9193d948-30df-7524-8707-15ed7d812d22", "grossValue": 150340000, "homeNotional": 45.41326067211626, "foreignNotional": 17068.574023614896}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 5230, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "21a732da-e063-c9b1-e7a3-86769e7d4061", "grossValue": 196569550, "homeNotional": 59.37783832879201, "foreignNotional": 22317.160535876475}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 254, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "64a21c26-c039-5898-9ab8-9711fcdbdf7c", "grossValue": 9546590, "homeNotional": 2.8837420526793824, "foreignNotional": 1083.854450499546}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 9843, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "73d963b1-5ba2-0bb8-29da-9310678f1de4", "grossValue": 369949155, "homeNotional": 111.75068119891009, "foreignNotional": 42001.49352861036}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b363ee9-d371-1b0b-cc52-a64103c75a53", "grossValue": 75170000, "homeNotional": 22.70663033605813, "foreignNotional": 8534.287011807448}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 213, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad19f2f4-b98a-46c6-ddf6-e23c29b98b88", "grossValue": 8005605, "homeNotional": 2.4182561307901906, "foreignNotional": 908.9015667574932}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d565b53-eb31-59ad-3af3-8658d5ebbf10", "grossValue": 375850000, "homeNotional": 113.53315168029064, "foreignNotional": 42671.43505903724}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 238, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d334780-d6bb-9196-fb44-d59907644c3d", "grossValue": 8945230, "homeNotional": 2.7020890099909174, "foreignNotional": 1015.5801544050863}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "223ff33a-1922-3f00-278f-18ab8d6ffbac", "grossValue": 225510000, "homeNotional": 68.11989100817439, "foreignNotional": 25602.861035422342}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "61917683-f312-faac-de85-b2dc948e9506", "grossValue": 37585000, "homeNotional": 11.353315168029065, "foreignNotional": 4267.143505903724}, {"timestamp": "2020-08-12T07:17:50.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 375.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "042b9cff-69b0-b29a-a0e2-322373c2c6e6", "grossValue": 4698125, "homeNotional": 1.419164396003633, "foreignNotional": 533.3929382379655}]}
2020-08-12 10:17:50 DEBUG: message ignored
2020-08-12 10:17:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:50.986Z", "symbol": "ETHUSD", "side": "Sell", "size": 882, "price": 375.8, "tickDirection": "MinusTick", "trdMatchID": "4cb0b78f-591d-1514-3cb2-af5dcf221be8", "grossValue": 33145560, "homeNotional": 10.013623978201634, "foreignNotional": 3763.1198910081744}]}
2020-08-12 10:17:51 DEBUG: message ignored
2020-08-12 10:17:51 DEBUG: check clearing time needed clearing_process_timer=951.406172
2020-08-12 10:17:51 DEBUG: check init order needed init_order_process_timer=1051.406473
2020-08-12 10:17:52 DEBUG: check clearing time needed clearing_process_timer=952.407704
2020-08-12 10:17:52 DEBUG: check init order needed init_order_process_timer=1052.407963
2020-08-12 10:17:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "e48e7015-d444-795a-7fa1-b9379744ea1d", "grossValue": 18790000, "homeNotional": 5.676657584014532, "foreignNotional": 2133.287920072661}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "8be56904-46d0-f1ef-eb78-55fca44436d6", "grossValue": 75160000, "homeNotional": 22.70663033605813, "foreignNotional": 8533.151680290644}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "766c7dca-ba3b-1bd6-eaa3-4c738745f382", "grossValue": 225480000, "homeNotional": 68.11989100817439, "foreignNotional": 25599.455040871933}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 501, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "35d1b5a6-a8f1-1b7a-f5ad-1da3ef9cc67b", "grossValue": 18827580, "homeNotional": 5.6880108991825615, "foreignNotional": 2137.5544959128065}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "77943980-4a1a-33ed-e79b-3f4268e9a521", "grossValue": 375800, "homeNotional": 0.11353315168029064, "foreignNotional": 42.665758401453225}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 152, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "518b0cc2-6bef-e669-b339-cc3cb23b69eb", "grossValue": 5712160, "homeNotional": 1.7257039055404177, "foreignNotional": 648.519527702089}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 12999, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "79635cc0-353c-872a-e269-e2cd29f3afa9", "grossValue": 488502420, "homeNotional": 147.58174386920982, "foreignNotional": 55461.219346049045}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 8696, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "e44fea7c-0992-b23b-c12e-79e26c8a4d15", "grossValue": 326795680, "homeNotional": 98.72842870118075, "foreignNotional": 37102.143505903725}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "97d6568c-347f-4afb-3033-8300f0417c73", "grossValue": 789180, "homeNotional": 0.23841961852861035, "foreignNotional": 89.59809264305177}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f49261e-cc00-bbfe-d11b-b4bb88d785cc", "grossValue": 7403260, "homeNotional": 2.2366030881017256, "foreignNotional": 840.5154405086286}, {"timestamp": "2020-08-12T07:17:53.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "23926f1c-2278-e68c-c3fe-603aee0fdb40", "grossValue": 18790000, "homeNotional": 5.676657584014532, "foreignNotional": 2133.287920072661}]}
2020-08-12 10:17:53 DEBUG: message ignored
2020-08-12 10:17:53 DEBUG: check clearing time needed clearing_process_timer=953.409137
2020-08-12 10:17:53 DEBUG: check init order needed init_order_process_timer=1053.409427
2020-08-12 10:17:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:53.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.75, "tickDirection": "MinusTick", "trdMatchID": "acb60190-a433-7af8-6c2d-45dbefc7774b", "grossValue": 75150000, "homeNotional": 22.70663033605813, "foreignNotional": 8532.016348773843}, {"timestamp": "2020-08-12T07:17:53.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "29e1805f-b9c9-1256-a7dd-41a3972536b6", "grossValue": 18787500, "homeNotional": 5.676657584014532, "foreignNotional": 2133.0040871934607}, {"timestamp": "2020-08-12T07:17:53.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "11463d78-a395-ce07-2e68-5257794b09f5", "grossValue": 751500, "homeNotional": 0.22706630336058128, "foreignNotional": 85.32016348773843}, {"timestamp": "2020-08-12T07:17:53.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 703, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "6dc8f2c1-ca84-7b36-2cf2-dbf538da8e25", "grossValue": 26415225, "homeNotional": 7.981380563124432, "foreignNotional": 2999.0037465940054}, {"timestamp": "2020-08-12T07:17:53.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "03c4eed1-df4e-cd0f-86d5-81418973d376", "grossValue": 375750, "homeNotional": 0.11353315168029064, "foreignNotional": 42.66008174386921}, {"timestamp": "2020-08-12T07:17:53.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 175, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "75cb7e91-4bb2-b5cf-5171-4f5348c09210", "grossValue": 6575625, "homeNotional": 1.9868301544050864, "foreignNotional": 746.5514305177112}, {"timestamp": "2020-08-12T07:17:53.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9fe5e11a-7f70-a29f-c120-9ba836219fb1", "grossValue": 37575000, "homeNotional": 11.353315168029065, "foreignNotional": 4266.008174386921}]}
2020-08-12 10:17:53 DEBUG: message ignored
2020-08-12 10:17:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:17:54.233Z", "symbol": "ETHUSD", "side": "Sell", "size": 1995, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8c31d8a3-bee9-d63c-fb0c-33b0a3f03c17", "grossValue": 74962125, "homeNotional": 22.649863760217983, "foreignNotional": 8510.686307901908}]}
2020-08-12 10:17:54 DEBUG: message ignored
2020-08-12 10:17:54 DEBUG: check clearing time needed clearing_process_timer=954.410635
2020-08-12 10:17:54 DEBUG: check init order needed init_order_process_timer=1054.410957
2020-08-12 10:17:55 DEBUG: check clearing time needed clearing_process_timer=955.412181
2020-08-12 10:17:55 DEBUG: check init order needed init_order_process_timer=1055.412481
2020-08-12 10:17:56 DEBUG: check clearing time needed clearing_process_timer=956.413736
2020-08-12 10:17:56 DEBUG: check init order needed init_order_process_timer=1056.414037
2020-08-12 10:17:57 DEBUG: check clearing time needed clearing_process_timer=957.415241
2020-08-12 10:17:57 DEBUG: check init order needed init_order_process_timer=1057.41555
2020-08-12 10:17:58 DEBUG: check clearing time needed clearing_process_timer=958.416775
2020-08-12 10:17:58 DEBUG: check init order needed init_order_process_timer=1058.417107
2020-08-12 10:17:59 DEBUG: check clearing time needed clearing_process_timer=959.418322
2020-08-12 10:17:59 DEBUG: check init order needed init_order_process_timer=1059.418641
2020-08-12 10:18:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:18:00.152Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 375.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ccdd72f-f31f-161f-69a6-033b96bfc4f5", "grossValue": 75150, "homeNotional": 0.02271694684234439, "foreignNotional": 8.535892776010904}]}
2020-08-12 10:18:00 DEBUG: message ignored
2020-08-12 10:18:00 DEBUG: check clearing time needed clearing_process_timer=960.419829
2020-08-12 10:18:00 DEBUG: check init order needed init_order_process_timer=1060.42011
2020-08-12 10:18:01 DEBUG: check clearing time needed clearing_process_timer=961.421291
2020-08-12 10:18:01 DEBUG: check init order needed init_order_process_timer=1061.421576
2020-08-12 10:18:02 DEBUG: check clearing time needed clearing_process_timer=962.422752
2020-08-12 10:18:02 DEBUG: check init order needed init_order_process_timer=1062.423165
2020-08-12 10:18:03 DEBUG: check clearing time needed clearing_process_timer=963.424442
2020-08-12 10:18:03 DEBUG: check init order needed init_order_process_timer=1063.424763
2020-08-12 10:18:04 DEBUG: check clearing time needed clearing_process_timer=964.425065
2020-08-12 10:18:04 DEBUG: check init order needed init_order_process_timer=1064.42536
2020-08-12 10:18:05 DEBUG: check clearing time needed clearing_process_timer=965.426545
2020-08-12 10:18:05 DEBUG: check init order needed init_order_process_timer=1065.426885
2020-08-12 10:18:06 DEBUG: check clearing time needed clearing_process_timer=966.428142
2020-08-12 10:18:06 DEBUG: check init order needed init_order_process_timer=1066.428454
2020-08-12 10:18:07 DEBUG: check clearing time needed clearing_process_timer=967.42962
2020-08-12 10:18:07 DEBUG: check init order needed init_order_process_timer=1067.429896
2020-08-12 10:18:08 DEBUG: check clearing time needed clearing_process_timer=968.431086
2020-08-12 10:18:08 DEBUG: check init order needed init_order_process_timer=1068.43135
2020-08-12 10:18:09 DEBUG: check clearing time needed clearing_process_timer=969.432548
2020-08-12 10:18:09 DEBUG: check init order needed init_order_process_timer=1069.432813
2020-08-12 10:18:10 DEBUG: check clearing time needed clearing_process_timer=970.433998
2020-08-12 10:18:10 DEBUG: check init order needed init_order_process_timer=1070.434267
2020-08-12 10:18:11 DEBUG: check clearing time needed clearing_process_timer=971.435463
2020-08-12 10:18:11 DEBUG: check init order needed init_order_process_timer=1071.435725
2020-08-12 10:18:12 DEBUG: check clearing time needed clearing_process_timer=972.436922
2020-08-12 10:18:12 DEBUG: check init order needed init_order_process_timer=1072.437279
2020-08-12 10:18:13 DEBUG: check clearing time needed clearing_process_timer=973.438491
2020-08-12 10:18:13 DEBUG: check init order needed init_order_process_timer=1073.43879
2020-08-12 10:18:14 DEBUG: check clearing time needed clearing_process_timer=974.440003
2020-08-12 10:18:14 DEBUG: check init order needed init_order_process_timer=1074.440288
2020-08-12 10:18:15 DEBUG: check clearing time needed clearing_process_timer=975.441489
2020-08-12 10:18:15 DEBUG: check init order needed init_order_process_timer=1075.441734
2020-08-12 10:18:16 DEBUG: check clearing time needed clearing_process_timer=976.442922
2020-08-12 10:18:16 DEBUG: check init order needed init_order_process_timer=1076.443199
2020-08-12 10:18:17 DEBUG: check clearing time needed clearing_process_timer=977.444465
2020-08-12 10:18:17 DEBUG: check init order needed init_order_process_timer=1077.444707
2020-08-12 10:18:18 DEBUG: check clearing time needed clearing_process_timer=978.44589
2020-08-12 10:18:18 DEBUG: check init order needed init_order_process_timer=1078.446158
2020-08-12 10:18:19 DEBUG: check clearing time needed clearing_process_timer=979.447343
2020-08-12 10:18:19 DEBUG: check init order needed init_order_process_timer=1079.447585
2020-08-12 10:18:20 DEBUG: check clearing time needed clearing_process_timer=980.448824
2020-08-12 10:18:20 DEBUG: check init order needed init_order_process_timer=1080.449107
2020-08-12 10:18:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:18:20.620Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.7, "tickDirection": "MinusTick", "trdMatchID": "7f3f2c31-1db9-8d79-80d8-9246d7da7356", "grossValue": 37570000, "homeNotional": 11.358473421172194, "foreignNotional": 4267.378464334393}]}
2020-08-12 10:18:20 DEBUG: message ignored
2020-08-12 10:18:21 DEBUG: check clearing time needed clearing_process_timer=981.450293
2020-08-12 10:18:21 DEBUG: check init order needed init_order_process_timer=1081.450592
2020-08-12 10:18:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:18:22.182Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "0af949c6-3fc5-b0a3-1622-0a930de1704b", "grossValue": 1878500, "homeNotional": 0.5679236710586097, "foreignNotional": 213.36892321671968}]}
2020-08-12 10:18:22 DEBUG: message ignored
2020-08-12 10:18:22 DEBUG: check clearing time needed clearing_process_timer=982.451789
2020-08-12 10:18:22 DEBUG: check init order needed init_order_process_timer=1082.452054
2020-08-12 10:18:23 DEBUG: check clearing time needed clearing_process_timer=983.453221
2020-08-12 10:18:23 DEBUG: check init order needed init_order_process_timer=1083.453491
2020-08-12 10:18:24 DEBUG: check clearing time needed clearing_process_timer=984.455
2020-08-12 10:18:24 DEBUG: check init order needed init_order_process_timer=1084.455257
2020-08-12 10:18:25 DEBUG: check clearing time needed clearing_process_timer=985.456445
2020-08-12 10:18:25 DEBUG: check init order needed init_order_process_timer=1085.45677
2020-08-12 10:18:26 DEBUG: check clearing time needed clearing_process_timer=986.458068
2020-08-12 10:18:26 DEBUG: check init order needed init_order_process_timer=1086.458356
2020-08-12 10:18:27 DEBUG: check clearing time needed clearing_process_timer=987.459617
2020-08-12 10:18:27 DEBUG: check init order needed init_order_process_timer=1087.459902
2020-08-12 10:18:28 DEBUG: check clearing time needed clearing_process_timer=988.461321
2020-08-12 10:18:28 DEBUG: check init order needed init_order_process_timer=1088.461633
2020-08-12 10:18:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:18:28.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "ea4a446a-b18a-abea-e3d1-14ac07cf9458", "grossValue": 2817750, "homeNotional": 0.8518855065879146, "foreignNotional": 320.0533848250795}]}
2020-08-12 10:18:28 DEBUG: message ignored
2020-08-12 10:18:29 DEBUG: check clearing time needed clearing_process_timer=989.46285
2020-08-12 10:18:29 DEBUG: check init order needed init_order_process_timer=1089.463202
2020-08-12 10:18:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:18:29.701Z", "symbol": "ETHUSD", "side": "Buy", "size": 350, "price": 375.75, "tickDirection": "PlusTick", "trdMatchID": "b348ee76-7ae8-ced5-1716-94d40a714fe9", "grossValue": 13151250, "homeNotional": 3.975465697410268, "foreignNotional": 1493.7812358019082}]}
2020-08-12 10:18:29 DEBUG: message ignored
2020-08-12 10:18:30 DEBUG: check clearing time needed clearing_process_timer=990.464427
2020-08-12 10:18:30 DEBUG: check init order needed init_order_process_timer=1090.46471
2020-08-12 10:18:31 DEBUG: check clearing time needed clearing_process_timer=991.465965
2020-08-12 10:18:31 DEBUG: check init order needed init_order_process_timer=1091.466228
2020-08-12 10:18:32 DEBUG: check clearing time needed clearing_process_timer=992.467407
2020-08-12 10:18:32 DEBUG: check init order needed init_order_process_timer=1092.467769
2020-08-12 10:18:33 DEBUG: check clearing time needed clearing_process_timer=993.468945
2020-08-12 10:18:33 DEBUG: check init order needed init_order_process_timer=1093.46931
2020-08-12 10:18:34 DEBUG: check clearing time needed clearing_process_timer=994.470528
2020-08-12 10:18:34 DEBUG: check init order needed init_order_process_timer=1094.470813
2020-08-12 10:18:35 DEBUG: check clearing time needed clearing_process_timer=995.471987
2020-08-12 10:18:35 DEBUG: check init order needed init_order_process_timer=1095.472291
2020-08-12 10:18:36 DEBUG: check clearing time needed clearing_process_timer=996.473496
2020-08-12 10:18:36 DEBUG: check init order needed init_order_process_timer=1096.473771
2020-08-12 10:18:37 DEBUG: check clearing time needed clearing_process_timer=997.474994
2020-08-12 10:18:37 DEBUG: check init order needed init_order_process_timer=1097.475275
2020-08-12 10:18:38 DEBUG: check clearing time needed clearing_process_timer=998.476494
2020-08-12 10:18:38 DEBUG: check init order needed init_order_process_timer=1098.47681
2020-08-12 10:18:39 DEBUG: check clearing time needed clearing_process_timer=999.478013
2020-08-12 10:18:39 DEBUG: check init order needed init_order_process_timer=1099.4783
2020-08-12 10:18:40 DEBUG: check clearing time needed clearing_process_timer=1000.479504
2020-08-12 10:18:40 DEBUG: check init order needed init_order_process_timer=1100.479772
2020-08-12 10:18:41 DEBUG: check clearing time needed clearing_process_timer=1001.480981
2020-08-12 10:18:41 DEBUG: check init order needed init_order_process_timer=1101.481294
2020-08-12 10:18:42 DEBUG: check clearing time needed clearing_process_timer=1002.482506
2020-08-12 10:18:42 DEBUG: check init order needed init_order_process_timer=1102.482779
2020-08-12 10:18:43 DEBUG: check clearing time needed clearing_process_timer=1003.484041
2020-08-12 10:18:43 DEBUG: check init order needed init_order_process_timer=1103.484366
2020-08-12 10:18:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:18:43.842Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.7, "tickDirection": "MinusTick", "trdMatchID": "a9dcebe1-ff45-7e07-4bd6-1f72a98cf142", "grossValue": 18785000, "homeNotional": 5.679236710586097, "foreignNotional": 2133.6892321671967}]}
2020-08-12 10:18:43 DEBUG: message ignored
2020-08-12 10:18:44 DEBUG: check clearing time needed clearing_process_timer=1004.485624
2020-08-12 10:18:44 DEBUG: check init order needed init_order_process_timer=1104.48605
2020-08-12 10:18:45 DEBUG: check clearing time needed clearing_process_timer=1005.487324
2020-08-12 10:18:45 DEBUG: check init order needed init_order_process_timer=1105.487596
2020-08-12 10:18:46 DEBUG: check clearing time needed clearing_process_timer=1006.488823
2020-08-12 10:18:46 DEBUG: check init order needed init_order_process_timer=1106.489533
2020-08-12 10:18:47 DEBUG: check clearing time needed clearing_process_timer=1007.49075
2020-08-12 10:18:47 DEBUG: check init order needed init_order_process_timer=1107.491044
2020-08-12 10:18:48 DEBUG: check clearing time needed clearing_process_timer=1008.491856
2020-08-12 10:18:48 DEBUG: check init order needed init_order_process_timer=1108.492179
2020-08-12 10:18:49 DEBUG: check clearing time needed clearing_process_timer=1009.493143
2020-08-12 10:18:49 DEBUG: check init order needed init_order_process_timer=1109.49343
2020-08-12 10:18:50 DEBUG: check clearing time needed clearing_process_timer=1010.494254
2020-08-12 10:18:50 DEBUG: check init order needed init_order_process_timer=1110.494562
2020-08-12 10:18:51 DEBUG: check clearing time needed clearing_process_timer=1011.495783
2020-08-12 10:18:51 DEBUG: check init order needed init_order_process_timer=1111.49608
2020-08-12 10:18:52 DEBUG: check clearing time needed clearing_process_timer=1012.496816
2020-08-12 10:18:52 DEBUG: check init order needed init_order_process_timer=1112.497219
2020-08-12 10:18:53 DEBUG: check clearing time needed clearing_process_timer=1013.498244
2020-08-12 10:18:53 DEBUG: check init order needed init_order_process_timer=1113.498515
2020-08-12 10:18:54 DEBUG: check clearing time needed clearing_process_timer=1014.49969
2020-08-12 10:18:54 DEBUG: check init order needed init_order_process_timer=1114.499977
2020-08-12 10:18:55 DEBUG: check clearing time needed clearing_process_timer=1015.501203
2020-08-12 10:18:55 DEBUG: check init order needed init_order_process_timer=1115.501526
2020-08-12 10:18:56 DEBUG: check clearing time needed clearing_process_timer=1016.502908
2020-08-12 10:18:56 DEBUG: check init order needed init_order_process_timer=1116.503187
2020-08-12 10:18:57 DEBUG: check clearing time needed clearing_process_timer=1017.504366
2020-08-12 10:18:57 DEBUG: check init order needed init_order_process_timer=1117.504671
2020-08-12 10:18:58 DEBUG: check clearing time needed clearing_process_timer=1018.506112
2020-08-12 10:18:58 DEBUG: check init order needed init_order_process_timer=1118.506481
2020-08-12 10:18:59 DEBUG: check clearing time needed clearing_process_timer=1019.507918
2020-08-12 10:18:59 DEBUG: check init order needed init_order_process_timer=1119.508199
2020-08-12 10:19:00 DEBUG: check clearing time needed clearing_process_timer=1020.509396
2020-08-12 10:19:00 DEBUG: check init order needed init_order_process_timer=1120.509665
2020-08-12 10:19:01 DEBUG: check clearing time needed clearing_process_timer=1021.511023
2020-08-12 10:19:01 DEBUG: check init order needed init_order_process_timer=1121.511262
2020-08-12 10:19:02 DEBUG: check clearing time needed clearing_process_timer=1022.512438
2020-08-12 10:19:02 DEBUG: check init order needed init_order_process_timer=1122.512794
2020-08-12 10:19:03 DEBUG: check clearing time needed clearing_process_timer=1023.514351
2020-08-12 10:19:03 DEBUG: check init order needed init_order_process_timer=1123.514657
2020-08-12 10:19:04 DEBUG: check clearing time needed clearing_process_timer=1024.515878
2020-08-12 10:19:04 DEBUG: check init order needed init_order_process_timer=1124.516122
2020-08-12 10:19:05 DEBUG: check clearing time needed clearing_process_timer=1025.517065
2020-08-12 10:19:05 DEBUG: check init order needed init_order_process_timer=1125.517372
2020-08-12 10:19:06 DEBUG: check clearing time needed clearing_process_timer=1026.518789
2020-08-12 10:19:06 DEBUG: check init order needed init_order_process_timer=1126.519057
2020-08-12 10:19:07 DEBUG: check clearing time needed clearing_process_timer=1027.520236
2020-08-12 10:19:07 DEBUG: check init order needed init_order_process_timer=1127.520482
2020-08-12 10:19:08 DEBUG: check clearing time needed clearing_process_timer=1028.521756
2020-08-12 10:19:08 DEBUG: check init order needed init_order_process_timer=1128.52215
2020-08-12 10:19:09 DEBUG: check clearing time needed clearing_process_timer=1029.523686
2020-08-12 10:19:09 DEBUG: check init order needed init_order_process_timer=1129.52395
2020-08-12 10:19:10 DEBUG: check clearing time needed clearing_process_timer=1030.525329
2020-08-12 10:19:10 DEBUG: check init order needed init_order_process_timer=1130.525578
2020-08-12 10:19:11 DEBUG: check clearing time needed clearing_process_timer=1031.526751
2020-08-12 10:19:11 DEBUG: check init order needed init_order_process_timer=1131.527029
2020-08-12 10:19:12 DEBUG: check clearing time needed clearing_process_timer=1032.528541
2020-08-12 10:19:12 DEBUG: check init order needed init_order_process_timer=1132.528868
2020-08-12 10:19:13 DEBUG: check clearing time needed clearing_process_timer=1033.530084
2020-08-12 10:19:13 DEBUG: check init order needed init_order_process_timer=1133.530406
2020-08-12 10:19:14 DEBUG: check clearing time needed clearing_process_timer=1034.531897
2020-08-12 10:19:14 DEBUG: check init order needed init_order_process_timer=1134.532221
2020-08-12 10:19:15 DEBUG: check clearing time needed clearing_process_timer=1035.53348
2020-08-12 10:19:15 DEBUG: check init order needed init_order_process_timer=1135.533781
2020-08-12 10:19:16 DEBUG: check clearing time needed clearing_process_timer=1036.535231
2020-08-12 10:19:16 DEBUG: check init order needed init_order_process_timer=1136.535521
2020-08-12 10:19:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 375, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5352451-0e12-41bc-1c87-6ef4b5e54f8b", "grossValue": 14088750, "homeNotional": 4.260395364689844, "foreignNotional": 1600.630538513974}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "ab6b491d-87a6-8761-c211-e4005dc688d4", "grossValue": 6612320, "homeNotional": 1.9995455578277663, "foreignNotional": 751.2292660758918}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 275, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f06f48ac-7bd1-6ba1-2e37-12c6e90b70b8", "grossValue": 10331750, "homeNotional": 3.124289934105885, "foreignNotional": 1173.795728243581}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f87dab15-c530-2e7b-293e-177235b0eb00", "grossValue": 751400, "homeNotional": 0.22722108611679165, "foreignNotional": 85.36696205407861}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a29fbfd0-055f-db0e-683b-94bd991a150a", "grossValue": 18785000, "homeNotional": 5.680527152919791, "foreignNotional": 2134.1740513519653}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "21368e5d-9ef7-ee44-3da4-645a1245e679", "grossValue": 75140000, "homeNotional": 22.722108611679165, "foreignNotional": 8536.696205407861}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "bcae5392-b815-cef8-7e49-083f5771a2e6", "grossValue": 18785000, "homeNotional": 5.680527152919791, "foreignNotional": 2134.1740513519653}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 6509, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5f4900dc-d106-19be-775b-5b840f218fe4", "grossValue": 244543130, "homeNotional": 73.94910247670984, "foreignNotional": 27782.677800499885}, {"timestamp": "2020-08-12T07:19:16.953Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "cf875079-c413-be42-8dea-5d847ddfcbbf", "grossValue": 3757000, "homeNotional": 1.1361054305839582, "foreignNotional": 426.8348102703931}]}
2020-08-12 10:19:16 DEBUG: message ignored
2020-08-12 10:19:17 DEBUG: check clearing time needed clearing_process_timer=1037.536748
2020-08-12 10:19:17 DEBUG: check init order needed init_order_process_timer=1137.537097
2020-08-12 10:19:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:17.588Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 375.65, "tickDirection": "MinusTick", "trdMatchID": "b0a14bf9-4cac-2f9f-28cc-e746d2eb8b5e", "grossValue": 150260, "homeNotional": 0.04544421722335833, "foreignNotional": 17.071120199954557}]}
2020-08-12 10:19:17 DEBUG: message ignored
2020-08-12 10:19:18 DEBUG: check clearing time needed clearing_process_timer=1038.538267
2020-08-12 10:19:18 DEBUG: check init order needed init_order_process_timer=1138.538976
2020-08-12 10:19:19 DEBUG: check clearing time needed clearing_process_timer=1039.540629
2020-08-12 10:19:19 DEBUG: check init order needed init_order_process_timer=1139.541501
2020-08-12 10:19:20 DEBUG: check clearing time needed clearing_process_timer=1040.543406
2020-08-12 10:19:20 DEBUG: check init order needed init_order_process_timer=1140.544026
2020-08-12 10:19:21 DEBUG: check clearing time needed clearing_process_timer=1041.545543
2020-08-12 10:19:21 DEBUG: check init order needed init_order_process_timer=1141.546167
2020-08-12 10:19:22 DEBUG: check clearing time needed clearing_process_timer=1042.546894
2020-08-12 10:19:22 DEBUG: check init order needed init_order_process_timer=1142.547201
2020-08-12 10:19:23 DEBUG: check clearing time needed clearing_process_timer=1043.548719
2020-08-12 10:19:23 DEBUG: check init order needed init_order_process_timer=1143.549723
2020-08-12 10:19:24 DEBUG: check clearing time needed clearing_process_timer=1044.551192
2020-08-12 10:19:24 DEBUG: check init order needed init_order_process_timer=1144.551458
2020-08-12 10:19:25 DEBUG: check clearing time needed clearing_process_timer=1045.552927
2020-08-12 10:19:25 DEBUG: check init order needed init_order_process_timer=1145.553293
2020-08-12 10:19:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:26.369Z", "symbol": "ETHUSD", "side": "Sell", "size": 105, "price": 375.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2681a4f-65df-6b7c-558a-8264ebb5819f", "grossValue": 3944325, "homeNotional": 1.1929107021131562, "foreignNotional": 448.1169052488071}]}
2020-08-12 10:19:26 DEBUG: message ignored
2020-08-12 10:19:26 DEBUG: check clearing time needed clearing_process_timer=1046.554531
2020-08-12 10:19:26 DEBUG: check init order needed init_order_process_timer=1146.554802
2020-08-12 10:19:27 DEBUG: check clearing time needed clearing_process_timer=1047.556252
2020-08-12 10:19:27 DEBUG: check init order needed init_order_process_timer=1147.556586
2020-08-12 10:19:28 DEBUG: check clearing time needed clearing_process_timer=1048.558112
2020-08-12 10:19:28 DEBUG: check init order needed init_order_process_timer=1148.558517
2020-08-12 10:19:29 DEBUG: check clearing time needed clearing_process_timer=1049.559985
2020-08-12 10:19:29 DEBUG: check init order needed init_order_process_timer=1149.560269
2020-08-12 10:19:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:30.363Z", "symbol": "ETHUSD", "side": "Buy", "size": 261, "price": 375.7, "tickDirection": "PlusTick", "trdMatchID": "6e25c5a6-720c-b09e-e819-4374eb8bffb8", "grossValue": 9805770, "homeNotional": 2.964561562925943, "foreignNotional": 1113.7857791912768}]}
2020-08-12 10:19:30 DEBUG: message ignored
2020-08-12 10:19:30 DEBUG: check clearing time needed clearing_process_timer=1050.561253
2020-08-12 10:19:30 DEBUG: check init order needed init_order_process_timer=1150.561549
2020-08-12 10:19:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 1891, "price": 375.65, "tickDirection": "MinusTick", "trdMatchID": "e373a7c1-ad4c-e56b-e463-2a7e4fa4179c", "grossValue": 71035415, "homeNotional": 21.47887323943662, "foreignNotional": 8068.538732394366}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f0e9a3c-d110-37d3-316b-beb3eee91310", "grossValue": 6611440, "homeNotional": 1.9990913221263062, "foreignNotional": 750.9586551567469}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d04b30ad-40d1-c111-d2f8-db391867d7f4", "grossValue": 1089385, "homeNotional": 0.3293957292139936, "foreignNotional": 123.7375056792367}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 751, "price": 375.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d70bd17c-8199-d64b-9041-2fc129070ed7", "grossValue": 28211315, "homeNotional": 8.530213539300318, "foreignNotional": 3204.3747160381645}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 468, "price": 375.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d284b781-97ef-5f9d-aa4d-2345ee022164", "grossValue": 17580420, "homeNotional": 5.315765561108587, "foreignNotional": 1996.8673330304407}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 103, "price": 375.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b51389c8-5ea7-ac88-c906-ab3fc8423c9a", "grossValue": 3869195, "homeNotional": 1.169922762380736, "foreignNotional": 439.4814856883235}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 383, "price": 375.6, "tickDirection": "MinusTick", "trdMatchID": "5d908626-679d-f783-d681-0a261b428b84", "grossValue": 14385480, "homeNotional": 4.35029532030895, "foreignNotional": 1633.9709223080417}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "192e78a2-f84f-fc6d-29da-0238c678dd56", "grossValue": 75120000, "homeNotional": 22.716946842344388, "foreignNotional": 8532.485233984553}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb1d3d10-9cf2-052a-ee80-361502a1da2a", "grossValue": 75120000, "homeNotional": 22.716946842344388, "foreignNotional": 8532.485233984553}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "0900613f-09a5-f5a6-d208-3d6ef45a33e5", "grossValue": 6610560, "homeNotional": 1.9990913221263062, "foreignNotional": 750.8587005906406}, {"timestamp": "2020-08-12T07:19:31.392Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac261af0-bb36-f49b-0f47-85beb85d864c", "grossValue": 37560000, "homeNotional": 11.358473421172194, "foreignNotional": 4266.242616992276}]}
2020-08-12 10:19:31 DEBUG: message ignored
2020-08-12 10:19:31 DEBUG: check clearing time needed clearing_process_timer=1051.562741
2020-08-12 10:19:31 DEBUG: check init order needed init_order_process_timer=1151.563049
2020-08-12 10:19:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:31.583Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.55, "tickDirection": "MinusTick", "trdMatchID": "a0abff6e-c562-ed48-b3ea-d2771065456e", "grossValue": 37555, "homeNotional": 0.011358473421172195, "foreignNotional": 4.265674693321218}]}
2020-08-12 10:19:31 DEBUG: message ignored
2020-08-12 10:19:32 DEBUG: check clearing time needed clearing_process_timer=1052.564279
2020-08-12 10:19:32 DEBUG: check init order needed init_order_process_timer=1152.56498
2020-08-12 10:19:33 DEBUG: check clearing time needed clearing_process_timer=1053.566555
2020-08-12 10:19:33 DEBUG: check init order needed init_order_process_timer=1153.567194
2020-08-12 10:19:34 DEBUG: check clearing time needed clearing_process_timer=1054.56878
2020-08-12 10:19:34 DEBUG: check init order needed init_order_process_timer=1154.569343
2020-08-12 10:19:35 DEBUG: check clearing time needed clearing_process_timer=1055.570784
2020-08-12 10:19:35 DEBUG: check init order needed init_order_process_timer=1155.571068
2020-08-12 10:19:36 DEBUG: check clearing time needed clearing_process_timer=1056.572481
2020-08-12 10:19:36 DEBUG: check init order needed init_order_process_timer=1156.572753
2020-08-12 10:19:37 DEBUG: check clearing time needed clearing_process_timer=1057.574157
2020-08-12 10:19:37 DEBUG: check init order needed init_order_process_timer=1157.574433
2020-08-12 10:19:38 DEBUG: check clearing time needed clearing_process_timer=1058.575884
2020-08-12 10:19:38 DEBUG: check init order needed init_order_process_timer=1158.576146
2020-08-12 10:19:39 DEBUG: check clearing time needed clearing_process_timer=1059.577516
2020-08-12 10:19:39 DEBUG: check init order needed init_order_process_timer=1159.577753
2020-08-12 10:19:40 DEBUG: check clearing time needed clearing_process_timer=1060.579127
2020-08-12 10:19:40 DEBUG: check init order needed init_order_process_timer=1160.579371
2020-08-12 10:19:41 DEBUG: check clearing time needed clearing_process_timer=1061.580783
2020-08-12 10:19:41 DEBUG: check init order needed init_order_process_timer=1161.581258
2020-08-12 10:19:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:42.111Z", "symbol": "ETHUSD", "side": "Sell", "size": 799, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "980b5186-085f-6e11-afe5-e351c9baf04f", "grossValue": 30006445, "homeNotional": 9.075420263516584, "foreignNotional": 3408.274079963653}, {"timestamp": "2020-08-12T07:19:42.111Z", "symbol": "ETHUSD", "side": "Sell", "size": 85, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e593a1f7-dd08-204e-af5b-d0961f836207", "grossValue": 3192175, "homeNotional": 0.9654702407996365, "foreignNotional": 362.5823489323035}]}
2020-08-12 10:19:42 DEBUG: message ignored
2020-08-12 10:19:42 DEBUG: check clearing time needed clearing_process_timer=1062.582522
2020-08-12 10:19:42 DEBUG: check init order needed init_order_process_timer=1162.582768
2020-08-12 10:19:43 DEBUG: check clearing time needed clearing_process_timer=1063.583982
2020-08-12 10:19:43 DEBUG: check init order needed init_order_process_timer=1163.584274
2020-08-12 10:19:44 DEBUG: check clearing time needed clearing_process_timer=1064.585472
2020-08-12 10:19:44 DEBUG: check init order needed init_order_process_timer=1164.586166
2020-08-12 10:19:45 DEBUG: check clearing time needed clearing_process_timer=1065.587768
2020-08-12 10:19:45 DEBUG: check init order needed init_order_process_timer=1165.588436
2020-08-12 10:19:46 DEBUG: check clearing time needed clearing_process_timer=1066.590122
2020-08-12 10:19:46 DEBUG: check init order needed init_order_process_timer=1166.590653
2020-08-12 10:19:47 DEBUG: check clearing time needed clearing_process_timer=1067.592268
2020-08-12 10:19:47 DEBUG: check init order needed init_order_process_timer=1167.592879
2020-08-12 10:19:48 DEBUG: check clearing time needed clearing_process_timer=1068.594283
2020-08-12 10:19:48 DEBUG: check init order needed init_order_process_timer=1168.594946
2020-08-12 10:19:49 DEBUG: check clearing time needed clearing_process_timer=1069.596509
2020-08-12 10:19:49 DEBUG: check init order needed init_order_process_timer=1169.59711
2020-08-12 10:19:50 DEBUG: check clearing time needed clearing_process_timer=1070.59875
2020-08-12 10:19:50 DEBUG: check init order needed init_order_process_timer=1170.599394
2020-08-12 10:19:51 DEBUG: check clearing time needed clearing_process_timer=1071.601004
2020-08-12 10:19:51 DEBUG: check init order needed init_order_process_timer=1171.601573
2020-08-12 10:19:52 DEBUG: check clearing time needed clearing_process_timer=1072.603131
2020-08-12 10:19:52 DEBUG: check init order needed init_order_process_timer=1172.603754
2020-08-12 10:19:53 DEBUG: check clearing time needed clearing_process_timer=1073.605069
2020-08-12 10:19:53 DEBUG: check init order needed init_order_process_timer=1173.605773
2020-08-12 10:19:54 DEBUG: check clearing time needed clearing_process_timer=1074.607371
2020-08-12 10:19:54 DEBUG: check init order needed init_order_process_timer=1174.607956
2020-08-12 10:19:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:55.022Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 375.6, "tickDirection": "PlusTick", "trdMatchID": "c9ec0ebd-9d35-91b7-19f0-1e4589ecdba0", "grossValue": 75120000, "homeNotional": 22.716946842344388, "foreignNotional": 8532.485233984553}]}
2020-08-12 10:19:55 DEBUG: message ignored
2020-08-12 10:19:55 DEBUG: check clearing time needed clearing_process_timer=1075.609411
2020-08-12 10:19:55 DEBUG: check init order needed init_order_process_timer=1175.610277
2020-08-12 10:19:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:55.984Z", "symbol": "ETHUSD", "side": "Buy", "size": 2322, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "145780b7-12ca-9672-8a29-09c7a0ee54f3", "grossValue": 87214320, "homeNotional": 26.374375283961836, "foreignNotional": 9906.215356656065}]}
2020-08-12 10:19:56 DEBUG: message ignored
2020-08-12 10:19:56 DEBUG: check clearing time needed clearing_process_timer=1076.611823
2020-08-12 10:19:56 DEBUG: check init order needed init_order_process_timer=1176.61263
2020-08-12 10:19:57 DEBUG: check clearing time needed clearing_process_timer=1077.614242
2020-08-12 10:19:57 DEBUG: check init order needed init_order_process_timer=1177.614921
2020-08-12 10:19:58 DEBUG: check clearing time needed clearing_process_timer=1078.616331
2020-08-12 10:19:58 DEBUG: check init order needed init_order_process_timer=1178.617144
2020-08-12 10:19:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:19:59.225Z", "symbol": "ETHUSD", "side": "Buy", "size": 5985, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "bbdd2e5b-f572-6488-7627-736473b81b30", "grossValue": 224796600, "homeNotional": 67.98046342571558, "foreignNotional": 25533.462062698774}, {"timestamp": "2020-08-12T07:19:59.225Z", "symbol": "ETHUSD", "side": "Buy", "size": 3800, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "c620bd23-8994-a813-d0e9-11a4cb190fe6", "grossValue": 142728000, "homeNotional": 43.162199000454336, "foreignNotional": 16211.72194457065}, {"timestamp": "2020-08-12T07:19:59.225Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a8d1b328-957b-32e3-2596-7766812bf876", "grossValue": 8075400, "homeNotional": 2.442071785552022, "foreignNotional": 917.2421626533394}]}
2020-08-12 10:19:59 DEBUG: message ignored
2020-08-12 10:19:59 DEBUG: check clearing time needed clearing_process_timer=1079.618581
2020-08-12 10:19:59 DEBUG: check init order needed init_order_process_timer=1179.619277
2020-08-12 10:20:00 DEBUG: check clearing time needed clearing_process_timer=1080.620866
2020-08-12 10:20:00 DEBUG: check init order needed init_order_process_timer=1180.621445
2020-08-12 10:20:01 DEBUG: check clearing time needed clearing_process_timer=1081.623015
2020-08-12 10:20:01 DEBUG: check init order needed init_order_process_timer=1181.623632
2020-08-12 10:20:02 DEBUG: check clearing time needed clearing_process_timer=1082.625252
2020-08-12 10:20:02 DEBUG: check init order needed init_order_process_timer=1182.625909
2020-08-12 10:20:03 DEBUG: check clearing time needed clearing_process_timer=1083.627564
2020-08-12 10:20:03 DEBUG: check init order needed init_order_process_timer=1183.628276
2020-08-12 10:20:04 DEBUG: check clearing time needed clearing_process_timer=1084.629979
2020-08-12 10:20:04 DEBUG: check init order needed init_order_process_timer=1184.630667
2020-08-12 10:20:05 DEBUG: check clearing time needed clearing_process_timer=1085.63235
2020-08-12 10:20:05 DEBUG: check init order needed init_order_process_timer=1185.633125
2020-08-12 10:20:06 DEBUG: check clearing time needed clearing_process_timer=1086.634788
2020-08-12 10:20:06 DEBUG: check init order needed init_order_process_timer=1186.635341
2020-08-12 10:20:07 DEBUG: check clearing time needed clearing_process_timer=1087.636967
2020-08-12 10:20:07 DEBUG: check init order needed init_order_process_timer=1187.637649
2020-08-12 10:20:08 DEBUG: check clearing time needed clearing_process_timer=1088.639275
2020-08-12 10:20:08 DEBUG: check init order needed init_order_process_timer=1188.640036
2020-08-12 10:20:09 DEBUG: check clearing time needed clearing_process_timer=1089.641083
2020-08-12 10:20:09 DEBUG: check init order needed init_order_process_timer=1189.641689
2020-08-12 10:20:10 DEBUG: check clearing time needed clearing_process_timer=1090.643314
2020-08-12 10:20:10 DEBUG: check init order needed init_order_process_timer=1190.643873
2020-08-12 10:20:11 DEBUG: check clearing time needed clearing_process_timer=1091.645245
2020-08-12 10:20:11 DEBUG: check init order needed init_order_process_timer=1191.645552
2020-08-12 10:20:12 DEBUG: check clearing time needed clearing_process_timer=1092.646953
2020-08-12 10:20:12 DEBUG: check init order needed init_order_process_timer=1192.647216
2020-08-12 10:20:13 DEBUG: check clearing time needed clearing_process_timer=1093.648668
2020-08-12 10:20:13 DEBUG: check init order needed init_order_process_timer=1193.648934
2020-08-12 10:20:14 DEBUG: check clearing time needed clearing_process_timer=1094.650428
2020-08-12 10:20:14 DEBUG: check init order needed init_order_process_timer=1194.650754
2020-08-12 10:20:15 DEBUG: check clearing time needed clearing_process_timer=1095.652355
2020-08-12 10:20:15 DEBUG: check init order needed init_order_process_timer=1195.652612
2020-08-12 10:20:16 DEBUG: check clearing time needed clearing_process_timer=1096.653551
2020-08-12 10:20:16 DEBUG: check init order needed init_order_process_timer=1196.653838
2020-08-12 10:20:17 DEBUG: check clearing time needed clearing_process_timer=1097.654469
2020-08-12 10:20:17 DEBUG: check init order needed init_order_process_timer=1197.654798
2020-08-12 10:20:18 DEBUG: check clearing time needed clearing_process_timer=1098.65586
2020-08-12 10:20:18 DEBUG: check init order needed init_order_process_timer=1198.656146
2020-08-12 10:20:19 DEBUG: check clearing time needed clearing_process_timer=1099.6571
2020-08-12 10:20:19 DEBUG: check init order needed init_order_process_timer=1199.657402
2020-08-12 10:20:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:20.588Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.55, "tickDirection": "MinusTick", "trdMatchID": "a47bf8b2-179f-9840-2523-4d634245052f", "grossValue": 6609680, "homeNotional": 2.0002272985566543, "foreignNotional": 751.1853619729515}, {"timestamp": "2020-08-12T07:20:20.588Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "47ba1151-35b3-7fea-b9b1-d1cb085100ad", "grossValue": 1126650, "homeNotional": 0.34094783498124787, "foreignNotional": 128.04295942720765}, {"timestamp": "2020-08-12T07:20:20.588Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "50b3f967-41ff-b816-8fbb-1f0ccbfc8875", "grossValue": 337995, "homeNotional": 0.10228435049437436, "foreignNotional": 38.41288782816229}, {"timestamp": "2020-08-12T07:20:20.588Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3b49ebb-5e43-1a16-13f3-801a703af8ea", "grossValue": 751100, "homeNotional": 0.22729855665416523, "foreignNotional": 85.36197295147176}, {"timestamp": "2020-08-12T07:20:20.588Z", "symbol": "ETHUSD", "side": "Sell", "size": 128, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c325aaee-fd2e-4508-6fe7-efba97b9b120", "grossValue": 4807040, "homeNotional": 1.4547107625866575, "foreignNotional": 546.3166268894192}]}
2020-08-12 10:20:20 DEBUG: message ignored
2020-08-12 10:20:20 DEBUG: check clearing time needed clearing_process_timer=1100.658043
2020-08-12 10:20:20 DEBUG: check init order needed init_order_process_timer=1200.658356
2020-08-12 10:20:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:20.859Z", "symbol": "ETHUSD", "side": "Sell", "size": 274, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2d03839-8a9d-f041-8330-b72b35264103", "grossValue": 10290070, "homeNotional": 3.113990226162064, "foreignNotional": 1169.459029435163}]}
2020-08-12 10:20:20 DEBUG: message ignored
2020-08-12 10:20:21 DEBUG: check clearing time needed clearing_process_timer=1101.659253
2020-08-12 10:20:21 DEBUG: check init order needed init_order_process_timer=1201.659526
2020-08-12 10:20:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:21.710Z", "symbol": "ETHUSD", "side": "Sell", "size": 905, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "09a05a0e-83ab-e1af-e496-61bb5baeffcd", "grossValue": 33987275, "homeNotional": 10.285259688600977, "foreignNotional": 3862.629276054097}]}
2020-08-12 10:20:21 DEBUG: message ignored
2020-08-12 10:20:22 DEBUG: check clearing time needed clearing_process_timer=1102.660438
2020-08-12 10:20:22 DEBUG: check init order needed init_order_process_timer=1202.660768
2020-08-12 10:20:23 DEBUG: check clearing time needed clearing_process_timer=1103.661818
2020-08-12 10:20:23 DEBUG: check init order needed init_order_process_timer=1203.662073
2020-08-12 10:20:24 DEBUG: check clearing time needed clearing_process_timer=1104.663094
2020-08-12 10:20:24 DEBUG: check init order needed init_order_process_timer=1204.663443
2020-08-12 10:20:25 DEBUG: check clearing time needed clearing_process_timer=1105.663993
2020-08-12 10:20:25 DEBUG: check init order needed init_order_process_timer=1205.66425
2020-08-12 10:20:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:26.325Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 375.6, "tickDirection": "PlusTick", "trdMatchID": "c048bfa3-7669-0514-db4c-6c6267039729", "grossValue": 751200, "homeNotional": 0.22729855665416523, "foreignNotional": 85.37333787930447}]}
2020-08-12 10:20:26 DEBUG: message ignored
2020-08-12 10:20:26 DEBUG: check clearing time needed clearing_process_timer=1106.66524
2020-08-12 10:20:26 DEBUG: check init order needed init_order_process_timer=1206.665569
2020-08-12 10:20:27 DEBUG: check clearing time needed clearing_process_timer=1107.666378
2020-08-12 10:20:27 DEBUG: check init order needed init_order_process_timer=1207.666608
2020-08-12 10:20:28 DEBUG: check clearing time needed clearing_process_timer=1108.667521
2020-08-12 10:20:28 DEBUG: check init order needed init_order_process_timer=1208.667753
2020-08-12 10:20:29 DEBUG: check clearing time needed clearing_process_timer=1109.668666
2020-08-12 10:20:29 DEBUG: check init order needed init_order_process_timer=1209.6689
2020-08-12 10:20:30 DEBUG: check clearing time needed clearing_process_timer=1110.669878
2020-08-12 10:20:30 DEBUG: check init order needed init_order_process_timer=1210.670148
2020-08-12 10:20:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:31.024Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f531930b-9ab4-c898-d899-8f301a55d6b0", "grossValue": 2140920, "homeNotional": 0.6477272727272727, "foreignNotional": 243.28636363636363}, {"timestamp": "2020-08-12T07:20:31.024Z", "symbol": "ETHUSD", "side": "Buy", "size": 128, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "61de2a03-af1b-fb4f-c4bd-bcffdaec39d1", "grossValue": 4807680, "homeNotional": 1.4545454545454546, "foreignNotional": 546.3272727272728}]}
2020-08-12 10:20:31 DEBUG: message ignored
2020-08-12 10:20:31 DEBUG: check clearing time needed clearing_process_timer=1111.671058
2020-08-12 10:20:31 DEBUG: check init order needed init_order_process_timer=1211.671364
2020-08-12 10:20:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:32.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 106, "price": 375.55, "tickDirection": "MinusTick", "trdMatchID": "6efdcc86-4e7c-a47a-fb71-4ed994622c46", "grossValue": 3980830, "homeNotional": 1.2045454545454546, "foreignNotional": 452.36704545454546}, {"timestamp": "2020-08-12T07:20:32.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 780, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e65a102-73ab-9fcb-d421-b2f557b9de58", "grossValue": 29292900, "homeNotional": 8.863636363636363, "foreignNotional": 3328.7386363636365}]}
2020-08-12 10:20:32 DEBUG: message ignored
2020-08-12 10:20:32 DEBUG: check clearing time needed clearing_process_timer=1112.67228
2020-08-12 10:20:32 DEBUG: check init order needed init_order_process_timer=1212.672531
2020-08-12 10:20:33 DEBUG: check clearing time needed clearing_process_timer=1113.673402
2020-08-12 10:20:33 DEBUG: check init order needed init_order_process_timer=1213.67366
2020-08-12 10:20:34 DEBUG: check clearing time needed clearing_process_timer=1114.674587
2020-08-12 10:20:34 DEBUG: check init order needed init_order_process_timer=1214.674907
2020-08-12 10:20:35 DEBUG: check clearing time needed clearing_process_timer=1115.675796
2020-08-12 10:20:35 DEBUG: check init order needed init_order_process_timer=1215.676172
2020-08-12 10:20:36 DEBUG: check clearing time needed clearing_process_timer=1116.676988
2020-08-12 10:20:36 DEBUG: check init order needed init_order_process_timer=1216.677327
2020-08-12 10:20:37 DEBUG: check clearing time needed clearing_process_timer=1117.678156
2020-08-12 10:20:37 DEBUG: check init order needed init_order_process_timer=1217.678408
2020-08-12 10:20:38 DEBUG: check clearing time needed clearing_process_timer=1118.679318
2020-08-12 10:20:38 DEBUG: check init order needed init_order_process_timer=1218.679561
2020-08-12 10:20:39 DEBUG: check clearing time needed clearing_process_timer=1119.680521
2020-08-12 10:20:39 DEBUG: check init order needed init_order_process_timer=1219.680807
2020-08-12 10:20:40 DEBUG: check clearing time needed clearing_process_timer=1120.681708
2020-08-12 10:20:40 DEBUG: check init order needed init_order_process_timer=1220.682011
2020-08-12 10:20:41 DEBUG: check clearing time needed clearing_process_timer=1121.682903
2020-08-12 10:20:41 DEBUG: check init order needed init_order_process_timer=1221.683164
2020-08-12 10:20:42 DEBUG: check clearing time needed clearing_process_timer=1122.684121
2020-08-12 10:20:42 DEBUG: check init order needed init_order_process_timer=1222.684372
2020-08-12 10:20:43 DEBUG: check clearing time needed clearing_process_timer=1123.685306
2020-08-12 10:20:43 DEBUG: check init order needed init_order_process_timer=1223.685606
2020-08-12 10:20:44 DEBUG: check clearing time needed clearing_process_timer=1124.686522
2020-08-12 10:20:44 DEBUG: check init order needed init_order_process_timer=1224.686793
2020-08-12 10:20:45 DEBUG: check clearing time needed clearing_process_timer=1125.687732
2020-08-12 10:20:45 DEBUG: check init order needed init_order_process_timer=1225.688057
2020-08-12 10:20:46 DEBUG: check clearing time needed clearing_process_timer=1126.688953
2020-08-12 10:20:46 DEBUG: check init order needed init_order_process_timer=1226.68931
2020-08-12 10:20:47 DEBUG: check clearing time needed clearing_process_timer=1127.690139
2020-08-12 10:20:47 DEBUG: check init order needed init_order_process_timer=1227.69041
2020-08-12 10:20:48 DEBUG: check clearing time needed clearing_process_timer=1128.69132
2020-08-12 10:20:48 DEBUG: check init order needed init_order_process_timer=1228.691575
2020-08-12 10:20:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:49.161Z", "symbol": "ETHUSD", "side": "Sell", "size": 107, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c876f2c-7038-a12f-3f68-1a3230dd8847", "grossValue": 4018385, "homeNotional": 1.2159090909090908, "foreignNotional": 456.6346590909091}]}
2020-08-12 10:20:49 DEBUG: message ignored
2020-08-12 10:20:49 DEBUG: check clearing time needed clearing_process_timer=1129.692485
2020-08-12 10:20:49 DEBUG: check init order needed init_order_process_timer=1229.692725
2020-08-12 10:20:50 DEBUG: check clearing time needed clearing_process_timer=1130.693678
2020-08-12 10:20:50 DEBUG: check init order needed init_order_process_timer=1230.693997
2020-08-12 10:20:51 DEBUG: check clearing time needed clearing_process_timer=1131.694842
2020-08-12 10:20:51 DEBUG: check init order needed init_order_process_timer=1231.695087
2020-08-12 10:20:52 DEBUG: check clearing time needed clearing_process_timer=1132.696012
2020-08-12 10:20:52 DEBUG: check init order needed init_order_process_timer=1232.696249
2020-08-12 10:20:53 DEBUG: check clearing time needed clearing_process_timer=1133.697209
2020-08-12 10:20:53 DEBUG: check init order needed init_order_process_timer=1233.697541
2020-08-12 10:20:54 DEBUG: check clearing time needed clearing_process_timer=1134.698392
2020-08-12 10:20:54 DEBUG: check init order needed init_order_process_timer=1234.698636
2020-08-12 10:20:55 DEBUG: check clearing time needed clearing_process_timer=1135.699591
2020-08-12 10:20:55 DEBUG: check init order needed init_order_process_timer=1235.699834
2020-08-12 10:20:56 DEBUG: check clearing time needed clearing_process_timer=1136.700803
2020-08-12 10:20:56 DEBUG: check init order needed init_order_process_timer=1236.701103
2020-08-12 10:20:57 DEBUG: check clearing time needed clearing_process_timer=1137.701987
2020-08-12 10:20:57 DEBUG: check init order needed init_order_process_timer=1237.702264
2020-08-12 10:20:58 DEBUG: check clearing time needed clearing_process_timer=1138.703145
2020-08-12 10:20:58 DEBUG: check init order needed init_order_process_timer=1238.703371
2020-08-12 10:20:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:20:59.318Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "66100075-8b1c-fd4f-f1f1-c5602689ecad", "grossValue": 1877750, "homeNotional": 0.5681818181818182, "foreignNotional": 213.3806818181818}]}
2020-08-12 10:20:59 DEBUG: message ignored
2020-08-12 10:20:59 DEBUG: check clearing time needed clearing_process_timer=1139.704328
2020-08-12 10:20:59 DEBUG: check init order needed init_order_process_timer=1239.704591
2020-08-12 10:21:00 DEBUG: check clearing time needed clearing_process_timer=1140.705518
2020-08-12 10:21:00 DEBUG: check init order needed init_order_process_timer=1240.705791
2020-08-12 10:21:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:01.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e6fd007-2dfd-7594-9d8a-65b899842bc5", "grossValue": 1877750, "homeNotional": 0.5682463916354131, "foreignNotional": 213.4049323786794}]}
2020-08-12 10:21:01 DEBUG: message ignored
2020-08-12 10:21:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:01.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e1423e19-1981-3691-2e40-63fdd5c584ef", "grossValue": 11266500, "homeNotional": 3.4094783498124785, "foreignNotional": 1280.4295942720764}]}
2020-08-12 10:21:01 DEBUG: message ignored
2020-08-12 10:21:01 DEBUG: check clearing time needed clearing_process_timer=1141.706674
2020-08-12 10:21:01 DEBUG: check init order needed init_order_process_timer=1241.706907
2020-08-12 10:21:02 DEBUG: check clearing time needed clearing_process_timer=1142.707855
2020-08-12 10:21:02 DEBUG: check init order needed init_order_process_timer=1242.70815
2020-08-12 10:21:03 DEBUG: check clearing time needed clearing_process_timer=1143.709071
2020-08-12 10:21:03 DEBUG: check init order needed init_order_process_timer=1243.709384
2020-08-12 10:21:04 DEBUG: check clearing time needed clearing_process_timer=1144.710192
2020-08-12 10:21:04 DEBUG: check init order needed init_order_process_timer=1244.710485
2020-08-12 10:21:05 DEBUG: check clearing time needed clearing_process_timer=1145.711381
2020-08-12 10:21:05 DEBUG: check init order needed init_order_process_timer=1245.711609
2020-08-12 10:21:06 DEBUG: check clearing time needed clearing_process_timer=1146.712582
2020-08-12 10:21:06 DEBUG: check init order needed init_order_process_timer=1246.712832
2020-08-12 10:21:07 DEBUG: check clearing time needed clearing_process_timer=1147.713737
2020-08-12 10:21:07 DEBUG: check init order needed init_order_process_timer=1247.714034
2020-08-12 10:21:08 DEBUG: check clearing time needed clearing_process_timer=1148.7149
2020-08-12 10:21:08 DEBUG: check init order needed init_order_process_timer=1248.715193
2020-08-12 10:21:09 DEBUG: check clearing time needed clearing_process_timer=1149.716094
2020-08-12 10:21:09 DEBUG: check init order needed init_order_process_timer=1249.716381
2020-08-12 10:21:10 DEBUG: check clearing time needed clearing_process_timer=1150.717271
2020-08-12 10:21:10 DEBUG: check init order needed init_order_process_timer=1250.717554
2020-08-12 10:21:11 DEBUG: check clearing time needed clearing_process_timer=1151.718427
2020-08-12 10:21:11 DEBUG: check init order needed init_order_process_timer=1251.71873
2020-08-12 10:21:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:12.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c77b92d-6928-47d9-9477-e92759e122e9", "grossValue": 1877750, "homeNotional": 0.5682463916354131, "foreignNotional": 213.4049323786794}]}
2020-08-12 10:21:12 DEBUG: message ignored
2020-08-12 10:21:12 DEBUG: check clearing time needed clearing_process_timer=1152.71958
2020-08-12 10:21:12 DEBUG: check init order needed init_order_process_timer=1252.719822
2020-08-12 10:21:13 DEBUG: check clearing time needed clearing_process_timer=1153.720773
2020-08-12 10:21:13 DEBUG: check init order needed init_order_process_timer=1253.721097
2020-08-12 10:21:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:14.496Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0c1478d-10ae-6c2c-3bfa-fe473e843d80", "grossValue": 150220000, "homeNotional": 45.45971133083305, "foreignNotional": 17072.394590294352}]}
2020-08-12 10:21:14 DEBUG: message ignored
2020-08-12 10:21:14 DEBUG: check clearing time needed clearing_process_timer=1154.721987
2020-08-12 10:21:14 DEBUG: check init order needed init_order_process_timer=1254.722227
2020-08-12 10:21:15 DEBUG: check clearing time needed clearing_process_timer=1155.723149
2020-08-12 10:21:15 DEBUG: check init order needed init_order_process_timer=1255.723422
2020-08-12 10:21:16 DEBUG: check clearing time needed clearing_process_timer=1156.724375
2020-08-12 10:21:16 DEBUG: check init order needed init_order_process_timer=1256.724717
2020-08-12 10:21:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:16.929Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ceb8ee47-ba14-2f64-e288-daaf5198edf8", "grossValue": 37555000, "homeNotional": 11.364927832708263, "foreignNotional": 4268.098647573588}]}
2020-08-12 10:21:16 DEBUG: message ignored
2020-08-12 10:21:17 DEBUG: check clearing time needed clearing_process_timer=1157.725515
2020-08-12 10:21:17 DEBUG: check init order needed init_order_process_timer=1257.725744
2020-08-12 10:21:18 DEBUG: check clearing time needed clearing_process_timer=1158.726645
2020-08-12 10:21:18 DEBUG: check init order needed init_order_process_timer=1258.726889
2020-08-12 10:21:19 DEBUG: check clearing time needed clearing_process_timer=1159.727841
2020-08-12 10:21:19 DEBUG: check init order needed init_order_process_timer=1259.728128
2020-08-12 10:21:20 DEBUG: check clearing time needed clearing_process_timer=1160.729067
2020-08-12 10:21:20 DEBUG: check init order needed init_order_process_timer=1260.729314
2020-08-12 10:21:21 DEBUG: check clearing time needed clearing_process_timer=1161.730201
2020-08-12 10:21:21 DEBUG: check init order needed init_order_process_timer=1261.730435
2020-08-12 10:21:22 DEBUG: check clearing time needed clearing_process_timer=1162.731411
2020-08-12 10:21:22 DEBUG: check init order needed init_order_process_timer=1262.731667
2020-08-12 10:21:23 DEBUG: check clearing time needed clearing_process_timer=1163.732595
2020-08-12 10:21:23 DEBUG: check init order needed init_order_process_timer=1263.732829
2020-08-12 10:21:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:24.512Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "70da7ae0-2e21-b6e5-5f2e-4616cd804b04", "grossValue": 11266500, "homeNotional": 3.4094783498124785, "foreignNotional": 1280.4295942720764}]}
2020-08-12 10:21:24 DEBUG: message ignored
2020-08-12 10:21:24 DEBUG: check clearing time needed clearing_process_timer=1164.733765
2020-08-12 10:21:24 DEBUG: check init order needed init_order_process_timer=1264.734034
2020-08-12 10:21:25 DEBUG: check clearing time needed clearing_process_timer=1165.734931
2020-08-12 10:21:25 DEBUG: check init order needed init_order_process_timer=1265.735181
2020-08-12 10:21:26 DEBUG: check clearing time needed clearing_process_timer=1166.736115
2020-08-12 10:21:26 DEBUG: check init order needed init_order_process_timer=1266.736383
2020-08-12 10:21:27 DEBUG: check clearing time needed clearing_process_timer=1167.7373
2020-08-12 10:21:27 DEBUG: check init order needed init_order_process_timer=1267.737571
2020-08-12 10:21:28 DEBUG: check clearing time needed clearing_process_timer=1168.738473
2020-08-12 10:21:28 DEBUG: check init order needed init_order_process_timer=1268.738721
2020-08-12 10:21:29 DEBUG: check clearing time needed clearing_process_timer=1169.739659
2020-08-12 10:21:29 DEBUG: check init order needed init_order_process_timer=1269.739968
2020-08-12 10:21:30 DEBUG: check clearing time needed clearing_process_timer=1170.740824
2020-08-12 10:21:30 DEBUG: check init order needed init_order_process_timer=1270.741212
2020-08-12 10:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:31.707Z", "symbol": "ETHUSD", "side": "Buy", "size": 278, "price": 375.6, "tickDirection": "PlusTick", "trdMatchID": "7f7a4c72-f309-bfe3-95af-d0194b9fc916", "grossValue": 10441680, "homeNotional": 3.159449937492897, "foreignNotional": 1186.6893965223321}, {"timestamp": "2020-08-12T07:21:31.707Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9790177-9066-436c-6a8e-9c5a4b990e27", "grossValue": 300480, "homeNotional": 0.0909194226616661, "foreignNotional": 34.149335151721786}, {"timestamp": "2020-08-12T07:21:31.707Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8d90db17-2ae4-db0e-d3f0-48559a32e982", "grossValue": 1089240, "homeNotional": 0.3295829071485396, "foreignNotional": 123.79133992499148}]}
2020-08-12 10:21:31 DEBUG: message ignored
2020-08-12 10:21:31 DEBUG: check clearing time needed clearing_process_timer=1171.741989
2020-08-12 10:21:31 DEBUG: check init order needed init_order_process_timer=1271.74218
2020-08-12 10:21:32 DEBUG: check clearing time needed clearing_process_timer=1172.743161
2020-08-12 10:21:32 DEBUG: check init order needed init_order_process_timer=1272.743403
2020-08-12 10:21:33 DEBUG: check clearing time needed clearing_process_timer=1173.744317
2020-08-12 10:21:33 DEBUG: check init order needed init_order_process_timer=1273.744551
2020-08-12 10:21:34 DEBUG: check clearing time needed clearing_process_timer=1174.74535
2020-08-12 10:21:34 DEBUG: check init order needed init_order_process_timer=1274.745581
2020-08-12 10:21:35 DEBUG: check clearing time needed clearing_process_timer=1175.746508
2020-08-12 10:21:35 DEBUG: check init order needed init_order_process_timer=1275.746749
2020-08-12 10:21:36 DEBUG: check clearing time needed clearing_process_timer=1176.747667
2020-08-12 10:21:36 DEBUG: check init order needed init_order_process_timer=1276.747931
2020-08-12 10:21:37 DEBUG: check clearing time needed clearing_process_timer=1177.748836
2020-08-12 10:21:37 DEBUG: check init order needed init_order_process_timer=1277.749143
2020-08-12 10:21:38 DEBUG: check clearing time needed clearing_process_timer=1178.750041
2020-08-12 10:21:38 DEBUG: check init order needed init_order_process_timer=1278.75026
2020-08-12 10:21:39 DEBUG: check clearing time needed clearing_process_timer=1179.751163
2020-08-12 10:21:39 DEBUG: check init order needed init_order_process_timer=1279.751376
2020-08-12 10:21:40 DEBUG: check clearing time needed clearing_process_timer=1180.752301
2020-08-12 10:21:40 DEBUG: check init order needed init_order_process_timer=1280.75252
2020-08-12 10:21:41 DEBUG: check clearing time needed clearing_process_timer=1181.753225
2020-08-12 10:21:41 DEBUG: check init order needed init_order_process_timer=1281.753489
2020-08-12 10:21:42 DEBUG: check clearing time needed clearing_process_timer=1182.754381
2020-08-12 10:21:42 DEBUG: check init order needed init_order_process_timer=1282.754613
2020-08-12 10:21:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:43.234Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "93ea7c9b-40c2-4a05-6d74-10236a658c64", "grossValue": 75120, "homeNotional": 0.022729855665416524, "foreignNotional": 8.537333787930447}, {"timestamp": "2020-08-12T07:21:43.234Z", "symbol": "ETHUSD", "side": "Buy", "size": 2498, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "1acd3311-fa4f-a3f6-7592-8ee287d85e57", "grossValue": 93824880, "homeNotional": 28.38958972610524, "foreignNotional": 10663.129901125129}]}
2020-08-12 10:21:43 DEBUG: message ignored
2020-08-12 10:21:43 DEBUG: check clearing time needed clearing_process_timer=1183.755536
2020-08-12 10:21:43 DEBUG: check init order needed init_order_process_timer=1283.755776
2020-08-12 10:21:44 DEBUG: check clearing time needed clearing_process_timer=1184.756693
2020-08-12 10:21:44 DEBUG: check init order needed init_order_process_timer=1284.756943
2020-08-12 10:21:45 DEBUG: check clearing time needed clearing_process_timer=1185.757901
2020-08-12 10:21:45 DEBUG: check init order needed init_order_process_timer=1285.758224
2020-08-12 10:21:46 DEBUG: check clearing time needed clearing_process_timer=1186.759059
2020-08-12 10:21:46 DEBUG: check init order needed init_order_process_timer=1286.759317
2020-08-12 10:21:47 DEBUG: check clearing time needed clearing_process_timer=1187.760265
2020-08-12 10:21:47 DEBUG: check init order needed init_order_process_timer=1287.760504
2020-08-12 10:21:48 DEBUG: check clearing time needed clearing_process_timer=1188.761442
2020-08-12 10:21:48 DEBUG: check init order needed init_order_process_timer=1288.761715
2020-08-12 10:21:49 DEBUG: check clearing time needed clearing_process_timer=1189.762643
2020-08-12 10:21:49 DEBUG: check init order needed init_order_process_timer=1289.762894
2020-08-12 10:21:50 DEBUG: check clearing time needed clearing_process_timer=1190.763831
2020-08-12 10:21:50 DEBUG: check init order needed init_order_process_timer=1290.764101
2020-08-12 10:21:51 DEBUG: check clearing time needed clearing_process_timer=1191.765094
2020-08-12 10:21:51 DEBUG: check init order needed init_order_process_timer=1291.765376
2020-08-12 10:21:52 DEBUG: check clearing time needed clearing_process_timer=1192.766304
2020-08-12 10:21:52 DEBUG: check init order needed init_order_process_timer=1292.766597
2020-08-12 10:21:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:52.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.55, "tickDirection": "MinusTick", "trdMatchID": "9ca5b369-3096-f984-7c3c-c1d500f82b87", "grossValue": 7511000, "homeNotional": 2.2729855665416525, "foreignNotional": 853.6197295147176}]}
2020-08-12 10:21:52 DEBUG: message ignored
2020-08-12 10:21:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:21:52.999Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 375.6, "tickDirection": "PlusTick", "trdMatchID": "53bd4901-e212-e4ed-a0e6-3dd32fd7367a", "grossValue": 338040, "homeNotional": 0.10228435049437436, "foreignNotional": 38.41800204568701}]}
2020-08-12 10:21:53 DEBUG: message ignored
2020-08-12 10:21:53 DEBUG: check clearing time needed clearing_process_timer=1193.767493
2020-08-12 10:21:53 DEBUG: check init order needed init_order_process_timer=1293.767736
2020-08-12 10:21:54 DEBUG: check clearing time needed clearing_process_timer=1194.768723
2020-08-12 10:21:54 DEBUG: check init order needed init_order_process_timer=1294.768986
2020-08-12 10:21:55 DEBUG: check clearing time needed clearing_process_timer=1195.770223
2020-08-12 10:21:55 DEBUG: check init order needed init_order_process_timer=1295.770481
2020-08-12 10:21:56 DEBUG: check clearing time needed clearing_process_timer=1196.771649
2020-08-12 10:21:56 DEBUG: check init order needed init_order_process_timer=1296.771953
2020-08-12 10:21:57 DEBUG: check clearing time needed clearing_process_timer=1197.773149
2020-08-12 10:21:57 DEBUG: check init order needed init_order_process_timer=1297.773404
2020-08-12 10:21:58 DEBUG: check clearing time needed clearing_process_timer=1198.774572
2020-08-12 10:21:58 DEBUG: check init order needed init_order_process_timer=1298.774807
2020-08-12 10:21:59 DEBUG: check clearing time needed clearing_process_timer=1199.775985
2020-08-12 10:21:59 DEBUG: check init order needed init_order_process_timer=1299.776286
2020-08-12 10:22:00 DEBUG: check clearing time needed clearing_process_timer=1200.777487
2020-08-12 10:22:00 DEBUG: check init order needed init_order_process_timer=1300.777816
2020-08-12 10:22:01 DEBUG: check clearing time needed clearing_process_timer=1201.779068
2020-08-12 10:22:01 DEBUG: check init order needed init_order_process_timer=1301.779318
2020-08-12 10:22:02 DEBUG: check clearing time needed clearing_process_timer=1202.780482
2020-08-12 10:22:02 DEBUG: check init order needed init_order_process_timer=1302.780761
2020-08-12 10:22:03 DEBUG: check clearing time needed clearing_process_timer=1203.781942
2020-08-12 10:22:03 DEBUG: check init order needed init_order_process_timer=1303.782199
2020-08-12 10:22:04 DEBUG: check clearing time needed clearing_process_timer=1204.783388
2020-08-12 10:22:04 DEBUG: check init order needed init_order_process_timer=1304.783667
2020-08-12 10:22:05 DEBUG: check clearing time needed clearing_process_timer=1205.784853
2020-08-12 10:22:05 DEBUG: check init order needed init_order_process_timer=1305.785174
2020-08-12 10:22:06 DEBUG: check clearing time needed clearing_process_timer=1206.786339
2020-08-12 10:22:06 DEBUG: check init order needed init_order_process_timer=1306.786595
2020-08-12 10:22:07 DEBUG: check clearing time needed clearing_process_timer=1207.787765
2020-08-12 10:22:07 DEBUG: check init order needed init_order_process_timer=1307.788006
2020-08-12 10:22:08 DEBUG: check clearing time needed clearing_process_timer=1208.789187
2020-08-12 10:22:08 DEBUG: check init order needed init_order_process_timer=1308.789589
2020-08-12 10:22:09 DEBUG: check clearing time needed clearing_process_timer=1209.790803
2020-08-12 10:22:09 DEBUG: check init order needed init_order_process_timer=1309.791073
2020-08-12 10:22:10 DEBUG: check clearing time needed clearing_process_timer=1210.792252
2020-08-12 10:22:10 DEBUG: check init order needed init_order_process_timer=1310.792543
2020-08-12 10:22:11 DEBUG: check clearing time needed clearing_process_timer=1211.793731
2020-08-12 10:22:11 DEBUG: check init order needed init_order_process_timer=1311.794001
2020-08-12 10:22:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:12.120Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5b7a5aec-d25f-94a2-3b7f-0774c1fe95e2", "grossValue": 18780000, "homeNotional": 5.6824639163541315, "foreignNotional": 2134.333446982612}]}
2020-08-12 10:22:12 DEBUG: message ignored
2020-08-12 10:22:12 DEBUG: check clearing time needed clearing_process_timer=1212.795209
2020-08-12 10:22:12 DEBUG: check init order needed init_order_process_timer=1312.795478
2020-08-12 10:22:13 DEBUG: check clearing time needed clearing_process_timer=1213.796663
2020-08-12 10:22:13 DEBUG: check init order needed init_order_process_timer=1313.796941
2020-08-12 10:22:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:14.294Z", "symbol": "ETHUSD", "side": "Buy", "size": 23, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "314f1ccd-674e-ace9-f0bf-3f0b88b0a890", "grossValue": 863880, "homeNotional": 0.26139334015229004, "foreignNotional": 98.17933856120014}]}
2020-08-12 10:22:14 DEBUG: message ignored
2020-08-12 10:22:14 DEBUG: check clearing time needed clearing_process_timer=1214.798189
2020-08-12 10:22:14 DEBUG: check init order needed init_order_process_timer=1314.798496
2020-08-12 10:22:15 DEBUG: check clearing time needed clearing_process_timer=1215.799688
2020-08-12 10:22:15 DEBUG: check init order needed init_order_process_timer=1315.799983
2020-08-12 10:22:16 DEBUG: check clearing time needed clearing_process_timer=1216.801231
2020-08-12 10:22:16 DEBUG: check init order needed init_order_process_timer=1316.801527
2020-08-12 10:22:17 DEBUG: check clearing time needed clearing_process_timer=1217.8027
2020-08-12 10:22:17 DEBUG: check init order needed init_order_process_timer=1317.803006
2020-08-12 10:22:18 DEBUG: check clearing time needed clearing_process_timer=1218.804253
2020-08-12 10:22:18 DEBUG: check init order needed init_order_process_timer=1318.804498
2020-08-12 10:22:19 DEBUG: check clearing time needed clearing_process_timer=1219.805674
2020-08-12 10:22:19 DEBUG: check init order needed init_order_process_timer=1319.805955
2020-08-12 10:22:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:20.731Z", "symbol": "ETHUSD", "side": "Buy", "size": 129, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f84c711-828a-876d-08f9-66e68a289e1d", "grossValue": 4845240, "homeNotional": 1.466075690419366, "foreignNotional": 550.6580293215138}]}
2020-08-12 10:22:20 DEBUG: message ignored
2020-08-12 10:22:20 DEBUG: check clearing time needed clearing_process_timer=1220.807132
2020-08-12 10:22:20 DEBUG: check init order needed init_order_process_timer=1320.80738
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.069Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf59cad3-2f5d-3eb8-5611-e6e87808444e", "grossValue": 751200, "homeNotional": 0.22729855665416523, "foreignNotional": 85.37333787930447}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.079Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b16667b-ebba-a687-8fb1-b24806ca873d", "grossValue": 1014120, "homeNotional": 0.3068530514831231, "foreignNotional": 115.25400613706103}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.107Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "efcba10a-3732-d363-33f3-8aa7baffe98f", "grossValue": 2253600, "homeNotional": 0.6818956699624957, "foreignNotional": 256.1200136379134}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.112Z", "symbol": "ETHUSD", "side": "Buy", "size": 138, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "977dfa2a-17b5-249e-ae03-02351dec0737", "grossValue": 5183280, "homeNotional": 1.5683600409137401, "foreignNotional": 589.0760313672008}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.126Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a1d12bd6-7988-714e-63f5-29356be6110a", "grossValue": 1577520, "homeNotional": 0.477326968973747, "foreignNotional": 179.28400954653938}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.129Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "47ba491e-1eb1-efa0-89c0-1c8375d144e1", "grossValue": 2178480, "homeNotional": 0.6591658142970792, "foreignNotional": 247.58267984998295}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "42e6539e-5e3c-babe-9ed0-9933f47558a5", "grossValue": 1727760, "homeNotional": 0.5227866803045801, "foreignNotional": 196.35867712240028}, {"timestamp": "2020-08-12T07:22:21.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 123, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ccd336e-25a4-3040-04a2-da9155e69f96", "grossValue": 4619880, "homeNotional": 1.3978861234231164, "foreignNotional": 525.0460279577225}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.163Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "580dc718-7f78-7231-5a65-bc7538690026", "grossValue": 187800, "homeNotional": 0.05682463916354131, "foreignNotional": 21.343334469826118}, {"timestamp": "2020-08-12T07:22:21.163Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "564d6ad8-c6cb-e978-1de7-a521075fe2e0", "grossValue": 375600, "homeNotional": 0.11364927832708262, "foreignNotional": 42.686668939652236}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.172Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "13eafb7a-087f-3b1c-ca22-9309043e38ad", "grossValue": 1464840, "homeNotional": 0.4432321854756222, "foreignNotional": 166.4780088646437}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.175Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1caf3da-2d2f-64d8-c943-867cc53107ed", "grossValue": 901440, "homeNotional": 0.2727582679849983, "foreignNotional": 102.44800545516536}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 294, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "0693b15d-f5a8-138b-f1f2-a5efb7ff2069", "grossValue": 11042640, "homeNotional": 3.341288782816229, "foreignNotional": 1254.9880668257756}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.212Z", "symbol": "ETHUSD", "side": "Buy", "size": 117, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "648d48e2-188a-38b1-55de-9daf7dde5dbb", "grossValue": 4394520, "homeNotional": 1.3296965564268668, "foreignNotional": 499.43402659393115}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.262Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "3fe6da25-125a-ac81-dd50-e604cdcb7cab", "grossValue": 1051680, "homeNotional": 0.31821797931583135, "foreignNotional": 119.52267303102626}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.506Z", "symbol": "ETHUSD", "side": "Buy", "size": 69, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "2525ef1e-ddf9-a686-438d-89ab90bb25b7", "grossValue": 2591640, "homeNotional": 0.7841800204568701, "foreignNotional": 294.5380156836004}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.681Z", "symbol": "ETHUSD", "side": "Buy", "size": 112, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0b75b5d-cb2c-1bb2-f5b3-bc71dd4694ca", "grossValue": 4206720, "homeNotional": 1.2728719172633254, "foreignNotional": 478.09069212410503}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.709Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "11f4c291-0bf0-4663-7848-ef696eb7071b", "grossValue": 676080, "homeNotional": 0.20456870098874871, "foreignNotional": 76.83600409137402}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:21.751Z", "symbol": "ETHUSD", "side": "Buy", "size": 110, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f6bd8a9-798a-3076-4d79-7fd9181cc2e7", "grossValue": 4131600, "homeNotional": 1.2501420615979089, "foreignNotional": 469.55335833617454}]}
2020-08-12 10:22:21 DEBUG: message ignored
2020-08-12 10:22:21 DEBUG: check clearing time needed clearing_process_timer=1221.808542
2020-08-12 10:22:21 DEBUG: check init order needed init_order_process_timer=1321.808794
2020-08-12 10:22:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:22.327Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef5ad3a9-a8c5-c57f-79cd-99971982d485", "grossValue": 9390000, "homeNotional": 2.8412319581770658, "foreignNotional": 1067.166723491306}]}
2020-08-12 10:22:22 DEBUG: message ignored
2020-08-12 10:22:22 DEBUG: check clearing time needed clearing_process_timer=1222.809992
2020-08-12 10:22:22 DEBUG: check init order needed init_order_process_timer=1322.81026
2020-08-12 10:22:23 DEBUG: check clearing time needed clearing_process_timer=1223.811456
2020-08-12 10:22:23 DEBUG: check init order needed init_order_process_timer=1323.811741
2020-08-12 10:22:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:24.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 3163, "price": 375.55, "tickDirection": "MinusTick", "trdMatchID": "b268e0ac-48a2-906f-4183-9523e2f60ca7", "grossValue": 118786465, "homeNotional": 35.947266734856235, "foreignNotional": 13499.996022275258}, {"timestamp": "2020-08-12T07:22:24.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac16fe57-8f61-6955-ea9c-b449eb1f02ab", "grossValue": 2403520, "homeNotional": 0.7273553812933288, "foreignNotional": 273.1583134447096}, {"timestamp": "2020-08-12T07:22:24.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 1773, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8966656d-9489-e40e-6992-3a99999c3081", "grossValue": 66585015, "homeNotional": 20.15001704739175, "foreignNotional": 7567.338902147972}]}
2020-08-12 10:22:24 DEBUG: message ignored
2020-08-12 10:22:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:24.690Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.6, "tickDirection": "PlusTick", "trdMatchID": "1bb9aa44-2a58-cb57-f73b-ff58675f1d22", "grossValue": 488280, "homeNotional": 0.1477440618252074, "foreignNotional": 55.492669621547904}]}
2020-08-12 10:22:24 DEBUG: message ignored
2020-08-12 10:22:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:24.692Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "68bbb57e-832a-47fe-694e-98827d42c89f", "grossValue": 450720, "homeNotional": 0.13637913399249915, "foreignNotional": 51.22400272758268}]}
2020-08-12 10:22:24 DEBUG: message ignored
2020-08-12 10:22:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:24.696Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "50262caa-32ed-5b92-25d6-5197b54ac8f2", "grossValue": 488280, "homeNotional": 0.1477440618252074, "foreignNotional": 55.492669621547904}]}
2020-08-12 10:22:24 DEBUG: message ignored
2020-08-12 10:22:24 DEBUG: check clearing time needed clearing_process_timer=1224.812911
2020-08-12 10:22:24 DEBUG: check init order needed init_order_process_timer=1324.813213
2020-08-12 10:22:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:24.821Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "78af24ce-c6e5-b2d7-1122-4a0c6c8a0724", "grossValue": 413160, "homeNotional": 0.1250142061597909, "foreignNotional": 46.955335833617454}]}
2020-08-12 10:22:24 DEBUG: message ignored
2020-08-12 10:22:25 DEBUG: check clearing time needed clearing_process_timer=1225.81438
2020-08-12 10:22:25 DEBUG: check init order needed init_order_process_timer=1325.81463
2020-08-12 10:22:26 DEBUG: check clearing time needed clearing_process_timer=1226.815799
2020-08-12 10:22:26 DEBUG: check init order needed init_order_process_timer=1326.81606
2020-08-12 10:22:27 DEBUG: check clearing time needed clearing_process_timer=1227.81727
2020-08-12 10:22:27 DEBUG: check init order needed init_order_process_timer=1327.817625
2020-08-12 10:22:28 DEBUG: check clearing time needed clearing_process_timer=1228.818876
2020-08-12 10:22:28 DEBUG: check init order needed init_order_process_timer=1328.819197
2020-08-12 10:22:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:29.348Z", "symbol": "ETHUSD", "side": "Buy", "size": 326, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9115fffc-9d8b-db3d-fc94-8a1d189d7fe0", "grossValue": 12244560, "homeNotional": 3.7049664734628935, "foreignNotional": 1391.5854074326628}]}
2020-08-12 10:22:29 DEBUG: message ignored
2020-08-12 10:22:29 DEBUG: check clearing time needed clearing_process_timer=1229.820364
2020-08-12 10:22:29 DEBUG: check init order needed init_order_process_timer=1329.820615
2020-08-12 10:22:30 DEBUG: check clearing time needed clearing_process_timer=1230.8218
2020-08-12 10:22:30 DEBUG: check init order needed init_order_process_timer=1330.822067
2020-08-12 10:22:31 DEBUG: check clearing time needed clearing_process_timer=1231.823231
2020-08-12 10:22:31 DEBUG: check init order needed init_order_process_timer=1331.823476
2020-08-12 10:22:32 DEBUG: check clearing time needed clearing_process_timer=1232.824666
2020-08-12 10:22:32 DEBUG: check init order needed init_order_process_timer=1332.824973
2020-08-12 10:22:33 DEBUG: check clearing time needed clearing_process_timer=1233.8263
2020-08-12 10:22:33 DEBUG: check init order needed init_order_process_timer=1333.826591
2020-08-12 10:22:34 DEBUG: check clearing time needed clearing_process_timer=1234.827805
2020-08-12 10:22:34 DEBUG: check init order needed init_order_process_timer=1334.82809
2020-08-12 10:22:35 DEBUG: check clearing time needed clearing_process_timer=1235.82911
2020-08-12 10:22:35 DEBUG: check init order needed init_order_process_timer=1335.829436
2020-08-12 10:22:36 DEBUG: check clearing time needed clearing_process_timer=1236.830697
2020-08-12 10:22:36 DEBUG: check init order needed init_order_process_timer=1336.83096
2020-08-12 10:22:37 DEBUG: check clearing time needed clearing_process_timer=1237.83213
2020-08-12 10:22:37 DEBUG: check init order needed init_order_process_timer=1337.832378
2020-08-12 10:22:38 DEBUG: check clearing time needed clearing_process_timer=1238.833561
2020-08-12 10:22:38 DEBUG: check init order needed init_order_process_timer=1338.833892
2020-08-12 10:22:39 DEBUG: check clearing time needed clearing_process_timer=1239.835109
2020-08-12 10:22:39 DEBUG: check init order needed init_order_process_timer=1339.835369
2020-08-12 10:22:40 DEBUG: check clearing time needed clearing_process_timer=1240.836558
2020-08-12 10:22:40 DEBUG: check init order needed init_order_process_timer=1340.836817
2020-08-12 10:22:41 DEBUG: check clearing time needed clearing_process_timer=1241.837973
2020-08-12 10:22:41 DEBUG: check init order needed init_order_process_timer=1341.838295
2020-08-12 10:22:42 DEBUG: check clearing time needed clearing_process_timer=1242.839523
2020-08-12 10:22:42 DEBUG: check init order needed init_order_process_timer=1342.839836
2020-08-12 10:22:43 DEBUG: check clearing time needed clearing_process_timer=1243.841001
2020-08-12 10:22:43 DEBUG: check init order needed init_order_process_timer=1343.84132
2020-08-12 10:22:44 DEBUG: check clearing time needed clearing_process_timer=1244.842531
2020-08-12 10:22:44 DEBUG: check init order needed init_order_process_timer=1344.842875
2020-08-12 10:22:45 DEBUG: check clearing time needed clearing_process_timer=1245.844112
2020-08-12 10:22:45 DEBUG: check init order needed init_order_process_timer=1345.844381
2020-08-12 10:22:46 DEBUG: check clearing time needed clearing_process_timer=1246.845111
2020-08-12 10:22:46 DEBUG: check init order needed init_order_process_timer=1346.845464
2020-08-12 10:22:47 DEBUG: check clearing time needed clearing_process_timer=1247.846655
2020-08-12 10:22:47 DEBUG: check init order needed init_order_process_timer=1347.846919
2020-08-12 10:22:48 DEBUG: check clearing time needed clearing_process_timer=1248.848121
2020-08-12 10:22:48 DEBUG: check init order needed init_order_process_timer=1348.848388
2020-08-12 10:22:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:48.832Z", "symbol": "ETHUSD", "side": "Sell", "size": 265, "price": 375.55, "tickDirection": "MinusTick", "trdMatchID": "5e0fb540-b386-51d3-280e-b9607f811533", "grossValue": 9952075, "homeNotional": 3.0113636363636362, "foreignNotional": 1130.9176136363637}, {"timestamp": "2020-08-12T07:22:48.832Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "93352dfa-8113-4509-076d-6d2a8b01f0bb", "grossValue": 1389535, "homeNotional": 0.42045454545454547, "foreignNotional": 157.90170454545455}, {"timestamp": "2020-08-12T07:22:48.832Z", "symbol": "ETHUSD", "side": "Sell", "size": 198, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "629b5e2d-0c5b-92e5-6de6-796211e921f5", "grossValue": 7435890, "homeNotional": 2.25, "foreignNotional": 844.9875}]}
2020-08-12 10:22:48 DEBUG: message ignored
2020-08-12 10:22:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:48.860Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.6, "tickDirection": "PlusTick", "trdMatchID": "1716b058-b560-b8bc-a1bc-7f19df128c4f", "grossValue": 375600, "homeNotional": 0.11363636363636363, "foreignNotional": 42.68181818181818}]}
2020-08-12 10:22:48 DEBUG: message ignored
2020-08-12 10:22:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:48.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "176adb31-709e-ec2c-2340-ec4874c823c2", "grossValue": 413160, "homeNotional": 0.125, "foreignNotional": 46.95}]}
2020-08-12 10:22:48 DEBUG: message ignored
2020-08-12 10:22:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:48.865Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "02fd4a4c-bab7-7155-9d8b-62c686c164ae", "grossValue": 450720, "homeNotional": 0.13636363636363635, "foreignNotional": 51.21818181818182}]}
2020-08-12 10:22:48 DEBUG: message ignored
2020-08-12 10:22:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:48.878Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a0bdf20f-5720-790c-4519-a03672cca96e", "grossValue": 488280, "homeNotional": 0.14772727272727273, "foreignNotional": 55.486363636363635}]}
2020-08-12 10:22:48 DEBUG: message ignored
2020-08-12 10:22:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:48.886Z", "symbol": "ETHUSD", "side": "Sell", "size": 102, "price": 375.55, "tickDirection": "MinusTick", "trdMatchID": "a31ef649-d455-223f-aad2-ab2eb268c077", "grossValue": 3830610, "homeNotional": 1.1590909090909092, "foreignNotional": 435.2965909090909}, {"timestamp": "2020-08-12T07:22:48.886Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c9d1338-813b-58f3-9109-b96ea8b32603", "grossValue": 3755500, "homeNotional": 1.1363636363636365, "foreignNotional": 426.7613636363636}, {"timestamp": "2020-08-12T07:22:48.886Z", "symbol": "ETHUSD", "side": "Sell", "size": 585, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "20170ce9-582b-b257-daa1-789b073cb075", "grossValue": 21969675, "homeNotional": 6.6477272727272725, "foreignNotional": 2496.5539772727275}, {"timestamp": "2020-08-12T07:22:48.886Z", "symbol": "ETHUSD", "side": "Sell", "size": 585, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4d8e39c-bc9b-7e4b-404e-2e2fc61e7464", "grossValue": 21969675, "homeNotional": 6.6477272727272725, "foreignNotional": 2496.5539772727275}, {"timestamp": "2020-08-12T07:22:48.886Z", "symbol": "ETHUSD", "side": "Sell", "size": 585, "price": 375.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ed7318e-d309-c31a-17ff-31fae203313d", "grossValue": 21969675, "homeNotional": 6.6477272727272725, "foreignNotional": 2496.5539772727275}]}
2020-08-12 10:22:48 DEBUG: message ignored
2020-08-12 10:22:49 DEBUG: check clearing time needed clearing_process_timer=1249.849127
2020-08-12 10:22:49 DEBUG: check init order needed init_order_process_timer=1349.849487
2020-08-12 10:22:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:49.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.5, "tickDirection": "MinusTick", "trdMatchID": "c54bc419-4d91-4ada-df8a-e2369887d51d", "grossValue": 1088950, "homeNotional": 0.32954545454545453, "foreignNotional": 123.74431818181819}, {"timestamp": "2020-08-12T07:22:49.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 7000, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "a415532b-7ec0-df85-51a1-e7702ec4438a", "grossValue": 262850000, "homeNotional": 79.54545454545455, "foreignNotional": 29869.31818181818}, {"timestamp": "2020-08-12T07:22:49.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.45, "tickDirection": "MinusTick", "trdMatchID": "ae0e2ba5-4260-a13c-a824-35cbf07ef04a", "grossValue": 187725, "homeNotional": 0.056818181818181816, "foreignNotional": 21.332386363636363}, {"timestamp": "2020-08-12T07:22:49.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "1155112f-2d5e-3f08-6dd3-64ecedf9aa39", "grossValue": 750900, "homeNotional": 0.22727272727272727, "foreignNotional": 85.32954545454545}, {"timestamp": "2020-08-12T07:22:49.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 2946, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "212213cc-f5f4-5284-ef93-c0d8f7d76431", "grossValue": 110607570, "homeNotional": 33.47727272727273, "foreignNotional": 12569.042045454546}]}
2020-08-12 10:22:49 DEBUG: message ignored
2020-08-12 10:22:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:49.917Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "f99d3162-f387-cc39-5319-10ac47c12ab3", "grossValue": 2252700, "homeNotional": 0.6818181818181818, "foreignNotional": 255.98863636363637}]}
2020-08-12 10:22:49 DEBUG: message ignored
2020-08-12 10:22:50 DEBUG: check clearing time needed clearing_process_timer=1250.850719
2020-08-12 10:22:50 DEBUG: check init order needed init_order_process_timer=1350.850983
2020-08-12 10:22:51 DEBUG: check clearing time needed clearing_process_timer=1251.852161
2020-08-12 10:22:51 DEBUG: check init order needed init_order_process_timer=1351.852416
2020-08-12 10:22:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:22:52.140Z", "symbol": "ETHUSD", "side": "Buy", "size": 600, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "180e0091-6b31-4cef-4fb7-f73742f04c6b", "grossValue": 22530000, "homeNotional": 6.818181818181818, "foreignNotional": 2560.2272727272725}]}
2020-08-12 10:22:52 DEBUG: message ignored
2020-08-12 10:22:52 DEBUG: check clearing time needed clearing_process_timer=1252.853625
2020-08-12 10:22:52 DEBUG: check init order needed init_order_process_timer=1352.854
2020-08-12 10:22:53 DEBUG: check clearing time needed clearing_process_timer=1253.855249
2020-08-12 10:22:53 DEBUG: check init order needed init_order_process_timer=1353.855482
2020-08-12 10:22:54 DEBUG: check clearing time needed clearing_process_timer=1254.856655
2020-08-12 10:22:54 DEBUG: check init order needed init_order_process_timer=1354.856934
2020-08-12 10:22:55 DEBUG: check clearing time needed clearing_process_timer=1255.858139
2020-08-12 10:22:55 DEBUG: check init order needed init_order_process_timer=1355.858418
2020-08-12 10:22:56 DEBUG: check clearing time needed clearing_process_timer=1256.859637
2020-08-12 10:22:56 DEBUG: check init order needed init_order_process_timer=1356.859878
2020-08-12 10:22:57 DEBUG: check clearing time needed clearing_process_timer=1257.860175
2020-08-12 10:22:57 DEBUG: check init order needed init_order_process_timer=1357.860423
2020-08-12 10:22:58 DEBUG: check clearing time needed clearing_process_timer=1258.861601
2020-08-12 10:22:58 DEBUG: check init order needed init_order_process_timer=1358.861877
2020-08-12 10:22:59 DEBUG: check clearing time needed clearing_process_timer=1259.863048
2020-08-12 10:22:59 DEBUG: check init order needed init_order_process_timer=1359.863369
2020-08-12 10:23:00 DEBUG: check clearing time needed clearing_process_timer=1260.864619
2020-08-12 10:23:00 DEBUG: check init order needed init_order_process_timer=1360.86489
2020-08-12 10:23:01 DEBUG: check clearing time needed clearing_process_timer=1261.865086
2020-08-12 10:23:01 DEBUG: check init order needed init_order_process_timer=1361.865454
2020-08-12 10:23:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:02.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 579, "price": 375.45, "tickDirection": "MinusTick", "trdMatchID": "66b1171d-6d91-a650-c970-7f84c15c95f5", "grossValue": 21738555, "homeNotional": 6.5802932151380835, "foreignNotional": 2470.5710876235935}, {"timestamp": "2020-08-12T07:23:02.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 585, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ae1dad4-99bc-f277-b003-54cacd7a1d80", "grossValue": 21963825, "homeNotional": 6.648482782134334, "foreignNotional": 2496.1728605523354}, {"timestamp": "2020-08-12T07:23:02.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 585, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "136f074e-aa09-2439-a29f-c8db473143c5", "grossValue": 21963825, "homeNotional": 6.648482782134334, "foreignNotional": 2496.1728605523354}, {"timestamp": "2020-08-12T07:23:02.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 585, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "08fc7514-0800-44a3-b977-6e42d2ff377b", "grossValue": 21963825, "homeNotional": 6.648482782134334, "foreignNotional": 2496.1728605523354}, {"timestamp": "2020-08-12T07:23:02.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 8486, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "817e089f-9314-c9ff-afc2-265356b6e00a", "grossValue": 318606870, "homeNotional": 96.44277758836232, "foreignNotional": 36209.44084555063}]}
2020-08-12 10:23:02 DEBUG: message ignored
2020-08-12 10:23:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:02.741Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "12066393-07fc-5f9b-daad-1b7d5835b8d7", "grossValue": 37545, "homeNotional": 0.011364927832708262, "foreignNotional": 4.266962154790317}]}
2020-08-12 10:23:02 DEBUG: message ignored
2020-08-12 10:23:02 DEBUG: check clearing time needed clearing_process_timer=1262.866606
2020-08-12 10:23:02 DEBUG: check init order needed init_order_process_timer=1362.866912
2020-08-12 10:23:03 DEBUG: check clearing time needed clearing_process_timer=1263.868157
2020-08-12 10:23:03 DEBUG: check init order needed init_order_process_timer=1363.868525
2020-08-12 10:23:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:04.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 229, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "d77aab0f-715c-d9f2-0deb-d7b3731b2c3c", "grossValue": 8597805, "homeNotional": 2.602568473690192, "foreignNotional": 977.1343334469826}, {"timestamp": "2020-08-12T07:23:04.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 468, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "7f467fd3-3ac9-0851-7cd1-963304963cb6", "grossValue": 17571060, "homeNotional": 5.318786225707467, "foreignNotional": 1996.9382884418683}, {"timestamp": "2020-08-12T07:23:04.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c932b59b-04fe-0914-3287-879f6431ac69", "grossValue": 6607920, "homeNotional": 2.0002272985566543, "foreignNotional": 750.9853392430958}, {"timestamp": "2020-08-12T07:23:04.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 1627, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "62ec8971-30b8-cddc-ecef-202056b4aea9", "grossValue": 61085715, "homeNotional": 18.490737583816344, "foreignNotional": 6942.3474258438455}]}
2020-08-12 10:23:04 DEBUG: message ignored
2020-08-12 10:23:04 DEBUG: check clearing time needed clearing_process_timer=1264.869751
2020-08-12 10:23:04 DEBUG: check init order needed init_order_process_timer=1364.870064
2020-08-12 10:23:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 1373, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8efba64-1ada-a462-fb85-16ee57bcaa3e", "grossValue": 51549285, "homeNotional": 15.604045914308443, "foreignNotional": 5858.539038527106}, {"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "fcc908da-7a3a-a110-9ad9-07dd2f2c40a1", "grossValue": 112620, "homeNotional": 0.03409478349812479, "foreignNotional": 12.799181725196044}, {"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "74e4ee9f-6228-94d3-5fa9-eb61c7f2bdd0", "grossValue": 150160, "homeNotional": 0.04545971133083305, "foreignNotional": 17.065575633594726}, {"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b476c124-ee92-e918-fa1e-4d5c7b32a239", "grossValue": 3754000, "homeNotional": 1.1364927832708263, "foreignNotional": 426.63939083986816}, {"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f27083f7-7d85-3d55-1504-a4d13a29596c", "grossValue": 3754000, "homeNotional": 1.1364927832708263, "foreignNotional": 426.63939083986816}, {"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3fbfc3f6-0209-1923-2791-7400a9086183", "grossValue": 6607040, "homeNotional": 2.0002272985566543, "foreignNotional": 750.885327878168}, {"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 203, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ae120a73-c16c-3619-71c7-0bf82e57bbfa", "grossValue": 7620620, "homeNotional": 2.307080350039777, "foreignNotional": 866.0779634049323}, {"timestamp": "2020-08-12T07:23:05.277Z", "symbol": "ETHUSD", "side": "Sell", "size": 541, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "27099e92-229e-3e90-23b9-235c5e98b9cb", "grossValue": 20309140, "homeNotional": 6.14842595749517, "foreignNotional": 2308.119104443687}]}
2020-08-12 10:23:05 DEBUG: message ignored
2020-08-12 10:23:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:05.281Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "db9095d1-f045-f1fe-c9a2-129705e832a6", "grossValue": 2252400, "homeNotional": 0.6818956699624957, "foreignNotional": 255.9836345039209}]}
2020-08-12 10:23:05 DEBUG: message ignored
2020-08-12 10:23:05 DEBUG: check clearing time needed clearing_process_timer=1265.871235
2020-08-12 10:23:05 DEBUG: check init order needed init_order_process_timer=1365.871513
2020-08-12 10:23:06 DEBUG: check clearing time needed clearing_process_timer=1266.872414
2020-08-12 10:23:06 DEBUG: check init order needed init_order_process_timer=1366.87269
2020-08-12 10:23:07 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-08-12 10:23:10 INFO: 
2020-08-12 10:23:10 INFO: 
2020-08-12 10:23:10 INFO: 
2020-08-12 10:23:10 INFO: 
2020-08-12 10:23:10 INFO: start trader process
2020-08-12 10:23:10 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-12 10:23:10 DEBUG: Initializing WebSocket.
2020-08-12 10:23:10 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-12 10:23:10 DEBUG: Starting thread
2020-08-12 10:23:10 INFO: Authenticating with API Key.
2020-08-12 10:23:10 DEBUG: Started thread
2020-08-12 10:23:10 DEBUG: Websocket Opened.
2020-08-12 10:23:10 DEBUG: receive message: {"info": "Welcome to the BitMEX Realtime API.", "version": "2020-08-11T22:14:14.000Z", "timestamp": "2020-08-12T07:23:10.776Z", "docs": "https://www.bitmex.com/app/wsAPI", "limit": {"remaining": 39}}
2020-08-12 10:23:10 DEBUG: message ignored
2020-08-12 10:23:10 DEBUG: receive message: {"success": true, "subscribe": "order", "request": {"op": "subscribe", "args": "order"}}
2020-08-12 10:23:10 DEBUG: message ignored
2020-08-12 10:23:10 DEBUG: receive message: {"success": true, "subscribe": "trade:ETHUSD", "request": {"op": "subscribe", "args": "trade:ETHUSD"}}
2020-08-12 10:23:10 DEBUG: message ignored
2020-08-12 10:23:11 DEBUG: receive message: {"table": "order", "action": "partial", "keys": ["orderID"], "types": {"orderID": "guid", "clOrdID": "string", "clOrdLinkID": "symbol", "account": "long", "symbol": "symbol", "side": "symbol", "simpleOrderQty": "float", "orderQty": "long", "price": "float", "displayQty": "long", "stopPx": "float", "pegOffsetValue": "float", "pegPriceType": "symbol", "currency": "symbol", "settlCurrency": "symbol", "ordType": "symbol", "timeInForce": "symbol", "execInst": "symbol", "contingencyType": "symbol", "exDestination": "symbol", "ordStatus": "symbol", "triggered": "symbol", "workingIndicator": "boolean", "ordRejReason": "symbol", "simpleLeavesQty": "float", "leavesQty": "long", "simpleCumQty": "float", "cumQty": "long", "avgPx": "float", "multiLegReportingType": "symbol", "text": "string", "transactTime": "timestamp", "timestamp": "timestamp"}, "foreignKeys": {"symbol": "instrument", "side": "side", "ordStatus": "ordStatus"}, "attributes": {"orderID": "grouped", "account": "grouped", "ordStatus": "grouped", "workingIndicator": "grouped"}, "filter": {"account": 605536}, "data": []}
2020-08-12 10:23:11 DEBUG: message ignored
2020-08-12 10:23:11 INFO: Connected to WS.
2020-08-12 10:23:11 DEBUG: check clearing time needed clearing_process_timer=1271.702589
2020-08-12 10:23:11 DEBUG: check init order needed init_order_process_timer=1371.702698
2020-08-12 10:23:12 DEBUG: receive message: {"table": "trade", "action": "partial", "keys": [], "types": {"timestamp": "timestamp", "symbol": "symbol", "side": "symbol", "size": "long", "price": "float", "tickDirection": "symbol", "trdMatchID": "guid", "grossValue": "long", "homeNotional": "float", "foreignNotional": "float"}, "foreignKeys": {"symbol": "instrument", "side": "side"}, "attributes": {"timestamp": "sorted", "symbol": "grouped"}, "filter": {"symbol": "ETHUSD"}, "data": [{"timestamp": "2020-08-12T07:23:09.240Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0712e87f-0ca2-7ffa-b3f0-3d767156535c", "grossValue": 3754000, "homeNotional": 1.1364927832708263, "foreignNotional": 426.63939083986816}]}
2020-08-12 10:23:12 DEBUG: message ignored
2020-08-12 10:23:12 DEBUG: check clearing time needed clearing_process_timer=1272.703861
2020-08-12 10:23:12 DEBUG: check init order needed init_order_process_timer=1372.704148
2020-08-12 10:23:13 DEBUG: check clearing time needed clearing_process_timer=1273.705105
2020-08-12 10:23:13 DEBUG: check init order needed init_order_process_timer=1373.705402
2020-08-12 10:23:14 DEBUG: check clearing time needed clearing_process_timer=1274.705724
2020-08-12 10:23:14 DEBUG: check init order needed init_order_process_timer=1374.706045
2020-08-12 10:23:15 DEBUG: check clearing time needed clearing_process_timer=1275.707284
2020-08-12 10:23:15 DEBUG: check init order needed init_order_process_timer=1375.707587
2020-08-12 10:23:16 DEBUG: check clearing time needed clearing_process_timer=1276.708814
2020-08-12 10:23:16 DEBUG: check init order needed init_order_process_timer=1376.709178
2020-08-12 10:23:17 DEBUG: check clearing time needed clearing_process_timer=1277.710389
2020-08-12 10:23:17 DEBUG: check init order needed init_order_process_timer=1377.710697
2020-08-12 10:23:18 DEBUG: check clearing time needed clearing_process_timer=1278.711961
2020-08-12 10:23:18 DEBUG: check init order needed init_order_process_timer=1378.712369
2020-08-12 10:23:19 DEBUG: check clearing time needed clearing_process_timer=1279.713644
2020-08-12 10:23:19 DEBUG: check init order needed init_order_process_timer=1379.713948
2020-08-12 10:23:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:20.640Z", "symbol": "ETHUSD", "side": "Buy", "size": 424, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "60d4f39b-bda2-5c09-64c3-b5eef29384bd", "grossValue": 15919080, "homeNotional": 4.818729401068303, "foreignNotional": 1809.1919536310945}]}
2020-08-12 10:23:20 DEBUG: message ignored
2020-08-12 10:23:20 DEBUG: check clearing time needed clearing_process_timer=1280.715122
2020-08-12 10:23:20 DEBUG: check init order needed init_order_process_timer=1380.715397
2020-08-12 10:23:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:20.796Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "13a32d9d-dd42-8e32-da7f-e8f47da2ac0f", "grossValue": 1126350, "homeNotional": 0.34094783498124787, "foreignNotional": 128.0088646437095}]}
2020-08-12 10:23:20 DEBUG: message ignored
2020-08-12 10:23:21 DEBUG: check clearing time needed clearing_process_timer=1281.716627
2020-08-12 10:23:21 DEBUG: check init order needed init_order_process_timer=1381.716986
2020-08-12 10:23:22 DEBUG: check clearing time needed clearing_process_timer=1282.718572
2020-08-12 10:23:22 DEBUG: check init order needed init_order_process_timer=1382.718895
2020-08-12 10:23:23 DEBUG: check clearing time needed clearing_process_timer=1283.720403
2020-08-12 10:23:23 DEBUG: check init order needed init_order_process_timer=1383.720734
2020-08-12 10:23:24 DEBUG: check clearing time needed clearing_process_timer=1284.722205
2020-08-12 10:23:24 DEBUG: check init order needed init_order_process_timer=1384.722465
2020-08-12 10:23:25 DEBUG: check clearing time needed clearing_process_timer=1285.723902
2020-08-12 10:23:25 DEBUG: check init order needed init_order_process_timer=1385.724248
2020-08-12 10:23:26 DEBUG: check clearing time needed clearing_process_timer=1286.725697
2020-08-12 10:23:26 DEBUG: check init order needed init_order_process_timer=1386.726019
2020-08-12 10:23:27 DEBUG: check clearing time needed clearing_process_timer=1287.727474
2020-08-12 10:23:27 DEBUG: check init order needed init_order_process_timer=1387.727803
2020-08-12 10:23:28 DEBUG: check clearing time needed clearing_process_timer=1288.72932
2020-08-12 10:23:28 DEBUG: check init order needed init_order_process_timer=1388.7296
2020-08-12 10:23:29 DEBUG: check clearing time needed clearing_process_timer=1289.731067
2020-08-12 10:23:29 DEBUG: check init order needed init_order_process_timer=1389.731388
2020-08-12 10:23:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:30.030Z", "symbol": "ETHUSD", "side": "Buy", "size": 139, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "6aead629-4f3d-ede4-1203-ce4c77f2a1e1", "grossValue": 5218755, "homeNotional": 1.579904523755399, "foreignNotional": 593.1751534439645}]}
2020-08-12 10:23:30 DEBUG: message ignored
2020-08-12 10:23:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:30.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "cafa3a84-35af-ba25-7183-e1636f29919c", "grossValue": 7508000, "homeNotional": 2.2732439190725167, "foreignNotional": 853.3757672198227}]}
2020-08-12 10:23:30 DEBUG: message ignored
2020-08-12 10:23:30 DEBUG: check clearing time needed clearing_process_timer=1290.732635
2020-08-12 10:23:30 DEBUG: check init order needed init_order_process_timer=1390.732946
2020-08-12 10:23:31 DEBUG: check clearing time needed clearing_process_timer=1291.734481
2020-08-12 10:23:31 DEBUG: check init order needed init_order_process_timer=1391.734921
2020-08-12 10:23:32 DEBUG: check clearing time needed clearing_process_timer=1292.736431
2020-08-12 10:23:32 DEBUG: check init order needed init_order_process_timer=1392.736808
2020-08-12 10:23:33 DEBUG: check clearing time needed clearing_process_timer=1293.738318
2020-08-12 10:23:33 DEBUG: check init order needed init_order_process_timer=1393.738674
2020-08-12 10:23:34 DEBUG: check clearing time needed clearing_process_timer=1294.740145
2020-08-12 10:23:34 DEBUG: check init order needed init_order_process_timer=1394.740426
2020-08-12 10:23:35 DEBUG: check clearing time needed clearing_process_timer=1295.74163
2020-08-12 10:23:35 DEBUG: check init order needed init_order_process_timer=1395.741978
2020-08-12 10:23:36 DEBUG: check clearing time needed clearing_process_timer=1296.743462
2020-08-12 10:23:36 DEBUG: check init order needed init_order_process_timer=1396.743795
2020-08-12 10:23:37 DEBUG: check clearing time needed clearing_process_timer=1297.745094
2020-08-12 10:23:37 DEBUG: check init order needed init_order_process_timer=1397.745444
2020-08-12 10:23:38 DEBUG: check clearing time needed clearing_process_timer=1298.74687
2020-08-12 10:23:38 DEBUG: check init order needed init_order_process_timer=1398.747129
2020-08-12 10:23:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:38.984Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "b94360b3-3fc2-d99c-4900-30ca2a422a46", "grossValue": 1163895, "homeNotional": 0.35235280745624004, "foreignNotional": 132.29086155944532}]}
2020-08-12 10:23:39 DEBUG: message ignored
2020-08-12 10:23:39 DEBUG: check clearing time needed clearing_process_timer=1299.748328
2020-08-12 10:23:39 DEBUG: check init order needed init_order_process_timer=1399.748603
2020-08-12 10:23:40 DEBUG: check clearing time needed clearing_process_timer=1300.749841
2020-08-12 10:23:40 DEBUG: check init order needed init_order_process_timer=1400.75012
2020-08-12 10:23:41 DEBUG: check clearing time needed clearing_process_timer=1301.751299
2020-08-12 10:23:41 DEBUG: check init order needed init_order_process_timer=1401.751576
2020-08-12 10:23:42 DEBUG: check clearing time needed clearing_process_timer=1302.752782
2020-08-12 10:23:42 DEBUG: check init order needed init_order_process_timer=1402.753139
2020-08-12 10:23:43 DEBUG: check clearing time needed clearing_process_timer=1303.75453
2020-08-12 10:23:43 DEBUG: check init order needed init_order_process_timer=1403.754778
2020-08-12 10:23:44 DEBUG: check clearing time needed clearing_process_timer=1304.755979
2020-08-12 10:23:44 DEBUG: check init order needed init_order_process_timer=1404.756331
2020-08-12 10:23:45 DEBUG: check clearing time needed clearing_process_timer=1305.757595
2020-08-12 10:23:45 DEBUG: check init order needed init_order_process_timer=1405.757876
2020-08-12 10:23:46 DEBUG: check clearing time needed clearing_process_timer=1306.759105
2020-08-12 10:23:46 DEBUG: check init order needed init_order_process_timer=1406.7594
2020-08-12 10:23:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:47.593Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "c5e6932c-af0a-2b1c-1270-c8d68ff4eba7", "grossValue": 3754500, "homeNotional": 1.1366219595362583, "foreignNotional": 426.74471470788814}]}
2020-08-12 10:23:47 DEBUG: message ignored
2020-08-12 10:23:47 DEBUG: check clearing time needed clearing_process_timer=1307.760634
2020-08-12 10:23:47 DEBUG: check init order needed init_order_process_timer=1407.760959
2020-08-12 10:23:48 DEBUG: check clearing time needed clearing_process_timer=1308.762197
2020-08-12 10:23:48 DEBUG: check init order needed init_order_process_timer=1408.762464
2020-08-12 10:23:49 DEBUG: check clearing time needed clearing_process_timer=1309.763673
2020-08-12 10:23:49 DEBUG: check init order needed init_order_process_timer=1409.763936
2020-08-12 10:23:50 DEBUG: check clearing time needed clearing_process_timer=1310.765161
2020-08-12 10:23:50 DEBUG: check init order needed init_order_process_timer=1410.765476
2020-08-12 10:23:51 DEBUG: check clearing time needed clearing_process_timer=1311.766736
2020-08-12 10:23:51 DEBUG: check init order needed init_order_process_timer=1411.767102
2020-08-12 10:23:52 DEBUG: check clearing time needed clearing_process_timer=1312.768573
2020-08-12 10:23:52 DEBUG: check init order needed init_order_process_timer=1412.7689
2020-08-12 10:23:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:23:53.534Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "1e9eebeb-62af-2568-0dc6-420c3ba2d261", "grossValue": 6607040, "homeNotional": 2.0004546487838146, "foreignNotional": 750.970675153444}, {"timestamp": "2020-08-12T07:23:53.534Z", "symbol": "ETHUSD", "side": "Sell", "size": 324, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d50a0c46-1fcd-1ab2-a996-2dd42683ecba", "grossValue": 12162960, "homeNotional": 3.6826551488974766, "foreignNotional": 1382.4687428961126}]}
2020-08-12 10:23:53 DEBUG: message ignored
2020-08-12 10:23:53 DEBUG: check clearing time needed clearing_process_timer=1313.770175
2020-08-12 10:23:53 DEBUG: check init order needed init_order_process_timer=1413.770494
2020-08-12 10:23:54 DEBUG: check clearing time needed clearing_process_timer=1314.771734
2020-08-12 10:23:54 DEBUG: check init order needed init_order_process_timer=1414.772021
2020-08-12 10:23:55 DEBUG: check clearing time needed clearing_process_timer=1315.773269
2020-08-12 10:23:55 DEBUG: check init order needed init_order_process_timer=1415.773623
2020-08-12 10:23:56 DEBUG: check clearing time needed clearing_process_timer=1316.774861
2020-08-12 10:23:56 DEBUG: check init order needed init_order_process_timer=1416.775122
2020-08-12 10:23:57 DEBUG: check clearing time needed clearing_process_timer=1317.776343
2020-08-12 10:23:57 DEBUG: check init order needed init_order_process_timer=1417.776631
2020-08-12 10:23:58 DEBUG: check clearing time needed clearing_process_timer=1318.777854
2020-08-12 10:23:58 DEBUG: check init order needed init_order_process_timer=1418.778128
2020-08-12 10:23:59 DEBUG: check clearing time needed clearing_process_timer=1319.77933
2020-08-12 10:23:59 DEBUG: check init order needed init_order_process_timer=1419.779633
2020-08-12 10:24:00 DEBUG: check clearing time needed clearing_process_timer=1320.781137
2020-08-12 10:24:00 DEBUG: check init order needed init_order_process_timer=1420.782357
2020-08-12 10:24:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:01.148Z", "symbol": "ETHUSD", "side": "Sell", "size": 176, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e92334c-6d8a-c95d-2d38-6db215029cb3", "grossValue": 6607040, "homeNotional": 2.0004546487838146, "foreignNotional": 750.970675153444}, {"timestamp": "2020-08-12T07:24:01.148Z", "symbol": "ETHUSD", "side": "Sell", "size": 707, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "fe73a2cf-f2b3-c3ae-7b87-1bd3dc29a828", "grossValue": 26540780, "homeNotional": 8.035917253921346, "foreignNotional": 3016.683337122073}]}
2020-08-12 10:24:01 DEBUG: message ignored
2020-08-12 10:24:01 DEBUG: check clearing time needed clearing_process_timer=1321.783575
2020-08-12 10:24:01 DEBUG: check init order needed init_order_process_timer=1421.784546
2020-08-12 10:24:02 DEBUG: check clearing time needed clearing_process_timer=1322.785075
2020-08-12 10:24:02 DEBUG: check init order needed init_order_process_timer=1422.785357
2020-08-12 10:24:03 DEBUG: check clearing time needed clearing_process_timer=1323.786585
2020-08-12 10:24:03 DEBUG: check init order needed init_order_process_timer=1423.78692
2020-08-12 10:24:04 DEBUG: check clearing time needed clearing_process_timer=1324.788136
2020-08-12 10:24:04 DEBUG: check init order needed init_order_process_timer=1424.788399
2020-08-12 10:24:05 DEBUG: check clearing time needed clearing_process_timer=1325.789592
2020-08-12 10:24:05 DEBUG: check init order needed init_order_process_timer=1425.789886
2020-08-12 10:24:06 DEBUG: check clearing time needed clearing_process_timer=1326.791106
2020-08-12 10:24:06 DEBUG: check init order needed init_order_process_timer=1426.791374
2020-08-12 10:24:07 DEBUG: check clearing time needed clearing_process_timer=1327.792579
2020-08-12 10:24:07 DEBUG: check init order needed init_order_process_timer=1427.792875
2020-08-12 10:24:08 DEBUG: check clearing time needed clearing_process_timer=1328.794145
2020-08-12 10:24:08 DEBUG: check init order needed init_order_process_timer=1428.794684
2020-08-12 10:24:09 DEBUG: check clearing time needed clearing_process_timer=1329.795939
2020-08-12 10:24:09 DEBUG: check init order needed init_order_process_timer=1429.796225
2020-08-12 10:24:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:10.013Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "5b238f26-3b05-8985-26ce-f1ea4fd12c38", "grossValue": 1877250, "homeNotional": 0.5683109797681292, "foreignNotional": 213.37235735394407}]}
2020-08-12 10:24:10 DEBUG: message ignored
2020-08-12 10:24:10 DEBUG: check clearing time needed clearing_process_timer=1330.797438
2020-08-12 10:24:10 DEBUG: check init order needed init_order_process_timer=1430.797729
2020-08-12 10:24:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:11.351Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4a6732d-7a08-b65e-e52f-4952e4975e05", "grossValue": 2815875, "homeNotional": 0.8524664696521936, "foreignNotional": 320.0585360309161}, {"timestamp": "2020-08-12T07:24:11.351Z", "symbol": "ETHUSD", "side": "Buy", "size": 6739, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "67dcf941-e733-2822-b99e-9fa7113e7b43", "grossValue": 253015755, "homeNotional": 76.59695385314845, "foreignNotional": 28758.326324164584}, {"timestamp": "2020-08-12T07:24:11.351Z", "symbol": "ETHUSD", "side": "Buy", "size": 3186, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e836013c-8ca9-7a52-d452-e395d108a158", "grossValue": 119618370, "homeNotional": 36.212775630825185, "foreignNotional": 13596.086610593316}]}
2020-08-12 10:24:11 DEBUG: message ignored
2020-08-12 10:24:11 DEBUG: check clearing time needed clearing_process_timer=1331.798952
2020-08-12 10:24:11 DEBUG: check init order needed init_order_process_timer=1431.799222
2020-08-12 10:24:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:11.939Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "7cd92d74-0b15-0700-2cd1-6834876bacfe", "grossValue": 3754500, "homeNotional": 1.1366219595362583, "foreignNotional": 426.74471470788814}]}
2020-08-12 10:24:11 DEBUG: message ignored
2020-08-12 10:24:12 DEBUG: check clearing time needed clearing_process_timer=1332.800422
2020-08-12 10:24:12 DEBUG: check init order needed init_order_process_timer=1432.800757
2020-08-12 10:24:13 DEBUG: check clearing time needed clearing_process_timer=1333.802014
2020-08-12 10:24:13 DEBUG: check init order needed init_order_process_timer=1433.802312
2020-08-12 10:24:14 DEBUG: check clearing time needed clearing_process_timer=1334.803517
2020-08-12 10:24:14 DEBUG: check init order needed init_order_process_timer=1434.80379
2020-08-12 10:24:15 DEBUG: check clearing time needed clearing_process_timer=1335.804957
2020-08-12 10:24:15 DEBUG: check init order needed init_order_process_timer=1435.805583
2020-08-12 10:24:16 DEBUG: check clearing time needed clearing_process_timer=1336.806743
2020-08-12 10:24:16 DEBUG: check init order needed init_order_process_timer=1436.807029
2020-08-12 10:24:17 DEBUG: check clearing time needed clearing_process_timer=1337.808217
2020-08-12 10:24:17 DEBUG: check init order needed init_order_process_timer=1437.808519
2020-08-12 10:24:18 DEBUG: check clearing time needed clearing_process_timer=1338.809724
2020-08-12 10:24:18 DEBUG: check init order needed init_order_process_timer=1438.810021
2020-08-12 10:24:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 764, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "005ce4bc-b4f9-e0e0-8459-6da6d5558f11", "grossValue": 28684380, "homeNotional": 8.683791770857013, "foreignNotional": 3260.3296203682653}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "26298901-7357-19bb-3dd1-1ece1429d8d3", "grossValue": 750900, "homeNotional": 0.22732439190725165, "foreignNotional": 85.34894294157763}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 803, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b887ddd7-c8c4-2551-c653-f291ec87082a", "grossValue": 30148635, "homeNotional": 9.127074335076154, "foreignNotional": 3426.760059104342}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 68, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "c2189c0f-f5ed-b23e-5c61-d0df1bd6adef", "grossValue": 2553060, "homeNotional": 0.7729029324846556, "foreignNotional": 290.18640600136393}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 288, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d65351c-de26-f1e8-2af5-c22acc23f92c", "grossValue": 10812960, "homeNotional": 3.2734712434644235, "foreignNotional": 1229.0247783587179}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "163b409a-b584-9e5d-ca06-d19c937f8816", "grossValue": 187725, "homeNotional": 0.05683109797681291, "foreignNotional": 21.337235735394408}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd113e16-1ac1-240c-0379-5047f9d7a946", "grossValue": 225270, "homeNotional": 0.0681973175721755, "foreignNotional": 25.604682882473288}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "0cb58b33-1117-df7b-0a0d-8a5b76d57a71", "grossValue": 18772500, "homeNotional": 5.683109797681291, "foreignNotional": 2133.7235735394406}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "74fcad5e-e0d6-f864-56ab-201fe44915fd", "grossValue": 2177610, "homeNotional": 0.6592407365310298, "foreignNotional": 247.51193453057513}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 77, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4f9e2baf-fb26-6697-ebfb-a6db24067dcc", "grossValue": 2890965, "homeNotional": 0.8751989088429188, "foreignNotional": 328.5934303250739}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 148, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "71082cab-008b-6668-5172-65927d055116", "grossValue": 5556660, "homeNotional": 1.6822005001136622, "foreignNotional": 631.5821777676745}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 113, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "7604ce09-62aa-15f2-d90b-24209c3853f7", "grossValue": 4242585, "homeNotional": 1.284382814275972, "foreignNotional": 482.2215276199136}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "015c2c33-dc15-9048-0516-eedf91458ce1", "grossValue": 1426710, "homeNotional": 0.43191634462377815, "foreignNotional": 162.1629915889975}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 76, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5c69bdc0-db27-c0dc-6073-79f7f258270d", "grossValue": 2853420, "homeNotional": 0.8638326892475563, "foreignNotional": 324.325983177995}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 435, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "501799e0-6e41-2c36-c78c-be76287a7db2", "grossValue": 16332075, "homeNotional": 4.944305523982723, "foreignNotional": 1856.3395089793135}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 129, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a4340c8-ad9a-ef86-82b6-fd381bbfe3fb", "grossValue": 4843305, "homeNotional": 1.466242327801773, "foreignNotional": 550.5006819731757}, {"timestamp": "2020-08-12T07:24:19.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 6472, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "904c4020-7d81-57c8-17ba-e02dc094e341", "grossValue": 242991240, "homeNotional": 73.56217322118664, "foreignNotional": 27618.917935894522}]}
2020-08-12 10:24:19 DEBUG: message ignored
2020-08-12 10:24:19 DEBUG: check clearing time needed clearing_process_timer=1339.811207
2020-08-12 10:24:19 DEBUG: check init order needed init_order_process_timer=1439.81211
2020-08-12 10:24:20 DEBUG: check clearing time needed clearing_process_timer=1340.813268
2020-08-12 10:24:20 DEBUG: check init order needed init_order_process_timer=1440.813614
2020-08-12 10:24:21 DEBUG: check clearing time needed clearing_process_timer=1341.814357
2020-08-12 10:24:21 DEBUG: check init order needed init_order_process_timer=1441.814616
2020-08-12 10:24:22 DEBUG: check clearing time needed clearing_process_timer=1342.815973
2020-08-12 10:24:22 DEBUG: check init order needed init_order_process_timer=1442.816248
2020-08-12 10:24:23 DEBUG: check clearing time needed clearing_process_timer=1343.81742
2020-08-12 10:24:23 DEBUG: check init order needed init_order_process_timer=1443.817678
2020-08-12 10:24:24 DEBUG: check clearing time needed clearing_process_timer=1344.818913
2020-08-12 10:24:24 DEBUG: check init order needed init_order_process_timer=1444.819189
2020-08-12 10:24:25 DEBUG: check clearing time needed clearing_process_timer=1345.820382
2020-08-12 10:24:25 DEBUG: check init order needed init_order_process_timer=1445.820689
2020-08-12 10:24:26 DEBUG: check clearing time needed clearing_process_timer=1346.821882
2020-08-12 10:24:26 DEBUG: check init order needed init_order_process_timer=1446.822129
2020-08-12 10:24:27 DEBUG: check clearing time needed clearing_process_timer=1347.82346
2020-08-12 10:24:27 DEBUG: check init order needed init_order_process_timer=1447.823676
2020-08-12 10:24:28 DEBUG: check clearing time needed clearing_process_timer=1348.824834
2020-08-12 10:24:28 DEBUG: check init order needed init_order_process_timer=1448.825147
2020-08-12 10:24:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:28.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b15c3fee-baa2-c49d-95cf-c97b41c9702e", "grossValue": 112635000, "homeNotional": 34.098658786087746, "foreignNotional": 12802.341441236646}]}
2020-08-12 10:24:28 DEBUG: message ignored
2020-08-12 10:24:29 DEBUG: check clearing time needed clearing_process_timer=1349.826324
2020-08-12 10:24:29 DEBUG: check init order needed init_order_process_timer=1449.826704
2020-08-12 10:24:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:30.641Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "18b42ab1-a2f5-8fc5-1640-97db574e6070", "grossValue": 1276530, "homeNotional": 0.3864075463120809, "foreignNotional": 145.07671326287078}]}
2020-08-12 10:24:30 DEBUG: message ignored
2020-08-12 10:24:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:30.648Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5b11d10a-3b75-7022-34c9-0a267238874d", "grossValue": 11263500, "homeNotional": 3.4094783498124785, "foreignNotional": 1280.0886464370951}]}
2020-08-12 10:24:30 DEBUG: message ignored
2020-08-12 10:24:30 DEBUG: check clearing time needed clearing_process_timer=1350.827886
2020-08-12 10:24:30 DEBUG: check init order needed init_order_process_timer=1450.828554
2020-08-12 10:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 3826, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "7aa88559-3544-2189-d6fc-08019b99a339", "grossValue": 143647170, "homeNotional": 43.48221388794181, "foreignNotional": 16325.397204227753}, {"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 2894, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1a77054-8026-73c2-1c36-cca0539b5c21", "grossValue": 108655230, "homeNotional": 32.89010114785771, "foreignNotional": 12348.588475963177}, {"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc4a71c9-6952-2a42-5b8b-dc3412858f93", "grossValue": 1426710, "homeNotional": 0.43186725764291395, "foreignNotional": 162.14456188203204}, {"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e6a77813-6c80-75cf-ddd7-f8f15506be33", "grossValue": 1389165, "homeNotional": 0.4205023298102057, "foreignNotional": 157.87759972724174}, {"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "da736da1-ddd1-e5a2-e122-fcfaf4a53f0d", "grossValue": 4092405, "homeNotional": 1.2387771337652005, "foreignNotional": 465.09887487214456}, {"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 172, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d49d6c6c-d477-c53f-9995-f634b9b6df3c", "grossValue": 6457740, "homeNotional": 1.9547675872258212, "foreignNotional": 733.9174906239346}, {"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 814, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e6d85785-0fde-05c3-42ba-44189d7de7a1", "grossValue": 30561630, "homeNotional": 9.251051255824526, "foreignNotional": 3473.3071939993183}, {"timestamp": "2020-08-12T07:24:30.931Z", "symbol": "ETHUSD", "side": "Buy", "size": 2110, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "38626f65-0024-db65-fa5a-0b3003d4f81d", "grossValue": 79219950, "homeNotional": 23.97999772701443, "foreignNotional": 9003.29014660757}]}
2020-08-12 10:24:31 DEBUG: message ignored
2020-08-12 10:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:30.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "c0755ed6-6588-2ae4-e75d-26aea6a74b4e", "grossValue": 412940, "homeNotional": 0.1250142061597909, "foreignNotional": 46.9303329923855}]}
2020-08-12 10:24:31 DEBUG: message ignored
2020-08-12 10:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:30.950Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "dce2394b-cb29-5402-bfcf-e35e2a316b9c", "grossValue": 450480, "homeNotional": 0.13637913399249915, "foreignNotional": 51.19672690078418}]}
2020-08-12 10:24:31 DEBUG: message ignored
2020-08-12 10:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:30.952Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad42f256-b65d-310a-301f-25efbdf8eceb", "grossValue": 450480, "homeNotional": 0.13637913399249915, "foreignNotional": 51.19672690078418}]}
2020-08-12 10:24:31 DEBUG: message ignored
2020-08-12 10:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:30.955Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "29d86cf6-e2c5-dcf0-fedd-3d15b909e48d", "grossValue": 450480, "homeNotional": 0.13637913399249915, "foreignNotional": 51.19672690078418}]}
2020-08-12 10:24:31 DEBUG: message ignored
2020-08-12 10:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:31.397Z", "symbol": "ETHUSD", "side": "Buy", "size": 3397, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "d4c0d821-944e-e5c4-363b-04a5755ab55d", "grossValue": 127540365, "homeNotional": 38.60665984770997, "foreignNotional": 14494.870439822707}, {"timestamp": "2020-08-12T07:24:31.397Z", "symbol": "ETHUSD", "side": "Buy", "size": 463, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d352539c-c8ac-e702-3fc5-ee78240d417b", "grossValue": 17383335, "homeNotional": 5.261961586543926, "foreignNotional": 1975.6034776679169}, {"timestamp": "2020-08-12T07:24:31.397Z", "symbol": "ETHUSD", "side": "Buy", "size": 386, "price": 375.55, "tickDirection": "PlusTick", "trdMatchID": "6d29e061-acc3-676a-2039-75cbbecf027f", "grossValue": 14496230, "homeNotional": 4.38686214342539, "foreignNotional": 1647.486077963405}]}
2020-08-12 10:24:31 DEBUG: message ignored
2020-08-12 10:24:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T07:24:31.410Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "5779cc41-efe2-a63c-0366-346544f18ae4", "grossValue": 5633250, "homeNotional": 1.7047391749062393, "foreignNotional": 640.2147971360382}]}
2020-08-12 10:24:31 DEBUG: message ignored
2020-08-12 10:24:31 DEBUG: check clearing time needed clearing_process_timer=1351.829914
2020-08-12 10:24:31 DEBUG: check init order needed init_order_process_timer=1451.830569
2020-08-12 10:24:32 WARNING: handle interrupt sig 2 False
2020-08-12 10:24:32 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-08-12 10:24:34 INFO: 
2020-08-12 10:24:34 INFO: 
2020-08-12 10:24:34 INFO: 
2020-08-12 10:24:34 INFO: 
2020-08-12 10:24:34 INFO: start trader process
2020-08-12 10:24:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-12 10:24:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-12 10:24:34 INFO: Authenticating with API Key.
2020-08-12 10:24:35 INFO: Connected to WS.
2020-08-12 10:28:26 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-08-12 10:28:29 INFO: 
2020-08-12 10:28:29 INFO: 
2020-08-12 10:28:29 INFO: 
2020-08-12 10:28:29 INFO: 
2020-08-12 10:28:29 INFO: start trader process
2020-08-12 10:28:29 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-12 10:28:29 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-12 10:28:29 INFO: Authenticating with API Key.
2020-08-12 10:28:30 INFO: Connected to WS.
2020-08-12 11:00:20 INFO: 
2020-08-12 11:00:20 INFO: 
2020-08-12 11:00:20 INFO: 
2020-08-12 11:00:20 INFO: 
2020-08-12 11:00:20 INFO: init new order start
2020-08-12 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.6, 'high': 380.7, 'low': 373.85, 'close': 379.2, 'trades': 5108, 'volume': 4072199, 'vwap': 377.64, 'lastSize': 2500, 'turnover': 153779642720, 'homeNotional': 46440.12745508915, 'foreignNotional': 17537708.107192237}, {'timestamp': datetime.datetime(2020, 8, 12, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.15, 'high': 374.8, 'low': 365.55, 'close': 374.6, 'trades': 6064, 'volume': 4970484, 'vwap': 369.91, 'lastSize': 120, 'turnover': 183862799135, 'homeNotional': 55963.377486429104, 'foreignNotional': 20701868.185163997}, {'timestamp': datetime.datetime(2020, 8, 12, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 373.9, 'high': 375.5, 'low': 370.0, 'close': 370.15, 'trades': 6137, 'volume': 4379547, 'vwap': 372.31, 'lastSize': 12, 'turnover': 163053333590, 'homeNotional': 49452.13316577757, 'foreignNotional': 18411454.022615343}]
2020-08-12 11:00:20 INFO: prepare candles [CandleItem(low=373.85, high=380.7, open=374.6, close=379.2, color='GREEN'), CandleItem(low=365.55, high=374.8, open=370.15, close=374.6, color='GREEN'), CandleItem(low=370.0, high=375.5, open=373.9, close=370.15, color='RED')]
2020-08-12 11:00:20 INFO: skip by colors first_candle=CandleItem(low=370.0, high=375.5, open=373.9, close=370.15, color='RED') second_candle=CandleItem(low=365.55, high=374.8, open=370.15, close=374.6, color='GREEN') last_candle=CandleItem(low=373.85, high=380.7, open=374.6, close=379.2, color='GREEN')
2020-08-12 11:00:20 INFO: check need new order None
2020-08-12 11:00:20 INFO: init new order end
2020-08-12 11:00:20 INFO: 
2020-08-12 11:00:20 INFO: 
2020-08-12 11:00:20 INFO: 
2020-08-12 11:00:20 INFO: 
2020-08-12 11:02:00 INFO: 
2020-08-12 11:02:00 INFO: 
2020-08-12 11:02:00 INFO: 
2020-08-12 11:02:00 INFO: 
2020-08-12 11:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-08-12 11:02:00 INFO: clearing end
2020-08-12 11:02:00 INFO: 
2020-08-12 11:02:00 INFO: 
2020-08-12 11:02:00 INFO: 
2020-08-12 11:02:00 INFO: 
2020-08-12 12:00:20 INFO: 
2020-08-12 12:00:20 INFO: 
2020-08-12 12:00:20 INFO: 
2020-08-12 12:00:20 INFO: 
2020-08-12 12:00:20 INFO: init new order start
2020-08-12 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.2, 'high': 382.3, 'low': 378.2, 'close': 378.9, 'trades': 6208, 'volume': 5575611, 'vwap': 380.12, 'lastSize': 317, 'turnover': 211938144435, 'homeNotional': 63890.9416792162, 'foreignNotional': 24286073.045274954}, {'timestamp': datetime.datetime(2020, 8, 12, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.6, 'high': 380.7, 'low': 373.85, 'close': 379.2, 'trades': 5108, 'volume': 4072199, 'vwap': 377.64, 'lastSize': 2500, 'turnover': 153779642720, 'homeNotional': 46440.12745508915, 'foreignNotional': 17537708.107192237}, {'timestamp': datetime.datetime(2020, 8, 12, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 370.15, 'high': 374.8, 'low': 365.55, 'close': 374.6, 'trades': 6064, 'volume': 4970484, 'vwap': 369.91, 'lastSize': 120, 'turnover': 183862799135, 'homeNotional': 55963.377486429104, 'foreignNotional': 20701868.185163997}]
2020-08-12 12:00:20 INFO: prepare candles [CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED'), CandleItem(low=373.85, high=380.7, open=374.6, close=379.2, color='GREEN'), CandleItem(low=365.55, high=374.8, open=370.15, close=374.6, color='GREEN')]
2020-08-12 12:00:20 INFO: last_candle=CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED')
2020-08-12 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)))
2020-08-12 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=378.2, high=382.3, open=379.2, close=378.9, color='RED')
2020-08-12 12:00:20 INFO: skip by CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 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)))
2020-08-12 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=378.2, high=382.3, open=379.2, close=378.9, color='RED')
2020-08-12 12:00:20 INFO: skip by CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 12:00:20 INFO: not found applicable config for candle
2020-08-12 12:00:20 INFO: check need new order None
2020-08-12 12:00:20 INFO: init new order end
2020-08-12 12:00:20 INFO: 
2020-08-12 12:00:20 INFO: 
2020-08-12 12:00:20 INFO: 
2020-08-12 12:00:20 INFO: 
2020-08-12 12:02:00 INFO: 
2020-08-12 12:02:00 INFO: 
2020-08-12 12:02:00 INFO: 
2020-08-12 12:02:00 INFO: 
2020-08-12 12:02:00 INFO: clearing start
2020-08-12 12:02:00 INFO: clearing end
2020-08-12 12:02:00 INFO: 
2020-08-12 12:02:00 INFO: 
2020-08-12 12:02:00 INFO: 
2020-08-12 12:02:00 INFO: 
2020-08-12 13:00:20 INFO: 
2020-08-12 13:00:20 INFO: 
2020-08-12 13:00:20 INFO: 
2020-08-12 13:00:20 INFO: 
2020-08-12 13:00:20 INFO: init new order start
2020-08-12 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 378.9, 'high': 382.0, 'low': 378.7, 'close': 381.3, 'trades': 3289, 'volume': 2446951, 'vwap': 380.5, 'lastSize': 155, 'turnover': 93105131620, 'homeNotional': 28082.366429957787, 'foreignNotional': 10685219.237456955}, {'timestamp': datetime.datetime(2020, 8, 12, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.2, 'high': 382.3, 'low': 378.2, 'close': 378.9, 'trades': 6208, 'volume': 5575611, 'vwap': 380.12, 'lastSize': 317, 'turnover': 211938144435, 'homeNotional': 63890.9416792162, 'foreignNotional': 24286073.045274954}, {'timestamp': datetime.datetime(2020, 8, 12, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 374.6, 'high': 380.7, 'low': 373.85, 'close': 379.2, 'trades': 5108, 'volume': 4072199, 'vwap': 377.64, 'lastSize': 2500, 'turnover': 153779642720, 'homeNotional': 46440.12745508915, 'foreignNotional': 17537708.107192237}]
2020-08-12 13:00:20 INFO: prepare candles [CandleItem(low=378.7, high=382.0, open=378.9, close=381.3, color='GREEN'), CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED'), CandleItem(low=373.85, high=380.7, open=374.6, close=379.2, color='GREEN')]
2020-08-12 13:00:20 INFO: skip by colors first_candle=CandleItem(low=373.85, high=380.7, open=374.6, close=379.2, color='GREEN') second_candle=CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED') last_candle=CandleItem(low=378.7, high=382.0, open=378.9, close=381.3, color='GREEN')
2020-08-12 13:00:20 INFO: check need new order None
2020-08-12 13:00:20 INFO: init new order end
2020-08-12 13:00:20 INFO: 
2020-08-12 13:00:20 INFO: 
2020-08-12 13:00:20 INFO: 
2020-08-12 13:00:20 INFO: 
2020-08-12 13:02:00 INFO: 
2020-08-12 13:02:00 INFO: 
2020-08-12 13:02:00 INFO: 
2020-08-12 13:02:00 INFO: 
2020-08-12 13:02:00 INFO: clearing start
2020-08-12 13:02:00 INFO: clearing end
2020-08-12 13:02:00 INFO: 
2020-08-12 13:02:00 INFO: 
2020-08-12 13:02:00 INFO: 
2020-08-12 13:02:00 INFO: 
2020-08-12 14:00:20 INFO: 
2020-08-12 14:00:20 INFO: 
2020-08-12 14:00:20 INFO: 
2020-08-12 14:00:20 INFO: 
2020-08-12 14:00:20 INFO: init new order start
2020-08-12 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.3, 'high': 385.2, 'low': 380.55, 'close': 384.1, 'trades': 6908, 'volume': 4624942, 'vwap': 383.58, 'lastSize': 402, 'turnover': 177400005575, 'homeNotional': 53238.83288811487, 'foreignNotional': 20421039.334280074}, {'timestamp': datetime.datetime(2020, 8, 12, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 378.9, 'high': 382.0, 'low': 378.7, 'close': 381.3, 'trades': 3289, 'volume': 2446951, 'vwap': 380.5, 'lastSize': 155, 'turnover': 93105131620, 'homeNotional': 28082.366429957787, 'foreignNotional': 10685219.237456955}, {'timestamp': datetime.datetime(2020, 8, 12, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 379.2, 'high': 382.3, 'low': 378.2, 'close': 378.9, 'trades': 6208, 'volume': 5575611, 'vwap': 380.12, 'lastSize': 317, 'turnover': 211938144435, 'homeNotional': 63890.9416792162, 'foreignNotional': 24286073.045274954}]
2020-08-12 14:00:21 INFO: prepare candles [CandleItem(low=380.55, high=385.2, open=381.3, close=384.1, color='GREEN'), CandleItem(low=378.7, high=382.0, open=378.9, close=381.3, color='GREEN'), CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED')]
2020-08-12 14:00:21 INFO: skip by colors first_candle=CandleItem(low=378.2, high=382.3, open=379.2, close=378.9, color='RED') second_candle=CandleItem(low=378.7, high=382.0, open=378.9, close=381.3, color='GREEN') last_candle=CandleItem(low=380.55, high=385.2, open=381.3, close=384.1, color='GREEN')
2020-08-12 14:00:21 INFO: check need new order None
2020-08-12 14:00:21 INFO: init new order end
2020-08-12 14:00:21 INFO: 
2020-08-12 14:00:21 INFO: 
2020-08-12 14:00:21 INFO: 
2020-08-12 14:00:21 INFO: 
2020-08-12 14:02:00 INFO: 
2020-08-12 14:02:00 INFO: 
2020-08-12 14:02:00 INFO: 
2020-08-12 14:02:00 INFO: 
2020-08-12 14:02:00 INFO: clearing start
2020-08-12 14:02:00 INFO: clearing end
2020-08-12 14:02:00 INFO: 
2020-08-12 14:02:00 INFO: 
2020-08-12 14:02:00 INFO: 
2020-08-12 14:02:00 INFO: 
2020-08-12 15:00:20 INFO: 
2020-08-12 15:00:20 INFO: 
2020-08-12 15:00:20 INFO: 
2020-08-12 15:00:20 INFO: 
2020-08-12 15:00:20 INFO: init new order start
2020-08-12 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.1, 'high': 385.25, 'low': 381.25, 'close': 382.05, 'trades': 3897, 'volume': 2517892, 'vwap': 382.92, 'lastSize': 1500, 'turnover': 96414866960, 'homeNotional': 28919.273955941084, 'foreignNotional': 11073806.345334873}, {'timestamp': datetime.datetime(2020, 8, 12, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.3, 'high': 385.2, 'low': 380.55, 'close': 384.1, 'trades': 6908, 'volume': 4624942, 'vwap': 383.58, 'lastSize': 402, 'turnover': 177400005575, 'homeNotional': 53238.83288811487, 'foreignNotional': 20421039.334280074}, {'timestamp': datetime.datetime(2020, 8, 12, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 378.9, 'high': 382.0, 'low': 378.7, 'close': 381.3, 'trades': 3289, 'volume': 2446951, 'vwap': 380.5, 'lastSize': 155, 'turnover': 93105131620, 'homeNotional': 28082.366429957787, 'foreignNotional': 10685219.237456955}]
2020-08-12 15:00:20 INFO: prepare candles [CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED'), CandleItem(low=380.55, high=385.2, open=381.3, close=384.1, color='GREEN'), CandleItem(low=378.7, high=382.0, open=378.9, close=381.3, color='GREEN')]
2020-08-12 15:00:20 INFO: last_candle=CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED')
2020-08-12 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)))
2020-08-12 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=381.25, high=385.25, open=384.1, close=382.05, color='RED')
2020-08-12 15:00:20 INFO: skip by CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 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)))
2020-08-12 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=381.25, high=385.25, open=384.1, close=382.05, color='RED')
2020-08-12 15:00:20 INFO: skip by CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 15:00:20 INFO: not found applicable config for candle
2020-08-12 15:00:20 INFO: check need new order None
2020-08-12 15:00:20 INFO: init new order end
2020-08-12 15:00:20 INFO: 
2020-08-12 15:00:20 INFO: 
2020-08-12 15:00:20 INFO: 
2020-08-12 15:00:20 INFO: 
2020-08-12 15:02:00 INFO: 
2020-08-12 15:02:00 INFO: 
2020-08-12 15:02:00 INFO: 
2020-08-12 15:02:00 INFO: 
2020-08-12 15:02:00 INFO: clearing start
2020-08-12 15:02:00 INFO: clearing end
2020-08-12 15:02:00 INFO: 
2020-08-12 15:02:00 INFO: 
2020-08-12 15:02:00 INFO: 
2020-08-12 15:02:00 INFO: 
2020-08-12 16:00:20 INFO: 
2020-08-12 16:00:20 INFO: 
2020-08-12 16:00:20 INFO: 
2020-08-12 16:00:20 INFO: 
2020-08-12 16:00:20 INFO: init new order start
2020-08-12 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.05, 'high': 384.75, 'low': 380.6, 'close': 384.7, 'trades': 3597, 'volume': 2862800, 'vwap': 382.64, 'lastSize': 675, 'turnover': 109542012095, 'homeNotional': 32860.68361616869, 'foreignNotional': 12573859.085308366}, {'timestamp': datetime.datetime(2020, 8, 12, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.1, 'high': 385.25, 'low': 381.25, 'close': 382.05, 'trades': 3897, 'volume': 2517892, 'vwap': 382.92, 'lastSize': 1500, 'turnover': 96414866960, 'homeNotional': 28919.273955941084, 'foreignNotional': 11073806.345334873}, {'timestamp': datetime.datetime(2020, 8, 12, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 381.3, 'high': 385.2, 'low': 380.55, 'close': 384.1, 'trades': 6908, 'volume': 4624942, 'vwap': 383.58, 'lastSize': 402, 'turnover': 177400005575, 'homeNotional': 53238.83288811487, 'foreignNotional': 20421039.334280074}]
2020-08-12 16:00:21 INFO: prepare candles [CandleItem(low=380.6, high=384.75, open=382.05, close=384.7, color='GREEN'), CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED'), CandleItem(low=380.55, high=385.2, open=381.3, close=384.1, color='GREEN')]
2020-08-12 16:00:21 INFO: skip by colors first_candle=CandleItem(low=380.55, high=385.2, open=381.3, close=384.1, color='GREEN') second_candle=CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED') last_candle=CandleItem(low=380.6, high=384.75, open=382.05, close=384.7, color='GREEN')
2020-08-12 16:00:21 INFO: check need new order None
2020-08-12 16:00:21 INFO: init new order end
2020-08-12 16:00:21 INFO: 
2020-08-12 16:00:21 INFO: 
2020-08-12 16:00:21 INFO: 
2020-08-12 16:00:21 INFO: 
2020-08-12 16:02:00 INFO: 
2020-08-12 16:02:00 INFO: 
2020-08-12 16:02:00 INFO: 
2020-08-12 16:02:00 INFO: 
2020-08-12 16:02:00 INFO: clearing start
2020-08-12 16:02:00 INFO: clearing end
2020-08-12 16:02:00 INFO: 
2020-08-12 16:02:00 INFO: 
2020-08-12 16:02:00 INFO: 
2020-08-12 16:02:00 INFO: 
2020-08-12 17:00:20 INFO: 
2020-08-12 17:00:20 INFO: 
2020-08-12 17:00:20 INFO: 
2020-08-12 17:00:20 INFO: 
2020-08-12 17:00:20 INFO: init new order start
2020-08-12 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.7, 'high': 386.8, 'low': 383.5, 'close': 386.7, 'trades': 4688, 'volume': 3915007, 'vwap': 385.42, 'lastSize': 4000, 'turnover': 150889139205, 'homeNotional': 45134.27897070907, 'foreignNotional': 17395415.658076867}, {'timestamp': datetime.datetime(2020, 8, 12, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.05, 'high': 384.75, 'low': 380.6, 'close': 384.7, 'trades': 3597, 'volume': 2862800, 'vwap': 382.64, 'lastSize': 675, 'turnover': 109542012095, 'homeNotional': 32860.68361616869, 'foreignNotional': 12573859.085308366}, {'timestamp': datetime.datetime(2020, 8, 12, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.1, 'high': 385.25, 'low': 381.25, 'close': 382.05, 'trades': 3897, 'volume': 2517892, 'vwap': 382.92, 'lastSize': 1500, 'turnover': 96414866960, 'homeNotional': 28919.273955941084, 'foreignNotional': 11073806.345334873}]
2020-08-12 17:00:20 INFO: prepare candles [CandleItem(low=383.5, high=386.8, open=384.7, close=386.7, color='GREEN'), CandleItem(low=380.6, high=384.75, open=382.05, close=384.7, color='GREEN'), CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED')]
2020-08-12 17:00:20 INFO: skip by colors first_candle=CandleItem(low=381.25, high=385.25, open=384.1, close=382.05, color='RED') second_candle=CandleItem(low=380.6, high=384.75, open=382.05, close=384.7, color='GREEN') last_candle=CandleItem(low=383.5, high=386.8, open=384.7, close=386.7, color='GREEN')
2020-08-12 17:00:20 INFO: check need new order None
2020-08-12 17:00:20 INFO: init new order end
2020-08-12 17:00:20 INFO: 
2020-08-12 17:00:20 INFO: 
2020-08-12 17:00:20 INFO: 
2020-08-12 17:00:20 INFO: 
2020-08-12 17:02:00 INFO: 
2020-08-12 17:02:00 INFO: 
2020-08-12 17:02:00 INFO: 
2020-08-12 17:02:00 INFO: 
2020-08-12 17:02:00 INFO: clearing start
2020-08-12 17:02:00 INFO: clearing end
2020-08-12 17:02:00 INFO: 
2020-08-12 17:02:00 INFO: 
2020-08-12 17:02:00 INFO: 
2020-08-12 17:02:00 INFO: 
2020-08-12 18:00:20 INFO: 
2020-08-12 18:00:20 INFO: 
2020-08-12 18:00:20 INFO: 
2020-08-12 18:00:20 INFO: 
2020-08-12 18:00:20 INFO: init new order start
2020-08-12 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.7, 'high': 387.1, 'low': 383.95, 'close': 386.0, 'trades': 4370, 'volume': 4973848, 'vwap': 385.54, 'lastSize': 2000, 'turnover': 191758681060, 'homeNotional': 57543.905147902464, 'foreignNotional': 22185155.460702457}, {'timestamp': datetime.datetime(2020, 8, 12, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.7, 'high': 386.8, 'low': 383.5, 'close': 386.7, 'trades': 4688, 'volume': 3915007, 'vwap': 385.42, 'lastSize': 4000, 'turnover': 150889139205, 'homeNotional': 45134.27897070907, 'foreignNotional': 17395415.658076867}, {'timestamp': datetime.datetime(2020, 8, 12, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 382.05, 'high': 384.75, 'low': 380.6, 'close': 384.7, 'trades': 3597, 'volume': 2862800, 'vwap': 382.64, 'lastSize': 675, 'turnover': 109542012095, 'homeNotional': 32860.68361616869, 'foreignNotional': 12573859.085308366}]
2020-08-12 18:00:21 INFO: prepare candles [CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED'), CandleItem(low=383.5, high=386.8, open=384.7, close=386.7, color='GREEN'), CandleItem(low=380.6, high=384.75, open=382.05, close=384.7, color='GREEN')]
2020-08-12 18:00:21 INFO: last_candle=CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED')
2020-08-12 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)))
2020-08-12 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=383.95, high=387.1, open=386.7, close=386.0, color='RED')
2020-08-12 18:00:21 INFO: skip by CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 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)))
2020-08-12 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=383.95, high=387.1, open=386.7, close=386.0, color='RED')
2020-08-12 18:00:21 INFO: skip by CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 18:00:21 INFO: not found applicable config for candle
2020-08-12 18:00:21 INFO: check need new order None
2020-08-12 18:00:21 INFO: init new order end
2020-08-12 18:00:21 INFO: 
2020-08-12 18:00:21 INFO: 
2020-08-12 18:00:21 INFO: 
2020-08-12 18:00:21 INFO: 
2020-08-12 18:02:00 INFO: 
2020-08-12 18:02:00 INFO: 
2020-08-12 18:02:00 INFO: 
2020-08-12 18:02:00 INFO: 
2020-08-12 18:02:00 INFO: clearing start
2020-08-12 18:02:00 INFO: clearing end
2020-08-12 18:02:00 INFO: 
2020-08-12 18:02:00 INFO: 
2020-08-12 18:02:00 INFO: 
2020-08-12 18:02:00 INFO: 
2020-08-12 19:00:20 INFO: 
2020-08-12 19:00:20 INFO: 
2020-08-12 19:00:20 INFO: 
2020-08-12 19:00:20 INFO: 
2020-08-12 19:00:20 INFO: init new order start
2020-08-12 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.0, 'high': 387.3, 'low': 384.4, 'close': 385.35, 'trades': 3084, 'volume': 2751343, 'vwap': 385.81, 'lastSize': 89, 'turnover': 106147636350, 'homeNotional': 31892.037920446364, 'foreignNotional': 12304085.114713725}, {'timestamp': datetime.datetime(2020, 8, 12, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.7, 'high': 387.1, 'low': 383.95, 'close': 386.0, 'trades': 4370, 'volume': 4973848, 'vwap': 385.54, 'lastSize': 2000, 'turnover': 191758681060, 'homeNotional': 57543.905147902464, 'foreignNotional': 22185155.460702457}, {'timestamp': datetime.datetime(2020, 8, 12, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.7, 'high': 386.8, 'low': 383.5, 'close': 386.7, 'trades': 4688, 'volume': 3915007, 'vwap': 385.42, 'lastSize': 4000, 'turnover': 150889139205, 'homeNotional': 45134.27897070907, 'foreignNotional': 17395415.658076867}]
2020-08-12 19:00:20 INFO: prepare candles [CandleItem(low=384.4, high=387.3, open=386.0, close=385.35, color='RED'), CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED'), CandleItem(low=383.5, high=386.8, open=384.7, close=386.7, color='GREEN')]
2020-08-12 19:00:20 INFO: skip by colors first_candle=CandleItem(low=383.5, high=386.8, open=384.7, close=386.7, color='GREEN') second_candle=CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED') last_candle=CandleItem(low=384.4, high=387.3, open=386.0, close=385.35, color='RED')
2020-08-12 19:00:20 INFO: check need new order None
2020-08-12 19:00:20 INFO: init new order end
2020-08-12 19:00:20 INFO: 
2020-08-12 19:00:20 INFO: 
2020-08-12 19:00:20 INFO: 
2020-08-12 19:00:20 INFO: 
2020-08-12 19:02:00 INFO: 
2020-08-12 19:02:00 INFO: 
2020-08-12 19:02:00 INFO: 
2020-08-12 19:02:00 INFO: 
2020-08-12 19:02:00 INFO: clearing start
2020-08-12 19:02:00 INFO: clearing end
2020-08-12 19:02:00 INFO: 
2020-08-12 19:02:00 INFO: 
2020-08-12 19:02:00 INFO: 
2020-08-12 19:02:00 INFO: 
2020-08-12 20:00:20 INFO: 
2020-08-12 20:00:20 INFO: 
2020-08-12 20:00:20 INFO: 
2020-08-12 20:00:20 INFO: 
2020-08-12 20:00:20 INFO: init new order start
2020-08-12 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.35, 'high': 386.75, 'low': 382.45, 'close': 383.15, 'trades': 4824, 'volume': 3865498, 'vwap': 384.61, 'lastSize': 1, 'turnover': 148670735475, 'homeNotional': 44760.859130267076, 'foreignNotional': 17215537.856039003}, {'timestamp': datetime.datetime(2020, 8, 12, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.0, 'high': 387.3, 'low': 384.4, 'close': 385.35, 'trades': 3084, 'volume': 2751343, 'vwap': 385.81, 'lastSize': 89, 'turnover': 106147636350, 'homeNotional': 31892.037920446364, 'foreignNotional': 12304085.114713725}, {'timestamp': datetime.datetime(2020, 8, 12, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.7, 'high': 387.1, 'low': 383.95, 'close': 386.0, 'trades': 4370, 'volume': 4973848, 'vwap': 385.54, 'lastSize': 2000, 'turnover': 191758681060, 'homeNotional': 57543.905147902464, 'foreignNotional': 22185155.460702457}]
2020-08-12 20:00:20 INFO: prepare candles [CandleItem(low=382.45, high=386.75, open=385.35, close=383.15, color='RED'), CandleItem(low=384.4, high=387.3, open=386.0, close=385.35, color='RED'), CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED')]
2020-08-12 20:00:20 INFO: skip by colors first_candle=CandleItem(low=383.95, high=387.1, open=386.7, close=386.0, color='RED') second_candle=CandleItem(low=384.4, high=387.3, open=386.0, close=385.35, color='RED') last_candle=CandleItem(low=382.45, high=386.75, open=385.35, close=383.15, color='RED')
2020-08-12 20:00:20 INFO: check need new order None
2020-08-12 20:00:20 INFO: init new order end
2020-08-12 20:00:20 INFO: 
2020-08-12 20:00:20 INFO: 
2020-08-12 20:00:20 INFO: 
2020-08-12 20:00:20 INFO: 
2020-08-12 20:02:01 INFO: 
2020-08-12 20:02:01 INFO: 
2020-08-12 20:02:01 INFO: 
2020-08-12 20:02:01 INFO: 
2020-08-12 20:02:01 INFO: clearing start
2020-08-12 20:02:01 INFO: clearing end
2020-08-12 20:02:01 INFO: 
2020-08-12 20:02:01 INFO: 
2020-08-12 20:02:01 INFO: 
2020-08-12 20:02:01 INFO: 
2020-08-12 21:00:20 INFO: 
2020-08-12 21:00:20 INFO: 
2020-08-12 21:00:20 INFO: 
2020-08-12 21:00:20 INFO: 
2020-08-12 21:00:20 INFO: init new order start
2020-08-12 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.15, 'high': 384.25, 'low': 381.8, 'close': 384.15, 'trades': 3794, 'volume': 3116419, 'vwap': 382.77, 'lastSize': 8919, 'turnover': 119285560670, 'homeNotional': 35890.4904816229, 'foreignNotional': 13737648.798776435}, {'timestamp': datetime.datetime(2020, 8, 12, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.35, 'high': 386.75, 'low': 382.45, 'close': 383.15, 'trades': 4824, 'volume': 3865498, 'vwap': 384.61, 'lastSize': 1, 'turnover': 148670735475, 'homeNotional': 44760.859130267076, 'foreignNotional': 17215537.856039003}, {'timestamp': datetime.datetime(2020, 8, 12, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.0, 'high': 387.3, 'low': 384.4, 'close': 385.35, 'trades': 3084, 'volume': 2751343, 'vwap': 385.81, 'lastSize': 89, 'turnover': 106147636350, 'homeNotional': 31892.037920446364, 'foreignNotional': 12304085.114713725}]
2020-08-12 21:00:20 INFO: prepare candles [CandleItem(low=381.8, high=384.25, open=383.15, close=384.15, color='GREEN'), CandleItem(low=382.45, high=386.75, open=385.35, close=383.15, color='RED'), CandleItem(low=384.4, high=387.3, open=386.0, close=385.35, color='RED')]
2020-08-12 21:00:20 INFO: last_candle=CandleItem(low=381.8, high=384.25, open=383.15, close=384.15, color='GREEN')
2020-08-12 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-12 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=381.8, high=384.25, open=383.15, close=384.15, color='GREEN')
2020-08-12 21:00:20 INFO: skip by CandleItem(low=381.8, high=384.25, open=383.15, close=384.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-12 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=381.8, high=384.25, open=383.15, close=384.15, color='GREEN')
2020-08-12 21:00:20 INFO: skip by CandleItem(low=381.8, high=384.25, open=383.15, close=384.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-12 21:00:20 INFO: not found applicable config for candle
2020-08-12 21:00:20 INFO: check need new order None
2020-08-12 21:00:20 INFO: init new order end
2020-08-12 21:00:20 INFO: 
2020-08-12 21:00:20 INFO: 
2020-08-12 21:00:20 INFO: 
2020-08-12 21:00:20 INFO: 
2020-08-12 21:02:00 INFO: 
2020-08-12 21:02:00 INFO: 
2020-08-12 21:02:00 INFO: 
2020-08-12 21:02:00 INFO: 
2020-08-12 21:02:00 INFO: clearing start
2020-08-12 21:02:00 INFO: clearing end
2020-08-12 21:02:00 INFO: 
2020-08-12 21:02:00 INFO: 
2020-08-12 21:02:00 INFO: 
2020-08-12 21:02:00 INFO: 
2020-08-12 22:00:20 INFO: 
2020-08-12 22:00:20 INFO: 
2020-08-12 22:00:20 INFO: 
2020-08-12 22:00:20 INFO: 
2020-08-12 22:00:20 INFO: init new order start
2020-08-12 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 385.3, 'low': 382.7, 'close': 384.15, 'trades': 2961, 'volume': 3107612, 'vwap': 384.14, 'lastSize': 134, 'turnover': 119374979270, 'homeNotional': 35847.42850170061, 'foreignNotional': 13770362.85360444}, {'timestamp': datetime.datetime(2020, 8, 12, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.15, 'high': 384.25, 'low': 381.8, 'close': 384.15, 'trades': 3794, 'volume': 3116419, 'vwap': 382.77, 'lastSize': 8919, 'turnover': 119285560670, 'homeNotional': 35890.4904816229, 'foreignNotional': 13737648.798776435}, {'timestamp': datetime.datetime(2020, 8, 12, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 385.35, 'high': 386.75, 'low': 382.45, 'close': 383.15, 'trades': 4824, 'volume': 3865498, 'vwap': 384.61, 'lastSize': 1, 'turnover': 148670735475, 'homeNotional': 44760.859130267076, 'foreignNotional': 17215537.856039003}]
2020-08-12 22:00:21 INFO: skip by found empty buckets
2020-08-12 22:00:21 INFO: check need new order None
2020-08-12 22:00:21 INFO: init new order end
2020-08-12 22:00:21 INFO: 
2020-08-12 22:00:21 INFO: 
2020-08-12 22:00:21 INFO: 
2020-08-12 22:00:21 INFO: 
2020-08-12 22:02:00 INFO: 
2020-08-12 22:02:00 INFO: 
2020-08-12 22:02:00 INFO: 
2020-08-12 22:02:00 INFO: 
2020-08-12 22:02:00 INFO: clearing start
2020-08-12 22:02:00 INFO: clearing end
2020-08-12 22:02:00 INFO: 
2020-08-12 22:02:00 INFO: 
2020-08-12 22:02:00 INFO: 
2020-08-12 22:02:00 INFO: 
2020-08-12 23:00:20 INFO: 
2020-08-12 23:00:20 INFO: 
2020-08-12 23:00:20 INFO: 
2020-08-12 23:00:20 INFO: 
2020-08-12 23:00:20 INFO: init new order start
2020-08-12 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 389.65, 'low': 384.2, 'close': 387.7, 'trades': 5546, 'volume': 6069190, 'vwap': 387.37, 'lastSize': 927, 'turnover': 235096986630, 'homeNotional': 70216.67504235808, 'foreignNotional': 27199374.44189853}, {'timestamp': datetime.datetime(2020, 8, 12, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 385.3, 'low': 382.7, 'close': 384.15, 'trades': 2961, 'volume': 3107612, 'vwap': 384.14, 'lastSize': 134, 'turnover': 119374979270, 'homeNotional': 35847.42850170061, 'foreignNotional': 13770362.85360444}, {'timestamp': datetime.datetime(2020, 8, 12, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.15, 'high': 384.25, 'low': 381.8, 'close': 384.15, 'trades': 3794, 'volume': 3116419, 'vwap': 382.77, 'lastSize': 8919, 'turnover': 119285560670, 'homeNotional': 35890.4904816229, 'foreignNotional': 13737648.798776435}]
2020-08-12 23:00:20 INFO: skip by found empty buckets
2020-08-12 23:00:20 INFO: check need new order None
2020-08-12 23:00:20 INFO: init new order end
2020-08-12 23:00:20 INFO: 
2020-08-12 23:00:20 INFO: 
2020-08-12 23:00:20 INFO: 
2020-08-12 23:00:20 INFO: 
2020-08-12 23:02:00 INFO: 
2020-08-12 23:02:00 INFO: 
2020-08-12 23:02:00 INFO: 
2020-08-12 23:02:00 INFO: 
2020-08-12 23:02:00 INFO: clearing start
2020-08-12 23:02:00 INFO: clearing end
2020-08-12 23:02:00 INFO: 
2020-08-12 23:02:00 INFO: 
2020-08-12 23:02:00 INFO: 
2020-08-12 23:02:00 INFO: 
2020-08-13 00:00:20 INFO: 
2020-08-13 00:00:20 INFO: 
2020-08-13 00:00:20 INFO: 
2020-08-13 00:00:20 INFO: 
2020-08-13 00:00:20 INFO: init new order start
2020-08-13 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.7, 'high': 390.05, 'low': 386.6, 'close': 386.75, 'trades': 4269, 'volume': 4249985, 'vwap': 388.12, 'lastSize': 12, 'turnover': 164949294305, 'homeNotional': 49174.40507931567, 'foreignNotional': 19085485.63190707}, {'timestamp': datetime.datetime(2020, 8, 12, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 389.65, 'low': 384.2, 'close': 387.7, 'trades': 5546, 'volume': 6069190, 'vwap': 387.37, 'lastSize': 927, 'turnover': 235096986630, 'homeNotional': 70216.67504235808, 'foreignNotional': 27199374.44189853}, {'timestamp': datetime.datetime(2020, 8, 12, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 385.3, 'low': 382.7, 'close': 384.15, 'trades': 2961, 'volume': 3107612, 'vwap': 384.14, 'lastSize': 134, 'turnover': 119374979270, 'homeNotional': 35847.42850170061, 'foreignNotional': 13770362.85360444}]
2020-08-13 00:00:20 INFO: skip by found empty buckets
2020-08-13 00:00:20 INFO: check need new order None
2020-08-13 00:00:20 INFO: init new order end
2020-08-13 00:00:20 INFO: 
2020-08-13 00:00:20 INFO: 
2020-08-13 00:00:20 INFO: 
2020-08-13 00:00:20 INFO: 
2020-08-13 00:02:00 INFO: 
2020-08-13 00:02:00 INFO: 
2020-08-13 00:02:00 INFO: 
2020-08-13 00:02:00 INFO: 
2020-08-13 00:02:00 INFO: clearing start
2020-08-13 00:02:00 INFO: clearing end
2020-08-13 00:02:00 INFO: 
2020-08-13 00:02:00 INFO: 
2020-08-13 00:02:00 INFO: 
2020-08-13 00:02:00 INFO: 
2020-08-13 01:00:20 INFO: 
2020-08-13 01:00:20 INFO: 
2020-08-13 01:00:20 INFO: 
2020-08-13 01:00:20 INFO: 
2020-08-13 01:00:20 INFO: init new order start
2020-08-13 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.75, 'high': 386.8, 'low': 383.3, 'close': 383.45, 'trades': 3240, 'volume': 2091003, 'vwap': 385.04, 'lastSize': 1, 'turnover': 80511101790, 'homeNotional': 24100.73323310323, 'foreignNotional': 9279666.712953025}, {'timestamp': datetime.datetime(2020, 8, 12, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.7, 'high': 390.05, 'low': 386.6, 'close': 386.75, 'trades': 4269, 'volume': 4249985, 'vwap': 388.12, 'lastSize': 12, 'turnover': 164949294305, 'homeNotional': 49174.40507931567, 'foreignNotional': 19085485.63190707}, {'timestamp': datetime.datetime(2020, 8, 12, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 384.15, 'high': 389.65, 'low': 384.2, 'close': 387.7, 'trades': 5546, 'volume': 6069190, 'vwap': 387.37, 'lastSize': 927, 'turnover': 235096986630, 'homeNotional': 70216.67504235808, 'foreignNotional': 27199374.44189853}]
2020-08-13 01:00:21 INFO: prepare candles [CandleItem(low=383.3, high=386.8, open=386.75, close=383.45, color='RED'), CandleItem(low=386.6, high=390.05, open=387.7, close=386.75, color='RED'), CandleItem(low=384.2, high=389.65, open=384.15, close=387.7, color='GREEN')]
2020-08-13 01:00:21 INFO: skip by colors first_candle=CandleItem(low=384.2, high=389.65, open=384.15, close=387.7, color='GREEN') second_candle=CandleItem(low=386.6, high=390.05, open=387.7, close=386.75, color='RED') last_candle=CandleItem(low=383.3, high=386.8, open=386.75, close=383.45, color='RED')
2020-08-13 01:00:21 INFO: check need new order None
2020-08-13 01:00:21 INFO: init new order end
2020-08-13 01:00:21 INFO: 
2020-08-13 01:00:21 INFO: 
2020-08-13 01:00:21 INFO: 
2020-08-13 01:00:21 INFO: 
2020-08-13 01:02:00 INFO: 
2020-08-13 01:02:00 INFO: 
2020-08-13 01:02:00 INFO: 
2020-08-13 01:02:00 INFO: 
2020-08-13 01:02:00 INFO: clearing start
2020-08-13 01:02:00 INFO: clearing end
2020-08-13 01:02:00 INFO: 
2020-08-13 01:02:00 INFO: 
2020-08-13 01:02:00 INFO: 
2020-08-13 01:02:00 INFO: 
2020-08-13 02:00:20 INFO: 
2020-08-13 02:00:20 INFO: 
2020-08-13 02:00:20 INFO: 
2020-08-13 02:00:20 INFO: 
2020-08-13 02:00:20 INFO: init new order start
2020-08-13 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.45, 'high': 387.2, 'low': 383.45, 'close': 386.9, 'trades': 3106, 'volume': 2049181, 'vwap': 385.98, 'lastSize': 12, 'turnover': 79092572005, 'homeNotional': 23666.9579987366, 'foreignNotional': 9134802.849762332}, {'timestamp': datetime.datetime(2020, 8, 12, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.75, 'high': 386.8, 'low': 383.3, 'close': 383.45, 'trades': 3240, 'volume': 2091003, 'vwap': 385.04, 'lastSize': 1, 'turnover': 80511101790, 'homeNotional': 24100.73323310323, 'foreignNotional': 9279666.712953025}, {'timestamp': datetime.datetime(2020, 8, 12, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.7, 'high': 390.05, 'low': 386.6, 'close': 386.75, 'trades': 4269, 'volume': 4249985, 'vwap': 388.12, 'lastSize': 12, 'turnover': 164949294305, 'homeNotional': 49174.40507931567, 'foreignNotional': 19085485.63190707}]
2020-08-13 02:00:20 INFO: prepare candles [CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN'), CandleItem(low=383.3, high=386.8, open=386.75, close=383.45, color='RED'), CandleItem(low=386.6, high=390.05, open=387.7, close=386.75, color='RED')]
2020-08-13 02:00:20 INFO: last_candle=CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN')
2020-08-13 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)))
2020-08-13 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=383.45, high=387.2, open=383.45, close=386.9, color='GREEN')
2020-08-13 02:00:20 INFO: skip by CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 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)))
2020-08-13 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=383.45, high=387.2, open=383.45, close=386.9, color='GREEN')
2020-08-13 02:00:20 INFO: skip by CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 02:00:20 INFO: not found applicable config for candle
2020-08-13 02:00:20 INFO: check need new order None
2020-08-13 02:00:20 INFO: init new order end
2020-08-13 02:00:20 INFO: 
2020-08-13 02:00:20 INFO: 
2020-08-13 02:00:20 INFO: 
2020-08-13 02:00:20 INFO: 
2020-08-13 02:02:00 INFO: 
2020-08-13 02:02:01 INFO: 
2020-08-13 02:02:01 INFO: 
2020-08-13 02:02:01 INFO: 
2020-08-13 02:02:01 INFO: clearing start
2020-08-13 02:02:01 INFO: clearing end
2020-08-13 02:02:01 INFO: 
2020-08-13 02:02:01 INFO: 
2020-08-13 02:02:01 INFO: 
2020-08-13 02:02:01 INFO: 
2020-08-13 03:00:20 INFO: 
2020-08-13 03:00:20 INFO: 
2020-08-13 03:00:20 INFO: 
2020-08-13 03:00:20 INFO: 
2020-08-13 03:00:20 INFO: init new order start
2020-08-13 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.9, 'high': 388.4, 'low': 386.6, 'close': 387.4, 'trades': 2643, 'volume': 1762733, 'vwap': 387.44, 'lastSize': 100, 'turnover': 68294479225, 'homeNotional': 20396.496160156297, 'foreignNotional': 7902323.440201915}, {'timestamp': datetime.datetime(2020, 8, 12, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.45, 'high': 387.2, 'low': 383.45, 'close': 386.9, 'trades': 3106, 'volume': 2049181, 'vwap': 385.98, 'lastSize': 12, 'turnover': 79092572005, 'homeNotional': 23666.9579987366, 'foreignNotional': 9134802.849762332}, {'timestamp': datetime.datetime(2020, 8, 12, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.75, 'high': 386.8, 'low': 383.3, 'close': 383.45, 'trades': 3240, 'volume': 2091003, 'vwap': 385.04, 'lastSize': 1, 'turnover': 80511101790, 'homeNotional': 24100.73323310323, 'foreignNotional': 9279666.712953025}]
2020-08-13 03:00:20 INFO: prepare candles [CandleItem(low=386.6, high=388.4, open=386.9, close=387.4, color='GREEN'), CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN'), CandleItem(low=383.3, high=386.8, open=386.75, close=383.45, color='RED')]
2020-08-13 03:00:20 INFO: skip by colors first_candle=CandleItem(low=383.3, high=386.8, open=386.75, close=383.45, color='RED') second_candle=CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN') last_candle=CandleItem(low=386.6, high=388.4, open=386.9, close=387.4, color='GREEN')
2020-08-13 03:00:20 INFO: check need new order None
2020-08-13 03:00:20 INFO: init new order end
2020-08-13 03:00:20 INFO: 
2020-08-13 03:00:20 INFO: 
2020-08-13 03:00:20 INFO: 
2020-08-13 03:00:20 INFO: 
2020-08-13 03:02:00 INFO: 
2020-08-13 03:02:00 INFO: 
2020-08-13 03:02:00 INFO: 
2020-08-13 03:02:00 INFO: 
2020-08-13 03:02:00 INFO: clearing start
2020-08-13 03:02:00 INFO: clearing end
2020-08-13 03:02:00 INFO: 
2020-08-13 03:02:00 INFO: 
2020-08-13 03:02:00 INFO: 
2020-08-13 03:02:00 INFO: 
2020-08-13 04:00:20 INFO: 
2020-08-13 04:00:20 INFO: 
2020-08-13 04:00:20 INFO: 
2020-08-13 04:00:20 INFO: 
2020-08-13 04:00:20 INFO: init new order start
2020-08-13 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.4, 'high': 395.45, 'low': 386.8, 'close': 394.4, 'trades': 8603, 'volume': 9305253, 'vwap': 391.0, 'lastSize': 183, 'turnover': 363831976305, 'homeNotional': 108080.17120197845, 'foreignNotional': 42259518.533653915}, {'timestamp': datetime.datetime(2020, 8, 13, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.9, 'high': 388.4, 'low': 386.6, 'close': 387.4, 'trades': 2643, 'volume': 1762733, 'vwap': 387.44, 'lastSize': 100, 'turnover': 68294479225, 'homeNotional': 20396.496160156297, 'foreignNotional': 7902323.440201915}, {'timestamp': datetime.datetime(2020, 8, 12, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.45, 'high': 387.2, 'low': 383.45, 'close': 386.9, 'trades': 3106, 'volume': 2049181, 'vwap': 385.98, 'lastSize': 12, 'turnover': 79092572005, 'homeNotional': 23666.9579987366, 'foreignNotional': 9134802.849762332}]
2020-08-13 04:00:21 INFO: prepare candles [CandleItem(low=386.8, high=395.45, open=387.4, close=394.4, color='GREEN'), CandleItem(low=386.6, high=388.4, open=386.9, close=387.4, color='GREEN'), CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN')]
2020-08-13 04:00:21 INFO: skip by colors first_candle=CandleItem(low=383.45, high=387.2, open=383.45, close=386.9, color='GREEN') second_candle=CandleItem(low=386.6, high=388.4, open=386.9, close=387.4, color='GREEN') last_candle=CandleItem(low=386.8, high=395.45, open=387.4, close=394.4, color='GREEN')
2020-08-13 04:00:21 INFO: check need new order None
2020-08-13 04:00:21 INFO: init new order end
2020-08-13 04:00:21 INFO: 
2020-08-13 04:00:21 INFO: 
2020-08-13 04:00:21 INFO: 
2020-08-13 04:00:21 INFO: 
2020-08-13 04:02:00 INFO: 
2020-08-13 04:02:00 INFO: 
2020-08-13 04:02:00 INFO: 
2020-08-13 04:02:00 INFO: 
2020-08-13 04:02:00 INFO: clearing start
2020-08-13 04:02:00 INFO: clearing end
2020-08-13 04:02:00 INFO: 
2020-08-13 04:02:00 INFO: 
2020-08-13 04:02:00 INFO: 
2020-08-13 04:02:00 INFO: 
2020-08-13 05:00:36 INFO: 
2020-08-13 05:00:36 INFO: 
2020-08-13 05:00:36 INFO: 
2020-08-13 05:00:36 INFO: 
2020-08-13 05:00:36 INFO: init new order start
2020-08-13 05:00:36 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.4, 'high': 395.7, 'low': 392.25, 'close': 392.8, 'trades': 4217, 'volume': 3418741, 'vwap': 393.92, 'lastSize': 170, 'turnover': 134669036935, 'homeNotional': 39749.345955775265, 'foreignNotional': 15657853.304667696}, {'timestamp': datetime.datetime(2020, 8, 13, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.4, 'high': 395.45, 'low': 386.8, 'close': 394.4, 'trades': 8603, 'volume': 9305253, 'vwap': 391.0, 'lastSize': 183, 'turnover': 363831976305, 'homeNotional': 108080.17120197845, 'foreignNotional': 42259518.533653915}, {'timestamp': datetime.datetime(2020, 8, 13, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.9, 'high': 388.4, 'low': 386.6, 'close': 387.4, 'trades': 2643, 'volume': 1762733, 'vwap': 387.44, 'lastSize': 100, 'turnover': 68294479225, 'homeNotional': 20396.496160156297, 'foreignNotional': 7902323.440201915}]
2020-08-13 05:00:36 INFO: prepare candles [CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED'), CandleItem(low=386.8, high=395.45, open=387.4, close=394.4, color='GREEN'), CandleItem(low=386.6, high=388.4, open=386.9, close=387.4, color='GREEN')]
2020-08-13 05:00:36 INFO: last_candle=CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED')
2020-08-13 05:00:36 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)))
2020-08-13 05:00:36 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED')
2020-08-13 05:00:36 INFO: skip by CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 05:00:36 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)))
2020-08-13 05:00:36 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED')
2020-08-13 05:00:36 INFO: skip by CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 05:00:36 INFO: not found applicable config for candle
2020-08-13 05:00:36 INFO: check need new order None
2020-08-13 05:00:36 INFO: init new order end
2020-08-13 05:00:36 INFO: 
2020-08-13 05:00:36 INFO: 
2020-08-13 05:00:36 INFO: 
2020-08-13 05:00:36 INFO: 
2020-08-13 05:02:00 INFO: 
2020-08-13 05:02:00 INFO: 
2020-08-13 05:02:00 INFO: 
2020-08-13 05:02:00 INFO: 
2020-08-13 05:02:00 INFO: clearing start
2020-08-13 05:02:00 INFO: clearing end
2020-08-13 05:02:00 INFO: 
2020-08-13 05:02:00 INFO: 
2020-08-13 05:02:00 INFO: 
2020-08-13 05:02:00 INFO: 
2020-08-13 06:00:20 INFO: 
2020-08-13 06:00:20 INFO: 
2020-08-13 06:00:20 INFO: 
2020-08-13 06:00:20 INFO: 
2020-08-13 06:00:20 INFO: init new order start
2020-08-13 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.8, 'high': 394.45, 'low': 390.95, 'close': 392.6, 'trades': 3724, 'volume': 3420356, 'vwap': 392.79, 'lastSize': 37, 'turnover': 134347890115, 'homeNotional': 39667.08139890549, 'foreignNotional': 15580875.86949043}, {'timestamp': datetime.datetime(2020, 8, 13, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.4, 'high': 395.7, 'low': 392.25, 'close': 392.8, 'trades': 4217, 'volume': 3418741, 'vwap': 393.92, 'lastSize': 170, 'turnover': 134669036935, 'homeNotional': 39749.345955775265, 'foreignNotional': 15657853.304667696}, {'timestamp': datetime.datetime(2020, 8, 13, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 387.4, 'high': 395.45, 'low': 386.8, 'close': 394.4, 'trades': 8603, 'volume': 9305253, 'vwap': 391.0, 'lastSize': 183, 'turnover': 363831976305, 'homeNotional': 108080.17120197845, 'foreignNotional': 42259518.533653915}]
2020-08-13 06:00:20 INFO: prepare candles [CandleItem(low=390.95, high=394.45, open=392.8, close=392.6, color='RED'), CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED'), CandleItem(low=386.8, high=395.45, open=387.4, close=394.4, color='GREEN')]
2020-08-13 06:00:20 INFO: skip by colors first_candle=CandleItem(low=386.8, high=395.45, open=387.4, close=394.4, color='GREEN') second_candle=CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED') last_candle=CandleItem(low=390.95, high=394.45, open=392.8, close=392.6, color='RED')
2020-08-13 06:00:20 INFO: check need new order None
2020-08-13 06:00:20 INFO: init new order end
2020-08-13 06:00:20 INFO: 
2020-08-13 06:00:20 INFO: 
2020-08-13 06:00:20 INFO: 
2020-08-13 06:00:20 INFO: 
2020-08-13 06:02:00 INFO: 
2020-08-13 06:02:00 INFO: 
2020-08-13 06:02:00 INFO: 
2020-08-13 06:02:00 INFO: 
2020-08-13 06:02:00 INFO: clearing start
2020-08-13 06:02:00 INFO: clearing end
2020-08-13 06:02:00 INFO: 
2020-08-13 06:02:00 INFO: 
2020-08-13 06:02:00 INFO: 
2020-08-13 06:02:00 INFO: 
2020-08-13 07:00:20 INFO: 
2020-08-13 07:00:20 INFO: 
2020-08-13 07:00:20 INFO: 
2020-08-13 07:00:20 INFO: 
2020-08-13 07:00:20 INFO: init new order start
2020-08-13 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.6, 'high': 395.0, 'low': 391.85, 'close': 395.0, 'trades': 3011, 'volume': 2079576, 'vwap': 393.27, 'lastSize': 678, 'turnover': 81781864060, 'homeNotional': 24053.638770681067, 'foreignNotional': 9459402.05413989}, {'timestamp': datetime.datetime(2020, 8, 13, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.8, 'high': 394.45, 'low': 390.95, 'close': 392.6, 'trades': 3724, 'volume': 3420356, 'vwap': 392.79, 'lastSize': 37, 'turnover': 134347890115, 'homeNotional': 39667.08139890549, 'foreignNotional': 15580875.86949043}, {'timestamp': datetime.datetime(2020, 8, 13, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.4, 'high': 395.7, 'low': 392.25, 'close': 392.8, 'trades': 4217, 'volume': 3418741, 'vwap': 393.92, 'lastSize': 170, 'turnover': 134669036935, 'homeNotional': 39749.345955775265, 'foreignNotional': 15657853.304667696}]
2020-08-13 07:00:20 INFO: prepare candles [CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN'), CandleItem(low=390.95, high=394.45, open=392.8, close=392.6, color='RED'), CandleItem(low=392.25, high=395.7, open=394.4, close=392.8, color='RED')]
2020-08-13 07:00:20 INFO: last_candle=CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN')
2020-08-13 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN')
2020-08-13 07:00:20 INFO: skip by CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN')
2020-08-13 07:00:20 INFO: skip by CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 07:00:20 INFO: not found applicable config for candle
2020-08-13 07:00:20 INFO: check need new order None
2020-08-13 07:00:20 INFO: init new order end
2020-08-13 07:00:20 INFO: 
2020-08-13 07:00:20 INFO: 
2020-08-13 07:00:20 INFO: 
2020-08-13 07:00:20 INFO: 
2020-08-13 07:02:00 INFO: 
2020-08-13 07:02:00 INFO: 
2020-08-13 07:02:00 INFO: 
2020-08-13 07:02:00 INFO: 
2020-08-13 07:02:00 INFO: clearing start
2020-08-13 07:02:00 INFO: clearing end
2020-08-13 07:02:00 INFO: 
2020-08-13 07:02:00 INFO: 
2020-08-13 07:02:00 INFO: 
2020-08-13 07:02:00 INFO: 
2020-08-13 08:00:20 INFO: 
2020-08-13 08:00:20 INFO: 
2020-08-13 08:00:20 INFO: 
2020-08-13 08:00:20 INFO: 
2020-08-13 08:00:20 INFO: init new order start
2020-08-13 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 395.0, 'high': 397.1, 'low': 393.45, 'close': 393.85, 'trades': 5395, 'volume': 4812318, 'vwap': 395.52, 'lastSize': 12, 'turnover': 190332617205, 'homeNotional': 55722.67246781688, 'foreignNotional': 22038973.85363514}, {'timestamp': datetime.datetime(2020, 8, 13, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.6, 'high': 395.0, 'low': 391.85, 'close': 395.0, 'trades': 3011, 'volume': 2079576, 'vwap': 393.27, 'lastSize': 678, 'turnover': 81781864060, 'homeNotional': 24053.638770681067, 'foreignNotional': 9459402.05413989}, {'timestamp': datetime.datetime(2020, 8, 13, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.8, 'high': 394.45, 'low': 390.95, 'close': 392.6, 'trades': 3724, 'volume': 3420356, 'vwap': 392.79, 'lastSize': 37, 'turnover': 134347890115, 'homeNotional': 39667.08139890549, 'foreignNotional': 15580875.86949043}]
2020-08-13 08:00:20 INFO: prepare candles [CandleItem(low=393.45, high=397.1, open=395.0, close=393.85, color='RED'), CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN'), CandleItem(low=390.95, high=394.45, open=392.8, close=392.6, color='RED')]
2020-08-13 08:00:20 INFO: skip by colors first_candle=CandleItem(low=390.95, high=394.45, open=392.8, close=392.6, color='RED') second_candle=CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN') last_candle=CandleItem(low=393.45, high=397.1, open=395.0, close=393.85, color='RED')
2020-08-13 08:00:20 INFO: check need new order None
2020-08-13 08:00:20 INFO: init new order end
2020-08-13 08:00:20 INFO: 
2020-08-13 08:00:20 INFO: 
2020-08-13 08:00:20 INFO: 
2020-08-13 08:00:20 INFO: 
2020-08-13 08:02:00 INFO: 
2020-08-13 08:02:00 INFO: 
2020-08-13 08:02:00 INFO: 
2020-08-13 08:02:00 INFO: 
2020-08-13 08:02:00 INFO: clearing start
2020-08-13 08:02:00 INFO: clearing end
2020-08-13 08:02:00 INFO: 
2020-08-13 08:02:00 INFO: 
2020-08-13 08:02:00 INFO: 
2020-08-13 08:02:00 INFO: 
2020-08-13 09:00:20 INFO: 
2020-08-13 09:00:20 INFO: 
2020-08-13 09:00:20 INFO: 
2020-08-13 09:00:20 INFO: 
2020-08-13 09:00:20 INFO: init new order start
2020-08-13 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.85, 'high': 393.75, 'low': 391.5, 'close': 392.5, 'trades': 2942, 'volume': 2749021, 'vwap': 392.55, 'lastSize': 477, 'turnover': 107910599380, 'homeNotional': 31731.094711840124, 'foreignNotional': 12455793.637053186}, {'timestamp': datetime.datetime(2020, 8, 13, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 395.0, 'high': 397.1, 'low': 393.45, 'close': 393.85, 'trades': 5395, 'volume': 4812318, 'vwap': 395.52, 'lastSize': 12, 'turnover': 190332617205, 'homeNotional': 55722.67246781688, 'foreignNotional': 22038973.85363514}, {'timestamp': datetime.datetime(2020, 8, 13, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.6, 'high': 395.0, 'low': 391.85, 'close': 395.0, 'trades': 3011, 'volume': 2079576, 'vwap': 393.27, 'lastSize': 678, 'turnover': 81781864060, 'homeNotional': 24053.638770681067, 'foreignNotional': 9459402.05413989}]
2020-08-13 09:00:20 INFO: prepare candles [CandleItem(low=391.5, high=393.75, open=393.85, close=392.5, color='RED'), CandleItem(low=393.45, high=397.1, open=395.0, close=393.85, color='RED'), CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN')]
2020-08-13 09:00:20 INFO: skip by colors first_candle=CandleItem(low=391.85, high=395.0, open=392.6, close=395.0, color='GREEN') second_candle=CandleItem(low=393.45, high=397.1, open=395.0, close=393.85, color='RED') last_candle=CandleItem(low=391.5, high=393.75, open=393.85, close=392.5, color='RED')
2020-08-13 09:00:20 INFO: check need new order None
2020-08-13 09:00:20 INFO: init new order end
2020-08-13 09:00:20 INFO: 
2020-08-13 09:00:20 INFO: 
2020-08-13 09:00:20 INFO: 
2020-08-13 09:00:20 INFO: 
2020-08-13 09:02:00 INFO: 
2020-08-13 09:02:00 INFO: 
2020-08-13 09:02:00 INFO: 
2020-08-13 09:02:00 INFO: 
2020-08-13 09:02:00 INFO: clearing start
2020-08-13 09:02:00 INFO: clearing end
2020-08-13 09:02:00 INFO: 
2020-08-13 09:02:00 INFO: 
2020-08-13 09:02:00 INFO: 
2020-08-13 09:02:00 INFO: 
2020-08-13 10:00:20 INFO: 
2020-08-13 10:00:20 INFO: 
2020-08-13 10:00:20 INFO: 
2020-08-13 10:00:20 INFO: 
2020-08-13 10:00:20 INFO: init new order start
2020-08-13 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.5, 'high': 393.5, 'low': 391.0, 'close': 392.8, 'trades': 2795, 'volume': 2881789, 'vwap': 392.21, 'lastSize': 93, 'turnover': 113025950550, 'homeNotional': 33266.911461206284, 'foreignNotional': 13047572.235428838}, {'timestamp': datetime.datetime(2020, 8, 13, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.85, 'high': 393.75, 'low': 391.5, 'close': 392.5, 'trades': 2942, 'volume': 2749021, 'vwap': 392.55, 'lastSize': 477, 'turnover': 107910599380, 'homeNotional': 31731.094711840124, 'foreignNotional': 12455793.637053186}, {'timestamp': datetime.datetime(2020, 8, 13, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 395.0, 'high': 397.1, 'low': 393.45, 'close': 393.85, 'trades': 5395, 'volume': 4812318, 'vwap': 395.52, 'lastSize': 12, 'turnover': 190332617205, 'homeNotional': 55722.67246781688, 'foreignNotional': 22038973.85363514}]
2020-08-13 10:00:20 INFO: prepare candles [CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN'), CandleItem(low=391.5, high=393.75, open=393.85, close=392.5, color='RED'), CandleItem(low=393.45, high=397.1, open=395.0, close=393.85, color='RED')]
2020-08-13 10:00:20 INFO: last_candle=CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN')
2020-08-13 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)))
2020-08-13 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=391.0, high=393.5, open=392.5, close=392.8, color='GREEN')
2020-08-13 10:00:20 INFO: skip by CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 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)))
2020-08-13 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=391.0, high=393.5, open=392.5, close=392.8, color='GREEN')
2020-08-13 10:00:20 INFO: skip by CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 10:00:20 INFO: not found applicable config for candle
2020-08-13 10:00:20 INFO: check need new order None
2020-08-13 10:00:20 INFO: init new order end
2020-08-13 10:00:20 INFO: 
2020-08-13 10:00:20 INFO: 
2020-08-13 10:00:20 INFO: 
2020-08-13 10:00:20 INFO: 
2020-08-13 10:02:00 INFO: 
2020-08-13 10:02:00 INFO: 
2020-08-13 10:02:00 INFO: 
2020-08-13 10:02:00 INFO: 
2020-08-13 10:02:00 INFO: clearing start
2020-08-13 10:02:00 INFO: clearing end
2020-08-13 10:02:00 INFO: 
2020-08-13 10:02:00 INFO: 
2020-08-13 10:02:00 INFO: 
2020-08-13 10:02:00 INFO: 
2020-08-13 11:00:20 INFO: 
2020-08-13 11:00:20 INFO: 
2020-08-13 11:00:20 INFO: 
2020-08-13 11:00:20 INFO: 
2020-08-13 11:00:20 INFO: init new order start
2020-08-13 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.8, 'high': 393.8, 'low': 389.75, 'close': 390.55, 'trades': 3504, 'volume': 3007755, 'vwap': 391.46, 'lastSize': 545, 'turnover': 117739019355, 'homeNotional': 34688.23938790988, 'foreignNotional': 13578826.693131117}, {'timestamp': datetime.datetime(2020, 8, 13, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.5, 'high': 393.5, 'low': 391.0, 'close': 392.8, 'trades': 2795, 'volume': 2881789, 'vwap': 392.21, 'lastSize': 93, 'turnover': 113025950550, 'homeNotional': 33266.911461206284, 'foreignNotional': 13047572.235428838}, {'timestamp': datetime.datetime(2020, 8, 13, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.85, 'high': 393.75, 'low': 391.5, 'close': 392.5, 'trades': 2942, 'volume': 2749021, 'vwap': 392.55, 'lastSize': 477, 'turnover': 107910599380, 'homeNotional': 31731.094711840124, 'foreignNotional': 12455793.637053186}]
2020-08-13 11:00:21 INFO: prepare candles [CandleItem(low=389.75, high=393.8, open=392.8, close=390.55, color='RED'), CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN'), CandleItem(low=391.5, high=393.75, open=393.85, close=392.5, color='RED')]
2020-08-13 11:00:21 INFO: skip by colors first_candle=CandleItem(low=391.5, high=393.75, open=393.85, close=392.5, color='RED') second_candle=CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN') last_candle=CandleItem(low=389.75, high=393.8, open=392.8, close=390.55, color='RED')
2020-08-13 11:00:21 INFO: check need new order None
2020-08-13 11:00:21 INFO: init new order end
2020-08-13 11:00:21 INFO: 
2020-08-13 11:00:21 INFO: 
2020-08-13 11:00:21 INFO: 
2020-08-13 11:00:21 INFO: 
2020-08-13 11:02:00 INFO: 
2020-08-13 11:02:00 INFO: 
2020-08-13 11:02:00 INFO: 
2020-08-13 11:02:00 INFO: 
2020-08-13 11:02:00 INFO: clearing start
2020-08-13 11:02:00 INFO: clearing end
2020-08-13 11:02:00 INFO: 
2020-08-13 11:02:00 INFO: 
2020-08-13 11:02:00 INFO: 
2020-08-13 11:02:00 INFO: 
2020-08-13 12:00:20 INFO: 
2020-08-13 12:00:20 INFO: 
2020-08-13 12:00:20 INFO: 
2020-08-13 12:00:20 INFO: 
2020-08-13 12:00:20 INFO: init new order start
2020-08-13 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 390.55, 'high': 390.6, 'low': 379.45, 'close': 383.1, 'trades': 12209, 'volume': 16659767, 'vwap': 384.65, 'lastSize': 50, 'turnover': 640816221260, 'homeNotional': 190575.05255627073, 'foreignNotional': 73305515.29433577}, {'timestamp': datetime.datetime(2020, 8, 13, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.8, 'high': 393.8, 'low': 389.75, 'close': 390.55, 'trades': 3504, 'volume': 3007755, 'vwap': 391.46, 'lastSize': 545, 'turnover': 117739019355, 'homeNotional': 34688.23938790988, 'foreignNotional': 13578826.693131117}, {'timestamp': datetime.datetime(2020, 8, 13, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.5, 'high': 393.5, 'low': 391.0, 'close': 392.8, 'trades': 2795, 'volume': 2881789, 'vwap': 392.21, 'lastSize': 93, 'turnover': 113025950550, 'homeNotional': 33266.911461206284, 'foreignNotional': 13047572.235428838}]
2020-08-13 12:00:20 INFO: prepare candles [CandleItem(low=379.45, high=390.6, open=390.55, close=383.1, color='RED'), CandleItem(low=389.75, high=393.8, open=392.8, close=390.55, color='RED'), CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN')]
2020-08-13 12:00:20 INFO: skip by colors first_candle=CandleItem(low=391.0, high=393.5, open=392.5, close=392.8, color='GREEN') second_candle=CandleItem(low=389.75, high=393.8, open=392.8, close=390.55, color='RED') last_candle=CandleItem(low=379.45, high=390.6, open=390.55, close=383.1, color='RED')
2020-08-13 12:00:20 INFO: check need new order None
2020-08-13 12:00:20 INFO: init new order end
2020-08-13 12:00:20 INFO: 
2020-08-13 12:00:20 INFO: 
2020-08-13 12:00:20 INFO: 
2020-08-13 12:00:20 INFO: 
2020-08-13 12:02:00 INFO: 
2020-08-13 12:02:00 INFO: 
2020-08-13 12:02:00 INFO: 
2020-08-13 12:02:00 INFO: 
2020-08-13 12:02:00 INFO: clearing start
2020-08-13 12:02:00 INFO: clearing end
2020-08-13 12:02:00 INFO: 
2020-08-13 12:02:00 INFO: 
2020-08-13 12:02:00 INFO: 
2020-08-13 12:02:00 INFO: 
2020-08-13 13:00:20 INFO: 
2020-08-13 13:00:20 INFO: 
2020-08-13 13:00:20 INFO: 
2020-08-13 13:00:20 INFO: 
2020-08-13 13:00:20 INFO: init new order start
2020-08-13 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.1, 'high': 386.75, 'low': 376.95, 'close': 386.45, 'trades': 10628, 'volume': 13265032, 'vwap': 381.4, 'lastSize': 288, 'turnover': 505918117255, 'homeNotional': 150513.47898147785, 'foreignNotional': 57405818.82979909}, {'timestamp': datetime.datetime(2020, 8, 13, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 390.55, 'high': 390.6, 'low': 379.45, 'close': 383.1, 'trades': 12209, 'volume': 16659767, 'vwap': 384.65, 'lastSize': 50, 'turnover': 640816221260, 'homeNotional': 190575.05255627073, 'foreignNotional': 73305515.29433577}, {'timestamp': datetime.datetime(2020, 8, 13, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.8, 'high': 393.8, 'low': 389.75, 'close': 390.55, 'trades': 3504, 'volume': 3007755, 'vwap': 391.46, 'lastSize': 545, 'turnover': 117739019355, 'homeNotional': 34688.23938790988, 'foreignNotional': 13578826.693131117}]
2020-08-13 13:00:20 INFO: prepare candles [CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN'), CandleItem(low=379.45, high=390.6, open=390.55, close=383.1, color='RED'), CandleItem(low=389.75, high=393.8, open=392.8, close=390.55, color='RED')]
2020-08-13 13:00:20 INFO: last_candle=CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN')
2020-08-13 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN')
2020-08-13 13:00:20 INFO: skip by CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN')
2020-08-13 13:00:20 INFO: skip by CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 13:00:20 INFO: not found applicable config for candle
2020-08-13 13:00:20 INFO: check need new order None
2020-08-13 13:00:20 INFO: init new order end
2020-08-13 13:00:20 INFO: 
2020-08-13 13:00:20 INFO: 
2020-08-13 13:00:20 INFO: 
2020-08-13 13:00:20 INFO: 
2020-08-13 13:02:00 INFO: 
2020-08-13 13:02:00 INFO: 
2020-08-13 13:02:00 INFO: 
2020-08-13 13:02:00 INFO: 
2020-08-13 13:02:00 INFO: clearing start
2020-08-13 13:02:00 INFO: clearing end
2020-08-13 13:02:00 INFO: 
2020-08-13 13:02:00 INFO: 
2020-08-13 13:02:00 INFO: 
2020-08-13 13:02:00 INFO: 
2020-08-13 14:00:20 INFO: 
2020-08-13 14:00:20 INFO: 
2020-08-13 14:00:20 INFO: 
2020-08-13 14:00:20 INFO: 
2020-08-13 14:00:20 INFO: init new order start
2020-08-13 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.45, 'high': 388.85, 'low': 383.45, 'close': 388.85, 'trades': 4898, 'volume': 5144970, 'vwap': 385.54, 'lastSize': 615, 'turnover': 198355850785, 'homeNotional': 58643.009615357405, 'foreignNotional': 22609017.019584358}, {'timestamp': datetime.datetime(2020, 8, 13, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.1, 'high': 386.75, 'low': 376.95, 'close': 386.45, 'trades': 10628, 'volume': 13265032, 'vwap': 381.4, 'lastSize': 288, 'turnover': 505918117255, 'homeNotional': 150513.47898147785, 'foreignNotional': 57405818.82979909}, {'timestamp': datetime.datetime(2020, 8, 13, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 390.55, 'high': 390.6, 'low': 379.45, 'close': 383.1, 'trades': 12209, 'volume': 16659767, 'vwap': 384.65, 'lastSize': 50, 'turnover': 640816221260, 'homeNotional': 190575.05255627073, 'foreignNotional': 73305515.29433577}]
2020-08-13 14:00:21 INFO: prepare candles [CandleItem(low=383.45, high=388.85, open=386.45, close=388.85, color='GREEN'), CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN'), CandleItem(low=379.45, high=390.6, open=390.55, close=383.1, color='RED')]
2020-08-13 14:00:21 INFO: skip by colors first_candle=CandleItem(low=379.45, high=390.6, open=390.55, close=383.1, color='RED') second_candle=CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN') last_candle=CandleItem(low=383.45, high=388.85, open=386.45, close=388.85, color='GREEN')
2020-08-13 14:00:21 INFO: check need new order None
2020-08-13 14:00:21 INFO: init new order end
2020-08-13 14:00:21 INFO: 
2020-08-13 14:00:21 INFO: 
2020-08-13 14:00:21 INFO: 
2020-08-13 14:00:21 INFO: 
2020-08-13 14:02:00 INFO: 
2020-08-13 14:02:00 INFO: 
2020-08-13 14:02:00 INFO: 
2020-08-13 14:02:00 INFO: 
2020-08-13 14:02:00 INFO: clearing start
2020-08-13 14:02:00 INFO: clearing end
2020-08-13 14:02:00 INFO: 
2020-08-13 14:02:00 INFO: 
2020-08-13 14:02:00 INFO: 
2020-08-13 14:02:00 INFO: 
2020-08-13 15:00:20 INFO: 
2020-08-13 15:00:20 INFO: 
2020-08-13 15:00:20 INFO: 
2020-08-13 15:00:20 INFO: 
2020-08-13 15:00:20 INFO: init new order start
2020-08-13 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 388.85, 'high': 398.5, 'low': 388.5, 'close': 394.4, 'trades': 16331, 'volume': 18934374, 'vwap': 394.58, 'lastSize': 4177, 'turnover': 747103295705, 'homeNotional': 218420.40816929127, 'foreignNotional': 86185241.40675795}, {'timestamp': datetime.datetime(2020, 8, 13, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.45, 'high': 388.85, 'low': 383.45, 'close': 388.85, 'trades': 4898, 'volume': 5144970, 'vwap': 385.54, 'lastSize': 615, 'turnover': 198355850785, 'homeNotional': 58643.009615357405, 'foreignNotional': 22609017.019584358}, {'timestamp': datetime.datetime(2020, 8, 13, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 383.1, 'high': 386.75, 'low': 376.95, 'close': 386.45, 'trades': 10628, 'volume': 13265032, 'vwap': 381.4, 'lastSize': 288, 'turnover': 505918117255, 'homeNotional': 150513.47898147785, 'foreignNotional': 57405818.82979909}]
2020-08-13 15:00:20 INFO: prepare candles [CandleItem(low=388.5, high=398.5, open=388.85, close=394.4, color='GREEN'), CandleItem(low=383.45, high=388.85, open=386.45, close=388.85, color='GREEN'), CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN')]
2020-08-13 15:00:20 INFO: skip by colors first_candle=CandleItem(low=376.95, high=386.75, open=383.1, close=386.45, color='GREEN') second_candle=CandleItem(low=383.45, high=388.85, open=386.45, close=388.85, color='GREEN') last_candle=CandleItem(low=388.5, high=398.5, open=388.85, close=394.4, color='GREEN')
2020-08-13 15:00:20 INFO: check need new order None
2020-08-13 15:00:20 INFO: init new order end
2020-08-13 15:00:20 INFO: 
2020-08-13 15:00:20 INFO: 
2020-08-13 15:00:20 INFO: 
2020-08-13 15:00:20 INFO: 
2020-08-13 15:02:00 INFO: 
2020-08-13 15:02:00 INFO: 
2020-08-13 15:02:00 INFO: 
2020-08-13 15:02:00 INFO: 
2020-08-13 15:02:00 INFO: clearing start
2020-08-13 15:02:00 INFO: clearing end
2020-08-13 15:02:00 INFO: 
2020-08-13 15:02:00 INFO: 
2020-08-13 15:02:00 INFO: 
2020-08-13 15:02:00 INFO: 
2020-08-13 16:00:20 INFO: 
2020-08-13 16:00:20 INFO: 
2020-08-13 16:00:20 INFO: 
2020-08-13 16:00:20 INFO: 
2020-08-13 16:00:20 INFO: init new order start
2020-08-13 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.4, 'high': 396.15, 'low': 384.5, 'close': 389.1, 'trades': 14004, 'volume': 16520521, 'vwap': 389.64, 'lastSize': 10, 'turnover': 643695660865, 'homeNotional': 189521.53719511357, 'foreignNotional': 73845451.08087273}, {'timestamp': datetime.datetime(2020, 8, 13, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 388.85, 'high': 398.5, 'low': 388.5, 'close': 394.4, 'trades': 16331, 'volume': 18934374, 'vwap': 394.58, 'lastSize': 4177, 'turnover': 747103295705, 'homeNotional': 218420.40816929127, 'foreignNotional': 86185241.40675795}, {'timestamp': datetime.datetime(2020, 8, 13, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 386.45, 'high': 388.85, 'low': 383.45, 'close': 388.85, 'trades': 4898, 'volume': 5144970, 'vwap': 385.54, 'lastSize': 615, 'turnover': 198355850785, 'homeNotional': 58643.009615357405, 'foreignNotional': 22609017.019584358}]
2020-08-13 16:00:20 INFO: prepare candles [CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED'), CandleItem(low=388.5, high=398.5, open=388.85, close=394.4, color='GREEN'), CandleItem(low=383.45, high=388.85, open=386.45, close=388.85, color='GREEN')]
2020-08-13 16:00:20 INFO: last_candle=CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED')
2020-08-13 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED')
2020-08-13 16:00:20 INFO: skip by CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED')
2020-08-13 16:00:20 INFO: skip by CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 16:00:20 INFO: not found applicable config for candle
2020-08-13 16:00:20 INFO: check need new order None
2020-08-13 16:00:20 INFO: init new order end
2020-08-13 16:00:20 INFO: 
2020-08-13 16:00:20 INFO: 
2020-08-13 16:00:20 INFO: 
2020-08-13 16:00:20 INFO: 
2020-08-13 16:02:00 INFO: 
2020-08-13 16:02:00 INFO: 
2020-08-13 16:02:00 INFO: 
2020-08-13 16:02:00 INFO: 
2020-08-13 16:02:00 INFO: clearing start
2020-08-13 16:02:00 INFO: clearing end
2020-08-13 16:02:00 INFO: 
2020-08-13 16:02:00 INFO: 
2020-08-13 16:02:00 INFO: 
2020-08-13 16:02:00 INFO: 
2020-08-13 17:00:20 INFO: 
2020-08-13 17:00:20 INFO: 
2020-08-13 17:00:20 INFO: 
2020-08-13 17:00:20 INFO: 
2020-08-13 17:00:20 INFO: init new order start
2020-08-13 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 389.1, 'high': 393.95, 'low': 387.0, 'close': 391.5, 'trades': 7852, 'volume': 8318637, 'vwap': 390.34, 'lastSize': 10, 'turnover': 324707084525, 'homeNotional': 95530.75238537633, 'foreignNotional': 37289473.06188649}, {'timestamp': datetime.datetime(2020, 8, 13, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.4, 'high': 396.15, 'low': 384.5, 'close': 389.1, 'trades': 14004, 'volume': 16520521, 'vwap': 389.64, 'lastSize': 10, 'turnover': 643695660865, 'homeNotional': 189521.53719511357, 'foreignNotional': 73845451.08087273}, {'timestamp': datetime.datetime(2020, 8, 13, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 388.85, 'high': 398.5, 'low': 388.5, 'close': 394.4, 'trades': 16331, 'volume': 18934374, 'vwap': 394.58, 'lastSize': 4177, 'turnover': 747103295705, 'homeNotional': 218420.40816929127, 'foreignNotional': 86185241.40675795}]
2020-08-13 17:00:20 INFO: prepare candles [CandleItem(low=387.0, high=393.95, open=389.1, close=391.5, color='GREEN'), CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED'), CandleItem(low=388.5, high=398.5, open=388.85, close=394.4, color='GREEN')]
2020-08-13 17:00:20 INFO: skip by colors first_candle=CandleItem(low=388.5, high=398.5, open=388.85, close=394.4, color='GREEN') second_candle=CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED') last_candle=CandleItem(low=387.0, high=393.95, open=389.1, close=391.5, color='GREEN')
2020-08-13 17:00:20 INFO: check need new order None
2020-08-13 17:00:20 INFO: init new order end
2020-08-13 17:00:20 INFO: 
2020-08-13 17:00:20 INFO: 
2020-08-13 17:00:20 INFO: 
2020-08-13 17:00:20 INFO: 
2020-08-13 17:02:00 INFO: 
2020-08-13 17:02:00 INFO: 
2020-08-13 17:02:00 INFO: 
2020-08-13 17:02:00 INFO: 
2020-08-13 17:02:00 INFO: clearing start
2020-08-13 17:02:00 INFO: clearing end
2020-08-13 17:02:00 INFO: 
2020-08-13 17:02:00 INFO: 
2020-08-13 17:02:00 INFO: 
2020-08-13 17:02:00 INFO: 
2020-08-13 18:00:20 INFO: 
2020-08-13 18:00:20 INFO: 
2020-08-13 18:00:20 INFO: 
2020-08-13 18:00:20 INFO: 
2020-08-13 18:00:20 INFO: init new order start
2020-08-13 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 391.5, 'high': 394.05, 'low': 388.95, 'close': 393.65, 'trades': 6383, 'volume': 6549623, 'vwap': 391.98, 'lastSize': 13, 'turnover': 256729293145, 'homeNotional': 75463.3859932583, 'foreignNotional': 29579921.961767398}, {'timestamp': datetime.datetime(2020, 8, 13, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 389.1, 'high': 393.95, 'low': 387.0, 'close': 391.5, 'trades': 7852, 'volume': 8318637, 'vwap': 390.34, 'lastSize': 10, 'turnover': 324707084525, 'homeNotional': 95530.75238537633, 'foreignNotional': 37289473.06188649}, {'timestamp': datetime.datetime(2020, 8, 13, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.4, 'high': 396.15, 'low': 384.5, 'close': 389.1, 'trades': 14004, 'volume': 16520521, 'vwap': 389.64, 'lastSize': 10, 'turnover': 643695660865, 'homeNotional': 189521.53719511357, 'foreignNotional': 73845451.08087273}]
2020-08-13 18:00:20 INFO: prepare candles [CandleItem(low=388.95, high=394.05, open=391.5, close=393.65, color='GREEN'), CandleItem(low=387.0, high=393.95, open=389.1, close=391.5, color='GREEN'), CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED')]
2020-08-13 18:00:20 INFO: skip by colors first_candle=CandleItem(low=384.5, high=396.15, open=394.4, close=389.1, color='RED') second_candle=CandleItem(low=387.0, high=393.95, open=389.1, close=391.5, color='GREEN') last_candle=CandleItem(low=388.95, high=394.05, open=391.5, close=393.65, color='GREEN')
2020-08-13 18:00:20 INFO: check need new order None
2020-08-13 18:00:20 INFO: init new order end
2020-08-13 18:00:20 INFO: 
2020-08-13 18:00:20 INFO: 
2020-08-13 18:00:20 INFO: 
2020-08-13 18:00:20 INFO: 
2020-08-13 18:02:00 INFO: 
2020-08-13 18:02:00 INFO: 
2020-08-13 18:02:00 INFO: 
2020-08-13 18:02:00 INFO: 
2020-08-13 18:02:00 INFO: clearing start
2020-08-13 18:02:00 INFO: clearing end
2020-08-13 18:02:00 INFO: 
2020-08-13 18:02:00 INFO: 
2020-08-13 18:02:00 INFO: 
2020-08-13 18:02:00 INFO: 
2020-08-13 19:00:20 INFO: 
2020-08-13 19:00:20 INFO: 
2020-08-13 19:00:20 INFO: 
2020-08-13 19:00:20 INFO: 
2020-08-13 19:00:20 INFO: init new order start
2020-08-13 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.65, 'high': 393.75, 'low': 390.0, 'close': 393.4, 'trades': 4440, 'volume': 3787113, 'vwap': 391.62, 'lastSize': 1761, 'turnover': 148307558745, 'homeNotional': 43556.51575211136, 'foreignNotional': 17057247.728880495}, {'timestamp': datetime.datetime(2020, 8, 13, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 391.5, 'high': 394.05, 'low': 388.95, 'close': 393.65, 'trades': 6383, 'volume': 6549623, 'vwap': 391.98, 'lastSize': 13, 'turnover': 256729293145, 'homeNotional': 75463.3859932583, 'foreignNotional': 29579921.961767398}, {'timestamp': datetime.datetime(2020, 8, 13, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 389.1, 'high': 393.95, 'low': 387.0, 'close': 391.5, 'trades': 7852, 'volume': 8318637, 'vwap': 390.34, 'lastSize': 10, 'turnover': 324707084525, 'homeNotional': 95530.75238537633, 'foreignNotional': 37289473.06188649}]
2020-08-13 19:00:20 INFO: prepare candles [CandleItem(low=390.0, high=393.75, open=393.65, close=393.4, color='RED'), CandleItem(low=388.95, high=394.05, open=391.5, close=393.65, color='GREEN'), CandleItem(low=387.0, high=393.95, open=389.1, close=391.5, color='GREEN')]
2020-08-13 19:00:20 INFO: last_candle=CandleItem(low=390.0, high=393.75, open=393.65, close=393.4, color='RED')
2020-08-13 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)))
2020-08-13 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=390.0, high=393.75, open=393.65, close=393.4, color='RED')
2020-08-13 19:00:20 INFO: skip by CandleItem(low=390.0, high=393.75, open=393.65, close=393.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 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)))
2020-08-13 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=390.0, high=393.75, open=393.65, close=393.4, color='RED')
2020-08-13 19:00:20 INFO: skip by CandleItem(low=390.0, high=393.75, open=393.65, close=393.4, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 19:00:20 INFO: not found applicable config for candle
2020-08-13 19:00:20 INFO: check need new order None
2020-08-13 19:00:20 INFO: init new order end
2020-08-13 19:00:20 INFO: 
2020-08-13 19:00:20 INFO: 
2020-08-13 19:00:20 INFO: 
2020-08-13 19:00:20 INFO: 
2020-08-13 19:02:00 INFO: 
2020-08-13 19:02:00 INFO: 
2020-08-13 19:02:00 INFO: 
2020-08-13 19:02:00 INFO: 
2020-08-13 19:02:00 INFO: clearing start
2020-08-13 19:02:01 INFO: clearing end
2020-08-13 19:02:01 INFO: 
2020-08-13 19:02:01 INFO: 
2020-08-13 19:02:01 INFO: 
2020-08-13 19:02:01 INFO: 
2020-08-13 19:58:22 INFO: Websocket Closed
2020-08-13 19:58:23 WARNING: reconnect to socket
2020-08-13 19:58:23 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-13 19:58:23 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-13 19:58:23 INFO: Authenticating with API Key.
2020-08-13 19:58:24 INFO: Connected to WS.
2020-08-13 20:00:11 INFO: Websocket Closed
2020-08-13 20:00:12 WARNING: reconnect to socket
2020-08-13 20:00:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-13 20:00:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-13 20:00:12 INFO: Authenticating with API Key.
2020-08-13 20:00:13 INFO: Connected to WS.
2020-08-13 20:00:20 INFO: 
2020-08-13 20:00:20 INFO: 
2020-08-13 20:00:20 INFO: 
2020-08-13 20:00:20 INFO: 
2020-08-13 20:00:20 INFO: init new order start
2020-08-13 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.4, 'high': 394.95, 'low': 388.1, 'close': 392.55, 'trades': 7567, 'volume': 6410377, 'vwap': 391.59, 'lastSize': 276, 'turnover': 251023653780, 'homeNotional': 73655.13522869082, 'foreignNotional': 28842755.01843915}, {'timestamp': datetime.datetime(2020, 8, 13, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.65, 'high': 393.75, 'low': 390.0, 'close': 393.4, 'trades': 4440, 'volume': 3787113, 'vwap': 391.62, 'lastSize': 1761, 'turnover': 148307558745, 'homeNotional': 43556.51575211136, 'foreignNotional': 17057247.728880495}, {'timestamp': datetime.datetime(2020, 8, 13, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 391.5, 'high': 394.05, 'low': 388.95, 'close': 393.65, 'trades': 6383, 'volume': 6549623, 'vwap': 391.98, 'lastSize': 13, 'turnover': 256729293145, 'homeNotional': 75463.3859932583, 'foreignNotional': 29579921.961767398}]
2020-08-13 20:00:21 INFO: prepare candles [CandleItem(low=388.1, high=394.95, open=393.4, close=392.55, color='RED'), CandleItem(low=390.0, high=393.75, open=393.65, close=393.4, color='RED'), CandleItem(low=388.95, high=394.05, open=391.5, close=393.65, color='GREEN')]
2020-08-13 20:00:21 INFO: skip by colors first_candle=CandleItem(low=388.95, high=394.05, open=391.5, close=393.65, color='GREEN') second_candle=CandleItem(low=390.0, high=393.75, open=393.65, close=393.4, color='RED') last_candle=CandleItem(low=388.1, high=394.95, open=393.4, close=392.55, color='RED')
2020-08-13 20:00:21 INFO: check need new order None
2020-08-13 20:00:21 INFO: init new order end
2020-08-13 20:00:21 INFO: 
2020-08-13 20:00:21 INFO: 
2020-08-13 20:00:21 INFO: 
2020-08-13 20:00:21 INFO: 
2020-08-13 20:02:00 INFO: 
2020-08-13 20:02:00 INFO: 
2020-08-13 20:02:00 INFO: 
2020-08-13 20:02:00 INFO: 
2020-08-13 20:02:00 INFO: clearing start
2020-08-13 20:02:05 INFO: clearing end
2020-08-13 20:02:05 INFO: 
2020-08-13 20:02:05 INFO: 
2020-08-13 20:02:05 INFO: 
2020-08-13 20:02:05 INFO: 
2020-08-13 20:04:30 INFO: Websocket Closed
2020-08-13 20:04:30 WARNING: reconnect to socket
2020-08-13 20:04:30 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-13 20:04:30 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-13 20:04:30 INFO: Authenticating with API Key.
2020-08-13 20:04:31 INFO: Connected to WS.
2020-08-13 20:04:49 INFO: Websocket Closed
2020-08-13 20:04:49 WARNING: reconnect to socket
2020-08-13 20:04:49 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-13 20:04:49 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-13 20:04:49 INFO: Authenticating with API Key.
2020-08-13 20:04:50 INFO: Connected to WS.
2020-08-13 20:04:58 ERROR: Error : Connection is already closed.
2020-08-13 20:04:58 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f4b00694280>>: Connection is already closed.
2020-08-13 20:04:58 INFO: Websocket Closed
2020-08-13 20:04:58 WARNING: reconnect to socket
2020-08-13 20:04:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-13 20:04:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-13 20:04:58 INFO: Authenticating with API Key.
2020-08-13 20:04:59 INFO: Connected to WS.
2020-08-13 20:05:24 INFO: Websocket Closed
2020-08-13 20:05:24 WARNING: reconnect to socket
2020-08-13 20:05:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-08-13 20:05:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-08-13 20:05:24 INFO: Authenticating with API Key.
2020-08-13 20:05:25 INFO: Connected to WS.
2020-08-13 21:00:20 INFO: 
2020-08-13 21:00:20 INFO: 
2020-08-13 21:00:20 INFO: 
2020-08-13 21:00:20 INFO: 
2020-08-13 21:00:20 INFO: init new order start
2020-08-13 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.55, 'high': 393.75, 'low': 390.35, 'close': 392.95, 'trades': 3131, 'volume': 2618320, 'vwap': 392.16, 'lastSize': 3495, 'turnover': 102679478350, 'homeNotional': 30168.15792034734, 'foreignNotional': 11830693.273464598}, {'timestamp': datetime.datetime(2020, 8, 13, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.4, 'high': 394.95, 'low': 388.1, 'close': 392.55, 'trades': 7567, 'volume': 6410377, 'vwap': 391.59, 'lastSize': 276, 'turnover': 251023653780, 'homeNotional': 73655.13522869082, 'foreignNotional': 28842755.01843915}, {'timestamp': datetime.datetime(2020, 8, 13, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.65, 'high': 393.75, 'low': 390.0, 'close': 393.4, 'trades': 4440, 'volume': 3787113, 'vwap': 391.62, 'lastSize': 1761, 'turnover': 148307558745, 'homeNotional': 43556.51575211136, 'foreignNotional': 17057247.728880495}]
2020-08-13 21:00:20 INFO: prepare candles [CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN'), CandleItem(low=388.1, high=394.95, open=393.4, close=392.55, color='RED'), CandleItem(low=390.0, high=393.75, open=393.65, close=393.4, color='RED')]
2020-08-13 21:00:20 INFO: last_candle=CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN')
2020-08-13 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN')
2020-08-13 21:00:20 INFO: skip by CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-13 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN')
2020-08-13 21:00:20 INFO: skip by CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-13 21:00:20 INFO: not found applicable config for candle
2020-08-13 21:00:20 INFO: check need new order None
2020-08-13 21:00:20 INFO: init new order end
2020-08-13 21:00:20 INFO: 
2020-08-13 21:00:20 INFO: 
2020-08-13 21:00:20 INFO: 
2020-08-13 21:00:20 INFO: 
2020-08-13 21:02:00 INFO: 
2020-08-13 21:02:00 INFO: 
2020-08-13 21:02:00 INFO: 
2020-08-13 21:02:00 INFO: 
2020-08-13 21:02:00 INFO: clearing start
2020-08-13 21:02:00 INFO: clearing end
2020-08-13 21:02:00 INFO: 
2020-08-13 21:02:00 INFO: 
2020-08-13 21:02:00 INFO: 
2020-08-13 21:02:00 INFO: 
2020-08-13 22:00:20 INFO: 
2020-08-13 22:00:20 INFO: 
2020-08-13 22:00:20 INFO: 
2020-08-13 22:00:20 INFO: 
2020-08-13 22:00:20 INFO: init new order start
2020-08-13 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.95, 'high': 394.75, 'low': 391.55, 'close': 392.75, 'trades': 3262, 'volume': 1733207, 'vwap': 393.13, 'lastSize': 300, 'turnover': 68136975050, 'homeNotional': 19970.230796842327, 'foreignNotional': 7850847.308018631}, {'timestamp': datetime.datetime(2020, 8, 13, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.55, 'high': 393.75, 'low': 390.35, 'close': 392.95, 'trades': 3131, 'volume': 2618320, 'vwap': 392.16, 'lastSize': 3495, 'turnover': 102679478350, 'homeNotional': 30168.15792034734, 'foreignNotional': 11830693.273464598}, {'timestamp': datetime.datetime(2020, 8, 13, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 393.4, 'high': 394.95, 'low': 388.1, 'close': 392.55, 'trades': 7567, 'volume': 6410377, 'vwap': 391.59, 'lastSize': 276, 'turnover': 251023653780, 'homeNotional': 73655.13522869082, 'foreignNotional': 28842755.01843915}]
2020-08-13 22:00:20 INFO: prepare candles [CandleItem(low=391.55, high=394.75, open=392.95, close=392.75, color='RED'), CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN'), CandleItem(low=388.1, high=394.95, open=393.4, close=392.55, color='RED')]
2020-08-13 22:00:20 INFO: skip by colors first_candle=CandleItem(low=388.1, high=394.95, open=393.4, close=392.55, color='RED') second_candle=CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN') last_candle=CandleItem(low=391.55, high=394.75, open=392.95, close=392.75, color='RED')
2020-08-13 22:00:20 INFO: check need new order None
2020-08-13 22:00:20 INFO: init new order end
2020-08-13 22:00:20 INFO: 
2020-08-13 22:00:20 INFO: 
2020-08-13 22:00:20 INFO: 
2020-08-13 22:00:20 INFO: 
2020-08-13 22:02:00 INFO: 
2020-08-13 22:02:00 INFO: 
2020-08-13 22:02:00 INFO: 
2020-08-13 22:02:00 INFO: 
2020-08-13 22:02:00 INFO: clearing start
2020-08-13 22:02:00 INFO: clearing end
2020-08-13 22:02:00 INFO: 
2020-08-13 22:02:00 INFO: 
2020-08-13 22:02:00 INFO: 
2020-08-13 22:02:00 INFO: 
2020-08-13 23:00:20 INFO: 
2020-08-13 23:00:20 INFO: 
2020-08-13 23:00:20 INFO: 
2020-08-13 23:00:20 INFO: 
2020-08-13 23:00:20 INFO: init new order start
2020-08-13 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.75, 'high': 395.85, 'low': 392.7, 'close': 394.45, 'trades': 3565, 'volume': 2349288, 'vwap': 394.45, 'lastSize': 3000, 'turnover': 92665503915, 'homeNotional': 27066.72983322721, 'foreignNotional': 10676250.872361265}, {'timestamp': datetime.datetime(2020, 8, 13, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.95, 'high': 394.75, 'low': 391.55, 'close': 392.75, 'trades': 3262, 'volume': 1733207, 'vwap': 393.13, 'lastSize': 300, 'turnover': 68136975050, 'homeNotional': 19970.230796842327, 'foreignNotional': 7850847.308018631}, {'timestamp': datetime.datetime(2020, 8, 13, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.55, 'high': 393.75, 'low': 390.35, 'close': 392.95, 'trades': 3131, 'volume': 2618320, 'vwap': 392.16, 'lastSize': 3495, 'turnover': 102679478350, 'homeNotional': 30168.15792034734, 'foreignNotional': 11830693.273464598}]
2020-08-13 23:00:20 INFO: prepare candles [CandleItem(low=392.7, high=395.85, open=392.75, close=394.45, color='GREEN'), CandleItem(low=391.55, high=394.75, open=392.95, close=392.75, color='RED'), CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN')]
2020-08-13 23:00:20 INFO: skip by colors first_candle=CandleItem(low=390.35, high=393.75, open=392.55, close=392.95, color='GREEN') second_candle=CandleItem(low=391.55, high=394.75, open=392.95, close=392.75, color='RED') last_candle=CandleItem(low=392.7, high=395.85, open=392.75, close=394.45, color='GREEN')
2020-08-13 23:00:20 INFO: check need new order None
2020-08-13 23:00:20 INFO: init new order end
2020-08-13 23:00:20 INFO: 
2020-08-13 23:00:20 INFO: 
2020-08-13 23:00:20 INFO: 
2020-08-13 23:00:20 INFO: 
2020-08-13 23:02:00 INFO: 
2020-08-13 23:02:00 INFO: 
2020-08-13 23:02:00 INFO: 
2020-08-13 23:02:00 INFO: 
2020-08-13 23:02:00 INFO: clearing start
2020-08-13 23:02:00 INFO: clearing end
2020-08-13 23:02:00 INFO: 
2020-08-13 23:02:00 INFO: 
2020-08-13 23:02:00 INFO: 
2020-08-13 23:02:00 INFO: 
2020-08-14 00:00:20 INFO: 
2020-08-14 00:00:20 INFO: 
2020-08-14 00:00:20 INFO: 
2020-08-14 00:00:20 INFO: 
2020-08-14 00:00:20 INFO: init new order start
2020-08-14 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.45, 'high': 415.45, 'low': 394.45, 'close': 411.6, 'trades': 18079, 'volume': 21676478, 'vwap': 404.69, 'lastSize': 290, 'turnover': 877203829415, 'homeNotional': 251447.08854364112, 'foreignNotional': 101758640.31115271}, {'timestamp': datetime.datetime(2020, 8, 13, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.75, 'high': 395.85, 'low': 392.7, 'close': 394.45, 'trades': 3565, 'volume': 2349288, 'vwap': 394.45, 'lastSize': 3000, 'turnover': 92665503915, 'homeNotional': 27066.72983322721, 'foreignNotional': 10676250.872361265}, {'timestamp': datetime.datetime(2020, 8, 13, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.95, 'high': 394.75, 'low': 391.55, 'close': 392.75, 'trades': 3262, 'volume': 1733207, 'vwap': 393.13, 'lastSize': 300, 'turnover': 68136975050, 'homeNotional': 19970.230796842327, 'foreignNotional': 7850847.308018631}]
2020-08-14 00:00:20 INFO: prepare candles [CandleItem(low=394.45, high=415.45, open=394.45, close=411.6, color='GREEN'), CandleItem(low=392.7, high=395.85, open=392.75, close=394.45, color='GREEN'), CandleItem(low=391.55, high=394.75, open=392.95, close=392.75, color='RED')]
2020-08-14 00:00:20 INFO: skip by colors first_candle=CandleItem(low=391.55, high=394.75, open=392.95, close=392.75, color='RED') second_candle=CandleItem(low=392.7, high=395.85, open=392.75, close=394.45, color='GREEN') last_candle=CandleItem(low=394.45, high=415.45, open=394.45, close=411.6, color='GREEN')
2020-08-14 00:00:20 INFO: check need new order None
2020-08-14 00:00:20 INFO: init new order end
2020-08-14 00:00:20 INFO: 
2020-08-14 00:00:20 INFO: 
2020-08-14 00:00:20 INFO: 
2020-08-14 00:00:20 INFO: 
2020-08-14 00:02:00 INFO: 
2020-08-14 00:02:00 INFO: 
2020-08-14 00:02:00 INFO: 
2020-08-14 00:02:00 INFO: 
2020-08-14 00:02:00 INFO: clearing start
2020-08-14 00:02:00 INFO: clearing end
2020-08-14 00:02:00 INFO: 
2020-08-14 00:02:00 INFO: 
2020-08-14 00:02:00 INFO: 
2020-08-14 00:02:00 INFO: 
2020-08-14 01:00:20 INFO: 
2020-08-14 01:00:20 INFO: 
2020-08-14 01:00:20 INFO: 
2020-08-14 01:00:20 INFO: 
2020-08-14 01:00:20 INFO: init new order start
2020-08-14 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 411.6, 'high': 424.15, 'low': 411.55, 'close': 419.85, 'trades': 19166, 'volume': 21588977, 'vwap': 418.71, 'lastSize': 3328, 'turnover': 903932736220, 'homeNotional': 252194.29895189594, 'foreignNotional': 105594616.648348}, {'timestamp': datetime.datetime(2020, 8, 13, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.45, 'high': 415.45, 'low': 394.45, 'close': 411.6, 'trades': 18079, 'volume': 21676478, 'vwap': 404.69, 'lastSize': 290, 'turnover': 877203829415, 'homeNotional': 251447.08854364112, 'foreignNotional': 101758640.31115271}, {'timestamp': datetime.datetime(2020, 8, 13, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 392.75, 'high': 395.85, 'low': 392.7, 'close': 394.45, 'trades': 3565, 'volume': 2349288, 'vwap': 394.45, 'lastSize': 3000, 'turnover': 92665503915, 'homeNotional': 27066.72983322721, 'foreignNotional': 10676250.872361265}]
2020-08-14 01:00:20 INFO: prepare candles [CandleItem(low=411.55, high=424.15, open=411.6, close=419.85, color='GREEN'), CandleItem(low=394.45, high=415.45, open=394.45, close=411.6, color='GREEN'), CandleItem(low=392.7, high=395.85, open=392.75, close=394.45, color='GREEN')]
2020-08-14 01:00:20 INFO: skip by colors first_candle=CandleItem(low=392.7, high=395.85, open=392.75, close=394.45, color='GREEN') second_candle=CandleItem(low=394.45, high=415.45, open=394.45, close=411.6, color='GREEN') last_candle=CandleItem(low=411.55, high=424.15, open=411.6, close=419.85, color='GREEN')
2020-08-14 01:00:20 INFO: check need new order None
2020-08-14 01:00:20 INFO: init new order end
2020-08-14 01:00:20 INFO: 
2020-08-14 01:00:20 INFO: 
2020-08-14 01:00:20 INFO: 
2020-08-14 01:00:20 INFO: 
2020-08-14 01:02:00 INFO: 
2020-08-14 01:02:00 INFO: 
2020-08-14 01:02:00 INFO: 
2020-08-14 01:02:00 INFO: 
2020-08-14 01:02:00 INFO: clearing start
2020-08-14 01:02:00 INFO: clearing end
2020-08-14 01:02:00 INFO: 
2020-08-14 01:02:00 INFO: 
2020-08-14 01:02:00 INFO: 
2020-08-14 01:02:00 INFO: 
2020-08-14 02:00:20 INFO: 
2020-08-14 02:00:20 INFO: 
2020-08-14 02:00:20 INFO: 
2020-08-14 02:00:20 INFO: 
2020-08-14 02:00:20 INFO: init new order start
2020-08-14 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 13, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 419.85, 'high': 433.7, 'low': 419.85, 'close': 425.15, 'trades': 15782, 'volume': 13181532, 'vwap': 427.34, 'lastSize': 765, 'turnover': 563291194220, 'homeNotional': 155070.47004258918, 'foreignNotional': 66267382.204327375}, {'timestamp': datetime.datetime(2020, 8, 13, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 411.6, 'high': 424.15, 'low': 411.55, 'close': 419.85, 'trades': 19166, 'volume': 21588977, 'vwap': 418.71, 'lastSize': 3328, 'turnover': 903932736220, 'homeNotional': 252194.29895189594, 'foreignNotional': 105594616.648348}, {'timestamp': datetime.datetime(2020, 8, 13, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 394.45, 'high': 415.45, 'low': 394.45, 'close': 411.6, 'trades': 18079, 'volume': 21676478, 'vwap': 404.69, 'lastSize': 290, 'turnover': 877203829415, 'homeNotional': 251447.08854364112, 'foreignNotional': 101758640.31115271}]
2020-08-14 02:00:21 INFO: prepare candles [CandleItem(low=419.85, high=433.7, open=419.85, close=425.15, color='GREEN'), CandleItem(low=411.55, high=424.15, open=411.6, close=419.85, color='GREEN'), CandleItem(low=394.45, high=415.45, open=394.45, close=411.6, color='GREEN')]
2020-08-14 02:00:21 INFO: skip by colors first_candle=CandleItem(low=394.45, high=415.45, open=394.45, close=411.6, color='GREEN') second_candle=CandleItem(low=411.55, high=424.15, open=411.6, close=419.85, color='GREEN') last_candle=CandleItem(low=419.85, high=433.7, open=419.85, close=425.15, color='GREEN')
2020-08-14 02:00:21 INFO: check need new order None
2020-08-14 02:00:21 INFO: init new order end
2020-08-14 02:00:21 INFO: 
2020-08-14 02:00:21 INFO: 
2020-08-14 02:00:21 INFO: 
2020-08-14 02:00:21 INFO: 
2020-08-14 02:02:00 INFO: 
2020-08-14 02:02:00 INFO: 
2020-08-14 02:02:00 INFO: 
2020-08-14 02:02:00 INFO: 
2020-08-14 02:02:00 INFO: clearing start
2020-08-14 02:02:00 INFO: clearing end
2020-08-14 02:02:00 INFO: 
2020-08-14 02:02:00 INFO: 
2020-08-14 02:02:00 INFO: 
2020-08-14 02:02:00 INFO: 
2020-08-14 03:00:20 INFO: 
2020-08-14 03:00:20 INFO: 
2020-08-14 03:00:20 INFO: 
2020-08-14 03:00:20 INFO: 
2020-08-14 03:00:20 INFO: init new order start
2020-08-14 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 425.15, 'high': 427.95, 'low': 421.75, 'close': 426.4, 'trades': 8606, 'volume': 6029438, 'vwap': 425.0, 'lastSize': 4323, 'turnover': 256249803705, 'homeNotional': 70952.75882429232, 'foreignNotional': 30154820.046148486}, {'timestamp': datetime.datetime(2020, 8, 13, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 419.85, 'high': 433.7, 'low': 419.85, 'close': 425.15, 'trades': 15782, 'volume': 13181532, 'vwap': 427.34, 'lastSize': 765, 'turnover': 563291194220, 'homeNotional': 155070.47004258918, 'foreignNotional': 66267382.204327375}, {'timestamp': datetime.datetime(2020, 8, 13, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 411.6, 'high': 424.15, 'low': 411.55, 'close': 419.85, 'trades': 19166, 'volume': 21588977, 'vwap': 418.71, 'lastSize': 3328, 'turnover': 903932736220, 'homeNotional': 252194.29895189594, 'foreignNotional': 105594616.648348}]
2020-08-14 03:00:20 INFO: prepare candles [CandleItem(low=421.75, high=427.95, open=425.15, close=426.4, color='GREEN'), CandleItem(low=419.85, high=433.7, open=419.85, close=425.15, color='GREEN'), CandleItem(low=411.55, high=424.15, open=411.6, close=419.85, color='GREEN')]
2020-08-14 03:00:20 INFO: skip by colors first_candle=CandleItem(low=411.55, high=424.15, open=411.6, close=419.85, color='GREEN') second_candle=CandleItem(low=419.85, high=433.7, open=419.85, close=425.15, color='GREEN') last_candle=CandleItem(low=421.75, high=427.95, open=425.15, close=426.4, color='GREEN')
2020-08-14 03:00:20 INFO: check need new order None
2020-08-14 03:00:20 INFO: init new order end
2020-08-14 03:00:20 INFO: 
2020-08-14 03:00:20 INFO: 
2020-08-14 03:00:20 INFO: 
2020-08-14 03:00:20 INFO: 
2020-08-14 03:02:00 INFO: 
2020-08-14 03:02:00 INFO: 
2020-08-14 03:02:00 INFO: 
2020-08-14 03:02:00 INFO: 
2020-08-14 03:02:00 INFO: clearing start
2020-08-14 03:02:00 INFO: clearing end
2020-08-14 03:02:00 INFO: 
2020-08-14 03:02:00 INFO: 
2020-08-14 03:02:00 INFO: 
2020-08-14 03:02:00 INFO: 
2020-08-14 04:00:20 INFO: 
2020-08-14 04:00:20 INFO: 
2020-08-14 04:00:20 INFO: 
2020-08-14 04:00:20 INFO: 
2020-08-14 04:00:20 INFO: init new order start
2020-08-14 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.4, 'high': 431.85, 'low': 424.8, 'close': 426.3, 'trades': 9322, 'volume': 6839239, 'vwap': 428.07, 'lastSize': 300, 'turnover': 292763000725, 'homeNotional': 80717.08514911609, 'foreignNotional': 34552425.89594506}, {'timestamp': datetime.datetime(2020, 8, 14, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 425.15, 'high': 427.95, 'low': 421.75, 'close': 426.4, 'trades': 8606, 'volume': 6029438, 'vwap': 425.0, 'lastSize': 4323, 'turnover': 256249803705, 'homeNotional': 70952.75882429232, 'foreignNotional': 30154820.046148486}, {'timestamp': datetime.datetime(2020, 8, 13, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 419.85, 'high': 433.7, 'low': 419.85, 'close': 425.15, 'trades': 15782, 'volume': 13181532, 'vwap': 427.34, 'lastSize': 765, 'turnover': 563291194220, 'homeNotional': 155070.47004258918, 'foreignNotional': 66267382.204327375}]
2020-08-14 04:00:21 INFO: prepare candles [CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED'), CandleItem(low=421.75, high=427.95, open=425.15, close=426.4, color='GREEN'), CandleItem(low=419.85, high=433.7, open=419.85, close=425.15, color='GREEN')]
2020-08-14 04:00:21 INFO: last_candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED')
2020-08-14 04:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-14 04:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED')
2020-08-14 04:00:21 INFO: skip by CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 04:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-14 04:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED')
2020-08-14 04:00:21 INFO: apply filter None to candle=CandleItem(low=421.75, high=427.95, open=425.15, close=426.4, color='GREEN')
2020-08-14 04:00:21 INFO: apply filter None to candle=CandleItem(low=419.85, high=433.7, open=419.85, close=425.15, color='GREEN')
2020-08-14 04:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-08-14 04:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-08-14 04:00:21 INFO: place order: start candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED') ticker='ETHUSD' price_offset=0.1
2020-08-14 04:00:21 INFO: place order: side_factor=1 init_trigger_price=424.75 init_order_price=424.7 stop_price_offset=0.0 candle.size=7.050000000000011 stop_price=431.85 take_price=389.44999999999993
2020-08-14 04:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('424.75') init_order_price=Decimal('424.69999999999998863131622783839702606201171875') stop_price_offset=0.0 candle.size=7.050000000000011 stop_price=Decimal('431.8500000000000227373675443232059478759765625') take_price=Decimal('389.4499999999999317878973670303821563720703125')
2020-08-14 04:00:21 INFO: place order: compute qty=-268
2020-08-14 04:00:21 INFO: place order: save order to db 3b689fdf7d1349bb956ae87ea173ffed; response=True
2020-08-14 04:00:21 INFO: post order to exchange resp={'orderID': '736e8038-a43b-8188-9699-c8ac411308ab', 'clOrdID': '3b689fdf7d1349bb956ae87ea173ffed', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 268, 'price': 424.7, 'displayQty': None, 'stopPx': 424.75, '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': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 0, 21, 107000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 0, 21, 107000, tzinfo=tzutc())}
2020-08-14 04:00:21 INFO: place new init order {'qty': -268, 'init_price': Decimal('424.75'), 'stop_price': Decimal('431.8500000000000227373675443232059478759765625'), 'take_price': Decimal('389.4499999999999317878973670303821563720703125'), 'order_uid': '3b689fdf7d1349bb956ae87ea173ffed', 'response': {'orderID': '736e8038-a43b-8188-9699-c8ac411308ab', 'clOrdID': '3b689fdf7d1349bb956ae87ea173ffed', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 268, 'price': 424.7, 'displayQty': None, 'stopPx': 424.75, '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': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 0, 21, 107000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 0, 21, 107000, tzinfo=tzutc())}}
2020-08-14 04:00:21 INFO: init new order end
2020-08-14 04:00:21 INFO: 
2020-08-14 04:00:21 INFO: 
2020-08-14 04:00:21 INFO: 
2020-08-14 04:00:21 INFO: 
2020-08-14 04:00:21 INFO: process event {'orderID': '736e8038-a43b-8188-9699-c8ac411308ab', 'clOrdID': '3b689fdf7d1349bb956ae87ea173ffed', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 268, 'price': 424.7, 'displayQty': None, 'stopPx': 424.75, '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': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-08-14T01:00:21.107Z', 'timestamp': '2020-08-14T01:00:21.107Z'}
2020-08-14 04:00:21 INFO: skip event 3b689fdf7d1349bb956ae87ea173ffed New
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:00 INFO: clearing start
2020-08-14 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '736e8038-a43b-8188-9699-c8ac411308ab', 'clOrdID': '3b689fdf7d1349bb956ae87ea173ffed', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 268, 'price': 424.7, 'displayQty': None, 'stopPx': 424.75, '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': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 0, 21, 107000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 0, 21, 107000, tzinfo=tzutc())}
2020-08-14 04:02:00 INFO: order time=2020-08-14 01:00:21.107000+00:00; delta from now UTC=0:01:39.175764 time_delta.total_seconds()=99.175764; time_diff_offset='3600'
2020-08-14 04:02:00 INFO: skip by time diff 2020-08-14 01:00:21.107000+00:00
2020-08-14 04:02:00 INFO: clearing end
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:00 INFO: 
2020-08-14 04:02:15 INFO: process event {'orderID': '736e8038-a43b-8188-9699-c8ac411308ab', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-08-14T01:02:15.798Z', 'clOrdID': '3b689fdf7d1349bb956ae87ea173ffed', 'account': 605536, 'symbol': 'ETHUSD'}
2020-08-14 04:02:15 INFO: skip event 3b689fdf7d1349bb956ae87ea173ffed 
2020-08-14 04:02:15 INFO: process event {'orderID': '736e8038-a43b-8188-9699-c8ac411308ab', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 268, 'avgPx': 424.7, 'transactTime': '2020-08-14T01:02:15.798Z', 'clOrdID': '3b689fdf7d1349bb956ae87ea173ffed', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-08-14T01:02:15.798Z'}
2020-08-14 04:02:15 INFO: add new event={'uid': '3b689fdf7d1349bb956ae87ea173ffed', 'status': 'Filled'}
2020-08-14 04:02:16 INFO: 
2020-08-14 04:02:16 INFO: 
2020-08-14 04:02:16 INFO: 
2020-08-14 04:02:16 INFO: 
2020-08-14 04:02:16 INFO: process event start
2020-08-14 04:02:16 INFO: fetch new order event 3b689fdf7d1349bb956ae87ea173ffed
2020-08-14 04:02:16 INFO: fetch orders by event init={'stop': '431.8500000000000227373675443232059478759765625', 'take': '389.4499999999999317878973670303821563720703125', 'qty': '268', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-08-14 04:02:16 INFO: process init order filled
2020-08-14 04:02:16 INFO: save profit orders to storage stop=11a6e1df006e4803a67c16efa3ccdd26 take=9450f24be0c44f8aa3ec4ed0df1f44ba
2020-08-14 04:02:16 INFO: place profit orders take_price=389.4499999999999317878973670303821563720703125, stop_price=431.8500000000000227373675443232059478759765625, qty=268, color=RED, ticker=ETHUSD 11a6e1df006e4803a67c16efa3ccdd26 9450f24be0c44f8aa3ec4ed0df1f44ba
2020-08-14 04:02:16 INFO: place stop order ETHUSD: qty=268, stop_price=431.8500000000000227373675443232059478759765625, stop_uid=11a6e1df006e4803a67c16efa3ccdd26
2020-08-14 04:02:16 INFO: process event {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-08-14T01:02:16.337Z', 'timestamp': '2020-08-14T01:02:16.337Z'}
2020-08-14 04:02:16 INFO: skip event 11a6e1df006e4803a67c16efa3ccdd26 New
2020-08-14 04:02:16 INFO: exchange resp for stop order={'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 04:02:16 INFO: place limit order ETHUSD: qty=268, price=389.4499999999999317878973670303821563720703125, take_uid=9450f24be0c44f8aa3ec4ed0df1f44ba
2020-08-14 04:02:16 INFO: process event {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-08-14T01:02:16.380Z', 'timestamp': '2020-08-14T01:02:16.380Z'}
2020-08-14 04:02:16 INFO: skip event 9450f24be0c44f8aa3ec4ed0df1f44ba New
2020-08-14 04:02:16 INFO: process event {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'workingIndicator': True, 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-08-14T01:02:16.380Z'}
2020-08-14 04:02:16 INFO: skip event 9450f24be0c44f8aa3ec4ed0df1f44ba 
2020-08-14 04:02:16 INFO: exchange resp for take profit order={'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 04:02:16 INFO: place profit orders={'stop': {'response': {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}, 'qty': Decimal('268'), 'uid': '11a6e1df006e4803a67c16efa3ccdd26', 'price': Decimal('431.8500000000000227373675443232059478759765625')}, 'take': {'response': {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}, 'qty': Decimal('268'), 'uid': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'price': Decimal('389.4499999999999317878973670303821563720703125')}}
2020-08-14 04:02:16 INFO: rm init order from db 3b689fdf7d1349bb956ae87ea173ffed
2020-08-14 04:02:16 INFO: end process event_processing_result='proceed init order'
2020-08-14 04:02:16 INFO: 
2020-08-14 04:02:16 INFO: 
2020-08-14 04:02:16 INFO: 
2020-08-14 04:02:16 INFO: 
2020-08-14 05:00:20 INFO: 
2020-08-14 05:00:20 INFO: 
2020-08-14 05:00:20 INFO: 
2020-08-14 05:00:20 INFO: 
2020-08-14 05:00:20 INFO: init new order start
2020-08-14 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.3, 'high': 427.85, 'low': 423.1, 'close': 426.65, 'trades': 3927, 'volume': 2828950, 'vwap': 425.49, 'lastSize': 1190, 'turnover': 120367066730, 'homeNotional': 33303.07635610715, 'foreignNotional': 14169971.954319693}, {'timestamp': datetime.datetime(2020, 8, 14, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.4, 'high': 431.85, 'low': 424.8, 'close': 426.3, 'trades': 9322, 'volume': 6839239, 'vwap': 428.07, 'lastSize': 300, 'turnover': 292763000725, 'homeNotional': 80717.08514911609, 'foreignNotional': 34552425.89594506}, {'timestamp': datetime.datetime(2020, 8, 14, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 425.15, 'high': 427.95, 'low': 421.75, 'close': 426.4, 'trades': 8606, 'volume': 6029438, 'vwap': 425.0, 'lastSize': 4323, 'turnover': 256249803705, 'homeNotional': 70952.75882429232, 'foreignNotional': 30154820.046148486}]
2020-08-14 05:00:20 INFO: prepare candles [CandleItem(low=423.1, high=427.85, open=426.3, close=426.65, color='GREEN'), CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED'), CandleItem(low=421.75, high=427.95, open=425.15, close=426.4, color='GREEN')]
2020-08-14 05:00:20 INFO: skip by colors first_candle=CandleItem(low=421.75, high=427.95, open=425.15, close=426.4, color='GREEN') second_candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED') last_candle=CandleItem(low=423.1, high=427.85, open=426.3, close=426.65, color='GREEN')
2020-08-14 05:00:20 INFO: check need new order None
2020-08-14 05:00:20 INFO: init new order end
2020-08-14 05:00:20 INFO: 
2020-08-14 05:00:20 INFO: 
2020-08-14 05:00:20 INFO: 
2020-08-14 05:00:20 INFO: 
2020-08-14 05:02:00 INFO: 
2020-08-14 05:02:00 INFO: 
2020-08-14 05:02:00 INFO: 
2020-08-14 05:02:00 INFO: 
2020-08-14 05:02:00 INFO: clearing start
2020-08-14 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 05:02:00 INFO: skip by not found init order into storage
2020-08-14 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 05:02:00 INFO: skip by not found init order into storage
2020-08-14 05:02:00 INFO: clearing end
2020-08-14 05:02:00 INFO: 
2020-08-14 05:02:00 INFO: 
2020-08-14 05:02:00 INFO: 
2020-08-14 05:02:00 INFO: 
2020-08-14 06:00:20 INFO: 
2020-08-14 06:00:20 INFO: 
2020-08-14 06:00:20 INFO: 
2020-08-14 06:00:20 INFO: 
2020-08-14 06:00:20 INFO: init new order start
2020-08-14 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.65, 'high': 427.8, 'low': 423.45, 'close': 423.7, 'trades': 2716, 'volume': 1382888, 'vwap': 425.6, 'lastSize': 10, 'turnover': 58854583595, 'homeNotional': 16286.090944767366, 'foreignNotional': 6931258.573675957}, {'timestamp': datetime.datetime(2020, 8, 14, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.3, 'high': 427.85, 'low': 423.1, 'close': 426.65, 'trades': 3927, 'volume': 2828950, 'vwap': 425.49, 'lastSize': 1190, 'turnover': 120367066730, 'homeNotional': 33303.07635610715, 'foreignNotional': 14169971.954319693}, {'timestamp': datetime.datetime(2020, 8, 14, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.4, 'high': 431.85, 'low': 424.8, 'close': 426.3, 'trades': 9322, 'volume': 6839239, 'vwap': 428.07, 'lastSize': 300, 'turnover': 292763000725, 'homeNotional': 80717.08514911609, 'foreignNotional': 34552425.89594506}]
2020-08-14 06:00:21 INFO: prepare candles [CandleItem(low=423.45, high=427.8, open=426.65, close=423.7, color='RED'), CandleItem(low=423.1, high=427.85, open=426.3, close=426.65, color='GREEN'), CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED')]
2020-08-14 06:00:21 INFO: skip by colors first_candle=CandleItem(low=424.8, high=431.85, open=426.4, close=426.3, color='RED') second_candle=CandleItem(low=423.1, high=427.85, open=426.3, close=426.65, color='GREEN') last_candle=CandleItem(low=423.45, high=427.8, open=426.65, close=423.7, color='RED')
2020-08-14 06:00:21 INFO: check need new order None
2020-08-14 06:00:21 INFO: init new order end
2020-08-14 06:00:21 INFO: 
2020-08-14 06:00:21 INFO: 
2020-08-14 06:00:21 INFO: 
2020-08-14 06:00:21 INFO: 
2020-08-14 06:02:00 INFO: 
2020-08-14 06:02:00 INFO: 
2020-08-14 06:02:00 INFO: 
2020-08-14 06:02:00 INFO: 
2020-08-14 06:02:00 INFO: clearing start
2020-08-14 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 06:02:00 INFO: skip by not found init order into storage
2020-08-14 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 06:02:00 INFO: skip by not found init order into storage
2020-08-14 06:02:00 INFO: clearing end
2020-08-14 06:02:00 INFO: 
2020-08-14 06:02:00 INFO: 
2020-08-14 06:02:00 INFO: 
2020-08-14 06:02:00 INFO: 
2020-08-14 07:00:20 INFO: 
2020-08-14 07:00:20 INFO: 
2020-08-14 07:00:20 INFO: 
2020-08-14 07:00:20 INFO: 
2020-08-14 07:00:20 INFO: init new order start
2020-08-14 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.7, 'high': 425.5, 'low': 419.1, 'close': 422.25, 'trades': 6444, 'volume': 6595699, 'vwap': 421.9, 'lastSize': 500, 'turnover': 278267016405, 'homeNotional': 77379.38399880541, 'foreignNotional': 32645826.9446279}, {'timestamp': datetime.datetime(2020, 8, 14, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.65, 'high': 427.8, 'low': 423.45, 'close': 423.7, 'trades': 2716, 'volume': 1382888, 'vwap': 425.6, 'lastSize': 10, 'turnover': 58854583595, 'homeNotional': 16286.090944767366, 'foreignNotional': 6931258.573675957}, {'timestamp': datetime.datetime(2020, 8, 14, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.3, 'high': 427.85, 'low': 423.1, 'close': 426.65, 'trades': 3927, 'volume': 2828950, 'vwap': 425.49, 'lastSize': 1190, 'turnover': 120367066730, 'homeNotional': 33303.07635610715, 'foreignNotional': 14169971.954319693}]
2020-08-14 07:00:21 INFO: prepare candles [CandleItem(low=419.1, high=425.5, open=423.7, close=422.25, color='RED'), CandleItem(low=423.45, high=427.8, open=426.65, close=423.7, color='RED'), CandleItem(low=423.1, high=427.85, open=426.3, close=426.65, color='GREEN')]
2020-08-14 07:00:21 INFO: skip by colors first_candle=CandleItem(low=423.1, high=427.85, open=426.3, close=426.65, color='GREEN') second_candle=CandleItem(low=423.45, high=427.8, open=426.65, close=423.7, color='RED') last_candle=CandleItem(low=419.1, high=425.5, open=423.7, close=422.25, color='RED')
2020-08-14 07:00:21 INFO: check need new order None
2020-08-14 07:00:21 INFO: init new order end
2020-08-14 07:00:21 INFO: 
2020-08-14 07:00:21 INFO: 
2020-08-14 07:00:21 INFO: 
2020-08-14 07:00:21 INFO: 
2020-08-14 07:02:00 INFO: 
2020-08-14 07:02:00 INFO: 
2020-08-14 07:02:00 INFO: 
2020-08-14 07:02:00 INFO: 
2020-08-14 07:02:00 INFO: clearing start
2020-08-14 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 07:02:00 INFO: skip by not found init order into storage
2020-08-14 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 07:02:00 INFO: skip by not found init order into storage
2020-08-14 07:02:00 INFO: clearing end
2020-08-14 07:02:00 INFO: 
2020-08-14 07:02:00 INFO: 
2020-08-14 07:02:00 INFO: 
2020-08-14 07:02:00 INFO: 
2020-08-14 08:00:20 INFO: 
2020-08-14 08:00:20 INFO: 
2020-08-14 08:00:20 INFO: 
2020-08-14 08:00:20 INFO: 
2020-08-14 08:00:20 INFO: init new order start
2020-08-14 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.25, 'high': 426.65, 'low': 422.25, 'close': 426.4, 'trades': 4201, 'volume': 3013584, 'vwap': 424.29, 'lastSize': 70, 'turnover': 127861762155, 'homeNotional': 35411.40294321604, 'foreignNotional': 15024511.134111347}, {'timestamp': datetime.datetime(2020, 8, 14, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.7, 'high': 425.5, 'low': 419.1, 'close': 422.25, 'trades': 6444, 'volume': 6595699, 'vwap': 421.9, 'lastSize': 500, 'turnover': 278267016405, 'homeNotional': 77379.38399880541, 'foreignNotional': 32645826.9446279}, {'timestamp': datetime.datetime(2020, 8, 14, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.65, 'high': 427.8, 'low': 423.45, 'close': 423.7, 'trades': 2716, 'volume': 1382888, 'vwap': 425.6, 'lastSize': 10, 'turnover': 58854583595, 'homeNotional': 16286.090944767366, 'foreignNotional': 6931258.573675957}]
2020-08-14 08:00:20 INFO: prepare candles [CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN'), CandleItem(low=419.1, high=425.5, open=423.7, close=422.25, color='RED'), CandleItem(low=423.45, high=427.8, open=426.65, close=423.7, color='RED')]
2020-08-14 08:00:20 INFO: last_candle=CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN')
2020-08-14 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)))
2020-08-14 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=422.25, high=426.65, open=422.25, close=426.4, color='GREEN')
2020-08-14 08:00:20 INFO: skip by CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 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)))
2020-08-14 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=422.25, high=426.65, open=422.25, close=426.4, color='GREEN')
2020-08-14 08:00:20 INFO: skip by CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 08:00:20 INFO: not found applicable config for candle
2020-08-14 08:00:20 INFO: check need new order None
2020-08-14 08:00:20 INFO: init new order end
2020-08-14 08:00:20 INFO: 
2020-08-14 08:00:20 INFO: 
2020-08-14 08:00:20 INFO: 
2020-08-14 08:00:20 INFO: 
2020-08-14 08:02:00 INFO: 
2020-08-14 08:02:00 INFO: 
2020-08-14 08:02:00 INFO: 
2020-08-14 08:02:00 INFO: 
2020-08-14 08:02:00 INFO: clearing start
2020-08-14 08:02:04 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 08:02:04 INFO: skip by not found init order into storage
2020-08-14 08:02:04 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 08:02:04 INFO: skip by not found init order into storage
2020-08-14 08:02:04 INFO: clearing end
2020-08-14 08:02:04 INFO: 
2020-08-14 08:02:04 INFO: 
2020-08-14 08:02:04 INFO: 
2020-08-14 08:02:04 INFO: 
2020-08-14 09:00:20 INFO: 
2020-08-14 09:00:20 INFO: 
2020-08-14 09:00:20 INFO: 
2020-08-14 09:00:20 INFO: 
2020-08-14 09:00:20 INFO: init new order start
2020-08-14 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.4, 'high': 426.45, 'low': 422.25, 'close': 422.5, 'trades': 3622, 'volume': 2069199, 'vwap': 423.93, 'lastSize': 117, 'turnover': 87717639925, 'homeNotional': 24264.91081393332, 'foreignNotional': 10286408.892789155}, {'timestamp': datetime.datetime(2020, 8, 14, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.25, 'high': 426.65, 'low': 422.25, 'close': 426.4, 'trades': 4201, 'volume': 3013584, 'vwap': 424.29, 'lastSize': 70, 'turnover': 127861762155, 'homeNotional': 35411.40294321604, 'foreignNotional': 15024511.134111347}, {'timestamp': datetime.datetime(2020, 8, 14, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.7, 'high': 425.5, 'low': 419.1, 'close': 422.25, 'trades': 6444, 'volume': 6595699, 'vwap': 421.9, 'lastSize': 500, 'turnover': 278267016405, 'homeNotional': 77379.38399880541, 'foreignNotional': 32645826.9446279}]
2020-08-14 09:00:20 INFO: prepare candles [CandleItem(low=422.25, high=426.45, open=426.4, close=422.5, color='RED'), CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN'), CandleItem(low=419.1, high=425.5, open=423.7, close=422.25, color='RED')]
2020-08-14 09:00:20 INFO: skip by colors first_candle=CandleItem(low=419.1, high=425.5, open=423.7, close=422.25, color='RED') second_candle=CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN') last_candle=CandleItem(low=422.25, high=426.45, open=426.4, close=422.5, color='RED')
2020-08-14 09:00:20 INFO: check need new order None
2020-08-14 09:00:20 INFO: init new order end
2020-08-14 09:00:20 INFO: 
2020-08-14 09:00:20 INFO: 
2020-08-14 09:00:20 INFO: 
2020-08-14 09:00:20 INFO: 
2020-08-14 09:02:00 INFO: 
2020-08-14 09:02:00 INFO: 
2020-08-14 09:02:00 INFO: 
2020-08-14 09:02:00 INFO: 
2020-08-14 09:02:00 INFO: clearing start
2020-08-14 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 09:02:00 INFO: skip by not found init order into storage
2020-08-14 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 09:02:00 INFO: skip by not found init order into storage
2020-08-14 09:02:00 INFO: clearing end
2020-08-14 09:02:00 INFO: 
2020-08-14 09:02:00 INFO: 
2020-08-14 09:02:00 INFO: 
2020-08-14 09:02:00 INFO: 
2020-08-14 10:00:20 INFO: 
2020-08-14 10:00:20 INFO: 
2020-08-14 10:00:20 INFO: 
2020-08-14 10:00:20 INFO: 
2020-08-14 10:00:20 INFO: init new order start
2020-08-14 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.5, 'high': 424.5, 'low': 421.25, 'close': 422.65, 'trades': 3353, 'volume': 2042243, 'vwap': 422.69, 'lastSize': 100, 'turnover': 86322509890, 'homeNotional': 23926.197313401914, 'foreignNotional': 10113243.840229493}, {'timestamp': datetime.datetime(2020, 8, 14, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.4, 'high': 426.45, 'low': 422.25, 'close': 422.5, 'trades': 3622, 'volume': 2069199, 'vwap': 423.93, 'lastSize': 117, 'turnover': 87717639925, 'homeNotional': 24264.91081393332, 'foreignNotional': 10286408.892789155}, {'timestamp': datetime.datetime(2020, 8, 14, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.25, 'high': 426.65, 'low': 422.25, 'close': 426.4, 'trades': 4201, 'volume': 3013584, 'vwap': 424.29, 'lastSize': 70, 'turnover': 127861762155, 'homeNotional': 35411.40294321604, 'foreignNotional': 15024511.134111347}]
2020-08-14 10:00:21 INFO: prepare candles [CandleItem(low=421.25, high=424.5, open=422.5, close=422.65, color='GREEN'), CandleItem(low=422.25, high=426.45, open=426.4, close=422.5, color='RED'), CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN')]
2020-08-14 10:00:21 INFO: skip by colors first_candle=CandleItem(low=422.25, high=426.65, open=422.25, close=426.4, color='GREEN') second_candle=CandleItem(low=422.25, high=426.45, open=426.4, close=422.5, color='RED') last_candle=CandleItem(low=421.25, high=424.5, open=422.5, close=422.65, color='GREEN')
2020-08-14 10:00:21 INFO: check need new order None
2020-08-14 10:00:21 INFO: init new order end
2020-08-14 10:00:21 INFO: 
2020-08-14 10:00:21 INFO: 
2020-08-14 10:00:21 INFO: 
2020-08-14 10:00:21 INFO: 
2020-08-14 10:02:00 INFO: 
2020-08-14 10:02:00 INFO: 
2020-08-14 10:02:00 INFO: 
2020-08-14 10:02:00 INFO: 
2020-08-14 10:02:00 INFO: clearing start
2020-08-14 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 10:02:00 INFO: skip by not found init order into storage
2020-08-14 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 10:02:00 INFO: skip by not found init order into storage
2020-08-14 10:02:00 INFO: clearing end
2020-08-14 10:02:00 INFO: 
2020-08-14 10:02:00 INFO: 
2020-08-14 10:02:00 INFO: 
2020-08-14 10:02:00 INFO: 
2020-08-14 11:00:20 INFO: 
2020-08-14 11:00:20 INFO: 
2020-08-14 11:00:20 INFO: 
2020-08-14 11:00:20 INFO: 
2020-08-14 11:00:20 INFO: init new order start
2020-08-14 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.65, 'high': 425.15, 'low': 420.0, 'close': 423.9, 'trades': 4253, 'volume': 2661676, 'vwap': 423.24, 'lastSize': 126, 'turnover': 112651671680, 'homeNotional': 31135.431338614904, 'foreignNotional': 13177695.019131685}, {'timestamp': datetime.datetime(2020, 8, 14, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.5, 'high': 424.5, 'low': 421.25, 'close': 422.65, 'trades': 3353, 'volume': 2042243, 'vwap': 422.69, 'lastSize': 100, 'turnover': 86322509890, 'homeNotional': 23926.197313401914, 'foreignNotional': 10113243.840229493}, {'timestamp': datetime.datetime(2020, 8, 14, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.4, 'high': 426.45, 'low': 422.25, 'close': 422.5, 'trades': 3622, 'volume': 2069199, 'vwap': 423.93, 'lastSize': 117, 'turnover': 87717639925, 'homeNotional': 24264.91081393332, 'foreignNotional': 10286408.892789155}]
2020-08-14 11:00:20 INFO: prepare candles [CandleItem(low=420.0, high=425.15, open=422.65, close=423.9, color='GREEN'), CandleItem(low=421.25, high=424.5, open=422.5, close=422.65, color='GREEN'), CandleItem(low=422.25, high=426.45, open=426.4, close=422.5, color='RED')]
2020-08-14 11:00:20 INFO: skip by colors first_candle=CandleItem(low=422.25, high=426.45, open=426.4, close=422.5, color='RED') second_candle=CandleItem(low=421.25, high=424.5, open=422.5, close=422.65, color='GREEN') last_candle=CandleItem(low=420.0, high=425.15, open=422.65, close=423.9, color='GREEN')
2020-08-14 11:00:20 INFO: check need new order None
2020-08-14 11:00:20 INFO: init new order end
2020-08-14 11:00:20 INFO: 
2020-08-14 11:00:20 INFO: 
2020-08-14 11:00:20 INFO: 
2020-08-14 11:00:20 INFO: 
2020-08-14 11:02:00 INFO: 
2020-08-14 11:02:00 INFO: 
2020-08-14 11:02:00 INFO: 
2020-08-14 11:02:00 INFO: 
2020-08-14 11:02:00 INFO: clearing start
2020-08-14 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 11:02:00 INFO: skip by not found init order into storage
2020-08-14 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 11:02:00 INFO: skip by not found init order into storage
2020-08-14 11:02:00 INFO: clearing end
2020-08-14 11:02:00 INFO: 
2020-08-14 11:02:00 INFO: 
2020-08-14 11:02:00 INFO: 
2020-08-14 11:02:00 INFO: 
2020-08-14 12:00:20 INFO: 
2020-08-14 12:00:20 INFO: 
2020-08-14 12:00:20 INFO: 
2020-08-14 12:00:20 INFO: 
2020-08-14 12:00:20 INFO: init new order start
2020-08-14 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.9, 'high': 427.45, 'low': 422.75, 'close': 423.75, 'trades': 5065, 'volume': 3760980, 'vwap': 425.11, 'lastSize': 12, 'turnover': 159880195185, 'homeNotional': 44110.33848999821, 'foreignNotional': 18751524.63176101}, {'timestamp': datetime.datetime(2020, 8, 14, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.65, 'high': 425.15, 'low': 420.0, 'close': 423.9, 'trades': 4253, 'volume': 2661676, 'vwap': 423.24, 'lastSize': 126, 'turnover': 112651671680, 'homeNotional': 31135.431338614904, 'foreignNotional': 13177695.019131685}, {'timestamp': datetime.datetime(2020, 8, 14, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.5, 'high': 424.5, 'low': 421.25, 'close': 422.65, 'trades': 3353, 'volume': 2042243, 'vwap': 422.69, 'lastSize': 100, 'turnover': 86322509890, 'homeNotional': 23926.197313401914, 'foreignNotional': 10113243.840229493}]
2020-08-14 12:00:21 INFO: prepare candles [CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED'), CandleItem(low=420.0, high=425.15, open=422.65, close=423.9, color='GREEN'), CandleItem(low=421.25, high=424.5, open=422.5, close=422.65, color='GREEN')]
2020-08-14 12:00:21 INFO: last_candle=CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED')
2020-08-14 12:00:21 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)))
2020-08-14 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED')
2020-08-14 12:00:21 INFO: skip by CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 12:00:21 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)))
2020-08-14 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED')
2020-08-14 12:00:21 INFO: skip by CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 12:00:21 INFO: not found applicable config for candle
2020-08-14 12:00:21 INFO: check need new order None
2020-08-14 12:00:21 INFO: init new order end
2020-08-14 12:00:21 INFO: 
2020-08-14 12:00:21 INFO: 
2020-08-14 12:00:21 INFO: 
2020-08-14 12:00:21 INFO: 
2020-08-14 12:02:00 INFO: 
2020-08-14 12:02:00 INFO: 
2020-08-14 12:02:00 INFO: 
2020-08-14 12:02:00 INFO: 
2020-08-14 12:02:00 INFO: clearing start
2020-08-14 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 12:02:00 INFO: skip by not found init order into storage
2020-08-14 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 12:02:00 INFO: skip by not found init order into storage
2020-08-14 12:02:00 INFO: clearing end
2020-08-14 12:02:00 INFO: 
2020-08-14 12:02:00 INFO: 
2020-08-14 12:02:00 INFO: 
2020-08-14 12:02:00 INFO: 
2020-08-14 13:00:20 INFO: 
2020-08-14 13:00:20 INFO: 
2020-08-14 13:00:20 INFO: 
2020-08-14 13:00:20 INFO: 
2020-08-14 13:00:20 INFO: init new order start
2020-08-14 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.75, 'high': 425.7, 'low': 423.05, 'close': 424.55, 'trades': 2742, 'volume': 1631911, 'vwap': 424.14, 'lastSize': 50, 'turnover': 69215006780, 'homeNotional': 19089.3058074427, 'foreignNotional': 8096444.4893003665}, {'timestamp': datetime.datetime(2020, 8, 14, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.9, 'high': 427.45, 'low': 422.75, 'close': 423.75, 'trades': 5065, 'volume': 3760980, 'vwap': 425.11, 'lastSize': 12, 'turnover': 159880195185, 'homeNotional': 44110.33848999821, 'foreignNotional': 18751524.63176101}, {'timestamp': datetime.datetime(2020, 8, 14, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 422.65, 'high': 425.15, 'low': 420.0, 'close': 423.9, 'trades': 4253, 'volume': 2661676, 'vwap': 423.24, 'lastSize': 126, 'turnover': 112651671680, 'homeNotional': 31135.431338614904, 'foreignNotional': 13177695.019131685}]
2020-08-14 13:00:20 INFO: prepare candles [CandleItem(low=423.05, high=425.7, open=423.75, close=424.55, color='GREEN'), CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED'), CandleItem(low=420.0, high=425.15, open=422.65, close=423.9, color='GREEN')]
2020-08-14 13:00:20 INFO: skip by colors first_candle=CandleItem(low=420.0, high=425.15, open=422.65, close=423.9, color='GREEN') second_candle=CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED') last_candle=CandleItem(low=423.05, high=425.7, open=423.75, close=424.55, color='GREEN')
2020-08-14 13:00:20 INFO: check need new order None
2020-08-14 13:00:20 INFO: init new order end
2020-08-14 13:00:20 INFO: 
2020-08-14 13:00:20 INFO: 
2020-08-14 13:00:20 INFO: 
2020-08-14 13:00:20 INFO: 
2020-08-14 13:02:00 INFO: 
2020-08-14 13:02:00 INFO: 
2020-08-14 13:02:00 INFO: 
2020-08-14 13:02:00 INFO: 
2020-08-14 13:02:00 INFO: clearing start
2020-08-14 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 13:02:00 INFO: skip by not found init order into storage
2020-08-14 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 13:02:00 INFO: skip by not found init order into storage
2020-08-14 13:02:00 INFO: clearing end
2020-08-14 13:02:00 INFO: 
2020-08-14 13:02:00 INFO: 
2020-08-14 13:02:00 INFO: 
2020-08-14 13:02:00 INFO: 
2020-08-14 14:00:20 INFO: 
2020-08-14 14:00:20 INFO: 
2020-08-14 14:00:20 INFO: 
2020-08-14 14:00:20 INFO: 
2020-08-14 14:00:20 INFO: init new order start
2020-08-14 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 424.55, 'high': 428.45, 'low': 424.05, 'close': 425.25, 'trades': 4282, 'volume': 2103847, 'vwap': 426.26, 'lastSize': 2, 'turnover': 89677665650, 'homeNotional': 24711.00889858384, 'foreignNotional': 10533240.106450096}, {'timestamp': datetime.datetime(2020, 8, 14, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.75, 'high': 425.7, 'low': 423.05, 'close': 424.55, 'trades': 2742, 'volume': 1631911, 'vwap': 424.14, 'lastSize': 50, 'turnover': 69215006780, 'homeNotional': 19089.3058074427, 'foreignNotional': 8096444.4893003665}, {'timestamp': datetime.datetime(2020, 8, 14, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.9, 'high': 427.45, 'low': 422.75, 'close': 423.75, 'trades': 5065, 'volume': 3760980, 'vwap': 425.11, 'lastSize': 12, 'turnover': 159880195185, 'homeNotional': 44110.33848999821, 'foreignNotional': 18751524.63176101}]
2020-08-14 14:00:21 INFO: prepare candles [CandleItem(low=424.05, high=428.45, open=424.55, close=425.25, color='GREEN'), CandleItem(low=423.05, high=425.7, open=423.75, close=424.55, color='GREEN'), CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED')]
2020-08-14 14:00:21 INFO: skip by colors first_candle=CandleItem(low=422.75, high=427.45, open=423.9, close=423.75, color='RED') second_candle=CandleItem(low=423.05, high=425.7, open=423.75, close=424.55, color='GREEN') last_candle=CandleItem(low=424.05, high=428.45, open=424.55, close=425.25, color='GREEN')
2020-08-14 14:00:21 INFO: check need new order None
2020-08-14 14:00:21 INFO: init new order end
2020-08-14 14:00:21 INFO: 
2020-08-14 14:00:21 INFO: 
2020-08-14 14:00:21 INFO: 
2020-08-14 14:00:21 INFO: 
2020-08-14 14:02:00 INFO: 
2020-08-14 14:02:00 INFO: 
2020-08-14 14:02:00 INFO: 
2020-08-14 14:02:00 INFO: 
2020-08-14 14:02:00 INFO: clearing start
2020-08-14 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 14:02:00 INFO: skip by not found init order into storage
2020-08-14 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 14:02:00 INFO: skip by not found init order into storage
2020-08-14 14:02:00 INFO: clearing end
2020-08-14 14:02:00 INFO: 
2020-08-14 14:02:00 INFO: 
2020-08-14 14:02:00 INFO: 
2020-08-14 14:02:00 INFO: 
2020-08-14 15:00:20 INFO: 
2020-08-14 15:00:20 INFO: 
2020-08-14 15:00:20 INFO: 
2020-08-14 15:00:20 INFO: 
2020-08-14 15:00:20 INFO: init new order start
2020-08-14 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 425.25, 'high': 428.7, 'low': 423.1, 'close': 428.4, 'trades': 6727, 'volume': 4918834, 'vwap': 426.76, 'lastSize': 292, 'turnover': 209915088725, 'homeNotional': 57808.987780241456, 'foreignNotional': 24670550.829147432}, {'timestamp': datetime.datetime(2020, 8, 14, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 424.55, 'high': 428.45, 'low': 424.05, 'close': 425.25, 'trades': 4282, 'volume': 2103847, 'vwap': 426.26, 'lastSize': 2, 'turnover': 89677665650, 'homeNotional': 24711.00889858384, 'foreignNotional': 10533240.106450096}, {'timestamp': datetime.datetime(2020, 8, 14, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 423.75, 'high': 425.7, 'low': 423.05, 'close': 424.55, 'trades': 2742, 'volume': 1631911, 'vwap': 424.14, 'lastSize': 50, 'turnover': 69215006780, 'homeNotional': 19089.3058074427, 'foreignNotional': 8096444.4893003665}]
2020-08-14 15:00:20 INFO: prepare candles [CandleItem(low=423.1, high=428.7, open=425.25, close=428.4, color='GREEN'), CandleItem(low=424.05, high=428.45, open=424.55, close=425.25, color='GREEN'), CandleItem(low=423.05, high=425.7, open=423.75, close=424.55, color='GREEN')]
2020-08-14 15:00:20 INFO: skip by colors first_candle=CandleItem(low=423.05, high=425.7, open=423.75, close=424.55, color='GREEN') second_candle=CandleItem(low=424.05, high=428.45, open=424.55, close=425.25, color='GREEN') last_candle=CandleItem(low=423.1, high=428.7, open=425.25, close=428.4, color='GREEN')
2020-08-14 15:00:20 INFO: check need new order None
2020-08-14 15:00:20 INFO: init new order end
2020-08-14 15:00:20 INFO: 
2020-08-14 15:00:20 INFO: 
2020-08-14 15:00:20 INFO: 
2020-08-14 15:00:20 INFO: 
2020-08-14 15:02:00 INFO: 
2020-08-14 15:02:00 INFO: 
2020-08-14 15:02:00 INFO: 
2020-08-14 15:02:00 INFO: 
2020-08-14 15:02:00 INFO: clearing start
2020-08-14 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 15:02:00 INFO: skip by not found init order into storage
2020-08-14 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 15:02:00 INFO: skip by not found init order into storage
2020-08-14 15:02:00 INFO: clearing end
2020-08-14 15:02:00 INFO: 
2020-08-14 15:02:00 INFO: 
2020-08-14 15:02:00 INFO: 
2020-08-14 15:02:00 INFO: 
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:20 INFO: init new order start
2020-08-14 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 428.4, 'high': 428.6, 'low': 426.2, 'close': 427.55, 'trades': 5056, 'volume': 3478982, 'vwap': 427.63, 'lastSize': 800, 'turnover': 148770355990, 'homeNotional': 40887.65121761834, 'foreignNotional': 17484642.667417802}, {'timestamp': datetime.datetime(2020, 8, 14, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 425.25, 'high': 428.7, 'low': 423.1, 'close': 428.4, 'trades': 6727, 'volume': 4918834, 'vwap': 426.76, 'lastSize': 292, 'turnover': 209915088725, 'homeNotional': 57808.987780241456, 'foreignNotional': 24670550.829147432}, {'timestamp': datetime.datetime(2020, 8, 14, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 424.55, 'high': 428.45, 'low': 424.05, 'close': 425.25, 'trades': 4282, 'volume': 2103847, 'vwap': 426.26, 'lastSize': 2, 'turnover': 89677665650, 'homeNotional': 24711.00889858384, 'foreignNotional': 10533240.106450096}]
2020-08-14 16:00:20 INFO: prepare candles [CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED'), CandleItem(low=423.1, high=428.7, open=425.25, close=428.4, color='GREEN'), CandleItem(low=424.05, high=428.45, open=424.55, close=425.25, color='GREEN')]
2020-08-14 16:00:20 INFO: last_candle=CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED')
2020-08-14 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)))
2020-08-14 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=426.2, high=428.6, open=428.4, close=427.55, color='RED')
2020-08-14 16:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=423.1, high=428.7, open=425.25, close=428.4, color='GREEN')
2020-08-14 16:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=424.05, high=428.45, open=424.55, close=425.25, color='GREEN')
2020-08-14 16:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-08-14 16:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-08-14 16:00:20 INFO: place order: start candle=CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED') ticker='ETHUSD' price_offset=0.1
2020-08-14 16:00:20 INFO: place order: side_factor=1 init_trigger_price=426.15 init_order_price=426.09999999999997 stop_price_offset=0.0 candle.size=2.400000000000034 stop_price=428.6 take_price=411.69999999999976
2020-08-14 16:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('426.1499999999999772626324556767940521240234375') init_order_price=Decimal('426.09999999999996589394868351519107818603515625') stop_price_offset=0.0 candle.size=2.400000000000034 stop_price=Decimal('428.6000000000000227373675443232059478759765625') take_price=Decimal('411.69999999999976125764078460633754730224609375')
2020-08-14 16:00:20 INFO: place order: compute qty=-776
2020-08-14 16:00:20 INFO: place order: save order to db a505694ef73a4f5d8af52a63d307133f; response=True
2020-08-14 16:00:20 INFO: post order to exchange resp={'orderID': 'f0f412b5-3147-ecf3-96e8-f0316dc60905', 'clOrdID': 'a505694ef73a4f5d8af52a63d307133f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 776, 'price': 426.1, 'displayQty': None, 'stopPx': 426.15, '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': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 0, 20, 729000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 0, 20, 729000, tzinfo=tzutc())}
2020-08-14 16:00:20 INFO: place new init order {'qty': -776, 'init_price': Decimal('426.1499999999999772626324556767940521240234375'), 'stop_price': Decimal('428.6000000000000227373675443232059478759765625'), 'take_price': Decimal('411.69999999999976125764078460633754730224609375'), 'order_uid': 'a505694ef73a4f5d8af52a63d307133f', 'response': {'orderID': 'f0f412b5-3147-ecf3-96e8-f0316dc60905', 'clOrdID': 'a505694ef73a4f5d8af52a63d307133f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 776, 'price': 426.1, 'displayQty': None, 'stopPx': 426.15, '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': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 0, 20, 729000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 0, 20, 729000, tzinfo=tzutc())}}
2020-08-14 16:00:20 INFO: init new order end
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:20 INFO: 
2020-08-14 16:00:21 INFO: process event {'orderID': 'f0f412b5-3147-ecf3-96e8-f0316dc60905', 'clOrdID': 'a505694ef73a4f5d8af52a63d307133f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 776, 'price': 426.1, 'displayQty': None, 'stopPx': 426.15, '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': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-08-14T13:00:20.729Z', 'timestamp': '2020-08-14T13:00:20.729Z'}
2020-08-14 16:00:21 INFO: skip event a505694ef73a4f5d8af52a63d307133f New
2020-08-14 16:01:38 INFO: process event {'orderID': 'f0f412b5-3147-ecf3-96e8-f0316dc60905', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-08-14T13:01:38.592Z', 'clOrdID': 'a505694ef73a4f5d8af52a63d307133f', 'account': 605536, 'symbol': 'ETHUSD'}
2020-08-14 16:01:38 INFO: skip event a505694ef73a4f5d8af52a63d307133f 
2020-08-14 16:01:38 INFO: process event {'orderID': 'f0f412b5-3147-ecf3-96e8-f0316dc60905', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 776, 'avgPx': 426.15, 'transactTime': '2020-08-14T13:01:38.592Z', 'clOrdID': 'a505694ef73a4f5d8af52a63d307133f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-08-14T13:01:38.592Z'}
2020-08-14 16:01:38 INFO: add new event={'uid': 'a505694ef73a4f5d8af52a63d307133f', 'status': 'Filled'}
2020-08-14 16:01:38 INFO: 
2020-08-14 16:01:38 INFO: 
2020-08-14 16:01:38 INFO: 
2020-08-14 16:01:38 INFO: 
2020-08-14 16:01:38 INFO: process event start
2020-08-14 16:01:38 INFO: fetch new order event a505694ef73a4f5d8af52a63d307133f
2020-08-14 16:01:38 INFO: fetch orders by event init={'stop': '428.6000000000000227373675443232059478759765625', 'take': '411.69999999999976125764078460633754730224609375', 'qty': '776', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-08-14 16:01:38 INFO: process init order filled
2020-08-14 16:01:38 INFO: save profit orders to storage stop=64f292ebd54e4231880ebe80b129ee6a take=77fa6c17f4604d4eb76c25b925509918
2020-08-14 16:01:38 INFO: place profit orders take_price=411.69999999999976125764078460633754730224609375, stop_price=428.6000000000000227373675443232059478759765625, qty=776, color=RED, ticker=ETHUSD 64f292ebd54e4231880ebe80b129ee6a 77fa6c17f4604d4eb76c25b925509918
2020-08-14 16:01:38 INFO: place stop order ETHUSD: qty=776, stop_price=428.6000000000000227373675443232059478759765625, stop_uid=64f292ebd54e4231880ebe80b129ee6a
2020-08-14 16:01:38 INFO: process event {'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': None, 'displayQty': None, 'stopPx': 428.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-08-14T13:01:38.881Z', 'timestamp': '2020-08-14T13:01:38.881Z'}
2020-08-14 16:01:38 INFO: skip event 64f292ebd54e4231880ebe80b129ee6a New
2020-08-14 16:01:38 INFO: exchange resp for stop order={'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': None, 'displayQty': None, 'stopPx': 428.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc())}
2020-08-14 16:01:38 INFO: place limit order ETHUSD: qty=776, price=411.69999999999976125764078460633754730224609375, take_uid=77fa6c17f4604d4eb76c25b925509918
2020-08-14 16:01:38 INFO: process event {'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': 411.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-08-14T13:01:38.921Z', 'timestamp': '2020-08-14T13:01:38.921Z'}
2020-08-14 16:01:38 INFO: skip event 77fa6c17f4604d4eb76c25b925509918 New
2020-08-14 16:01:38 INFO: process event {'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'workingIndicator': True, 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-08-14T13:01:38.921Z'}
2020-08-14 16:01:38 INFO: skip event 77fa6c17f4604d4eb76c25b925509918 
2020-08-14 16:01:38 INFO: exchange resp for take profit order={'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': 411.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc())}
2020-08-14 16:01:38 INFO: place profit orders={'stop': {'response': {'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': None, 'displayQty': None, 'stopPx': 428.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc())}, 'qty': Decimal('776'), 'uid': '64f292ebd54e4231880ebe80b129ee6a', 'price': Decimal('428.6000000000000227373675443232059478759765625')}, 'take': {'response': {'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': 411.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc())}, 'qty': Decimal('776'), 'uid': '77fa6c17f4604d4eb76c25b925509918', 'price': Decimal('411.69999999999976125764078460633754730224609375')}}
2020-08-14 16:01:38 INFO: rm init order from db a505694ef73a4f5d8af52a63d307133f
2020-08-14 16:01:38 INFO: end process event_processing_result='proceed init order'
2020-08-14 16:01:38 INFO: 
2020-08-14 16:01:38 INFO: 
2020-08-14 16:01:38 INFO: 
2020-08-14 16:01:38 INFO: 
2020-08-14 16:02:00 INFO: 
2020-08-14 16:02:00 INFO: 
2020-08-14 16:02:00 INFO: 
2020-08-14 16:02:00 INFO: 
2020-08-14 16:02:00 INFO: clearing start
2020-08-14 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 16:02:01 INFO: skip by not found init order into storage
2020-08-14 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 16:02:01 INFO: skip by not found init order into storage
2020-08-14 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': None, 'displayQty': None, 'stopPx': 428.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc())}
2020-08-14 16:02:01 INFO: skip by not found init order into storage
2020-08-14 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': 411.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc())}
2020-08-14 16:02:01 INFO: skip by not found init order into storage
2020-08-14 16:02:01 INFO: clearing end
2020-08-14 16:02:01 INFO: 
2020-08-14 16:02:01 INFO: 
2020-08-14 16:02:01 INFO: 
2020-08-14 16:02:01 INFO: 
2020-08-14 17:00:20 INFO: 
2020-08-14 17:00:20 INFO: 
2020-08-14 17:00:20 INFO: 
2020-08-14 17:00:20 INFO: 
2020-08-14 17:00:20 INFO: init new order start
2020-08-14 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 427.55, 'high': 427.55, 'low': 423.55, 'close': 426.85, 'trades': 4878, 'volume': 3884845, 'vwap': 425.6, 'lastSize': 52, 'turnover': 165337149340, 'homeNotional': 45492.33518366967, 'foreignNotional': 19361346.20507828}, {'timestamp': datetime.datetime(2020, 8, 14, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 428.4, 'high': 428.6, 'low': 426.2, 'close': 427.55, 'trades': 5056, 'volume': 3478982, 'vwap': 427.63, 'lastSize': 800, 'turnover': 148770355990, 'homeNotional': 40887.65121761834, 'foreignNotional': 17484642.667417802}, {'timestamp': datetime.datetime(2020, 8, 14, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 425.25, 'high': 428.7, 'low': 423.1, 'close': 428.4, 'trades': 6727, 'volume': 4918834, 'vwap': 426.76, 'lastSize': 292, 'turnover': 209915088725, 'homeNotional': 57808.987780241456, 'foreignNotional': 24670550.829147432}]
2020-08-14 17:00:20 INFO: prepare candles [CandleItem(low=423.55, high=427.55, open=427.55, close=426.85, color='RED'), CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED'), CandleItem(low=423.1, high=428.7, open=425.25, close=428.4, color='GREEN')]
2020-08-14 17:00:20 INFO: skip by colors first_candle=CandleItem(low=423.1, high=428.7, open=425.25, close=428.4, color='GREEN') second_candle=CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED') last_candle=CandleItem(low=423.55, high=427.55, open=427.55, close=426.85, color='RED')
2020-08-14 17:00:20 INFO: check need new order None
2020-08-14 17:00:20 INFO: init new order end
2020-08-14 17:00:20 INFO: 
2020-08-14 17:00:20 INFO: 
2020-08-14 17:00:20 INFO: 
2020-08-14 17:00:20 INFO: 
2020-08-14 17:02:00 INFO: 
2020-08-14 17:02:00 INFO: 
2020-08-14 17:02:00 INFO: 
2020-08-14 17:02:00 INFO: 
2020-08-14 17:02:00 INFO: clearing start
2020-08-14 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 17:02:00 INFO: skip by not found init order into storage
2020-08-14 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 17:02:00 INFO: skip by not found init order into storage
2020-08-14 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': None, 'displayQty': None, 'stopPx': 428.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc())}
2020-08-14 17:02:00 INFO: skip by not found init order into storage
2020-08-14 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': 411.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc())}
2020-08-14 17:02:00 INFO: skip by not found init order into storage
2020-08-14 17:02:00 INFO: clearing end
2020-08-14 17:02:00 INFO: 
2020-08-14 17:02:00 INFO: 
2020-08-14 17:02:00 INFO: 
2020-08-14 17:02:00 INFO: 
2020-08-14 18:00:20 INFO: 
2020-08-14 18:00:20 INFO: 
2020-08-14 18:00:20 INFO: 
2020-08-14 18:00:20 INFO: 
2020-08-14 18:00:20 INFO: init new order start
2020-08-14 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.85, 'high': 428.0, 'low': 422.9, 'close': 427.7, 'trades': 5266, 'volume': 3948616, 'vwap': 425.54, 'lastSize': 300, 'turnover': 168027074985, 'homeNotional': 46189.940138515165, 'foreignNotional': 19655445.97812895}, {'timestamp': datetime.datetime(2020, 8, 14, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 427.55, 'high': 427.55, 'low': 423.55, 'close': 426.85, 'trades': 4878, 'volume': 3884845, 'vwap': 425.6, 'lastSize': 52, 'turnover': 165337149340, 'homeNotional': 45492.33518366967, 'foreignNotional': 19361346.20507828}, {'timestamp': datetime.datetime(2020, 8, 14, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 428.4, 'high': 428.6, 'low': 426.2, 'close': 427.55, 'trades': 5056, 'volume': 3478982, 'vwap': 427.63, 'lastSize': 800, 'turnover': 148770355990, 'homeNotional': 40887.65121761834, 'foreignNotional': 17484642.667417802}]
2020-08-14 18:00:21 INFO: prepare candles [CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN'), CandleItem(low=423.55, high=427.55, open=427.55, close=426.85, color='RED'), CandleItem(low=426.2, high=428.6, open=428.4, close=427.55, color='RED')]
2020-08-14 18:00:21 INFO: last_candle=CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN')
2020-08-14 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)))
2020-08-14 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=422.9, high=428.0, open=426.85, close=427.7, color='GREEN')
2020-08-14 18:00:21 INFO: skip by CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 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)))
2020-08-14 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=422.9, high=428.0, open=426.85, close=427.7, color='GREEN')
2020-08-14 18:00:21 INFO: skip by CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 18:00:21 INFO: not found applicable config for candle
2020-08-14 18:00:21 INFO: check need new order None
2020-08-14 18:00:21 INFO: init new order end
2020-08-14 18:00:21 INFO: 
2020-08-14 18:00:21 INFO: 
2020-08-14 18:00:21 INFO: 
2020-08-14 18:00:21 INFO: 
2020-08-14 18:02:00 INFO: 
2020-08-14 18:02:00 INFO: 
2020-08-14 18:02:00 INFO: 
2020-08-14 18:02:00 INFO: 
2020-08-14 18:02:00 INFO: clearing start
2020-08-14 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': None, 'displayQty': None, 'stopPx': 431.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 337000, tzinfo=tzutc())}
2020-08-14 18:02:00 INFO: skip by not found init order into storage
2020-08-14 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 268, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc())}
2020-08-14 18:02:00 INFO: skip by not found init order into storage
2020-08-14 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': None, 'displayQty': None, 'stopPx': 428.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 881000, tzinfo=tzutc())}
2020-08-14 18:02:00 INFO: skip by not found init order into storage
2020-08-14 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': 411.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 776, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc())}
2020-08-14 18:02:00 INFO: skip by not found init order into storage
2020-08-14 18:02:00 INFO: clearing end
2020-08-14 18:02:00 INFO: 
2020-08-14 18:02:00 INFO: 
2020-08-14 18:02:00 INFO: 
2020-08-14 18:02:00 INFO: 
2020-08-14 18:47:58 INFO: process event {'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-08-14T15:47:58.115Z', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'account': 605536, 'symbol': 'ETHUSD'}
2020-08-14 18:47:58 INFO: skip event 64f292ebd54e4231880ebe80b129ee6a 
2020-08-14 18:47:58 INFO: process event {'orderID': 'b53c8f05-24bc-2a31-ecb3-5dcd6cf5e0a6', 'price': 428.6, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 776, 'avgPx': 428.6, 'transactTime': '2020-08-14T15:47:58.115Z', 'clOrdID': '64f292ebd54e4231880ebe80b129ee6a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-08-14T15:47:58.115Z'}
2020-08-14 18:47:58 INFO: add new event={'uid': '64f292ebd54e4231880ebe80b129ee6a', 'status': 'Filled'}
2020-08-14 18:47:58 INFO: 
2020-08-14 18:47:58 INFO: 
2020-08-14 18:47:58 INFO: 
2020-08-14 18:47:58 INFO: 
2020-08-14 18:47:58 INFO: process event start
2020-08-14 18:47:58 INFO: fetch new order event 64f292ebd54e4231880ebe80b129ee6a
2020-08-14 18:47:58 INFO: fetch orders by event init=None profit_pair=77fa6c17f4604d4eb76c25b925509918
2020-08-14 18:47:58 INFO: process profit order filled
2020-08-14 18:47:58 INFO: cancel order=77fa6c17f4604d4eb76c25b925509918 [{'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 776, 'price': 411.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 13, 1, 38, 921000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 15, 47, 58, 696000, tzinfo=tzutc())}]
2020-08-14 18:47:58 INFO: process event {'orderID': 'e531ea15-a259-df0b-545c-d45adeeaa687', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-08-14T15:47:58.696Z', 'clOrdID': '77fa6c17f4604d4eb76c25b925509918', 'account': 605536, 'symbol': 'ETHUSD'}
2020-08-14 18:47:58 INFO: skip event 77fa6c17f4604d4eb76c25b925509918 Canceled
2020-08-14 18:47:58 INFO: end process event_processing_result='proceed profit order'
2020-08-14 18:47:58 INFO: 
2020-08-14 18:47:58 INFO: 
2020-08-14 18:47:58 INFO: 
2020-08-14 18:47:58 INFO: 
2020-08-14 18:51:13 INFO: process event {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-08-14T15:51:13.085Z', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'account': 605536, 'symbol': 'ETHUSD'}
2020-08-14 18:51:13 INFO: skip event 11a6e1df006e4803a67c16efa3ccdd26 
2020-08-14 18:51:13 INFO: process event {'orderID': '7f36c244-b9d1-d263-c72e-eb37ca41b257', 'price': 431.95, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 268, 'avgPx': 431.95, 'transactTime': '2020-08-14T15:51:13.085Z', 'clOrdID': '11a6e1df006e4803a67c16efa3ccdd26', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-08-14T15:51:13.085Z'}
2020-08-14 18:51:13 INFO: add new event={'uid': '11a6e1df006e4803a67c16efa3ccdd26', 'status': 'Filled'}
2020-08-14 18:51:13 INFO: 
2020-08-14 18:51:13 INFO: 
2020-08-14 18:51:13 INFO: 
2020-08-14 18:51:13 INFO: 
2020-08-14 18:51:13 INFO: process event start
2020-08-14 18:51:13 INFO: fetch new order event 11a6e1df006e4803a67c16efa3ccdd26
2020-08-14 18:51:13 INFO: fetch orders by event init=None profit_pair=9450f24be0c44f8aa3ec4ed0df1f44ba
2020-08-14 18:51:13 INFO: process profit order filled
2020-08-14 18:51:14 INFO: process event {'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-08-14T15:51:14.893Z', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'account': 605536, 'symbol': 'ETHUSD'}
2020-08-14 18:51:14 INFO: skip event 9450f24be0c44f8aa3ec4ed0df1f44ba Canceled
2020-08-14 18:51:14 INFO: cancel order=9450f24be0c44f8aa3ec4ed0df1f44ba [{'orderID': 'bdb480ff-0130-61e3-f477-e9626f41d521', 'clOrdID': '9450f24be0c44f8aa3ec4ed0df1f44ba', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 268, 'price': 389.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 14, 1, 2, 16, 380000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 15, 51, 14, 893000, tzinfo=tzutc())}]
2020-08-14 18:51:14 INFO: end process event_processing_result='proceed profit order'
2020-08-14 18:51:14 INFO: 
2020-08-14 18:51:14 INFO: 
2020-08-14 18:51:14 INFO: 
2020-08-14 18:51:14 INFO: 
2020-08-14 19:00:20 INFO: 
2020-08-14 19:00:20 INFO: 
2020-08-14 19:00:20 INFO: 
2020-08-14 19:00:20 INFO: 
2020-08-14 19:00:20 INFO: init new order start
2020-08-14 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 427.7, 'high': 439.0, 'low': 424.7, 'close': 437.25, 'trades': 11986, 'volume': 10807925, 'vwap': 431.2, 'lastSize': 100, 'turnover': 466028501530, 'homeNotional': 126675.79543945224, 'foreignNotional': 54622548.67334361}, {'timestamp': datetime.datetime(2020, 8, 14, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.85, 'high': 428.0, 'low': 422.9, 'close': 427.7, 'trades': 5266, 'volume': 3948616, 'vwap': 425.54, 'lastSize': 300, 'turnover': 168027074985, 'homeNotional': 46189.940138515165, 'foreignNotional': 19655445.97812895}, {'timestamp': datetime.datetime(2020, 8, 14, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 427.55, 'high': 427.55, 'low': 423.55, 'close': 426.85, 'trades': 4878, 'volume': 3884845, 'vwap': 425.6, 'lastSize': 52, 'turnover': 165337149340, 'homeNotional': 45492.33518366967, 'foreignNotional': 19361346.20507828}]
2020-08-14 19:00:20 INFO: prepare candles [CandleItem(low=424.7, high=439.0, open=427.7, close=437.25, color='GREEN'), CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN'), CandleItem(low=423.55, high=427.55, open=427.55, close=426.85, color='RED')]
2020-08-14 19:00:20 INFO: skip by colors first_candle=CandleItem(low=423.55, high=427.55, open=427.55, close=426.85, color='RED') second_candle=CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN') last_candle=CandleItem(low=424.7, high=439.0, open=427.7, close=437.25, color='GREEN')
2020-08-14 19:00:20 INFO: check need new order None
2020-08-14 19:00:20 INFO: init new order end
2020-08-14 19:00:20 INFO: 
2020-08-14 19:00:20 INFO: 
2020-08-14 19:00:20 INFO: 
2020-08-14 19:00:20 INFO: 
2020-08-14 19:02:00 INFO: 
2020-08-14 19:02:00 INFO: 
2020-08-14 19:02:00 INFO: 
2020-08-14 19:02:00 INFO: 
2020-08-14 19:02:00 INFO: clearing start
2020-08-14 19:02:00 INFO: clearing end
2020-08-14 19:02:00 INFO: 
2020-08-14 19:02:00 INFO: 
2020-08-14 19:02:00 INFO: 
2020-08-14 19:02:00 INFO: 
2020-08-14 20:00:20 INFO: 
2020-08-14 20:00:20 INFO: 
2020-08-14 20:00:20 INFO: 
2020-08-14 20:00:20 INFO: 
2020-08-14 20:00:20 INFO: init new order start
2020-08-14 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 437.25, 'high': 445.35, 'low': 432.4, 'close': 441.75, 'trades': 16764, 'volume': 16241677, 'vwap': 440.35, 'lastSize': 100, 'turnover': 715199969380, 'homeNotional': 191477.06669215878, 'foreignNotional': 84318083.84943414}, {'timestamp': datetime.datetime(2020, 8, 14, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 427.7, 'high': 439.0, 'low': 424.7, 'close': 437.25, 'trades': 11986, 'volume': 10807925, 'vwap': 431.2, 'lastSize': 100, 'turnover': 466028501530, 'homeNotional': 126675.79543945224, 'foreignNotional': 54622548.67334361}, {'timestamp': datetime.datetime(2020, 8, 14, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 426.85, 'high': 428.0, 'low': 422.9, 'close': 427.7, 'trades': 5266, 'volume': 3948616, 'vwap': 425.54, 'lastSize': 300, 'turnover': 168027074985, 'homeNotional': 46189.940138515165, 'foreignNotional': 19655445.97812895}]
2020-08-14 20:00:20 INFO: prepare candles [CandleItem(low=432.4, high=445.35, open=437.25, close=441.75, color='GREEN'), CandleItem(low=424.7, high=439.0, open=427.7, close=437.25, color='GREEN'), CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN')]
2020-08-14 20:00:20 INFO: skip by colors first_candle=CandleItem(low=422.9, high=428.0, open=426.85, close=427.7, color='GREEN') second_candle=CandleItem(low=424.7, high=439.0, open=427.7, close=437.25, color='GREEN') last_candle=CandleItem(low=432.4, high=445.35, open=437.25, close=441.75, color='GREEN')
2020-08-14 20:00:20 INFO: check need new order None
2020-08-14 20:00:20 INFO: init new order end
2020-08-14 20:00:20 INFO: 
2020-08-14 20:00:20 INFO: 
2020-08-14 20:00:20 INFO: 
2020-08-14 20:00:20 INFO: 
2020-08-14 20:02:00 INFO: 
2020-08-14 20:02:00 INFO: 
2020-08-14 20:02:00 INFO: 
2020-08-14 20:02:00 INFO: 
2020-08-14 20:02:00 INFO: clearing start
2020-08-14 20:02:00 INFO: clearing end
2020-08-14 20:02:00 INFO: 
2020-08-14 20:02:00 INFO: 
2020-08-14 20:02:00 INFO: 
2020-08-14 20:02:00 INFO: 
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:20 INFO: init new order start
2020-08-14 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 441.75, 'high': 442.4, 'low': 434.15, 'close': 440.9, 'trades': 7208, 'volume': 5620949, 'vwap': 439.4, 'lastSize': 350, 'turnover': 246983335560, 'homeNotional': 66429.56481987405, 'foreignNotional': 29189110.425754547}, {'timestamp': datetime.datetime(2020, 8, 14, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 437.25, 'high': 445.35, 'low': 432.4, 'close': 441.75, 'trades': 16764, 'volume': 16241677, 'vwap': 440.35, 'lastSize': 100, 'turnover': 715199969380, 'homeNotional': 191477.06669215878, 'foreignNotional': 84318083.84943414}, {'timestamp': datetime.datetime(2020, 8, 14, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 427.7, 'high': 439.0, 'low': 424.7, 'close': 437.25, 'trades': 11986, 'volume': 10807925, 'vwap': 431.2, 'lastSize': 100, 'turnover': 466028501530, 'homeNotional': 126675.79543945224, 'foreignNotional': 54622548.67334361}]
2020-08-14 21:00:20 INFO: prepare candles [CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED'), CandleItem(low=432.4, high=445.35, open=437.25, close=441.75, color='GREEN'), CandleItem(low=424.7, high=439.0, open=427.7, close=437.25, color='GREEN')]
2020-08-14 21:00:20 INFO: last_candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED')
2020-08-14 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-14 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED')
2020-08-14 21:00:20 INFO: skip by CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-14 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-14 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED')
2020-08-14 21:00:20 INFO: apply filter None to candle=CandleItem(low=432.4, high=445.35, open=437.25, close=441.75, color='GREEN')
2020-08-14 21:00:20 INFO: apply filter None to candle=CandleItem(low=424.7, high=439.0, open=427.7, close=437.25, color='GREEN')
2020-08-14 21:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-08-14 21:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-08-14 21:00:20 INFO: place order: start candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED') ticker='ETHUSD' price_offset=0.1
2020-08-14 21:00:20 INFO: place order: side_factor=1 init_trigger_price=434.09999999999997 init_order_price=434.04999999999995 stop_price_offset=0.0 candle.size=8.25 stop_price=442.4 take_price=392.79999999999995
2020-08-14 21:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('434.09999999999996589394868351519107818603515625') init_order_price=Decimal('434.049999999999954525264911353588104248046875') stop_price_offset=0.0 candle.size=8.25 stop_price=Decimal('442.3999999999999772626324556767940521240234375') take_price=Decimal('392.799999999999954525264911353588104248046875')
2020-08-14 21:00:20 INFO: place order: compute qty=-229
2020-08-14 21:00:20 INFO: place order: save order to db 8f3f4d724a74470a9a499167c8237deb; response=True
2020-08-14 21:00:20 INFO: post order to exchange resp={'orderID': 'ef007ee3-44b6-c049-818d-14c05fb0ce31', 'clOrdID': '8f3f4d724a74470a9a499167c8237deb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 229, 'price': 434.05, 'displayQty': None, 'stopPx': 434.1, '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': 229, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc())}
2020-08-14 21:00:20 INFO: place new init order {'qty': -229, 'init_price': Decimal('434.09999999999996589394868351519107818603515625'), 'stop_price': Decimal('442.3999999999999772626324556767940521240234375'), 'take_price': Decimal('392.799999999999954525264911353588104248046875'), 'order_uid': '8f3f4d724a74470a9a499167c8237deb', 'response': {'orderID': 'ef007ee3-44b6-c049-818d-14c05fb0ce31', 'clOrdID': '8f3f4d724a74470a9a499167c8237deb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 229, 'price': 434.05, 'displayQty': None, 'stopPx': 434.1, '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': 229, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc())}}
2020-08-14 21:00:20 INFO: init new order end
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:20 INFO: 
2020-08-14 21:00:21 INFO: process event {'orderID': 'ef007ee3-44b6-c049-818d-14c05fb0ce31', 'clOrdID': '8f3f4d724a74470a9a499167c8237deb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 229, 'price': 434.05, 'displayQty': None, 'stopPx': 434.1, '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': 229, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-08-14T18:00:20.901Z', 'timestamp': '2020-08-14T18:00:20.901Z'}
2020-08-14 21:00:21 INFO: skip event 8f3f4d724a74470a9a499167c8237deb New
2020-08-14 21:02:00 INFO: 
2020-08-14 21:02:00 INFO: 
2020-08-14 21:02:00 INFO: 
2020-08-14 21:02:00 INFO: 
2020-08-14 21:02:00 INFO: clearing start
2020-08-14 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ef007ee3-44b6-c049-818d-14c05fb0ce31', 'clOrdID': '8f3f4d724a74470a9a499167c8237deb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 229, 'price': 434.05, 'displayQty': None, 'stopPx': 434.1, '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': 229, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc())}
2020-08-14 21:02:00 INFO: order time=2020-08-14 18:00:20.901000+00:00; delta from now UTC=0:01:39.196373 time_delta.total_seconds()=99.196373; time_diff_offset='3600'
2020-08-14 21:02:00 INFO: skip by time diff 2020-08-14 18:00:20.901000+00:00
2020-08-14 21:02:00 INFO: clearing end
2020-08-14 21:02:00 INFO: 
2020-08-14 21:02:00 INFO: 
2020-08-14 21:02:00 INFO: 
2020-08-14 21:02:00 INFO: 
2020-08-14 22:00:20 INFO: 
2020-08-14 22:00:20 INFO: 
2020-08-14 22:00:20 INFO: 
2020-08-14 22:00:20 INFO: 
2020-08-14 22:00:20 INFO: init new order start
2020-08-14 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.9, 'high': 444.75, 'low': 440.05, 'close': 442.6, 'trades': 5427, 'volume': 3433751, 'vwap': 442.65, 'lastSize': 57, 'turnover': 151994025900, 'homeNotional': 40590.872283869, 'foreignNotional': 17967466.476799045}, {'timestamp': datetime.datetime(2020, 8, 14, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 441.75, 'high': 442.4, 'low': 434.15, 'close': 440.9, 'trades': 7208, 'volume': 5620949, 'vwap': 439.4, 'lastSize': 350, 'turnover': 246983335560, 'homeNotional': 66429.56481987405, 'foreignNotional': 29189110.425754547}, {'timestamp': datetime.datetime(2020, 8, 14, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 437.25, 'high': 445.35, 'low': 432.4, 'close': 441.75, 'trades': 16764, 'volume': 16241677, 'vwap': 440.35, 'lastSize': 100, 'turnover': 715199969380, 'homeNotional': 191477.06669215878, 'foreignNotional': 84318083.84943414}]
2020-08-14 22:00:20 INFO: prepare candles [CandleItem(low=440.05, high=444.75, open=440.9, close=442.6, color='GREEN'), CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED'), CandleItem(low=432.4, high=445.35, open=437.25, close=441.75, color='GREEN')]
2020-08-14 22:00:20 INFO: skip by colors first_candle=CandleItem(low=432.4, high=445.35, open=437.25, close=441.75, color='GREEN') second_candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED') last_candle=CandleItem(low=440.05, high=444.75, open=440.9, close=442.6, color='GREEN')
2020-08-14 22:00:20 INFO: check need new order None
2020-08-14 22:00:20 INFO: init new order end
2020-08-14 22:00:20 INFO: 
2020-08-14 22:00:20 INFO: 
2020-08-14 22:00:20 INFO: 
2020-08-14 22:00:20 INFO: 
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:00 INFO: clearing start
2020-08-14 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ef007ee3-44b6-c049-818d-14c05fb0ce31', 'clOrdID': '8f3f4d724a74470a9a499167c8237deb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 229, 'price': 434.05, 'displayQty': None, 'stopPx': 434.1, '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': 229, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc())}
2020-08-14 22:02:00 INFO: order time=2020-08-14 18:00:20.901000+00:00; delta from now UTC=1:01:39.783761 time_delta.total_seconds()=3699.783761; time_diff_offset='3600'
2020-08-14 22:02:00 INFO: clear order 8f3f4d724a74470a9a499167c8237deb
2020-08-14 22:02:00 INFO: cancel order resp=[{'orderID': 'ef007ee3-44b6-c049-818d-14c05fb0ce31', 'clOrdID': '8f3f4d724a74470a9a499167c8237deb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 229, 'price': 434.05, 'displayQty': None, 'stopPx': 434.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 8, 14, 18, 0, 20, 901000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 14, 19, 2, 0, 780000, tzinfo=tzutc())}]
2020-08-14 22:02:00 INFO: clearing end
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:00 INFO: 
2020-08-14 22:02:01 INFO: process event {'orderID': 'ef007ee3-44b6-c049-818d-14c05fb0ce31', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-08-14T19:02:00.780Z', 'clOrdID': '8f3f4d724a74470a9a499167c8237deb', 'account': 605536, 'symbol': 'ETHUSD'}
2020-08-14 22:02:01 INFO: skip event 8f3f4d724a74470a9a499167c8237deb Canceled
2020-08-14 23:00:20 INFO: 
2020-08-14 23:00:20 INFO: 
2020-08-14 23:00:20 INFO: 
2020-08-14 23:00:20 INFO: 
2020-08-14 23:00:20 INFO: init new order start
2020-08-14 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 442.6, 'high': 443.9, 'low': 439.7, 'close': 441.45, 'trades': 5398, 'volume': 3153649, 'vwap': 441.89, 'lastSize': 46, 'turnover': 139354996765, 'homeNotional': 37276.47379150073, 'foreignNotional': 16471935.48565414}, {'timestamp': datetime.datetime(2020, 8, 14, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.9, 'high': 444.75, 'low': 440.05, 'close': 442.6, 'trades': 5427, 'volume': 3433751, 'vwap': 442.65, 'lastSize': 57, 'turnover': 151994025900, 'homeNotional': 40590.872283869, 'foreignNotional': 17967466.476799045}, {'timestamp': datetime.datetime(2020, 8, 14, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 441.75, 'high': 442.4, 'low': 434.15, 'close': 440.9, 'trades': 7208, 'volume': 5620949, 'vwap': 439.4, 'lastSize': 350, 'turnover': 246983335560, 'homeNotional': 66429.56481987405, 'foreignNotional': 29189110.425754547}]
2020-08-14 23:00:20 INFO: prepare candles [CandleItem(low=439.7, high=443.9, open=442.6, close=441.45, color='RED'), CandleItem(low=440.05, high=444.75, open=440.9, close=442.6, color='GREEN'), CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED')]
2020-08-14 23:00:20 INFO: skip by colors first_candle=CandleItem(low=434.15, high=442.4, open=441.75, close=440.9, color='RED') second_candle=CandleItem(low=440.05, high=444.75, open=440.9, close=442.6, color='GREEN') last_candle=CandleItem(low=439.7, high=443.9, open=442.6, close=441.45, color='RED')
2020-08-14 23:00:20 INFO: check need new order None
2020-08-14 23:00:20 INFO: init new order end
2020-08-14 23:00:20 INFO: 
2020-08-14 23:00:20 INFO: 
2020-08-14 23:00:20 INFO: 
2020-08-14 23:00:20 INFO: 
2020-08-14 23:02:00 INFO: 
2020-08-14 23:02:00 INFO: 
2020-08-14 23:02:00 INFO: 
2020-08-14 23:02:00 INFO: 
2020-08-14 23:02:00 INFO: clearing start
2020-08-14 23:02:00 INFO: clearing end
2020-08-14 23:02:00 INFO: 
2020-08-14 23:02:00 INFO: 
2020-08-14 23:02:00 INFO: 
2020-08-14 23:02:00 INFO: 
2020-08-15 00:00:20 INFO: 
2020-08-15 00:00:20 INFO: 
2020-08-15 00:00:20 INFO: 
2020-08-15 00:00:20 INFO: 
2020-08-15 00:00:20 INFO: init new order start
2020-08-15 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 441.45, 'high': 443.2, 'low': 437.4, 'close': 440.35, 'trades': 5893, 'volume': 4515045, 'vwap': 440.56, 'lastSize': 80, 'turnover': 198913882865, 'homeNotional': 53268.3410771566, 'foreignNotional': 23467883.73565097}, {'timestamp': datetime.datetime(2020, 8, 14, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 442.6, 'high': 443.9, 'low': 439.7, 'close': 441.45, 'trades': 5398, 'volume': 3153649, 'vwap': 441.89, 'lastSize': 46, 'turnover': 139354996765, 'homeNotional': 37276.47379150073, 'foreignNotional': 16471935.48565414}, {'timestamp': datetime.datetime(2020, 8, 14, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.9, 'high': 444.75, 'low': 440.05, 'close': 442.6, 'trades': 5427, 'volume': 3433751, 'vwap': 442.65, 'lastSize': 57, 'turnover': 151994025900, 'homeNotional': 40590.872283869, 'foreignNotional': 17967466.476799045}]
2020-08-15 00:00:21 INFO: prepare candles [CandleItem(low=437.4, high=443.2, open=441.45, close=440.35, color='RED'), CandleItem(low=439.7, high=443.9, open=442.6, close=441.45, color='RED'), CandleItem(low=440.05, high=444.75, open=440.9, close=442.6, color='GREEN')]
2020-08-15 00:00:21 INFO: skip by colors first_candle=CandleItem(low=440.05, high=444.75, open=440.9, close=442.6, color='GREEN') second_candle=CandleItem(low=439.7, high=443.9, open=442.6, close=441.45, color='RED') last_candle=CandleItem(low=437.4, high=443.2, open=441.45, close=440.35, color='RED')
2020-08-15 00:00:21 INFO: check need new order None
2020-08-15 00:00:21 INFO: init new order end
2020-08-15 00:00:21 INFO: 
2020-08-15 00:00:21 INFO: 
2020-08-15 00:00:21 INFO: 
2020-08-15 00:00:21 INFO: 
2020-08-15 00:02:00 INFO: 
2020-08-15 00:02:00 INFO: 
2020-08-15 00:02:00 INFO: 
2020-08-15 00:02:00 INFO: 
2020-08-15 00:02:00 INFO: clearing start
2020-08-15 00:02:00 INFO: clearing end
2020-08-15 00:02:00 INFO: 
2020-08-15 00:02:00 INFO: 
2020-08-15 00:02:00 INFO: 
2020-08-15 00:02:00 INFO: 
2020-08-15 01:00:20 INFO: 
2020-08-15 01:00:20 INFO: 
2020-08-15 01:00:20 INFO: 
2020-08-15 01:00:20 INFO: 
2020-08-15 01:00:20 INFO: init new order start
2020-08-15 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.35, 'high': 440.3, 'low': 435.85, 'close': 438.65, 'trades': 5202, 'volume': 3833614, 'vwap': 438.27, 'lastSize': 11, 'turnover': 168012148700, 'homeNotional': 45069.08441981396, 'foreignNotional': 19752094.76450724}, {'timestamp': datetime.datetime(2020, 8, 14, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 441.45, 'high': 443.2, 'low': 437.4, 'close': 440.35, 'trades': 5893, 'volume': 4515045, 'vwap': 440.56, 'lastSize': 80, 'turnover': 198913882865, 'homeNotional': 53268.3410771566, 'foreignNotional': 23467883.73565097}, {'timestamp': datetime.datetime(2020, 8, 14, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 442.6, 'high': 443.9, 'low': 439.7, 'close': 441.45, 'trades': 5398, 'volume': 3153649, 'vwap': 441.89, 'lastSize': 46, 'turnover': 139354996765, 'homeNotional': 37276.47379150073, 'foreignNotional': 16471935.48565414}]
2020-08-15 01:00:20 INFO: prepare candles [CandleItem(low=435.85, high=440.3, open=440.35, close=438.65, color='RED'), CandleItem(low=437.4, high=443.2, open=441.45, close=440.35, color='RED'), CandleItem(low=439.7, high=443.9, open=442.6, close=441.45, color='RED')]
2020-08-15 01:00:20 INFO: skip by colors first_candle=CandleItem(low=439.7, high=443.9, open=442.6, close=441.45, color='RED') second_candle=CandleItem(low=437.4, high=443.2, open=441.45, close=440.35, color='RED') last_candle=CandleItem(low=435.85, high=440.3, open=440.35, close=438.65, color='RED')
2020-08-15 01:00:20 INFO: check need new order None
2020-08-15 01:00:20 INFO: init new order end
2020-08-15 01:00:20 INFO: 
2020-08-15 01:00:20 INFO: 
2020-08-15 01:00:20 INFO: 
2020-08-15 01:00:20 INFO: 
2020-08-15 01:02:00 INFO: 
2020-08-15 01:02:00 INFO: 
2020-08-15 01:02:00 INFO: 
2020-08-15 01:02:00 INFO: 
2020-08-15 01:02:00 INFO: clearing start
2020-08-15 01:02:00 INFO: clearing end
2020-08-15 01:02:00 INFO: 
2020-08-15 01:02:00 INFO: 
2020-08-15 01:02:00 INFO: 
2020-08-15 01:02:00 INFO: 
2020-08-15 02:00:20 INFO: 
2020-08-15 02:00:20 INFO: 
2020-08-15 02:00:20 INFO: 
2020-08-15 02:00:20 INFO: 
2020-08-15 02:00:20 INFO: init new order start
2020-08-15 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 14, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 438.65, 'high': 441.0, 'low': 436.25, 'close': 440.4, 'trades': 4374, 'volume': 3322023, 'vwap': 438.59, 'lastSize': 2000, 'turnover': 145698688280, 'homeNotional': 39094.46807778591, 'foreignNotional': 17146282.641220897}, {'timestamp': datetime.datetime(2020, 8, 14, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.35, 'high': 440.3, 'low': 435.85, 'close': 438.65, 'trades': 5202, 'volume': 3833614, 'vwap': 438.27, 'lastSize': 11, 'turnover': 168012148700, 'homeNotional': 45069.08441981396, 'foreignNotional': 19752094.76450724}, {'timestamp': datetime.datetime(2020, 8, 14, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 441.45, 'high': 443.2, 'low': 437.4, 'close': 440.35, 'trades': 5893, 'volume': 4515045, 'vwap': 440.56, 'lastSize': 80, 'turnover': 198913882865, 'homeNotional': 53268.3410771566, 'foreignNotional': 23467883.73565097}]
2020-08-15 02:00:20 INFO: prepare candles [CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN'), CandleItem(low=435.85, high=440.3, open=440.35, close=438.65, color='RED'), CandleItem(low=437.4, high=443.2, open=441.45, close=440.35, color='RED')]
2020-08-15 02:00:20 INFO: last_candle=CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN')
2020-08-15 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-15 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN')
2020-08-15 02:00:20 INFO: skip by CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-15 02:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN')
2020-08-15 02:00:20 INFO: skip by CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 02:00:20 INFO: not found applicable config for candle
2020-08-15 02:00:20 INFO: check need new order None
2020-08-15 02:00:20 INFO: init new order end
2020-08-15 02:00:20 INFO: 
2020-08-15 02:00:20 INFO: 
2020-08-15 02:00:20 INFO: 
2020-08-15 02:00:20 INFO: 
2020-08-15 02:02:00 INFO: 
2020-08-15 02:02:00 INFO: 
2020-08-15 02:02:00 INFO: 
2020-08-15 02:02:00 INFO: 
2020-08-15 02:02:00 INFO: clearing start
2020-08-15 02:02:00 INFO: clearing end
2020-08-15 02:02:00 INFO: 
2020-08-15 02:02:00 INFO: 
2020-08-15 02:02:00 INFO: 
2020-08-15 02:02:00 INFO: 
2020-08-15 03:00:20 INFO: 
2020-08-15 03:00:20 INFO: 
2020-08-15 03:00:20 INFO: 
2020-08-15 03:00:20 INFO: 
2020-08-15 03:00:20 INFO: init new order start
2020-08-15 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.4, 'high': 441.4, 'low': 436.35, 'close': 439.15, 'trades': 4026, 'volume': 2361840, 'vwap': 438.98, 'lastSize': 1812, 'turnover': 103678763305, 'homeNotional': 27820.7014523228, 'foreignNotional': 12212601.595061839}, {'timestamp': datetime.datetime(2020, 8, 14, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 438.65, 'high': 441.0, 'low': 436.25, 'close': 440.4, 'trades': 4374, 'volume': 3322023, 'vwap': 438.59, 'lastSize': 2000, 'turnover': 145698688280, 'homeNotional': 39094.46807778591, 'foreignNotional': 17146282.641220897}, {'timestamp': datetime.datetime(2020, 8, 14, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.35, 'high': 440.3, 'low': 435.85, 'close': 438.65, 'trades': 5202, 'volume': 3833614, 'vwap': 438.27, 'lastSize': 11, 'turnover': 168012148700, 'homeNotional': 45069.08441981396, 'foreignNotional': 19752094.76450724}]
2020-08-15 03:00:20 INFO: prepare candles [CandleItem(low=436.35, high=441.4, open=440.4, close=439.15, color='RED'), CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN'), CandleItem(low=435.85, high=440.3, open=440.35, close=438.65, color='RED')]
2020-08-15 03:00:20 INFO: skip by colors first_candle=CandleItem(low=435.85, high=440.3, open=440.35, close=438.65, color='RED') second_candle=CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN') last_candle=CandleItem(low=436.35, high=441.4, open=440.4, close=439.15, color='RED')
2020-08-15 03:00:20 INFO: check need new order None
2020-08-15 03:00:20 INFO: init new order end
2020-08-15 03:00:20 INFO: 
2020-08-15 03:00:20 INFO: 
2020-08-15 03:00:20 INFO: 
2020-08-15 03:00:20 INFO: 
2020-08-15 03:02:00 INFO: 
2020-08-15 03:02:00 INFO: 
2020-08-15 03:02:00 INFO: 
2020-08-15 03:02:00 INFO: 
2020-08-15 03:02:00 INFO: clearing start
2020-08-15 03:02:00 INFO: clearing end
2020-08-15 03:02:00 INFO: 
2020-08-15 03:02:00 INFO: 
2020-08-15 03:02:00 INFO: 
2020-08-15 03:02:00 INFO: 
2020-08-15 04:00:20 INFO: 
2020-08-15 04:00:20 INFO: 
2020-08-15 04:00:20 INFO: 
2020-08-15 04:00:20 INFO: 
2020-08-15 04:00:20 INFO: init new order start
2020-08-15 04:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.15, 'high': 441.65, 'low': 437.3, 'close': 439.75, 'trades': 7314, 'volume': 6831789, 'vwap': 439.47, 'lastSize': 165, 'turnover': 300230043520, 'homeNotional': 81360.54937083904, 'foreignNotional': 35754484.20155939}, {'timestamp': datetime.datetime(2020, 8, 15, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.4, 'high': 441.4, 'low': 436.35, 'close': 439.15, 'trades': 4026, 'volume': 2361840, 'vwap': 438.98, 'lastSize': 1812, 'turnover': 103678763305, 'homeNotional': 27820.7014523228, 'foreignNotional': 12212601.595061839}, {'timestamp': datetime.datetime(2020, 8, 14, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 438.65, 'high': 441.0, 'low': 436.25, 'close': 440.4, 'trades': 4374, 'volume': 3322023, 'vwap': 438.59, 'lastSize': 2000, 'turnover': 145698688280, 'homeNotional': 39094.46807778591, 'foreignNotional': 17146282.641220897}]
2020-08-15 04:00:22 INFO: prepare candles [CandleItem(low=437.3, high=441.65, open=439.15, close=439.75, color='GREEN'), CandleItem(low=436.35, high=441.4, open=440.4, close=439.15, color='RED'), CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN')]
2020-08-15 04:00:22 INFO: skip by colors first_candle=CandleItem(low=436.25, high=441.0, open=438.65, close=440.4, color='GREEN') second_candle=CandleItem(low=436.35, high=441.4, open=440.4, close=439.15, color='RED') last_candle=CandleItem(low=437.3, high=441.65, open=439.15, close=439.75, color='GREEN')
2020-08-15 04:00:22 INFO: check need new order None
2020-08-15 04:00:22 INFO: init new order end
2020-08-15 04:00:22 INFO: 
2020-08-15 04:00:22 INFO: 
2020-08-15 04:00:22 INFO: 
2020-08-15 04:00:22 INFO: 
2020-08-15 04:02:00 INFO: 
2020-08-15 04:02:00 INFO: 
2020-08-15 04:02:00 INFO: 
2020-08-15 04:02:00 INFO: 
2020-08-15 04:02:00 INFO: clearing start
2020-08-15 04:02:00 INFO: clearing end
2020-08-15 04:02:00 INFO: 
2020-08-15 04:02:00 INFO: 
2020-08-15 04:02:00 INFO: 
2020-08-15 04:02:00 INFO: 
2020-08-15 05:00:20 INFO: 
2020-08-15 05:00:20 INFO: 
2020-08-15 05:00:20 INFO: 
2020-08-15 05:00:20 INFO: 
2020-08-15 05:00:20 INFO: init new order start
2020-08-15 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.75, 'high': 442.95, 'low': 438.1, 'close': 442.35, 'trades': 5363, 'volume': 3804145, 'vwap': 440.37, 'lastSize': 13, 'turnover': 167521054275, 'homeNotional': 45348.99895011892, 'foreignNotional': 19970119.941399325}, {'timestamp': datetime.datetime(2020, 8, 15, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.15, 'high': 441.65, 'low': 437.3, 'close': 439.75, 'trades': 7314, 'volume': 6831789, 'vwap': 439.47, 'lastSize': 165, 'turnover': 300230043520, 'homeNotional': 81360.54937083904, 'foreignNotional': 35754484.20155939}, {'timestamp': datetime.datetime(2020, 8, 15, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.4, 'high': 441.4, 'low': 436.35, 'close': 439.15, 'trades': 4026, 'volume': 2361840, 'vwap': 438.98, 'lastSize': 1812, 'turnover': 103678763305, 'homeNotional': 27820.7014523228, 'foreignNotional': 12212601.595061839}]
2020-08-15 05:00:20 INFO: prepare candles [CandleItem(low=438.1, high=442.95, open=439.75, close=442.35, color='GREEN'), CandleItem(low=437.3, high=441.65, open=439.15, close=439.75, color='GREEN'), CandleItem(low=436.35, high=441.4, open=440.4, close=439.15, color='RED')]
2020-08-15 05:00:20 INFO: skip by colors first_candle=CandleItem(low=436.35, high=441.4, open=440.4, close=439.15, color='RED') second_candle=CandleItem(low=437.3, high=441.65, open=439.15, close=439.75, color='GREEN') last_candle=CandleItem(low=438.1, high=442.95, open=439.75, close=442.35, color='GREEN')
2020-08-15 05:00:20 INFO: check need new order None
2020-08-15 05:00:20 INFO: init new order end
2020-08-15 05:00:20 INFO: 
2020-08-15 05:00:20 INFO: 
2020-08-15 05:00:20 INFO: 
2020-08-15 05:00:20 INFO: 
2020-08-15 05:02:00 INFO: 
2020-08-15 05:02:00 INFO: 
2020-08-15 05:02:00 INFO: 
2020-08-15 05:02:00 INFO: 
2020-08-15 05:02:00 INFO: clearing start
2020-08-15 05:02:00 INFO: clearing end
2020-08-15 05:02:00 INFO: 
2020-08-15 05:02:00 INFO: 
2020-08-15 05:02:00 INFO: 
2020-08-15 05:02:00 INFO: 
2020-08-15 06:00:20 INFO: 
2020-08-15 06:00:20 INFO: 
2020-08-15 06:00:20 INFO: 
2020-08-15 06:00:20 INFO: 
2020-08-15 06:00:20 INFO: init new order start
2020-08-15 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 442.35, 'high': 444.3, 'low': 440.3, 'close': 440.3, 'trades': 4043, 'volume': 2109087, 'vwap': 442.05, 'lastSize': 12, 'turnover': 93231510245, 'homeNotional': 25153.878921340383, 'foreignNotional': 11119218.236552885}, {'timestamp': datetime.datetime(2020, 8, 15, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.75, 'high': 442.95, 'low': 438.1, 'close': 442.35, 'trades': 5363, 'volume': 3804145, 'vwap': 440.37, 'lastSize': 13, 'turnover': 167521054275, 'homeNotional': 45348.99895011892, 'foreignNotional': 19970119.941399325}, {'timestamp': datetime.datetime(2020, 8, 15, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.15, 'high': 441.65, 'low': 437.3, 'close': 439.75, 'trades': 7314, 'volume': 6831789, 'vwap': 439.47, 'lastSize': 165, 'turnover': 300230043520, 'homeNotional': 81360.54937083904, 'foreignNotional': 35754484.20155939}]
2020-08-15 06:00:20 INFO: prepare candles [CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED'), CandleItem(low=438.1, high=442.95, open=439.75, close=442.35, color='GREEN'), CandleItem(low=437.3, high=441.65, open=439.15, close=439.75, color='GREEN')]
2020-08-15 06:00:20 INFO: last_candle=CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED')
2020-08-15 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-15 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED')
2020-08-15 06:00:20 INFO: skip by CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 06:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-15 06:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED')
2020-08-15 06:00:20 INFO: skip by CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 06:00:20 INFO: not found applicable config for candle
2020-08-15 06:00:20 INFO: check need new order None
2020-08-15 06:00:20 INFO: init new order end
2020-08-15 06:00:20 INFO: 
2020-08-15 06:00:20 INFO: 
2020-08-15 06:00:20 INFO: 
2020-08-15 06:00:20 INFO: 
2020-08-15 06:02:00 INFO: 
2020-08-15 06:02:00 INFO: 
2020-08-15 06:02:00 INFO: 
2020-08-15 06:02:00 INFO: 
2020-08-15 06:02:00 INFO: clearing start
2020-08-15 06:02:00 INFO: clearing end
2020-08-15 06:02:00 INFO: 
2020-08-15 06:02:00 INFO: 
2020-08-15 06:02:00 INFO: 
2020-08-15 06:02:00 INFO: 
2020-08-15 07:00:20 INFO: 
2020-08-15 07:00:20 INFO: 
2020-08-15 07:00:20 INFO: 
2020-08-15 07:00:20 INFO: 
2020-08-15 07:00:20 INFO: init new order start
2020-08-15 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.3, 'high': 441.5, 'low': 439.0, 'close': 440.45, 'trades': 2726, 'volume': 1670072, 'vwap': 440.01, 'lastSize': 219, 'turnover': 73483472150, 'homeNotional': 19868.90090415828, 'foreignNotional': 8742359.690015739}, {'timestamp': datetime.datetime(2020, 8, 15, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 442.35, 'high': 444.3, 'low': 440.3, 'close': 440.3, 'trades': 4043, 'volume': 2109087, 'vwap': 442.05, 'lastSize': 12, 'turnover': 93231510245, 'homeNotional': 25153.878921340383, 'foreignNotional': 11119218.236552885}, {'timestamp': datetime.datetime(2020, 8, 15, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.75, 'high': 442.95, 'low': 438.1, 'close': 442.35, 'trades': 5363, 'volume': 3804145, 'vwap': 440.37, 'lastSize': 13, 'turnover': 167521054275, 'homeNotional': 45348.99895011892, 'foreignNotional': 19970119.941399325}]
2020-08-15 07:00:20 INFO: prepare candles [CandleItem(low=439.0, high=441.5, open=440.3, close=440.45, color='GREEN'), CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED'), CandleItem(low=438.1, high=442.95, open=439.75, close=442.35, color='GREEN')]
2020-08-15 07:00:20 INFO: skip by colors first_candle=CandleItem(low=438.1, high=442.95, open=439.75, close=442.35, color='GREEN') second_candle=CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED') last_candle=CandleItem(low=439.0, high=441.5, open=440.3, close=440.45, color='GREEN')
2020-08-15 07:00:20 INFO: check need new order None
2020-08-15 07:00:20 INFO: init new order end
2020-08-15 07:00:20 INFO: 
2020-08-15 07:00:20 INFO: 
2020-08-15 07:00:20 INFO: 
2020-08-15 07:00:20 INFO: 
2020-08-15 07:02:00 INFO: 
2020-08-15 07:02:00 INFO: 
2020-08-15 07:02:00 INFO: 
2020-08-15 07:02:00 INFO: 
2020-08-15 07:02:00 INFO: clearing start
2020-08-15 07:02:00 INFO: clearing end
2020-08-15 07:02:00 INFO: 
2020-08-15 07:02:00 INFO: 
2020-08-15 07:02:00 INFO: 
2020-08-15 07:02:00 INFO: 
2020-08-15 08:00:20 INFO: 
2020-08-15 08:00:20 INFO: 
2020-08-15 08:00:20 INFO: 
2020-08-15 08:00:20 INFO: 
2020-08-15 08:00:20 INFO: init new order start
2020-08-15 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.45, 'high': 441.55, 'low': 437.55, 'close': 439.65, 'trades': 3328, 'volume': 2049520, 'vwap': 439.18, 'lastSize': 11, 'turnover': 90010292785, 'homeNotional': 24315.37568715964, 'foreignNotional': 10678799.580153037}, {'timestamp': datetime.datetime(2020, 8, 15, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.3, 'high': 441.5, 'low': 439.0, 'close': 440.45, 'trades': 2726, 'volume': 1670072, 'vwap': 440.01, 'lastSize': 219, 'turnover': 73483472150, 'homeNotional': 19868.90090415828, 'foreignNotional': 8742359.690015739}, {'timestamp': datetime.datetime(2020, 8, 15, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 442.35, 'high': 444.3, 'low': 440.3, 'close': 440.3, 'trades': 4043, 'volume': 2109087, 'vwap': 442.05, 'lastSize': 12, 'turnover': 93231510245, 'homeNotional': 25153.878921340383, 'foreignNotional': 11119218.236552885}]
2020-08-15 08:00:20 INFO: prepare candles [CandleItem(low=437.55, high=441.55, open=440.45, close=439.65, color='RED'), CandleItem(low=439.0, high=441.5, open=440.3, close=440.45, color='GREEN'), CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED')]
2020-08-15 08:00:20 INFO: skip by colors first_candle=CandleItem(low=440.3, high=444.3, open=442.35, close=440.3, color='RED') second_candle=CandleItem(low=439.0, high=441.5, open=440.3, close=440.45, color='GREEN') last_candle=CandleItem(low=437.55, high=441.55, open=440.45, close=439.65, color='RED')
2020-08-15 08:00:20 INFO: check need new order None
2020-08-15 08:00:20 INFO: init new order end
2020-08-15 08:00:20 INFO: 
2020-08-15 08:00:20 INFO: 
2020-08-15 08:00:20 INFO: 
2020-08-15 08:00:20 INFO: 
2020-08-15 08:02:00 INFO: 
2020-08-15 08:02:00 INFO: 
2020-08-15 08:02:00 INFO: 
2020-08-15 08:02:00 INFO: 
2020-08-15 08:02:00 INFO: clearing start
2020-08-15 08:02:00 INFO: clearing end
2020-08-15 08:02:00 INFO: 
2020-08-15 08:02:00 INFO: 
2020-08-15 08:02:00 INFO: 
2020-08-15 08:02:00 INFO: 
2020-08-15 09:00:20 INFO: 
2020-08-15 09:00:20 INFO: 
2020-08-15 09:00:20 INFO: 
2020-08-15 09:00:20 INFO: 
2020-08-15 09:00:20 INFO: init new order start
2020-08-15 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.65, 'high': 440.45, 'low': 436.75, 'close': 440.25, 'trades': 2863, 'volume': 2081584, 'vwap': 438.87, 'lastSize': 1, 'turnover': 91352752935, 'homeNotional': 24707.08556725973, 'foreignNotional': 10843016.496899888}, {'timestamp': datetime.datetime(2020, 8, 15, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.45, 'high': 441.55, 'low': 437.55, 'close': 439.65, 'trades': 3328, 'volume': 2049520, 'vwap': 439.18, 'lastSize': 11, 'turnover': 90010292785, 'homeNotional': 24315.37568715964, 'foreignNotional': 10678799.580153037}, {'timestamp': datetime.datetime(2020, 8, 15, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.3, 'high': 441.5, 'low': 439.0, 'close': 440.45, 'trades': 2726, 'volume': 1670072, 'vwap': 440.01, 'lastSize': 219, 'turnover': 73483472150, 'homeNotional': 19868.90090415828, 'foreignNotional': 8742359.690015739}]
2020-08-15 09:00:20 INFO: prepare candles [CandleItem(low=436.75, high=440.45, open=439.65, close=440.25, color='GREEN'), CandleItem(low=437.55, high=441.55, open=440.45, close=439.65, color='RED'), CandleItem(low=439.0, high=441.5, open=440.3, close=440.45, color='GREEN')]
2020-08-15 09:00:20 INFO: skip by colors first_candle=CandleItem(low=439.0, high=441.5, open=440.3, close=440.45, color='GREEN') second_candle=CandleItem(low=437.55, high=441.55, open=440.45, close=439.65, color='RED') last_candle=CandleItem(low=436.75, high=440.45, open=439.65, close=440.25, color='GREEN')
2020-08-15 09:00:20 INFO: check need new order None
2020-08-15 09:00:20 INFO: init new order end
2020-08-15 09:00:20 INFO: 
2020-08-15 09:00:20 INFO: 
2020-08-15 09:00:20 INFO: 
2020-08-15 09:00:20 INFO: 
2020-08-15 09:02:00 INFO: 
2020-08-15 09:02:00 INFO: 
2020-08-15 09:02:00 INFO: 
2020-08-15 09:02:00 INFO: 
2020-08-15 09:02:00 INFO: clearing start
2020-08-15 09:02:00 INFO: clearing end
2020-08-15 09:02:00 INFO: 
2020-08-15 09:02:00 INFO: 
2020-08-15 09:02:00 INFO: 
2020-08-15 09:02:00 INFO: 
2020-08-15 10:00:20 INFO: 
2020-08-15 10:00:20 INFO: 
2020-08-15 10:00:20 INFO: 
2020-08-15 10:00:20 INFO: 
2020-08-15 10:00:20 INFO: init new order start
2020-08-15 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.25, 'high': 441.3, 'low': 439.15, 'close': 439.3, 'trades': 2548, 'volume': 1756088, 'vwap': 440.22, 'lastSize': 100, 'turnover': 77305625015, 'homeNotional': 20901.172861911546, 'foreignNotional': 9201013.324482985}, {'timestamp': datetime.datetime(2020, 8, 15, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.65, 'high': 440.45, 'low': 436.75, 'close': 440.25, 'trades': 2863, 'volume': 2081584, 'vwap': 438.87, 'lastSize': 1, 'turnover': 91352752935, 'homeNotional': 24707.08556725973, 'foreignNotional': 10843016.496899888}, {'timestamp': datetime.datetime(2020, 8, 15, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.45, 'high': 441.55, 'low': 437.55, 'close': 439.65, 'trades': 3328, 'volume': 2049520, 'vwap': 439.18, 'lastSize': 11, 'turnover': 90010292785, 'homeNotional': 24315.37568715964, 'foreignNotional': 10678799.580153037}]
2020-08-15 10:00:21 INFO: prepare candles [CandleItem(low=439.15, high=441.3, open=440.25, close=439.3, color='RED'), CandleItem(low=436.75, high=440.45, open=439.65, close=440.25, color='GREEN'), CandleItem(low=437.55, high=441.55, open=440.45, close=439.65, color='RED')]
2020-08-15 10:00:21 INFO: skip by colors first_candle=CandleItem(low=437.55, high=441.55, open=440.45, close=439.65, color='RED') second_candle=CandleItem(low=436.75, high=440.45, open=439.65, close=440.25, color='GREEN') last_candle=CandleItem(low=439.15, high=441.3, open=440.25, close=439.3, color='RED')
2020-08-15 10:00:21 INFO: check need new order None
2020-08-15 10:00:21 INFO: init new order end
2020-08-15 10:00:21 INFO: 
2020-08-15 10:00:21 INFO: 
2020-08-15 10:00:21 INFO: 
2020-08-15 10:00:21 INFO: 
2020-08-15 10:02:00 INFO: 
2020-08-15 10:02:00 INFO: 
2020-08-15 10:02:00 INFO: 
2020-08-15 10:02:00 INFO: 
2020-08-15 10:02:00 INFO: clearing start
2020-08-15 10:02:00 INFO: clearing end
2020-08-15 10:02:00 INFO: 
2020-08-15 10:02:00 INFO: 
2020-08-15 10:02:00 INFO: 
2020-08-15 10:02:00 INFO: 
2020-08-15 11:00:20 INFO: 
2020-08-15 11:00:20 INFO: 
2020-08-15 11:00:20 INFO: 
2020-08-15 11:00:20 INFO: 
2020-08-15 11:00:20 INFO: init new order start
2020-08-15 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.3, 'high': 439.95, 'low': 436.85, 'close': 438.0, 'trades': 4469, 'volume': 5592289, 'vwap': 437.76, 'lastSize': 203, 'turnover': 244803545830, 'homeNotional': 66443.58984597861, 'foreignNotional': 29085840.49218218}, {'timestamp': datetime.datetime(2020, 8, 15, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.25, 'high': 441.3, 'low': 439.15, 'close': 439.3, 'trades': 2548, 'volume': 1756088, 'vwap': 440.22, 'lastSize': 100, 'turnover': 77305625015, 'homeNotional': 20901.172861911546, 'foreignNotional': 9201013.324482985}, {'timestamp': datetime.datetime(2020, 8, 15, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.65, 'high': 440.45, 'low': 436.75, 'close': 440.25, 'trades': 2863, 'volume': 2081584, 'vwap': 438.87, 'lastSize': 1, 'turnover': 91352752935, 'homeNotional': 24707.08556725973, 'foreignNotional': 10843016.496899888}]
2020-08-15 11:00:20 INFO: prepare candles [CandleItem(low=436.85, high=439.95, open=439.3, close=438.0, color='RED'), CandleItem(low=439.15, high=441.3, open=440.25, close=439.3, color='RED'), CandleItem(low=436.75, high=440.45, open=439.65, close=440.25, color='GREEN')]
2020-08-15 11:00:20 INFO: skip by colors first_candle=CandleItem(low=436.75, high=440.45, open=439.65, close=440.25, color='GREEN') second_candle=CandleItem(low=439.15, high=441.3, open=440.25, close=439.3, color='RED') last_candle=CandleItem(low=436.85, high=439.95, open=439.3, close=438.0, color='RED')
2020-08-15 11:00:20 INFO: check need new order None
2020-08-15 11:00:20 INFO: init new order end
2020-08-15 11:00:20 INFO: 
2020-08-15 11:00:20 INFO: 
2020-08-15 11:00:20 INFO: 
2020-08-15 11:00:20 INFO: 
2020-08-15 11:02:00 INFO: 
2020-08-15 11:02:00 INFO: 
2020-08-15 11:02:00 INFO: 
2020-08-15 11:02:00 INFO: 
2020-08-15 11:02:00 INFO: clearing start
2020-08-15 11:02:00 INFO: clearing end
2020-08-15 11:02:00 INFO: 
2020-08-15 11:02:00 INFO: 
2020-08-15 11:02:00 INFO: 
2020-08-15 11:02:00 INFO: 
2020-08-15 12:00:20 INFO: 
2020-08-15 12:00:20 INFO: 
2020-08-15 12:00:20 INFO: 
2020-08-15 12:00:20 INFO: 
2020-08-15 12:00:20 INFO: init new order start
2020-08-15 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 438.0, 'high': 439.45, 'low': 427.3, 'close': 434.3, 'trades': 8529, 'volume': 10422028, 'vwap': 433.17, 'lastSize': 50, 'turnover': 451443560305, 'homeNotional': 123859.2395762295, 'foreignNotional': 53651689.950173564}, {'timestamp': datetime.datetime(2020, 8, 15, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.3, 'high': 439.95, 'low': 436.85, 'close': 438.0, 'trades': 4469, 'volume': 5592289, 'vwap': 437.76, 'lastSize': 203, 'turnover': 244803545830, 'homeNotional': 66443.58984597861, 'foreignNotional': 29085840.49218218}, {'timestamp': datetime.datetime(2020, 8, 15, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 440.25, 'high': 441.3, 'low': 439.15, 'close': 439.3, 'trades': 2548, 'volume': 1756088, 'vwap': 440.22, 'lastSize': 100, 'turnover': 77305625015, 'homeNotional': 20901.172861911546, 'foreignNotional': 9201013.324482985}]
2020-08-15 12:00:20 INFO: prepare candles [CandleItem(low=427.3, high=439.45, open=438.0, close=434.3, color='RED'), CandleItem(low=436.85, high=439.95, open=439.3, close=438.0, color='RED'), CandleItem(low=439.15, high=441.3, open=440.25, close=439.3, color='RED')]
2020-08-15 12:00:20 INFO: skip by colors first_candle=CandleItem(low=439.15, high=441.3, open=440.25, close=439.3, color='RED') second_candle=CandleItem(low=436.85, high=439.95, open=439.3, close=438.0, color='RED') last_candle=CandleItem(low=427.3, high=439.45, open=438.0, close=434.3, color='RED')
2020-08-15 12:00:20 INFO: check need new order None
2020-08-15 12:00:20 INFO: init new order end
2020-08-15 12:00:20 INFO: 
2020-08-15 12:00:20 INFO: 
2020-08-15 12:00:20 INFO: 
2020-08-15 12:00:20 INFO: 
2020-08-15 12:02:00 INFO: 
2020-08-15 12:02:00 INFO: 
2020-08-15 12:02:00 INFO: 
2020-08-15 12:02:00 INFO: 
2020-08-15 12:02:00 INFO: clearing start
2020-08-15 12:02:00 INFO: clearing end
2020-08-15 12:02:00 INFO: 
2020-08-15 12:02:00 INFO: 
2020-08-15 12:02:00 INFO: 
2020-08-15 12:02:00 INFO: 
2020-08-15 13:00:20 INFO: 
2020-08-15 13:00:20 INFO: 
2020-08-15 13:00:20 INFO: 
2020-08-15 13:00:20 INFO: 
2020-08-15 13:00:20 INFO: init new order start
2020-08-15 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 434.3, 'high': 438.5, 'low': 433.8, 'close': 436.75, 'trades': 4929, 'volume': 3655255, 'vwap': 436.15, 'lastSize': 10, 'turnover': 159422956645, 'homeNotional': 43447.27441729553, 'foreignNotional': 18949476.87119735}, {'timestamp': datetime.datetime(2020, 8, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 438.0, 'high': 439.45, 'low': 427.3, 'close': 434.3, 'trades': 8529, 'volume': 10422028, 'vwap': 433.17, 'lastSize': 50, 'turnover': 451443560305, 'homeNotional': 123859.2395762295, 'foreignNotional': 53651689.950173564}, {'timestamp': datetime.datetime(2020, 8, 15, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 439.3, 'high': 439.95, 'low': 436.85, 'close': 438.0, 'trades': 4469, 'volume': 5592289, 'vwap': 437.76, 'lastSize': 203, 'turnover': 244803545830, 'homeNotional': 66443.58984597861, 'foreignNotional': 29085840.49218218}]
2020-08-15 13:00:20 INFO: prepare candles [CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN'), CandleItem(low=427.3, high=439.45, open=438.0, close=434.3, color='RED'), CandleItem(low=436.85, high=439.95, open=439.3, close=438.0, color='RED')]
2020-08-15 13:00:20 INFO: last_candle=CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN')
2020-08-15 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-15 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN')
2020-08-15 13:00:20 INFO: skip by CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 13:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-08-15 13:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN')
2020-08-15 13:00:20 INFO: skip by CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 13:00:20 INFO: not found applicable config for candle
2020-08-15 13:00:20 INFO: check need new order None
2020-08-15 13:00:20 INFO: init new order end
2020-08-15 13:00:20 INFO: 
2020-08-15 13:00:20 INFO: 
2020-08-15 13:00:20 INFO: 
2020-08-15 13:00:20 INFO: 
2020-08-15 13:02:00 INFO: 
2020-08-15 13:02:00 INFO: 
2020-08-15 13:02:00 INFO: 
2020-08-15 13:02:00 INFO: 
2020-08-15 13:02:00 INFO: clearing start
2020-08-15 13:02:00 INFO: clearing end
2020-08-15 13:02:00 INFO: 
2020-08-15 13:02:00 INFO: 
2020-08-15 13:02:00 INFO: 
2020-08-15 13:02:00 INFO: 
2020-08-15 14:00:20 INFO: 
2020-08-15 14:00:20 INFO: 
2020-08-15 14:00:20 INFO: 
2020-08-15 14:00:20 INFO: 
2020-08-15 14:00:20 INFO: init new order start
2020-08-15 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 436.75, 'high': 439.0, 'low': 434.5, 'close': 435.5, 'trades': 3906, 'volume': 4330144, 'vwap': 437.0, 'lastSize': 915, 'turnover': 189223958310, 'homeNotional': 51493.462135673086, 'foreignNotional': 22502309.820330903}, {'timestamp': datetime.datetime(2020, 8, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 434.3, 'high': 438.5, 'low': 433.8, 'close': 436.75, 'trades': 4929, 'volume': 3655255, 'vwap': 436.15, 'lastSize': 10, 'turnover': 159422956645, 'homeNotional': 43447.27441729553, 'foreignNotional': 18949476.87119735}, {'timestamp': datetime.datetime(2020, 8, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 438.0, 'high': 439.45, 'low': 427.3, 'close': 434.3, 'trades': 8529, 'volume': 10422028, 'vwap': 433.17, 'lastSize': 50, 'turnover': 451443560305, 'homeNotional': 123859.2395762295, 'foreignNotional': 53651689.950173564}]
2020-08-15 14:00:21 INFO: prepare candles [CandleItem(low=434.5, high=439.0, open=436.75, close=435.5, color='RED'), CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN'), CandleItem(low=427.3, high=439.45, open=438.0, close=434.3, color='RED')]
2020-08-15 14:00:21 INFO: skip by colors first_candle=CandleItem(low=427.3, high=439.45, open=438.0, close=434.3, color='RED') second_candle=CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN') last_candle=CandleItem(low=434.5, high=439.0, open=436.75, close=435.5, color='RED')
2020-08-15 14:00:21 INFO: check need new order None
2020-08-15 14:00:21 INFO: init new order end
2020-08-15 14:00:21 INFO: 
2020-08-15 14:00:21 INFO: 
2020-08-15 14:00:21 INFO: 
2020-08-15 14:00:21 INFO: 
2020-08-15 14:02:00 INFO: 
2020-08-15 14:02:00 INFO: 
2020-08-15 14:02:00 INFO: 
2020-08-15 14:02:00 INFO: 
2020-08-15 14:02:00 INFO: clearing start
2020-08-15 14:02:00 INFO: clearing end
2020-08-15 14:02:00 INFO: 
2020-08-15 14:02:00 INFO: 
2020-08-15 14:02:00 INFO: 
2020-08-15 14:02:00 INFO: 
2020-08-15 15:00:20 INFO: 
2020-08-15 15:00:20 INFO: 
2020-08-15 15:00:20 INFO: 
2020-08-15 15:00:20 INFO: 
2020-08-15 15:00:20 INFO: init new order start
2020-08-15 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 435.5, 'high': 437.2, 'low': 433.5, 'close': 434.45, 'trades': 4030, 'volume': 4050336, 'vwap': 435.44, 'lastSize': 10, 'turnover': 176365970615, 'homeNotional': 48084.003732112295, 'foreignNotional': 20937531.681585442}, {'timestamp': datetime.datetime(2020, 8, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 436.75, 'high': 439.0, 'low': 434.5, 'close': 435.5, 'trades': 3906, 'volume': 4330144, 'vwap': 437.0, 'lastSize': 915, 'turnover': 189223958310, 'homeNotional': 51493.462135673086, 'foreignNotional': 22502309.820330903}, {'timestamp': datetime.datetime(2020, 8, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 434.3, 'high': 438.5, 'low': 433.8, 'close': 436.75, 'trades': 4929, 'volume': 3655255, 'vwap': 436.15, 'lastSize': 10, 'turnover': 159422956645, 'homeNotional': 43447.27441729553, 'foreignNotional': 18949476.87119735}]
2020-08-15 15:00:20 INFO: prepare candles [CandleItem(low=433.5, high=437.2, open=435.5, close=434.45, color='RED'), CandleItem(low=434.5, high=439.0, open=436.75, close=435.5, color='RED'), CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN')]
2020-08-15 15:00:20 INFO: skip by colors first_candle=CandleItem(low=433.8, high=438.5, open=434.3, close=436.75, color='GREEN') second_candle=CandleItem(low=434.5, high=439.0, open=436.75, close=435.5, color='RED') last_candle=CandleItem(low=433.5, high=437.2, open=435.5, close=434.45, color='RED')
2020-08-15 15:00:20 INFO: check need new order None
2020-08-15 15:00:20 INFO: init new order end
2020-08-15 15:00:20 INFO: 
2020-08-15 15:00:20 INFO: 
2020-08-15 15:00:20 INFO: 
2020-08-15 15:00:20 INFO: 
2020-08-15 15:02:00 INFO: 
2020-08-15 15:02:00 INFO: 
2020-08-15 15:02:00 INFO: 
2020-08-15 15:02:00 INFO: 
2020-08-15 15:02:00 INFO: clearing start
2020-08-15 15:02:00 INFO: clearing end
2020-08-15 15:02:00 INFO: 
2020-08-15 15:02:00 INFO: 
2020-08-15 15:02:00 INFO: 
2020-08-15 15:02:00 INFO: 
2020-08-15 16:00:20 INFO: 
2020-08-15 16:00:20 INFO: 
2020-08-15 16:00:20 INFO: 
2020-08-15 16:00:20 INFO: 
2020-08-15 16:00:20 INFO: init new order start
2020-08-15 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 434.45, 'high': 437.95, 'low': 429.3, 'close': 431.3, 'trades': 11072, 'volume': 11984753, 'vwap': 434.08, 'lastSize': 10, 'turnover': 520223684355, 'homeNotional': 141346.87970043422, 'foreignNotional': 61355079.733887576}, {'timestamp': datetime.datetime(2020, 8, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 435.5, 'high': 437.2, 'low': 433.5, 'close': 434.45, 'trades': 4030, 'volume': 4050336, 'vwap': 435.44, 'lastSize': 10, 'turnover': 176365970615, 'homeNotional': 48084.003732112295, 'foreignNotional': 20937531.681585442}, {'timestamp': datetime.datetime(2020, 8, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 436.75, 'high': 439.0, 'low': 434.5, 'close': 435.5, 'trades': 3906, 'volume': 4330144, 'vwap': 437.0, 'lastSize': 915, 'turnover': 189223958310, 'homeNotional': 51493.462135673086, 'foreignNotional': 22502309.820330903}]
2020-08-15 16:00:20 INFO: prepare candles [CandleItem(low=429.3, high=437.95, open=434.45, close=431.3, color='RED'), CandleItem(low=433.5, high=437.2, open=435.5, close=434.45, color='RED'), CandleItem(low=434.5, high=439.0, open=436.75, close=435.5, color='RED')]
2020-08-15 16:00:20 INFO: skip by colors first_candle=CandleItem(low=434.5, high=439.0, open=436.75, close=435.5, color='RED') second_candle=CandleItem(low=433.5, high=437.2, open=435.5, close=434.45, color='RED') last_candle=CandleItem(low=429.3, high=437.95, open=434.45, close=431.3, color='RED')
2020-08-15 16:00:20 INFO: check need new order None
2020-08-15 16:00:20 INFO: init new order end
2020-08-15 16:00:20 INFO: 
2020-08-15 16:00:20 INFO: 
2020-08-15 16:00:20 INFO: 
2020-08-15 16:00:20 INFO: 
2020-08-15 16:02:00 INFO: 
2020-08-15 16:02:00 INFO: 
2020-08-15 16:02:00 INFO: 
2020-08-15 16:02:00 INFO: 
2020-08-15 16:02:00 INFO: clearing start
2020-08-15 16:02:00 INFO: clearing end
2020-08-15 16:02:00 INFO: 
2020-08-15 16:02:00 INFO: 
2020-08-15 16:02:00 INFO: 
2020-08-15 16:02:00 INFO: 
2020-08-15 17:00:20 INFO: 
2020-08-15 17:00:20 INFO: 
2020-08-15 17:00:20 INFO: 
2020-08-15 17:00:20 INFO: 
2020-08-15 17:00:20 INFO: init new order start
2020-08-15 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 431.3, 'high': 434.65, 'low': 431.0, 'close': 432.8, 'trades': 4629, 'volume': 4121363, 'vwap': 433.28, 'lastSize': 107, 'turnover': 178566314775, 'homeNotional': 48572.05528969158, 'foreignNotional': 21044852.298975635}, {'timestamp': datetime.datetime(2020, 8, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 434.45, 'high': 437.95, 'low': 429.3, 'close': 431.3, 'trades': 11072, 'volume': 11984753, 'vwap': 434.08, 'lastSize': 10, 'turnover': 520223684355, 'homeNotional': 141346.87970043422, 'foreignNotional': 61355079.733887576}, {'timestamp': datetime.datetime(2020, 8, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 435.5, 'high': 437.2, 'low': 433.5, 'close': 434.45, 'trades': 4030, 'volume': 4050336, 'vwap': 435.44, 'lastSize': 10, 'turnover': 176365970615, 'homeNotional': 48084.003732112295, 'foreignNotional': 20937531.681585442}]
2020-08-15 17:00:20 INFO: prepare candles [CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN'), CandleItem(low=429.3, high=437.95, open=434.45, close=431.3, color='RED'), CandleItem(low=433.5, high=437.2, open=435.5, close=434.45, color='RED')]
2020-08-15 17:00:20 INFO: last_candle=CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN')
2020-08-15 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)))
2020-08-15 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=431.0, high=434.65, open=431.3, close=432.8, color='GREEN')
2020-08-15 17:00:20 INFO: skip by CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 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)))
2020-08-15 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=431.0, high=434.65, open=431.3, close=432.8, color='GREEN')
2020-08-15 17:00:20 INFO: skip by CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-08-15 17:00:20 INFO: not found applicable config for candle
2020-08-15 17:00:20 INFO: check need new order None
2020-08-15 17:00:20 INFO: init new order end
2020-08-15 17:00:20 INFO: 
2020-08-15 17:00:20 INFO: 
2020-08-15 17:00:20 INFO: 
2020-08-15 17:00:20 INFO: 
2020-08-15 17:02:00 INFO: 
2020-08-15 17:02:00 INFO: 
2020-08-15 17:02:00 INFO: 
2020-08-15 17:02:00 INFO: 
2020-08-15 17:02:00 INFO: clearing start
2020-08-15 17:02:00 INFO: clearing end
2020-08-15 17:02:00 INFO: 
2020-08-15 17:02:00 INFO: 
2020-08-15 17:02:00 INFO: 
2020-08-15 17:02:00 INFO: 
2020-08-15 18:00:20 INFO: 
2020-08-15 18:00:20 INFO: 
2020-08-15 18:00:20 INFO: 
2020-08-15 18:00:20 INFO: 
2020-08-15 18:00:20 INFO: init new order start
2020-08-15 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 432.8, 'high': 434.45, 'low': 429.0, 'close': 433.35, 'trades': 4979, 'volume': 3516445, 'vwap': 432.11, 'lastSize': 100, 'turnover': 151945671795, 'homeNotional': 41531.72227356367, 'foreignNotional': 17945920.79111292}, {'timestamp': datetime.datetime(2020, 8, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 431.3, 'high': 434.65, 'low': 431.0, 'close': 432.8, 'trades': 4629, 'volume': 4121363, 'vwap': 433.28, 'lastSize': 107, 'turnover': 178566314775, 'homeNotional': 48572.05528969158, 'foreignNotional': 21044852.298975635}, {'timestamp': datetime.datetime(2020, 8, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 434.45, 'high': 437.95, 'low': 429.3, 'close': 431.3, 'trades': 11072, 'volume': 11984753, 'vwap': 434.08, 'lastSize': 10, 'turnover': 520223684355, 'homeNotional': 141346.87970043422, 'foreignNotional': 61355079.733887576}]
2020-08-15 18:00:20 INFO: prepare candles [CandleItem(low=429.0, high=434.45, open=432.8, close=433.35, color='GREEN'), CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN'), CandleItem(low=429.3, high=437.95, open=434.45, close=431.3, color='RED')]
2020-08-15 18:00:20 INFO: skip by colors first_candle=CandleItem(low=429.3, high=437.95, open=434.45, close=431.3, color='RED') second_candle=CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN') last_candle=CandleItem(low=429.0, high=434.45, open=432.8, close=433.35, color='GREEN')
2020-08-15 18:00:20 INFO: check need new order None
2020-08-15 18:00:20 INFO: init new order end
2020-08-15 18:00:20 INFO: 
2020-08-15 18:00:20 INFO: 
2020-08-15 18:00:20 INFO: 
2020-08-15 18:00:20 INFO: 
2020-08-15 18:02:00 INFO: 
2020-08-15 18:02:00 INFO: 
2020-08-15 18:02:00 INFO: 
2020-08-15 18:02:00 INFO: 
2020-08-15 18:02:00 INFO: clearing start
2020-08-15 18:02:00 INFO: clearing end
2020-08-15 18:02:00 INFO: 
2020-08-15 18:02:00 INFO: 
2020-08-15 18:02:00 INFO: 
2020-08-15 18:02:00 INFO: 
2020-08-15 19:00:20 INFO: 
2020-08-15 19:00:20 INFO: 
2020-08-15 19:00:20 INFO: 
2020-08-15 19:00:20 INFO: 
2020-08-15 19:00:20 INFO: init new order start
2020-08-15 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 433.35, 'high': 438.35, 'low': 432.25, 'close': 436.25, 'trades': 6985, 'volume': 4378143, 'vwap': 435.87, 'lastSize': 1, 'turnover': 190826343425, 'homeNotional': 51898.8234461872, 'foreignNotional': 22620887.29137322}, {'timestamp': datetime.datetime(2020, 8, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 432.8, 'high': 434.45, 'low': 429.0, 'close': 433.35, 'trades': 4979, 'volume': 3516445, 'vwap': 432.11, 'lastSize': 100, 'turnover': 151945671795, 'homeNotional': 41531.72227356367, 'foreignNotional': 17945920.79111292}, {'timestamp': datetime.datetime(2020, 8, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 431.3, 'high': 434.65, 'low': 431.0, 'close': 432.8, 'trades': 4629, 'volume': 4121363, 'vwap': 433.28, 'lastSize': 107, 'turnover': 178566314775, 'homeNotional': 48572.05528969158, 'foreignNotional': 21044852.298975635}]
2020-08-15 19:00:20 INFO: prepare candles [CandleItem(low=432.25, high=438.35, open=433.35, close=436.25, color='GREEN'), CandleItem(low=429.0, high=434.45, open=432.8, close=433.35, color='GREEN'), CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN')]
2020-08-15 19:00:20 INFO: skip by colors first_candle=CandleItem(low=431.0, high=434.65, open=431.3, close=432.8, color='GREEN') second_candle=CandleItem(low=429.0, high=434.45, open=432.8, close=433.35, color='GREEN') last_candle=CandleItem(low=432.25, high=438.35, open=433.35, close=436.25, color='GREEN')
2020-08-15 19:00:20 INFO: check need new order None
2020-08-15 19:00:20 INFO: init new order end
2020-08-15 19:00:20 INFO: 
2020-08-15 19:00:20 INFO: 
2020-08-15 19:00:20 INFO: 
2020-08-15 19:00:20 INFO: 
2020-08-15 19:02:00 INFO: 
2020-08-15 19:02:00 INFO: 
2020-08-15 19:02:00 INFO: 
2020-08-15 19:02:00 INFO: 
2020-08-15 19:02:00 INFO: clearing start
2020-08-15 19:02:00 INFO: clearing end
2020-08-15 19:02:00 INFO: 
2020-08-15 19:02:00 INFO: 
2020-08-15 19:02:00 INFO: 
2020-08-15 19:02:00 INFO: 
2020-08-15 20:00:20 INFO: 
2020-08-15 20:00:20 INFO: 
2020-08-15 20:00:20 INFO: 
2020-08-15 20:00:20 INFO: 
2020-08-15 20:00:20 INFO: init new order start
2020-08-15 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 15, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 436.25, 'high': 439.75, 'low': 433.7, 'close': 435.6, 'trades': 5572, 'volume': 2804603, 'vwap': 437.17, 'lastSize': 842, 'turnover': 122606142215, 'homeNotional': 33298.69257237, 'foreignNotional': 14556933.2708962}, {'timestamp': datetime.datetime(2020, 8, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 433.35, 'high': 438.35, 'low': 432.25, 'close': 436.25, 'trades': 6985, 'volume': 4378143, 'vwap': 435.87,